Form NPORT-P Voya BALANCED PORTFOLIO For: Mar 31

  
    NPORT-P
    false
    
      
      
        
          0000846799
          XXXXXXXX
        
      
      
      
      
        S000008663
        C000028776
        C000028777
      
      
    
  
  
    
      Voya BALANCED PORTFOLIO INC
      811-05773
      0000846799
      549300SR3YSJO26U8B04
      7337 East Doubletree Ranch Road
      Suite 100
      Scottsdale
      
      85258
      1-800-992-0180
      VOYA BALANCED PORTFOLIO
      S000008663
      PX3K2LVY4N2W4J8E8Q69
      2022-12-31
      2022-03-31
      N
    
    
      380651562.65
      23008746.84
      357642815.81
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      274183.40000000
      13066128.61000000
      0.00000000
      1503184.28000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CLI Funding LLC
        549300NQLBWJD5AREU05
        
        12563LAN7
        
          
        
        84050.02000000
        PA
        USD
        78931.10000000
        0.022069812816
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-18
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12624QAS2
        
          
        
        737294.14000000
        PA
        USD
        2815.51000000
        0.000787240754
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-15
          Variable
          1.68497500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLETE Inc
        549300NNLSIMY6Z8OT86
        
        018522300
        
          
          
        
        496.00000000
        NS
        USD
        33222.08000000
        0.009289178624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HONDA MOTOR CO LTD
        549300P7ZYCQJ36CCS16
        
        438127AC6
        
          
          
        
        43000.00000000
        PA
        USD
        41642.78000000
        0.011643678597
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2032-03-10
          Fixed
          2.96700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        
        878742AE5
        
          
          
        
        65000.00000000
        PA
        USD
        76936.59000000
        0.021512130706
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2035-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJZ6
        
          
          
        
        120000.00000000
        PA
        USD
        110797.80000000
        0.030980015563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferguson PLC
        213800DU1LGY3R2S2X42
        
        000000000
        
          
          
          
        
        1582.00000000
        NS
        
        214328.56000000
        0.059928104389
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Suzuki Motor Corp
        353800D83H0V3ZV1SV24
        
        000000000
        
          
          
          
        
        500.00000000
        NS
        
        17135.10000000
        0.004791120985
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fiverr International Ltd
        549300Z8OREY6THCPF67
        
        000000000
        
          
          
        
        300.00000000
        NS
        USD
        22821.00000000
        0.006380947412
        Long
        EC
        CORP
        IL
        
        N
        
        1
        
          N
          N
          
        
      
      
        Sage Group PLC/The
        2138005RN5XYLTF8G138
        
        000000000
        
          
          
          
        
        20080.00000000
        NS
        
        183986.26000000
        0.051444136961
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eiffage SA
        969500OQXKE5WDM9M994
        
        000000000
        
          
          
          
        
        843.00000000
        NS
        
        86519.43000000
        0.024191574994
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        
        785592AU0
        
          
          
        
        15000.00000000
        PA
        USD
        15431.76000000
        0.004314852505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RPM INTERNATIONAL INC
        549300TJCKW4BRXPJ474
        
        749685AY9
        
          
          
        
        91000.00000000
        PA
        USD
        83527.13000000
        0.023354902239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAH4
        
          
          
        
        18000.00000000
        PA
        USD
        20182.50000000
        0.005643200172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DXC TECHNOLOGY CO
        549300DOVZ3EDJB7O259
        
        23355LAL0
        
          
          
        
        20000.00000000
        PA
        USD
        18363.35000000
        0.005134550223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A0A72
        
          
        
        37273.20000000
        PA
        USD
        38400.15000000
        0.010737011426
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARS INC
        54930073HKEO6GZBSS03
        
        571676AG0
        
          
          
        
        12000.00000000
        PA
        USD
        12861.37000000
        0.003596149407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2054-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        29429EAF8
        
          
        
        876319.05000000
        PA
        USD
        53320.16000000
        0.014908774241
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-10
          Variable
          1.89962700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        
        000000000
        
          
          
          
        
        8639.00000000
        NS
        
        136071.75000000
        0.038046828842
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308GZ4
        
          
          
        
        17000.00000000
        PA
        USD
        15114.94000000
        0.004226266915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBC DOMINION SECURITIES INC.
        549300QJJX6CVVUXLE15
        
        000000000
        
          
        
        2070912.00000000
        PA
        USD
        2070912.00000000
        0.579044764343
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.30000000
          2022-04-01
          
            
              1551810.93932372
              USD
              1146360.95682579
              USD
              UST
            
            
              2847546.63593625
              USD
              965969.30511666
              USD
              AMBS
            
          
        
        
          
          N
          N
        
      
      
        SEALED AIR CORP
        Q0M0CZB4YN6JZ65WXI09
        
        81211KAZ3
        
          
          
        
        30000.00000000
        PA
        USD
        27375.29000000
        0.007654365973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          1.57300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        
        000000000
        
          
          
          
        
        166563.00000000
        NS
        
        273126.87000000
        0.076368616375
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SolarEdge Technologies Inc
        5493000K6Y58XXPDF853
        
        83417M104
        
          
          
        
        48.00000000
        NS
        USD
        15473.76000000
        0.004326596066
        Long
        EC
        CORP
        IL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Controls International
        549300XQ6S1GYKGBL205
        
        000000000
        
          
          
        
        9184.00000000
        NS
        USD
        602194.88000000
        0.168378855489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lumentum Holdings Inc
        549300JLWRRC38DWEF52
        
        55024U109
        
          
          
        
        173.00000000
        NS
        USD
        16884.80000000
        0.004721134957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sunnova Sol III Issuer LLC
        N/A
        
        86745QAA9
        
          
        
        95887.79000000
        PA
        USD
        87618.62000000
        0.024498917950
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-04-28
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCE9
        
          
          
        
        40000.00000000
        PA
        USD
        40518.69000000
        0.011329373388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBH7
        
          
          
        
        6000.00000000
        PA
        USD
        5535.11000000
        0.001547664249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FACEBOOK INC-A
        BQ4BKCS1HXDV9HN80Z93
        
        30303M102
        
          
          
        
        5247.00000000
        NS
        USD
        1166722.92000000
        0.326225739319
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAD5
        
          
          
        
        60000.00000000
        PA
        USD
        65161.69000000
        0.018219767633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-06-15
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        
        29250NBC8
        
          
          
        
        38000.00000000
        PA
        USD
        39425.00000000
        0.011023568280
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2080-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        
        05369AAL5
        
          
          
        
        21000.00000000
        PA
        USD
        19025.51000000
        0.005319695841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-20
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        N/A
        
        90270RAL8
        
          
        
        40000.00000000
        PA
        USD
        36922.07000000
        0.010323727576
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-10
          Variable
          4.46048300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        
        501889208
        
          
          
        
        8355.00000000
        NS
        USD
        379400.55000000
        0.106083649168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H032654
        
          
        
        2500000.00000000
        PA
        USD
        2507031.25000000
        0.700987448698
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cadence Design Systems Inc
        GCT7RXJOGLXPV0NXZY22
        
        127387108
        
          
          
        
        1881.00000000
        NS
        USD
        309349.26000000
        0.086496707420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        26442CAN4
        
          
          
        
        125000.00000000
        PA
        USD
        128285.58000000
        0.035869748902
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-09-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        
        03522AAH3
        
          
          
        
        97000.00000000
        PA
        USD
        104296.69000000
        0.029162249425
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        
        824348106
        
          
          
        
        206.00000000
        NS
        USD
        51421.72000000
        0.014377954128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Macy's Inc
        529900NZQ81TIOW3CW52
        
        55616P104
        
          
          
        
        1903.00000000
        NS
        USD
        46357.08000000
        0.012961837327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENTERGY LOUISIANA LLC
        0V5453U14HDZO63CGH17
        
        29364WBC1
        
          
          
        
        9000.00000000
        PA
        USD
        9555.39000000
        0.002671769032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACS Actividades de Construccio
        95980020140005558665
        
        000000000
        
          
          
          
        
        2464.00000000
        NS
        
        66428.45000000
        0.018573964599
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsui Fudosan Co Ltd
        353800ND4ZKNZDYKMF33
        
        000000000
        
          
          
          
        
        5900.00000000
        NS
        
        126273.71000000
        0.035307212788
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CLI Funding LLC
        N/A
        
        12565KAE7
        
          
        
        98013.34000000
        PA
        USD
        92683.85000000
        0.025915199719
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-01-18
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        
        000000000
        
          
          
        
        1706.00000000
        NS
        USD
        555524.78000000
        0.155329495083
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        
        88032WAE6
        
          
          
        
        200000.00000000
        PA
        USD
        199976.92000000
        0.055915262703
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-01-19
          Fixed
          2.98500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397NUJ2
        
          
        
        179521.74000000
        PA
        USD
        187671.24000000
        0.052474488988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B1EY6
        
          
        
        456732.14000000
        PA
        USD
        463319.77000000
        0.129548183136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CAMPUS CMNTYS
        RDKVCX5HITZ2GPIR7153
        
        024836AH1
        
          
          
        
        54000.00000000
        PA
        USD
        49424.12000000
        0.013819408028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daiichi Sankyo Co Ltd
        353800XGIU2IHQGC9504
        
        000000000
        
          
          
          
        
        800.00000000
        NS
        
        17469.60000000
        0.004884650055
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Saia Inc
        549300WNPG4N9GBOYB29
        
        78709Y105
        
          
          
        
        233.00000000
        NS
        USD
        56810.06000000
        0.015884580226
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPG INDUSTRIES INC
        549300BKPEP01R3V6C59
        
        693506BU0
        
          
          
        
        32000.00000000
        PA
        USD
        29668.66000000
        0.008295611903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        
        69120VAE1
        
          
          
        
        28000.00000000
        PA
        USD
        26964.28000000
        0.007539444050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-08
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Wolf Trust
        N/A
        
        39152TAN0
        
          
        
        900000.00000000
        PA
        USD
        865177.92000000
        0.241911169958
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          3.12900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBRE SERVICES INC
        549300CTE3HOMEUMM603
        
        12505BAE0
        
          
          
        
        33000.00000000
        PA
        USD
        29866.46000000
        0.008350918480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        
        030288AB0
        
          
          
        
        28000.00000000
        PA
        USD
        30913.66000000
        0.008643724585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38377NT20
        
          
        
        223689.66000000
        PA
        USD
        227806.53000000
        0.063696660447
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-12-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pentair PLC
        549300EVR9D56WPSRP15
        
        000000000
        
          
          
        
        4314.00000000
        NS
        USD
        233861.94000000
        0.065389805040
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ONEOK PARTNERS LP
        T4DHW82NMF6BXJT50795
        
        68268NAG8
        
          
          
        
        19000.00000000
        PA
        USD
        20962.21000000
        0.005861213779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK HILLS CORP
        3MGELCRSTNSAMJ962671
        
        092113AH2
        
          
          
        
        40000.00000000
        PA
        USD
        40785.84000000
        0.011404070820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-30
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        
        14040H105
        
          
          
        
        1741.00000000
        NS
        USD
        228575.89000000
        0.063911780104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YEH4
        
          
          
        
        50000.00000000
        PA
        USD
        45187.50000000
        0.012634812724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.51100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06540BBE8
        
          
        
        3778748.21000000
        PA
        USD
        191307.06000000
        0.053491095456
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-17
          Variable
          0.86821600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WEUG2
        
          
        
        21145.41000000
        PA
        USD
        22077.05000000
        0.006172932608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565LAH9
        
          
        
        108007.66000000
        PA
        USD
        108580.36000000
        0.030360000313
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Floating
          3.55657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71643VAB1
        
          
        
        335000.00000000
        PA
        USD
        318598.40000000
        0.089082846324
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-02-16
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        
        83368RBJ0
        
          
          
        
        200000.00000000
        PA
        USD
        184204.10000000
        0.051505046895
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2033-01-21
          Fixed
          3.33700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Funding Mortgage Loan As
        N/A
        
        161546GR1
        
          
          
        
        16450.35000000
        PA
        USD
        15703.66000000
        0.004390878078
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-25
          Floating
          1.05657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUCOR CORP
        549300GGJCRSI2TIEJ46
        
        670346AV7
        
          
          
        
        11000.00000000
        PA
        USD
        10645.60000000
        0.002976601102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colfax Corp
        635400OP2DYYYMOIYL17
        
        194014106
        
          
          
        
        1520.00000000
        NS
        USD
        60480.80000000
        0.016910950626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renault SA
        969500F7JLTX36OUI695
        
        000000000
        
          
          
          
        
        1745.00000000
        NS
        
        45614.66000000
        0.012754250325
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Hartford Financial Services Gr
        IU7C3FTM7Y3BQM112U94
        
        416515104
        
          
          
        
        6307.00000000
        NS
        USD
        452905.67000000
        0.126636311419
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FEDEX CORP
        549300E707U7WNPZN687
        
        31428XBA3
        
          
          
        
        51000.00000000
        PA
        USD
        50831.98000000
        0.014213057764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        549300NUS8PQQUZMPR50
        
        09626QBA4
        
          
        
        500000.00000000
        PA
        USD
        496070.50000000
        0.138705568257
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-20
          Floating
          1.65400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324P102
        
          
          
        
        3023.00000000
        NS
        USD
        1541639.31000000
        0.431055578876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJA8
        
          
          
        
        13000.00000000
        PA
        USD
        13515.45000000
        0.003779035787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-20
          Fixed
          4.08300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YAV1
        
          
          
        
        75000.00000000
        PA
        USD
        78491.74000000
        0.021946963990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-05-14
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        
        70450Y103
        
          
          
        
        3105.00000000
        NS
        USD
        359093.25000000
        0.100405553844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36258RBC6
        
          
        
        1299543.42090000
        PA
        USD
        96916.44000000
        0.027098668200
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-05-12
          Variable
          1.13057100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERPUBLIC GROUP COS
        5493008IUOJ5VWTRC333
        
        460690BL3
        
          
          
        
        9000.00000000
        PA
        USD
        9170.87000000
        0.002564253941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WiseTech Global Ltd
        254900VE3AF301Q85K83
        
        000000000
        
          
          
          
        
        907.00000000
        NS
        
        34138.44000000
        0.009545400743
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        
        59156R108
        
          
          
        
        6170.00000000
        NS
        USD
        433627.60000000
        0.121245997635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        26442CAP9
        
          
          
        
        6000.00000000
        PA
        USD
        5927.44000000
        0.001657363083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RMM1
        
          
          
        
        53000.00000000
        PA
        USD
        47193.32000000
        0.013195657207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        
        000000000
        
          
          
          
        
        600.00000000
        NS
        
        17095.33000000
        0.004780000951
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kyndryl Holdings Inc
        549300LQ4LWX2R8ZV130
        
        50155Q100
        
          
          
        
        1174.00000000
        NS
        USD
        15402.88000000
        0.004306777410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANTARES HOLDINGS
        5493008EAIGV4283RM42
        
        03666HAE1
        
          
          
        
        8000.00000000
        PA
        USD
        7394.05000000
        0.002067439823
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medibank Pvt Ltd
        BDYVSUPTML83OLINBJ17
        
        000000000
        
          
          
          
        
        19270.00000000
        NS
        
        44273.43000000
        0.012379230909
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        
        86562MAK6
        
          
          
        
        8000.00000000
        PA
        USD
        7850.59000000
        0.002195092324
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-10-19
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Group PLC
        2138005O9XJIJN4JPN90
        
        000000000
        
          
          
          
        
        63595.00000000
        NS
        
        179613.35000000
        0.050221433804
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ENTERGY CORP
        4XM3TW50JULSLG8BNC79
        
        29364GAL7
        
          
          
        
        13000.00000000
        PA
        USD
        12203.27000000
        0.003412139000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        92922F2N7
        
          
        
        43364.69000000
        PA
        USD
        43131.92000000
        0.012060054918
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-25
          Floating
          1.47657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        064159TF3
        
          
          
        
        25000.00000000
        PA
        USD
        24368.63000000
        0.006813678039
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-02-03
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCU8
        
          
          
        
        17000.00000000
        PA
        USD
        16044.42000000
        0.004486157498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          2.96300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SONOCO PRODUCTS CO
        GKOMIK4RDJGHEF0VNP11
        
        835495AN2
        
          
          
        
        44000.00000000
        PA
        USD
        41732.99000000
        0.011668902087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        
        714046AG4
        
          
          
        
        30000.00000000
        PA
        USD
        29294.06000000
        0.008190870529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ChampionX Corp
        549300EP2909K6DYYP38
        
        15872M104
        
          
          
        
        2121.00000000
        NS
        USD
        51922.08000000
        0.014517859077
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374UNM9
        
          
        
        33589.61000000
        PA
        USD
        35132.33000000
        0.009823300915
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burberry Group PLC
        213800PE1KEFCNFR1R50
        
        000000000
        
          
          
          
        
        855.00000000
        NS
        
        18664.32000000
        0.005218704018
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJK6
        
          
          
        
        36000.00000000
        PA
        USD
        33314.02000000
        0.009314885837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-24
          Fixed
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05608JAJ2
        
          
        
        343000.00000000
        PA
        USD
        334042.59000000
        0.093401174365
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-02-15
          Floating
          2.74700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK
        F8SB4JFBSYQFRQEH3Z21
        
        632525AS0
        
          
          
        
        250000.00000000
        PA
        USD
        244893.28000000
        0.068474262357
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2034-08-02
          Fixed
          3.93300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUQUESNE LIGHT HOLDINGS
        4CUJ1D8WDXK9X7QI6B93
        
        266233AH8
        
          
          
        
        17000.00000000
        PA
        USD
        15275.31000000
        0.004271107743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.53200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        
        22822VAV3
        
          
          
        
        14000.00000000
        PA
        USD
        12667.83000000
        0.003542033962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        
        961214EQ2
        
          
          
        
        33000.00000000
        PA
        USD
        27808.65000000
        0.007775537147
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2040-11-16
          Fixed
          2.96300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies Holding P
        529900MS7KFYCY9MS037
        
        000000000
        
          
          
        
        1367.00000000
        NS
        USD
        69511.95000000
        0.019436137656
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        
        70450YAE3
        
          
          
        
        83000.00000000
        PA
        USD
        81353.80000000
        0.022747220523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        
        31428X106
        
          
          
        
        1373.00000000
        NS
        USD
        317698.47000000
        0.088831218175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Pharma Co Ltd
        529900D60UKVYLJ2OJ79
        
        000000000
        
          
          
          
        
        1400.00000000
        NS
        
        13812.07000000
        0.003861973284
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Venture Corp Ltd
        254900B1NLZC3J1MAE72
        
        000000000
        
          
          
          
        
        11400.00000000
        NS
        
        146912.34000000
        0.041077950822
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Mimecast Ltd
        254900ELSYFSTT9X2740
        
        000000000
        
          
          
        
        388.00000000
        NS
        USD
        30869.28000000
        0.008631315557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Holcim Ltd
        529900EHPFPYHV6IQO98
        
        000000000
        
          
          
          
        
        4079.00000000
        NS
        
        198389.41000000
        0.055471381286
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBW5
        
          
          
        
        137000.00000000
        PA
        USD
        125703.62000000
        0.035147810732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-04
          Fixed
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        
        599191AA1
        
          
          
        
        39000.00000000
        PA
        USD
        40706.25000000
        0.011381816773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Koito Manufacturing Co Ltd
        N/A
        
        000000000
        
          
          
          
        
        400.00000000
        NS
        
        16187.82000000
        0.004526253369
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBM1
        
          
          
        
        18000.00000000
        PA
        USD
        15942.50000000
        0.004457659792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-10
          Fixed
          1.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        
        00766T100
        
          
          
        
        3954.00000000
        NS
        USD
        303706.74000000
        0.084919010413
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B5NC2
        
          
        
        898473.05000000
        PA
        USD
        862684.49000000
        0.241213985536
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397QNH7
        
          
        
        102803.19000000
        PA
        USD
        106877.84000000
        0.029883961112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828Z78
        
          
          
        
        347900.00000000
        PA
        USD
        332516.30000000
        0.092974410585
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SANTOS FINANCE LTD
        213800BKUBSWG53XNS94
        
        803014AA7
        
          
          
        
        126000.00000000
        PA
        USD
        117864.31000000
        0.032955872392
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-04-29
          Fixed
          3.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAR0
        
          
          
        
        122000.00000000
        PA
        USD
        116722.01000000
        0.032636475511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-24
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCV6
        
          
          
        
        57000.00000000
        PA
        USD
        55940.98000000
        0.015641578001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-24
          Fixed
          2.59500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lazard Ltd
        254900RIBCDJSUFG1A11
        
        000000000
        
          
          
        
        441.00000000
        NS
        USD
        15214.50000000
        0.004254104745
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Life Storage Inc
        W9EE01AFDDF9DQCQZC68
        
        53223X107
        
          
          
        
        867.00000000
        NS
        USD
        121752.81000000
        0.034043130357
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        
        084664CV1
        
          
          
        
        11000.00000000
        PA
        USD
        9568.92000000
        0.002675552136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELANESE US HOLDINGS LLC
        CD30XVRLT4QO00B1C706
        
        15089QAK0
        
          
          
        
        30000.00000000
        PA
        USD
        27061.23000000
        0.007566552102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-05
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OGLETHORPE POWER CORP
        3EERXCUSWMS9GV5D9M98
        
        677050AQ9
        
          
          
        
        20000.00000000
        PA
        USD
        18872.80000000
        0.005276996815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        
        49271V100
        
          
          
        
        1824.00000000
        NS
        USD
        69129.60000000
        0.019329229315
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EAST WEST BANCORP INC
        N/A
        
        27579R104
        
          
          
        
        1126.00000000
        NS
        USD
        88976.52000000
        0.024878598441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SYNOVUS FINANCIAL CORP
        549300EIUS8UN5JTLE54
        
        87161C501
        
          
          
        
        2181.00000000
        NS
        USD
        106869.00000000
        0.029881489373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        
        12189LAZ4
        
          
          
        
        45000.00000000
        PA
        USD
        46760.05000000
        0.013074511197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nintendo Co Ltd
        353800FEEXU6I9M0ZF27
        
        000000000
        
          
          
          
        
        200.00000000
        NS
        
        100952.41000000
        0.028227160042
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36255WAL9
        
          
        
        100000.00000000
        PA
        USD
        91740.81000000
        0.025651517643
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-15
          Floating
          2.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TotalEnergies SE
        529900S21EQ1BO4ESM68
        
        000000000
        
          
          
          
        
        1416.00000000
        NS
        
        71649.35000000
        0.020033773036
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4.36000000
        -0.00000121909
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -606.53000000
            ILS
            185.78000000
            USD
            2022-04-29
            -4.36000000
          
        
        
          N
          N
          N
        
      
      
        LHC Group Inc
        5299009NPLWAMRQYZX73
        
        50187A107
        
          
          
        
        195.00000000
        NS
        USD
        32877.00000000
        0.009192691296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL SERVICES LLC
        I7331LVCZKQKX5T7XV54
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        56.14000000
        0.000015697225
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            -1858.28000000
            USD
            1515016.00000000
            CLP
            2022-05-06
            56.14000000
          
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        
        071813CJ6
        
          
          
        
        20000.00000000
        PA
        USD
        18722.37000000
        0.005234935296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          1.91500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31395GJR4
        
          
        
        11428.45000000
        PA
        USD
        12261.05000000
        0.003428294784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        
        548661107
        
          
          
        
        407.00000000
        NS
        USD
        82291.33000000
        0.023009361956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Commercial Mortg
        N/A
        
        23312VAS5
        
          
        
        110000.00000000
        PA
        USD
        90131.38000000
        0.025201507206
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-10
          Variable
          3.48375200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        86765BAP4
        
          
          
        
        43000.00000000
        PA
        USD
        44384.46000000
        0.012410275850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132QS6V5
        
          
        
        4628.22000000
        PA
        USD
        4835.66000000
        0.001352092027
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132QNKH1
        
          
        
        28908.20000000
        PA
        USD
        29410.50000000
        0.008223428152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        
        37940XAA0
        
          
          
        
        150000.00000000
        PA
        USD
        146918.62000000
        0.041079706764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A2GT4
        
          
        
        290090.54000000
        PA
        USD
        295647.66000000
        0.082665622495
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135B101
        
          
          
        
        3370.00000000
        NS
        USD
        283720.30000000
        0.079330630298
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MARS INC
        54930073HKEO6GZBSS03
        
        571676AD7
        
          
          
        
        30000.00000000
        PA
        USD
        30429.18000000
        0.008508259820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-04-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quidel Corp
        549300X2FQ6S98OQLQ46
        
        74838J101
        
          
          
        
        266.00000000
        NS
        USD
        29914.36000000
        0.008364311731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spotify Technology SA
        549300B4X0JHWV0DTD60
        
        000000000
        
          
          
        
        1139.00000000
        NS
        USD
        172011.78000000
        0.048095969608
        Long
        EC
        CORP
        SE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833EF3
        
          
          
        
        115000.00000000
        PA
        USD
        99520.72000000
        0.027826847234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-08
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        
        65339KBY5
        
          
          
        
        175000.00000000
        PA
        USD
        164409.12000000
        0.045970200639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        
        084664DB4
        
          
          
        
        21000.00000000
        PA
        USD
        21500.87000000
        0.006011827736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AETNA INC
        549300QKBENKLBXQ8968
        
        00817YAV0
        
          
          
        
        42000.00000000
        PA
        USD
        42178.74000000
        0.011793537612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HealthEquity Inc
        529900LRJU1RAFQHM467
        
        42226A107
        
          
          
        
        247.00000000
        NS
        USD
        16657.68000000
        0.004657630256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tri Pointe Homes Inc
        N/A
        
        87265H109
        
          
          
        
        13658.00000000
        NS
        USD
        274252.64000000
        0.076683391326
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        45.00000000
        NC
        USD
        -127899.99000000
        -0.03576193463
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-30
            5288837.49000000
            USD
            -127899.99000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL SERVICES LLC
        I7331LVCZKQKX5T7XV54
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        228.48000000
        0.000063884968
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            -581088.68000000
            CNY
            91596.91000000
            USD
            2022-04-29
            228.48000000
          
        
        
          N
          N
          N
        
      
      
        AES CORP/THE
        2NUNNB7D43COUIRE5295
        
        00130HCE3
        
          
          
        
        21000.00000000
        PA
        USD
        19338.30000000
        0.005407154609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEG2
        
          
          
        
        3439000.00000000
        PA
        USD
        3434499.76000000
        0.960315602096
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-03-31
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithia Motors Inc
        SE8N1EZEHPZQBCBVKD53
        
        536797103
        
          
          
        
        302.00000000
        NS
        USD
        90636.24000000
        0.025342670394
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61746BDZ6
        
          
          
        
        112000.00000000
        PA
        USD
        114233.87000000
        0.031940770218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-27
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAT8
        
          
          
        
        100000.00000000
        PA
        USD
        89104.41000000
        0.024914357582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CA2
        
          
          
        
        131000.00000000
        PA
        USD
        121203.99000000
        0.033889675576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-05-12
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halozyme Therapeutics Inc
        529900242I3SV9AGM753
        
        40637H109
        
          
          
        
        1152.00000000
        NS
        USD
        45941.76000000
        0.012845710292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Triton Container Finance LLC
        N/A
        
        89680HAE2
        
          
        
        91500.04000000
        PA
        USD
        82987.64000000
        0.023204056206
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-03-20
          Fixed
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY FLORIDA LLC
        7MOHLM3DKE63RX2ZCN83
        
        26444HAL5
        
          
          
        
        21000.00000000
        PA
        USD
        18820.63000000
        0.005262409635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31292HMU5
        
          
          
        
        1894.34000000
        PA
        USD
        2064.32000000
        0.000577201584
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zaxby's Funding LLC
        N/A
        
        98920MAA0
        
          
        
        199000.00000000
        PA
        USD
        184466.33000000
        0.051578368653
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-30
          Fixed
          3.23800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GF II
        6354003EUPCHXTWUU869
        
        6944PL2B4
        
          
          
        
        18000.00000000
        PA
        USD
        16863.37000000
        0.004715142945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-24
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12594MBF4
        
          
        
        20000.00000000
        PA
        USD
        19687.11000000
        0.005504684878
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-10
          Variable
          4.33243600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        
        00846U101
        
          
          
        
        4243.00000000
        NS
        USD
        561476.19000000
        0.156993560384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ALY45
        
          
        
        6918.03000000
        PA
        USD
        7253.85000000
        0.002028238700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31307M2M7
        
          
        
        5548.23000000
        PA
        USD
        5503.84000000
        0.001538920888
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1702.12000000
        -0.00047592735
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-04-18
            0.00000000
            USD
            0.00000000
            USD
            186100.00000000
            USD
            -1702.12000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691YAP6
        
          
        
        1008430.68590000
        PA
        USD
        85919.71000000
        0.024023888136
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-15
          Variable
          1.29943100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31401HHE5
        
          
          
        
        15663.61000000
        PA
        USD
        16960.54000000
        0.004742312511
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REINSURANCE GROUP OF AMERICA INC
        LORM1GNEU1DKEW527V90
        
        759351604
        
          
          
        
        652.00000000
        NS
        USD
        71367.92000000
        0.019955082793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanguard FTSE Developed Markets ETF
        N/A
        
        921943858
        
          
          
        
        73441.00000000
        NS
        USD
        3527371.23000000
        0.986283261977
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCD6
        
          
          
        
        211000.00000000
        PA
        USD
        191984.98000000
        0.053680647705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-22
          Fixed
          3.15700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEMENT FLEET MANAGEMENT
        5493000PGBS1C22ELQ16
        
        286181AD4
        
          
          
        
        36000.00000000
        PA
        USD
        36081.40000000
        0.010088669030
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAIN STREET CAPITAL CORP
        5493001FS9QJLJNF3E20
        
        56035LAD6
        
          
          
        
        30000.00000000
        PA
        USD
        30636.08000000
        0.008566110836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140K9EE5
        
          
        
        600227.76000000
        PA
        USD
        589235.61000000
        0.164755332402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRA PACIFIC POWER CO
        QB888G5GSVGE1LD1WV84
        
        826418BM6
        
          
          
        
        68000.00000000
        PA
        USD
        66870.58000000
        0.018697587940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO/THE
        549300GZKULIZ0WOW665
        
        254687106
        
          
          
        
        445.00000000
        NS
        USD
        61036.20000000
        0.017066245231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36251XAT4
        
          
        
        1360033.39000000
        PA
        USD
        28394.64000000
        0.007939384979
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-10
          Variable
          0.57228100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBZ7
        
          
          
        
        74000.00000000
        PA
        USD
        64832.38000000
        0.018127689732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KPN3
        
          
        
        600000.00000000
        PA
        USD
        541773.78000000
        0.151484597495
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          3.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAH4
        
          
          
        
        9000.00000000
        PA
        USD
        8650.02000000
        0.002418619812
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        
        05565QDV7
        
          
          
        
        28000.00000000
        PA
        USD
        28157.50000000
        0.007873078601
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Creek CLO Ltd
        N/A
        
        18452LAL2
        
          
        
        250000.00000000
        PA
        USD
        244468.75000000
        0.068355560126
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-20
          Floating
          2.20400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank OZK
        549300VYK2WBD7SST478
        
        06417N103
        
          
          
        
        1706.00000000
        NS
        USD
        72846.20000000
        0.020368422565
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WDZP9
        
          
        
        136201.56000000
        PA
        USD
        142310.53000000
        0.039791245261
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17328FBB0
        
          
        
        1114140.40000000
        PA
        USD
        63251.87000000
        0.017685765575
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-10
          Variable
          1.05539400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORIX CORP
        35380016EMHNBOVYE123
        
        686330AK7
        
          
          
        
        150000.00000000
        PA
        USD
        150318.28000000
        0.042030280871
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-12-04
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254CH1
        
          
          
        
        200000.00000000
        PA
        USD
        185374.76000000
        0.051832373475
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-01-12
          Fixed
          3.60300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Performance Food Group Co
        549300EUK8GR9IT1YK57
        
        71377A103
        
          
          
        
        1408.00000000
        NS
        USD
        71681.28000000
        0.020042700938
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        92922F4V7
        
          
        
        22826.63000000
        PA
        USD
        22483.58000000
        0.006286601884
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-25
          Floating
          1.43657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        
        776696106
        
          
          
        
        1504.00000000
        NS
        USD
        710233.92000000
        0.198587498085
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MongoDB Inc
        549300TPTG69WKWE1Z37
        
        60937P106
        
          
          
        
        231.00000000
        NS
        USD
        102469.29000000
        0.028651292706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        
        67066G104
        
          
          
        
        7610.00000000
        NS
        USD
        2076464.60000000
        0.580597318947
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        
        000000000
        
          
          
          
        
        16598.00000000
        NS
        
        181416.79000000
        0.050725691103
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFZA2
        
          
        
        382234.60000000
        PA
        USD
        366062.72000000
        0.102354277457
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBR6
        
          
          
        
        33000.00000000
        PA
        USD
        30999.50000000
        0.008667726186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          2.18200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESTLE SA
        KY37LUS27QQX7BB93L28
        
        000000000
        
          
          
          
        
        3522.00000000
        NS
        
        457925.73000000
        0.128039963269
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        064159VJ2
        
          
          
        
        34000.00000000
        PA
        USD
        34085.00000000
        0.009530458461
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          N/A
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TB4
        
          
          
        
        1790000.00000000
        PA
        USD
        1570725.00000000
        0.439188187365
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398CKN7
        
          
          
        
        38597.45000000
        PA
        USD
        38918.35000000
        0.010881904592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-15
          Variable
          5.14615800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Molina Healthcare Inc
        549300NQQCEQ46YHZ591
        
        60855R100
        
          
          
        
        1040.00000000
        NS
        USD
        346933.60000000
        0.097005611370
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        N/A
        
        61756HBN9
        
          
        
        45244.57000000
        PA
        USD
        33495.72000000
        0.009365690716
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325DS1
        
          
          
        
        200000.00000000
        PA
        USD
        169600.00000000
        0.047421615226
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2031-04-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        
        98138HAH4
        
          
        
        35000.00000000
        PA
        USD
        35109.70000000
        0.009816973373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        
        65473PAK1
        
          
          
        
        100000.00000000
        PA
        USD
        92009.20000000
        0.025726561790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIPPON EXPRESS HOLDINGS INC
        N/A
        
        000000000
        
          
          
          
        
        1000.00000000
        NS
        
        68700.79000000
        0.019209330360
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CHENIERE CORP CHRISTI HD
        549300I7CIEWU1BBLQ53
        
        16412XAG0
        
          
          
        
        5000.00000000
        PA
        USD
        5335.86000000
        0.001491952239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31419KE92
        
          
        
        40617.54000000
        PA
        USD
        43867.26000000
        0.012265662292
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RYDER SYSTEM INC
        ZXJ6Y2OSPZXIVGRILD15
        
        783549108
        
          
          
        
        2936.00000000
        NS
        USD
        232912.88000000
        0.065124439721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greif Inc
        54930070FVGKR0Z1FI24
        
        397624107
        
          
          
        
        607.00000000
        NS
        USD
        39491.42000000
        0.011042139882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGH1
        
          
          
        
        133000.00000000
        PA
        USD
        124228.75000000
        0.034735424425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FXQX9
        
          
        
        1290584.23500000
        PA
        USD
        108780.89000000
        0.030416070221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-25
          Variable
          0.87072900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        
        761713BB1
        
          
          
        
        22000.00000000
        PA
        USD
        22711.90000000
        0.006350442115
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        
        858119BL3
        
          
          
        
        15000.00000000
        PA
        USD
        14519.63000000
        0.004059813131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        
        874060AX4
        
          
          
        
        400000.00000000
        PA
        USD
        361562.18000000
        0.101095887857
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-03-31
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Recruit Holdings Co Ltd
        353800R2LRSMVVC4I806
        
        000000000
        
          
          
          
        
        2000.00000000
        NS
        
        86894.09000000
        0.024296333145
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        
        92857WBT6
        
          
          
        
        20000.00000000
        PA
        USD
        22298.79000000
        0.006234933015
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2059-06-19
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        
        05369AAC5
        
          
          
        
        8000.00000000
        PA
        USD
        8038.91000000
        0.002247748212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KILROY REALTY LP
        5493008CT3N3JR7P1552
        
        49427RAR3
        
          
          
        
        30000.00000000
        PA
        USD
        26050.79000000
        0.007284024408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-11-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DB8
        
          
          
        
        22000.00000000
        PA
        USD
        21235.03000000
        0.005937496591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bruker Corp
        LEBZ6VLQ6I8XB1NHVY15
        
        116794108
        
          
          
        
        263.00000000
        NS
        USD
        16910.90000000
        0.004728432741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NOVARTIS AG
        5493007HIVTX6SY6XD66
        
        000000000
        
          
          
          
        
        1572.00000000
        NS
        
        138008.32000000
        0.038588310431
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -574.03000000
        -0.00016050371
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            -167972.33000000
            TRY
            10644.62000000
            USD
            2022-04-29
            -574.03000000
          
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED BANK
        RILFO74KP1CM8P6PCT96
        
        000000000
        
          
        
        210000.00000000
        NC
        USD
        7736.17000000
        0.002163099511
        N/A
        DFE
        CORP
        GB
        
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            Put
            Purchased
            
              
                
                  
                    STANDARD CHARTERED BANK
                    RILFO74KP1CM8P6PCT96
                  
                  
                    STANDARD CHARTERED BANK
                    RILFO74KP1CM8P6PCT96
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    GB
                    US
                  
                  N/A
                  JPY
                  N/A
                  USD
                  2025-02-27
                
              
            
            1.00000000
            USD
            107.50000000
            USD
            2025-02-27
            XXXX
            -2802.68000000
          
        
        
          N
          N
          N
        
      
      
        REGAL BELOIT CORP
        QH78R09VCJGQKPBPYU33
        
        758750103
        
          
          
        
        543.00000000
        NS
        USD
        80787.54000000
        0.022588889369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160CG7
        
          
          
        
        56000.00000000
        PA
        USD
        60061.50000000
        0.016793710748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-03
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY PROGRESS LLC
        0NIFZ782LS46WOC9QK20
        
        26442UAB0
        
          
          
        
        2000.00000000
        PA
        USD
        2098.02000000
        0.000586624393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-08-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADOBE SYSTEMS INC
        FU4LY2G4933NH2E1CP29
        
        00724F101
        
          
          
        
        1988.00000000
        NS
        USD
        905772.56000000
        0.253261779619
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Driven Brands Funding, LLC
        N/A
        
        26208LAD0
        
          
        
        97000.00000000
        PA
        USD
        97002.15000000
        0.027122633452
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-20
          Fixed
          4.64100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBL4
        
          
          
        
        20500.00000000
        PA
        USD
        18515.66000000
        0.005177137406
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simpson Manufacturing Co Inc
        529900EJUNNL15LZ8056
        
        829073105
        
          
          
        
        434.00000000
        NS
        USD
        47323.36000000
        0.013232017506
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        
        110122108
        
          
          
        
        13583.00000000
        NS
        USD
        991966.49000000
        0.277362342020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BDB47
        
          
        
        518356.73000000
        PA
        USD
        508309.94000000
        0.142127820699
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CE2
        
          
          
        
        30000.00000000
        PA
        USD
        24887.33000000
        0.006958711009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        
        105756BZ2
        
          
          
        
        200000.00000000
        PA
        USD
        200885.00000000
        0.056169169663
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2028-01-13
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott Vacations Worldwide C
        549300WA6BT5H4F7IO94
        
        57164Y107
        
          
          
        
        356.00000000
        NS
        USD
        56141.20000000
        0.015697561230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        
        98138H101
        
          
          
        
        788.00000000
        NS
        USD
        188694.48000000
        0.052760595672
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        
        92556H206
        
          
          
        
        1369.00000000
        NS
        USD
        51761.89000000
        0.014473068578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AUTOZONE INC D 04/05/2022
        N/A
        
        000000000
        
          
        
        2000000.00000000
        PA
        USD
        1999845.56000000
        0.559173977945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        
        191216DQ0
        
          
          
        
        72000.00000000
        PA
        USD
        66663.08000000
        0.018639569160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-05-05
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617AT2L6
        
          
        
        83229.71000000
        PA
        USD
        89021.00000000
        0.024891035431
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heineken Holding NV
        724500M1WJLFM9TYBS04
        
        000000000
        
          
          
          
        
        1010.00000000
        NS
        
        79086.70000000
        0.022113319911
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AK6
        
          
          
        
        100000.00000000
        PA
        USD
        112539.51000000
        0.031467012624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rexford Industrial Realty Inc
        549300MSLO0DF0EMX355
        
        76169C100
        
          
          
        
        119.00000000
        NS
        USD
        8876.21000000
        0.002481864476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAL4
        
          
          
        
        11000.00000000
        PA
        USD
        11828.35000000
        0.003307308151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        
        56585AAJ1
        
          
          
        
        25000.00000000
        PA
        USD
        25602.06000000
        0.007158555650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2054-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JERSEY CENTRAL PWR & LT
        549300W9UGH9ZPLNPF79
        
        476556DB8
        
          
          
        
        50000.00000000
        PA
        USD
        51144.67000000
        0.014300488571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT CRE Trust
        N/A
        
        04002PAJ3
        
          
        
        500000.00000000
        PA
        USD
        497333.90000000
        0.139058825737
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2026-08-17
          Floating
          3.04657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        
        12668AZ40
        
          
        
        41503.25000000
        PA
        USD
        35916.15000000
        0.010042463713
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        
        50155QAE0
        
          
          
        
        25000.00000000
        PA
        USD
        21102.77000000
        0.005900515561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNNEX CORP
        5493004HI6PFLF46NS53
        
        87162W100
        
          
          
        
        2668.00000000
        NS
        USD
        275364.28000000
        0.076994215409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        
        000000000
        
          
          
          
        
        10152.00000000
        NS
        
        297194.59000000
        0.083098157396
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        AEP TEXAS INC
        5493001L78U618KXNZ75
        
        0010EPAN8
        
          
          
        
        32000.00000000
        PA
        USD
        32370.35000000
        0.009051027608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        
        026874DR5
        
          
          
        
        46000.00000000
        PA
        USD
        45940.52000000
        0.012845363577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORP
        2549000BD79OOCPF2L94
        
        69121KAG9
        
          
          
        
        27000.00000000
        PA
        USD
        23599.23000000
        0.006598547197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-11
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO Lt
        5493002BNZCV0YE1MG83
        
        08180FBL4
        
          
        
        250000.00000000
        PA
        USD
        244745.75000000
        0.068433011703
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          2.40400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Real Estate Holdings In
        N/A
        
        000000000
        
          
          
          
        
        4700.00000000
        NS
        
        112560.53000000
        0.031472889996
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        
        000000000
        
          
          
          
        
        1187.00000000
        NS
        
        131553.71000000
        0.036783546092
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        DUKE ENERGY PROGRESS LLC
        0NIFZ782LS46WOC9QK20
        
        144141DB1
        
          
          
        
        55000.00000000
        PA
        USD
        56873.78000000
        0.015902396884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Beiersdorf AG
        L47NHHI0Z9X22DV46U41
        
        000000000
        
          
          
          
        
        1336.00000000
        NS
        
        140352.88000000
        0.039243869524
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        BP PLC
        213800LH1BZH3DI6G760
        
        000000000
        
          
          
          
        
        33141.00000000
        NS
        
        162469.35000000
        0.045427824303
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        NOV Inc
        549300EHF3IW1AR6U008
        
        62955J103
        
          
          
        
        592.00000000
        NS
        USD
        11609.12000000
        0.003246009562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        
        682680BA0
        
          
          
        
        10000.00000000
        PA
        USD
        9589.90000000
        0.002681418324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        
        000000000
        
          
          
          
        
        631.00000000
        NS
        
        28518.97000000
        0.007974148714
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        
        67066GAM6
        
          
          
        
        62000.00000000
        PA
        USD
        57056.11000000
        0.015953377917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
        
        -603000.00000000
        NC
        USD
        -8154.25000000
        -0.00227999826
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  
                    
                      THE SECURED OVERNIGHT FINANCING RATE
                      THE SECURED OVERNIGHT FINANCING RATE
                      
                        
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2032-04-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            0.01000000
            USD
            2.01000000
            USD
            2022-04-14
            XXXX
            -2395.60000000
          
        
        
          N
          N
          N
        
      
      
        Ampol Ltd
        5493009TD1CGVRZ27U11
        
        000000000
        
          
          
          
        
        8210.00000000
        NS
        
        186513.80000000
        0.052150858833
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Santen Pharmaceutical Co Ltd
        529900TPT3I7C17MIM03
        
        000000000
        
          
          
          
        
        9500.00000000
        NS
        
        94985.12000000
        0.026558654557
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Targa Resources Corp
        5493003QENHHS261UR94
        
        87612G101
        
          
          
        
        8038.00000000
        NS
        USD
        606627.86000000
        0.169618354733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC
        WDJNR2L6D8RWOEB8T652
        
        882508104
        
          
          
        
        1969.00000000
        NS
        USD
        361272.12000000
        0.101014784592
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DK3
        
          
          
        
        7000.00000000
        PA
        USD
        7139.63000000
        0.001996301808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38381RKW8
        
          
        
        1113779.95000000
        PA
        USD
        1123558.60000000
        0.314156625082
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International In
        HL3H1H2BGXWVG3BSWR90
        
        718172109
        
          
          
        
        9365.00000000
        NS
        USD
        879748.10000000
        0.245985117304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equitrans Midstream Corp
        549300RH0NLJNZ5SXU64
        
        294600101
        
          
          
        
        1347.00000000
        NS
        USD
        11368.68000000
        0.003178780475
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mazda Motor Corp
        52990044YZJLICDQKK92
        
        000000000
        
          
          
          
        
        2100.00000000
        NS
        
        15436.25000000
        0.004316107948
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGU8
        
          
          
        
        28000.00000000
        PA
        USD
        30556.07000000
        0.008543739353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-07
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Gas Holdings Inc
        N/A
        
        844895102
        
          
          
        
        647.00000000
        NS
        USD
        50653.63000000
        0.014163189573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        CHOW TAI FOOK
        254900VXRL7SRSF44G79
        
        000000000
        
          
          
          
        
        7200.00000000
        NS
        
        13004.00000000
        0.003636029978
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        
        000000000
        
          
          
          
        
        7880.00000000
        NS
        
        146758.92000000
        0.041035053274
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05971KAE9
        
          
          
        
        200000.00000000
        PA
        USD
        195110.41000000
        0.054554544751
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-05-28
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fox Factory Holding Corp
        529900GE1HSV0617R721
        
        35138V102
        
          
          
        
        260.00000000
        NS
        USD
        25467.00000000
        0.007120791715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WENDYS FUNDING LLC
        5493009DRVSTWJOXUL48
        
        95058XAL2
        
          
        
        99250.00000000
        PA
        USD
        88050.15000000
        0.024619577440
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          2.77500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140BL3
        
          
          
        
        75000.00000000
        PA
        USD
        83195.29000000
        0.023262116928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-25
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H030641
        
          
        
        600000.00000000
        PA
        USD
        593039.06000000
        0.165818809657
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        
        701094104
        
          
          
        
        1321.00000000
        NS
        USD
        374846.96000000
        0.104810426333
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        
        026874DC8
        
          
          
        
        165000.00000000
        PA
        USD
        168486.83000000
        0.047110363343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIEDMONT NATURAL GAS CO
        VXB4M3BDPKF3I2AZ3G89
        
        720186AM7
        
          
          
        
        15000.00000000
        PA
        USD
        13428.16000000
        0.003754628754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        
        053015103
        
          
          
        
        2044.00000000
        NS
        USD
        465091.76000000
        0.130043646744
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Segro PLC
        213800XC35KGM9NFC641
        
        000000000
        
          
          
          
        
        12580.00000000
        NS
        
        221143.82000000
        0.061833709562
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        
        075887BV0
        
          
          
        
        7000.00000000
        PA
        USD
        7063.01000000
        0.001974878199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-06
          Fixed
          3.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
          
        
        100134.00000000
        NS
        
        194106.90000000
        0.054273954744
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097BP5
        
          
          
        
        200000.00000000
        PA
        USD
        192217.33000000
        0.053745614759
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-05-22
          Fixed
          3.07300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YEC5
        
          
          
        
        32000.00000000
        PA
        USD
        29460.45000000
        0.008237394600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-20
          Fixed
          1.51200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCJ8
        
          
          
        
        60000.00000000
        PA
        USD
        62001.31000000
        0.017336098268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jones Lang LaSalle Inc
        6SYKCME112RT8TQUO411
        
        48020Q107
        
          
          
        
        456.00000000
        NS
        USD
        109193.76000000
        0.030531512216
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanguard FTSE Emerging Markets ETF
        N/A
        
        922042858
        
          
          
        
        72214.00000000
        NS
        USD
        3331231.82000000
        0.931440999997
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        
        80286HAF6
        
          
        
        26247.74000000
        PA
        USD
        26302.78000000
        0.007354482974
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        000000000
        
          
        
        210000.00000000
        NC
        USD
        15677.82000000
        0.004383652993
        N/A
        DFE
        CORP
        FR
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            Call
            Purchased
            
              
                
                  
                    BNP PARIBAS
                    R0MUWSFPU8MPRO8K5P83
                  
                  
                    BNP PARIBAS
                    R0MUWSFPU8MPRO8K5P83
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    FR
                    US
                  
                  N/A
                  USD
                  N/A
                  JPY
                  2025-02-27
                
              
            
            1.00000000
            USD
            107.50000000
            USD
            2025-02-27
            XXXX
            5261.82000000
          
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        
        03066LAG3
        
          
        
        100000.00000000
        PA
        USD
        101134.64000000
        0.028278113114
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-18
          Fixed
          4.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        
        59980AAC1
        
          
        
        200000.00000000
        PA
        USD
        197001.76000000
        0.055083382439
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC INC
        D56MRZY2INAN94ZONZ37
        
        585055BT2
        
          
          
        
        18000.00000000
        PA
        USD
        20034.39000000
        0.005601787346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        
        000000000
        
          
          
          
        
        956.00000000
        NS
        
        121177.66000000
        0.033882313482
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        
        06368BGS1
        
          
          
        
        50000.00000000
        PA
        USD
        49480.34000000
        0.013835127622
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-12-15
          Fixed
          3.80300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        
        53948QAA4
        
          
        
        125893.34000000
        PA
        USD
        117029.83000000
        0.032722544624
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-03-20
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Motel 6 Trust
        N/A
        
        61977KAN6
        
          
        
        336400.72000000
        PA
        USD
        328736.17000000
        0.091917453802
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          3.94657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CG2
        
          
          
        
        800000.00000000
        PA
        USD
        761420.54000000
        0.212899716236
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Fixed
          2.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05578QAA1
        
          
          
        
        206000.00000000
        PA
        USD
        213179.07000000
        0.059606697122
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-10-22
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taylor Wimpey PLC
        21380089BTRXTD8S3R66
        
        000000000
        
          
          
          
        
        46519.00000000
        NS
        
        79217.78000000
        0.022149971004
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Travel + Leisure Co
        T4VNTWMFQ7JQB65L7T35
        
        894164102
        
          
          
        
        617.00000000
        NS
        USD
        35748.98000000
        0.009995721546
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Australia & New Zealand Bankin
        JHE42UYNWWTJB8YTTU19
        
        000000000
        
          
          
          
        
        1170.00000000
        NS
        
        23974.52000000
        0.006703481501
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        GEA Group AG
        549300PHUU0ZZWO8EO07
        
        000000000
        
          
          
          
        
        2604.00000000
        NS
        
        106731.58000000
        0.029843065562
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        
        65339F101
        
          
          
        
        4857.00000000
        NS
        USD
        411436.47000000
        0.115041167279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        000000000
        
          
        
        -302000.00000000
        NC
        USD
        -4672.58000000
        -0.00130649346
        N/A
        DIR
        CORP
        FR
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            Call
            Written
            
              
                
                  
                    BNP PARIBAS
                    R0MUWSFPU8MPRO8K5P83
                  
                  
                    BNP PARIBAS
                    R0MUWSFPU8MPRO8K5P83
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  
                    
                      THE SECURED OVERNIGHT FINANCING RATE
                      THE SECURED OVERNIGHT FINANCING RATE
                      
                        
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-05-04
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            0.01000000
            USD
            2.23000000
            USD
            2022-04-29
            XXXX
            -1063.68000000
          
        
        
          N
          N
          N
        
      
      
        PIEDMONT OPERATING PARTN
        549300WKGDPAS39FBD10
        
        720198AD2
        
          
          
        
        30000.00000000
        PA
        USD
        30524.84000000
        0.008535007177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        
        493267108
        
          
          
        
        16409.00000000
        NS
        USD
        367233.42000000
        0.102681615222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJT7
        
          
          
        
        364000.00000000
        PA
        USD
        335294.09000000
        0.093751104503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.68700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORIES INTERNATIONAL INC
        549300BSQ0R4UZ5KX287
        
        159864107
        
          
          
        
        42.00000000
        NS
        USD
        11926.74000000
        0.003334818839
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US AIRWAYS 2012-1A PTT
        N/A
        
        90345WAA2
        
          
          
        
        59211.22000000
        PA
        USD
        61245.23000000
        0.017124691813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        
        92532F100
        
          
          
        
        1056.00000000
        NS
        USD
        275584.32000000
        0.077055740481
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        
        428236BX0
        
          
          
        
        45000.00000000
        PA
        USD
        45478.62000000
        0.012716212374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        
        042735100
        
          
          
        
        2623.00000000
        NS
        USD
        311166.49000000
        0.087004820520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BY4
        
          
          
        
        12000.00000000
        PA
        USD
        12979.43000000
        0.003629159996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synaptics Inc
        549300AJ3LI4FWNRQX29
        
        87157D109
        
          
          
        
        382.00000000
        NS
        USD
        76209.00000000
        0.021308690299
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Volvo AB
        549300HGV012CNC8JD22
        
        928856301
        
          
          
          
        
        7090.00000000
        NS
        
        132266.42000000
        0.036982825923
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        abrdn plc
        0TMBS544NMO7GLCE7H90
        
        000000000
        
          
          
          
        
        17764.00000000
        NS
        
        49740.79000000
        0.013907951677
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        
        25470DBL2
        
          
          
        
        80000.00000000
        PA
        USD
        69316.95000000
        0.019381613983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BD6
        
          
          
        
        20000.00000000
        PA
        USD
        20700.00000000
        0.005787897613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Euronet Worldwide Inc
        YG3575C4DSHJPA5KET68
        
        298736109
        
          
          
        
        284.00000000
        NS
        USD
        36962.60000000
        0.010335060111
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFB0
        
          
          
        
        79000.00000000
        PA
        USD
        81123.09000000
        0.022682712028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-22
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VBP4
        
          
          
        
        21000.00000000
        PA
        USD
        22348.05000000
        0.006248706534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAM3
        
          
          
        
        14000.00000000
        PA
        USD
        12799.86000000
        0.003578950683
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-02-21
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARGILL INC
        QXZYQNMR4JZ5RIRN4T31
        
        141781BS2
        
          
          
        
        45000.00000000
        PA
        USD
        40715.80000000
        0.011384487035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-10
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CE2
        
          
          
        
        93000.00000000
        PA
        USD
        87530.94000000
        0.024474401869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          2.92100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTH CARE SERVICE CORP
        549300TMJ1FKCKECR148
        
        42218SAD0
        
          
          
        
        18000.00000000
        PA
        USD
        17146.08000000
        0.004794191087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFOR INC
        549300Q3IIYBYI4RHD64
        
        45674CAB9
        
          
          
        
        15000.00000000
        PA
        USD
        14704.52000000
        0.004111509961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        
        191216100
        
          
          
        
        10698.00000000
        NS
        USD
        663276.00000000
        0.185457660738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M4XA6
        
          
          
        
        2422.21000000
        PA
        USD
        2657.44000000
        0.000743043025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Holdings NV
        549300SZYINBBLJQU475
        
        000000000
        
          
          
        
        650.00000000
        NS
        USD
        32682.00000000
        0.009138167622
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        SALESFORCE.COM INC
        RCGZFPDMRW58VJ54VR07
        
        79466LAK0
        
          
          
        
        81000.00000000
        PA
        USD
        71970.54000000
        0.020123580516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        
        026874DH7
        
          
          
        
        29000.00000000
        PA
        USD
        29768.88000000
        0.008323634275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGIC Investment Corp
        254900S8483WM4M98R28
        
        552848103
        
          
          
        
        18736.00000000
        NS
        USD
        253872.80000000
        0.070985013196
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        British American Tobacco PLC
        213800FKA5MF17RJKT63
        
        000000000
        
          
          
          
        
        8292.00000000
        NS
        
        348239.91000000
        0.097370866855
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions
        5493006IEVQEFQO40L83
        
        192446102
        
          
          
        
        3246.00000000
        NS
        USD
        291068.82000000
        0.081385339543
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122DS4
        
          
          
        
        3000.00000000
        PA
        USD
        2498.53000000
        0.000698610426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-13
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2020-1 A PTT
        N/A
        
        90931GAA7
        
          
          
        
        134760.90000000
        PA
        USD
        139714.74000000
        0.039065440104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER & GAMBLE CO/THE
        2572IBTT8CCZW6AU4141
        
        742718109
        
          
          
        
        2682.00000000
        NS
        USD
        409809.60000000
        0.114586280468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai Nippon Printing Co Ltd
        529900S7NFNQ4FT6OP83
        
        000000000
        
          
          
          
        
        5700.00000000
        NS
        
        133637.47000000
        0.037366183267
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KHE2
        
          
        
        250000.00000000
        PA
        USD
        246086.90000000
        0.068808008751
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          1.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468Q5
        
          
          
        
        234000.00000000
        PA
        USD
        226272.04000000
        0.063267603876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-28
          Fixed
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300F4XPHJ7NOSP309
        
        15135UAR0
        
          
          
        
        30000.00000000
        PA
        USD
        33904.18000000
        0.009479899637
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2047-06-15
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        
        91682NAA1
        
          
        
        116613.00000000
        PA
        USD
        113472.88000000
        0.031727990884
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-20
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMAR ADVERTISING CO
        529900Y8WW4MKVPTB543
        
        512816109
        
          
          
        
        984.00000000
        NS
        USD
        114321.12000000
        0.031965166066
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY INC
        5493000C01ZX7D35SD85
        
        084670702
        
          
          
        
        3119.00000000
        NS
        USD
        1100726.29000000
        0.307772515297
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MARS INC
        54930073HKEO6GZBSS03
        
        571676AN5
        
          
          
        
        75000.00000000
        PA
        USD
        62896.99000000
        0.017586538082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -74.31000000
        -0.00002077771
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            -160078860.02000000
            COP
            42172.74000000
            USD
            2022-05-06
            -74.31000000
          
        
        
          N
          N
          N
        
      
      
        Palo Alto Networks Inc
        549300QXR2YVZV231H43
        
        697435105
        
          
          
        
        701.00000000
        NS
        USD
        436379.51000000
        0.122015455283
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        
        053332102
        
          
          
        
        249.00000000
        NS
        USD
        509100.42000000
        0.142348845690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        
        14315EAG5
        
          
        
        100000.00000000
        PA
        USD
        101109.41000000
        0.028271058589
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36261PAT9
        
          
        
        90000.00000000
        PA
        USD
        87718.35000000
        0.024526803313
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-10
          Fixed
          3.04790000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCW4
        
          
          
        
        57000.00000000
        PA
        USD
        55689.54000000
        0.015571273219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Fixed
          2.94700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        
        000000000
        
          
          
          
        
        649.00000000
        NS
        
        142593.30000000
        0.039870310180
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        
        91913Y100
        
          
          
        
        4477.00000000
        NS
        USD
        454594.58000000
        0.127108545147
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ciena Corp
        W0CZ7N0GH8UIGXDM1H41
        
        171779309
        
          
          
        
        3341.00000000
        NS
        USD
        202564.83000000
        0.056638864544
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        
        674599105
        
          
          
        
        1939.00000000
        NS
        USD
        110018.86000000
        0.030762217256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        
        65339KCB4
        
          
          
        
        45000.00000000
        PA
        USD
        41592.11000000
        0.011629510830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2082-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NF4
        
          
          
        
        17000.00000000
        PA
        USD
        14622.60000000
        0.004088604426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-03
          Fixed
          2.90400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BJ's Wholesale Club Holdings I
        549300UCIWH1C93V0J03
        
        05550J101
        
          
          
        
        576.00000000
        NS
        USD
        38943.36000000
        0.010888897603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axalta Coating Systems Ltd
        529900AGLPA40GV6H619
        
        000000000
        
          
          
        
        591.00000000
        NS
        USD
        14526.78000000
        0.004061812332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017BT5
        
          
          
        
        51000.00000000
        PA
        USD
        56441.11000000
        0.015781418640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AQ1
        
          
          
        
        250000.00000000
        PA
        USD
        235037.51000000
        0.065718504499
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-06-05
          Fixed
          2.19300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASGN Inc
        LZBNYYCBUKY537072438
        
        00191U102
        
          
          
        
        755.00000000
        NS
        USD
        88116.05000000
        0.024638003646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        
        071813CM9
        
          
          
        
        40000.00000000
        PA
        USD
        37092.47000000
        0.010371372878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          2.27200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        
        878742AZ8
        
          
          
        
        19000.00000000
        PA
        USD
        20582.04000000
        0.005754914985
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2043-02-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        
        445545AM8
        
          
          
        
        200000.00000000
        PA
        USD
        181568.40000000
        0.050768082559
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2031-09-22
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        
        737446104
        
          
          
        
        533.00000000
        NS
        USD
        36915.58000000
        0.010321912916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        
        988498101
        
          
          
        
        2169.00000000
        NS
        USD
        257091.57000000
        0.071885008906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKD0
        
          
          
        
        45000.00000000
        PA
        USD
        40960.41000000
        0.011452882090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL GLBL
        635400LZXFVELZDVP257
        
        66815L2D0
        
          
          
        
        43000.00000000
        PA
        USD
        39442.74000000
        0.011028528536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        
        94973VBJ5
        
          
          
        
        25000.00000000
        PA
        USD
        25385.73000000
        0.007098067926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        
        105756CC2
        
          
          
        
        225000.00000000
        PA
        USD
        207821.25000000
        0.058108604678
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2030-06-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -18.00000000
        NC
        USD
        68848.43000000
        0.019250611771
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -2507285.93000000
            USD
            68848.43000000
          
        
        
          N
          N
          N
        
      
      
        OVINTIV EXPLORATION INC
        T8W3X1PFLPW2YE0UIP44
        
        651290AQ1
        
          
          
        
        72000.00000000
        PA
        USD
        75740.54000000
        0.021177704864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MILLS INC
        2TGYMUGI08PO8X8L6150
        
        370334CF9
        
          
          
        
        25000.00000000
        PA
        USD
        25544.56000000
        0.007142478157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIO-RAD LABS
        549300ZC1GPV35XYDK53
        
        090572AR9
        
          
          
        
        19000.00000000
        PA
        USD
        18727.06000000
        0.005236246660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CP8
        
          
          
        
        50000.00000000
        PA
        USD
        44738.51000000
        0.012509271267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PS Business Parks Inc
        N/A
        
        69360J107
        
          
          
        
        434.00000000
        NS
        USD
        72946.72000000
        0.020396528820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN NATL RESOURCES
        549300T15RIMIKZC5Q38
        
        136385AP6
        
          
          
        
        10000.00000000
        PA
        USD
        12345.70000000
        0.003451963650
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2039-02-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHWOODS PROPERTIES INC
        ZIIGTYKL9T0X3HLTDX53
        
        431284108
        
          
          
        
        8059.00000000
        NS
        USD
        368618.66000000
        0.103068940212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BLACK HILLS CORP
        3MGELCRSTNSAMJ962671
        
        092113AQ2
        
          
          
        
        8000.00000000
        PA
        USD
        8154.38000000
        0.002280034615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-05-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61744YAQ1
        
          
          
        
        45000.00000000
        PA
        USD
        45470.94000000
        0.012714064980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-24
          Fixed
          3.73700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        
        12667F6H3
        
          
        
        87442.85000000
        PA
        USD
        73259.53000000
        0.020483993180
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-25
          Floating
          0.85657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        
        717081103
        
          
          
        
        15381.00000000
        NS
        USD
        796274.37000000
        0.222645146162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        
        842587DF1
        
          
          
        
        35000.00000000
        PA
        USD
        33950.00000000
        0.009492711302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IAA Inc
        549300PZCOPC5178W747
        
        449253103
        
          
          
        
        845.00000000
        NS
        USD
        32321.25000000
        0.009037298827
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ENY86
        
          
        
        34061.31000000
        PA
        USD
        34019.31000000
        0.009512090973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YEK7
        
          
          
        
        18000.00000000
        PA
        USD
        17186.62000000
        0.004805526419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-21
          Fixed
          2.47500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        580135101
        
          
          
        
        216.00000000
        NS
        USD
        53412.48000000
        0.014934587705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833DD9
        
          
          
        
        70000.00000000
        PA
        USD
        73101.15000000
        0.020439708773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-12
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Merrill Lynch
        549300UQK6PJ8BF5JQ90
        
        05526QAN6
        
          
          
        
        100000.00000000
        PA
        USD
        93899.93000000
        0.026255226121
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-04-14
          Variable
          3.59580000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advanced Drainage Systems Inc
        6QQTOZ5MF5DHM7K92I60
        
        00790R104
        
          
          
        
        71.00000000
        NS
        USD
        8435.51000000
        0.002358640975
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        
        46284V101
        
          
          
        
        8435.00000000
        NS
        USD
        467383.35000000
        0.130684394971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        
        000000000
        
          
          
          
        
        473.00000000
        NS
        
        35957.51000000
        0.010054028323
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Zendesk Inc
        549300SLI6BN94BKKO36
        
        98936J101
        
          
          
        
        89.00000000
        NS
        USD
        10705.81000000
        0.002993436335
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reliance Steel & Aluminum Co
        549300E287ZOFT3C5Z56
        
        759509102
        
          
          
        
        243.00000000
        NS
        USD
        44554.05000000
        0.012457694669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCA5
        
          
          
        
        12000.00000000
        PA
        USD
        12365.27000000
        0.003457435590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Watts Water Technologies Inc
        549300REJOO94ERQN318
        
        942749102
        
          
          
        
        774.00000000
        NS
        USD
        108042.66000000
        0.030209654779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        
        806857108
        
          
          
        
        2995.00000000
        NS
        USD
        123723.45000000
        0.034594138210
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGM0
        
          
          
        
        267000.00000000
        PA
        USD
        241608.21000000
        0.067555728598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.35500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE CORP INTERNATIONAL/US
        549300RKVM2ME20JHZ15
        
        817565104
        
          
          
        
        1133.00000000
        NS
        USD
        74574.06000000
        0.020851547047
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GF II
        6354003EUPCHXTWUU869
        
        6944PL2E8
        
          
          
        
        22000.00000000
        PA
        USD
        20488.33000000
        0.005728712864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-14
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME GROUP INC
        LCZ7XYGSLJUHFXXNXD88
        
        12572QAK1
        
          
          
        
        54000.00000000
        PA
        USD
        51728.90000000
        0.014463844291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523CK4
        
          
          
        
        51000.00000000
        PA
        USD
        46117.22000000
        0.012894770413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETAPP INC
        QTX3D84DZDD5JYOCYH15
        
        64110DAL8
        
          
          
        
        17000.00000000
        PA
        USD
        16275.72000000
        0.004550830963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-22
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        
        92857WBD1
        
          
          
        
        55000.00000000
        PA
        USD
        55354.26000000
        0.015477526054
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2043-02-19
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        
        000000000
        
          
          
          
        
        5767.00000000
        NS
        
        154598.87000000
        0.043227170563
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJE0
        
          
          
        
        53000.00000000
        PA
        USD
        44916.75000000
        0.012559108701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-19
          Fixed
          2.67600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos Inc/T
        5493008IUOJ5VWTRC333
        
        460690100
        
          
          
        
        2851.00000000
        NS
        USD
        101067.95000000
        0.028259466018
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        
        04636NAE3
        
          
          
        
        23000.00000000
        PA
        USD
        21239.09000000
        0.005938631802
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-28
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160CF9
        
          
          
        
        30000.00000000
        PA
        USD
        31084.91000000
        0.008691607555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-03-03
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12630BBF4
        
          
        
        177000.00000000
        PA
        USD
        176726.09000000
        0.049414131135
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Variable
          4.88050600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Konami Holdings Corp
        353800FC4A5QCMIZFV94
        
        000000000
        
          
          
          
        
        500.00000000
        NS
        
        31537.46000000
        0.008818144418
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        
        53948KAA7
        
          
        
        74455.71000000
        PA
        USD
        70833.31000000
        0.019805601250
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-07-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        
        87612E106
        
          
          
        
        235.00000000
        NS
        USD
        49871.70000000
        0.013944555236
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        
        35671D857
        
          
          
        
        8850.00000000
        NS
        USD
        440199.00000000
        0.123083417460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140BX7
        
          
          
        
        42000.00000000
        PA
        USD
        37354.44000000
        0.010444621938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-08-12
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119CD9
        
          
          
        
        27000.00000000
        PA
        USD
        26423.96000000
        0.007388365942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        
        000000000
        
          
          
          
        
        349.00000000
        NS
        
        59976.44000000
        0.016769927242
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Copart Inc
        549300KVYX3JWMYEHU61
        
        217204106
        
          
          
        
        2579.00000000
        NS
        USD
        323587.13000000
        0.090477738037
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AES CORP/THE
        2NUNNB7D43COUIRE5295
        
        00130HCC7
        
          
          
        
        16000.00000000
        PA
        USD
        15882.19000000
        0.004440796598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK HILLS CORP
        3MGELCRSTNSAMJ962671
        
        092113AR0
        
          
          
        
        15000.00000000
        PA
        USD
        14397.71000000
        0.004025723253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHU6
        
          
          
        
        40000.00000000
        PA
        USD
        41212.95000000
        0.011523494441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-23
          Fixed
          4.07800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Globus Medical Inc
        5299003M2P4CIK0RF205
        
        379577208
        
          
          
        
        482.00000000
        NS
        USD
        35561.96000000
        0.009943429149
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WISCONSIN PUBLIC SERVICE
        549300BJRHJVYNUMQZ30
        
        976843BH4
        
          
          
        
        26000.00000000
        PA
        USD
        24988.85000000
        0.006987096873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.67100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B2BP4
        
          
        
        218250.69000000
        PA
        USD
        217679.90000000
        0.060865167809
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JERSEY CENTRAL PWR & LT
        549300W9UGH9ZPLNPF79
        
        476556DD4
        
          
          
        
        14000.00000000
        PA
        USD
        13057.31000000
        0.003650935912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        
        000000000
        
          
          
          
        
        2230.00000000
        NS
        
        71436.47000000
        0.019974249961
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        
        000000000
        
          
          
          
        
        681.00000000
        NS
        
        32540.05000000
        0.009098477184
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661EJ2
        
          
          
        
        22000.00000000
        PA
        USD
        22790.48000000
        0.006372413758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Knight-Swift Transportation Ho
        N/A
        
        499049104
        
          
          
        
        998.00000000
        NS
        USD
        50359.08000000
        0.014080830866
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        93363NAH8
        
          
          
        
        17314.59000000
        PA
        USD
        16759.22000000
        0.004686021711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-25
          Variable
          2.46942500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neurocrine Biosciences Inc
        549300FECER0XBN49756
        
        64125C109
        
          
          
        
        553.00000000
        NS
        USD
        51843.75000000
        0.014495957337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        
        709599BL7
        
          
          
        
        24000.00000000
        PA
        USD
        22056.18000000
        0.006167097177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zurich Insurance Group AG
        529900QVNRBND50TXP03
        
        000000000
        
          
          
          
        
        717.00000000
        NS
        
        354126.26000000
        0.099016740822
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EL6X6
        
          
        
        65288.54000000
        PA
        USD
        71519.79000000
        0.019997546948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Holdings
        353800P843RLCDBLNT17
        
        000000000
        
          
          
          
        
        6700.00000000
        NS
        
        218049.07000000
        0.060968390908
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        
        209111EH2
        
          
          
        
        13000.00000000
        PA
        USD
        14525.51000000
        0.004061457229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-03-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAMPA ELECTRIC CO
        WS423EPRKJIIJUITXD73
        
        875127BC5
        
          
          
        
        14000.00000000
        PA
        USD
        14570.31000000
        0.004073983694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-05-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jazz Pharmaceuticals PLC
        635400GAUMJCLEZRRV50
        
        000000000
        
          
          
        
        555.00000000
        NS
        USD
        86396.85000000
        0.024157300574
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        
        000000000
        
          
          
          
        
        70.00000000
        NS
        
        138649.38000000
        0.038767556307
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBV7
        
          
          
        
        31000.00000000
        PA
        USD
        25553.73000000
        0.007145042167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-11-19
          Fixed
          2.52500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        
        65339KBZ2
        
          
          
        
        25000.00000000
        PA
        USD
        22889.86000000
        0.006400201258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veeva Systems Inc
        549300YZEXPDB92M2F02
        
        922475108
        
          
          
        
        121.00000000
        NS
        USD
        25707.66000000
        0.007188082316
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AUTODESK INC
        FRKKVKAIQEF3FCSTPG55
        
        052769AH9
        
          
          
        
        10000.00000000
        PA
        USD
        8933.42000000
        0.002497860883
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HCN3
        
          
          
        
        40000.00000000
        PA
        USD
        38664.11000000
        0.010810816907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.27300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397SMB7
        
          
        
        129093.44000000
        PA
        USD
        137597.66000000
        0.038473486371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DICK'S SPORTING GOODS INC
        529900SSBV5I4LWSK313
        
        253393102
        
          
          
        
        2379.00000000
        NS
        USD
        237947.58000000
        0.066532185040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        000000000
        
          
        
        -302000.00000000
        NC
        USD
        -2060.07000000
        -0.00057601324
        N/A
        DIR
        CORP
        FR
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            Call
            Written
            
              
                
                  
                    BNP PARIBAS
                    R0MUWSFPU8MPRO8K5P83
                  
                  
                    BNP PARIBAS
                    R0MUWSFPU8MPRO8K5P83
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  
                    
                      THE SECURED OVERNIGHT FINANCING RATE
                      THE SECURED OVERNIGHT FINANCING RATE
                      
                        
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-05-04
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            0.01000000
            USD
            2.23000000
            USD
            2022-04-29
            XXXX
            1548.83000000
          
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        
        254687FL5
        
          
          
        
        8000.00000000
        PA
        USD
        7405.35000000
        0.002070599400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosperity Bancshares Inc
        N/A
        
        743606105
        
          
          
        
        896.00000000
        NS
        USD
        62164.48000000
        0.017381722000
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SALESFORCE.COM INC
        RCGZFPDMRW58VJ54VR07
        
        79466LAL8
        
          
          
        
        12000.00000000
        PA
        USD
        10692.15000000
        0.002989616882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY PROGRESS LLC
        0NIFZ782LS46WOC9QK20
        
        26442UAC8
        
          
          
        
        109000.00000000
        PA
        USD
        106089.47000000
        0.029663526096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-10-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA-PACIFIC LLC
        L2EVHWFHVAQK72TMH265
        
        37331NAN1
        
          
          
        
        40000.00000000
        PA
        USD
        36550.15000000
        0.010219735552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TF5
        
          
          
        
        2563800.00000000
        PA
        USD
        2473666.41000000
        0.691658353152
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179WFG8
        
          
        
        1319113.40000000
        PA
        USD
        1281543.85000000
        0.358330656551
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        96949LAB1
        
          
          
        
        30000.00000000
        PA
        USD
        30557.34000000
        0.008544094456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valvoline Inc
        549300CMHPBEY6VPOT75
        
        92047W101
        
          
          
        
        230.00000000
        NS
        USD
        7258.80000000
        0.002029622763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        arbor multifamily mortgage sec
        N/A
        
        03881VAW9
        
          
        
        500000.00000000
        PA
        USD
        388984.95000000
        0.108763529645
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        
        000000000
        
          
          
          
        
        1982.00000000
        NS
        
        74001.26000000
        0.020691387252
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        
        78490DAB0
        
          
        
        45637.57000000
        PA
        USD
        45944.04000000
        0.012846347799
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-01-25
          Fixed
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UGI CORP
        DX6GCWD4Q1JO9CRE5I40
        
        902681105
        
          
          
        
        13316.00000000
        NS
        USD
        482305.52000000
        0.134856761740
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRANSCONT GAS PIPE LINE
        N/A
        
        893574AP8
        
          
          
        
        9000.00000000
        PA
        USD
        8789.97000000
        0.002457751032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RLJ9
        
          
          
        
        20000.00000000
        PA
        USD
        17707.77000000
        0.004951244430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46636DBC9
        
          
        
        100000.00000000
        PA
        USD
        93326.96000000
        0.026095018793
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-07-15
          Variable
          3.87300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        
        13607GLZ5
        
          
          
        
        35000.00000000
        PA
        USD
        34208.43000000
        0.009564970548
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-28
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEC1
        
          
          
        
        251500.00000000
        PA
        USD
        244799.88000000
        0.068448146915
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661EH6
        
          
          
        
        27000.00000000
        PA
        USD
        27323.68000000
        0.007639935374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36253BAW3
        
          
        
        979461.30000000
        PA
        USD
        13703.06000000
        0.003831493153
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-06-10
          Variable
          0.94209100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CW3
        
          
          
        
        27000.00000000
        PA
        USD
        31273.03000000
        0.008744207521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CE7
        
          
          
        
        400000.00000000
        PA
        USD
        390403.21000000
        0.109160087311
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-11-07
          Fixed
          2.63300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        
        127097AE3
        
          
          
        
        160000.00000000
        PA
        USD
        161450.25000000
        0.045142875199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        
        92939UAG1
        
          
          
        
        26000.00000000
        PA
        USD
        23876.73000000
        0.006676138578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Curtiss-Wright Corp
        TEL51ETZWP7D0ZM4X325
        
        231561101
        
          
          
        
        272.00000000
        NS
        USD
        40843.52000000
        0.011420198643
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teradata Corp
        549300JU9SOUHV4U4R71
        
        88076W103
        
          
          
        
        328.00000000
        NS
        USD
        16167.12000000
        0.004520465471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4598.74000000
        -0.00128584716
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -1820969.70000000
            MXN
            86436.94000000
            USD
            2022-05-06
            -4598.74000000
          
        
        
          N
          N
          N
        
      
      
        Thor Industries Inc
        254900XZO1228PDSG060
        
        885160101
        
          
          
        
        165.00000000
        NS
        USD
        12985.50000000
        0.003630857220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        
        09261HAC1
        
          
          
        
        30000.00000000
        PA
        USD
        27046.26000000
        0.007562366362
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARGILL INC
        QXZYQNMR4JZ5RIRN4T31
        
        141781BJ2
        
          
          
        
        32000.00000000
        PA
        USD
        33427.72000000
        0.009346677333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-23
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        
        928563402
        
          
          
        
        2916.00000000
        NS
        USD
        332044.92000000
        0.092842608692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newark BSL CLO 2 Ltd.
        N/A
        
        65023PAS9
        
          
        
        250000.00000000
        PA
        USD
        246547.25000000
        0.068936726560
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-25
          Floating
          2.00771000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YEM3
        
          
          
        
        86000.00000000
        PA
        USD
        84423.29000000
        0.023605476265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-18
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERSTATE POWER & LIGHT
        EF9UQIIO4KY2BWOK3P26
        
        461070AT1
        
          
          
        
        20000.00000000
        PA
        USD
        17163.19000000
        0.004798975190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-30
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPOWER FINANCE 2020 LP
        N/A
        
        29248HAA1
        
          
          
        
        33000.00000000
        PA
        USD
        29773.76000000
        0.008324998765
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-17
          Fixed
          1.35700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        
        62954HAD0
        
          
          
        
        20000.00000000
        PA
        USD
        19414.90000000
        0.005428572626
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2030-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC-CL A
        5493006MHB84DD0ZWV18
        
        02079K305
        
          
          
        
        1578.00000000
        NS
        USD
        4388970.30000000
        1.227193754768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06650AAG2
        
          
        
        3000000.00000000
        PA
        USD
        27316.20000000
        0.007637843902
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-15
          Variable
          0.17424800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Treasury Wine Estates Ltd
        529900LVOPJGAX6ILK66
        
        000000000
        
          
          
          
        
        11865.00000000
        NS
        
        102490.51000000
        0.028657226000
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132QSYA0
        
          
        
        3883.26000000
        PA
        USD
        4035.76000000
        0.001128433124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NARRAGANSETT ELECTRIC
        VAI0KZ806W8MCH0BCZ61
        
        631005BJ3
        
          
          
        
        15000.00000000
        PA
        USD
        14763.88000000
        0.004128107527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-09
          Fixed
          3.39500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aristocrat Leisure Ltd
        529900TE2HO3OZKYKC27
        
        000000000
        
          
          
          
        
        4301.00000000
        NS
        
        116738.01000000
        0.032640949248
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        
        29364G103
        
          
          
        
        2154.00000000
        NS
        USD
        251479.50000000
        0.070315825981
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Sanso Holdings Corp
        353800F1K6653B4VPY57
        
        000000000
        
          
          
          
        
        1400.00000000
        NS
        
        26619.01000000
        0.007442903596
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BK7
        
          
          
        
        14000.00000000
        PA
        USD
        13566.98000000
        0.003793444017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trex Co Inc
        N/A
        
        89531P105
        
          
          
        
        232.00000000
        NS
        USD
        15156.56000000
        0.004237904224
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        A O Smith Corp
        549300XG4US7UJNECY36
        
        831865209
        
          
          
        
        3139.00000000
        NS
        USD
        200550.71000000
        0.056075699310
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17326DAJ1
        
          
        
        967646.40000000
        PA
        USD
        37266.09000000
        0.010419918519
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-15
          Variable
          0.88621000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        
        760759AZ3
        
          
          
        
        20000.00000000
        PA
        USD
        17197.17000000
        0.004808476289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XLIT LTD
        635400XCGXK8NVDIVE95
        
        98420EAD7
        
          
          
        
        22000.00000000
        PA
        USD
        26099.51000000
        0.007297646938
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2045-03-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBQ2
        
          
          
        
        35000.00000000
        PA
        USD
        31279.89000000
        0.008746125636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-02-08
          Fixed
          3.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Getinge AB
        5493003PZ4F570G3W735
        
        000000000
        
          
          
          
        
        601.00000000
        NS
        
        23943.22000000
        0.006694729753
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Newcrest Mining Ltd
        5299006MN50OZJUJI655
        
        000000000
        
          
          
          
        
        1414.00000000
        NS
        
        28573.30000000
        0.007989339848
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140BK5
        
          
          
        
        15000.00000000
        PA
        USD
        12958.95000000
        0.003623433612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-02-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
        549300SOSI58J6VIW052
        
        000000000
        
          
          
          
        
        1235.00000000
        NS
        
        167362.64000000
        0.046796030173
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        HARLEY-DAVIDSON FINL SER
        RLUFFFFW4GRYU77BTS24
        
        41283LBA2
        
          
          
        
        126000.00000000
        PA
        USD
        120074.29000000
        0.033573801763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-14
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS ENERGY CORP
        549300IA9XFBAGNIBW29
        
        125896BU3
        
          
          
        
        68000.00000000
        PA
        USD
        67490.00000000
        0.018870783087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        
        032654AW5
        
          
          
        
        17000.00000000
        PA
        USD
        15314.50000000
        0.004282065603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAN3
        
          
          
        
        56000.00000000
        PA
        USD
        57237.80000000
        0.016004180000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tandem Diabetes Care Inc
        549300JEPFOD0K4D3I05
        
        875372203
        
          
          
        
        2071.00000000
        NS
        USD
        240836.59000000
        0.067339977025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Davide Campari-Milano NV
        213800ED5AN2J56N6Z02
        
        000000000
        
          
          
          
        
        1648.00000000
        NS
        
        19115.37000000
        0.005344821468
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCD5
        
          
          
        
        70000.00000000
        PA
        USD
        64073.35000000
        0.017915458431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brixmor Property Group Inc
        5299007UXW6Y0W2EGZ95
        
        11120U105
        
          
          
        
        3627.00000000
        NS
        USD
        93612.87000000
        0.026174961682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Darling Ingredients Inc
        L1N0SPPKS7EXZYUMZ898
        
        237266101
        
          
          
        
        1043.00000000
        NS
        USD
        83836.34000000
        0.023441360008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -287.69000000
        -0.00008044059
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            -96558.81000000
            RON
            21256.28000000
            USD
            2022-04-29
            -287.69000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967HB0
        
          
          
        
        45000.00000000
        PA
        USD
        48090.33000000
        0.013446468899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-13
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        
        125523100
        
          
          
        
        1538.00000000
        NS
        USD
        368520.18000000
        0.103041404359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EMCOR GROUP INC
        529900X0SQJB2J7YDU43
        
        29084Q100
        
          
          
        
        213.00000000
        NS
        USD
        23990.19000000
        0.006707862968
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SABRA HEALTH CARE LP
        549300OVKLRFSIQG0H81
        
        78574MAA1
        
          
          
        
        24000.00000000
        PA
        USD
        21458.04000000
        0.005999852101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273RBE8
        
          
          
        
        5000.00000000
        PA
        USD
        5072.11000000
        0.001418205476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-03-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        
        026874DF1
        
          
          
        
        17000.00000000
        PA
        USD
        19227.12000000
        0.005376067727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-10
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2L7
        
          
          
        
        200000.00000000
        PA
        USD
        190340.77000000
        0.053220912481
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Fixed
          2.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140100
        
          
          
        
        9587.00000000
        NS
        USD
        475131.72000000
        0.132850905707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alcoa Corp
        549300T12EZ1F6PWWU29
        
        013872106
        
          
          
        
        1002.00000000
        NS
        USD
        90210.06000000
        0.025223506809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        
        756109BG8
        
          
          
        
        8000.00000000
        PA
        USD
        8228.68000000
        0.002300809532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        
        007903107
        
          
          
        
        4486.00000000
        NS
        USD
        490499.24000000
        0.137147796157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Taylor Morrison Home Corp
        5299009UDLLGLKOOJE30
        
        87724P106
        
          
          
        
        7411.00000000
        NS
        USD
        201727.42000000
        0.056404717523
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scout24 SE
        5493007EIKM2ENQS7U66
        
        000000000
        
          
          
          
        
        1582.00000000
        NS
        
        90193.71000000
        0.025218935209
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        CommVault Systems Inc
        65T5VRP62VXG39YFML83
        
        204166102
        
          
          
        
        835.00000000
        NS
        USD
        55402.25000000
        0.015490944470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Alternative Loan T
        N/A
        
        94985FAG3
        
          
        
        13296.66000000
        PA
        USD
        10799.59000000
        0.003019658028
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Floating
          0.88657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2016-2 A PTT
        N/A
        
        90932DAA3
        
          
          
        
        27599.33000000
        PA
        USD
        25348.30000000
        0.007087602177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-07
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        
        56585AAH5
        
          
          
        
        35000.00000000
        PA
        USD
        35686.04000000
        0.009978122982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO Financial Group Inc
        11XPYHB76MPM4Y4P2897
        
        12621E103
        
          
          
        
        2221.00000000
        NS
        USD
        55724.89000000
        0.015581157382
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XBW5
        
          
          
        
        25000.00000000
        PA
        USD
        25404.95000000
        0.007103442003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CAP6
        
          
          
        
        1000.00000000
        PA
        USD
        969.39000000
        0.000271049761
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        
        858119BN9
        
          
          
        
        21000.00000000
        PA
        USD
        19107.54000000
        0.005342632133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Secom Co Ltd
        529900TYCL9N3E9PGE47
        
        000000000
        
          
          
          
        
        3000.00000000
        NS
        
        217025.74000000
        0.060682259060
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DP2
        
          
          
        
        30000.00000000
        PA
        USD
        25655.64000000
        0.007173537078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-21
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        
        844741108
        
          
          
        
        1717.00000000
        NS
        USD
        78638.60000000
        0.021988027306
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Porsche Automobil Holding SE
        52990053Z17ZYM1KFV27
        
        000000000
        
          
          
          
        
        1172.00000000
        NS
        
        112739.99000000
        0.031523068552
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        
        209111FN8
        
          
          
        
        34000.00000000
        PA
        USD
        33380.41000000
        0.009333449051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBRE Group Inc
        52990016II9MJ2OSWA10
        
        12504L109
        
          
          
        
        3469.00000000
        NS
        USD
        317482.88000000
        0.088770937361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        5493001GLQHON6UV2U40
        
        09630PAG8
        
          
        
        250000.00000000
        PA
        USD
        245517.00000000
        0.068648659821
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          2.24129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        
        92345Y106
        
          
          
        
        1968.00000000
        NS
        USD
        422391.84000000
        0.118104382732
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ECOLAB INC
        82DYEISM090VG8LTLS26
        
        278865BJ8
        
          
          
        
        40000.00000000
        PA
        USD
        33173.74000000
        0.009275662346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-08-18
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNEN8
        
          
        
        996862.47000000
        PA
        USD
        927801.44000000
        0.259421243482
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017CW7
        
          
          
        
        34000.00000000
        PA
        USD
        36997.03000000
        0.010344687035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-16
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        
        98978V103
        
          
          
        
        1937.00000000
        NS
        USD
        365298.83000000
        0.102140687258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bojangles Issuer, LLC
        N/A
        
        09748RAA6
        
          
        
        100000.00000000
        PA
        USD
        98160.96000000
        0.027446646671
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-10-20
          Fixed
          3.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BSSU8
        
          
        
        260976.11000000
        PA
        USD
        318177.53000000
        0.088965167461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2056-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BKQN3
        
          
        
        182282.71000000
        PA
        USD
        182523.78000000
        0.051035215005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AJ9
        
          
          
        
        64000.00000000
        PA
        USD
        70278.37000000
        0.019650435264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-08-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LABORATORY CORP OF AMER
        OZ7UA8IXAIFILY2VZH07
        
        50540RAN2
        
          
          
        
        10000.00000000
        PA
        USD
        10138.85000000
        0.002834909454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CED9
        
          
          
        
        1898000.00000000
        PA
        USD
        1857964.06000000
        0.519502693152
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        
        000000000
        
          
          
          
        
        5389.00000000
        NS
        
        257336.27000000
        0.071953429126
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Herbalife Nutrition Ltd
        549300BA7TYPBSZZIA41
        
        000000000
        
          
          
        
        3943.00000000
        NS
        USD
        119709.48000000
        0.033471797756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corteva Inc
        549300WZN9I2QKLS0O94
        
        22052L104
        
          
          
        
        8476.00000000
        NS
        USD
        487200.48000000
        0.136225434557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Utilities Group PLC
        2138002IEYQAOC88ZJ59
        
        000000000
        
          
          
          
        
        2160.00000000
        NS
        
        31807.03000000
        0.008893518503
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46651WAJ3
        
          
        
        100000.00000000
        PA
        USD
        88291.45000000
        0.024687046991
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-12-05
          Variable
          3.86147000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE GAS INC
        549300HXDWI0LATTX840
        
        68235PAL2
        
          
          
        
        59000.00000000
        PA
        USD
        56951.02000000
        0.015923993851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-11
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO/THE
        ZQUIP1CSZO8LXRBSOU78
        
        260543CG6
        
          
          
        
        55000.00000000
        PA
        USD
        57338.91000000
        0.016032451223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        CZCBJZWDMLTHWJDXU843
        
        171239AJ5
        
          
          
        
        13000.00000000
        PA
        USD
        11235.94000000
        0.003141665232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-12-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        
        666807BM3
        
          
          
        
        7000.00000000
        PA
        USD
        7021.75000000
        0.001963341549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RURAL UTIL COOP
        4NYF266XZC35SCTGX023
        
        637432MT9
        
          
          
        
        43000.00000000
        PA
        USD
        41964.27000000
        0.011733569960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-04-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aurizon Holdings Ltd
        5299005PC1O6NOWL3H48
        
        000000000
        
          
          
          
        
        54544.00000000
        NS
        
        149922.41000000
        0.041919592222
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHG7
        
          
          
        
        18000.00000000
        PA
        USD
        18300.24000000
        0.005116904126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-05
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY SOUTH
        3QRVFYR22IUIEOORTK28
        
        25731VAA2
        
          
          
        
        100000.00000000
        PA
        USD
        91370.09000000
        0.025547861151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCENTRE GROUP TRUST 1/2
        N/A
        
        80622GAD6
        
          
          
        
        34000.00000000
        PA
        USD
        34190.32000000
        0.009559906836
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-01-28
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        
        09857L108
        
          
          
        
        70.00000000
        NS
        USD
        164391.50000000
        0.045965273936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SS8
        
          
          
        
        2200.00000000
        PA
        USD
        1805.55000000
        0.000504847272
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389FJW3
        
          
        
        1179.80000000
        PA
        USD
        1244.06000000
        0.000347849850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        
        53948PAA6
        
          
        
        76593.26000000
        PA
        USD
        70178.52000000
        0.019622516348
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-01-20
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        
        65339KBW9
        
          
          
        
        123000.00000000
        PA
        USD
        113577.47000000
        0.031757235146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Group Inc
        529900E95812SYWMCE44
        
        053774105
        
          
          
        
        260.00000000
        NS
        USD
        68458.00000000
        0.019141444193
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Isuzu Motors Ltd
        529900C0QSXVCC7AR494
        
        000000000
        
          
          
          
        
        1100.00000000
        NS
        
        14209.82000000
        0.003973187597
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WHS86
        
          
        
        343940.86000000
        PA
        USD
        350373.79000000
        0.097967518012
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Randstad NV
        7245009EAAUUQJ0U4T57
        
        000000000
        
          
          
          
        
        861.00000000
        NS
        
        51793.66000000
        0.014481951743
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          
        
      
      
        MORGAN STANLEY CAPITAL SERVICES LLC
        I7331LVCZKQKX5T7XV54
        
        000000000
        
          
        
        -302000.00000000
        NC
        USD
        -5850.72000000
        -0.00163591151
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            Call
            Written
            
              
                
                  
                    MORGAN STANLEY CAPITAL SERVICES LLC
                    I7331LVCZKQKX5T7XV54
                  
                  
                    MORGAN STANLEY CAPITAL SERVICES LLC
                    I7331LVCZKQKX5T7XV54
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  
                    
                      THE SECURED OVERNIGHT FINANCING RATE
                      THE SECURED OVERNIGHT FINANCING RATE
                      
                        
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-05-03
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            0.01000000
            USD
            2.29600000
            USD
            2022-04-28
            XXXX
            -1915.66000000
          
        
        
          N
          N
          N
        
      
      
        Invitation Homes Inc
        N/A
        
        46187W107
        
          
          
        
        3194.00000000
        NS
        USD
        128334.92000000
        0.035883544790
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSL Ltd
        529900ECSECK5ZDQTE14
        
        000000000
        
          
          
          
        
        972.00000000
        NS
        
        194052.89000000
        0.054258853085
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132GFVW4
        
          
        
        56616.56000000
        PA
        USD
        59256.38000000
        0.016568592288
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        
        92939UAD8
        
          
          
        
        31000.00000000
        PA
        USD
        27939.45000000
        0.007812109950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FUNDING LLC
        N/A
        
        62947QAX6
        
          
          
        
        31000.00000000
        PA
        USD
        32662.09000000
        0.009132600616
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-03-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELIXIS INC
        254900PJQB59O2O95R37
        
        30161Q104
        
          
          
        
        2933.00000000
        NS
        USD
        66491.11000000
        0.018591484872
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        661.46000000
        0.000184949891
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            -317909.50000000
            MYR
            76011.26000000
            USD
            2022-04-29
            661.46000000
          
        
        
          N
          N
          N
        
      
      
        OCTAGON INVESTMENT PARTNERS 30
        549300CDNDWWERRAUA43
        
        675920AN2
        
          
        
        250000.00000000
        PA
        USD
        244221.00000000
        0.068286287100
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-03-17
          Floating
          2.20400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        
        25746UDD8
        
          
          
        
        35000.00000000
        PA
        USD
        34825.00000000
        0.009737368810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132QS2P2
        
          
        
        6820.21000000
        PA
        USD
        7125.48000000
        0.001992345347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        64.31000000
        0.000017981627
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -2370099.58000000
            THB
            71352.65000000
            USD
            2022-04-29
            64.31000000
          
        
        
          N
          N
          N
        
      
      
        Acuity Brands Inc
        N/A
        
        00508Y102
        
          
          
        
        965.00000000
        NS
        USD
        182674.50000000
        0.051077357610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        
        20267WAA3
        
          
        
        41983.54000000
        PA
        USD
        40998.98000000
        0.011463666593
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-08-25
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        
        75886F107
        
          
          
        
        712.00000000
        NS
        USD
        497275.04000000
        0.139042367976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Commerzbank AG
        851WYGNLUQLFZBSYGB56
        
        000000000
        
          
          
          
        
        3481.00000000
        NS
        
        26451.96000000
        0.007396194983
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XBT2
        
          
          
        
        25000.00000000
        PA
        USD
        25461.99000000
        0.007119390876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-17
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        
        63938C108
        
          
          
        
        498.00000000
        NS
        USD
        8485.92000000
        0.002372736044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        
        92556VAE6
        
          
          
        
        66000.00000000
        PA
        USD
        57255.19000000
        0.016009042393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-06-22
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Domino's Pizza Inc
        25490005ZWM1IF9UXU57
        
        25754A201
        
          
          
        
        195.00000000
        NS
        USD
        79366.95000000
        0.022191680215
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dycom Industries Inc
        549300F56EKTHQI3WT60
        
        267475101
        
          
          
        
        264.00000000
        NS
        USD
        25148.64000000
        0.007031775528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tabcorp Holdings Ltd
        213800OCCFUN67NEY278
        
        000000000
        
          
          
          
        
        5925.00000000
        NS
        
        23605.87000000
        0.006600403798
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEF4
        
          
          
        
        192000.00000000
        PA
        USD
        192435.00000000
        0.053806477159
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-03-31
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthcare Realty Trust Inc
        549300CB86LH2IOKHH22
        
        421946104
        
          
          
        
        1096.00000000
        NS
        USD
        30118.08000000
        0.008421273591
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        EVONIK INDUSTRIES AG
        41GUOJQTALQHLF39XJ34
        
        000000000
        
          
          
          
        
        1679.00000000
        NS
        
        46579.83000000
        0.013024120139
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        
        56585ABH4
        
          
          
        
        23000.00000000
        PA
        USD
        23927.02000000
        0.006690200094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        
        94983PAF5
        
          
        
        10990.54000000
        PA
        USD
        10705.29000000
        0.002993290939
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Variable
          2.88478600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Instruments Corp
        549300TP4OOPCYWDUP86
        
        636518102
        
          
          
        
        1341.00000000
        NS
        USD
        54431.19000000
        0.015219427762
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132GJJU4
        
          
        
        246867.00000000
        PA
        USD
        263033.58000000
        0.073546445887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        
        900123AW0
        
          
          
        
        80000.00000000
        PA
        USD
        81223.76000000
        0.022710860224
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2025-02-05
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        
        000000000
        
          
          
          
        
        12511.00000000
        NS
        
        134966.27000000
        0.037737727149
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDK4
        
          
          
        
        137800.00000000
        PA
        USD
        130395.94000000
        0.036459823666
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swire Pacific Ltd
        549300KZOZHII0DGF611
        
        000000000
        
          
          
          
        
        15500.00000000
        NS
        
        94257.39000000
        0.026355175005
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Bear Stearns Mortgage Funding
        N/A
        
        07401NAP4
        
          
        
        42605.92000000
        PA
        USD
        39549.51000000
        0.011058382344
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          0.64657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan Tobacco Inc
        353800Z0ENYBQO0XRJ31
        
        000000000
        
          
          
          
        
        11200.00000000
        NS
        
        191268.93000000
        0.053480433981
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        
        24703TAD8
        
          
          
        
        25000.00000000
        PA
        USD
        27104.06000000
        0.007578527738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389X5U3
        
          
          
        
        376.35000000
        PA
        USD
        379.69000000
        0.000106164581
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Hill Credit Partners
        N/A
        
        67707GAJ8
        
          
        
        250000.00000000
        PA
        USD
        246953.00000000
        0.069050177742
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-18
          Floating
          2.14129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON GAS LIGHT CO
        DL22T1SB4DUBS063O841
        
        93884PDY3
        
          
          
        
        36000.00000000
        PA
        USD
        34807.49000000
        0.009732472864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        
        375558103
        
          
          
        
        1048.00000000
        NS
        USD
        62303.60000000
        0.017420621146
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED AIR 2013-1 A PTT
        N/A
        
        909319AA3
        
          
          
        
        6908.38000000
        PA
        USD
        6909.53000000
        0.001931963874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31395PBA9
        
          
        
        34062.53400000
        PA
        USD
        36267.46000000
        0.010140693003
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T&D Holdings Inc
        3538008ARJ1MACEWA242
        
        000000000
        
          
          
          
        
        1500.00000000
        NS
        
        20366.98000000
        0.005694782363
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Asahi Kasei Corp
        353800GPI4Z3MGDGN142
        
        000000000
        
          
          
          
        
        1600.00000000
        NS
        
        13839.26000000
        0.003869575841
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        
        37940XAB8
        
          
          
        
        75000.00000000
        PA
        USD
        71345.50000000
        0.019948813969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energizer Holdings Inc
        5493000D6NN0V57UME20
        
        29272W109
        
          
          
        
        333.00000000
        NS
        USD
        10243.08000000
        0.002864053057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BAPB2
        
          
        
        557683.97000000
        PA
        USD
        583883.29000000
        0.163258777805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36252SAV9
        
          
        
        50000.00000000
        PA
        USD
        51515.42000000
        0.014404153452
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-10
          Fixed
          3.96800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFW9
        
          
          
        
        12000.00000000
        PA
        USD
        9920.34000000
        0.002773812183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2056-10-30
          Fixed
          2.98700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hoya Corp
        353800X4VR3BHEUCJB42
        
        000000000
        
          
          
          
        
        1500.00000000
        NS
        
        170936.82000000
        0.047795401569
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORP
        J3WHBG0MTS7O8ZVMDC91
        
        30231G102
        
          
          
        
        6899.00000000
        NS
        USD
        569788.41000000
        0.159317728418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        
        78409VBE3
        
          
          
        
        15000.00000000
        PA
        USD
        15473.26000000
        0.004326456261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDL2
        
          
          
        
        693400.00000000
        PA
        USD
        653245.10000000
        0.182652935029
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        14.00000000
        NC
        USD
        -63368.37000000
        -0.01771833997
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            2164243.37000000
            USD
            -63368.37000000
          
        
        
          N
          N
          N
        
      
      
        James Hardie Industries PLC
        635400NSGXKTVOO7JU45
        
        000000000
        
          
          
          
        
        2262.00000000
        NS
        
        67855.84000000
        0.018973075090
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BAKER HUGHES LLC/CO-OBL
        N/A
        
        05724BAD1
        
          
          
        
        18000.00000000
        PA
        USD
        17167.73000000
        0.004800244613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          2.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        064159QE9
        
          
          
        
        21000.00000000
        PA
        USD
        20641.23000000
        0.005771465016
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-08-03
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Corp
        549300KP43CPCUJOOG15
        
        92840M102
        
          
          
        
        4535.00000000
        NS
        USD
        105438.75000000
        0.029481579201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        
        744573AQ9
        
          
          
        
        17000.00000000
        PA
        USD
        14561.02000000
        0.004071386130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Campus Communities In
        529900MR3ZXRO3W6UX26
        
        024835100
        
          
          
        
        1754.00000000
        NS
        USD
        98171.38000000
        0.027449560192
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        
        89236TGU3
        
          
          
        
        27000.00000000
        PA
        USD
        25074.69000000
        0.007011098473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-13
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sonova Holding AG
        5299004A0QNX7FBNHS61
        
        000000000
        
          
          
          
        
        571.00000000
        NS
        
        238528.62000000
        0.066694648810
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        DUKE ENERGY FLORIDA LLC
        7MOHLM3DKE63RX2ZCN83
        
        26444HAK7
        
          
          
        
        45000.00000000
        PA
        USD
        41576.52000000
        0.011625151732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iridium Communications Inc
        549300U620NVQ4J1CT96
        
        46269C102
        
          
          
        
        8586.00000000
        NS
        USD
        346187.52000000
        0.096797001001
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJF7
        
          
          
        
        62000.00000000
        PA
        USD
        54247.71000000
        0.015168125180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-23
          Fixed
          1.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCR5
        
          
          
        
        182000.00000000
        PA
        USD
        166551.66000000
        0.046569273207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-08
          Fixed
          2.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medical Properties Trust Inc
        254900U6E39J1MQCCY14
        
        58463J304
        
          
          
        
        539.00000000
        NS
        USD
        11394.46000000
        0.003185988784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        
        000000000
        
          
          
          
        
        2400.00000000
        NS
        
        124574.34000000
        0.034832054355
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        National Storage Affiliates Tr
        N/A
        
        637870106
        
          
          
        
        968.00000000
        NS
        USD
        60751.68000000
        0.016986690998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        
        836205BA1
        
          
          
        
        200000.00000000
        PA
        USD
        196047.60000000
        0.054816591116
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2029-09-30
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135106
        
          
          
        
        1051.00000000
        NS
        USD
        3426207.45000000
        0.957997001069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snap-on Inc
        HHWAT5TDOYZMM26KKQ73
        
        833034101
        
          
          
        
        1533.00000000
        NS
        USD
        315000.84000000
        0.088076937680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medpace Holdings Inc
        549300H8TYEUVTW14A54
        
        58506Q109
        
          
          
        
        320.00000000
        NS
        USD
        52348.80000000
        0.014637173650
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EHDC3
        
          
        
        32124.66000000
        PA
        USD
        33984.45000000
        0.009502343818
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Master Issuer LL
        N/A
        
        25755TAK6
        
          
        
        96750.00000000
        PA
        USD
        97085.51000000
        0.027145941623
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-07-25
          Fixed
          4.32800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        
        000000000
        
          
          
          
        
        141.00000000
        NS
        
        15031.58000000
        0.004202958744
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        
        878742AW5
        
          
          
        
        100000.00000000
        PA
        USD
        119851.30000000
        0.033511451845
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        
        690742101
        
          
          
        
        3604.00000000
        NS
        USD
        329766.00000000
        0.092205403106
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        5493005PJR3MYTKJFJ48
        
        20269DAA3
        
          
        
        24925.03000000
        PA
        USD
        24825.60000000
        0.006941450772
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-02-25
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Just Eat Takeaway.com NV
        724500FVZIBSSQ7SHI95
        
        000000000
        
          
          
          
        
        397.00000000
        NS
        
        13314.62000000
        0.003722881996
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -233.33000000
        -0.00006524107
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -94616.97000000
            PEN
            25416.90000000
            USD
            2022-05-06
            -233.33000000
          
        
        
          N
          N
          N
        
      
      
        Semtech Corp
        549300J7WUY317SW6O61
        
        816850101
        
          
          
        
        2064.00000000
        NS
        USD
        143117.76000000
        0.040016953696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Chemical Co Ltd
        353800RSAU9BD8U4DM91
        
        000000000
        
          
          
          
        
        30700.00000000
        NS
        
        140569.69000000
        0.039304491460
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          
        
      
      
        AMER AIRLINE 17-2 AA PTT
        N/A
        
        02376AAA7
        
          
          
        
        4052.85000000
        PA
        USD
        3894.94000000
        0.001089058643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WEUR8
        
          
        
        18418.58000000
        PA
        USD
        18246.12000000
        0.005101771710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05583JAJ1
        
          
          
        
        250000.00000000
        PA
        USD
        219898.53000000
        0.061485515793
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-01-20
          Fixed
          2.27700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RPM International Inc
        549300TJCKW4BRXPJ474
        
        749685103
        
          
          
        
        617.00000000
        NS
        USD
        50248.48000000
        0.014049906157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mid-America Apartment Communit
        549300FQZKFR5YNSHZ21
        
        59522J103
        
          
          
        
        2308.00000000
        NS
        USD
        483410.60000000
        0.135165751590
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PAU0
        
          
          
        
        70000.00000000
        PA
        USD
        70820.61000000
        0.019802050221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Fixed
          3.79700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        South32 Ltd
        213800LAZNPXSBKVHR17
        
        000000000
        
          
          
          
        
        20419.00000000
        NS
        
        77618.48000000
        0.021702793001
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        GameStop Corp
        549300505KLOET039L77
        
        36467W109
        
          
          
        
        170.00000000
        NS
        USD
        28318.60000000
        0.007918123543
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        LABORATORY CORP OF AMER
        OZ7UA8IXAIFILY2VZH07
        
        50540RAT9
        
          
          
        
        17000.00000000
        PA
        USD
        17083.48000000
        0.004776687590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        
        16411R208
        
          
          
        
        1258.00000000
        NS
        USD
        174421.70000000
        0.048769803918
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PARTNERRE FINANCE B LLC
        549300O0FAGHK2F79881
        
        70213BAC5
        
          
          
        
        70000.00000000
        PA
        USD
        67900.00000000
        0.018985422605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT ENERGY FINANCE
        54930033ER6EOI5DL570
        
        01882YAD8
        
          
          
        
        41000.00000000
        PA
        USD
        39921.51000000
        0.011162396736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANTOR FITZGERALD SECURITIES
        549300DWZ3YOKJO5X179
        
        000000000
        
          
        
        2070900.00000000
        PA
        USD
        2070900.00000000
        0.579041409040
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.29000000
          2022-04-01
          
            
              5787598.21007940
              USD
              2106230.21963697
              USD
              AMBS
            
            
              6668.29800000
              USD
              6087.78032990
              USD
              ADAS
            
          
        
        
          
          N
          N
        
      
      
        Progyny Inc
        N/A
        
        74340E103
        
          
          
        
        833.00000000
        NS
        USD
        42816.20000000
        0.011971776897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CoStar Group Inc
        N/A
        
        22160N109
        
          
          
        
        1790.00000000
        NS
        USD
        119231.90000000
        0.033338262291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468Y8
        
          
          
        
        32000.00000000
        PA
        USD
        26755.58000000
        0.007481089740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-01-25
          Fixed
          2.80200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Middleby Corp/The
        JDFO86U9VQRBKW5KYA35
        
        596278101
        
          
          
        
        157.00000000
        NS
        USD
        25738.58000000
        0.007196727813
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Money Management Corp
        549300I1YCI83LUUYL82
        
        00176JAX4
        
          
        
        250000.00000000
        PA
        USD
        248028.50000000
        0.069350896770
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-14
          Floating
          2.18843000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        
        33850TBA5
        
          
        
        90641.49560000
        PA
        USD
        88352.92000000
        0.024704234530
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-03-25
          Variable
          3.96782500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        
        30040WAQ1
        
          
          
        
        57000.00000000
        PA
        USD
        55949.63000000
        0.015643996615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVR INC
        529900RWXR4JI3JYTV70
        
        62944T105
        
          
          
        
        45.00000000
        NS
        USD
        201027.15000000
        0.056208916022
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NORTHERN NATURAL GAS CO
        5493007M02M6CT9EXE41
        
        665501AM4
        
          
          
        
        16000.00000000
        PA
        USD
        14045.05000000
        0.003927116491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-10-16
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLAXOSMITHKLINE PLC
        5493000HZTVUYLO1D793
        
        000000000
        
          
          
          
        
        12057.00000000
        NS
        
        260875.99000000
        0.072943165210
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GVR2
        
          
          
        
        35000.00000000
        PA
        USD
        35890.42000000
        0.010035269384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBL6
        
          
          
        
        43000.00000000
        PA
        USD
        37458.42000000
        0.010473695638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2014-1 A PTT
        N/A
        
        90932PAA6
        
          
          
        
        10922.68000000
        PA
        USD
        10981.43000000
        0.003070502052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-11
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Roadhouse Inc
        5299002Y1CNRPDGXTQ75
        
        882681109
        
          
          
        
        526.00000000
        NS
        USD
        44041.98000000
        0.012314515503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        
        025537AU5
        
          
          
        
        30000.00000000
        PA
        USD
        27737.02000000
        0.007755508785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telstra Corp Ltd
        PCTXNQGRJVR3OG33JG65
        
        000000000
        
          
          
          
        
        8602.00000000
        NS
        
        25414.30000000
        0.007106056343
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691NAN5
        
          
        
        75000.00000000
        PA
        USD
        62256.11000000
        0.017407342535
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-15
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        nCino Inc
        N/A
        
        63947X101
        
          
          
        
        181.00000000
        NS
        USD
        7417.38000000
        0.002073963091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJS9
        
          
          
        
        248000.00000000
        PA
        USD
        230537.87000000
        0.064460366546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Community Bancorp Inc
        529900HVXOTLY61GL030
        
        649445103
        
          
          
        
        29407.00000000
        NS
        USD
        315243.04000000
        0.088144658878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        23.00000000
        NC
        USD
        -35361.62000000
        -0.00988741236
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-30
            4909564.77000000
            USD
            -35361.62000000
          
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        
        22822VAZ4
        
          
          
        
        27000.00000000
        PA
        USD
        26146.40000000
        0.007310757785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        
        000000000
        
          
          
          
        
        325.00000000
        NS
        
        72118.90000000
        0.020165063245
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        
        000000000
        
          
          
          
        
        14683.00000000
        NS
        
        151117.31000000
        0.042253696514
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        PDC Energy Inc
        5493008W8H2T511J5Y59
        
        69327R101
        
          
          
        
        213.00000000
        NS
        USD
        15480.84000000
        0.004328575694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132QPD27
        
          
        
        20320.90000000
        PA
        USD
        20222.04000000
        0.005654255896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Essent Group Ltd
        254900QUO860OUT6ZF83
        
        000000000
        
          
          
        
        4011.00000000
        NS
        USD
        165293.31000000
        0.046217427749
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mineral Resources Ltd
        5299007V1ACKFFX2P066
        
        000000000
        
          
          
          
        
        441.00000000
        NS
        
        17384.36000000
        0.004860816219
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ENTERGY CORP
        4XM3TW50JULSLG8BNC79
        
        29364GAP8
        
          
          
        
        32000.00000000
        PA
        USD
        28773.29000000
        0.008045258768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        
        776743AN6
        
          
          
        
        17000.00000000
        PA
        USD
        15435.42000000
        0.004315875873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NetApp Inc
        QTX3D84DZDD5JYOCYH15
        
        64110D104
        
          
          
        
        1753.00000000
        NS
        USD
        145499.00000000
        0.040682768831
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FZ6
        
          
          
        
        76000.00000000
        PA
        USD
        74581.81000000
        0.020853714013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-02-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMZD9
        
          
        
        333517.46000000
        PA
        USD
        319400.28000000
        0.089307058853
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORO CO/THE
        YJKE4YIT6BWQHVEW0D14
        
        891092108
        
          
          
        
        100.00000000
        NS
        USD
        8549.00000000
        0.002390373753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rockwell Automation Inc
        VH3R4HHBHH12O0EXZJ88
        
        773903109
        
          
          
        
        1231.00000000
        NS
        USD
        344716.93000000
        0.096385811418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wendy's Co/The
        529900M0JIUCMWVKHG76
        
        95058W100
        
          
          
        
        2009.00000000
        NS
        USD
        44137.73000000
        0.012341288025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        
        00287Y109
        
          
          
        
        715.00000000
        NS
        USD
        115908.65000000
        0.032409053076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED BANK
        RILFO74KP1CM8P6PCT96
        
        000000000
        
          
        
        210000.00000000
        NC
        USD
        15677.82000000
        0.004383652993
        N/A
        DFE
        CORP
        GB
        
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            Call
            Purchased
            
              
                
                  
                    STANDARD CHARTERED BANK
                    RILFO74KP1CM8P6PCT96
                  
                  
                    STANDARD CHARTERED BANK
                    RILFO74KP1CM8P6PCT96
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    GB
                    US
                  
                  N/A
                  USD
                  N/A
                  JPY
                  2025-02-27
                
              
            
            1.00000000
            USD
            107.50000000
            USD
            2025-02-27
            XXXX
            5138.97000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEE7
        
          
          
        
        1121000.00000000
        PA
        USD
        1117847.19000000
        0.312559665840
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-03-31
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        
        369604301
        
          
          
        
        5101.00000000
        NS
        USD
        466741.50000000
        0.130504928204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -591.70000000
        -0.00016544439
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-05-06
            0.00000000
            USD
            0.00000000
            USD
            186304.00000000
            USD
            -591.70000000
          
        
        
          N
          N
          N
        
      
      
        KITE REALTY GROUP LP
        549300X6R2GYI8Y3OD81
        
        49803XAA1
        
          
          
        
        13000.00000000
        PA
        USD
        13025.72000000
        0.003642103077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        
        026874DA2
        
          
          
        
        33000.00000000
        PA
        USD
        35712.46000000
        0.009985510241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-07-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIEDMONT OPERATING PARTN
        549300WKGDPAS39FBD10
        
        720198AE0
        
          
          
        
        23000.00000000
        PA
        USD
        21551.12000000
        0.006025878068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBR Inc
        254900OFQDXZRKRCV808
        
        48242W106
        
          
          
        
        183.00000000
        NS
        USD
        10015.59000000
        0.002800444901
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAS2
        
          
          
        
        27000.00000000
        PA
        USD
        27974.11000000
        0.007821801183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-15
          Fixed
          5.39100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BX6
        
          
          
        
        177000.00000000
        PA
        USD
        180663.32000000
        0.050515014426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36252SAX5
        
          
        
        1218278.93000000
        PA
        USD
        64649.19000000
        0.018076468236
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-10
          Variable
          0.95535700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FV5
        
          
          
        
        15000.00000000
        PA
        USD
        14316.48000000
        0.004003010648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-05-20
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        
        50155QAC4
        
          
          
        
        54000.00000000
        PA
        USD
        46830.31000000
        0.013094156496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WISCONSIN ELECTRIC POWER
        AENKIFMULUAWOUU8Q584
        
        976656CM8
        
          
          
        
        23000.00000000
        PA
        USD
        20825.66000000
        0.005823033227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST AMERICAN FINANCIAL
        549300B6VEZK3N0A1P55
        
        31847R102
        
          
          
        
        1210.00000000
        NS
        USD
        78432.20000000
        0.021930316095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M9WG3
        
          
        
        28538.95000000
        PA
        USD
        29849.65000000
        0.008346218260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya High Yield Bond Fund
        OTPD0VW0B2EUAT57PE57
        
        92913L593
        
          
          
        
        518244.61100000
        NS
        USD
        3928294.15000000
        1.098384750467
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BZ1
        
          
          
        
        9000.00000000
        PA
        USD
        9895.34000000
        0.002766821969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moderna Inc
        549300EI6OKH5K5Q2G38
        
        60770K107
        
          
          
        
        614.00000000
        NS
        USD
        105767.64000000
        0.029573539667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Persimmon PLC
        213800XI72Y57UWN6F31
        
        000000000
        
          
          
          
        
        4207.00000000
        NS
        
        117969.73000000
        0.032985348729
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        LEAR CORP
        549300UPNBTXA1SYTQ33
        
        521865204
        
          
          
        
        414.00000000
        NS
        USD
        59032.26000000
        0.016505926413
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        262104AE2
        
          
        
        150000.00000000
        PA
        USD
        144257.90000000
        0.040335746622
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIO TINTO FIN USA LTD
        213800RX94ZKEZXPKH58
        
        767201AT3
        
          
          
        
        36000.00000000
        PA
        USD
        31200.77000000
        0.008724003005
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2051-11-02
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEB3
        
          
          
        
        536000.00000000
        PA
        USD
        517533.13000000
        0.144706703761
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        New York Times Co/The
        529900J1WEMMIW7BOH57
        
        650111107
        
          
          
        
        2454.00000000
        NS
        USD
        112491.36000000
        0.031453549470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FIRST INDUSTRIAL REALTY TRUST INC
        N/A
        
        32054K103
        
          
          
        
        586.00000000
        NS
        USD
        36279.26000000
        0.010143992384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHM4
        
          
          
        
        75000.00000000
        PA
        USD
        77455.09000000
        0.021657107755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.27100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kohl's Corp
        549300JF6LPRTRJ0FH50
        
        500255104
        
          
          
        
        654.00000000
        NS
        USD
        39540.84000000
        0.011055958138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        
        000000000
        
          
          
          
        
        2920.00000000
        NS
        
        166617.77000000
        0.046587758130
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        F5 Inc
        54930015FPK9KT966303
        
        315616102
        
          
          
        
        344.00000000
        NS
        USD
        71878.80000000
        0.020097929225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        5493006021R83VCLAO08
        
        95001NAC2
        
          
        
        400000.00000000
        PA
        USD
        321400.76000000
        0.089866410226
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA POWER CO
        D981X4Z4RWS7PDMJUZ03
        
        373334KK6
        
          
          
        
        25000.00000000
        PA
        USD
        24537.36000000
        0.006860856395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ELECTRIC CO
        9N0FWODEJVKHC2DYLO03
        
        23338VAL0
        
          
          
        
        13000.00000000
        PA
        USD
        11518.12000000
        0.003220565181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGC2
        
          
          
        
        90000.00000000
        PA
        USD
        83851.10000000
        0.023445487031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-03-22
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY PROGRESS INC
        0NIFZ782LS46WOC9QK20
        
        144141DD7
        
          
          
        
        3000.00000000
        PA
        USD
        3069.81000000
        0.000858345216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CD4
        
          
          
        
        21000.00000000
        PA
        USD
        18925.09000000
        0.005291617547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC/THE
        QEKMOTMBBKA8I816DO57
        
        437076102
        
          
          
        
        1615.00000000
        NS
        USD
        483417.95000000
        0.135167806713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oversea-Chinese Banking Corp L
        5493007O3QFXCPOGWK22
        
        000000000
        
          
          
          
        
        9500.00000000
        NS
        
        86182.64000000
        0.024097405620
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co/The
        5493002BI0S2ZQUY3437
        
        382550101
        
          
          
        
        3168.00000000
        NS
        USD
        45270.72000000
        0.012658081750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        617446448
        
          
          
        
        6579.00000000
        NS
        USD
        575004.60000000
        0.160776219899
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300F4XPHJ7NOSP309
        
        15135UAX7
        
          
          
        
        23000.00000000
        PA
        USD
        20652.52000000
        0.005774621797
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2052-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avient Corp
        SM8L9RZYIB34LNTWO040
        
        05368V106
        
          
          
        
        620.00000000
        NS
        USD
        29760.00000000
        0.008321151351
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63941HAA0
        
          
        
        40048.40000000
        PA
        USD
        38996.38000000
        0.010903722450
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        
        828807DL8
        
          
          
        
        27000.00000000
        PA
        USD
        24644.53000000
        0.006890822046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABN4
        
          
          
        
        14000.00000000
        PA
        USD
        11822.53000000
        0.003305680829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        
        61764PBV3
        
          
        
        1492467.03000000
        PA
        USD
        29052.66000000
        0.008123373017
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-15
          Variable
          0.95896900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL LIFE
        1DU7IM20QESYGDO4HO54
        
        668138AC4
        
          
          
        
        28000.00000000
        PA
        USD
        25488.04000000
        0.007126674680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-30
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASIMO CORP
        549300Q4A8JK0PIYCU29
        
        574795100
        
          
          
        
        281.00000000
        NS
        USD
        40896.74000000
        0.011435079412
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNION ELECTRIC CO
        QMPJLLDULY5C1M8PNY21
        
        906548CJ9
        
          
          
        
        17000.00000000
        PA
        USD
        16890.76000000
        0.004722801424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE HOLDINGS FINA
        549300D2L6J4NC1QVZ22
        
        09261BAF7
        
          
          
        
        41000.00000000
        PA
        USD
        33115.78000000
        0.009259456232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-05
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XSX3
        
          
        
        59591.18000000
        PA
        USD
        60700.22000000
        0.016972302340
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-02-25
          Floating
          3.25657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Therapeutics Corp
        5299005C4HZL4UWROC14
        
        91307C102
        
          
          
        
        285.00000000
        NS
        USD
        51131.85000000
        0.014296903989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        
        294429105
        
          
          
        
        214.00000000
        NS
        USD
        50739.40000000
        0.014187171601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17326FAF4
        
          
        
        1256430.61000000
        PA
        USD
        48546.59000000
        0.013574043110
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-12
          Variable
          1.08099700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        
        000000000
        
          
          
          
        
        874.00000000
        NS
        
        349117.11000000
        0.097616139502
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AQ4
        
          
          
        
        25000.00000000
        PA
        USD
        24787.04000000
        0.006930669065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XBV1
        
          
        
        27000.00000000
        PA
        USD
        26945.97000000
        0.007534324417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        
        02209S103
        
          
          
        
        2483.00000000
        NS
        USD
        129736.75000000
        0.036275508486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        British Land Co PLC/The
        RV5B68J2GV3QGMRPW209
        
        000000000
        
          
          
          
        
        4208.00000000
        NS
        
        29135.53000000
        0.008146544180
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ASM International NV
        7245001I22ND6ZFHX623
        
        000000000
        
          
          
          
        
        459.00000000
        NS
        
        167137.36000000
        0.046733039952
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Telecom Italia SpA/Milano
        549300W384M3RI3VXU42
        
        000000000
        
          
          
          
        
        88297.00000000
        NS
        
        32416.46000000
        0.009063920360
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Wix.com Ltd
        5493008P6N29Q1AG9464
        
        000000000
        
          
          
        
        245.00000000
        NS
        USD
        25592.70000000
        0.007155938514
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XJX3
        
          
          
        
        143544.71000000
        PA
        USD
        146696.41000000
        0.041017574942
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-10-25
          Floating
          3.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY ARKANSAS LLC
        549300A0I5ONUIFMLP35
        
        29366MAA6
        
          
          
        
        53000.00000000
        PA
        USD
        57022.30000000
        0.015943924351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Under Armour Inc
        549300D4549QKWETZ406
        
        904311107
        
          
          
        
        4260.00000000
        NS
        USD
        72505.20000000
        0.020273076039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VISA INC-CLASS A SHARES
        549300JZ4OKEHW3DPJ59
        
        92826C839
        
          
          
        
        5522.00000000
        NS
        USD
        1224613.94000000
        0.342412565236
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MANPOWERGROUP INC
        ERO1WSFOSR0JJ6CRQ987
        
        56418H100
        
          
          
        
        1829.00000000
        NS
        USD
        171779.68000000
        0.048031072457
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTERSTATE POWER & LIGHT
        EF9UQIIO4KY2BWOK3P26
        
        461070AL8
        
          
          
        
        80000.00000000
        PA
        USD
        80427.34000000
        0.022488174358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JetBlue Airways Corp
        54930070J9H97ZO93T57
        
        477143101
        
          
          
        
        18509.00000000
        NS
        USD
        276709.55000000
        0.077370364444
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BALTIMORE GAS & ELECTRIC
        88V8C2WYSOD1SPSSLH72
        
        059165EN6
        
          
          
        
        30000.00000000
        PA
        USD
        27348.43000000
        0.007646855687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCZ0
        
          
          
        
        30000.00000000
        PA
        USD
        31988.78000000
        0.008944337362
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-10-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        
        166764100
        
          
          
        
        1735.00000000
        NS
        USD
        282510.05000000
        0.078992234014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Heavy Industries Lt
        353800TJ98PCAZROVE69
        
        000000000
        
          
          
          
        
        1900.00000000
        NS
        
        62369.68000000
        0.017439097681
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        
        78410G104
        
          
          
        
        727.00000000
        NS
        USD
        250160.70000000
        0.069947078185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1063.59000000
        -0.00029738888
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            -9282256.72000000
            HUF
            26790.45000000
            USD
            2022-04-29
            -1063.59000000
          
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        
        000000000
        
          
          
          
        
        6000.00000000
        NS
        
        62651.31000000
        0.017517843845
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Electrolux AB
        549300Y3HHZB1ZGFPJ93
        
        000000000
        
          
          
          
        
        1835.00000000
        NS
        
        27768.15000000
        0.007764213000
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RCP5
        
          
          
        
        16000.00000000
        PA
        USD
        16985.96000000
        0.004749420161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPDR S&P 500 ETF Trust
        549300NZAMSJ8FXPQQ63
        
        78462F103
        
          
          
        
        161097.00000000
        NS
        USD
        72757849.08000000
        20.34371889037
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BBCCRE Trust
        N/A
        
        05490TAN2
        
          
        
        2180000.00000000
        PA
        USD
        41874.09000000
        0.011708354858
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-10
          Variable
          0.59660000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        5493002GUQ80FGGGNP40
        
        09630QAQ4
        
          
        
        455000.00000000
        PA
        USD
        452112.12000000
        0.126414428030
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-15
          Floating
          2.36781000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WET82
        
          
        
        14044.28000000
        PA
        USD
        13917.10000000
        0.003891340573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 32
        N/A
        
        67578BAC0
        
          
        
        250000.00000000
        PA
        USD
        248673.50000000
        0.069531244304
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-07-15
          Floating
          1.44129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loews Corp
        R8V1FN4M5ITGZOG7BS19
        
        540424108
        
          
          
        
        7387.00000000
        NS
        USD
        478825.34000000
        0.133883673551
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMER AIRLINE 17-1 A PTT
        N/A
        
        02378AAA5
        
          
          
        
        9847.50000000
        PA
        USD
        9094.16000000
        0.002542805167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CB0
        
          
          
        
        21000.00000000
        PA
        USD
        19805.78000000
        0.005537866028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBR5
        
          
          
        
        102000.00000000
        PA
        USD
        91702.82000000
        0.025640895314
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.25900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group
        353800V2V8PUY9TK3E06
        
        000000000
        
          
          
          
        
        7500.00000000
        NS
        
        46358.55000000
        0.012962248352
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BB9
        
          
          
        
        50000.00000000
        PA
        USD
        50186.91000000
        0.014032690657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-23
          Fixed
          4.46400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDT6
        
          
          
        
        19000.00000000
        PA
        USD
        18914.61000000
        0.005288687249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        
        09261HAQ0
        
          
          
        
        41000.00000000
        PA
        USD
        37998.82000000
        0.010624796115
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Black Hills Corp
        3MGELCRSTNSAMJ962671
        
        092113109
        
          
          
        
        109.00000000
        NS
        USD
        8395.18000000
        0.002347364361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FLORIDA POWER LIGHT CO
        A89MY1K3YLIGJMYWVX50
        
        341081GE1
        
          
          
        
        30000.00000000
        PA
        USD
        26955.69000000
        0.007537042213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-04
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31374CK47
        
          
          
        
        1707.98000000
        PA
        USD
        1847.39000000
        0.000516546095
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        
        92939HAJ4
        
          
        
        500000.00000000
        PA
        USD
        466839.95000000
        0.130532455668
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-10-15
          Variable
          4.00376200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABB Ltd
        5493000LKVGOO9PELI61
        
        000000000
        
          
          
          
        
        412.00000000
        NS
        
        13365.58000000
        0.003737130849
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        ALLEGHANY CORP
        549300DCJE6AYX159479
        
        017175AE0
        
          
          
        
        13000.00000000
        PA
        USD
        13105.03000000
        0.003664278833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tokyo Electron Ltd
        549300H5LSF8DP3RIJ34
        
        000000000
        
          
          
          
        
        300.00000000
        NS
        
        154068.35000000
        0.043078832619
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBZ1
        
          
          
        
        43000.00000000
        PA
        USD
        42742.25000000
        0.011951099843
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        549300ZUZB9UCBWEBN39
        
        63941BAB1
        
          
        
        38262.36000000
        PA
        USD
        38357.10000000
        0.010724974277
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORFOLK SOUTHERN CORP
        54930036C8MWP850MI84
        
        655844CA4
        
          
          
        
        42000.00000000
        PA
        USD
        42548.62000000
        0.011896959233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        
        13645RBF0
        
          
          
        
        65000.00000000
        PA
        USD
        60452.76000000
        0.016903110401
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hancock Whitney Corp
        549300GRNBWY8HIICT41
        
        410120109
        
          
          
        
        4958.00000000
        NS
        USD
        258559.70000000
        0.072295510651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RH
        5493008MTS3OGGMHGK69
        
        74967X103
        
          
          
        
        46.00000000
        NS
        USD
        15000.14000000
        0.004194167850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        
        034863AW0
        
          
          
        
        12000.00000000
        PA
        USD
        13244.48000000
        0.003703270250
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-04-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AE8
        
          
          
        
        200000.00000000
        PA
        USD
        175246.48000000
        0.049000419483
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-02-11
          Fixed
          2.09500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Renaissance Home Equity Loan T
        N/A
        
        75970NBE6
        
          
          
        
        86515.43000000
        PA
        USD
        88103.68000000
        0.024634544888
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Variable
          5.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MYLAN INC
        30ZMPDNA1RHIBH89C294
        
        628530BJ5
        
          
          
        
        35000.00000000
        PA
        USD
        34436.94000000
        0.009628863904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F022642
        
          
        
        1757000.00000000
        PA
        USD
        1676425.09000000
        0.468742839473
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intertek Group PLC
        2138003GAT25WW1RN369
        
        000000000
        
          
          
          
        
        221.00000000
        NS
        
        15076.09000000
        0.004215404122
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A1Z30
        
          
        
        38987.35000000
        PA
        USD
        41704.45000000
        0.011660922058
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games Corp
        529900JXALYBOHXKFM62
        
        80874P109
        
          
          
        
        1998.00000000
        NS
        USD
        117382.50000000
        0.032821154182
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AK4
        
          
          
        
        200000.00000000
        PA
        USD
        181958.40000000
        0.050877129906
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2033-02-11
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL SERVICES LLC
        I7331LVCZKQKX5T7XV54
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2423.65000000
        -0.00067767333
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            -950628.76000000
            ZAR
            62424.67000000
            USD
            2022-04-29
            -2423.65000000
          
        
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        
        000000000
        
          
          
          
        
        2552.00000000
        NS
        
        283058.00000000
        0.079145445535
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Subaru Corp
        549300N244BVAEE6HH86
        
        000000000
        
          
          
          
        
        1400.00000000
        NS
        
        22236.19000000
        0.006217429518
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        
        30040WAN8
        
          
          
        
        25000.00000000
        PA
        USD
        23102.05000000
        0.006459531403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crowdstrike Holdings Inc
        549300YBY08K9KM4HX32
        
        22788C105
        
          
          
        
        49.00000000
        NS
        USD
        11126.92000000
        0.003111182304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GRP
        IU7C3FTM7Y3BQM112U94
        
        416515AS3
        
          
          
        
        9000.00000000
        PA
        USD
        10641.89000000
        0.002975563755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-10-15
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT
        549300N4PXZ37U8QKI55
        
        02666TAC1
        
          
          
        
        223000.00000000
        PA
        USD
        197231.93000000
        0.055147739946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17291DAU7
        
          
        
        1291680.73000000
        PA
        USD
        42423.45000000
        0.011861960627
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-10
          Variable
          0.53493900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        
        000000000
        
          
          
          
        
        9757.00000000
        NS
        
        101872.74000000
        0.028484492207
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        MASTERCARD INC - A
        AR5L2ODV9HN37376R084
        
        57636Q104
        
          
          
        
        1218.00000000
        NS
        USD
        435288.84000000
        0.121710494593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Legrand SA
        969500XXRPGD7HCAFA90
        
        000000000
        
          
          
          
        
        1876.00000000
        NS
        
        178364.50000000
        0.049872244629
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAL7
        
          
          
        
        45000.00000000
        PA
        USD
        45255.94000000
        0.012653949135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON CONTAINER
        549300O4LZFLCX53XZ54
        
        89680YAC9
        
          
          
        
        23000.00000000
        PA
        USD
        21052.85000000
        0.005886557500
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2031-06-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE HOLDINGS FINA
        549300D2L6J4NC1QVZ22
        
        09261BAH3
        
          
          
        
        59000.00000000
        PA
        USD
        51193.14000000
        0.014314041198
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-01-30
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        
        58933YBG9
        
          
          
        
        15000.00000000
        PA
        USD
        12813.09000000
        0.003582649904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-12-10
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAG8
        
          
          
        
        96000.00000000
        PA
        USD
        95985.39000000
        0.026838338631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        
        862121100
        
          
          
        
        1270.00000000
        NS
        USD
        37122.10000000
        0.010379657680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175AY0
        
          
          
        
        72000.00000000
        PA
        USD
        74734.45000000
        0.020896393467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        36263DAC1
        
          
        
        100000.00000000
        PA
        USD
        95834.96000000
        0.026796277113
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBE2
        
          
          
        
        20000.00000000
        PA
        USD
        21621.41000000
        0.006045531755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-02-14
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Akamai Technologies Inc
        OC1LZNN2LF5WTJ5RIL89
        
        00971T101
        
          
          
        
        2998.00000000
        NS
        USD
        357931.22000000
        0.100080640286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GGC7
        
          
          
        
        103000.00000000
        PA
        USD
        105140.69000000
        0.029398239067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-25
          Fixed
          4.18300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DR8
        
          
          
        
        135000.00000000
        PA
        USD
        120819.67000000
        0.033782216406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genting Singapore Ltd
        254900Y2N3AK93K1O866
        
        000000000
        
          
          
          
        
        24000.00000000
        NS
        
        14344.52000000
        0.004010850872
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        HeidelbergCement AG
        LZ2C6E0W5W7LQMX5ZI37
        
        000000000
        
          
          
          
        
        2433.00000000
        NS
        
        137889.05000000
        0.038554961515
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        
        92556VAD8
        
          
          
        
        95000.00000000
        PA
        USD
        83692.95000000
        0.023401266934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-22
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keyence Corp
        529900M7PQBS7A89DZ11
        
        000000000
        
          
          
          
        
        300.00000000
        NS
        
        139110.79000000
        0.038896570502
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        METROPOLITAN EDISON CO
        N/A
        
        591894CB4
        
          
          
        
        12000.00000000
        PA
        USD
        11952.58000000
        0.003342043925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puma SE
        529900GRZ2BQY5ZM9N49
        
        000000000
        
          
          
          
        
        175.00000000
        NS
        
        14882.42000000
        0.004161252328
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitt
        IOG4E947OATN0KJYSD45
        
        000000000
        
          
          
          
        
        464.00000000
        NS
        
        331204.62000000
        0.092607653602
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MAIN STREET CAPITAL CORP
        5493001FS9QJLJNF3E20
        
        56035LAE4
        
          
          
        
        82000.00000000
        PA
        USD
        76136.42000000
        0.021288396308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-14
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL SERVICES LLC
        I7331LVCZKQKX5T7XV54
        
        000000000
        
          
        
        -302000.00000000
        NC
        USD
        -1442.41000000
        -0.00040331021
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            Put
            Written
            
              
                
                  
                    MORGAN STANLEY CAPITAL SERVICES LLC
                    I7331LVCZKQKX5T7XV54
                  
                  
                    MORGAN STANLEY CAPITAL SERVICES LLC
                    I7331LVCZKQKX5T7XV54
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  
                    
                      THE SECURED OVERNIGHT FINANCING RATE
                      THE SECURED OVERNIGHT FINANCING RATE
                      
                        
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2032-05-03
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            0.01000000
            USD
            2.29600000
            USD
            2022-04-28
            XXXX
            2492.65000000
          
        
        
          N
          N
          N
        
      
      
        INDIANA MICHIGAN POWER
        JHR9V15J0ZRG02MIRD06
        
        454889AU0
        
          
          
        
        44000.00000000
        PA
        USD
        39442.46000000
        0.011028450246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd
        549300N24XF2VV0B3570
        
        000000000
        
          
          
        
        278.00000000
        NS
        USD
        83783.64000000
        0.023426624636
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        II-VI Inc
        549300O5C25A0MMHHU33
        
        902104108
        
          
          
        
        754.00000000
        NS
        USD
        54657.46000000
        0.015282694795
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBD6
        
          
          
        
        35000.00000000
        PA
        USD
        32624.45000000
        0.009122076149
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-08-15
          Fixed
          4.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY ARKANSAS LLC
        549300A0I5ONUIFMLP35
        
        29366MAB4
        
          
          
        
        124000.00000000
        PA
        USD
        101606.79000000
        0.028410130305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FIN GRP CAYMAN 2
        5493005X5HKEZQSVVC05
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        201272.20000000
        0.056277434105
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-07-18
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        adidas AG
        549300JSX0Z4CW0V5023
        
        000000000
        
          
          
          
        
        1072.00000000
        NS
        
        249805.25000000
        0.069847691315
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397QPY8
        
          
        
        61258.65000000
        PA
        USD
        65545.67000000
        0.018327131736
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Short Term Bond Fund
        5493006MN6OC470MML96
        
        92913L551
        
          
          
        
        483201.58600000
        NS
        USD
        4629071.19000000
        1.294328023761
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        
        345370860
        
          
          
        
        22790.00000000
        NS
        USD
        385378.90000000
        0.107755247124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASSURANT INC
        H3F39CAXWQRVWURFXL38
        
        04621XAM0
        
          
          
        
        54000.00000000
        PA
        USD
        52265.53000000
        0.014613890644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-22
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Insperity Inc
        5299000Q0KW7HY5DB751
        
        45778Q107
        
          
          
        
        2504.00000000
        NS
        USD
        251451.68000000
        0.070308047270
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        
        78409V104
        
          
          
        
        2254.00000000
        NS
        USD
        924545.72000000
        0.258510916235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Osaka Gas Co Ltd
        353800024KMNOPQRWZ02
        
        000000000
        
          
          
          
        
        9700.00000000
        NS
        
        166220.96000000
        0.046476806649
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BAPA4
        
          
        
        557683.97000000
        PA
        USD
        584932.41000000
        0.163552120759
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H & M Hennes & Mauritz AB
        529900O5RR7R39FRDM42
        
        000000000
        
          
          
          
        
        4809.00000000
        NS
        
        64573.53000000
        0.018055313051
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Check Point Software Technolog
        2549003ZVBH73EPNS513
        
        000000000
        
          
          
        
        1404.00000000
        NS
        USD
        194117.04000000
        0.054276789975
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YAM1
        
          
          
        
        33000.00000000
        PA
        USD
        34916.40000000
        0.009762925034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-06
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zalando SE
        529900YRFFGH5AXU4S86
        
        000000000
        
          
          
          
        
        1035.00000000
        NS
        
        52406.67000000
        0.014653354599
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        
        900123CK4
        
          
          
        
        200000.00000000
        PA
        USD
        180907.80000000
        0.050583373131
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2026-10-09
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        
        88033G407
        
          
          
        
        365.00000000
        NS
        USD
        31375.40000000
        0.008772831051
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        
        92936YAK7
        
          
        
        889074.61000000
        PA
        USD
        43.74000000
        0.000012230079
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-15
          Variable
          1.68740600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dexcom Inc
        549300YSK3QDSFR5EU59
        
        252131107
        
          
          
        
        120.00000000
        NS
        USD
        61392.00000000
        0.017165729964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technol
        06BTX5UWZD0GQ5N5Y745
        
        929740108
        
          
          
        
        894.00000000
        NS
        USD
        85975.98000000
        0.024039621711
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Open House Group Co Ltd
        529900WQOGPBIJEHW865
        
        000000000
        
          
          
          
        
        400.00000000
        NS
        
        17701.13000000
        0.004949387829
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ipsen SA
        549300M6SGDPB4Z94P11
        
        000000000
        
          
          
          
        
        1118.00000000
        NS
        
        139946.15000000
        0.039130144326
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        
        74340W103
        
          
          
        
        2708.00000000
        NS
        USD
        437287.84000000
        0.122269432145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CRH PLC
        549300MIDJNNTH068E74
        
        000000000
        
          
          
          
        
        5108.00000000
        NS
        
        203734.47000000
        0.056965905924
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Dolby Laboratories Inc
        549300X04FB2QPCJ5J24
        
        25659T107
        
          
          
        
        1614.00000000
        NS
        USD
        126247.08000000
        0.035299766811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        
        26884L109
        
          
          
        
        1719.00000000
        NS
        USD
        59150.79000000
        0.016539068418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        YETI Holdings Inc
        549300DSQICIGNT5GO63
        
        98585X104
        
          
          
        
        1820.00000000
        NS
        USD
        109163.60000000
        0.030523079221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VBR0
        
          
          
        
        20000.00000000
        PA
        USD
        18767.14000000
        0.005247453372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boyd Gaming Corp
        254900787YGRYS2A1Z35
        
        103304101
        
          
          
        
        4981.00000000
        NS
        USD
        327650.18000000
        0.091613801680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GFD1
        
          
          
        
        17000.00000000
        PA
        USD
        21481.74000000
        0.006006478824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BT0
        
          
          
        
        10000.00000000
        PA
        USD
        9529.12000000
        0.002664423715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jardine Matheson Holdings Ltd
        2138009KENVUNWOLPK41
        
        000000000
        
          
          
        
        1900.00000000
        NS
        USD
        104500.00000000
        0.029219096646
        Long
        EC
        CORP
        HK
        N
        
        1
        
          N
          N
          N
        
      
      
        AVANGRID INC
        549300OX0Q38NLSKPB49
        
        05351WAC7
        
          
          
        
        55000.00000000
        PA
        USD
        54887.81000000
        0.015347102632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        
        000000000
        
          
          
          
        
        21307.00000000
        NS
        
        141435.67000000
        0.039546626899
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        
        87162WAE0
        
          
          
        
        15000.00000000
        PA
        USD
        13759.85000000
        0.003847372124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-09
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERADYNE INC
        C3X4YJ278QNZHRJULN75
        
        880770102
        
          
          
        
        2904.00000000
        NS
        USD
        343339.92000000
        0.096000787607
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        
        81762P102
        
          
          
        
        1188.00000000
        NS
        USD
        661585.32000000
        0.184984932103
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        26442CAR5
        
          
          
        
        10000.00000000
        PA
        USD
        10091.06000000
        0.002821546960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAQ3
        
          
          
        
        50000.00000000
        PA
        USD
        52765.44000000
        0.014753669769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPAM Systems Inc
        549300XCR4R530HJP604
        
        29414B104
        
          
          
        
        629.00000000
        NS
        USD
        186567.69000000
        0.052165926939
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        21.00000000
        NC
        USD
        -124408.92000000
        -0.03478580150
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            3844033.92000000
            USD
            -124408.92000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -356.46000000
        -0.00009966927
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            -1219102101.78000000
            IDR
            84554.00000000
            USD
            2022-04-29
            -356.46000000
          
        
        
          N
          N
          N
        
      
      
        Toyo Suisan Kaisha Ltd
        N/A
        
        892306101
        
          
          
          
        
        1100.00000000
        NS
        
        39360.37000000
        0.011005497177
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Envestnet Inc
        549300HLWZ5OKIDM8737
        
        29404K106
        
          
          
        
        421.00000000
        NS
        USD
        31339.24000000
        0.008762720405
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Envista Holdings Corp
        549300BX623VURJZ5269
        
        29415F104
        
          
          
        
        583.00000000
        NS
        USD
        28397.93000000
        0.007940304892
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        
        09247X101
        
          
          
        
        936.00000000
        NS
        USD
        715263.12000000
        0.199993705557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ROCHE HOLDING AG
        549300U41AUUVOAAOB37
        
        000000000
        
          
          
          
        
        1473.00000000
        NS
        
        582809.92000000
        0.162958654343
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BU2
        
          
          
        
        200000.00000000
        PA
        USD
        206861.95000000
        0.057840376167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CL2
        
          
          
        
        5000.00000000
        PA
        USD
        5105.76000000
        0.001427614305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-20
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        038413AA8
        
          
        
        50325.62020000
        PA
        USD
        48967.88000000
        0.013691839409
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BellRing Brands Inc
        549300S3BOK5CMTS8054
        
        07831C103
        
          
          
        
        4567.00000000
        NS
        USD
        105406.36000000
        0.029472522679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advantest Corp
        353800EMK32PDKS9XR54
        
        000000000
        
          
          
          
        
        400.00000000
        NS
        
        31229.55000000
        0.008732050140
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        
        22160K105
        
          
          
        
        1852.00000000
        NS
        USD
        1066474.20000000
        0.298195337038
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        
        747525103
        
          
          
        
        1498.00000000
        NS
        USD
        228924.36000000
        0.064009215306
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0UD9
        
          
          
        
        75674.40000000
        PA
        USD
        75806.86000000
        0.021196248505
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-09-25
          Floating
          2.75657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        
        72650RBM3
        
          
          
        
        41000.00000000
        PA
        USD
        39677.43000000
        0.011094149874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XAV7
        
          
          
        
        150000.00000000
        PA
        USD
        148318.61000000
        0.041471155981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-07-08
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLZV2
        
          
        
        283427.23000000
        PA
        USD
        263686.31000000
        0.073728954796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBT1
        
          
          
        
        17000.00000000
        PA
        USD
        13965.90000000
        0.003904985472
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-09-25
          Fixed
          3.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBD4
        
          
          
        
        9000.00000000
        PA
        USD
        9450.02000000
        0.002642306676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CISCO SYSTEMS INC
        549300LKFJ962MZ46593
        
        17275R102
        
          
          
        
        22215.00000000
        NS
        USD
        1238708.40000000
        0.346353497188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        
        40434LAK1
        
          
          
        
        81000.00000000
        PA
        USD
        80771.25000000
        0.022584334545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANUC Corp
        529900QTSW745LOKW705
        
        000000000
        
          
          
          
        
        200.00000000
        NS
        
        35101.99000000
        0.009814817591
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        
        72650RBL5
        
          
          
        
        25000.00000000
        PA
        USD
        25732.25000000
        0.007194957891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417WKH3
        
          
        
        17162.22000000
        PA
        USD
        18585.20000000
        0.005196581387
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LB-UBS Commercial Mortgage Tru
        N/A
        
        50180CAU4
        
          
          
        
        72103.76000000
        PA
        USD
        233.33000000
        0.000065241070
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Variable
          0.05235000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967424
        
          
          
        
        12241.00000000
        NS
        USD
        653669.40000000
        0.182771572950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Repsol SA
        BSYCX13Y0NOTV14V9N85
        
        000000000
        
          
          
          
        
        8662.00000000
        NS
        
        113465.89000000
        0.031726036420
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        J Sainsbury PLC
        213800VGZAAJIKJ9Y484
        
        000000000
        
          
          
          
        
        24499.00000000
        NS
        
        81086.24000000
        0.022672408452
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Trinity Industries Inc
        R1JB4KXN77XFCXOQKV49
        
        896522109
        
          
          
        
        381.00000000
        NS
        USD
        13091.16000000
        0.003660400662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PRIMERICA INC
        254900621R686KJR7022
        
        74164M108
        
          
          
        
        318.00000000
        NS
        USD
        43508.76000000
        0.012165422616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diageo PLC
        213800ZVIELEA55JMJ32
        
        000000000
        
          
          
          
        
        308.00000000
        NS
        
        15623.13000000
        0.004368361199
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        
        79466L302
        
          
          
        
        2978.00000000
        NS
        USD
        632288.96000000
        0.176793418474
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DXC TECHNOLOGY CO
        549300DOVZ3EDJB7O259
        
        23355LAM8
        
          
          
        
        20000.00000000
        PA
        USD
        18108.31000000
        0.005063238851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        
        040114HX1
        
          
          
        
        8843.00000000
        PA
        USD
        3042.61000000
        0.000850739862
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares Russell 2000 ETF
        549300O80OAR5VTWR172
        
        464287655
        
          
          
        
        67513.00000000
        NS
        USD
        13858393.51000000
        3.874925735223
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        93364FAD3
        
          
          
        
        59378.78000000
        PA
        USD
        59023.30000000
        0.016503421120
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Variable
          2.95018200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO/THE
        ZQUIP1CSZO8LXRBSOU78
        
        260543CK7
        
          
          
        
        50000.00000000
        PA
        USD
        51563.60000000
        0.014417624993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-10-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBX2
        
          
          
        
        9000.00000000
        PA
        USD
        7486.57000000
        0.002093309209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCK0
        
          
          
        
        55000.00000000
        PA
        USD
        52555.97000000
        0.014695100160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-23
          Fixed
          0.96900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        
        08576PAG6
        
          
          
        
        27000.00000000
        PA
        USD
        25865.81000000
        0.007232302413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sartorius Stedim Biotech
        52990006IVXY7GCSSR39
        
        000000000
        
          
          
          
        
        60.00000000
        NS
        
        24565.01000000
        0.006868587572
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        OLD REPUBLIC INTERNATIONAL CORP
        549300IV6O2YY2A1KH37
        
        680223104
        
          
          
        
        14804.00000000
        NS
        USD
        382979.48000000
        0.107084348704
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        
        83390UAF4
        
          
        
        87399.85000000
        PA
        USD
        85674.38000000
        0.023955291763
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-02-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        065405AJ1
        
          
        
        966169.87000000
        PA
        USD
        48875.54000000
        0.013666020353
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-15
          Variable
          0.94388700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        
        17313QAL2
        
          
          
        
        30427.00000000
        PA
        USD
        28815.13000000
        0.008056957591
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-25
          Variable
          3.18454600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137F82T9
        
          
        
        1646932.18800000
        PA
        USD
        101287.65000000
        0.028320896023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Variable
          0.88239200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        
        000000000
        
          
          
          
        
        10951.00000000
        NS
        
        130849.36000000
        0.036586603788
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Pure Storage Inc
        549300NPDB0BZTK3WO90
        
        74624M102
        
          
          
        
        5272.00000000
        NS
        USD
        186154.32000000
        0.052050345140
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALLIANT ENERGY FINANCE
        54930033ER6EOI5DL570
        
        01882YAA4
        
          
          
        
        74000.00000000
        PA
        USD
        74864.70000000
        0.020932812485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        
        12667FTE5
        
          
        
        61927.98000000
        PA
        USD
        61781.53000000
        0.017274645894
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Floating
          1.47657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        N/A
        
        38141W273
        
          
          
        
        259000.00000000
        NS
        USD
        259000.00000000
        0.072418622309
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJZ3
        
          
          
        
        49000.00000000
        PA
        USD
        44808.67000000
        0.012528888605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-14
          Fixed
          2.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIR ISAAC CORP
        RI6HET5SJUEY30V1PS26
        
        303250104
        
          
          
        
        18.00000000
        NS
        USD
        8396.28000000
        0.002347671930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GE CAPITAL FUNDING LLC
        549300XAGH9TOLX5XM67
        
        36166NAJ2
        
          
          
        
        18000.00000000
        PA
        USD
        18374.26000000
        0.005137600753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NA5
        
          
          
        
        221000.00000000
        PA
        USD
        203276.84000000
        0.056837948649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-09
          Fixed
          1.46200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SN9
        
          
          
        
        1000.00000000
        PA
        USD
        747.11000000
        0.000208898366
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-05-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XLT9
        
          
        
        160325.74000000
        PA
        USD
        163213.91000000
        0.045636009668
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-11-25
          Floating
          3.30657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEMOURS CO
        549300M1BOLNXL8DOV14
        
        163851108
        
          
          
        
        916.00000000
        NS
        USD
        28835.68000000
        0.008062703548
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PUBLIC STORAGE
        549300LMZF40TKJ6DM64
        
        74460DAH2
        
          
          
        
        15000.00000000
        PA
        USD
        13912.11000000
        0.003889945326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-09
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGK Insulators Ltd
        353800701BNCL25VYY16
        
        000000000
        
          
          
          
        
        1100.00000000
        NS
        
        15691.56000000
        0.004387494815
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CENTERPOINT ENER HOUSTON
        549300S8SEQBOJLKHW63
        
        15189XAM0
        
          
          
        
        25000.00000000
        PA
        USD
        24537.26000000
        0.006860828434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-08-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08160JAG2
        
          
        
        987618.22000000
        PA
        USD
        57009.37000000
        0.015940309012
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Variable
          1.03731700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEACHERS INSUR & ANNUITY
        O06XD7BJ4EPXNABVFN69
        
        878091BG1
        
          
          
        
        25000.00000000
        PA
        USD
        22232.05000000
        0.006216271938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNB Corp/PA
        PCYSKIGYNYFDTBLVZU83
        
        302520101
        
          
          
        
        5964.00000000
        NS
        USD
        74251.80000000
        0.020761440386
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        
        17307G6K9
        
          
        
        60187.89000000
        PA
        USD
        51726.40000000
        0.014463145270
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Variable
          2.77174600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISSISSIPPI POWER CO
        LNZ0J6YZ5SC6ILIRU850
        
        605417BZ6
        
          
          
        
        30000.00000000
        PA
        USD
        30159.67000000
        0.008432902512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918104
        
          
          
        
        19003.00000000
        NS
        USD
        5858814.93000000
        1.638174925094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308HN0
        
          
          
        
        13000.00000000
        PA
        USD
        11277.90000000
        0.003153397608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Alt-A Trust
        N/A
        
        07386HVR9
        
          
        
        25258.67000000
        PA
        USD
        22837.77000000
        0.006385636447
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          2.62678900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GGR4
        
          
          
        
        60000.00000000
        PA
        USD
        60185.20000000
        0.016828298329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-21
          Fixed
          3.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        
        05369AAH4
        
          
          
        
        32000.00000000
        PA
        USD
        32966.89000000
        0.009217825311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S., INC.
        5493004R83R1LVX2IL36
        
        000000000
        
          
          
        
        -34.00000000
        NC
        USD
        -192329.12000000
        -0.05377687220
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              ICE FUTURES U.S., INC.
              5493004R83R1LVX2IL36
            
            Short
            
              
                MSCI
                MSCI EAFE INDEX
                
                  
                  
                  
                
              
            
            2022-06-17
            -3453150.88000000
            USD
            -192329.12000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WHLM2
        
          
        
        113576.69000000
        PA
        USD
        112946.18000000
        0.031580721045
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERO Funding Trust
        N/A
        
        42770UAA1
        
          
        
        16599.14120000
        PA
        USD
        16646.17000000
        0.004654411961
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-09-20
          Fixed
          3.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Covestro AG
        3912005AWHKLQ1CPLV11
        
        000000000
        
          
          
          
        
        1155.00000000
        NS
        
        58160.81000000
        0.016262261515
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        
        46641WAX5
        
          
        
        394519.94050000
        PA
        USD
        3579.40000000
        0.001000830952
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-04-15
          Variable
          0.64647400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIO TINTO LTD
        529900X2VMAQT2PE0V24
        
        000000000
        
          
          
          
        
        2614.00000000
        NS
        
        233692.39000000
        0.065342397405
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Prime Mortgage Trust
        N/A
        
        74162FAD7
        
          
        
        9609.84000000
        PA
        USD
        8813.51000000
        0.002464333018
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORP
        VGRQXHF3J8VDLUA7XE92
        
        459200JZ5
        
          
          
        
        100000.00000000
        PA
        USD
        101141.27000000
        0.028279966919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YEL5
        
          
          
        
        29000.00000000
        PA
        USD
        27228.95000000
        0.007613448053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-21
          Fixed
          2.94300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tempur Sealy International Inc
        549300HFEKVR3US71V91
        
        88023U101
        
          
          
        
        605.00000000
        NS
        USD
        16891.60000000
        0.004723036295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OLD REPUBLIC INTL CORP
        549300IV6O2YY2A1KH37
        
        680223AL8
        
          
          
        
        31000.00000000
        PA
        USD
        28879.62000000
        0.008074989549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-11
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        
        816851BK4
        
          
          
        
        24000.00000000
        PA
        USD
        24180.00000000
        0.006760935472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        
        026874DN4
        
          
          
        
        52000.00000000
        PA
        USD
        54475.10000000
        0.015231705375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Physicians Realty Trust
        549300ITOVH0OY7PZC34
        
        71943U104
        
          
          
        
        1683.00000000
        NS
        USD
        29519.82000000
        0.008253994962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        
        05369AAF8
        
          
          
        
        6000.00000000
        PA
        USD
        5995.42000000
        0.001676370874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        N/A
        
        90270RAN4
        
          
        
        60000.00000000
        PA
        USD
        45534.23000000
        0.012731761407
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-10
          Variable
          4.46048300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monster Beverage Corp
        52990090AP0E7HCB6F33
        
        61174X109
        
          
          
        
        3319.00000000
        NS
        USD
        265188.10000000
        0.074148868165
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nitto Denko Corp
        3538009GX5P09USH2J25
        
        000000000
        
          
          
          
        
        1500.00000000
        NS
        
        107532.13000000
        0.030066906211
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        
        806851AJ0
        
          
          
        
        19000.00000000
        PA
        USD
        19358.31000000
        0.005412749577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gjensidige Forsikring ASA
        5967007LIEEXZX6FAO47
        
        000000000
        
          
          
          
        
        2073.00000000
        NS
        
        51404.63000000
        0.014373175617
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          
        
      
      
        ECOLAB INC
        82DYEISM090VG8LTLS26
        
        278865BN9
        
          
          
        
        15000.00000000
        PA
        USD
        12883.71000000
        0.003602395862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RURAL UTIL COOP
        4NYF266XZC35SCTGX023
        
        637432NV3
        
          
          
        
        44000.00000000
        PA
        USD
        41064.47000000
        0.011481978159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vivendi SE
        969500FU4DRAEVJW7U54
        
        000000000
        
          
          
          
        
        3374.00000000
        NS
        
        44079.93000000
        0.012325126649
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJG5
        
          
          
        
        63000.00000000
        PA
        USD
        59763.09000000
        0.016710272752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-25
          Fixed
          0.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        92926UAA9
        
          
          
        
        107851.90000000
        PA
        USD
        106478.62000000
        0.029772335775
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Variable
          3.02987700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140BJ8
        
          
          
        
        30000.00000000
        PA
        USD
        27795.89000000
        0.007771969342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Energy Corp
        N/A
        
        21037T109
        
          
          
        
        987.00000000
        NS
        USD
        55518.75000000
        0.015523518870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OHA Loan Funding Ltd
        N/A
        
        67706HAW8
        
          
        
        200000.00000000
        PA
        USD
        199588.00000000
        0.055806517334
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-23
          Floating
          1.34886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2019-2 A PTT
        N/A
        
        90932MAA3
        
          
        
        17671.58000000
        PA
        USD
        16076.58000000
        0.004495149710
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFICORP
        SGY07Y7FNYBNLM6Z1M11
        
        695114CV8
        
          
          
        
        7000.00000000
        PA
        USD
        7321.81000000
        0.002047240899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eaton Vance CDO Ltd
        5493008YP5U5LTXAO749
        
        27830KAU8
        
          
        
        250000.00000000
        PA
        USD
        248848.25000000
        0.069580105904
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-20
          Floating
          1.50400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBS3
        
          
          
        
        17000.00000000
        PA
        USD
        15006.92000000
        0.004196063596
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-25
          Fixed
          2.72600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Emerging Markets Local Cu
        549300ZQOPFIB5V6CL41
        
        92913M500
        
          
          
        
        131842.27200000
        NS
        USD
        772595.71000000
        0.216024389655
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOUTHWEST GAS CORP
        OQQR1IQTGBKH0UR88X59
        
        845011AE5
        
          
          
        
        27000.00000000
        PA
        USD
        26958.44000000
        0.007537811136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        
        83401AAB4
        
          
        
        42596.60000000
        PA
        USD
        42684.31000000
        0.011934899322
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-02-25
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tokyo Gas Co Ltd
        353800678EIJLOQSWZ83
        
        000000000
        
          
          
          
        
        7200.00000000
        NS
        
        131811.89000000
        0.036855735435
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NEWMONT CORP
        549300VSP3RIX7FGDZ51
        
        651639AY2
        
          
          
        
        18000.00000000
        PA
        USD
        16473.10000000
        0.004606020104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industrivarden AB
        549300TM1DLIQI3B3T37
        
        000000000
        
          
          
          
        
        512.00000000
        NS
        
        14520.76000000
        0.004060129089
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Woodward Inc
        YPYKXXTR8TFDH54ZMB45
        
        980745103
        
          
          
        
        664.00000000
        NS
        USD
        82940.24000000
        0.023190802760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBE2
        
          
          
        
        25000.00000000
        PA
        USD
        25470.73000000
        0.007121834655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clean Harbors Inc
        5493000SJVZVZJKHJF48
        
        184496107
        
          
          
        
        502.00000000
        NS
        USD
        56043.28000000
        0.015670181958
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EnerSys
        7ZS3DE5PN30BYUJFWP05
        
        29275Y102
        
          
          
        
        185.00000000
        NS
        USD
        13795.45000000
        0.003857326189
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AETNA INC
        549300QKBENKLBXQ8968
        
        00817YAF5
        
          
          
        
        23000.00000000
        PA
        USD
        29069.20000000
        0.008127997743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-06-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Essential Utilities Inc
        549300ILTEOF3E3QY357
        
        29670G102
        
          
          
        
        177.00000000
        NS
        USD
        9050.01000000
        0.002530460448
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558BW2
        
          
          
        
        10000.00000000
        PA
        USD
        9770.84000000
        0.002732010701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-29
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36257UAN7
        
          
        
        2054878.52000000
        PA
        USD
        97739.06000000
        0.027328679811
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-01
          Variable
          0.80775500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KILROY REALTY LP
        5493008CT3N3JR7P1552
        
        49427RAM4
        
          
          
        
        26000.00000000
        PA
        USD
        26020.74000000
        0.007275622170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HelloFresh SE
        391200ZAF4V6XD2M9G57
        
        000000000
        
          
          
          
        
        336.00000000
        NS
        
        15081.02000000
        0.004216782592
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        TIMKEN CO/THE
        B0I35MLPFXZSE70ASS73
        
        887389104
        
          
          
        
        923.00000000
        NS
        USD
        56026.10000000
        0.015665378283
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        192671.60000000
        0.053872632549
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2032-02-22
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sage Therapeutics Inc
        5493000JX4BJS9W6CN35
        
        78667J108
        
          
          
        
        2861.00000000
        NS
        USD
        94699.10000000
        0.026478680911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        
        000000000
        
          
          
          
        
        12566.00000000
        NS
        
        245556.08000000
        0.068659586924
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization
        N/A
        
        58550LAC9
        
          
        
        100000.00000000
        PA
        USD
        99259.07000000
        0.027753687649
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Floating
          1.55657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evolution AB
        549300SUH6ZR1RF6TA88
        
        000000000
        
          
          
          
        
        132.00000000
        NS
        
        13428.93000000
        0.003754844052
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JBCA2
        
          
        
        444681.22000000
        PA
        USD
        486512.58000000
        0.136033091814
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        
        709599BM5
        
          
          
        
        40000.00000000
        PA
        USD
        37172.04000000
        0.010393621333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138AHX27
        
          
        
        55263.80000000
        PA
        USD
        59823.89000000
        0.016727272953
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TR BK LT
        5493006GGLR4BTEL8O61
        
        86563VBA6
        
          
          
        
        31000.00000000
        PA
        USD
        29926.48000000
        0.008367700587
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-03-10
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160BV5
        
          
          
        
        20000.00000000
        PA
        USD
        21144.58000000
        0.005912205995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Otsuka Holdings Co Ltd
        N/A
        
        000000000
        
          
          
          
        
        5400.00000000
        NS
        
        186558.05000000
        0.052163231512
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CMS ENERGY CORP
        549300IA9XFBAGNIBW29
        
        125896BV1
        
          
          
        
        26000.00000000
        PA
        USD
        23010.00000000
        0.006433793433
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-12-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        
        13607HR53
        
          
          
        
        70000.00000000
        PA
        USD
        69755.64000000
        0.019504275471
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-04-07
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3i Group PLC
        35GDVHRBMFE7NWATNM84
        
        000000000
        
          
          
          
        
        11378.00000000
        NS
        
        205740.59000000
        0.057526834289
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Devon Energy Corp
        54930042348RKR3ZPN35
        
        25179M103
        
          
          
        
        1035.00000000
        NS
        USD
        61199.55000000
        0.017111919293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAP9
        
          
          
        
        24000.00000000
        PA
        USD
        20466.87000000
        0.005722712464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMERCIAL METALS CO
        549300OQS2LO07ZJ7N73
        
        201723103
        
          
          
        
        843.00000000
        NS
        USD
        35085.66000000
        0.009810251583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753KAB8
        
          
        
        22054.85000000
        PA
        USD
        22062.40000000
        0.006168836343
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-08-25
          Floating
          2.75657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barratt Developments PLC
        2138006R85VEOF5YNK29
        
        000000000
        
          
          
          
        
        4966.00000000
        NS
        
        33807.49000000
        0.009452864284
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ono Pharmaceutical Co Ltd
        529900G26L4NG4GFJZ86
        
        000000000
        
          
          
          
        
        6700.00000000
        NS
        
        167938.19000000
        0.046956958891
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        
        036752103
        
          
          
        
        1727.00000000
        NS
        USD
        848336.94000000
        0.237202287449
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        
        842587DJ3
        
          
          
        
        60000.00000000
        PA
        USD
        55473.00000000
        0.015510726777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCC PLC
        213800UPS1QEE4TD3T45
        
        000000000
        
          
          
          
        
        436.00000000
        NS
        
        33761.14000000
        0.009439904426
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        WPP PLC
        549300LSGBXPYHXGDT93
        
        000000000
        
          
          
          
        
        9473.00000000
        NS
        
        123983.17000000
        0.034666758150
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERG
        549300JD0S5IZJE9LY15
        
        084659BD2
        
          
          
        
        26000.00000000
        PA
        USD
        22674.47000000
        0.006339976366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CY4
        
          
          
        
        5000.00000000
        PA
        USD
        5477.32000000
        0.001531505669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-25
          Fixed
          4.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAMERICAN ENERGY CO
        NINLOILYRTLIMK26MZ18
        
        595620AN5
        
          
          
        
        5000.00000000
        PA
        USD
        5387.48000000
        0.001506385634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-10-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAH6
        
          
          
        
        11000.00000000
        PA
        USD
        10130.64000000
        0.002832613868
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-09-02
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QBE Insurance Group Ltd
        549300D2FBW76FPUSG65
        
        000000000
        
          
          
          
        
        3185.00000000
        NS
        
        27312.43000000
        0.007636789778
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Hirose Electric Co Ltd
        N/A
        
        000000000
        
          
          
          
        
        600.00000000
        NS
        
        86972.73000000
        0.024318321564
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Gam Resecuritization Trust
        N/A
        
        364614AC1
        
          
        
        300000.00000000
        PA
        USD
        238355.64000000
        0.066646282118
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDY4
        
          
          
        
        1333200.00000000
        PA
        USD
        1280496.94000000
        0.358037931532
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mettler-Toledo International I
        5493000BD5GJNUDIUG10
        
        592688105
        
          
          
        
        9.00000000
        NS
        USD
        12358.71000000
        0.003455601358
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBP4
        
          
          
        
        15000.00000000
        PA
        USD
        12865.35000000
        0.003597262249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-04
          Fixed
          2.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xero Ltd
        254900UG5D8YST164N14
        
        000000000
        
          
          
          
        
        1052.00000000
        NS
        
        79728.78000000
        0.022292850988
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Packaging Corp of America
        549300XZP8MFZFY8TJ84
        
        695156109
        
          
          
        
        584.00000000
        NS
        USD
        91168.24000000
        0.025491422159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        587.97000000
        0.000164401456
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2032-04-18
            0.00000000
            USD
            0.00000000
            USD
            101500.00000000
            USD
            587.97000000
          
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        
        816851BM0
        
          
          
        
        75000.00000000
        PA
        USD
        70207.25000000
        0.019630549502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        
        90291JAX5
        
          
        
        2085145.30000000
        PA
        USD
        89710.25000000
        0.025083755645
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-15
          Variable
          0.87120700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK PARTNERS LP
        T4DHW82NMF6BXJT50795
        
        68268NAM5
        
          
          
        
        24000.00000000
        PA
        USD
        26476.20000000
        0.007402972694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-09-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        06417XAD3
        
          
          
        
        23000.00000000
        PA
        USD
        21764.64000000
        0.006085580092
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-02
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Schroders PLC
        2138001YYBULX5SZ2H24
        
        000000000
        
          
          
          
        
        2571.00000000
        NS
        
        108263.08000000
        0.030271286102
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        First Solar Inc
        549300NPYMLM4NHTOF27
        
        336433107
        
          
          
        
        98.00000000
        NS
        USD
        8206.52000000
        0.002294613406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36253PAE2
        
          
        
        836787.75000000
        PA
        USD
        37458.30000000
        0.010473662085
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-10
          Variable
          1.01894500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
        
        98311A105
        
          
          
        
        1942.00000000
        NS
        USD
        164467.98000000
        0.045986658400
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        
        89788MAD4
        
          
          
        
        35000.00000000
        PA
        USD
        32457.65000000
        0.009075437437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-02
          Fixed
          1.26700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        060505104
        
          
          
        
        5548.00000000
        NS
        USD
        228688.56000000
        0.063943283603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        
        126650100
        
          
          
        
        3338.00000000
        NS
        USD
        337838.98000000
        0.094462677583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YED3
        
          
          
        
        178000.00000000
        PA
        USD
        157966.83000000
        0.044168881078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        549300VC6J79YJCFU884
        
        14315JAS8
        
          
        
        250000.00000000
        PA
        USD
        249360.00000000
        0.069723195595
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          1.65400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        26442CAM6
        
          
          
        
        2000.00000000
        PA
        USD
        2099.14000000
        0.000586937555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833EL0
        
          
          
        
        25000.00000000
        PA
        USD
        21650.35000000
        0.006053623627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-08-05
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAN9
        
          
          
        
        64000.00000000
        PA
        USD
        63469.53000000
        0.017746625178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        
        436440101
        
          
          
        
        5220.00000000
        NS
        USD
        401000.40000000
        0.112123152562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACA1
        
          
          
        
        143000.00000000
        PA
        USD
        130867.28000000
        0.036591614374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITRIX SYSTEMS INC
        HCTKJGUQOPZ5NBK7NP58
        
        177376AF7
        
          
          
        
        8000.00000000
        PA
        USD
        7924.50000000
        0.002215758194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Infineon Technologies AG
        TSI2PJM6EPETEQ4X1U25
        
        000000000
        
          
          
          
        
        644.00000000
        NS
        
        21786.66000000
        0.006091737073
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Mattel Inc
        549300VELLG24KHTJ564
        
        577081102
        
          
          
        
        2581.00000000
        NS
        USD
        57324.01000000
        0.016028285055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12593YBH5
        
          
        
        1417172.42000000
        PA
        USD
        27876.21000000
        0.007794427503
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-10
          Variable
          0.70935600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABF1
        
          
          
        
        509000.00000000
        PA
        USD
        511678.46000000
        0.143069687794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spark New Zealand Ltd
        529900HUN51H3Y7QBB66
        
        000000000
        
          
          
          
        
        25209.00000000
        NS
        
        79776.96000000
        0.022306322530
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Hongkong Land Holdings Ltd
        213800XCHYNRPAYGXW28
        
        000000000
        
          
          
        
        14800.00000000
        NS
        USD
        72311.36000000
        0.020218876712
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        
        26441CBG9
        
          
          
        
        15000.00000000
        PA
        USD
        15196.95000000
        0.004249197615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417DKX0
        
          
        
        37481.64000000
        PA
        USD
        38243.87000000
        0.010693314197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Floating Rate Fund
        54930033N6GOK9FB2919
        
        92913L619
        
          
          
        
        188713.00700000
        NS
        USD
        1679545.76000000
        0.469615405581
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122DW5
        
          
          
        
        92000.00000000
        PA
        USD
        92736.82000000
        0.025930010586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        
        02151EAC6
        
          
        
        24310.07000000
        PA
        USD
        11742.47000000
        0.003283295366
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-25
          Floating
          0.95657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        
        11135F101
        
          
          
        
        215.00000000
        NS
        USD
        135381.20000000
        0.037853745137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        
        12668BZK2
        
          
        
        15732.07000000
        PA
        USD
        10119.60000000
        0.002829526989
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scentre Group
        N/A
        
        000000000
        
          
          
          
        
        7306.00000000
        NS
        
        16611.38000000
        0.004644684379
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        DocuSign Inc
        549300Q7PVDWRZ39JG09
        
        256163106
        
          
          
        
        95.00000000
        NS
        USD
        10176.40000000
        0.002845408757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vicor Corp
        5299005KMQOTR6B51F09
        
        925815102
        
          
          
        
        101.00000000
        NS
        USD
        7125.55000000
        0.001992364919
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ESSEX PORTFOLIO LP
        5493003GN3O58H286O74
        
        29717PAE7
        
          
          
        
        50000.00000000
        PA
        USD
        50232.58000000
        0.014045460380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        
        842400FV0
        
          
          
        
        6000.00000000
        PA
        USD
        5787.46000000
        0.001618223474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Fuel Gas Co
        8JB38FFW1Y3C1HM8E841
        
        636180101
        
          
          
        
        8834.00000000
        NS
        USD
        606895.80000000
        0.169693273056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T Rowe Price Group Inc
        549300SIV6FPS9Y7IH33
        
        74144T108
        
          
          
        
        3611.00000000
        NS
        USD
        545947.09000000
        0.152651490779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENTERGY TEXAS INC
        LWXX58X12AJXISQ28573
        
        29365TAG9
        
          
          
        
        33000.00000000
        PA
        USD
        34460.92000000
        0.009635568918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CB9
        
          
          
        
        9000.00000000
        PA
        USD
        7920.17000000
        0.002214547489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        
        235851102
        
          
          
        
        632.00000000
        NS
        USD
        185384.56000000
        0.051835113639
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAJ2
        
          
          
        
        14000.00000000
        PA
        USD
        12729.65000000
        0.003559319364
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-09-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dai-ichi Life Holdings Inc
        549300ZUFXI7JXZVTZ25
        
        000000000
        
          
          
          
        
        2300.00000000
        NS
        
        46737.82000000
        0.013068295498
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        EXPORT-IMPORT BK INDIA
        335800OFZ8YEIVN1QI11
        
        30216KAF9
        
          
          
        
        225000.00000000
        PA
        USD
        193516.16000000
        0.054108778771
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2031-01-13
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Automotive Group Inc
        549300W7UTQ0M4C7LB15
        
        70959W103
        
          
          
        
        76.00000000
        NS
        USD
        7122.72000000
        0.001991573627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rockland Park CLO Ltd
        N/A
        
        773663AE9
        
          
        
        250000.00000000
        PA
        USD
        247184.25000000
        0.069114837226
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          2.15400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DECKERS OUTDOOR CORP
        5493008LG4W3I6K8J118
        
        243537107
        
          
          
        
        188.00000000
        NS
        USD
        51468.76000000
        0.014391106915
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        549300EJIXF1G1X7PN20
        
        20268MAC0
        
          
        
        54614.66000000
        PA
        USD
        54706.28000000
        0.015296345286
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-25
          Fixed
          3.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VDR2
        
          
          
        
        80000.00000000
        PA
        USD
        90771.59000000
        0.025380515415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-03-15
          Fixed
          4.81200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FactSet Research Systems Inc
        549300ZSJE7NBK6K9P30
        
        303075105
        
          
          
        
        907.00000000
        NS
        USD
        393774.05000000
        0.110102603098
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Eagle Outfitters Inc
        5299001Z9HXK01DHW793
        
        02553E106
        
          
          
        
        1646.00000000
        NS
        USD
        27652.80000000
        0.007731960150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WE4G1
        
          
        
        10671.92000000
        PA
        USD
        10571.91000000
        0.002955996746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Option Care Health Inc
        549300DI3Q5ACSYJRI17
        
        68404L201
        
          
          
        
        877.00000000
        NS
        USD
        25047.12000000
        0.007003389664
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        New Residential Investment Cor
        549300WNTHGEO5LP2G31
        
        64828T201
        
          
          
        
        12301.00000000
        NS
        USD
        135064.98000000
        0.037765327312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amedisys Inc
        5299001RBS9GK9STN379
        
        023436108
        
          
          
        
        260.00000000
        NS
        USD
        44795.40000000
        0.012525178200
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        
        026874DB0
        
          
          
        
        10000.00000000
        PA
        USD
        10729.73000000
        0.003000124572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedish Match AB
        529900YVXCGNWAUYZG78
        
        000000000
        
          
          
          
        
        22252.00000000
        NS
        
        167335.81000000
        0.046788528275
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
          
        
        8526.00000000
        NS
        
        107378.67000000
        0.030023997478
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61946LAB8
        
          
        
        60998.62000000
        PA
        USD
        60302.69000000
        0.016861149542
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-02-22
          Fixed
          4.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lundin Energy AB
        549300IULC8F8IGXKI15
        
        000000000
        
          
          
          
        
        354.00000000
        NS
        
        14858.84000000
        0.004154659158
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          
        
      
      
        MKS INSTRUMENTS INC
        549300KEQATBHAGVF505
        
        55306N104
        
          
          
        
        329.00000000
        NS
        USD
        49350.00000000
        0.013798683440
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        
        816851BH1
        
          
          
        
        50000.00000000
        PA
        USD
        49154.24000000
        0.013743947264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-02-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PECO ENERGY CO
        YH65D4JBECK76IFEJ279
        
        693304AS6
        
          
          
        
        10000.00000000
        PA
        USD
        10426.46000000
        0.002915327678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754WAC9
        
          
        
        100000.00000000
        PA
        USD
        91898.39000000
        0.025695578364
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-01-25
          Floating
          3.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FX1
        
          
          
        
        29000.00000000
        PA
        USD
        27879.34000000
        0.007795302678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-14
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        
        56585A102
        
          
          
        
        6442.00000000
        NS
        USD
        550791.00000000
        0.154005889578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        
        000000000
        
          
          
          
        
        31747.00000000
        NS
        
        211968.07000000
        0.059268091131
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        CARLISLE COS INC
        XR64VGX1ZPX6G7ZN7Z11
        
        142339100
        
          
          
        
        111.00000000
        NS
        USD
        27297.12000000
        0.007632508970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119CM9
        
          
          
        
        38000.00000000
        PA
        USD
        37550.56000000
        0.010499458772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Resorts International
        54930066VBP7DZEGGJ87
        
        552953101
        
          
          
        
        1626.00000000
        NS
        USD
        68194.44000000
        0.019067750555
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        
        69546MAA5
        
          
        
        100000.00000000
        PA
        USD
        98213.86000000
        0.027461437965
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calix Inc
        5299002RQRZ4SXSCSJ58
        
        13100M509
        
          
          
        
        595.00000000
        NS
        USD
        25531.45000000
        0.007138812488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        
        69351T106
        
          
          
        
        3137.00000000
        NS
        USD
        89592.72000000
        0.025050893248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMER AIRLN 15-2 AA PTT
        N/A
        
        02377BAB2
        
          
          
        
        3578.93000000
        PA
        USD
        3486.31000000
        0.000974802189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-22
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp
        549300TRXM9Y6561AX39
        
        000000000
        
          
          
          
        
        8200.00000000
        NS
        
        94044.60000000
        0.026295677095
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKL2
        
          
          
        
        115000.00000000
        PA
        USD
        110286.80000000
        0.030837135579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-03-08
          Fixed
          3.84600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galp Energia SGPS SA
        2138003319Y7NM75FG53
        
        000000000
        
          
          
          
        
        2711.00000000
        NS
        
        34274.51000000
        0.009583447083
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        Genworth Mortgage Insurance Co
        N/A
        
        89600HAC3
        
          
        
        300000.00000000
        PA
        USD
        290133.57000000
        0.081123835618
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-02-25
          Floating
          2.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        
        185899101
        
          
          
        
        1520.00000000
        NS
        USD
        48959.20000000
        0.013689412406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AH3
        
          
          
        
        150000.00000000
        PA
        USD
        158019.00000000
        0.044183468257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        
        04685A2M2
        
          
          
        
        40000.00000000
        PA
        USD
        40026.96000000
        0.011191881461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO GAS CAPITAL
        E8CD46SWUD2TSN8PA636
        
        001192AH6
        
          
          
        
        40000.00000000
        PA
        USD
        47202.51000000
        0.013198226809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UCB SA
        2138008J191VLSGY5A09
        
        000000000
        
          
          
          
        
        936.00000000
        NS
        
        111943.39000000
        0.031300332357
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        DUKE ENERGY INDIANA LLC
        6URPHM2EAWGJ2C6ISB97
        
        26443TAC0
        
          
          
        
        195000.00000000
        PA
        USD
        165012.34000000
        0.046138866127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE E
        MGCJBT4MKTQBVLNUIS88
        
        015271AZ2
        
          
          
        
        18000.00000000
        PA
        USD
        16779.34000000
        0.004691647436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DC6
        
          
          
        
        11000.00000000
        PA
        USD
        10725.64000000
        0.002998980973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Tetra Tech Inc
        549300UJ1LP7JGJC5P32
        
        88162G103
        
          
          
        
        95.00000000
        NS
        USD
        15669.30000000
        0.004381270728
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        
        084664CR0
        
          
          
        
        29000.00000000
        PA
        USD
        31902.86000000
        0.008920313393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        
        37940XAE2
        
          
          
        
        239000.00000000
        PA
        USD
        220503.39000000
        0.061654639839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARS INC
        54930073HKEO6GZBSS03
        
        571676AJ4
        
          
          
        
        25000.00000000
        PA
        USD
        22781.99000000
        0.006370039881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-16
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        
        718546AY0
        
          
          
        
        10000.00000000
        PA
        USD
        9683.40000000
        0.002707561726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BR2
        
          
          
        
        35000.00000000
        PA
        USD
        30726.99000000
        0.008591530052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-03
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        PBLD0EJDB5FWOLXP3B76
        
        949746101
        
          
          
        
        17722.00000000
        NS
        USD
        858808.12000000
        0.240130119223
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        
        000000000
        
          
          
          
        
        1776.00000000
        NS
        
        298174.87000000
        0.083372252095
        Long
        EC
        CORP
        FR
        
        N
        
        2
        
          N
          N
          N
        
      
      
        GPT Group/The
        N/A
        
        000000000
        
          
          
          
        
        5034.00000000
        NS
        
        19417.74000000
        0.005429366714
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        AETNA INC
        549300QKBENKLBXQ8968
        
        00817YAJ7
        
          
          
        
        70000.00000000
        PA
        USD
        73166.87000000
        0.020458084649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wolfspeed Inc
        549300OGU88P3AW3TO93
        
        977852102
        
          
          
        
        101.00000000
        NS
        USD
        11499.86000000
        0.003215459528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BLACKSTONE HOLDINGS FINA
        549300D2L6J4NC1QVZ22
        
        09261BAC4
        
          
          
        
        21000.00000000
        PA
        USD
        18788.82000000
        0.005253515286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-05
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENERON PHARMACEUTICAL
        549300RCBFWIRX3HYQ56
        
        75886FAE7
        
          
          
        
        162000.00000000
        PA
        USD
        140792.62000000
        0.039366824601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX Resources Corp
        549300JK3KH8PWM3B226
        
        12653C108
        
          
          
        
        2496.00000000
        NS
        USD
        51717.12000000
        0.014460550502
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL SERVICES LLC
        I7331LVCZKQKX5T7XV54
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1520.28000000
        -0.00042508333
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            -807548.40000000
            CZK
            34966.46000000
            USD
            2022-04-29
            -1520.28000000
          
        
        
          N
          N
          N
        
      
      
        TransUnion
        549300ZS772LUNUMRB03
        
        89400J107
        
          
          
        
        75.00000000
        NS
        USD
        7750.50000000
        0.002167106301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810ST6
        
          
          
        
        22000.00000000
        PA
        USD
        18002.19000000
        0.005033566789
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE Gas Inc
        549300HXDWI0LATTX840
        
        68235P108
        
          
          
        
        429.00000000
        NS
        USD
        37854.96000000
        0.010584571624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468C6
        
          
          
        
        100000.00000000
        PA
        USD
        102432.96000000
        0.028641134526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AB3
        
          
          
        
        37000.00000000
        PA
        USD
        37347.93000000
        0.010442801686
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties Tr
        YY1J47X6LF9TYY8JY420
        
        22002T108
        
          
          
        
        338.00000000
        NS
        USD
        9646.52000000
        0.002697249762
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31307M4H6
        
          
        
        8651.72000000
        PA
        USD
        8580.41000000
        0.002399156258
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Terex Corp
        YAWJZJYEQ7M1SYMOS462
        
        880779103
        
          
          
        
        1393.00000000
        NS
        USD
        49674.38000000
        0.013889382871
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDR9
        
          
          
        
        32000.00000000
        PA
        USD
        27111.28000000
        0.007580546512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.88700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        CZCBJZWDMLTHWJDXU843
        
        171239AH9
        
          
          
        
        28000.00000000
        PA
        USD
        24388.09000000
        0.006819119222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Power Assets Holdings Ltd
        254900JOWYUW1ZX4DF47
        
        000000000
        
          
          
          
        
        19000.00000000
        NS
        
        123823.93000000
        0.034622233280
        Long
        EC
        CORP
        HK
        N
        
        1
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        
        961214EX7
        
          
          
        
        45000.00000000
        PA
        USD
        40058.98000000
        0.011200834527
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2036-11-18
          Fixed
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSILF Government Portfolio
        549300BI6Y5SI6BYPB26
        
        61747C707
        
          
          
        
        259000.00000000
        NS
        USD
        259000.00000000
        0.072418622309
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        BRINK'S CO/THE
        XFP140TFNOQMIVFTVQ13
        
        109696104
        
          
          
        
        138.00000000
        NS
        USD
        9384.00000000
        0.002623846917
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamato Holdings Co Ltd
        N/A
        
        000000000
        
          
          
          
        
        4300.00000000
        NS
        
        80324.73000000
        0.022459483722
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co Ltd
        529900T9LAII161DCN95
        
        000000000
        
          
          
          
        
        800.00000000
        NS
        
        26694.74000000
        0.007464078354
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares 20+ Year Treasury Bond ETF
        549300WWURKS1JGBZU59
        
        464287432
        
          
          
        
        51391.00000000
        NS
        USD
        6787723.28000000
        1.897905670110
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        SCSK Corp
        529900SNGFXMSUBB7864
        
        000000000
        
          
          
          
        
        2400.00000000
        NS
        
        41041.44000000
        0.011475538773
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Transurban Group
        549300ZR71SUQ4VUTM79
        
        000000000
        
          
          
          
        
        14596.00000000
        NS
        
        147477.59000000
        0.041235999572
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Royal Gold Inc
        5493001NGRU6SFL04184
        
        780287108
        
          
          
        
        812.00000000
        NS
        USD
        114719.36000000
        0.032076517387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBK8
        
          
          
        
        56000.00000000
        PA
        USD
        51013.73000000
        0.014263876623
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-06
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        
        040114HS2
        
          
          
        
        145500.00000000
        PA
        USD
        49107.71000000
        0.013730937077
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133THQB6
        
          
          
        
        53943.96000000
        PA
        USD
        57265.79000000
        0.016012006244
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA POWER COMPANY
        D981X4Z4RWS7PDMJUZ03
        
        373334FS5
        
          
          
        
        33000.00000000
        PA
        USD
        33995.74000000
        0.009505500599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61947DAB5
        
          
        
        75429.69000000
        PA
        USD
        69716.98000000
        0.019493465803
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-12-20
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares MSCI EAFE ETF
        549300O0XO3KDQV68404
        
        464287465
        
          
          
        
        2379.00000000
        NS
        USD
        175094.40000000
        0.048957896610
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565MAH7
        
          
        
        25405.26000000
        PA
        USD
        25440.97000000
        0.007113513504
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Floating
          4.05657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        
        80282KBC9
        
          
          
        
        23000.00000000
        PA
        USD
        21493.44000000
        0.006009750245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-06
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pola Orbis Holdings Inc
        353800E8OIV0XYBABS79
        
        000000000
        
          
          
          
        
        6800.00000000
        NS
        
        88543.09000000
        0.024757407694
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31419EC98
        
          
          
        
        18119.29000000
        PA
        USD
        19284.16000000
        0.005392016600
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRUNSWICK CORP/DE
        YM4O38W15AX4YLLQKU27
        
        117043109
        
          
          
        
        753.00000000
        NS
        USD
        60910.17000000
        0.017031006162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEE8
        
          
          
        
        4000.00000000
        PA
        USD
        3734.71000000
        0.001044256961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-05-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRETE 2021-ML08 TRUST
        S6XOOCT0IEG5ABCC6L87
        
        30318LAK3
        
          
        
        655152.64000000
        PA
        USD
        116941.14000000
        0.032697746139
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-25
          Variable
          1.86121900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        
        28176E108
        
          
          
        
        4765.00000000
        NS
        USD
        560935.80000000
        0.156842462703
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Straumann Holding AG
        50670046ML5FVIM60Z37
        
        000000000
        
          
          
          
        
        59.00000000
        NS
        
        94204.56000000
        0.026340403283
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        96950FAN4
        
          
          
        
        19000.00000000
        PA
        USD
        20959.62000000
        0.005860489592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-04
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        
        58933YBF1
        
          
          
        
        15000.00000000
        PA
        USD
        13096.81000000
        0.003661980451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-10
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit Realty Capital Inc
        549300LTU6LVPZSHMJ25
        
        84860W300
        
          
          
        
        2077.00000000
        NS
        USD
        95583.54000000
        0.026725977923
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2Q5
        
          
          
        
        21000.00000000
        PA
        USD
        18945.68000000
        0.005297374688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-30
          Fixed
          3.06800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whirlpool Corp
        WHENKOULSSK7WUM60H03
        
        963320106
        
          
          
        
        40.00000000
        NS
        USD
        6911.20000000
        0.001932430820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jay Park CLO, Ltd.
        N/A
        
        47206VAN4
        
          
        
        250000.00000000
        PA
        USD
        248895.00000000
        0.069593177605
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-10-20
          Floating
          2.25400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        
        25470DBG3
        
          
          
        
        45000.00000000
        PA
        USD
        47247.00000000
        0.013210666595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122DV7
        
          
          
        
        16000.00000000
        PA
        USD
        15861.17000000
        0.004434919226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        
        88160R101
        
          
          
        
        2252.00000000
        NS
        USD
        2426755.20000000
        0.678541576322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HF Sinclair Corp
        N/A
        
        403949100
        
          
          
        
        324.00000000
        NS
        USD
        12911.40000000
        0.003610138224
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35566CAH8
        
          
        
        250000.00000000
        PA
        USD
        247069.63000000
        0.069082788491
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-25
          Floating
          2.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.G. Wentworth XXXIX LLC
        N/A
        
        46620VAA2
        
          
        
        239146.78000000
        PA
        USD
        243806.41000000
        0.068170364179
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2072-09-15
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBN2
        
          
          
        
        139000.00000000
        PA
        USD
        112766.68000000
        0.031530531305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-04
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCA1
        
          
          
        
        53000.00000000
        PA
        USD
        46503.10000000
        0.013002665772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-25
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -525.29000000
        -0.00014687559
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-05-06
            0.00000000
            USD
            0.00000000
            USD
            186696.00000000
            USD
            -525.29000000
          
        
        
          N
          N
          N
        
      
      
        MCKESSON CORP
        549300WZWOM80UCFSF54
        
        581557BR5
        
          
          
        
        40000.00000000
        PA
        USD
        36777.92000000
        0.010283421999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERGY METRO
        1128SIJQ26096WL7IO82
        
        30037DAA3
        
          
          
        
        18000.00000000
        PA
        USD
        16548.87000000
        0.004627206047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hanover Insurance Group Inc/Th
        JJYR6MFKFF6CF8DBZ078
        
        410867105
        
          
          
        
        643.00000000
        NS
        USD
        96141.36000000
        0.026881949182
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AEP TEXAS INC
        5493001L78U618KXNZ75
        
        00108WAK6
        
          
          
        
        152000.00000000
        PA
        USD
        135537.30000000
        0.037897392037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VBQ2
        
          
          
        
        114000.00000000
        PA
        USD
        104624.71000000
        0.029253966632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAR2
        
          
          
        
        25000.00000000
        PA
        USD
        22128.24000000
        0.006187245771
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-11-18
          Fixed
          2.52800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACI Worldwide Inc
        5493003BPVMZUJ6F5C02
        
        004498101
        
          
          
        
        1313.00000000
        NS
        USD
        41346.37000000
        0.011560799818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160104
        
          
          
        
        10040.00000000
        NS
        USD
        1779389.20000000
        0.497532488097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B5NE8
        
          
        
        998175.71000000
        PA
        USD
        957178.43000000
        0.267635301951
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        
        235825205
        
          
          
        
        9160.00000000
        NS
        USD
        160941.20000000
        0.045000540451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HubSpot Inc
        529900BLNVEW0MVKJB37
        
        443573100
        
          
          
        
        367.00000000
        NS
        USD
        174302.98000000
        0.048736608788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGK4
        
          
          
        
        18000.00000000
        PA
        USD
        16921.72000000
        0.004731458106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-22
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S., INC.
        5493004R83R1LVX2IL36
        
        000000000
        
          
          
        
        -63.00000000
        NC
        USD
        -291457.97000000
        -0.08149414922
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              ICE FUTURES U.S., INC.
              5493004R83R1LVX2IL36
            
            Short
            
              
                MSCI
                MSCI EMERGING MARKETS INDEX
                
                  
                  
                  
                
              
            
            2022-06-17
            -3253867.03000000
            USD
            -291457.97000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416CKR6
        
          
        
        41474.92990000
        PA
        USD
        44051.29000000
        0.012317118659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2904.05000000
        -0.00081199729
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -288088.85000000
            PLN
            65496.95000000
            USD
            2022-04-29
            -2904.05000000
          
        
        
          N
          N
          N
        
      
      
        Santos Ltd
        5299000RK70B5O2M7077
        
        000000000
        
          
          
          
        
        14902.00000000
        NS
        
        86399.02000000
        0.024157907325
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        
        09062X103
        
          
          
        
        732.00000000
        NS
        USD
        154159.20000000
        0.043104235059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        
        291011104
        
          
          
        
        5777.00000000
        NS
        USD
        566434.85000000
        0.158380044267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anglo American PLC
        549300S9XF92D1X8ME43
        
        000000000
        
          
          
          
        
        4024.00000000
        NS
        
        209096.01000000
        0.058465038512
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAZ4
        
          
          
        
        200000.00000000
        PA
        USD
        185167.56000000
        0.051774438577
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2026-09-11
          Fixed
          1.62100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Liquidity FedFund
        549300T8K043VZEOVK74
        
        09248U700
        
          
          
        
        259000.00000000
        NS
        USD
        259000.00000000
        0.072418622309
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        
        538034109
        
          
          
        
        1800.00000000
        NS
        USD
        211752.00000000
        0.059207676105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Steel Corp
        JNLUVFYJT1OZSIQ24U47
        
        912909108
        
          
          
        
        1621.00000000
        NS
        USD
        61176.54000000
        0.017105485499
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132QNKY4
        
          
        
        12985.04000000
        PA
        USD
        12902.75000000
        0.003607719610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378G2A5
        
          
        
        280070.27000000
        PA
        USD
        266374.05000000
        0.074480469961
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-11-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        75513ECG4
        
          
          
        
        56000.00000000
        PA
        USD
        56643.49000000
        0.015838005824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        
        000000000
        
          
          
        
        225000.00000000
        PA
        USD
        204417.23000000
        0.057156811478
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2032-05-29
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Products and Chemicals Inc
        7QEON6Y1RL5XR3R1W237
        
        009158106
        
          
          
        
        888.00000000
        NS
        USD
        221920.08000000
        0.062050758519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ingevity Corp
        5493009UTFC4B5IMGF87
        
        45688C107
        
          
          
        
        5049.00000000
        NS
        USD
        323489.43000000
        0.090450420279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        
        714046AM1
        
          
          
        
        6000.00000000
        PA
        USD
        5435.31000000
        0.001519759312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS COMPANY
        6VJJ5GQWIRDQ06DUXG89
        
        20826FAY2
        
          
          
        
        8000.00000000
        PA
        USD
        8135.33000000
        0.002274708071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-15
          Fixed
          4.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adecco Group AG
        NI14Y5UMU60O7JE9P611
        
        000000000
        
          
          
          
        
        2153.00000000
        NS
        
        97663.44000000
        0.027307535810
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        
        000000000
        
          
          
          
        
        9019.00000000
        NS
        
        84654.55000000
        0.023670138545
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          
        
      
      
        United Rentals Inc
        5323X5O7RN0NKFCDRY08
        
        911363109
        
          
          
        
        644.00000000
        NS
        USD
        228755.24000000
        0.063961927903
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Beacon Container Finance II LL
        N/A
        
        07359BAA5
        
          
        
        95858.35000000
        PA
        USD
        90150.99000000
        0.025206990330
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-10-22
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERCORE INC
        529900P6KLPT95DW3W58
        
        29977A105
        
          
          
        
        460.00000000
        NS
        USD
        51207.20000000
        0.014317972495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        
        526057104
        
          
          
        
        753.00000000
        NS
        USD
        61121.01000000
        0.017089958835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691UBF5
        
          
        
        3344754.64000000
        PA
        USD
        137115.21000000
        0.038338589212
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Variable
          0.63982400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genpact Ltd
        529900OSEC6Q0L4L5B35
        
        000000000
        
          
          
        
        12269.00000000
        NS
        USD
        533824.19000000
        0.149261823920
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        
        000000000
        
          
          
          
        
        49.00000000
        NS
        
        147243.21000000
        0.041170464913
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        
        74834L100
        
          
          
        
        67.00000000
        NS
        USD
        9169.62000000
        0.002563904430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TIS Inc
        35380064HYEZXBQHDF07
        
        000000000
        
          
          
          
        
        4000.00000000
        NS
        
        93610.38000000
        0.026174265457
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137F84J9
        
          
        
        848000.00000000
        PA
        USD
        68808.50000000
        0.019239447000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-25
          Fixed
          1.36401000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams-Sonoma Inc
        549300IARG6YWVTZ1I92
        
        969904101
        
          
          
        
        456.00000000
        NS
        USD
        66120.00000000
        0.018487719332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMMONWEALTH EDISON CO
        D8YOXB8L2ZDC8P7Q0771
        
        202795JL5
        
          
          
        
        13000.00000000
        PA
        USD
        12984.67000000
        0.003630625144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        000000000
        
          
        
        210000.00000000
        NC
        USD
        7736.17000000
        0.002163099511
        N/A
        DFE
        CORP
        FR
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            Put
            Purchased
            
              
                
                  
                    BNP PARIBAS
                    R0MUWSFPU8MPRO8K5P83
                  
                  
                    BNP PARIBAS
                    R0MUWSFPU8MPRO8K5P83
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    FR
                    US
                  
                  N/A
                  JPY
                  N/A
                  USD
                  2025-02-27
                
              
            
            1.00000000
            USD
            107.50000000
            USD
            2025-02-27
            XXXX
            -2679.83000000
          
        
        
          N
          N
          N
        
      
      
        Sandvik AB
        5299008ZUAXN43LVZF54
        
        000000000
        
          
          
          
        
        2815.00000000
        NS
        
        59798.58000000
        0.016720196060
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Textainer Marine Containers Li
        549300Q7RHLEMSLA9Y26
        
        88315LAS7
        
          
        
        95333.38000000
        PA
        USD
        86697.26000000
        0.024241297788
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-20
          Fixed
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Retail Properties Inc
        5493008JKH5SOTI0JS97
        
        637417106
        
          
          
        
        4252.00000000
        NS
        USD
        191084.88000000
        0.053428972022
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennox International Inc
        S7DWAC87RDMPBF77GJ92
        
        526107107
        
          
          
        
        27.00000000
        NS
        USD
        6962.22000000
        0.001946696450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254BZ2
        
          
          
        
        200000.00000000
        PA
        USD
        182115.39000000
        0.050921025657
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-01-14
          Fixed
          1.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Inc
        0J0XRGZE3PBRFEZ7MV65
        
        16119P108
        
          
          
        
        1046.00000000
        NS
        USD
        570613.92000000
        0.159548548097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31403C6L0
        
          
          
        
        3910.80000000
        PA
        USD
        4234.67000000
        0.001184050066
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Auto Trader Group PLC
        213800QLK9BZILB1DI86
        
        000000000
        
          
          
          
        
        2892.00000000
        NS
        
        23874.21000000
        0.006675433965
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        IQVIA Holdings Inc
        549300W3R20NM4KQPH86
        
        46266C105
        
          
          
        
        321.00000000
        NS
        USD
        74218.41000000
        0.020752104255
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDV0
        
          
          
        
        344900.00000000
        PA
        USD
        336169.72000000
        0.093995938164
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TRITON CONTAINER
        549300O4LZFLCX53XZ54
        
        89680YAA3
        
          
          
        
        120000.00000000
        PA
        USD
        112043.63000000
        0.031328360321
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2026-04-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        
        35137LAL9
        
          
          
        
        100000.00000000
        PA
        USD
        99200.06000000
        0.027737187946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378CCP0
        
          
        
        10160.59000000
        PA
        USD
        10812.23000000
        0.003023192280
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-05-16
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD Commercial Mortgage Trust
        N/A
        
        12515DAS3
        
          
        
        795030.22000000
        PA
        USD
        33909.95000000
        0.009481512979
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-10
          Variable
          1.26967300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harley-Davidson Inc
        ZDNAWZWXIKMWI51R2A08
        
        412822108
        
          
          
        
        1032.00000000
        NS
        USD
        40660.80000000
        0.011369108563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Bancshares Corp
        549300Y16R531AU8TX77
        
        459044103
        
          
          
        
        5029.00000000
        NS
        USD
        212274.09000000
        0.059353656949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        455780CY0
        
          
          
        
        200000.00000000
        PA
        USD
        185000.00000000
        0.051727587364
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2031-07-28
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arkema SA
        9695000EHMS84KKP2785
        
        000000000
        
          
          
          
        
        676.00000000
        NS
        
        80809.55000000
        0.022595043553
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        WENDYS FUNDING LLC
        5493009DRVSTWJOXUL48
        
        95058XAE8
        
          
        
        95750.00000000
        PA
        USD
        95078.80000000
        0.026584848289
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          3.88400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RURAL UTIL COOP
        4NYF266XZC35SCTGX023
        
        637432NY7
        
          
          
        
        49000.00000000
        PA
        USD
        46362.77000000
        0.012963428300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AA5
        
          
          
        
        20000.00000000
        PA
        USD
        20131.93000000
        0.005629060366
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        
        05530QAP5
        
          
          
        
        61000.00000000
        PA
        USD
        61260.62000000
        0.017128994989
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-16
          Fixed
          4.44800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR Corp
        549300YKTY8JX1DV2R67
        
        62886E108
        
          
          
        
        294.00000000
        NS
        USD
        11815.86000000
        0.003303815840
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        
        64110L106
        
          
          
        
        1041.00000000
        NS
        USD
        389948.19000000
        0.109032859814
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NUCOR CORP
        549300GGJCRSI2TIEJ46
        
        670346AW5
        
          
          
        
        31000.00000000
        PA
        USD
        31042.50000000
        0.008679749355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        
        000000000
        
          
          
          
        
        2106.00000000
        NS
        
        106730.06000000
        0.029842640556
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076CQ3
        
          
          
        
        30000.00000000
        PA
        USD
        29827.88000000
        0.008340131181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assa Abloy AB
        549300YECS8HKCIMMB67
        
        000000000
        
          
          
          
        
        713.00000000
        NS
        
        19165.14000000
        0.005358737587
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Axon Enterprise Inc
        549300QP2IEEGFE16681
        
        05464C101
        
          
          
        
        197.00000000
        NS
        USD
        27132.81000000
        0.007586566484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pandora A/S
        5299007OWYZ6I1E46843
        
        000000000
        
          
          
          
        
        2010.00000000
        NS
        
        191481.40000000
        0.053539842416
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        HALLIBURTON CO
        ENYF8GB5SMQZ25S06U51
        
        406216BD2
        
          
          
        
        2000.00000000
        PA
        USD
        2019.30000000
        0.000564613606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        
        50155QAA8
        
          
          
        
        21000.00000000
        PA
        USD
        18779.24000000
        0.005250836636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cousins Properties Inc
        5493007XPYD5EJABN062
        
        222795502
        
          
          
        
        2037.00000000
        NS
        USD
        82070.73000000
        0.022947680303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Natera Inc
        N/A
        
        632307104
        
          
          
        
        193.00000000
        NS
        USD
        7851.24000000
        0.002195274070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833100
        
          
          
        
        38528.00000000
        NS
        USD
        6727374.08000000
        1.881031515973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAP6
        
          
          
        
        16000.00000000
        PA
        USD
        14256.48000000
        0.003986234133
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        
        48667QAR6
        
          
          
        
        200000.00000000
        PA
        USD
        195068.22000000
        0.054542748065
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2025-04-24
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAT7
        
          
          
        
        25000.00000000
        PA
        USD
        27771.40000000
        0.007765121728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91087BAR1
        
          
          
        
        200000.00000000
        PA
        USD
        186398.00000000
        0.052118480159
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-02-12
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eisai Co Ltd
        353800HDEE0ZYEX4QV91
        
        000000000
        
          
          
          
        
        300.00000000
        NS
        
        13898.58000000
        0.003886162222
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        86765BAN9
        
          
          
        
        9000.00000000
        PA
        USD
        9180.52000000
        0.002566952164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        
        91913YBD1
        
          
          
        
        25000.00000000
        PA
        USD
        22128.54000000
        0.006187329654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TopBuild Corp
        5493007YSKHOL4RWII46
        
        89055F103
        
          
          
        
        169.00000000
        NS
        USD
        30654.91000000
        0.008571375865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61772BAB9
        
          
          
        
        103000.00000000
        PA
        USD
        95827.35000000
        0.026794149291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-04
          Fixed
          1.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nihon M&A Center Holdings Inc
        N/A
        
        000000000
        
          
          
          
        
        1200.00000000
        NS
        
        16785.54000000
        0.004693381009
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCS8
        
          
          
        
        78000.00000000
        PA
        USD
        80619.75000000
        0.022541973845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toll Brothers Inc
        529900JB6IS9MSZGVR44
        
        889478103
        
          
          
        
        1077.00000000
        NS
        USD
        50640.54000000
        0.014159529497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        
        855244109
        
          
          
        
        2945.00000000
        NS
        USD
        267906.65000000
        0.074908998072
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -4041.10000000
        -0.00112992623
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-05-06
            0.00000000
            USD
            0.00000000
            USD
            234000.00000000
            USD
            -4041.10000000
          
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAQ6
        
          
          
        
        55000.00000000
        PA
        USD
        56400.89000000
        0.015770172783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        
        961214EW9
        
          
          
        
        23000.00000000
        PA
        USD
        21218.67000000
        0.005932922195
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2028-11-20
          Fixed
          1.95300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Financial Group Inc
        549300HOF34RGOJ5YL07
        
        47233W109
        
          
          
        
        1067.00000000
        NS
        USD
        35050.95000000
        0.009800546369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allegion plc
        984500560CAC2E6FB757
        
        000000000
        
          
          
        
        3295.00000000
        NS
        USD
        361725.10000000
        0.101141441686
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FIVE BELOW INC
        529900AAXP5Z6BGI7418
        
        33829M101
        
          
          
        
        58.00000000
        NS
        USD
        9185.46000000
        0.002568333430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CK Hutchison Holdings Ltd
        254900Z8HM1VEPOQ2G79
        
        000000000
        
          
          
          
        
        10500.00000000
        NS
        
        76780.31000000
        0.021468433477
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAM5
        
          
          
        
        134000.00000000
        PA
        USD
        111731.95000000
        0.031241211918
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2050-09-02
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        
        000000000
        
          
          
          
        
        5164.00000000
        NS
        
        61148.80000000
        0.017097729157
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CZ1
        
          
          
        
        72000.00000000
        PA
        USD
        81753.36000000
        0.022858940928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        
        55821UAE4
        
          
        
        250000.00000000
        PA
        USD
        248356.75000000
        0.069442678287
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-19
          Floating
          2.24800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
        
        -3051000.00000000
        NC
        USD
        -804.76000000
        -0.00022501780
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  AUD
                  2022-04-13
                
              
            
            1.00000000
            USD
            0.71000000
            USD
            2022-04-13
            XXXX
            22795.79000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2C6
        
          
          
        
        120000.00000000
        PA
        USD
        122236.46000000
        0.034178363047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AWPM1
        
          
        
        1058134.05000000
        PA
        USD
        1039706.96000000
        0.290710987062
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELECTRIC
        549300RUHPVD434XUK18
        
        74456QBT2
        
          
          
        
        5000.00000000
        PA
        USD
        4964.17000000
        0.001388024526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1089.51000000
        0.000304636344
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-05-06
            0.00000000
            USD
            0.00000000
            USD
            124300.00000000
            USD
            1089.51000000
          
        
        
          N
          N
          N
        
      
      
        SKF AB
        549300B6HWYEE57O8J84
        
        000000000
        
          
          
          
        
        4097.00000000
        NS
        
        66805.52000000
        0.018679396606
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418D4X7
        
          
        
        292096.36000000
        PA
        USD
        271582.35000000
        0.075936755330
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rohm Co Ltd
        5493009V2FGDEP7JFE59
        
        000000000
        
          
          
          
        
        2600.00000000
        NS
        
        201863.96000000
        0.056442895278
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Power Integrations Inc
        54930085LGXSCIHD5W31
        
        739276103
        
          
          
        
        368.00000000
        NS
        USD
        34106.24000000
        0.009536397347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CLEVELAND ELECTRIC ILLUM
        N/A
        
        186108CK0
        
          
          
        
        39000.00000000
        PA
        USD
        38169.24000000
        0.010672447009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAX2
        
          
          
        
        51661.72000000
        PA
        USD
        51729.84000000
        0.014464107123
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-05-25
          Floating
          4.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CI FINANCIAL CORP
        549300M9W7JJQSVCEM78
        
        125491AP5
        
          
          
        
        28000.00000000
        PA
        USD
        24790.19000000
        0.006931549832
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-06-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12624QAA1
        
          
        
        2380000.00000000
        PA
        USD
        7730.24000000
        0.002161441432
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-15
          Variable
          0.61399100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132GK2F2
        
          
          
        
        85742.25000000
        PA
        USD
        89598.09000000
        0.025052394746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINERALS TECHNOLOGIES INC
        549300D3I1QU67GP6403
        
        603158106
        
          
          
        
        4555.00000000
        NS
        USD
        301313.25000000
        0.084249770072
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        
        98138HAJ0
        
          
        
        30000.00000000
        PA
        USD
        29979.98000000
        0.008382659646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2S1
        
          
          
        
        36000.00000000
        PA
        USD
        34082.66000000
        0.009529804177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-02
          Fixed
          2.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46640JAE7
        
          
        
        40000.00000000
        PA
        USD
        37893.79000000
        0.010595428825
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-01-15
          Variable
          3.98600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CR7
        
          
          
        
        19000.00000000
        PA
        USD
        20806.78000000
        0.005817754217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMDEN PROPERTY TRUST
        5493002MYX22OHYJBD89
        
        133131102
        
          
          
        
        255.00000000
        NS
        USD
        42381.00000000
        0.011850091243
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED AIR 2016-2 AA PTT
        N/A
        
        90932EAA1
        
          
          
        
        86740.75000000
        PA
        USD
        82422.73000000
        0.023046102523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-07
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396HWV7
        
          
        
        106080.83000000
        PA
        USD
        113760.49000000
        0.031808409108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        
        337932AG2
        
          
          
        
        57000.00000000
        PA
        USD
        57069.83000000
        0.015957214146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Variable
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortga
        N/A
        
        55282XAJ9
        
          
        
        175000.00000000
        PA
        USD
        172933.16000000
        0.048353595362
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2036-07-15
          Floating
          2.94305000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRANE CO
        549300X1RO9ID7AUCA83
        
        224399105
        
          
          
        
        2345.00000000
        NS
        USD
        253916.60000000
        0.070997260052
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crocs Inc
        549300B0J6YCXD63OG72
        
        227046109
        
          
          
        
        1567.00000000
        NS
        USD
        119718.80000000
        0.033474403708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BorgWarner Inc
        549300DSFX2IE88NSX47
        
        099724106
        
          
          
        
        3864.00000000
        NS
        USD
        150309.60000000
        0.042027853868
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Olin Corp
        549300GKK294V7W57P06
        
        680665205
        
          
          
        
        1047.00000000
        NS
        USD
        54737.16000000
        0.015304979599
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACN3
        
          
          
        
        10000.00000000
        PA
        USD
        8626.47000000
        0.002412035030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FMA1
        
          
          
        
        22615.47000000
        PA
        USD
        23775.41000000
        0.006647808637
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        
        337738AS7
        
          
          
        
        20000.00000000
        PA
        USD
        19954.04000000
        0.005579320796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDA6
        
          
          
        
        38000.00000000
        PA
        USD
        36525.92000000
        0.010212960637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PECO ENERGY CO
        YH65D4JBECK76IFEJ279
        
        693304AV9
        
          
          
        
        5000.00000000
        PA
        USD
        5044.26000000
        0.001410418377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BQ4
        
          
          
        
        180000.00000000
        PA
        USD
        163325.74000000
        0.045667278295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-03
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi HC Capital Inc
        353800MZ3QX9RLMH7B09
        
        000000000
        
          
          
          
        
        37500.00000000
        NS
        
        174244.37000000
        0.048720220929
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DUKE ENERGY FLORIDA LLC
        7MOHLM3DKE63RX2ZCN83
        
        26444HAF8
        
          
          
        
        8000.00000000
        PA
        USD
        8561.17000000
        0.002393776589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-07-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Master Issuer LL
        N/A
        
        25755TAL4
        
          
        
        196000.00000000
        PA
        USD
        188559.08000000
        0.052722736670
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-10-25
          Fixed
          3.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448108
        
          
          
        
        8090.00000000
        NS
        USD
        1354104.20000000
        0.378619153004
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCE4
        
          
          
        
        31000.00000000
        PA
        USD
        28791.10000000
        0.008050238597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-22
          Fixed
          3.32800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Five Guys Funding, LLC
        549300LV8X8T05G1H175
        
        33830JAA3
        
          
          
        
        99250.00000000
        PA
        USD
        98467.84000000
        0.027532452952
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-07-25
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Concentrix Corp
        N/A
        
        20602D101
        
          
          
        
        380.00000000
        NS
        USD
        63292.80000000
        0.017697209954
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        
        418056AX5
        
          
          
        
        40000.00000000
        PA
        USD
        39714.85000000
        0.011104612827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-19
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOFA SECURITIES, INC.
        549300HN4UKV1E2R3U73
        
        000000000
        
          
        
        2070912.00000000
        PA
        USD
        2070912.00000000
        0.579044764343
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.30000000
          2022-04-01
          
            
              2929281.84146766
              USD
              2112330.24012744
              USD
              AMBS
            
          
        
        
          
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        
        42809HAD9
        
          
          
        
        144000.00000000
        PA
        USD
        162222.68000000
        0.045358853254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCJ3
        
          
          
        
        55000.00000000
        PA
        USD
        50736.82000000
        0.014186450211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          2.06900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        88819.05000000
        0.024834568478
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                IHS MARKIT LTD
                CDX.NA.HY.37.V1
                
                  
                  
                
              
            
            Y
            
            Default Event
            2026-12-20
            76185.46000000
            USD
            0.00000000
            USD
            -1374800.00000000
            USD
            12633.59000000
          
        
        
          N
          N
          N
        
      
      
        ENTERGY LOUISIANA LLC
        0V5453U14HDZO63CGH17
        
        29364WBD9
        
          
          
        
        100000.00000000
        PA
        USD
        86680.75000000
        0.024236681450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENTEX CORP
        549300S3UD8XV1MN0287
        
        371901109
        
          
          
        
        6048.00000000
        NS
        USD
        176420.16000000
        0.049328590482
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NBN CO LTD
        2549007CRZ2NT7S96A24
        
        62878U2D3
        
          
          
        
        200000.00000000
        PA
        USD
        183774.37000000
        0.051384890699
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-01-08
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDR4
        
          
          
        
        95000.00000000
        PA
        USD
        88749.94000000
        0.024815244729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-26
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Homebanc Mortgage Trust
        N/A
        
        43739EAB3
        
          
        
        28591.82000000
        PA
        USD
        28208.71000000
        0.007887397356
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-08-25
          Floating
          1.31657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Patterson Cos Inc
        YM48Q2087CUE26GWEK09
        
        703395103
        
          
          
        
        738.00000000
        NS
        USD
        23889.06000000
        0.006679586152
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CarMax Inc
        N/A
        
        143130102
        
          
          
        
        1142.00000000
        NS
        USD
        110180.16000000
        0.030807318120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genuine Parts Co
        549300D46DQVEU651W04
        
        372460105
        
          
          
        
        3905.00000000
        NS
        USD
        492108.10000000
        0.137597647218
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hexcel Corp
        S6Q7LW43WUBUHXY2QP69
        
        428291108
        
          
          
        
        602.00000000
        NS
        USD
        35800.94000000
        0.010010250008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        
        89832QAF6
        
          
          
        
        25000.00000000
        PA
        USD
        25475.00000000
        0.007123028584
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Boerse AG
        529900G3SW56SHYNPR95
        
        000000000
        
          
          
          
        
        125.00000000
        NS
        
        22501.48000000
        0.006291606878
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        
        902973304
        
          
          
        
        12007.00000000
        NS
        USD
        638172.05000000
        0.178438380917
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STIFEL FINANCIAL CORP
        549300E5F07FE5GHJX84
        
        860630102
        
          
          
        
        1033.00000000
        NS
        USD
        70140.70000000
        0.019611941551
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings Inc
        5299009QN2NZ191KLS29
        
        000000000
        
          
          
          
        
        4400.00000000
        NS
        
        256050.31000000
        0.071593863676
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        93362FAD5
        
          
          
        
        22578.06000000
        PA
        USD
        22188.38000000
        0.006204061432
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-08-25
          Variable
          2.85399400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yara International ASA
        213800WKOUWXWFJ5Z514
        
        000000000
        
          
          
          
        
        2772.00000000
        NS
        
        138623.67000000
        0.038760367571
        Long
        EC
        CORP
        NO
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17328HBD2
        
          
        
        60000.00000000
        PA
        USD
        58670.89000000
        0.016404884260
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-10
          Fixed
          3.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        
        000000000
        
          
          
        
        150000.00000000
        PA
        USD
        136126.50000000
        0.038062137412
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        
        532457108
        
          
          
        
        1165.00000000
        NS
        USD
        333621.05000000
        0.093283308164
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Manhattan Associates Inc
        529900Q1GJP7KD52SW51
        
        562750109
        
          
          
        
        59.00000000
        NS
        USD
        8183.89000000
        0.002288285864
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        
        60687YBD0
        
          
          
        
        200000.00000000
        PA
        USD
        191933.57000000
        0.053666273028
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-05-25
          Fixed
          2.22600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        
        46640UAQ5
        
          
        
        100000.00000000
        PA
        USD
        80670.57000000
        0.022556183553
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-15
          Variable
          3.86700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carter's Inc
        5299003WAQK4R3L3ZU36
        
        146229109
        
          
          
        
        241.00000000
        NS
        USD
        22169.59000000
        0.006198807586
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Core & Main Inc
        N/A
        
        21874C102
        
          
          
        
        343.00000000
        NS
        USD
        8297.17000000
        0.002319959924
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -19.00000000
        NC
        USD
        30545.57000000
        0.008540803463
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -2365170.57000000
            USD
            30545.57000000
          
        
        
          N
          N
          N
        
      
      
        Cochlear Ltd
        5493001OLLWY8KV5UC08
        
        000000000
        
          
          
          
        
        153.00000000
        NS
        
        25545.09000000
        0.007142626349
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Henkel AG & Co KGaA
        549300VZCL1HTH4O4Y49
        
        000000000
        
          
          
          
        
        1371.00000000
        NS
        
        91763.95000000
        0.025657987786
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RLV2
        
          
          
        
        95000.00000000
        PA
        USD
        83638.75000000
        0.023386112149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALASKA AIRLINES 2020 TR
        N/A
        
        01166VAA7
        
          
          
        
        27354.94000000
        PA
        USD
        28031.10000000
        0.007837736076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396QLY3
        
          
        
        161375.52000000
        PA
        USD
        174150.10000000
        0.048693862228
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-25
          Variable
          5.53428600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regions Financial Corp
        CW05CS5KW59QTC0DG824
        
        7591EP100
        
          
          
        
        16542.00000000
        NS
        USD
        368224.92000000
        0.102958847129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCP9
        
          
          
        
        65000.00000000
        PA
        USD
        59975.19000000
        0.016769577731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-22
          Fixed
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        
        883556102
        
          
          
        
        1577.00000000
        NS
        USD
        931455.05000000
        0.260442824187
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INVITATION HOMES OP
        549300147YMUQB3GW319
        
        46188BAB8
        
          
          
        
        39000.00000000
        PA
        USD
        35364.61000000
        0.009888248396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        
        000000000
        
          
          
          
        
        4447.00000000
        NS
        
        64851.95000000
        0.018133161672
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31393GYQ1
        
          
          
        
        46576.23000000
        PA
        USD
        50144.52000000
        0.014020838049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95002MAY5
        
          
        
        1027434.18000000
        PA
        USD
        88855.28000000
        0.024844698697
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Variable
          1.59056900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        
        000000000
        
          
          
        
        275000.00000000
        PA
        USD
        253618.75000000
        0.070913978636
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2033-02-02
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        
        80287EAF2
        
          
        
        100000.00000000
        PA
        USD
        95835.27000000
        0.026796363791
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGCO Corp
        LYOM0B2GCF1JWXK5ZG04
        
        001084102
        
          
          
        
        369.00000000
        NS
        USD
        53885.07000000
        0.015066727924
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        
        254709108
        
          
          
        
        2365.00000000
        NS
        USD
        260599.35000000
        0.072865814292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Popular Inc
        5493008CARDZMVQ3LO89
        
        733174700
        
          
          
        
        274.00000000
        NS
        USD
        22396.76000000
        0.006262326267
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Iida Group Holdings Co Ltd
        35380051BV8PV1I4S949
        
        000000000
        
          
          
          
        
        1600.00000000
        NS
        
        27585.51000000
        0.007713145289
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          
        
      
      
        Coca-Cola HBC AG
        549300EFP3TNG7JGVE49
        
        000000000
        
          
          
          
        
        5864.00000000
        NS
        
        122298.78000000
        0.034195788253
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sonic Healthcare Ltd
        549300NQQ5L2NONWR862
        
        000000000
        
          
          
          
        
        6243.00000000
        NS
        
        164829.48000000
        0.046087736902
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        DBWF Mortgage Trust
        N/A
        
        23306NAL6
        
          
        
        130000.00000000
        PA
        USD
        111354.45000000
        0.031135659679
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-10
          Variable
          3.42161000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CACI International Inc
        SYRPI2D1O9WRTS2WX210
        
        127190304
        
          
          
        
        68.00000000
        NS
        USD
        20485.68000000
        0.005727971902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05608RAN5
        
          
        
        400000.00000000
        PA
        USD
        389962.96000000
        0.109036989633
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.99050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        nVent Electric PLC
        N/A
        
        000000000
        
          
          
        
        2103.00000000
        NS
        USD
        73142.34000000
        0.020451225850
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CA0
        
          
          
        
        21000.00000000
        PA
        USD
        17774.34000000
        0.004969857974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tele2 AB
        213800EKD193RVI9HL76
        
        000000000
        
          
          
          
        
        3896.00000000
        NS
        
        58891.15000000
        0.016466470846
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Repligen Corp
        54930006QJ0T5AUO1E71
        
        759916109
        
          
          
        
        50.00000000
        NS
        USD
        9404.50000000
        0.002629578893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LAM RESEARCH CORP
        549300I4GMO6D34U1T02
        
        512807108
        
          
          
        
        899.00000000
        NS
        USD
        483311.39000000
        0.135138011623
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        
        78409VBD5
        
          
          
        
        23000.00000000
        PA
        USD
        23390.89000000
        0.006540293545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        26442CAT1
        
          
          
        
        2000.00000000
        PA
        USD
        1959.47000000
        0.000547884624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        
        91913YAY6
        
          
          
        
        4000.00000000
        PA
        USD
        3956.37000000
        0.001106234999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582BD3
        
          
          
        
        125000.00000000
        PA
        USD
        126442.18000000
        0.035354318445
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-05-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lawson Inc
        529900IWO8XQO92PR233
        
        000000000
        
          
          
          
        
        3800.00000000
        NS
        
        145463.71000000
        0.040672901445
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        
        756109BF0
        
          
          
        
        27000.00000000
        PA
        USD
        28510.19000000
        0.007971693751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        
        37045V100
        
          
          
        
        4812.00000000
        NS
        USD
        210476.88000000
        0.058851141612
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAL5
        
          
          
        
        40000.00000000
        PA
        USD
        39502.32000000
        0.011045187615
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        
        03522AAJ9
        
          
          
        
        175000.00000000
        PA
        USD
        194905.08000000
        0.054497132721
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY OHIO INC
        L6KC0HABGHNFU1Z6QY21
        
        26442EAH3
        
          
          
        
        13000.00000000
        PA
        USD
        11830.70000000
        0.003307965231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        
        71568QAC1
        
          
          
        
        200000.00000000
        PA
        USD
        202460.00000000
        0.056609553177
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2027-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        
        000000000
        
          
          
          
        
        2286.00000000
        NS
        
        233721.09000000
        0.065350422172
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Astellas Pharma Inc
        529900IB708DY2HBBB35
        
        000000000
        
          
          
          
        
        4000.00000000
        NS
        
        62499.58000000
        0.017475418836
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        
        72650RBA9
        
          
          
        
        4000.00000000
        PA
        USD
        3888.56000000
        0.001087274741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Property Trust Inc
        BUGSFQZERKRBFWIG5267
        
        85571B105
        
          
          
        
        10293.00000000
        NS
        USD
        248781.81000000
        0.069561528710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOSTON PROPERTIES LP
        BVHHEFJI6SHNOKQT2572
        
        10112RBD5
        
          
          
        
        22000.00000000
        PA
        USD
        21311.81000000
        0.005958964938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDY5
        
          
          
        
        15000.00000000
        PA
        USD
        13521.33000000
        0.003780679885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HCE3
        
          
          
        
        8000.00000000
        PA
        USD
        8019.76000000
        0.002242393708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-11
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Securitas AB
        635400TTYKE8EIWDS617
        
        000000000
        
          
          
          
        
        2603.00000000
        NS
        
        29365.28000000
        0.008210784252
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31374TZ28
        
          
          
        
        220.38000000
        PA
        USD
        237.10000000
        0.000066295194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pinterest Inc
        N/A
        
        72352L106
        
          
          
        
        2609.00000000
        NS
        USD
        64207.49000000
        0.017952965126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lixil Corp
        353800KB8G4F9WUJJ886
        
        000000000
        
          
          
          
        
        4800.00000000
        NS
        
        89355.62000000
        0.024984598054
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hikma Pharmaceuticals PLC
        549300BNS685UXH4JI75
        
        000000000
        
          
          
          
        
        3814.00000000
        NS
        
        102893.77000000
        0.028769980956
        Long
        EC
        CORP
        JO
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31307NG73
        
          
        
        10221.64000000
        PA
        USD
        10136.03000000
        0.002834120958
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAAR Surgical Co
        5299006LRHI7OJ8BY308
        
        852312305
        
          
          
        
        590.00000000
        NS
        USD
        47146.90000000
        0.013182677776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Westrock Co
        5493004Z9TCQW68YVL89
        
        96145D105
        
          
          
        
        10079.00000000
        NS
        USD
        474015.37000000
        0.132538764668
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CCY5
        
          
          
        
        219300.00000000
        PA
        USD
        203546.38000000
        0.056913314346
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-09-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunnova Sol Issuer,LLC
        N/A
        
        86745PAA1
        
          
        
        194507.69000000
        PA
        USD
        182792.10000000
        0.051110239579
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-11-01
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raiffeisen Bank International
        9ZHRYM6F437SQJ6OUG95
        
        000000000
        
          
          
          
        
        1764.00000000
        NS
        
        25043.74000000
        0.007002444587
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Shin-Etsu Chemical Co Ltd
        353800PX8Q64N86H5W41
        
        000000000
        
          
          
          
        
        300.00000000
        NS
        
        45580.00000000
        0.012744559092
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freedom Financial
        N/A
        
        35635CAA0
        
          
        
        25103.77000000
        PA
        USD
        25068.50000000
        0.007009367696
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-19
          Fixed
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        
        40434LAJ4
        
          
          
        
        30000.00000000
        PA
        USD
        26890.25000000
        0.007518744627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        26442CBB9
        
          
          
        
        12000.00000000
        PA
        USD
        11274.68000000
        0.003152497268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA, NATIONAL ASSOCIATION
        1IE8VN30JCEQV1H4R804
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5048.87000000
        -0.00141170737
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC BANK USA, NATIONAL ASSOCIATION
              1IE8VN30JCEQV1H4R804
            
            -373929.15000000
            BRL
            72792.34000000
            USD
            2022-05-06
            -5048.87000000
          
        
        
          N
          N
          N
        
      
      
        Dropbox Inc
        549300JCDF7UAR6TJR51
        
        26210C104
        
          
          
        
        14379.00000000
        NS
        USD
        334311.75000000
        0.093476433810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Swire Properties Ltd
        5299001L12PHYVQ92465
        
        000000000
        
          
          
          
        
        52200.00000000
        NS
        
        128996.74000000
        0.036068595340
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        
        879360AC9
        
          
          
        
        97000.00000000
        PA
        USD
        90512.18000000
        0.025307982153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GROUP INC
        2138004JDDA4ZQUPFW65
        
        174610105
        
          
          
        
        595.00000000
        NS
        USD
        26971.35000000
        0.007541420883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        
        000000000
        
          
          
          
        
        674.00000000
        NS
        
        93327.48000000
        0.026095164190
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYG3
        
          
          
        
        43000.00000000
        PA
        USD
        39358.92000000
        0.011005091745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-10
          Fixed
          1.54200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398FXL0
        
          
        
        233791.50000000
        PA
        USD
        239295.37000000
        0.066909038689
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Corp
        5493006W3QUS5LMH6R84
        
        000000000
        
          
          
          
        
        6500.00000000
        NS
        
        117247.03000000
        0.032783275608
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          
        
      
      
        Benefit Street Partners CLO Lt
        N/A
        
        08186UAL6
        
          
        
        500000.00000000
        PA
        USD
        499403.00000000
        0.139637363851
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-20
          Floating
          1.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        N/A
        
        04016NAP8
        
          
        
        400000.00000000
        PA
        USD
        398006.00000000
        0.111285892629
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          1.54129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortive Corp
        549300MU9YQJYHDQEF63
        
        34959J108
        
          
          
        
        8573.00000000
        NS
        USD
        522352.89000000
        0.146054350013
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        
        30161NAX9
        
          
          
        
        5000.00000000
        PA
        USD
        5168.18000000
        0.001445067472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GXO LOGISTICS INC
        5493007CNWMXN78JRN66
        
        36262GAA9
        
          
          
        
        16000.00000000
        PA
        USD
        14467.62000000
        0.004045270689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        
        000000000
        
          
          
          
        
        2035.00000000
        NS
        
        269866.76000000
        0.075457061646
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TUCSON ELECTRIC POWER CO
        YLF139GXSRKPBBTNZL03
        
        898813AS9
        
          
          
        
        25000.00000000
        PA
        USD
        21419.70000000
        0.005989131908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        
        000000000
        
          
          
          
        
        366.00000000
        NS
        
        28823.42000000
        0.008059275546
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Taco Bell Funding, LLC
        N/A
        
        87342RAJ3
        
          
        
        99750.00000000
        PA
        USD
        86751.81000000
        0.024256550436
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Fixed
          2.54200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B0WK8
        
          
        
        51494.11000000
        PA
        USD
        50360.34000000
        0.014081183173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH AIR 20-1 A PTT
        N/A
        
        11044MAA4
        
          
          
        
        10733.89000000
        PA
        USD
        10758.54000000
        0.003008180096
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-11-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Align Technology Inc
        549300N5YSE0U3LCP840
        
        016255101
        
          
          
        
        565.00000000
        NS
        USD
        246340.00000000
        0.068878777682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        XLIT LTD
        635400XCGXK8NVDIVE95
        
        98420EAC9
        
          
          
        
        71000.00000000
        PA
        USD
        73037.34000000
        0.020421866949
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-03-31
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Master Issuer LL
        N/A
        
        25755TAP5
        
          
        
        99250.00000000
        PA
        USD
        90861.10000000
        0.025405543179
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-04-25
          Fixed
          3.15100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sanderson Farms Inc
        529900KZGVFTWHUO2759
        
        800013104
        
          
          
        
        56.00000000
        NS
        USD
        10499.44000000
        0.002935733512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        La Francaise des Jeux SAEM
        969500R4CLSQFTYYI535
        
        000000000
        
          
          
          
        
        2855.00000000
        NS
        
        113265.95000000
        0.031670131481
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        
        000000000
        
          
          
          
        
        8382.00000000
        NS
        
        57253.64000000
        0.016008609000
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Deere & Co
        PWFTNG3EI0Y73OXWDH08
        
        244199105
        
          
          
        
        250.00000000
        NS
        USD
        103865.00000000
        0.029041545197
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shell PLC
        21380068P1DRHMJ8KU70
        
        000000000
        
          
          
          
        
        8836.00000000
        NS
        
        242182.73000000
        0.067716369319
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Flowserve Corp
        6Y0GK87T6V7NJKZJVM41
        
        34354P105
        
          
          
        
        7021.00000000
        NS
        USD
        252053.90000000
        0.070476433149
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GRP
        IU7C3FTM7Y3BQM112U94
        
        416515BC7
        
          
          
        
        74000.00000000
        PA
        USD
        65527.28000000
        0.018321989734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-02-12
          Floating
          2.63143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ELEC POWER
        R64UBJHEC74EB3HGQ410
        
        845437BS0
        
          
          
        
        36000.00000000
        PA
        USD
        33888.03000000
        0.009475383959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JD Sports Fashion PLC
        213800HROV6Y9MUU8375
        
        000000000
        
          
          
          
        
        29566.00000000
        NS
        
        56971.02000000
        0.015929586023
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        
        761713AZ9
        
          
          
        
        6000.00000000
        PA
        USD
        6363.63000000
        0.001779325550
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-09-15
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yelp Inc
        5299007OU2DOSXPQBO35
        
        985817105
        
          
          
        
        1094.00000000
        NS
        USD
        37316.34000000
        0.010433968851
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd
        N/A
        
        69701WAE6
        
          
        
        250000.00000000
        PA
        USD
        244404.25000000
        0.068337525373
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.95400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        
        482480100
        
          
          
        
        191.00000000
        NS
        USD
        69917.46000000
        0.019549521732
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MERCK & CO. INC.
        4YV9Y5M8S0BRK1RP0397
        
        58933Y105
        
          
          
        
        11383.00000000
        NS
        USD
        933975.15000000
        0.261147465771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        
        75281A109
        
          
          
        
        2171.00000000
        NS
        USD
        65954.98000000
        0.018441578324
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        APA Corp
        N/A
        
        03743Q108
        
          
          
        
        362.00000000
        NS
        USD
        14961.46000000
        0.004183352590
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orkla ASA
        549300PZS8G8RG6RVZ52
        
        000000000
        
          
          
          
        
        6721.00000000
        NS
        
        59712.70000000
        0.016696183275
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS
        WPTL2Z3FIYTHSP5V2253
        
        20825C104
        
          
          
        
        8283.00000000
        NS
        USD
        828300.00000000
        0.231599787101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BHP Group Ltd
        WZE1WSENV6JSZFK0JC28
        
        000000000
        
          
          
          
        
        10302.00000000
        NS
        
        397116.90000000
        0.111037292640
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582BE1
        
          
          
        
        35000.00000000
        PA
        USD
        37066.29000000
        0.010364052725
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2035-05-11
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        520.28000000
        0.000145474752
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-05-06
            0.00000000
            USD
            0.00000000
            USD
            124300.00000000
            USD
            520.28000000
          
        
        
          N
          N
          N
        
      
      
        ASSURANT INC
        H3F39CAXWQRVWURFXL38
        
        04621XAN8
        
          
          
        
        36000.00000000
        PA
        USD
        31485.95000000
        0.008803741780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661EF0
        
          
          
        
        22000.00000000
        PA
        USD
        22931.08000000
        0.006411726724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-04-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co
        549300LO13MQ9HYSTR83
        
        039483102
        
          
          
        
        4934.00000000
        NS
        USD
        445342.84000000
        0.124521679260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61744YAR9
        
          
          
        
        40000.00000000
        PA
        USD
        43272.17000000
        0.012099270022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-04-22
          Fixed
          4.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sika AG
        549300R3N69ECGYPU434
        
        000000000
        
          
          
          
        
        540.00000000
        NS
        
        178661.08000000
        0.049955170942
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Hol
        OZ7UA8IXAIFILY2VZH07
        
        50540R409
        
          
          
        
        751.00000000
        NS
        USD
        198008.66000000
        0.055364920319
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LOUISIANA-PACIFIC CORP
        549300C7E2UAO5BVRR75
        
        546347105
        
          
          
        
        370.00000000
        NS
        USD
        22984.40000000
        0.006426635454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SONOCO PRODUCTS CO
        GKOMIK4RDJGHEF0VNP11
        
        835495AP7
        
          
          
        
        154000.00000000
        PA
        USD
        144130.11000000
        0.040300015442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119CF4
        
          
          
        
        21000.00000000
        PA
        USD
        20602.19000000
        0.005760549097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoNation Inc
        N/A
        
        05329W102
        
          
          
        
        2821.00000000
        NS
        USD
        280915.18000000
        0.078546294677
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CUBESMART LP
        549300MPHKO3I3FJRA97
        
        22966RAH9
        
          
          
        
        30000.00000000
        PA
        USD
        27286.68000000
        0.007629589857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBV0
        
          
          
        
        200000.00000000
        PA
        USD
        198421.94000000
        0.055480476953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMB Financial Corp
        549300MGEH3N3CUCV828
        
        902788108
        
          
          
        
        766.00000000
        NS
        USD
        74424.56000000
        0.020809745564
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monolithic Power Systems Inc
        529900TB7O85LSZ1XU31
        
        609839105
        
          
          
        
        734.00000000
        NS
        USD
        356489.12000000
        0.099677416752
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        APPALACHIAN POWER CO
        3SCHO1ABYYIG382BEI70
        
        037735CY1
        
          
          
        
        14000.00000000
        PA
        USD
        13109.62000000
        0.003665562237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Syneos Health Inc
        549300F1ZGKDS8P6GU13
        
        87166B102
        
          
          
        
        102.00000000
        NS
        USD
        8256.90000000
        0.002308700087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        
        26614N102
        
          
          
        
        1624.00000000
        NS
        USD
        119493.92000000
        0.033411525331
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254BU3
        
          
          
        
        200000.00000000
        PA
        USD
        179573.87000000
        0.050210394858
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2036-02-18
          Fixed
          3.26500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        
        285512109
        
          
          
        
        1306.00000000
        NS
        USD
        165222.06000000
        0.046197505638
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        
        26441C204
        
          
          
        
        4278.00000000
        NS
        USD
        477681.48000000
        0.133563840480
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seagen Inc
        N/A
        
        81181C104
        
          
          
        
        585.00000000
        NS
        USD
        84269.25000000
        0.023562405359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sekisui House Ltd
        529900GMNDOYQSAJAE76
        
        000000000
        
          
          
          
        
        6500.00000000
        NS
        
        125730.58000000
        0.035155348980
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TYSON FOODS INC
        WD6L6041MNRW1JE49D58
        
        902494103
        
          
          
        
        3418.00000000
        NS
        USD
        306355.34000000
        0.085659581699
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        
        744573AU0
        
          
          
        
        80000.00000000
        PA
        USD
        72765.87000000
        0.020345961608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        
        93935FAC5
        
          
          
        
        134364.77000000
        PA
        USD
        92321.51000000
        0.025813886346
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-08-25
          Floating
          1.10113000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        
        756109BJ2
        
          
          
        
        45000.00000000
        PA
        USD
        41577.80000000
        0.011625509631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        
        48203R104
        
          
          
        
        2389.00000000
        NS
        USD
        88775.24000000
        0.024822318826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REGENCY CENTERS LP
        5493008PTR2GAOYBXW28
        
        75884RAZ6
        
          
          
        
        23000.00000000
        PA
        USD
        21941.05000000
        0.006134905841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELEC & POWER CO
        CQKUMNNZVDJLRYV2PT43
        
        927804FJ8
        
          
          
        
        28000.00000000
        PA
        USD
        28087.32000000
        0.007853455670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL SERVICES LLC
        I7331LVCZKQKX5T7XV54
        
        000000000
        
          
        
        -603000.00000000
        NC
        USD
        -9325.98000000
        -0.00260762402
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            Put
            Written
            
              
                
                  
                    MORGAN STANLEY CAPITAL SERVICES LLC
                    I7331LVCZKQKX5T7XV54
                  
                  
                    MORGAN STANLEY CAPITAL SERVICES LLC
                    I7331LVCZKQKX5T7XV54
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  
                    
                      THE SECURED OVERNIGHT FINANCING RATE
                      THE SECURED OVERNIGHT FINANCING RATE
                      
                        
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2032-04-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            0.01000000
            USD
            2.00000000
            USD
            2022-04-20
            XXXX
            -3292.96000000
          
        
        
          N
          N
          N
        
      
      
        MITSUBISHI TR 04/04/2022
        N/A
        
        000000000
        
          
        
        1300000.00000000
        PA
        USD
        1299982.50000000
        0.363486261301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-04
          Fixed
          0.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FWHG8
        
          
        
        798812.97000000
        PA
        USD
        105450.26000000
        0.029484797495
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-25
          Variable
          1.33023100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273RBL2
        
          
          
        
        160000.00000000
        PA
        USD
        165044.03000000
        0.046147726923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        
        000000000
        
          
          
        
        2340.00000000
        NS
        USD
        789118.20000000
        0.220644219628
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        
        030288AC8
        
          
          
        
        35000.00000000
        PA
        USD
        32376.66000000
        0.009052791938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCY3
        
          
          
        
        13000.00000000
        PA
        USD
        13986.81000000
        0.003910832087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-03-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDM0
        
          
          
        
        260500.00000000
        PA
        USD
        253239.58000000
        0.070807959451
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-30
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        
        90278MBA4
        
          
        
        60000.00000000
        PA
        USD
        57783.06000000
        0.016156639374
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          2.92100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Grou
        35380028MYWPB6AUO129
        
        000000000
        
          
          
          
        
        8100.00000000
        NS
        
        255865.91000000
        0.071542303854
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFP9
        
          
          
        
        20000.00000000
        PA
        USD
        20395.43000000
        0.005702737227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-21
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A1KE4
        
          
        
        431094.34000000
        PA
        USD
        450811.82000000
        0.126050852993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        
        571748102
        
          
          
        
        1635.00000000
        NS
        USD
        278636.70000000
        0.077909212119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833BW9
        
          
          
        
        15000.00000000
        PA
        USD
        17185.09000000
        0.004805098618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-02-23
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LivaNova PLC
        2138001K2FX6SHK2B339
        
        000000000
        
          
          
        
        348.00000000
        NS
        USD
        28476.84000000
        0.007962368805
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61946PAA1
        
          
        
        66809.65000000
        PA
        USD
        61017.83000000
        0.017061108822
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-20
          Fixed
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        
        65473QAX1
        
          
          
        
        20000.00000000
        PA
        USD
        23405.87000000
        0.006544482082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-15
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JERSEY CENTRAL PWR & LT
        549300W9UGH9ZPLNPF79
        
        476556DC6
        
          
          
        
        50000.00000000
        PA
        USD
        51098.59000000
        0.014287604207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        
        337738AU2
        
          
          
        
        69000.00000000
        PA
        USD
        67999.26000000
        0.019013176553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Inmode Ltd
        984500DD95A35E9BD358
        
        000000000
        
          
          
        
        987.00000000
        NS
        USD
        36430.17000000
        0.010186188115
        Long
        EC
        CORP
        IL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513CA1
        
          
          
        
        44000.00000000
        PA
        USD
        42422.82000000
        0.011861784474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-03
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PacWest Bancorp
        549300YI8VMFO7G36V04
        
        695263103
        
          
          
        
        259.00000000
        NS
        USD
        11170.67000000
        0.003123415180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BLACK HILLS CORP
        3MGELCRSTNSAMJ962671
        
        092113AT6
        
          
          
        
        25000.00000000
        PA
        USD
        22764.73000000
        0.006365213837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        
        72650RBJ0
        
          
          
        
        50000.00000000
        PA
        USD
        51408.29000000
        0.014374198984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        
        785592AS5
        
          
          
        
        16000.00000000
        PA
        USD
        16938.97000000
        0.004736281354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENCY CENTERS LP
        5493008PTR2GAOYBXW28
        
        75884RBA0
        
          
          
        
        10000.00000000
        PA
        USD
        10017.07000000
        0.002800858721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORP CHRISTI HD
        549300I7CIEWU1BBLQ53
        
        16412XAJ4
        
          
          
        
        20000.00000000
        PA
        USD
        19968.72000000
        0.005583425450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sony Group Corp
        529900R5WX9N2OI2N910
        
        000000000
        
          
          
          
        
        1200.00000000
        NS
        
        123450.86000000
        0.034517919707
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        
        58155Q103
        
          
          
        
        1519.00000000
        NS
        USD
        465011.47000000
        0.130021196971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SiTime Corp
        N/A
        
        82982T106
        
          
          
        
        44.00000000
        NS
        USD
        10904.08000000
        0.003048874328
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amdocs Ltd
        549300HQV672RJ7RQV66
        
        000000000
        
          
          
        
        4100.00000000
        NS
        USD
        337061.00000000
        0.094245147700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Graco Inc
        4T5VJ4S81BRT6Q7GGT78
        
        384109104
        
          
          
        
        159.00000000
        NS
        USD
        11085.48000000
        0.003099595325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122DU9
        
          
          
        
        26000.00000000
        PA
        USD
        25468.63000000
        0.007121247477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ALABAMA POWER CO
        0RL818ELFOHP5JHOFU19
        
        010392FT0
        
          
          
        
        20000.00000000
        PA
        USD
        18638.20000000
        0.005211400642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT
        353800VHQU5VIXVUA841
        
        000000000
        
          
          
          
        
        7100.00000000
        NS
        
        206282.74000000
        0.057678424081
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          
        
      
      
        Ollie's Bargain Outlet Holding
        529900YO5DSQCPEFDZ05
        
        681116109
        
          
          
        
        200.00000000
        NS
        USD
        8592.00000000
        0.002402396922
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        MONONGAHELA POWER CO
        N/A
        
        610202BR3
        
          
          
        
        20000.00000000
        PA
        USD
        20009.15000000
        0.005594730025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKE1
        
          
          
        
        145000.00000000
        PA
        USD
        124748.83000000
        0.034880843256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        
        000000000
        
          
          
          
        
        563.00000000
        NS
        
        376210.92000000
        0.105191801252
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        SOUTH JERSEY INDUSTRIES
        549300DJYWYT5VXLFA46
        
        838518AA6
        
          
          
        
        75000.00000000
        PA
        USD
        73765.43000000
        0.020625447160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Variable
          5.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754CAB5
        
          
        
        80691.83000000
        PA
        USD
        80660.46000000
        0.022553356710
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-01-25
          Floating
          2.50657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SITC International Holdings Co
        529900JUV4MOM9CE3V12
        
        000000000
        
          
          
          
        
        12000.00000000
        NS
        
        41960.48000000
        0.011732510243
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CY9
        
          
          
        
        45000.00000000
        PA
        USD
        48059.87000000
        0.013437952022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12595EAE5
        
          
        
        697330.39000000
        PA
        USD
        35073.70000000
        0.009806907464
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-10
          Variable
          1.16364500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558AZ6
        
          
          
        
        12000.00000000
        PA
        USD
        12169.85000000
        0.003402794481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensient Technologies Corp
        CMMZHMFZQG86EI7WZU92
        
        81725T100
        
          
          
        
        612.00000000
        NS
        USD
        51377.40000000
        0.014365561875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAN0
        
          
          
        
        9000.00000000
        PA
        USD
        9094.31000000
        0.002542847108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        
        002824100
        
          
          
        
        3089.00000000
        NS
        USD
        365614.04000000
        0.102228822679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61946FAA3
        
          
        
        41349.67000000
        PA
        USD
        41449.38000000
        0.011589602298
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-06-22
          Fixed
          4.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPRESA NACIONAL DEL PET
        549300YP3P0JZBLIV197
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        199524.00000000
        0.055788622385
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2026-08-05
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46625H100
        
          
          
        
        3277.00000000
        NS
        USD
        446720.64000000
        0.124906923962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HCH6
        
          
          
        
        45000.00000000
        PA
        USD
        41592.15000000
        0.011629522015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-02
          Fixed
          1.87800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46645UAV9
        
          
        
        1137838.88000000
        PA
        USD
        24632.50000000
        0.006887458355
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-15
          Variable
          0.59115200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        
        858119100
        
          
          
        
        1176.00000000
        NS
        USD
        98113.68000000
        0.027433426777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        
        62954HAB4
        
          
          
        
        100000.00000000
        PA
        USD
        103359.75000000
        0.028900272962
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2029-06-18
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Airbnb Inc
        549300HMUDNO0RY56D37
        
        009066101
        
          
          
        
        561.00000000
        NS
        USD
        96357.36000000
        0.026942344635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        28.00000000
        NC
        USD
        -7943.46000000
        -0.00222105957
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NA
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2022-06-13
            6900843.46000000
            USD
            -7943.46000000
          
        
        
          N
          N
          N
        
      
      
        APPALACHIAN POWER CO
        3SCHO1ABYYIG382BEI70
        
        037735CZ8
        
          
          
        
        23000.00000000
        PA
        USD
        21344.54000000
        0.005968116527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833EG1
        
          
          
        
        110000.00000000
        PA
        USD
        94933.37000000
        0.026544184813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-02-08
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajinomoto Co Inc
        353800UT0TLROREPIC92
        
        000000000
        
          
          
          
        
        2200.00000000
        NS
        
        62442.10000000
        0.017459346934
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KQY8
        
          
        
        100000.00000000
        PA
        USD
        91119.30000000
        0.025477738115
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-01-25
          Floating
          3.49900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        03523TBU1
        
          
          
        
        15000.00000000
        PA
        USD
        17572.74000000
        0.004913488884
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-01-23
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BQ1
        
          
          
        
        22000.00000000
        PA
        USD
        23178.62000000
        0.006480941032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DEL PERU SA
        549300ZMGDLC9JT2OR80
        
        716564AA7
        
          
          
        
        200000.00000000
        PA
        USD
        179475.00000000
        0.050182749957
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2032-06-19
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        
        000000000
        
          
          
          
        
        3519.00000000
        NS
        
        209383.00000000
        0.058545283378
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Teleperformance
        9695004GI61FHFFNRG61
        
        000000000
        
          
          
          
        
        52.00000000
        NS
        
        19806.81000000
        0.005538154025
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Flowers Foods Inc
        7YNCQQNDK8FBM9BBTK25
        
        343498101
        
          
          
        
        3439.00000000
        NS
        USD
        88416.69000000
        0.024722065169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        
        000000000
        
          
          
        
        4136.00000000
        NS
        USD
        458889.20000000
        0.128309357748
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        5493000RGRVHYZAIY180
        
        78448WAD7
        
          
        
        100000.00000000
        PA
        USD
        98327.87000000
        0.027493316139
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-06-17
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        
        92826CAF9
        
          
          
        
        50000.00000000
        PA
        USD
        56274.36000000
        0.015734793909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-12-14
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penumbra Inc
        549300RGE06P3ECANU72
        
        70975L107
        
          
          
        
        48.00000000
        NS
        USD
        10662.24000000
        0.002981253789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sompo Holdings Inc
        353800CWW4SRGEYEB512
        
        000000000
        
          
          
          
        
        3600.00000000
        NS
        
        158185.63000000
        0.044230059435
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308HL4
        
          
          
        
        28000.00000000
        PA
        USD
        23916.86000000
        0.006687359270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashland Global Holdings Inc
        529900E4L9R04SB8HB11
        
        044186104
        
          
          
        
        79.00000000
        NS
        USD
        7774.39000000
        0.002173786150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCC8
        
          
          
        
        48000.00000000
        PA
        USD
        44041.85000000
        0.012314479154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        
        761713BA3
        
          
          
        
        30000.00000000
        PA
        USD
        31727.99000000
        0.008871418241
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-08-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        549300Y3KZXU3NUCX480
        
        57109HAC6
        
          
        
        250000.00000000
        PA
        USD
        249610.48000000
        0.069793231952
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-07-16
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Webster Financial Corp
        KMRURHT0VWKYS6Z5KU67
        
        947890109
        
          
          
        
        1920.00000000
        NS
        USD
        107750.40000000
        0.030127936375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NORFOLK SOUTHERN CORP
        54930036C8MWP850MI84
        
        655844CJ5
        
          
          
        
        13000.00000000
        PA
        USD
        12167.29000000
        0.003402078683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2121-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kering SA
        549300VGEJKB7SVUZR78
        
        000000000
        
          
          
          
        
        91.00000000
        NS
        
        57451.10000000
        0.016063820510
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ACSH5
        
          
        
        89987.35000000
        PA
        USD
        89898.08000000
        0.025136274524
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EJQ76
        
          
        
        91433.37000000
        PA
        USD
        95726.14000000
        0.026765850107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affiliated Managers Group Inc
        2JE75BUE3T1BLCYYGK54
        
        008252108
        
          
          
        
        876.00000000
        NS
        USD
        123472.20000000
        0.034523886554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tenaris SA
        549300Y7C05BKC4HZB40
        
        000000000
        
          
          
          
        
        2222.00000000
        NS
        
        33377.01000000
        0.009332498382
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares Core S&P Mid-Cap ETF
        549300ODQWH5PC0IUZ78
        
        464287507
        
          
          
        
        1022.00000000
        NS
        USD
        274243.48000000
        0.076680830112
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417WKM2
        
          
        
        25523.96000000
        PA
        USD
        27639.76000000
        0.007728314054
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hitachi Metals Ltd
        N/A
        
        000000000
        
          
          
          
        
        1600.00000000
        NS
        
        26768.43000000
        0.007484682710
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        
        62954HAM0
        
          
          
        
        20000.00000000
        PA
        USD
        16962.01000000
        0.004742723535
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2051-11-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        
        77586RAL4
        
          
          
        
        150000.00000000
        PA
        USD
        141985.50000000
        0.039700364084
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2032-03-27
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272BG2
        
          
          
        
        10000.00000000
        PA
        USD
        8962.33000000
        0.002505944367
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-09-23
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        
        02149HAR1
        
          
        
        106052.94000000
        PA
        USD
        49528.83000000
        0.013848685842
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Floating
          1.05657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kyowa Kirin Co Ltd
        529900TBXKVTQGYA3582
        
        000000000
        
          
          
          
        
        1600.00000000
        NS
        
        37222.29000000
        0.010407671664
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sea Ltd
        529900OM6JLLW44YKI15
        
        81141R100
        
          
          
        
        586.00000000
        NS
        USD
        70196.94000000
        0.019627666738
        Long
        EC
        CORP
        SG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        
        928563AK1
        
          
          
        
        20000.00000000
        PA
        USD
        17779.19000000
        0.004971214075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        
        595017AZ7
        
          
          
        
        37000.00000000
        PA
        USD
        36895.74000000
        0.010316365482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        
        72650RBH4
        
          
          
        
        73000.00000000
        PA
        USD
        70233.17000000
        0.019637796956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG SECURITIES AMERICAS INC.
        K5HU16E3LMSVCCJJJ255
        
        000000000
        
          
        
        2070912.00000000
        PA
        USD
        2070912.00000000
        0.579044764343
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.30000000
          2022-04-01
          
            
              5562431.11303680
              USD
              2112330.24331345
              USD
              AMBS
            
          
        
        
          
          N
          N
        
      
      
        News Corp
        549300ITS31QK8VRBQ14
        
        65249B109
        
          
          
        
        9932.00000000
        NS
        USD
        219993.80000000
        0.061512154103
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711X3H5
        
          
          
        
        162481.86000000
        PA
        USD
        162478.35000000
        0.045430340780
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-03-25
          Floating
          2.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercari Inc
        3538009SK4V5AXSTUJ26
        
        000000000
        
          
          
          
        
        600.00000000
        NS
        
        15488.42000000
        0.004330695128
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        
        461202103
        
          
          
        
        393.00000000
        NS
        USD
        188970.12000000
        0.052837666981
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NSTAR ELECTRIC CO
        54930080R72Y2Z31UR68
        
        67021CAR8
        
          
          
        
        18000.00000000
        PA
        USD
        15919.26000000
        0.004451161688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        
        30040WAP3
        
          
          
        
        35000.00000000
        PA
        USD
        34276.04000000
        0.009583874884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CT0
        
          
          
        
        35000.00000000
        PA
        USD
        36141.83000000
        0.010105565777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        
        30040W108
        
          
          
        
        2665.00000000
        NS
        USD
        235026.35000000
        0.065715384067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBM4
        
          
          
        
        50000.00000000
        PA
        USD
        44740.97000000
        0.012509959105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2077-08-16
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3540.41000000
        -0.00098992901
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-05-06
            0.00000000
            USD
            0.00000000
            USD
            244800.00000000
            USD
            -3540.41000000
          
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        
        88732JAY4
        
          
          
        
        25000.00000000
        PA
        USD
        26931.70000000
        0.007530334403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        
        233331107
        
          
          
        
        745.00000000
        NS
        USD
        98496.45000000
        0.027540452553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        
        000000000
        
          
          
          
        
        1379.00000000
        NS
        
        83697.01000000
        0.023402402145
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        
        08576PAF8
        
          
          
        
        40000.00000000
        PA
        USD
        36500.01000000
        0.010205715978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Europacific Partners
        549300LTH67W4GWMRF57
        
        000000000
        
          
          
        
        1017.00000000
        NS
        USD
        49436.37000000
        0.013822833233
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ANSU8
        
          
        
        9018.24000000
        PA
        USD
        9372.68000000
        0.002620681748
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED CAISSES DESJARDINS
        549300B2Q47IR0CR5B54
        
        31429KAD5
        
          
          
        
        200000.00000000
        PA
        USD
        193111.71000000
        0.053995691081
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-02-10
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        26442CAS3
        
          
          
        
        200000.00000000
        PA
        USD
        199712.88000000
        0.055841434853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78449VAB2
        
          
        
        80016.65000000
        PA
        USD
        76653.61000000
        0.021433007070
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-09-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOC Hong Kong Holdings Ltd
        N/A
        
        000000000
        
          
          
          
        
        22500.00000000
        NS
        
        84662.68000000
        0.023672411763
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        549300KDXV3I7WKXA522
        
        20268KAA8
        
          
        
        31096.40000000
        PA
        USD
        30888.49000000
        0.008636686837
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-09-25
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FV94
        
          
        
        41984.55000000
        PA
        USD
        44729.75000000
        0.012506821896
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        
        038222105
        
          
          
        
        4480.00000000
        NS
        USD
        590464.00000000
        0.165098800786
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132QNKW8
        
          
        
        18831.53000000
        PA
        USD
        18797.92000000
        0.005256059724
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        
        816851109
        
          
          
        
        3740.00000000
        NS
        USD
        628768.80000000
        0.175809151534
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ORIX Corp
        35380016EMHNBOVYE123
        
        000000000
        
          
          
          
        
        1900.00000000
        NS
        
        37871.87000000
        0.010589299805
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eagle Materials Inc
        529900KRXRGXL61SG039
        
        26969P108
        
          
          
        
        449.00000000
        NS
        USD
        57633.64000000
        0.016114860260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        89114TZT2
        
          
          
        
        20000.00000000
        PA
        USD
        19663.67000000
        0.005498130853
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-03-10
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        
        000000000
        
          
          
          
        
        3949.00000000
        NS
        
        171640.21000000
        0.047992075448
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        
        00206R102
        
          
          
        
        13554.00000000
        NS
        USD
        320281.02000000
        0.089553321314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -12.80000000
        -0.00000357898
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            -40551.30000000
            PHP
            769.30000000
            USD
            2022-04-29
            -12.80000000
          
        
        
          N
          N
          N
        
      
      
        Builders FirstSource Inc
        549300W0SKP6L3H7DP63
        
        12008R107
        
          
          
        
        1192.00000000
        NS
        USD
        76931.68000000
        0.021510757828
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mirvac Group
        N/A
        
        000000000
        
          
          
          
        
        7714.00000000
        NS
        
        14303.77000000
        0.003999456823
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        BLACKSTONE HOLDINGS FINA
        549300D2L6J4NC1QVZ22
        
        09261BAD2
        
          
          
        
        55000.00000000
        PA
        USD
        48001.61000000
        0.013421662026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2016-1 AA PTT
        N/A
        
        90931LAA6
        
          
          
        
        6100.37000000
        PA
        USD
        5923.43000000
        0.001656241853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-07
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norsk Hydro ASA
        549300N1SDN71ZZ8BO45
        
        000000000
        
          
          
          
        
        2476.00000000
        NS
        
        24056.52000000
        0.006726409405
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46653JBM2
        
          
        
        167534.21000000
        PA
        USD
        164512.51000000
        0.045999109370
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        
        000000000
        
          
          
          
        
        298.00000000
        NS
        
        14640.41000000
        0.004093584255
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397JR97
        
          
        
        40685.11350000
        PA
        USD
        43242.86000000
        0.012091074694
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        
        04685A2K6
        
          
          
        
        25000.00000000
        PA
        USD
        24241.14000000
        0.006778030741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-12
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qualys Inc
        549300EMBXYOW9W1XA17
        
        74758T303
        
          
          
        
        1208.00000000
        NS
        USD
        172031.28000000
        0.048101421976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        
        25746UDM8
        
          
          
        
        70000.00000000
        PA
        USD
        68044.20000000
        0.019025742162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKD3
        
          
          
        
        51000.00000000
        PA
        USD
        44158.85000000
        0.012347193358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES 2012-1 A
        N/A
        
        210795PZ7
        
          
          
        
        13959.40000000
        PA
        USD
        14016.87000000
        0.003919237121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-11
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875P101
        
          
          
        
        3624.00000000
        NS
        USD
        432089.52000000
        0.120815937270
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        
        03066GAG4
        
          
        
        100000.00000000
        PA
        USD
        100924.65000000
        0.028219398108
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-18
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        21684AAC0
        
          
          
        
        260000.00000000
        PA
        USD
        264451.85000000
        0.073943006348
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-08-04
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PVH Corp
        123WALMHY1GZXG2YDL90
        
        693656100
        
          
          
        
        946.00000000
        NS
        USD
        72473.06000000
        0.020264089420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YAR0
        
          
          
        
        71000.00000000
        PA
        USD
        76371.61000000
        0.021354157450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-05-14
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Olympus Corp
        5299000Y52IFDI1I2A21
        
        000000000
        
          
          
          
        
        4500.00000000
        NS
        
        85286.66000000
        0.023846881925
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SUMCO Corp
        353800SUSRUOM0V6KU92
        
        000000000
        
          
          
          
        
        1200.00000000
        NS
        
        19637.93000000
        0.005490933728
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IPALCO ENTERPRISES INC
        5493000YFVK2DZX0JV43
        
        462613AP5
        
          
          
        
        12000.00000000
        PA
        USD
        12038.92000000
        0.003366185330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bio-Techne Corp
        54930073RLKQ51TILZ35
        
        09073M104
        
          
          
        
        33.00000000
        NS
        USD
        14290.32000000
        0.003995696087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITRIX SYSTEMS INC
        HCTKJGUQOPZ5NBK7NP58
        
        177376AG5
        
          
          
        
        27000.00000000
        PA
        USD
        26283.65000000
        0.007349134062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL ELECTRIC UTILITIES
        549300GCZLSGYEYPIR35
        
        69351UAS2
        
          
          
        
        75000.00000000
        PA
        USD
        77119.74000000
        0.021563341018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORNING INC
        549300X2937PB0CJ7I56
        
        219350BQ7
        
          
          
        
        15000.00000000
        PA
        USD
        16660.17000000
        0.004658326482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2079-11-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEA5
        
          
          
        
        364000.00000000
        PA
        USD
        358724.84000000
        0.100302543247
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36193BMR4
        
          
        
        46728.85000000
        PA
        USD
        48449.87000000
        0.013546999368
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paylocity Holding Corp
        549300VH75FTB4DIEE07
        
        70438V106
        
          
          
        
        1233.00000000
        NS
        USD
        253714.41000000
        0.070940725993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        
        034863AS9
        
          
          
        
        10000.00000000
        PA
        USD
        9995.30000000
        0.002794771643
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-09-11
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468U6
        
          
          
        
        24000.00000000
        PA
        USD
        20669.04000000
        0.005779240931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-13
          Fixed
          1.79400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axis Capital Holdings Ltd
        N/A
        
        000000000
        
          
          
        
        1123.00000000
        NS
        USD
        67907.81000000
        0.018987606348
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sunnova Sol Issuer,LLC
        N/A
        
        86745NAA6
        
          
        
        94328.92000000
        PA
        USD
        90886.18000000
        0.025412555762
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-02-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTL AIRLINES 2012-2 A
        N/A
        
        210795QB9
        
          
          
        
        2404.78000000
        PA
        USD
        2401.02000000
        0.000671345793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-29
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -633.18000000
        -0.00017704256
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-04-18
            0.00000000
            USD
            0.00000000
            USD
            105000.00000000
            USD
            -633.18000000
          
        
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        
        000000000
        
          
          
          
        
        4800.00000000
        NS
        
        63105.95000000
        0.017644965090
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        VENTAS REALTY LP
        32SXKSJ72K64GM3HOU64
        
        92277GAB3
        
          
          
        
        7000.00000000
        PA
        USD
        8306.89000000
        0.002322677720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-09-30
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES 2020-A
        N/A
        
        247361ZW1
        
          
          
        
        11238.01000000
        PA
        USD
        10443.04000000
        0.002919963588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-10
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GXO Logistics Inc
        5493007CNWMXN78JRN66
        
        36262G101
        
          
          
        
        285.00000000
        NS
        USD
        20331.90000000
        0.005684973694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kilroy Realty Corp
        549300CXXI18B214UN80
        
        49427F108
        
          
          
        
        5085.00000000
        NS
        USD
        388595.70000000
        0.108654692006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        
        808513105
        
          
          
        
        3067.00000000
        NS
        USD
        258578.77000000
        0.072300842787
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        
        89236TJZ9
        
          
          
        
        43000.00000000
        PA
        USD
        42957.71000000
        0.012011344308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-22
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        
        654106103
        
          
          
        
        6171.00000000
        NS
        USD
        830369.76000000
        0.232178509756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0RL5
        
          
        
        130153.42000000
        PA
        USD
        131133.89000000
        0.036666160818
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-04-25
          Floating
          2.80657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuVasive Inc
        549300C5ZB4NZ6TWM881
        
        670704105
        
          
          
        
        548.00000000
        NS
        USD
        31071.60000000
        0.008687885965
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercedes-Benz Group AG
        529900R27DL06UVNT076
        
        000000000
        
          
          
          
        
        244.00000000
        NS
        
        17126.35000000
        0.004788674410
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -104.01000000
        -0.00002908208
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-05-06
            0.00000000
            USD
            0.00000000
            USD
            219000.00000000
            USD
            -104.01000000
          
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 17-2 A PTT
        N/A
        
        02377CAA2
        
          
          
        
        99700.24000000
        PA
        USD
        92195.16000000
        0.025778557802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEB SA
        969500WP61NBK098AC47
        
        000000000
        
          
          
          
        
        423.00000000
        NS
        
        58992.23000000
        0.016494733681
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WEWE5
        
          
        
        26286.92000000
        PA
        USD
        26040.77000000
        0.007281222730
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B5M74
        
          
        
        1098226.65000000
        PA
        USD
        1081738.67000000
        0.302463413825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cognex Corp
        549300JQTYZCLC43S226
        
        192422103
        
          
          
        
        726.00000000
        NS
        USD
        56010.90000000
        0.015661128232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BBVA
        K8MS7FD7N5Z2WQ51AZ71
        
        000000000
        
          
          
          
        
        16958.00000000
        NS
        
        96829.51000000
        0.027074361826
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Digital Realty Trust Inc
        549300HKCZ31D08NEI41
        
        253868103
        
          
          
        
        1803.00000000
        NS
        USD
        255665.40000000
        0.071486239537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BM3
        
          
          
        
        35000.00000000
        PA
        USD
        36282.55000000
        0.010144912296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Turbine Inc
        549300D0WZR1VI2QGB24
        
        25400W102
        
          
          
        
        275.00000000
        NS
        USD
        12047.75000000
        0.003368654273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
        
        6102000.00000000
        NC
        USD
        9653.00000000
        0.002699061626
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  AUD
                  2022-06-15
                
              
            
            1.00000000
            USD
            0.67400000
            USD
            2022-06-15
            XXXX
            -29401.66000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WEJ42
        
          
        
        171993.10000000
        PA
        USD
        171039.75000000
        0.047824181680
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        
        02147QAM4
        
          
        
        81230.28000000
        PA
        USD
        40173.95000000
        0.011232981126
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Floating
          0.85657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61769JBA8
        
          
        
        62000.00000000
        PA
        USD
        61507.01000000
        0.017197887747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          3.41700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BS3
        
          
          
        
        12000.00000000
        PA
        USD
        11090.75000000
        0.003101068862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panasonic Holdings Corp
        254900GE1G59KGWPHX32
        
        000000000
        
          
          
          
        
        2500.00000000
        NS
        
        24280.20000000
        0.006788952252
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAV2
        
          
          
        
        17000.00000000
        PA
        USD
        18265.83000000
        0.005107282795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38148LAF3
        
          
          
        
        46000.00000000
        PA
        USD
        51597.71000000
        0.014427162442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-22
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Husqvarna AB
        549300GYQIIJ3UXB7655
        
        000000000
        
          
          
          
        
        9294.00000000
        NS
        
        96952.50000000
        0.027108750886
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Baker Hughes Co
        N/A
        
        05722G100
        
          
          
        
        11284.00000000
        NS
        USD
        410850.44000000
        0.114877308263
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avnet Inc
        XJI53DCPL7QABOWK4Z75
        
        053807103
        
          
          
        
        10429.00000000
        NS
        USD
        423313.11000000
        0.118361977729
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lattice Semiconductor Corp
        549300LRBBPZDQ2II567
        
        518415104
        
          
          
        
        4359.00000000
        NS
        USD
        265681.05000000
        0.074286701215
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NU SKIN ENTERPRISES INC
        54930050DETB6CP71D38
        
        67018T105
        
          
          
        
        1069.00000000
        NS
        USD
        51183.72000000
        0.014311407286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Display Corp
        N/A
        
        91347P105
        
          
          
        
        477.00000000
        NS
        USD
        79635.15000000
        0.022266671237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        26442CAU8
        
          
          
        
        2000.00000000
        PA
        USD
        2061.01000000
        0.000576276080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Poste Italiane SpA
        815600354DEDBD0BA991
        
        000000000
        
          
          
          
        
        10117.00000000
        NS
        
        114733.53000000
        0.032080479441
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Hubbell Inc
        54930088VDQ6840Y6597
        
        443510607
        
          
          
        
        233.00000000
        NS
        USD
        42818.41000000
        0.011972394832
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        
        928563AJ4
        
          
          
        
        180000.00000000
        PA
        USD
        165515.10000000
        0.046279442137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        
        30161NAY7
        
          
          
        
        10000.00000000
        PA
        USD
        11034.32000000
        0.003085290550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2H5
        
          
          
        
        101000.00000000
        PA
        USD
        98936.09000000
        0.027663379670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-30
          Fixed
          2.40600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        
        078774AC0
        
          
        
        500000.00000000
        PA
        USD
        482046.60000000
        0.134784365487
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2032-01-26
          Floating
          3.79900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030N101
        
          
          
        
        21423.00000000
        NS
        USD
        1003024.86000000
        0.280454357157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017DB2
        
          
          
        
        2000.00000000
        PA
        USD
        2026.93000000
        0.000566747019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-16
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ST Engineering
        254900OEXGGWCR24DG90
        
        000000000
        
          
          
          
        
        61900.00000000
        NS
        
        187498.20000000
        0.052426105519
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Estee Lauder Cos Inc/The
        549300VFZ8XJ9NUPU221
        
        518439104
        
          
          
        
        2001.00000000
        NS
        USD
        544912.32000000
        0.152362160208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK INVESTMENTS LIMITED
        5493008TE4E4DNW1EX82
        
        000000000
        
          
        
        52307.00000000
        PA
        USD
        52307.00000000
        0.014625486012
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.30000000
          2022-04-01
          
            
              49402.85259160
              USD
              53353.14051470
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BY9
        
          
          
        
        35000.00000000
        PA
        USD
        28248.63000000
        0.007898559331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        
        000000000
        
          
          
          
        
        4755.00000000
        NS
        
        271724.35000000
        0.075976459749
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CQ9
        
          
          
        
        30000.00000000
        PA
        USD
        32323.47000000
        0.009037919558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        
        042855AC0
        
          
        
        600000.00000000
        PA
        USD
        576780.12000000
        0.161272670525
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-12-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aptiv PLC
        N/A
        
        000000000
        
          
          
        
        1354.00000000
        NS
        USD
        162087.34000000
        0.045321011029
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEF5
        
          
          
        
        47000.00000000
        PA
        USD
        44296.94000000
        0.012385804507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gam Resecuritization Trust
        N/A
        
        364614AQ0
        
          
        
        300000.00000000
        PA
        USD
        220668.69000000
        0.061700859137
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Columbia Sportswear Co
        549300OTMCIEUXAH5Z60
        
        198516106
        
          
          
        
        147.00000000
        NS
        USD
        13307.91000000
        0.003721005822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132QSYY8
        
          
        
        4663.26000000
        PA
        USD
        4856.46000000
        0.001357907886
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOSAIC CO
        2YD5STGSJNMUB7H76907
        
        61945CAD5
        
          
          
        
        42000.00000000
        PA
        USD
        48423.24000000
        0.013539553392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-11-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding, LLC
        N/A
        
        87342RAE4
        
          
        
        96750.00000000
        PA
        USD
        97926.75000000
        0.027381159545
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-11-25
          Fixed
          4.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        
        74736K101
        
          
          
        
        2053.00000000
        NS
        USD
        254777.30000000
        0.071237919157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MasTec Inc
        549300TMDIT8WREDOF45
        
        576323109
        
          
          
        
        737.00000000
        NS
        USD
        64192.70000000
        0.017948829715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F030645
        
          
        
        1738000.00000000
        PA
        USD
        1700252.81000000
        0.475405274435
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46651HAJ6
        
          
        
        97666.35000000
        PA
        USD
        97708.50000000
        0.027320134972
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Chemical Corp
        3538002E4L1CUGJFFU25
        
        000000000
        
          
          
          
        
        2100.00000000
        NS
        
        123181.31000000
        0.034442551214
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        
        78409VBB9
        
          
          
        
        54000.00000000
        PA
        USD
        52386.53000000
        0.014647723282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        
        94986KAA4
        
          
          
        
        16225.48000000
        PA
        USD
        16001.08000000
        0.004474039262
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-28
          Variable
          2.86775900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTUNE BRANDS HOME & SE
        54930032LHW54PQUJD44
        
        34964CAF3
        
          
          
        
        27000.00000000
        PA
        USD
        27073.94000000
        0.007570105927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        
        50188YAE4
        
          
        
        250000.00000000
        PA
        USD
        248336.50000000
        0.069437016213
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-03-20
          Floating
          1.23400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076CP5
        
          
          
        
        25000.00000000
        PA
        USD
        25043.82000000
        0.007002466956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        
        000000000
        
          
          
          
        
        3644.00000000
        NS
        
        77941.02000000
        0.021792977953
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        UNUM GROUP
        549300E32YFDO6TZ8R31
        
        91529Y106
        
          
          
        
        4909.00000000
        NS
        USD
        154682.59000000
        0.043250579394
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DUKE ENERGY INDIANA LLC
        6URPHM2EAWGJ2C6ISB97
        
        26443TAB2
        
          
          
        
        30000.00000000
        PA
        USD
        26771.56000000
        0.007485557885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-05-20
      Voya BALANCED PORTFOLIO INC
      Tin Bui
      Tin Bui
      Vice President
    
  
  XXXX

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited)

 

Shares			Value		Percentage of Net Assets
COMMON STOCK: 41.3%
		Communication Services: 3.0%
1,578	(1)	Alphabet, Inc. - Class A	$	4,388,970	1.2
13,554		AT&T, Inc.	320,281		0.1
2,892	(2)	Auto Trader Group PLC	23,874		0.0
1,046	(1)	Charter Communications, Inc.	570,614		0.2
21,423		Comcast Corp. – Class A	1,003,025		0.3
7,880		Deutsche Telekom AG	146,759		0.1
1,306		Electronic Arts, Inc.	165,222		0.0
2,851		Interpublic Group of Cos., Inc.	101,068		0.0
8,586	(1)	Iridium Communications, Inc.	346,188		0.1
500		Konami Holdings Corp.	31,538		0.0
1,800	(1)	Live Nation Entertainment, Inc.	211,752		0.1
5,247	(1)	Meta Platforms, Inc.	1,166,723		0.3
1,041	(1)	NetFlix, Inc.	389,948		0.1
2,454		New York Times Co.	112,491		0.0
9,932		News Corp - Class A	219,994		0.1
200		Nintendo Co., Ltd.	100,952		0.0
7,100	(3)	Nippon Telegraph & Telephone Corp.	206,283		0.1
5,164		Orange SA	61,149		0.0
1,369		Paramount Global - Class B	51,762		0.0
2,609	(1)	Pinterest, Inc.	64,208		0.0
1,379		Publicis Groupe	83,697		0.0
1,582	(2)	Scout24 SE	90,194		0.0
586	(1)	Sea Ltd. ADR	70,197		0.0
25,209		Spark New Zealand Ltd.	79,777		0.0
1,139	(1)	Spotify Technology SA	172,012		0.1
3,896		Tele2 AB	58,891		0.0
88,297		Telecom Italia S.p.A. - TIT	32,416		0.0
8,602		Telstra Corp., Ltd.	25,414		0.0
3,374		Vivendi SE	44,080		0.0
166,563		Vodafone Group PLC	273,127		0.1
445	(1)	Walt Disney Co.	61,036		0.0
9,473		WPP PLC	123,983		0.1
1,094	(1)	Yelp, Inc.	37,316		0.0
			10,834,941		3.0
		Consumer Discretionary: 4.7%
1,072		Adidas AG	249,805		0.1
561	(1)	Airbnb, Inc.	96,357		0.0
1,051	(1)	Amazon.com, Inc.	3,426,207		1.0
1,646	(3)	American Eagle Outfitters, Inc.	27,653		0.0
1,354	(1)	Aptiv PLC	162,087		0.1
4,301		Aristocrat Leisure Ltd.	116,738		0.0
2,821	(1)	Autonation, Inc.	280,915		0.1
249	(1)	Autozone, Inc.	509,100		0.2
4,966		Barratt Developments PLC	33,807		0.0
70	(1)	Booking Holdings, Inc.	164,391		0.1
3,864		BorgWarner, Inc.	150,310		0.1
4,981		Boyd Gaming Corp.	327,650		0.1
753		Brunswick Corp.	60,910		0.0
855		Burberry Group PLC	18,664		0.0
1,142	(1)	Carmax, Inc.	110,180		0.0
241		Carter's, Inc.	22,170		0.0
7,200		Chow Tai Fook Jewellery Group Ltd.	13,004		0.0
956		Cie Financiere Richemont SA	121,178		0.1
1,235		Cie Generale des Etablissements Michelin SCA	167,363		0.1
147		Columbia Sportswear Co.	13,308		0.0
1,567	(1)	CROCS, Inc.	119,719		0.0
9,160		Dana, Inc.	160,941		0.1
188	(1)	Deckers Outdoor Corp.	51,469		0.0
2,379	(3)	Dick's Sporting Goods, Inc.	237,948		0.1
195		Domino's Pizza, Inc.	79,367		0.0
1,835	(3)	Electrolux AB	27,768		0.0
132	(2)	Evolution AB	13,429		0.0
58	(1)	Five Below, Inc.	9,185		0.0
300	(1),(3)	Fiverr International Ltd.	22,821		0.0
22,790		Ford Motor Co.	385,379		0.1
260	(1)	Fox Factory Holding Corp.	25,467		0.0
170	(1),(3)	GameStop Corp.	28,319		0.0
4,812	(1)	General Motors Co.	210,477		0.1
6,048		Gentex Corp.	176,420		0.1
24,000		Genting Singapore Ltd.	14,345		0.0
3,905		Genuine Parts Co.	492,108		0.1
3,168	(1)	Goodyear Tire & Rubber Co.	45,271		0.0
4,809		H & M Hennes & Mauritz AB	64,574		0.0
1,032		Harley-Davidson, Inc.	40,661		0.0
1,615		Home Depot, Inc.	483,418		0.1
1,600	(3)	Iida Group Holdings Co. Ltd.	27,585		0.0
1,100		Isuzu Motors Ltd.	14,210		0.0
29,566		JD Sports Fashion PLC	56,971		0.0
397	(1),(2)	Just Eat Takeaway.com NV	13,315		0.0
91		Kering SA	57,451		0.0
654		Kohl's Corp.	39,541		0.0
400		Koito Manufacturing Co., Ltd.	16,188		0.0
2,855	(2)	La Francaise des Jeux SAEM	113,266		0.0
414		Lear Corp.	59,032		0.0
753		Lennar Corp. - Class A	61,121		0.0
302		Lithia Motors, Inc.	90,636		0.0
8,355		LKQ Corp.	379,401		0.1
407		Lowe's Cos, Inc.	82,291		0.0
464		LVMH Moet Hennessy Louis Vuitton SE	331,205		0.1
1,903		Macy's, Inc.	46,357		0.0
356		Marriott Vacations Worldwide Corp.	56,141		0.0
2,581	(1)	Mattel, Inc.	57,324		0.0
2,100		Mazda Motor Corp.	15,436		0.0
216		McDonald's Corp.	53,412		0.0
600	(1)	Mercari, Inc.	15,488		0.0
244		Mercedes-Benz Group AG	17,126		0.0
1,626		MGM Resorts International	68,194		0.0
6,171		Nike, Inc. - Class B	830,370		0.2
45	(1)	NVR, Inc.	201,027		0.1
200	(1),(3)	Ollie's Bargain Outlet Holdings, Inc.	8,592		0.0
400		Open House Group Co. Ltd.	17,701		0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

2,500		Panasonic Corp.	24,280	0.0
2,010		Pandora A/S	191,481	0.1
76		Penske Auto Group, Inc.	7,123	0.0
4,207		Persimmon PLC	117,970	0.0
175		Puma SE	14,882	0.0
946		PVH Corp.	72,473	0.0
1,745	(1)	Renault S.A.	45,615	0.0
46	(1),(3)	RH	15,000	0.0
1,998	(1)	Scientific Games Corp.	117,382	0.0
423		SEB SA	58,992	0.0
6,500		Sekisui House Ltd.	125,731	0.1
1,133		Service Corp. International	74,574	0.0
1,200		Sony Group Corp.	123,451	0.1
2,945		Starbucks Corp.	267,907	0.1
1,400		Subaru Corp.	22,236	0.0
500		Suzuki Motor Corp.	17,135	0.0
5,925		TABCORP Holdings Ltd.	23,606	0.0
235		Target Corp.	49,872	0.0
7,411	(1)	Taylor Morrison Home Corp.	201,727	0.1
46,519		Taylor Wimpey PLC	79,218	0.0
605		Tempur Sealy International, Inc.	16,892	0.0
2,252	(1)	Tesla, Inc.	2,426,755	0.7
526		Texas Roadhouse, Inc.	44,042	0.0
165	(3)	Thor Industries, Inc.	12,985	0.0
1,077		Toll Brothers, Inc.	50,641	0.0
169	(1)	TopBuild Corp.	30,655	0.0
6,500	(3)	Toyota Motor Corp.	117,247	0.0
617		Travel + Leisure Co.	35,749	0.0
13,658	(1)	Tri Pointe Homes, Inc.	274,253	0.1
4,260	(1)	Under Armour, Inc. - Class A	72,505	0.0
2,009		Wendy's Company	44,138	0.0
40		Whirlpool Corp.	6,911	0.0
456		Williams-Sonoma, Inc.	66,120	0.0
1,942		Wyndham Hotels & Resorts, Inc.	164,468	0.1
1,820	(1)	YETI Holdings, Inc.	109,164	0.0
2,169		Yum! Brands, Inc.	257,092	0.1
1,035	(1),(2)	Zalando SE	52,407	0.0
			16,922,943	4.7
		Consumer Staples: 2.6%
2,200		Ajinomoto Co., Inc.	62,442	0.0
2,483		Altria Group, Inc.	129,737	0.1
4,934		Archer-Daniels-Midland Co.	445,343	0.1
1,336		Beiersdorf AG	140,353	0.0
4,567	(1)	BellRing Brands, Inc.	105,406	0.0
576	(1)	BJ's Wholesale Club Holdings, Inc.	38,943	0.0
8,292		British American Tobacco PLC	348,240	0.1
10,698		Coca-Cola Co.	663,276	0.2
1,017		Coca-Cola European Partners PLC - USD	49,436	0.0
5,864		Coca-Cola HBC AG	122,299	0.0
1,852		Costco Wholesale Corp.	1,066,474	0.3
1,043	(1)	Darling Ingredients, Inc.	83,836	0.0
1,648		Davide Campari-Milano NV	19,115	0.0
308		Diageo PLC	15,623	0.0
333		Energizer Holdings, Inc.	10,243	0.0
2,001		Estee Lauder Cos., Inc.	544,912	0.2
3,439		Flowers Foods, Inc.	88,417	0.0
1,010		Heineken Holding NV	79,087	0.0
336	(1)	HelloFresh SE	15,081	0.0
3,943	(1)	Herbalife Nutrition Ltd.	119,710	0.0
24,499		J Sainsbury Plc	81,086	0.0
11,200		Japan Tobacco, Inc.	191,269	0.1
1,824		Keurig Dr Pepper, Inc.	69,130	0.0
3,800		Lawson, Inc.	145,464	0.1
874		L'Oreal S.A.	349,117	0.1
3,319	(1)	Monster Beverage Corp.	265,188	0.1
3,522		Nestle SA	457,926	0.1
1,069		Nu Skin Enterprises, Inc.	51,184	0.0
6,721		Orkla ASA	59,713	0.0
8,090		PepsiCo, Inc.	1,354,104	0.4
1,408	(1)	Performance Food Group Co.	71,681	0.0
649		Pernod Ricard SA	142,593	0.1
9,365		Philip Morris International, Inc.	879,748	0.3
6,800		Pola Orbis Holdings, Inc.	88,543	0.0
533	(1)	Post Holdings, Inc.	36,916	0.0
2,682		Procter & Gamble Co.	409,810	0.1
56		Sanderson Farms, Inc.	10,500	0.0
22,252		Swedish Match AB	167,336	0.1
1,100		Toyo Suisan Kaisha Ltd.	39,360	0.0
11,865		Treasury Wine Estates Ltd.	102,490	0.0
3,418		Tyson Foods, Inc.	306,355	0.1
631		Unilever PLC	28,519	0.0
			9,456,005	2.6
		Energy: 1.7%
8,210		Ampol Ltd.	186,514	0.1
362		APA Corp.	14,961	0.0
11,284		Baker Hughes Co.	410,850	0.1
33,141		BP PLC	162,469	0.1
2,121	(1)	ChampionX Corp.	51,922	0.0
1,258		Cheniere Energy, Inc.	174,422	0.1
1,735		Chevron Corp.	282,510	0.1
2,496	(1)	CNX Resources Corp.	51,717	0.0
8,283		ConocoPhillips	828,300	0.2
1,035		Devon Energy Corp.	61,200	0.0
4,447		ENI S.p.A.	64,852	0.0
3,624		EOG Resources, Inc.	432,090	0.1
1,719		EQT Corp.	59,151	0.0
1,982		Equinor ASA	74,001	0.0
1,347		Equitrans Midstream Corp.	11,369	0.0
6,899		Exxon Mobil Corp.	569,788	0.2
2,711		Galp Energia SGPS SA	34,275	0.0
324		HF Sinclair Corp.	12,911	0.0
354	(3)	Lundin Energy AB	14,859	0.0
6,442		Marathon Petroleum Corp.	550,791	0.2
592		NOV, Inc.	11,609	0.0
1,939		Occidental Petroleum Corp.	110,019	0.0
681		OMV AG	32,540	0.0
213		PDC Energy, Inc.	15,481	0.0
2,171	(1)	Range Resources Corp.	65,955	0.0
8,662		Repsol SA	113,466	0.0
14,902		Santos Ltd.	86,399	0.0
2,995		Schlumberger NV	123,723	0.1
8,836		Shell PLC	242,183	0.1
8,038		Targa Resources Corp.	606,628	0.2
2,222		Tenaris S.A.	33,377	0.0
1,416	(3)	TotalEnergies SE	71,649	0.0
4,477		Valero Energy Corp.	454,595	0.1
			6,016,576	1.7

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

		Financials: 5.4%
11,378		3i Group PLC	205,741	0.1
17,764		Abrdn PLC	49,741	0.0
876		Affiliated Managers Group, Inc.	123,472	0.0
6,000		AIA Group Ltd.	62,651	0.0
1,706		Aon PLC	555,525	0.2
1,170		Australia & New Zealand Banking Group Ltd.	23,974	0.0
10,152		AXA S.A.	297,195	0.1
1,123		Axis Capital Holdings Ltd.	67,908	0.0
16,958		Banco Bilbao Vizcaya Argentaria SA	96,829	0.0
5,548		Bank of America Corp.	228,689	0.1
1,706		Bank OZK	72,846	0.0
100,134		Barclays PLC	194,107	0.1
3,119	(1)	Berkshire Hathaway, Inc. – Class B	1,100,726	0.3
936		Blackrock, Inc.	715,263	0.2
4,755		BNP Paribas	271,724	0.1
22,500		BOC Hong Kong Holdings Ltd.	84,663	0.0
1,741		Capital One Financial Corp.	228,576	0.1
3,067		Charles Schwab Corp.	258,579	0.1
12,241		Citigroup, Inc.	653,669	0.2
595		Citizens Financial Group, Inc.	26,971	0.0
2,221		CNO Financial Group, Inc.	55,725	0.0
3,481	(1)	Commerzbank AG	26,452	0.0
366		Commonwealth Bank of Australia	28,823	0.0
10,951		Credit Agricole SA	130,849	0.0
2,300		Dai-ichi Life Holdings, Inc.	46,738	0.0
8,526	(1)	Deutsche Bank AG	107,379	0.0
125		Deutsche Boerse AG	22,501	0.0
2,365		Discover Financial Services	260,599	0.1
1,126		East West Bancorp, Inc.	88,976	0.0
4,011		Essent Group Ltd.	165,293	0.1
460		Evercore, Inc.	51,207	0.0
278		Everest Re Group Ltd.	83,784	0.0
473		EXOR NV	35,957	0.0
907		Factset Research Systems, Inc.	393,774	0.1
1,210		First American Financial Corp.	78,432	0.0
5,964		FNB Corp.	74,252	0.0
2,073	(3)	Gjensidige Forsikring ASA	51,405	0.0
4,958		Hancock Whitney Corp.	258,560	0.1
643		Hanover Insurance Group, Inc.	96,141	0.0
6,307		Hartford Financial Services Group, Inc.	452,906	0.1
8,382		HSBC Holdings PLC	57,254	0.0
512		Industrivarden AB-Class A	14,521	0.0
9,757		ING Groep NV	101,873	0.0
5,029		International Bancshares Corp.	212,274	0.1
1,067		Jefferies Financial Group, Inc.	35,051	0.0
3,277		JPMorgan Chase & Co.	446,721	0.1
16,409		Keycorp	367,233	0.1
441	(3)	Lazard Ltd.	15,214	0.0
7,387		Loews Corp.	478,825	0.1
1,635		Marsh & McLennan Cos., Inc.	278,637	0.1
19,270		Medibank Pvt Ltd.	44,273	0.0
6,170		Metlife, Inc.	433,628	0.1
18,736		MGIC Investment Corp.	253,873	0.1
37,500		Mitsubishi HC Capital, Inc.	174,244	0.1
7,500		Mitsubishi UFJ Financial Group, Inc.	46,359	0.0
6,579		Morgan Stanley	575,005	0.2
63,595		Natwest Group PLC	179,613	0.1
498		Navient Corp.	8,486	0.0
12,301		New Residential Investment Corp.	135,065	0.0
29,407		New York Community Bancorp., Inc.	315,243	0.1
2,106		NN Group NV	106,730	0.0
14,683		Nordea Bank Abp	151,117	0.1
14,804		Old Republic International Corp.	382,979	0.1
1,900		ORIX Corp.	37,872	0.0
9,500		Oversea-Chinese Banking Corp., Ltd.	86,183	0.0
259		PacWest Bancorp	11,171	0.0
274		Popular, Inc.	22,397	0.0
10,117	(2)	Poste Italiane SpA	114,734	0.0
318		Primerica, Inc.	43,509	0.0
896		Prosperity Bancshares, Inc.	62,164	0.0
3,185		QBE Insurance Group Ltd.	27,312	0.0
1,764		Raiffeisen International Bank Holding AG	25,044	0.0
16,542		Regions Financial Corp.	368,225	0.1
652		Reinsurance Group of America, Inc.	71,368	0.0
2,254		S&P Global, Inc.	924,546	0.3
2,571		Schroders PLC	108,263	0.0
5,767		Societe Generale	154,599	0.1
3,600		Sompo Holdings, Inc.	158,186	0.1
21,307		Standard Chartered PLC	141,436	0.0
10,293		Starwood Property Trust, Inc.	248,782	0.1
1,033		Stifel Financial Corp.	70,141	0.0
8,100		Sumitomo Mitsui Financial Group, Inc.	255,866	0.1
6,700		Sumitomo Mitsui Trust Holdings, Inc.	218,049	0.1
2,181		Synovus Financial Corp.	106,869	0.0
1,500		T&D Holdings, Inc.	20,367	0.0
3,611		T. Rowe Price Group, Inc.	545,947	0.2
4,400		Tokio Marine Holdings, Inc.	256,050	0.1
12,566		UBS Group AG	245,556	0.1
766		UMB Financial Corp.	74,425	0.0
12,511		UniCredit SpA	134,966	0.0
4,909		Unum Group	154,683	0.1
12,007		US Bancorp	638,172	0.2
1,920		Webster Financial Corp.	107,750	0.0
17,722		Wells Fargo & Co.	858,808	0.2
717		Zurich Insurance Group AG	354,126	0.1
			19,290,386	5.4
		Health Care: 5.6%
3,089		Abbott Laboratories	365,614	0.1
715		AbbVie, Inc.	115,909	0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

4,243		Agilent Technologies, Inc.	561,476	0.2
565	(1)	Align Technology, Inc.	246,340	0.1
260	(1)	Amedisys, Inc.	44,795	0.0
1,727		Anthem, Inc.	848,337	0.3
4,000		Astellas Pharma, Inc.	62,500	0.0
2,035		AstraZeneca PLC	269,867	0.1
732	(1)	Biogen, Inc.	154,159	0.1
33		Bio-Techne Corp.	14,290	0.0
13,583		Bristol-Myers Squibb Co.	991,966	0.3
263		Bruker Corp.	16,911	0.0
3,370	(1)	Centene Corp.	283,720	0.1
42	(1)	Charles River Laboratories International, Inc.	11,927	0.0
800		Chugai Pharmaceutical Co., Ltd.	26,695	0.0
1,538		Cigna Corp.	368,520	0.1
153		Cochlear Ltd.	25,545	0.0
1,520	(1)	Colfax Corp.	60,481	0.0
972		CSL Ltd.	194,053	0.1
3,338		CVS Health Corp.	337,839	0.1
800		Daiichi Sankyo Co., Ltd.	17,470	0.0
632		Danaher Corp.	185,385	0.1
120	(1)	DexCom, Inc.	61,392	0.0
4,765	(1)	Edwards Lifesciences Corp.	560,936	0.2
300		Eisai Co., Ltd.	13,899	0.0
1,165		Eli Lilly & Co.	333,621	0.1
583	(1)	Envista Holdings Corp.	28,398	0.0
2,933	(1)	Exelixis, Inc.	66,491	0.0
601		Getinge AB	23,943	0.0
1,048		Gilead Sciences, Inc.	62,304	0.0
12,057		GlaxoSmithKline PLC	260,876	0.1
482	(1)	Globus Medical, Inc.	35,562	0.0
1,152	(1)	Halozyme Therapeutics, Inc.	45,942	0.0
247	(1)	HealthEquity, Inc.	16,658	0.0
3,814		Hikma Pharmaceuticals PLC	102,894	0.0
5,220	(1)	Hologic, Inc.	401,000	0.1
1,500		Hoya Corp.	170,937	0.1
987	(1)	Inmode Ltd.	36,430	0.0
1,118		Ipsen SA	139,946	0.0
321	(1)	IQVIA Holdings, Inc.	74,218	0.0
555	(1)	Jazz Pharmaceuticals PLC	86,397	0.0
10,040		Johnson & Johnson	1,779,389	0.5
1,600		Kyowa Kirin Co., Ltd.	37,222	0.0
751	(1)	Laboratory Corp. of America Holdings	198,009	0.1
195	(1)	LHC Group, Inc.	32,877	0.0
348	(1)	LivaNova PLC	28,477	0.0
281	(1)	Masimo Corp.	40,897	0.0
1,519		McKesson Corp.	465,011	0.1
320	(1)	Medpace Holdings, Inc.	52,349	0.0
4,136		Medtronic PLC	458,889	0.1
11,383		Merck & Co., Inc.	933,975	0.3
9	(1)	Mettler Toledo International, Inc.	12,359	0.0
614	(1)	Moderna, Inc.	105,768	0.0
1,040	(1)	Molina Healthcare, Inc.	346,934	0.1
193	(1)	Natera, Inc.	7,851	0.0
553	(1)	Neurocrine Biosciences, Inc.	51,844	0.0
1,572		Novartis AG	138,008	0.0
2,552		Novo Nordisk A/S	283,058	0.1
548	(1)	NuVasive, Inc.	31,072	0.0
4,500		Olympus Corp.	85,287	0.0
6,700		Ono Pharmaceutical Co., Ltd.	167,938	0.1
877	(1)	Option Care Health, Inc.	25,047	0.0
5,400		Otsuka Holdings Co. Ltd.	186,558	0.1
738		Patterson Cos., Inc.	23,889	0.0
48	(1)	Penumbra, Inc.	10,662	0.0
15,381		Pfizer, Inc.	796,274	0.2
833	(1)	Progyny, Inc.	42,816	0.0
67		Quest Diagnostics, Inc.	9,170	0.0
266	(1)	Quidel Corp.	29,914	0.0
712	(1)	Regeneron Pharmaceuticals, Inc.	497,275	0.2
50	(1)	Repligen Corp.	9,405	0.0
1,473		Roche Holding AG-GENUSSCHEIN	582,810	0.2
2,861	(1)	Sage Therapeutics, Inc.	94,699	0.0
2,286		Sanofi	233,721	0.1
9,500		Santen Pharmaceutical Co., Ltd.	94,985	0.0
60		Sartorius Stedim Biotech	24,565	0.0
585	(1)	Seagen, Inc.	84,269	0.0
6,243		Sonic Healthcare Ltd.	164,829	0.0
571		Sonova Holding AG - Reg	238,529	0.1
590	(1)	Staar Surgical Co.	47,147	0.0
59		Straumann Holding AG	94,204	0.0
1,400		Sumitomo Dainippon Pharma Co. Ltd.	13,812	0.0
102	(1)	Syneos Health, Inc.	8,257	0.0
600		Takeda Pharmaceutical Co., Ltd.	17,095	0.0
2,071	(1)	Tandem Diabetes Care, Inc.	240,837	0.1
365	(1)	Tenet Healthcare Corp.	31,375	0.0
1,577		Thermo Fisher Scientific, Inc.	931,455	0.3
936		UCB S.A.	111,943	0.0
285	(1)	United Therapeutics Corp.	51,132	0.0
3,023		UnitedHealth Group, Inc.	1,541,639	0.4
121	(1)	Veeva Systems, Inc.	25,708	0.0
1,056	(1)	Vertex Pharmaceuticals, Inc.	275,584	0.1
1,937		Zoetis, Inc.	365,299	0.1
			19,887,761	5.6
		Industrials: 4.1%
412		ABB Ltd.	13,366	0.0
2,464		ACS Actividades de Construccion y Servicios SA	66,428	0.0
965		Acuity Brands, Inc.	182,674	0.1
2,153		Adecco Group AG	97,663	0.0
71		Advanced Drainage Systems, Inc.	8,435	0.0
3,954		AECOM	303,707	0.1
650	(1)	AerCap Holdings NV	32,682	0.0
369		AGCO Corp.	53,885	0.0
3,295		Allegion Public Ltd.	361,725	0.1
3,139		AO Smith Corp.	200,551	0.1
49		AP Moller - Maersk A/S - Class B	147,243	0.1
755	(1)	ASGN, Inc.	88,116	0.0
713		Assa Abloy AB	19,165	0.0
2,400		Atlas Copco AB - A Shares	124,574	0.0
54,544		Aurizon Holdings Ltd.	149,922	0.1

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

260	(1)	Avis Budget Group, Inc.	68,458	0.0
197	(1)	Axon Enterprise, Inc.	27,133	0.0
138		Brink's Co.	9,384	0.0
1,192	(1)	Builders FirstSource, Inc.	76,932	0.0
68	(1)	CACI International, Inc.	20,486	0.0
111		Carlisle Cos., Inc.	27,297	0.0
3,519		Cie de Saint-Gobain	209,383	0.1
10,500		CK Hutchison Holdings Ltd.	76,780	0.0
502	(1)	Clean Harbors, Inc.	56,043	0.0
8,639		CNH Industrial NV	136,072	0.1
2,579	(1)	Copart, Inc.	323,587	0.1
343	(1),(3)	Core & Main, Inc.	8,297	0.0
1,790	(1)	CoStar Group, Inc.	119,232	0.1
2,345		Crane Co.	253,917	0.1
272		Curtiss-Wright Corp.	40,844	0.0
5,700		Dai Nippon Printing Co., Ltd.	133,637	0.1
436		DCC PLC	33,761	0.0
250		Deere & Co.	103,865	0.0
5,389		Deutsche Post AG	257,336	0.1
264	(1)	Dycom Industries, Inc.	25,149	0.0
843		Eiffage SA	86,519	0.0
213		EMCOR Group, Inc.	23,990	0.0
5,777		Emerson Electric Co.	566,435	0.2
185		EnerSys	13,795	0.0
3,644		Epiroc AB-A	77,941	0.0
214		Equifax, Inc.	50,739	0.0
200		Fanuc Ltd.	35,102	0.0
1,373		FedEx Corp.	317,698	0.1
1,582		Ferguson PLC	214,329	0.1
7,021		Flowserve Corp.	252,054	0.1
8,573		Fortive Corp.	522,353	0.2
2,604		GEA Group AG	106,732	0.0
5,101		General Electric Co.	466,741	0.1
159		Graco, Inc.	11,085	0.0
285	(1)	GXO Logistics, Inc.	20,332	0.0
602		Hexcel Corp.	35,801	0.0
233		Hubbell, Inc.	42,818	0.0
9,294		Husqvarna AB - B Shares	96,952	0.0
845	(1)	IAA, Inc.	32,321	0.0
2,504		Insperity, Inc.	251,452	0.1
221		Intertek Group PLC	15,076	0.0
1,900		Jardine Matheson Holdings Ltd.	104,500	0.0
18,509	(1)	JetBlue Airways Corp.	276,710	0.1
9,184		Johnson Controls International plc	602,195	0.2
183		KBR, Inc.	10,016	0.0
998		Knight-Swift Transportation Holdings, Inc.	50,359	0.0
1,876		Legrand S.A.	178,364	0.1
27		Lennox International, Inc.	6,962	0.0
4,800		Lixil Corp.	89,356	0.0
1,829		Manpowergroup, Inc.	171,780	0.1
737	(1)	Mastec, Inc.	64,193	0.0
157	(1)	Middleby Corp.	25,739	0.0
8,200		Mitsubishi Electric Corp.	94,045	0.0
1,900		Mitsubishi Heavy Industries Ltd.	62,370	0.0
1,100		NGK Insulators Ltd.	15,692	0.0
1,200		Nihon M&A Center Holdings, Inc.	16,786	0.0
1,000		NIPPON EXPRESS HOLDINGS INC	68,701	0.0
2,103		nVent Electric PLC	73,142	0.0
3,604		Owens Corning, Inc.	329,766	0.1
1,321		Parker Hannifin Corp.	374,847	0.1
4,314		Pentair PLC	233,862	0.1
861	(3)	Randstad NV	51,794	0.0
2,000		Recruit Holdings Co. Ltd.	86,894	0.0
543		Regal Rexnord Corp.	80,788	0.0
1,231		Rockwell Automation, Inc.	344,717	0.1
1,504		Roper Technologies, Inc.	710,234	0.2
2,936		Ryder System, Inc.	232,913	0.1
233	(1)	Saia, Inc.	56,810	0.0
2,815		Sandvik AB	59,799	0.0
1,776		Schneider Electric SE	298,175	0.1
3,000	(3)	Secom Co., Ltd.	217,026	0.1
2,603		Securitas AB	29,365	0.0
1,367	(1)	Sensata Technologies Holding PLC	69,512	0.0
674		Siemens AG	93,327	0.0
434		Simpson Manufacturing Co., Inc.	47,323	0.0
61,900		Singapore Technologies Engineering Ltd.	187,498	0.1
12,000		SITC International Holdings Co. Ltd.	41,960	0.0
4,097		SKF AB - B Shares	66,806	0.0
1,533		Snap-On, Inc.	315,001	0.1
1,717	(1)	Southwest Airlines Co.	78,639	0.0
52		Teleperformance	19,807	0.0
1,393		Terex Corp.	49,674	0.0
95		Tetra Tech, Inc.	15,669	0.0
923		Timken Co.	56,026	0.0
100		Toro Co.	8,549	0.0
75		TransUnion	7,750	0.0
14,596		Transurban Group - Stapled Security	147,478	0.1
232	(1)	Trex Co., Inc.	15,157	0.0
381		Trinity Industries, Inc.	13,091	0.0
644	(1)	United Rentals, Inc.	228,755	0.1
1,968		Verisk Analytics, Inc.	422,392	0.1
101	(1)	Vicor Corp.	7,126	0.0
7,090	(3)	Volvo AB - B Shares	132,266	0.0
774		Watts Water Technologies, Inc.	108,043	0.0
894		Westinghouse Air Brake Technologies Corp.	85,976	0.0
141		Wolters Kluwer NV	15,032	0.0
664		Woodward, Inc.	82,940	0.0
4,300		Yamato Holdings Co., Ltd.	80,325	0.0
			14,512,016	4.1
		Information Technology: 9.8%
2,340		Accenture PLC	789,118	0.2
1,313	(1)	ACI Worldwide, Inc.	41,346	0.0
1,988	(1)	Adobe, Inc.	905,773	0.3
4,486	(1)	Advanced Micro Devices, Inc.	490,499	0.1
400		Advantest Corp.	31,230	0.0
70	(1),(2)	Adyen NV	138,649	0.0
2,998	(1)	Akamai Technologies, Inc.	357,931	0.1
4,100		Amdocs Ltd.	337,061	0.1
38,528		Apple, Inc.	6,727,374	1.9
4,480		Applied Materials, Inc.	590,464	0.2
2,623	(1)	Arrow Electronics, Inc.	311,167	0.1
459		ASM International NV	167,137	0.1
563		ASML Holding NV	376,211	0.1

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

2,044		Automatic Data Processing, Inc.	465,092	0.1
10,429		Avnet, Inc.	423,313	0.1
215		Broadcom, Inc.	135,381	0.0
1,881	(1)	Cadence Design Systems, Inc.	309,349	0.1
595	(1)	Calix, Inc.	25,532	0.0
325		Capgemini SE	72,119	0.0
1,404	(1)	Check Point Software Technologies	194,117	0.1
3,341	(1)	Ciena Corp.	202,565	0.1
22,215		Cisco Systems, Inc.	1,238,708	0.3
726		Cognex Corp.	56,011	0.0
3,246		Cognizant Technology Solutions Corp.	291,069	0.1
835	(1)	Commvault Systems, Inc.	55,402	0.0
380		Concentrix Corp.	63,293	0.0
49	(1)	Crowdstrike Holdings, Inc.	11,127	0.0
298		Dassault Systemes SE	14,640	0.0
275	(1)	Digital Turbine, Inc.	12,048	0.0
95	(1)	DocuSign, Inc.	10,176	0.0
1,614		Dolby Laboratories, Inc.	126,247	0.0
14,379	(1)	Dropbox, Inc.	334,312	0.1
421	(1)	Envestnet, Inc.	31,339	0.0
629	(1)	EPAM Systems, Inc.	186,568	0.1
284	(1)	Euronet Worldwide, Inc.	36,963	0.0
344	(1)	F5, Inc.	71,879	0.0
18	(1)	Fair Isaac Corp.	8,396	0.0
98	(1)	First Solar, Inc.	8,207	0.0
12,269		Genpact Ltd.	533,824	0.2
600		Hirose Electric Co., Ltd.	86,973	0.0
367	(1)	HubSpot, Inc.	174,303	0.1
754	(1)	II-VI, Inc.	54,658	0.0
644		Infineon Technologies AG	21,787	0.0
9,587		Intel Corp.	475,132	0.1
393		Intuit, Inc.	188,970	0.1
2,389		Juniper Networks, Inc.	88,775	0.0
300		Keyence Corp.	139,111	0.0
191		KLA Corp.	69,918	0.0
1,174	(1)	Kyndryl Holdings, Inc.	15,403	0.0
899		Lam Research Corp.	483,311	0.1
4,359	(1)	Lattice Semiconductor Corp.	265,681	0.1
173	(1)	Lumentum Holdings, Inc.	16,885	0.0
59	(1)	Manhattan Associates, Inc.	8,184	0.0
1,218		Mastercard, Inc. - Class A	435,289	0.1
19,003		Microsoft Corp.	5,858,815	1.6
388	(1)	Mimecast Ltd.	30,869	0.0
329		MKS Instruments, Inc.	49,350	0.0
231	(1)	MongoDB, Inc.	102,469	0.0
734		Monolithic Power Systems, Inc.	356,489	0.1
1,341		National Instruments Corp.	54,431	0.0
181	(1)	nCino, Inc.	7,417	0.0
294	(1)	NCR Corp.	11,816	0.0
1,753		NetApp, Inc.	145,499	0.0
7,610		Nvidia Corp.	2,076,465	0.6
701	(1)	Palo Alto Networks, Inc.	436,380	0.1
1,233	(1)	Paylocity Holding Corp.	253,714	0.1
3,105	(1)	PayPal Holdings, Inc.	359,093	0.1
368		Power Integrations, Inc.	34,106	0.0
5,272	(1)	Pure Storage, Inc. - Class A	186,154	0.1
2,053	(1)	Qorvo, Inc.	254,777	0.1
1,498		Qualcomm, Inc.	228,924	0.1
1,208	(1)	Qualys, Inc.	172,031	0.1
2,600		Rohm Co., Ltd.	201,864	0.1
20,080		Sage Group PLC/The	183,986	0.1
2,978	(1)	Salesforce.com, Inc.	632,289	0.2
1,187		SAP SE	131,554	0.0
2,400		SCSK Corp.	41,042	0.0
2,064	(1)	Semtech Corp.	143,118	0.0
1,188	(1)	ServiceNow, Inc.	661,585	0.2
44	(1)	SiTime Corp.	10,904	0.0
48	(1)	SolarEdge Technologies, Inc.	15,474	0.0
3,949		STMicroelectronics NV-STM1	171,640	0.1
1,200		Sumco Corp.	19,638	0.0
382	(1)	Synaptics, Inc.	76,209	0.0
2,668		TD SYNNEX Corp.	275,364	0.1
328	(1)	Teradata Corp.	16,167	0.0
2,904		Teradyne, Inc.	343,340	0.1
1,969		Texas Instruments, Inc.	361,272	0.1
4,000		TIS, Inc.	93,610	0.0
300		Tokyo Electron Ltd.	154,068	0.1
477		Universal Display Corp.	79,635	0.0
11,400		Venture Corp. Ltd.	146,912	0.1
5,522		Visa, Inc. - Class A	1,224,614	0.3
2,916		VMware, Inc.	332,045	0.1
907		WiseTech Global Ltd.	34,138	0.0
245	(1)	Wix.com Ltd.	25,593	0.0
101	(1)	Wolfspeed, Inc.	11,500	0.0
788	(1)	Workday, Inc.	188,695	0.1
1,052	(1)	Xero Ltd.	79,729	0.0
89	(1)	Zendesk, Inc.	10,706	0.0
			34,991,507	9.8
		Materials: 1.7%
888		Air Products & Chemicals, Inc.	221,920	0.1
1,002		Alcoa Corp.	90,210	0.0
4,024		Anglo American PLC	209,096	0.1
2,230		ArcelorMittal SA	71,436	0.0
676		Arkema SA	80,810	0.0
1,600		Asahi Kasei Corp.	13,839	0.0
79		Ashland Global Holdings, Inc.	7,774	0.0
620		Avient Corp.	29,760	0.0
591	(1)	Axalta Coating Systems Ltd.	14,527	0.0
2,920		BASF SE	166,618	0.1
10,302		BHP Group Ltd. Australian	397,117	0.1
916		Chemours Co.	28,836	0.0
1,520	(1)	Cleveland-Cliffs, Inc.	48,959	0.0
843		Commercial Metals Co.	35,086	0.0
8,476		Corteva, Inc.	487,201	0.2
1,155	(2)	Covestro AG	58,161	0.0
5,108		CRH PLC	203,735	0.1
1,624		DuPont de Nemours, Inc.	119,494	0.1
449		Eagle Materials, Inc.	57,634	0.0
1,679		Evonik Industries AG	46,580	0.0
8,850		Freeport-McMoRan, Inc.	440,199	0.1
607		Greif, Inc. - Class A	39,491	0.0
2,433		HeidelbergCement AG	137,889	0.0
1,600	(1)	Hitachi Metals Ltd.	26,768	0.0
4,079		Holcim Ltd.	198,389	0.1
5,049	(1)	Ingevity Corp.	323,489	0.1
2,262		James Hardie Industries SE	67,856	0.0
370		Louisiana-Pacific Corp.	22,984	0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

441		Mineral Resources Ltd.	17,384	0.0
4,555		Minerals Technologies, Inc.	301,313	0.1
1,414		Newcrest Mining Ltd.	28,573	0.0
1,400		Nippon Sanso Holdings Corp.	26,619	0.0
2,100		Nissan Chemical Corp.	123,181	0.0
1,500		Nitto Denko Corp.	107,532	0.0
2,476		Norsk Hydro ASA	24,057	0.0
1,047		Olin Corp.	54,737	0.0
584		Packaging Corp. of America	91,168	0.0
243		Reliance Steel & Aluminum Co.	44,554	0.0
2,614		Rio Tinto Ltd.	233,692	0.1
812		Royal Gold, Inc.	114,719	0.0
617		RPM International, Inc.	50,249	0.0
612		Sensient Technologies Corp.	51,377	0.0
206		Sherwin-Williams Co.	51,422	0.0
300		Shin-Etsu Chemical Co., Ltd.	45,580	0.0
540		Sika AG	178,661	0.1
20,419		South32 Ltd. - AUD	77,619	0.0
1,176		Steel Dynamics, Inc.	98,114	0.0
30,700	(3)	Sumitomo Chemical Co., Ltd.	140,570	0.1
1,621		United States Steel Corp.	61,177	0.0
230		Valvoline, Inc.	7,259	0.0
10,079		WestRock Co.	474,015	0.2
2,772		Yara International ASA	138,624	0.0
			6,188,054	1.7
		Real Estate: 1.4%
1,754		American Campus Communities, Inc.	98,171	0.0
4,208		British Land Co. PLC	29,135	0.0
3,627		Brixmor Property Group, Inc.	93,613	0.0
255		Camden Property Trust	42,381	0.0
3,469	(1)	CBRE Group, Inc.	317,483	0.1
338		Corporate Office Properties Trust SBI MD	9,646	0.0
2,037		Cousins Properties, Inc.	82,071	0.0
1,803		Digital Realty Trust, Inc.	255,665	0.1
586		First Industrial Realty Trust, Inc.	36,279	0.0
5,034		GPT Group	19,418	0.0
1,096	(3)	Healthcare Realty Trust, Inc.	30,118	0.0
8,059		Highwoods Properties, Inc.	368,619	0.1
14,800		Hongkong Land Holdings Ltd. - HKHGF	72,311	0.0
3,194		Invitation Homes, Inc.	128,335	0.1
8,435		Iron Mountain, Inc.	467,383	0.1
456	(1)	Jones Lang LaSalle, Inc.	109,194	0.0
5,085		Kilroy Realty Corp.	388,596	0.1
984		Lamar Advertising Co.	114,321	0.0
867		Life Storage, Inc.	121,753	0.1
539		Medical Properties Trust, Inc.	11,394	0.0
2,308		Mid-America Apartment Communities, Inc.	483,411	0.2
7,714		Mirvac Group	14,304	0.0
5,900		Mitsui Fudosan Co., Ltd.	126,274	0.0
4,252		National Retail Properties, Inc.	191,085	0.1
968		National Storage Affiliates Trust	60,752	0.0
4,700		Nomura Real Estate Holdings, Inc.	112,561	0.0
1,683		Physicians Realty Trust	29,520	0.0
2,708		ProLogis, Inc.	437,288	0.1
434		PS Business Parks, Inc.	72,947	0.0
119		Rexford Industrial Realty, Inc.	8,876	0.0
727		SBA Communications Corp.	250,161	0.1
7,306		Scentre Group	16,611	0.0
12,580		Segro PLC	221,144	0.1
2,077		Spirit Realty Capital, Inc.	95,583	0.0
1,270		STORE Capital Corp.	37,122	0.0
15,500		Swire Pacific Ltd. - Class A	94,257	0.0
52,200		Swire Properties Ltd.	128,997	0.1
			5,176,779	1.4
		Utilities: 1.3%
496		ALLETE, Inc.	33,222	0.0
109		Black Hills Corp.	8,395	0.0
987		Constellation Energy Corp.	55,519	0.0
745		DTE Energy Co.	98,496	0.0
4,278		Duke Energy Corp.	477,681	0.1
9,019	(3)	Electricite de France SA	84,654	0.0
31,747		Enel S.p.A.	211,968	0.1
4,800		Engie SA	63,106	0.0
2,154		Entergy Corp.	251,479	0.1
177		Essential Utilities, Inc.	9,050	0.0
2,665		Eversource Energy	235,026	0.1
16,598		Iberdrola S.A. - IBEE	181,417	0.1
8,834		National Fuel Gas Co.	606,896	0.2
4,857		NextEra Energy, Inc.	411,436	0.1
429		ONE Gas, Inc.	37,855	0.0
9,700		Osaka Gas Co., Ltd.	166,221	0.1
19,000		Power Assets Holdings Ltd.	123,824	0.0
3,137		PPL Corp.	89,593	0.0
3,740		Sempra Energy	628,769	0.2
647	(3)	Southwest Gas Holdings, Inc.	50,654	0.0
7,200		Tokyo Gas Co., Ltd.	131,812	0.0
13,316		UGI Corp.	482,306	0.2
2,160		United Utilities Group PLC	31,807	0.0
4,535		Vistra Corp.	105,439	0.0
			4,576,625	1.3
	Total Common Stock
	(Cost $125,722,322)		147,853,593	41.3
EXCHANGE-TRADED FUNDS: 28.2%
51,391	(3)	iShares 20+ Year Treasury Bond ETF	6,787,723	1.9
1,022		iShares Core S&P Mid-Cap ETF	274,244	0.1
2,379		iShares MSCI EAFE ETF	175,094	0.0
67,513	(3)	iShares Russell 2000 ETF	13,858,394	3.9
161,097		SPDR S&P 500 ETF Trust	72,757,849	20.4
72,214		Vanguard Emerging Markets ETF	3,331,232	0.9

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

73,441		Vanguard FTSE Developed Markets ETF		3,527,371	1.0
	Total Exchange-Traded Funds
	(Cost $84,993,768)		100,711,907		28.2
MUTUAL FUNDS: 3.1%
		Affiliated Investment Companies: 3.1%
132,374		Voya Emerging Markets Local Currency Debt Fund - Class P	775,711		0.2
189,367		Voya Floating Rate Fund - Class P	1,685,369		0.5
520,603		Voya High Yield Bond Fund - Class P	3,946,173		1.1
483,835		Voya Short Term Bond Fund - Class R6	4,635,142		1.3
	Total Mutual Funds
	(Cost $11,466,087)		11,042,395		3.1
PREFERRED STOCK: 0.1%
		Consumer Discretionary: 0.1%
1,172		Porsche AG	112,740		0.1
349		Volkswagen AG	59,976		0.0
			172,716		0.1
		Consumer Staples: 0.0%
1,371		Henkel AG & Co. KGaA	91,764		0.0
	Total Preferred Stock
	(Cost $346,552)		264,480		0.1
Principal Amount†			Value		Percentage of Net Assets
CORPORATE BONDS/NOTES: 9.7%
		Basic Materials: 0.2%
10,000	(2)	Anglo American Capital PLC, 3.625%, 09/11/2024	9,995		0.0
12,000	(2)	Anglo American Capital PLC, 5.625%, 04/01/2030	13,244		0.0
30,000		Celanese US Holdings LLC, 1.400%, 08/05/2026	27,061		0.0
50,000		Dow Chemical Co., 4.250%, 10/01/2034	51,564		0.0
55,000		Dow Chemical Co., 4.375%, 11/15/2042	57,339		0.0
15,000		Ecolab, Inc., 2.700%, 12/15/2051	12,884		0.0
40,000		Ecolab, Inc., 2.750%, 08/18/2055	33,174		0.0
40,000	(2)	Georgia-Pacific LLC, 0.950%, 05/15/2026	36,550		0.0
42,000		Mosaic Co/The, 5.450%, 11/15/2033	48,423		0.0
18,000		Newmont Corp., 2.250%, 10/01/2030	16,473		0.0
31,000		Nucor Corp., 3.850%, 04/01/2052	31,042		0.0
32,000		PPG Industries, Inc., 1.200%, 03/15/2026	29,669		0.0
36,000		Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051	31,201		0.0
91,000		RPM International, Inc., 2.950%, 01/15/2032	83,527		0.1
21,000		Steel Dynamics, Inc., 1.650%, 10/15/2027	19,108		0.0
15,000		Steel Dynamics, Inc., 2.400%, 06/15/2025	14,520		0.0
19,000		Teck Resources Ltd., 5.400%, 02/01/2043	20,582		0.0
65,000		Teck Resources Ltd., 6.125%, 10/01/2035	76,937		0.0
100,000		Teck Resources Ltd., 6.250%, 07/15/2041	119,851		0.1
			733,144		0.2
		Communications: 0.8%
131,000		Amazon.com, Inc., 2.875%, 05/12/2041	121,204		0.0
21,000		Amazon.com, Inc., 3.100%, 05/12/2051	19,806		0.0
53,000		AT&T, Inc., 2.550%, 12/01/2033	47,193		0.0
51,000		AT&T, Inc., 3.100%, 02/01/2043	44,159		0.0
145,000		AT&T, Inc., 3.300%, 02/01/2052	124,749		0.1
120,000		AT&T, Inc., 3.500%, 06/01/2041	110,798		0.0
20,000		AT&T, Inc., 3.550%, 09/15/2055	17,708		0.0
95,000		AT&T, Inc., 3.650%, 09/15/2059	83,639		0.0
16,000		AT&T, Inc., 4.500%, 05/15/2035	16,986		0.0
21,000		Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029	18,925		0.0
30,000		Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 03/01/2042	24,887		0.0
35,000		Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061	28,249		0.0
21,000		Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052	17,774		0.0
50,000		Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022	50,187		0.0
10,000		Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050	9,529		0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

72,000		Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025		74,734	0.0
38,000		Comcast Corp., 2.650%, 02/01/2030	36,526		0.0
32,000	(2)	Comcast Corp., 2.887%, 11/01/2051	27,111		0.0
60,000		Comcast Corp., 3.900%, 03/01/2038	62,001		0.0
78,000		Comcast Corp., 3.950%, 10/15/2025	80,620		0.0
40,000		Comcast Corp., 3.999%, 11/01/2049	40,519		0.0
15,000		Corning, Inc., 5.450%, 11/15/2079	16,660		0.0
80,000		Discovery Communications LLC, 4.000%, 09/15/2055	69,317		0.0
45,000		Discovery Communications LLC, 5.300%, 05/15/2049	47,247		0.0
100,000		Fox Corp., 3.500%, 04/08/2030	99,200		0.0
9,000		Interpublic Group of Cos., Inc., 4.200%, 04/15/2024	9,171		0.0
200,000	(2)	NBN Co. Ltd., 1.625%, 01/08/2027	183,774		0.1
200,000	(2)	Tencent Holdings Ltd., 2.985%, 01/19/2023	199,977		0.1
25,000		Time Warner Cable LLC, 5.875%, 11/15/2040	26,932		0.0
143,000		T-Mobile USA, Inc., 2.050%, 02/15/2028	130,867		0.1
14,000		T-Mobile USA, Inc., 3.300%, 02/15/2051	11,823		0.0
10,000	(2)	T-Mobile USA, Inc., 3.600%, 11/15/2060	8,627		0.0
509,000		T-Mobile USA, Inc., 3.875%, 04/15/2030	511,678		0.2
133,000		Verizon Communications, Inc., 2.100%, 03/22/2028	124,229		0.1
267,000	(2)	Verizon Communications, Inc., 2.355%, 03/15/2032	241,608		0.1
12,000		Verizon Communications, Inc., 2.987%, 10/30/2056	9,920		0.0
18,000		Verizon Communications, Inc., 3.400%, 03/22/2041	16,922		0.0
90,000		Verizon Communications, Inc., 3.700%, 03/22/2061	83,851		0.0
80,000		Verizon Communications, Inc., 4.812%, 03/15/2039	90,772		0.0
55,000		Vodafone Group PLC, 4.375%, 02/19/2043	55,354		0.0
20,000		Vodafone Group PLC, 5.125%, 06/19/2059	22,299		0.0
8,000		Walt Disney Co/The, 2.000%, 09/01/2029	7,405		0.0
			3,024,937		0.8
		Consumer, Cyclical: 0.4%
27,355	(2)	Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029	28,031		0.0
3,579		American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029	3,486		0.0
9,848		American Airlines 2017-1 Class A Pass Through Trust, 4.000%, 08/15/2030	9,094		0.0
99,700		American Airlines 2017-2 Class A Pass Through Trust, 3.600%, 04/15/2031	92,195		0.1
4,053		American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031	3,895		0.0
10,734	(2)	British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034	10,759		0.0
2,405		Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026	2,401		0.0
11,238		Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029	10,443		0.0
20,000	(2)	Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025	20,132		0.0
37,000	(2)	Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028	37,348		0.0
50,000		General Motors Co., 5.400%, 04/01/2048	52,765		0.0
17,000		General Motors Co., 6.125%, 10/01/2025	18,266		0.0
95,000	(3)	General Motors Financial Co., Inc., 2.350%, 02/26/2027	88,750		0.0
25,000		General Motors Financial Co., Inc., 3.950%, 04/13/2024	25,405		0.0
25,000		General Motors Financial Co., Inc., 4.350%, 01/17/2027	25,462		0.0
126,000	(2)	Harley-Davidson Financial Services, Inc., 3.050%, 02/14/2027	120,074		0.1
40,000		Hasbro, Inc., 3.000%, 11/19/2024	39,715		0.0
25,000		Home Depot, Inc./The, 3.250%, 04/15/2032	25,044		0.0
30,000		Home Depot, Inc./The, 3.625%, 04/15/2052	29,828		0.0
43,000		Honda Motor Co. Ltd., 2.967%, 03/10/2032	41,643		0.0
27,000		Lowe's Cos, Inc., 3.750%, 04/01/2032	27,324		0.0
22,000		Lowe's Cos, Inc., 4.250%, 04/01/2052	22,790		0.0
22,000		Lowe's Cos, Inc., 4.450%, 04/01/2062	22,931		0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

96,000	(2)	Magallanes, Inc., 3.755%, 03/15/2027		95,985	0.1
45,000	(2)	Magallanes, Inc., 4.279%, 03/15/2032	45,256		0.0
56,000	(2)	Magallanes, Inc., 5.050%, 03/15/2042	57,238		0.0
55,000	(2)	Magallanes, Inc., 5.141%, 03/15/2052	56,401		0.0
27,000	(2)	Magallanes, Inc., 5.391%, 03/15/2062	27,974		0.0
39,000	(2)	Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027	40,706		0.0
27,000		Toyota Motor Credit Corp., 2.150%, 02/13/2030	25,075		0.0
43,000		Toyota Motor Credit Corp., 3.050%, 03/22/2027	42,958		0.0
13,959		United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025	14,017		0.0
6,908		United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027	6,910		0.0
10,923		United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027	10,981		0.0
6,100		United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030	5,923		0.0
27,599		United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/2030	25,348		0.0
86,741		United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030	82,423		0.0
17,672		United Airlines 2019-2 Class A Pass Through Trust, 2.900%, 11/01/2029	16,077		0.0
134,761		United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029	139,715		0.1
59,211		US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026	61,245		0.0
			1,512,013		0.4
		Consumer, Non-cyclical: 1.5%
43,000		AbbVie, Inc., 2.600%, 11/21/2024	42,742		0.0
200,000		AbbVie, Inc., 2.950%, 11/21/2026	198,422		0.1
12,000		AbbVie, Inc., 4.050%, 11/21/2039	12,365		0.0
75,000		AbbVie, Inc., 4.300%, 05/14/2036	78,492		0.0
33,000		AbbVie, Inc., 4.400%, 11/06/2042	34,916		0.0
71,000		AbbVie, Inc., 4.500%, 05/14/2035	76,372		0.0
13,000		AbbVie, Inc., 4.550%, 03/15/2035	13,987		0.0
30,000		AbbVie, Inc., 4.625%, 10/01/2042	31,989		0.0
42,000		Aetna, Inc., 2.800%, 06/15/2023	42,179		0.0
70,000		Aetna, Inc., 4.500%, 05/15/2042	73,167		0.0
23,000		Aetna, Inc., 6.625%, 06/15/2036	29,069		0.0
43,000		Altria Group, Inc., 2.450%, 02/04/2032	37,458		0.0
139,000		Altria Group, Inc., 3.700%, 02/04/2051	112,767		0.1
56,000		Altria Group, Inc., 4.450%, 05/06/2050	51,014		0.0
9,000		Altria Group, Inc., 4.800%, 02/14/2029	9,450		0.0
20,000		Altria Group, Inc., 5.800%, 02/14/2039	21,621		0.0
97,000		Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036	104,297		0.0
175,000		Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046	194,905		0.1
15,000		Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039	17,573		0.0
25,000		Anthem, Inc., 3.500%, 08/15/2024	25,386		0.0
23,000		Astrazeneca Finance LLC, 1.750%, 05/28/2028	21,239		0.0
102,000		BAT Capital Corp., 2.259%, 03/25/2028	91,703		0.0
17,000		BAT Capital Corp., 2.726%, 03/25/2031	15,007		0.0
17,000		BAT Capital Corp., 3.734%, 09/25/2040	13,966		0.0
35,000		BAT Capital Corp., 4.390%, 08/15/2037	32,624		0.0
61,000		BAT International Finance PLC, 4.448%, 03/16/2028	61,261		0.0
20,000	(2)	Baxter International, Inc., 1.915%, 02/01/2027	18,722		0.0
40,000	(2)	Baxter International, Inc., 2.272%, 12/01/2028	37,092		0.0
7,000		Becton Dickinson and Co., 3.363%, 06/06/2024	7,063		0.0
19,000		Bio-Rad Laboratories, Inc., 3.300%, 03/15/2027	18,727		0.0
3,000		Bristol-Myers Squibb Co., 2.550%, 11/13/2050	2,498		0.0
26,000	(3)	Bristol-Myers Squibb Co., 2.950%, 03/15/2032	25,469		0.0
16,000		Bristol-Myers Squibb Co., 3.550%, 03/15/2042	15,861		0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

92,000		Bristol-Myers Squibb Co., 3.700%, 03/15/2052		92,737	0.0
30,000		Bristol-Myers Squibb Co., 4.125%, 06/15/2039	32,323		0.0
19,000		Bristol-Myers Squibb Co., 4.250%, 10/26/2049	20,807		0.0
45,000	(2)	Cargill, Inc., 2.125%, 11/10/2031	40,716		0.0
32,000	(2)	Cargill, Inc., 3.875%, 05/23/2049	33,428		0.0
51,000		Cigna Corp., 3.400%, 03/15/2050	46,117		0.0
150,000		Cigna Corp., 4.375%, 10/15/2028	158,019		0.1
64,000		Cigna Corp., 4.800%, 08/15/2038	70,278		0.0
100,000		Cigna Corp., 4.900%, 12/15/2048	112,539		0.1
72,000		Coca-Cola Co/The, 2.875%, 05/05/2041	66,663		0.0
135,000		CVS Health Corp., 2.125%, 09/15/2031	120,820		0.1
30,000		CVS Health Corp., 2.700%, 08/21/2040	25,656		0.0
5,000		CVS Health Corp., 3.875%, 07/20/2025	5,106		0.0
7,000		CVS Health Corp., 4.125%, 04/01/2040	7,140		0.0
5,000		CVS Health Corp., 4.780%, 03/25/2038	5,477		0.0
72,000		CVS Health Corp., 5.050%, 03/25/2048	81,753		0.0
36,000	(2)	Element Fleet Management Corp., 3.850%, 06/15/2025	36,081		0.0
25,000		General Mills, Inc., 4.000%, 04/17/2025	25,545		0.0
10,000		Gilead Sciences, Inc., 0.750%, 09/29/2023	9,771		0.0
12,000		Gilead Sciences, Inc., 3.500%, 02/01/2025	12,170		0.0
239,000		Global Payments, Inc., 1.200%, 03/01/2026	220,503		0.1
150,000		Global Payments, Inc., 2.650%, 02/15/2025	146,919		0.1
75,000		Global Payments, Inc., 3.200%, 08/15/2029	71,345		0.0
16,000	(2)	GXO Logistics, Inc., 1.650%, 07/15/2026	14,468		0.0
27,000	(2)	HCA, Inc., 3.125%, 03/15/2027	26,424		0.0
21,000	(2)	HCA, Inc., 3.625%, 03/15/2032	20,602		0.0
177,000		HCA, Inc., 4.125%, 06/15/2029	180,663		0.1
38,000	(2)	HCA, Inc., 4.375%, 03/15/2042	37,551		0.0
200,000		HCA, Inc., 4.500%, 02/15/2027	206,862		0.1
12,000		HCA, Inc., 5.125%, 06/15/2039	12,979		0.0
22,000		HCA, Inc., 5.250%, 04/15/2025	23,179		0.0
9,000		HCA, Inc., 5.250%, 06/15/2049	9,895		0.0
18,000	(2)	Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025	17,146		0.0
180,000		Humana, Inc., 1.350%, 02/03/2027	163,326		0.1
35,000		Humana, Inc., 2.150%, 02/03/2032	30,727		0.0
14,000		Humana, Inc., 3.125%, 08/15/2029	13,567		0.0
35,000		Humana, Inc., 4.500%, 04/01/2025	36,282		0.0
30,000		Johnson & Johnson, 3.625%, 03/03/2037	31,085		0.0
20,000		Johnson & Johnson, 3.700%, 03/01/2046	21,145		0.0
56,000		Johnson & Johnson, 3.750%, 03/03/2047	60,061		0.0
17,000		Laboratory Corp. of America Holdings, 3.250%, 09/01/2024	17,083		0.0
10,000		Laboratory Corp. of America Holdings, 4.000%, 11/01/2023	10,139		0.0
25,000	(2)	Mars, Inc., 0.875%, 07/16/2026	22,782		0.0
75,000	(2)	Mars, Inc., 2.375%, 07/16/2040	62,897		0.0
30,000	(2)	Mars, Inc., 3.875%, 04/01/2039	30,429		0.0
12,000	(2)	Mars, Inc., 4.125%, 04/01/2054	12,861		0.0
40,000		McKesson Corp., 1.300%, 08/15/2026	36,778		0.0
18,000		Medtronic, Inc., 4.375%, 03/15/2035	20,034		0.0
15,000		Merck & Co., Inc., 2.750%, 12/10/2051	13,097		0.0
15,000		Merck & Co., Inc., 2.900%, 12/10/2061	12,813		0.0
35,000		Mylan, Inc., 5.200%, 04/15/2048	34,437		0.0
83,000		PayPal Holdings, Inc., 2.850%, 10/01/2029	81,354		0.0
6,000		PerkinElmer, Inc., 1.900%, 09/15/2028	5,435		0.0
30,000		PerkinElmer, Inc., 3.300%, 09/15/2029	29,294		0.0
162,000		Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030	140,793		0.1
30,000		Reynolds American, Inc., 5.700%, 08/15/2035	31,728		0.0
22,000		Reynolds American, Inc., 5.850%, 08/15/2045	22,712		0.0
6,000		Reynolds American, Inc., 6.150%, 09/15/2043	6,364		0.0
11,000		Royalty Pharma PLC, 1.200%, 09/02/2025	10,131		0.0
14,000		Royalty Pharma PLC, 1.750%, 09/02/2027	12,730		0.0
134,000		Royalty Pharma PLC, 3.550%, 09/02/2050	111,732		0.1
54,000	(2)	S&P Global, Inc., 2.700%, 03/01/2029	52,386		0.0
23,000	(2)	S&P Global, Inc., 3.700%, 03/01/2052	23,391		0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

15,000	(2)	S&P Global, Inc., 3.900%, 03/01/2062		15,473	0.0
400,000		Takeda Pharmaceutical Co. Ltd., 2.050%, 03/31/2030	361,562		0.1
120,000	(2)	Triton Container International Ltd., 2.050%, 04/15/2026	112,044		0.1
23,000	(2)	Triton Container International Ltd., 3.150%, 06/15/2031	21,053		0.0
15,000		UnitedHealth Group, Inc., 2.750%, 05/15/2040	13,521		0.0
4,000		UnitedHealth Group, Inc., 3.050%, 05/15/2041	3,735		0.0
47,000		UnitedHealth Group, Inc., 3.250%, 05/15/2051	44,297		0.0
19,000		UnitedHealth Group, Inc., 3.500%, 08/15/2039	18,915		0.0
95,000		Viatris, Inc., 2.700%, 06/22/2030	83,693		0.0
66,000		Viatris, Inc., 3.850%, 06/22/2040	57,255		0.0
			5,450,226		1.5
		Energy: 0.9%
18,000		Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026	17,168		0.0
18,000		BP Capital Markets America, Inc., 1.749%, 08/10/2030	15,943		0.0
15,000		BP Capital Markets America, Inc., 2.939%, 06/04/2051	12,865		0.0
19,000		BP Capital Markets America, Inc., 3.379%, 02/08/2061	16,981		0.0
28,000	(4)	BP Capital Markets PLC, 4.875%, 12/31/2199	28,158		0.0
10,000		Canadian Natural Resources Ltd., 6.750%, 02/01/2039	12,346		0.0
30,000		Cenovus Energy, Inc., 5.400%, 06/15/2047	33,904		0.0
23,000		Cenovus Energy, Inc./CA, 3.750%, 02/15/2052	20,653		0.0
20,000		Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029	19,969		0.0
5,000		Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027	5,336		0.0
8,000	(2)	ConocoPhillips Co., 4.025%, 03/15/2062	8,135		0.0
25,000		Continental Resources, Inc., 4.900%, 06/01/2044	24,787		0.0
160,000	(2)	Coterra Energy, Inc., 3.900%, 05/15/2027	161,450		0.1
122,000		Diamondback Energy, Inc., 3.125%, 03/24/2031	116,722		0.0
64,000		Diamondback Energy, Inc., 3.500%, 12/01/2029	63,470		0.0
200,000		Empresa Nacional del Petroleo, 3.750%, 08/05/2026	199,524		0.1
38,000	(4)	Enbridge, Inc., 5.750%, 07/15/2080	39,425		0.0
9,000		Energy Transfer L.P., 4.250%, 04/01/2024	9,181		0.0
5,000		Energy Transfer L.P., 4.900%, 03/15/2035	5,072		0.0
43,000		Energy Transfer L.P., 5.300%, 04/01/2044	44,384		0.0
160,000		Energy Transfer L.P., 5.300%, 04/15/2047	165,044		0.1
60,000		Energy Transfer L.P., 5.800%, 06/15/2038	65,162		0.0
25,000		Enterprise Products Operating LLC, 3.750%, 02/15/2025	25,471		0.0
50,000	(4)	Enterprise Products Operating LLC, 4.875%, 08/16/2077	44,741		0.0
2,000		Halliburton Co., 3.500%, 08/01/2023	2,019		0.0
144,000		Hess Corp., 5.600%, 02/15/2041	162,223		0.1
200,000	(2)	KazMunayGas National Co. JSC, 4.750%, 04/24/2025	195,068		0.1
100,000		Kinder Morgan, Inc., 3.600%, 02/15/2051	89,104		0.0
18,000		Kinder Morgan, Inc., 5.550%, 06/01/2045	20,183		0.0
23,000		Marathon Petroleum Corp., 4.700%, 05/01/2025	23,927		0.0
35,000		Marathon Petroleum Corp., 4.750%, 09/15/2044	35,686		0.0
25,000		Marathon Petroleum Corp., 5.000%, 09/15/2054	25,602		0.0
20,000		MPLX L.P., 1.750%, 03/01/2026	18,767		0.0
114,000		MPLX L.P., 2.650%, 08/15/2030	104,625		0.0
9,000		MPLX L.P., 4.700%, 04/15/2048	9,094		0.0
55,000		MPLX L.P., 4.875%, 06/01/2025	57,085		0.0
11,000		MPLX L.P., 5.200%, 03/01/2047	11,828		0.0
21,000		MPLX L.P., 5.200%, 12/01/2047	22,348		0.0
25,000		MPLX L.P., 5.500%, 02/15/2049	27,771		0.0
16,000	(2)	Northern Natural Gas Co., 3.400%, 10/16/2051	14,045		0.0
19,000		ONEOK Partners L.P., 6.125%, 02/01/2041	20,962		0.0
24,000		ONEOK Partners L.P., 6.200%, 09/15/2043	26,476		0.0
10,000		ONEOK, Inc., 2.200%, 09/15/2025	9,590		0.0
72,000		Ovintiv Exploration, Inc., 5.625%, 07/01/2024	75,741		0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

200,000	(2)	Petroleos del Peru SA, 4.750%, 06/19/2032		179,475	0.1
335,000		Petroleos Mexicanos, 6.700%, 02/16/2032	318,598		0.1
10,000		Phillips 66, 0.900%, 02/15/2024	9,683		0.0
41,000		Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029	39,677		0.0
25,000		Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026	25,732		0.0
50,000		Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025	51,408		0.0
73,000		Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045	70,233		0.0
4,000		Plains All American Pipeline L.P. / PAA Finance Corp., 5.150%, 06/01/2042	3,889		0.0
15,000		Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028	15,432		0.0
16,000		Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027	16,939		0.0
126,000	(2)	Santos Finance Ltd., 3.649%, 04/29/2031	117,864		0.1
19,000	(2)	Schlumberger Holdings Corp., 3.750%, 05/01/2024	19,358		0.0
125,000		Shell International Finance BV, 3.250%, 05/11/2025	126,442		0.1
35,000		Shell International Finance BV, 4.125%, 05/11/2035	37,066		0.0
9,000		Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030	8,790		0.0
4,000		Valero Energy Corp., 2.850%, 04/15/2025	3,956		0.0
25,000		Valero Energy Corp., 3.650%, 12/01/2051	22,129		0.0
30,000		Williams Cos, Inc./The, 4.000%, 09/15/2025	30,557		0.0
19,000		Williams Cos, Inc./The, 5.400%, 03/04/2044	20,960		0.0
			3,226,223		0.9
		Financial: 3.5%
18,000		Alexandria Real Estate Equities, Inc., 3.550%, 03/15/2052	16,779		0.0
13,000		Alleghany Corp., 3.625%, 05/15/2030	13,105		0.0
54,000		American Campus Communities Operating Partnership L.P., 2.250%, 01/15/2029	49,424		0.0
223,000		American Homes 4 Rent L.P., 2.375%, 07/15/2031	197,232		0.1
21,000		American Homes 4 Rent LP, 3.625%, 04/15/2032	20,479		0.0
25,000		American Homes 4 Rent LP, 4.300%, 04/15/2052	24,309		0.0
46,000		American International Group, Inc., 3.400%, 06/30/2030	45,941		0.0
165,000		American International Group, Inc., 3.875%, 01/15/2035	168,487		0.1
29,000		American International Group, Inc., 3.900%, 04/01/2026	29,769		0.0
52,000		American International Group, Inc., 4.250%, 03/15/2029	54,475		0.0
10,000		American International Group, Inc., 4.375%, 01/15/2055	10,730		0.0
33,000		American International Group, Inc., 4.500%, 07/16/2044	35,712		0.0
17,000		American International Group, Inc., 4.800%, 07/10/2045	19,227		0.0
27,000		American Tower Corp., 3.650%, 03/15/2027	26,946		0.0
8,000	(2)	Antares Holdings L.P., 3.750%, 07/15/2027	7,394		0.0
36,000		Assurant, Inc., 2.650%, 01/15/2032	31,486		0.0
54,000		Assurant, Inc., 3.700%, 02/22/2030	52,266		0.0
40,000	(2)	Athene Global Funding, 2.800%, 05/26/2023	40,027		0.0
25,000	(2)	Athene Global Funding, 2.950%, 11/12/2026	24,241		0.0
21,000	(2)	Aviation Capital Group LLC, 1.950%, 09/20/2026	19,025		0.0
8,000	(2)	Aviation Capital Group LLC, 3.875%, 05/01/2023	8,039		0.0
6,000	(2)	Aviation Capital Group LLC, 4.375%, 01/30/2024	5,995		0.0
32,000	(2)	Aviation Capital Group LLC, 5.500%, 12/15/2024	32,967		0.0
14,000	(2)	Avolon Holdings Funding Ltd., 2.125%, 02/21/2026	12,800		0.0
25,000	(2)	Avolon Holdings Funding Ltd., 2.528%, 11/18/2027	22,128		0.0
16,000	(2)	Avolon Holdings Funding Ltd., 2.750%, 02/21/2028	14,256		0.0
9,000	(2)	Avolon Holdings Funding Ltd., 2.875%, 02/15/2025	8,650		0.0
40,000	(2)	Avolon Holdings Funding Ltd., 4.250%, 04/15/2026	39,502		0.0
200,000		Banco Santander SA, 2.746%, 05/28/2025	195,110		0.1
63,000	(4)	Bank of America Corp., 0.981%, 09/25/2025	59,763		0.0
36,000	(4)	Bank of America Corp., 1.197%, 10/24/2026	33,314		0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

248,000	(4)	Bank of America Corp., 1.734%, 07/22/2027		230,538	0.1
62,000	(4)	Bank of America Corp., 1.898%, 07/23/2031	54,248		0.0
49,000	(4)	Bank of America Corp., 2.087%, 06/14/2029	44,809		0.0
45,000	(4)	Bank of America Corp., 2.572%, 10/20/2032	40,960		0.0
53,000	(4)	Bank of America Corp., 2.676%, 06/19/2041	44,917		0.0
364,000	(4)	Bank of America Corp., 2.687%, 04/22/2032	335,294		0.1
60,000	(4)	Bank of America Corp., 3.593%, 07/21/2028	60,185		0.0
115,000	(4)	Bank of America Corp., 3.846%, 03/08/2037	110,287		0.1
20,000		Bank of America Corp., 3.950%, 04/21/2025	20,395		0.0
18,000	(4)	Bank of America Corp., 3.970%, 03/05/2029	18,300		0.0
40,000	(4)	Bank of America Corp., 4.078%, 04/23/2040	41,213		0.0
13,000	(4)	Bank of America Corp., 4.083%, 03/20/2051	13,515		0.0
79,000		Bank of America Corp., 4.125%, 01/22/2024	81,123		0.0
103,000		Bank of America Corp., 4.183%, 11/25/2027	105,141		0.0
75,000	(4)	Bank of America Corp., 4.271%, 07/23/2029	77,455		0.0
50,000	(4)	Bank of Montreal, 3.803%, 12/15/2032	49,480		0.0
23,000		Bank of Nova Scotia/The, 1.950%, 02/02/2027	21,765		0.0
25,000		Bank of Nova Scotia/The, 2.200%, 02/03/2025	24,369		0.0
21,000		Bank of Nova Scotia/The, 2.700%, 08/03/2026	20,641		0.0
34,000	(4)	Bank of Nova Scotia/The, 4.900%, 12/31/2199	34,085		0.0
11,000		Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050	9,569		0.0
21,000		Berkshire Hathaway Finance Corp., 3.850%, 03/15/2052	21,501		0.0
29,000		Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049	31,903		0.0
21,000	(2)	Blackstone Holdings Finance Co. LLC, 1.625%, 08/05/2028	18,789		0.0
55,000	(2)	Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032	48,002		0.0
41,000	(2)	Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051	33,116		0.0
59,000	(2)	Blackstone Holdings Finance Co. LLC, 3.200%, 01/30/2052	51,193		0.0
30,000	(2)	Blackstone Private Credit Fund, 2.625%, 12/15/2026	27,046		0.0
41,000	(2)	Blackstone Private Credit Fund, 4.000%, 01/15/2029	37,999		0.0
200,000	(2),(4)	BNP Paribas SA, 2.219%, 06/09/2026	190,341		0.1
22,000		Boston Properties L.P., 3.250%, 01/30/2031	21,312		0.0
250,000	(2),(4)	BPCE SA, 2.277%, 01/20/2032	219,899		0.1
206,000	(2)	BPCE SA, 5.700%, 10/22/2023	213,179		0.1
35,000		Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025	34,208		0.0
70,000		Canadian Imperial Bank of Commerce, 3.600%, 04/07/2032	69,756		0.0
45,000	(4)	Capital One Financial Corp., 1.878%, 11/02/2027	41,592		0.0
40,000	(4)	Capital One Financial Corp., 3.273%, 03/01/2030	38,664		0.0
8,000		Capital One Financial Corp., 3.650%, 05/11/2027	8,020		0.0
33,000		CBRE Services, Inc., 2.500%, 04/01/2031	29,866		0.0
12,000		Charles Schwab Corp./The, 2.300%, 05/13/2031	11,091		0.0
44,000		Charles Schwab Corp./The, 2.900%, 03/03/2032	42,423		0.0
20,000	(4)	Charles Schwab Corp./The, 5.375%, 12/31/2199	20,700		0.0
28,000		Chubb INA Holdings, Inc., 2.850%, 12/15/2051	24,388		0.0
13,000		Chubb INA Holdings, Inc., 3.050%, 12/15/2061	11,236		0.0
28,000		CI Financial Corp., 4.100%, 06/15/2051	24,790		0.0
221,000	(4)	Citigroup, Inc., 1.462%, 06/09/2027	203,277		0.1
17,000	(4)	Citigroup, Inc., 2.904%, 11/03/2042	14,623		0.0
45,000		Citigroup, Inc., 5.500%, 09/13/2025	48,090		0.0
54,000		CME Group, Inc., 2.650%, 03/15/2032	51,729		0.0
260,000		Cooperatieve Rabobank UA, 4.375%, 08/04/2025	264,452		0.1
53,000		Corebridge Financial, Inc., 3.850%, 04/05/2029	52,952		0.0
69,000		Corebridge Financial, Inc., 3.900%, 04/05/2032	68,860		0.0
20,000		Corebridge Financial, Inc., 4.350%, 04/05/2042	20,012		0.0
45,000		Corebridge Financial, Inc., 4.400%, 04/05/2052	45,048		0.0
250,000	(2),(4)	Credit Suisse Group AG, 2.193%, 06/05/2026	235,037		0.1

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

14,000		Crown Castle International Corp., 1.050%, 07/15/2026		12,668	0.0
27,000		Crown Castle International Corp., 2.900%, 03/15/2027	26,146		0.0
30,000		CubeSmart L.P., 2.250%, 12/15/2028	27,287		0.0
200,000	(2),(4)	Danske Bank A/S, 1.621%, 09/11/2026	185,168		0.1
33,000	(2)	Empower Finance 2020 L.P., 1.357%, 09/17/2027	29,774		0.0
50,000		Essex Portfolio L.P., 3.250%, 05/01/2023	50,233		0.0
200,000	(2)	Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025	193,112		0.1
43,000	(4)	Goldman Sachs Group, Inc., 1.542%, 09/10/2027	39,359		0.0
35,000		Goldman Sachs Group, Inc., 4.250%, 10/21/2025	35,890		0.0
46,000		Goldman Sachs Group, Inc., 5.150%, 05/22/2045	51,598		0.0
17,000		Goldman Sachs Group, Inc., 6.750%, 10/01/2037	21,482		0.0
74,000	(2)	Hartford Financial Services Group, Inc./The, 2.631%, (US0003M + 2.125%), 02/12/2067	65,527		0.0
9,000		Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036	10,642		0.0
800,000	(4)	HSBC Holdings PLC, 2.099%, 06/04/2026	761,421		0.2
400,000	(4)	HSBC Holdings PLC, 2.633%, 11/07/2025	390,403		0.1
24,000		Intercontinental Exchange, Inc., 2.650%, 09/15/2040	20,467		0.0
39,000		Invitation Homes Operating Partnership L.P., 2.300%, 11/15/2028	35,365		0.0
55,000	(4)	JPMorgan Chase & Co., 0.969%, 06/23/2025	52,556		0.0
137,000	(4)	JPMorgan Chase & Co., 1.040%, 02/04/2027	125,704		0.1
65,000	(4)	JPMorgan Chase & Co., 1.470%, 09/22/2027	59,975		0.0
55,000	(4)	JPMorgan Chase & Co., 2.069%, 06/01/2029	50,737		0.0
33,000	(4)	JPMorgan Chase & Co., 2.182%, 06/01/2028	30,999		0.0
31,000	(4)	JPMorgan Chase & Co., 2.525%, 11/19/2041	25,554		0.0
182,000	(4)	JPMorgan Chase & Co., 2.545%, 11/08/2032	166,552		0.1
48,000	(4)	JPMorgan Chase & Co., 2.580%, 04/22/2032	44,042		0.0
57,000	(4)	JPMorgan Chase & Co., 2.595%, 02/24/2026	55,941		0.0
57,000	(4)	JPMorgan Chase & Co., 2.947%, 02/24/2028	55,690		0.0
17,000	(4)	JPMorgan Chase & Co., 2.963%, 01/25/2033	16,044		0.0
211,000	(4)	JPMorgan Chase & Co., 3.157%, 04/22/2042	191,985		0.1
31,000	(4)	JPMorgan Chase & Co., 3.328%, 04/22/2052	28,791		0.0
70,000	(4)	JPMorgan Chase & Co., 3.797%, 07/23/2024	70,821		0.0
30,000		Kilroy Realty L.P., 2.650%, 11/15/2033	26,051		0.0
26,000		Kilroy Realty L.P., 3.450%, 12/15/2024	26,021		0.0
13,000		Kite Realty Group L.P., 4.000%, 10/01/2026	13,026		0.0
82,000		Main Street Capital Corp., 3.000%, 07/14/2026	76,136		0.0
30,000		Main Street Capital Corp., 5.200%, 05/01/2024	30,636		0.0
200,000		Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022	201,272		0.1
200,000	(4)	Mizuho Financial Group, Inc., 2.226%, 05/25/2026	191,934		0.1
32,000	(4)	Morgan Stanley, 1.512%, 07/20/2027	29,460		0.0
103,000	(4)	Morgan Stanley, 1.593%, 05/04/2027	95,827		0.0
24,000	(4)	Morgan Stanley, 1.794%, 02/13/2032	20,669		0.0
234,000	(4)	Morgan Stanley, 2.188%, 04/28/2026	226,272		0.1
178,000	(4)	Morgan Stanley, 2.239%, 07/21/2032	157,967		0.1
18,000	(4)	Morgan Stanley, 2.475%, 01/21/2028	17,187		0.0
50,000	(4)	Morgan Stanley, 2.511%, 10/20/2032	45,187		0.0
86,000	(4)	Morgan Stanley, 2.630%, 02/18/2026	84,423		0.0
32,000	(4)	Morgan Stanley, 2.802%, 01/25/2052	26,756		0.0
29,000	(4)	Morgan Stanley, 2.943%, 01/21/2033	27,229		0.0
45,000	(4)	Morgan Stanley, 3.737%, 04/24/2024	45,471		0.0
112,000		Morgan Stanley, 3.875%, 01/27/2026	114,234		0.1
100,000		Morgan Stanley, 4.000%, 07/23/2025	102,433		0.0
40,000	(4)	Morgan Stanley, 4.457%, 04/22/2039	43,272		0.0
250,000	(2),(4)	National Australia Bank Ltd., 3.933%, 08/02/2034	244,893		0.1
200,000	(4)	NatWest Group PLC, 3.073%, 05/22/2028	192,217		0.1
43,000	(2)	Northwestern Mutual Global Funding, 1.700%, 06/01/2028	39,443		0.0
28,000	(2)	Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059	25,488		0.0
29,000		Old Republic International Corp., 3.850%, 06/11/2051	27,016		0.0
150,000		ORIX Corp., 3.250%, 12/04/2024	150,318		0.1

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

27,000		Owl Rock Capital Corp., 2.875%, 06/11/2028		23,599	0.0
28,000	(2)	OWL Rock Core Income Corp., 4.700%, 02/08/2027	26,964		0.0
18,000	(2)	Pacific Life Global Funding II, 1.200%, 06/24/2025	16,863		0.0
22,000	(2)	Pacific Life Global Funding II, 1.375%, 04/14/2026	20,488		0.0
70,000	(4)	PartnerRe Finance B LLC, 4.500%, 10/01/2050	67,900		0.0
23,000		Piedmont Operating Partnership L.P., 3.150%, 08/15/2030	21,551		0.0
30,000		Piedmont Operating Partnership L.P., 4.450%, 03/15/2024	30,525		0.0
15,000		Public Storage, 1.950%, 11/09/2028	13,912		0.0
45,000		Realty Income Corp., 2.200%, 06/15/2028	41,578		0.0
8,000		Realty Income Corp., 3.950%, 08/15/2027	8,229		0.0
27,000		Realty Income Corp., 4.875%, 06/01/2026	28,510		0.0
23,000		Regency Centers L.P., 2.950%, 09/15/2029	21,941		0.0
10,000		Regency Centers L.P., 3.700%, 06/15/2030	10,017		0.0
24,000		Sabra Health Care L.P., 3.200%, 12/01/2031	21,458		0.0
23,000	(4)	Santander Holdings USA, Inc., 2.490%, 01/06/2028	21,493		0.0
22,000	(2)	Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026	22,123		0.0
27,000		Simon Property Group L.P., 1.750%, 02/01/2028	24,645		0.0
200,000	(2),(4)	Societe Generale SA, 3.337%, 01/21/2033	184,204		0.1
200,000	(2),(4)	Standard Chartered PLC, 1.456%, 01/14/2027	182,115		0.1
200,000	(2),(4)	Standard Chartered PLC, 3.265%, 02/18/2036	179,574		0.1
200,000	(2),(4)	Standard Chartered PLC, 3.603%, 01/12/2033	185,375		0.1
8,000		Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026	7,851		0.0
31,000	(2)	Sumitomo Mitsui Trust Bank Ltd., 2.800%, 03/10/2027	29,926		0.0
25,000	(2)	Teachers Insurance & Annuity Association of America, 3.300%, 05/15/2050	22,232		0.0
20,000		Toronto-Dominion Bank/The, 2.800%, 03/10/2027	19,664		0.0
35,000	(4)	Truist Financial Corp., 1.267%, 03/02/2027	32,458		0.0
25,000	(4)	Truist Financial Corp., 5.100%, 12/31/2199	25,475		0.0
200,000	(2),(4)	UBS Group AG, 2.095%, 02/11/2032	175,246		0.1
200,000	(2),(4)	UBS Group AG, 2.746%, 02/11/2033	181,958		0.1
7,000		Ventas Realty L.P., 5.700%, 09/30/2043	8,307		0.0
50,000		Visa, Inc., 4.300%, 12/14/2045	56,274		0.0
36,000	(4)	Wells Fargo & Co., 2.393%, 06/02/2028	34,083		0.0
101,000	(4)	Wells Fargo & Co., 2.406%, 10/30/2025	98,936		0.0
21,000	(4)	Wells Fargo & Co., 3.068%, 04/30/2041	18,946		0.0
120,000		Wells Fargo & Co., 3.750%, 01/24/2024	122,236		0.1
28,000		Wells Fargo & Co., 4.750%, 12/07/2046	30,556		0.0
23,000		Westpac Banking Corp., 1.953%, 11/20/2028	21,219		0.0
33,000		Westpac Banking Corp., 2.963%, 11/16/2040	27,809		0.0
45,000	(4)	Westpac Banking Corp., 3.020%, 11/18/2036	40,059		0.0
71,000		XLIT Ltd., 4.450%, 03/31/2025	73,037		0.0
22,000		XLIT Ltd., 5.500%, 03/31/2045	26,099		0.0
			12,451,167		3.5
		Industrial: 0.3%
27,000		Berry Global, Inc., 0.950%, 02/15/2024	25,866		0.0
40,000		Berry Global, Inc., 1.650%, 01/15/2027	36,500		0.0
22,000		Boeing Co/The, 3.250%, 02/01/2028	21,235		0.0
50,000		Boeing Co/The, 3.250%, 02/01/2035	44,739		0.0
11,000	(3)	Boeing Co/The, 3.625%, 02/01/2031	10,726		0.0
9,000		Boeing Co/The, 3.850%, 11/01/2048	7,920		0.0
35,000		Boeing Co/The, 4.875%, 05/01/2025	36,142		0.0
45,000		Boeing Co/The, 5.150%, 05/01/2030	48,060		0.0
27,000		Boeing Co/The, 5.805%, 05/01/2050	31,273		0.0
45,000		Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046	46,760		0.0
65,000		Canadian Pacific Railway Co., 2.450%, 12/02/2031	60,453		0.0
51,000		FedEx Corp., 3.900%, 02/01/2035	50,832		0.0
27,000		Fortune Brands Home & Security, Inc., 4.000%, 03/25/2032	27,074		0.0
18,000		GE Capital Funding LLC, 4.400%, 05/15/2030	18,374		0.0
42,000		Norfolk Southern Corp., 3.650%, 08/01/2025	42,549		0.0
13,000		Norfolk Southern Corp., 4.100%, 05/15/2121	12,167		0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

7,000		Northrop Grumman Corp., 2.930%, 01/15/2025		7,022	0.0
24,000	(2)	Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025	22,056		0.0
40,000	(2)	Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026	37,172		0.0
56,000		Raytheon Technologies Corp., 3.200%, 03/15/2024	56,644		0.0
2,000		Raytheon Technologies Corp., 3.650%, 08/16/2023	2,027		0.0
34,000		Raytheon Technologies Corp., 4.450%, 11/16/2038	36,997		0.0
51,000		Raytheon Technologies Corp., 4.500%, 06/01/2042	56,441		0.0
20,000		Republic Services, Inc., 1.750%, 02/15/2032	17,197		0.0
30,000	(2)	Sealed Air Corp., 1.573%, 10/15/2026	27,375		0.0
44,000		Sonoco Products Co., 2.250%, 02/01/2027	41,733		0.0
154,000		Sonoco Products Co., 2.850%, 02/01/2032	144,130		0.1
15,000	(2)	TD SYNNEX Corp., 1.750%, 08/09/2026	13,760		0.0
97,000		Teledyne Technologies, Inc., 1.600%, 04/01/2026	90,512		0.1
29,000		Union Pacific Corp., 2.800%, 02/14/2032	27,879		0.0
76,000		Union Pacific Corp., 3.500%, 02/14/2053	74,582		0.1
15,000		Union Pacific Corp., 3.550%, 05/20/2061	14,316		0.0
			1,190,513		0.3
		Industrials: 0.1%
200,000		Misc Capital Two (Labuan) Ltd., 3.750%, 04/06/2027	199,432		0.1
		Technology: 0.6%
17,000		Analog Devices, Inc., 2.800%, 10/01/2041	15,315		0.0
115,000		Apple, Inc., 2.650%, 02/08/2051	99,521		0.1
110,000		Apple, Inc., 2.800%, 02/08/2061	94,933		0.1
25,000		Apple, Inc., 2.850%, 08/05/2061	21,650		0.0
70,000		Apple, Inc., 3.750%, 09/12/2047	73,101		0.0
15,000		Apple, Inc., 4.500%, 02/23/2036	17,185		0.0
27,000		Citrix Systems, Inc., 1.250%, 03/01/2026	26,284		0.0
8,000		Citrix Systems, Inc., 3.300%, 03/01/2030	7,925		0.0
25,000		Dell International LLC / EMC Corp., 6.020%, 06/15/2026	27,104		0.0
20,000		DXC Technology Co., 1.800%, 09/15/2026	18,363		0.0
20,000		DXC Technology Co., 2.375%, 09/15/2028	18,108		0.0
20,000		Fiserv, Inc., 2.750%, 07/01/2024	19,954		0.0
69,000		Fiserv, Inc., 3.500%, 07/01/2029	67,999		0.0
30,000		HP, Inc., 2.650%, 06/17/2031	26,890		0.0
81,000		HP, Inc., 4.000%, 04/15/2029	80,771		0.0
45,000		HP, Inc., 4.050%, 09/15/2022	45,479		0.0
15,000	(2)	Infor, Inc., 1.450%, 07/15/2023	14,705		0.0
15,000		Intel Corp., 3.100%, 02/15/2060	12,959		0.0
42,000		Intel Corp., 3.200%, 08/12/2061	37,355		0.0
30,000		Intel Corp., 3.250%, 11/15/2049	27,796		0.0
75,000		Intel Corp., 4.600%, 03/25/2040	83,195		0.0
100,000		International Business Machines Corp., 3.300%, 05/15/2026	101,141		0.1
21,000	(2)	Kyndryl Holdings, Inc., 2.050%, 10/15/2026	18,779		0.0
54,000	(2)	Kyndryl Holdings, Inc., 2.700%, 10/15/2028	46,830		0.0
25,000	(2)	Kyndryl Holdings, Inc., 3.150%, 10/15/2031	21,103		0.0
37,000		Microchip Technology, Inc., 2.670%, 09/01/2023	36,896		0.0
93,000		Microsoft Corp., 2.921%, 03/17/2052	87,531		0.0
17,000		NetApp, Inc., 1.875%, 06/22/2025	16,276		0.0
62,000		NVIDIA Corp., 1.550%, 06/15/2028	57,056		0.0
31,000	(2)	NXP BV / NXP Funding LLC, 5.350%, 03/01/2026	32,662		0.0
20,000	(2)	NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051	16,962		0.0
20,000	(2)	NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030	19,415		0.0
100,000	(2)	NXP BV / NXP Funding LLC / NXP USA, Inc., 4.300%, 06/18/2029	103,360		0.1
70,000		Oracle Corp., 2.300%, 03/25/2028	64,073		0.0
9,000		Oracle Corp., 3.600%, 04/01/2050	7,487		0.0
74,000		Oracle Corp., 3.650%, 03/25/2041	64,832		0.0
6,000		Oracle Corp., 3.850%, 07/15/2036	5,535		0.0
53,000		Oracle Corp., 3.950%, 03/25/2051	46,503		0.0
150,000		Oracle Corp., 4.300%, 07/08/2034	148,319		0.1
17,000		Roper Technologies, Inc., 1.400%, 09/15/2027	15,435		0.0

 

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

81,000		salesforce.com, Inc., 2.700%, 07/15/2041	71,971	0.0
12,000		salesforce.com, Inc., 2.900%, 07/15/2051	10,692	0.0
180,000		VMware, Inc., 1.400%, 08/15/2026	165,515	0.1
20,000		VMware, Inc., 1.800%, 08/15/2028	17,779	0.0
35,000		Workday, Inc., 3.700%, 04/01/2029	35,110	0.0
30,000		Workday, Inc., 3.800%, 04/01/2032	29,980	0.0
			2,077,834	0.6
		Utilities: 1.4%
152,000		AEP Texas, Inc., 3.450%, 01/15/2050	135,537	0.1
32,000	(2)	AEP Texas, Inc., 3.850%, 10/01/2025	32,370	0.0
21,000		AES Corp./The, 1.375%, 01/15/2026	19,338	0.0
16,000	(2)	AES Corp./The, 3.950%, 07/15/2030	15,882	0.0
20,000		Alabama Power Co., 3.450%, 10/01/2049	18,638	0.0
41,000	(2)	Alliant Energy Finance LLC, 3.600%, 03/01/2032	39,922	0.0
74,000	(2)	Alliant Energy Finance LLC, 3.750%, 06/15/2023	74,865	0.0
30,000	(4)	American Electric Power Co., Inc., 3.875%, 02/15/2062	27,737	0.0
35,000	(2)	American Transmission Systems, Inc., 2.650%, 01/15/2032	32,377	0.0
28,000	(2)	American Transmission Systems, Inc., 5.000%, 09/01/2044	30,914	0.0
23,000		Appalachian Power Co., 2.700%, 04/01/2031	21,345	0.0
14,000		Appalachian Power Co., 3.700%, 05/01/2050	13,110	0.0
55,000		Avangrid, Inc., 3.200%, 04/15/2025	54,888	0.0
30,000		Baltimore Gas and Electric Co., 2.250%, 06/15/2031	27,348	0.0
26,000		Berkshire Hathaway Energy Co., 1.650%, 05/15/2031	22,674	0.0
25,000		Black Hills Corp., 2.500%, 06/15/2030	22,765	0.0
15,000		Black Hills Corp., 3.050%, 10/15/2029	14,398	0.0
40,000		Black Hills Corp., 4.250%, 11/30/2023	40,786	0.0
8,000		Black Hills Corp., 4.350%, 05/01/2033	8,154	0.0
25,000		CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042	24,537	0.0
39,000	(2)	Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028	38,169	0.0
26,000	(4)	CMS Energy Corp., 3.750%, 12/01/2050	23,010	0.0
68,000	(4)	CMS Energy Corp., 4.750%, 06/01/2050	67,490	0.0
13,000		Commonwealth Edison Co., 3.750%, 08/15/2047	12,985	0.0
34,000		Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057	33,380	0.0
13,000		Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035	14,526	0.0
100,000		Dominion Energy South Carolina, Inc., 2.300%, 12/01/2031	91,370	0.1
70,000	(4)	Dominion Energy, Inc., 4.350%, 12/31/2199	68,044	0.0
35,000	(4)	Dominion Energy, Inc., 4.650%, 12/31/2199	34,825	0.0
13,000		DTE Electric Co., 2.950%, 03/01/2050	11,518	0.0
12,000		Duke Energy Carolinas LLC, 2.550%, 04/15/2031	11,275	0.0
200,000		Duke Energy Carolinas LLC, 2.950%, 12/01/2026	199,713	0.1
2,000		Duke Energy Carolinas LLC, 3.700%, 12/01/2047	1,959	0.0
6,000		Duke Energy Carolinas LLC, 3.750%, 06/01/2045	5,927	0.0
10,000		Duke Energy Carolinas LLC, 3.875%, 03/15/2046	10,091	0.0
2,000		Duke Energy Carolinas LLC, 3.950%, 03/15/2048	2,061	0.0
125,000		Duke Energy Carolinas LLC, 4.000%, 09/30/2042	128,286	0.1
2,000		Duke Energy Carolinas LLC, 4.250%, 12/15/2041	2,099	0.0
15,000	(4)	Duke Energy Corp., 4.875%, 12/31/2199	15,197	0.0
45,000		Duke Energy Florida LLC, 2.400%, 12/15/2031	41,577	0.0
21,000		Duke Energy Florida LLC, 3.000%, 12/15/2051	18,821	0.0
8,000		Duke Energy Florida LLC, 4.200%, 07/15/2048	8,561	0.0
195,000		Duke Energy Indiana LLC, 2.750%, 04/01/2050	165,012	0.1
30,000		Duke Energy Indiana LLC, 3.250%, 10/01/2049	26,772	0.0
13,000		Duke Energy Ohio, Inc., 2.125%, 06/01/2030	11,831	0.0
109,000		Duke Energy Progress LLC, 3.700%, 10/15/2046	106,089	0.1
55,000		Duke Energy Progress LLC, 4.100%, 05/15/2042	56,874	0.0
3,000		Duke Energy Progress LLC, 4.100%, 03/15/2043	3,070	0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

2,000		Duke Energy Progress LLC, 4.200%, 08/15/2045	2,098	0.0
17,000	(2)	Duquesne Light Holdings, Inc., 2.532%, 10/01/2030	15,275	0.0
124,000		Entergy Arkansas LLC, 2.650%, 06/15/2051	101,607	0.1
53,000		Entergy Arkansas LLC, 4.200%, 04/01/2049	57,022	0.0
32,000		Entergy Corp., 2.400%, 06/15/2031	28,773	0.0
13,000		Entergy Corp., 2.800%, 06/15/2030	12,203	0.0
100,000		Entergy Louisiana LLC, 2.900%, 03/15/2051	86,681	0.1
9,000		Entergy Louisiana LLC, 4.200%, 04/01/2050	9,555	0.0
33,000		Entergy Texas, Inc., 4.000%, 03/30/2029	34,461	0.0
18,000		Evergy Metro, Inc., 2.250%, 06/01/2030	16,549	0.0
25,000		Eversource Energy, 1.400%, 08/15/2026	23,102	0.0
57,000		Eversource Energy, 2.900%, 03/01/2027	55,950	0.0
35,000		Eversource Energy, 3.375%, 03/01/2032	34,276	0.0
5,000		Exelon Corp., 4.050%, 04/15/2030	5,168	0.0
10,000		Exelon Corp., 4.700%, 04/15/2050	11,034	0.0
57,000		FirstEnergy Corp., 3.350%, 07/15/2022	57,070	0.0
30,000		Florida Power & Light Co., 2.875%, 12/04/2051	26,956	0.0
25,000		Georgia Power Co., 2.200%, 09/15/2024	24,537	0.0
33,000		Georgia Power Co., 5.750%, 04/15/2023	33,996	0.0
44,000		Indiana Michigan Power Co., 3.250%, 05/01/2051	39,442	0.0
20,000		Interstate Power and Light Co., 3.100%, 11/30/2051	17,163	0.0
80,000		Interstate Power and Light Co., 3.250%, 12/01/2024	80,427	0.1
12,000		IPALCO Enterprises, Inc., 4.250%, 05/01/2030	12,039	0.0
200,000	(2)	Israel Electric Corp. Ltd., 3.750%, 02/22/2032	192,672	0.1
14,000	(2)	Jersey Central Power & Light Co., 2.750%, 03/01/2032	13,057	0.0
50,000	(2)	Jersey Central Power & Light Co., 4.300%, 01/15/2026	51,099	0.0
50,000	(2)	Jersey Central Power & Light Co., 4.700%, 04/01/2024	51,145	0.0
12,000	(2)	Metropolitan Edison Co., 4.000%, 04/15/2025	11,953	0.0
5,000		MidAmerican Energy Co., 4.400%, 10/15/2044	5,388	0.0
30,000		Mississippi Power Co., 4.250%, 03/15/2042	30,160	0.0
20,000	(2)	Monongahela Power Co., 3.550%, 05/15/2027	20,009	0.0
15,000	(2)	Narragansett Electric Co/The, 3.395%, 04/09/2030	14,764	0.0
44,000		National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030	41,064	0.0
49,000		National Rural Utilities Cooperative Finance Corp., 2.750%, 04/15/2032	46,363	0.0
43,000	(4)	National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043	41,964	0.0
175,000		NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027	164,409	0.1
123,000		NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028	113,577	0.1
25,000		NextEra Energy Capital Holdings, Inc., 2.440%, 01/15/2032	22,890	0.0
45,000	(4)	NextEra Energy Capital Holdings, Inc., 3.800%, 03/15/2082	41,592	0.0
100,000		NiSource, Inc., 0.950%, 08/15/2025	92,009	0.1
20,000		NiSource, Inc., 5.950%, 06/15/2041	23,406	0.0
18,000		NSTAR Electric Co., 1.950%, 08/15/2031	15,919	0.0
20,000		Oglethorpe Power Corp., 3.750%, 08/01/2050	18,873	0.0
59,000		ONE Gas, Inc., 1.100%, 03/11/2024	56,951	0.0
13,000		Pacific Gas and Electric Co., 4.250%, 03/15/2046	11,278	0.0
28,000		Pacific Gas and Electric Co., 4.300%, 03/15/2045	23,917	0.0
17,000		Pacific Gas and Electric Co., 4.450%, 04/15/2042	15,115	0.0
7,000		PacifiCorp, 4.150%, 02/15/2050	7,322	0.0
5,000		PECO Energy Co., 3.700%, 09/15/2047	5,044	0.0
10,000		PECO Energy Co., 4.150%, 10/01/2044	10,426	0.0
200,000		Perusahaan Listrik Negara PT, 4.125%, 05/15/2027	202,460	0.1
15,000		Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050	13,428	0.0
75,000		PPL Electric Utilities Corp., 4.125%, 06/15/2044	77,120	0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

5,000		Public Service Electric and Gas Co., 3.600%, 12/01/2047	4,964	0.0
17,000		Public Service Enterprise Group, Inc., 1.600%, 08/15/2030	14,561	0.0
80,000		Public Service Enterprise Group, Inc., 2.450%, 11/15/2031	72,766	0.0
50,000		Sempra Energy, 3.800%, 02/01/2038	49,154	0.0
75,000	(4)	Sempra Energy, 4.125%, 04/01/2052	70,207	0.0
24,000	(4)	Sempra Energy, 4.875%, 12/31/2199	24,180	0.0
68,000		Sierra Pacific Power Co., 2.600%, 05/01/2026	66,871	0.0
75,000		South Jersey Industries, Inc., 5.020%, 04/15/2031	73,765	0.0
6,000		Southern California Edison Co., 4.050%, 03/15/2042	5,787	0.0
40,000		Southern Co. Gas Capital Corp., 5.875%, 03/15/2041	47,203	0.0
60,000	(4)	Southern Co/The, 3.750%, 09/15/2051	55,473	0.0
35,000	(4)	Southern Co/The, 4.000%, 01/15/2051	33,950	0.0
27,000		Southwest Gas Corp., 4.050%, 03/15/2032	26,958	0.0
36,000		Southwestern Electric Power Co., 1.650%, 03/15/2026	33,888	0.0
14,000		Tampa Electric Co., 4.350%, 05/15/2044	14,570	0.0
25,000		Tucson Electric Power Co., 1.500%, 08/01/2030	21,420	0.0
17,000		Union Electric Co., 3.900%, 09/15/2042	16,891	0.0
28,000		Virginia Electric and Power Co., 3.450%, 09/01/2022	28,087	0.0
36,000		Washington Gas Light Co., 3.650%, 09/15/2049	34,808	0.0
31,000		WEC Energy Group, Inc., 1.375%, 10/15/2027	27,939	0.0
26,000		WEC Energy Group, Inc., 2.200%, 12/15/2028	23,877	0.0
23,000		Wisconsin Electric Power Co., 1.700%, 06/15/2028	20,826	0.0
26,000		Wisconsin Public Service Corp., 3.671%, 12/01/2042	24,989	0.0
			4,902,009	1.4
	Total Corporate Bonds/Notes
	(Cost $36,669,837)		34,767,498	9.7
COLLATERALIZED MORTGAGE OBLIGATIONS: 3.5%
61,928		Alternative Loan Trust 2004-J7 MI, 1.477%, (US0001M + 1.020%), 10/25/2034	61,782	0.0
41,503		Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035	35,916	0.0
87,443		Alternative Loan Trust 2005-J2 1A12, 0.857%, (US0001M + 0.400%), 04/25/2035	73,260	0.0
15,732		Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036	10,120	0.0
81,230		Alternative Loan Trust 2006-19CB A12, 0.857%, (US0001M + 0.400%), 08/25/2036	40,174	0.0
24,310		Alternative Loan Trust 2007-23CB A3, 0.957%, (US0001M + 0.500%), 09/25/2037	11,742	0.0
106,053		Alternative Loan Trust 2007-2CB 2A1, 1.057%, (US0001M + 0.600%), 03/25/2037	49,529	0.0
600,000	(2)	Arroyo Mortgage Trust 2022-1 A3, 3.650%, 12/25/2056	576,780	0.2
25,259	(4)	Bear Stearns ALT-A Trust 2005-7 21A1, 2.627%, 09/25/2035	22,838	0.0
42,606		Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.647%, (US0001M + 0.190%), 01/25/2037	39,549	0.0
500,000	(2)	Bellemeade Re 2022-1 M1C Ltd., 3.799%, (SOFR30A + 3.700%), 01/26/2032	482,047	0.1
60,188	(4)	Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.772%, 03/25/2036	51,726	0.0
30,427	(4)	Citigroup Mortgage Loan Trust 2007-10 22AA, 3.185%, 09/25/2037	28,815	0.0
100,000	(2)	Connecticut Avenue Securities Trust 2020-R02 2B1, 3.457%, (US0001M + 3.000%), 01/25/2040	91,898	0.0
290,091		Fannie Mae 2011-113 CL, 4.000%, 11/25/2041	295,648	0.1
431,094		Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041	450,812	0.1
51,662		Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.457%, (US0001M + 4.000%), 05/25/2025	51,730	0.0
143,545		Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.457%, (US0001M + 3.000%), 10/25/2029	146,696	0.1

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

160,326		Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 3.307%, (US0001M + 2.850%), 11/25/2029	163,214	0.1
59,591		Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 3.257%, (US0001M + 2.800%), 02/25/2030	60,700	0.0
162,482		Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.457%, (US0001M + 2.000%), 03/25/2031	162,478	0.1
22,055	(2)	Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.757%, (US0001M + 2.300%), 08/25/2031	22,062	0.0
80,692	(2)	Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.507%, (US0001M + 2.050%), 01/25/2040	80,660	0.0
179,522		Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036	187,671	0.1
161,376	(4)	Fannie Mae REMIC Trust 2009-50 HZ, 5.534%, 02/25/2049	174,150	0.1
129,093		Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041	137,598	0.0
102,803		Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040	106,878	0.0
233,792		Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029	239,295	0.1
61,259		Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041	65,546	0.0
37,273		Fannie Mae REMICS 2011-84 Z, 5.250%, 09/25/2041	38,400	0.0
89,987		Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033	89,898	0.0
456,732		Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047	463,320	0.1
51,494		Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047	50,360	0.0
90,641	(2),(4)	Flagstar Mortgage Trust 2018-1 B3, 3.968%, 03/25/2048	88,353	0.0
260,976		Freddie Mac 4634 ZM, 5.000%, 11/15/2056	318,178	0.1
53,944		Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029	57,266	0.0
46,576		Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032	50,145	0.0
11,428		Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034	12,261	0.0
34,063		Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035	36,267	0.0
106,081		Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036	113,760	0.0
40,685		Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037	43,243	0.0
38,597	(4),(5)	Freddie Mac REMIC Trust 3524 LA, 5.146%, 03/15/2033	38,918	0.0
38,987		Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037	41,704	0.0
6,918		Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042	7,254	0.0
218,251		Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033	217,680	0.1
557,684		Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044	584,932	0.2
557,684		Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044	583,883	0.2
1,058,134		Freddie Mac REMICS 4136 ZG, 3.000%, 11/15/2042	1,039,707	0.3
518,357		Freddie Mac REMICS 4372 Z, 3.000%, 08/15/2044	508,310	0.2
182,283		Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043	182,524	0.1
250,000	(2)	Freddie Mac STACR REMIC Trust 2020-DNA6 M2, 2.099%, (SOFR30A + 2.000%), 12/25/2050	247,070	0.1
108,008	(2)	Freddie Mac STACR Remic Trust 2020-HQA2 M2, 3.557%, (US0001M + 3.100%), 03/25/2050	108,580	0.0
25,405	(2)	Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 4.057%, (US0001M + 3.600%), 07/25/2050	25,441	0.0
250,000	(2)	Freddie Mac STACR REMIC Trust 2021-DNA5 M2, 1.749%, (SOFR30A + 1.650%), 01/25/2034	246,087	0.1
600,000	(2)	Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 3.849%, (SOFR30A + 3.750%), 12/25/2041	541,774	0.2
100,000	(2)	Freddie Mac STACR REMIC Trust 2022-DNA1 B1, 3.499%, (SOFR30A + 3.400%), 01/25/2042	91,119	0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

130,153		Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.807%, (US0001M + 2.350%), 04/25/2030	131,134	0.0
75,674		Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.757%, (US0001M + 2.300%), 09/25/2030	75,807	0.0
280,070		Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042	266,374	0.1
1,113,780		Ginnie Mae 2019-15 CZ, 3.500%, 02/20/2049	1,123,559	0.3
33,590		Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039	35,132	0.0
223,690		Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040	227,807	0.1
10,161		Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032	10,812	0.0
28,592		HomeBanc Mortgage Trust 2004-1 2A, 1.317%, (US0001M + 0.860%), 08/25/2029	28,209	0.0
97,666	(2),(4)	JP Morgan Mortgage Trust 2019-LTV3 A5, 3.500%, 03/25/2050	97,708	0.0
167,534	(2),(4)	JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050	164,512	0.1
100,000	(2)	Mello Warehouse Securitization Trust 2021-1 C, 1.557%, (US0001M + 1.100%), 02/25/2055	99,259	0.0
45,245		Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037	33,496	0.0
300,000	(2)	Mortgage Insurance-Linked Notes 2021-3 M1B, 2.999%, (SOFR30A + 2.900%), 02/25/2034	290,134	0.1
9,610		Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037	8,814	0.0
17,315	(4)	WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.469%, 10/25/2036	16,759	0.0
43,365		WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 1.477%, (US0001M + 0.510%), 08/25/2045	43,132	0.0
22,827		WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.437%, (US0001M + 0.490%), 10/25/2045	22,484	0.0
22,578	(4)	WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.854%, 08/25/2046	22,188	0.0
107,852	(4)	WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.030%, 12/25/2036	106,479	0.0
59,379	(4)	WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 2.950%, 07/25/2037	59,023	0.0
134,365		Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.101%, (12MTA + 0.960%), 08/25/2046	92,322	0.0
13,297		Wells Fargo Alternative Loan 2007-PA2 2A1, 0.887%, (US0001M + 0.430%), 06/25/2037	10,800	0.0
10,991	(4)	Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.885%, 04/25/2036	10,705	0.0
16,225	(4)	Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 2.868%, 12/28/2037	16,001	0.0
	Total Collateralized Mortgage Obligations
	(Cost $13,081,394)		12,740,398	3.5
U.S. TREASURY OBLIGATIONS: 4.2%
		U.S. Treasury Bonds: 1.5%
1,000		1.250%,05/15/2050	747	0.0
22,000		1.375%,11/15/2040	18,002	0.0
2,200		1.625%,11/15/2050	1,806	0.0
1,333,200		1.875%,02/15/2032	1,280,497	0.4
1,790,000		1.875%,11/15/2051	1,570,725	0.4
2,563,800		2.375%,02/15/2042	2,473,666	0.7
			5,345,443	1.5
		U.S. Treasury Notes: 2.7%
1,000		0.125%,10/15/2023	969	0.0
260,500		0.500%,11/30/2023	253,240	0.1
344,900	(3)	0.875%,01/31/2024	336,170	0.1
20,500		1.125%,02/15/2031	18,516	0.0
137,800		1.250%,11/30/2026	130,396	0.0
219,300		1.250%,09/30/2028	203,546	0.1
364,000	(3)	1.500%,02/29/2024	358,725	0.1
347,900	(3)	1.500%,01/31/2027	332,516	0.1
693,400		1.500%,11/30/2028	653,245	0.2
1,898,000		1.750%,03/15/2025	1,857,964	0.5
251,500	(3)	1.875%,02/28/2027	244,800	0.1
536,000	(3)	1.875%,02/28/2029	517,533	0.1
3,439,000		2.250%,03/31/2024	3,434,500	1.0
1,121,000		2.375%,03/31/2029	1,117,847	0.3
192,000		2.500%,03/31/2027	192,435	0.0
			9,652,402	2.7
	Total U.S. Treasury Obligations
	(Cost $15,291,758)		14,997,845	4.2
U.S. GOVERNMENT AGENCY OBLIGATIONS: 4.5%
		Federal Home Loan Mortgage Corporation: 0.2%(6)
8,652		2.500%,05/01/2030	8,580	0.0
5,548		2.500%,05/01/2030	5,504	0.0
10,222		2.500%,06/01/2030	10,136	0.0
18,832		3.000%,03/01/2045	18,798	0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

12,985		3.000%,03/01/2045	12,903	0.0
20,321		3.000%,04/01/2045	20,222	0.0
28,908		3.500%,03/01/2045	29,411	0.0
85,742		4.000%,12/01/2041	89,598	0.1
28,539		4.000%,12/01/2042	29,850	0.0
3,883		4.000%,09/01/2045	4,036	0.0
4,628		4.000%,09/01/2045	4,836	0.0
6,820		4.000%,09/01/2045	7,125	0.0
4,663		4.000%,09/01/2045	4,856	0.0
56,617		4.500%,08/01/2041	59,256	0.0
246,867		4.500%,09/01/2041	263,034	0.1
2,422		5.500%,07/01/2037	2,657	0.0
1,894		6.500%,12/01/2031	2,064	0.0
			572,866	0.2
		Federal National Mortgage Association: 0.1%(6)
444,681		4.500%,09/01/2047	486,513	0.1
		Government National Mortgage Association: 1.3%
1,319,113		2.500%,05/20/2051	1,281,544	0.4
600,000	(7)	3.000%,04/15/2052	593,039	0.2
2,500,000	(7)	3.500%,05/15/2052	2,507,031	0.7
22,615		4.000%,11/20/2040	23,775	0.0
46,729		4.000%,03/20/2046	48,450	0.0
41,985		4.500%,08/20/2041	44,730	0.0
83,230		4.500%,09/15/2047	89,021	0.0
			4,587,590	1.3
		Uniform Mortgage-Backed Securities: 2.9%
283,427		2.000%,05/01/2051	263,686	0.1
292,096		2.000%,10/01/2051	271,582	0.1
996,862		2.000%,02/01/2052	927,801	0.3
14,044		2.500%,05/01/2030	13,917	0.0
18,419		2.500%,06/01/2030	18,246	0.0
26,287		2.500%,06/01/2030	26,041	0.0
10,672		2.500%,07/01/2030	10,572	0.0
333,517		2.500%,01/01/2052	319,400	0.1
998,176		2.500%,02/01/2052	957,178	0.3
898,473		2.500%,02/01/2052	862,685	0.2
382,235		2.500%,03/01/2052	366,063	0.1
1,757,000	(7)	2.500%,04/15/2052	1,676,425	0.5
34,061		3.000%,09/01/2043	34,019	0.0
171,993		3.000%,04/01/2045	171,040	0.1
113,577		3.000%,07/01/2046	112,946	0.0
600,228		3.000%,04/01/2050	589,236	0.2
1,098,227		3.000%,02/01/2052	1,081,739	0.3
1,738,000	(7)	3.000%,04/15/2052	1,700,253	0.5
37,482		3.500%,10/01/2042	38,244	0.0
343,941		3.500%,08/01/2046	350,374	0.1
91,433		4.000%,07/01/2042	95,726	0.0
9,018		4.000%,07/01/2042	9,373	0.0
136,202		4.000%,01/01/2045	142,311	0.0
21,145		4.000%,06/01/2045	22,077	0.0
18,119		4.500%,11/01/2040	19,284	0.0
32,125		4.500%,10/01/2041	33,984	0.0
15,664		5.000%,06/01/2033	16,961	0.0
3,911		5.000%,02/01/2036	4,235	0.0
1,708		5.000%,07/01/2036	1,847	0.0
41,475		5.000%,07/01/2037	44,051	0.0
40,618		5.000%,11/01/2040	43,867	0.0
17,162		5.000%,05/01/2041	18,585	0.0
25,524		5.000%,06/01/2041	27,640	0.0
55,264		5.000%,06/01/2041	59,824	0.0
65,289		5.500%,12/01/2036	71,520	0.0
220		7.000%,10/01/2029	237	0.0
1,180		7.000%,01/01/2032	1,244	0.0
376		7.000%,05/01/2032	380	0.0
			10,404,593	2.9
	Total U.S. Government Agency Obligations
	(Cost $16,395,721)		16,051,562	4.5
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.1%
500,000	(2),(4)	Arbor Multifamily Mortgage Securities Trust 2021-MF2 E, 2.000%, 06/15/2054	388,985	0.1
500,000	(2)	AREIT 2021-CRE5 D Trust, 3.047%, (US0001M + 2.650%), 08/17/2026	497,334	0.2
100,000	(2),(4)	BAMLL Commercial Mortgage Securities Trust 2015-200P F, 3.596%, 04/14/2033	93,900	0.0
3,000,000	(4),(5)	BANK 2017-BNK8 XB, 0.174%, 11/15/2050	27,316	0.0
966,170	(4),(5)	BANK 2019-BNK16 XA, 0.944%, 02/15/2052	48,876	0.0
3,778,748	(4),(5)	BANK 2019-BNK21 XA, 0.868%, 10/17/2052	191,307	0.1
2,180,000	(2),(4),(5)	BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033	41,874	0.0
987,618	(4),(5)	Benchmark 2019-B9 XA Mortgage Trust, 1.037%, 03/15/2052	57,009	0.0
343,000	(2)	BX Commercial Mortgage Trust 2021-IRON E, 2.747%, (US0001M + 2.350%), 02/15/2038	334,043	0.1
400,000	(2)	BX Trust 2021-ARIA F, 2.991%, (US0001M + 2.594%), 10/15/2036	389,963	0.1
795,030	(4),(5)	CD 2017-CD4 Mortgage Trust XA, 1.270%, 05/10/2050	33,910	0.0
876,319	(4),(5)	Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.900%, 07/10/2049	53,320	0.0
1,256,431	(4),(5)	Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.081%, 10/12/2050	48,547	0.0
967,646	(4),(5)	Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.886%, 09/15/2050	37,266	0.0
1,291,681	(4),(5)	Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.535%, 06/10/2051	42,424	0.0
1,114,140	(4),(5)	Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.055%, 08/10/2056	63,252	0.0
60,000		Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052	58,671	0.0
737,294	(4),(5)	COMM 2012-CR4 XA, 1.685%, 10/15/2045	2,816	0.0
2,380,000	(2),(4),(5)	COMM 2012-CR4 XB, 0.614%, 10/15/2045	7,730	0.0
177,000	(4)	Comm 2013-CCRE13 C Mortgage Trust, 4.881%, 11/10/2046	176,726	0.1

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

20,000	(4)	COMM 2016-COR1 C, 4.332%, 10/10/2049	19,687	0.0
1,417,172	(4),(5)	COMM 2016-CR28 XA, 0.709%, 02/10/2049	27,876	0.0
697,330	(4),(5)	COMM 2017-COR2 XA, 1.164%, 09/10/2050	35,074	0.0
110,000	(2),(4)	DBJPM 16-C3 Mortgage Trust, 3.484%, 08/10/2049	90,131	0.0
130,000	(2),(4)	DBWF 2015-LCM D Mortgage Trust, 3.422%, 06/10/2034	111,354	0.1
655,153		Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037	116,941	0.1
1,646,932	(4),(5)	Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.882%, 11/25/2030	101,288	0.0
798,813	(4),(5)	Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.330%, 07/25/2035	105,450	0.0
1,290,584	(4),(5)	Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.871%, 10/25/2035	108,781	0.1
848,000	(5)	Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.364%, 12/25/2029	68,809	0.0
300,000	(2)	GAM Re-REMIC Trust 2021-FRR1 1B, 0.800%, 11/29/2050	238,356	0.1
300,000	(2)	GAM Re-REMIC Trust 2021-FRR1 2B, 1.070%, 11/29/2050	220,669	0.1
900,000	(2)	Great Wolf Trust 2019-WOLF E, 3.129%, (US0001M + 2.732%), 12/15/2036	865,178	0.3
100,000	(2)	GS Mortgage Securities Corp. II 2018-RIVR F, 2.497%, (US0001M + 2.100%), 07/15/2035	91,741	0.0
979,461	(4),(5)	GS Mortgage Securities Trust 2014-GC22 XA, 0.942%, 06/10/2047	13,703	0.0
1,360,033	(4),(5)	GS Mortgage Securities Trust 2016-GS4 XA, 0.572%, 11/10/2049	28,395	0.0
836,788	(4),(5)	GS Mortgage Securities Trust 2017-GS6 XA, 1.019%, 05/10/2050	37,458	0.0
50,000		GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052	51,515	0.0
1,218,279	(4),(5)	GS Mortgage Securities Trust 2019-GC38 XA, 0.955%, 02/10/2052	64,649	0.0
2,054,879	(4),(5)	GS Mortgage Securities Trust 2019-GC42 XA, 0.808%, 09/01/2052	97,739	0.0
90,000		GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052	87,718	0.0
1,299,543	(4),(5)	GS Mortgage Securities Trust 2020-GC47 XA, 1.131%, 05/12/2053	96,916	0.0
100,000	(2),(4)	JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046	93,327	0.0
40,000	(2),(4)	JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046	37,894	0.0
1,137,839	(4),(5)	JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.591%, 12/15/2049	24,633	0.0
100,000	(2),(4)	JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038	88,291	0.0
100,000	(2),(4)	JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047	80,671	0.0
394,520	(4),(5)	JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.647%, 04/15/2047	3,579	0.0
72,104	(2),(4),(5)	LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.052%, 11/15/2038	233	0.0
175,000	(2)	MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 2.943%, (TSFR1M + 2.500%), 07/15/2036	172,933	0.1
1,492,467	(4),(5)	Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 0.959%, 12/15/2047	29,053	0.0
62,000		Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052	61,507	0.0
3,344,755	(4),(5)	Morgan Stanley Capital I Trust 2019-L3 XA, 0.640%, 11/15/2052	137,115	0.1
1,008,431	(4),(5)	Morgan Stanley Capital I Trust 2021-L5 XA, 1.299%, 05/15/2054	85,920	0.0
75,000		Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050	62,256	0.0
336,401	(2)	Motel Trust 2021-MTL6 F, 3.947%, (US0001M + 3.550%), 09/15/2038	328,736	0.1
2,085,145	(4),(5)	UBS Commercial Mortgage Trust 2018-C9 XA, 0.871%, 03/15/2051	89,710	0.0
60,000		UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 10/15/2052	57,783	0.0

 

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

40,000	(2),(4)	UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.461%, 12/10/2045	36,922		0.0
60,000	(2),(4)	UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.461%, 12/10/2045	45,534		0.0
400,000	(2)	Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051	321,401		0.1
1,027,434	(4),(5)	Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.591%, 08/15/2052	88,855		0.0
889,075	(2),(4),(5)	WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.687%, 08/15/2045	44		0.0
500,000	(2),(4)	WFRBS Commercial Mortgage Trust 2014-C23 D, 4.004%, 10/15/2057	466,840		0.2
	Total Commercial Mortgage-Backed Securities
	(Cost $7,913,822)		7,587,934		2.1
ASSET-BACKED SECURITIES: 3.0%
		Automobile Asset-Backed Securities: 0.2%
100,000		Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024	101,134		0.1
100,000		Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025	100,925		0.0
100,000		Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025	101,109		0.0
150,000		Drive Auto Receivables Trust 2021-2 C, 0.870%, 10/15/2027	144,258		0.1
100,000	(2)	GLS Auto Receivables Issuer Trust 2021-4 C, 1.940%, 10/15/2027	95,835		0.0
26,248		Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025	26,303		0.0
100,000		Santander Drive Auto Receivables Trust 2021-3 D, 1.330%, 09/15/2027	95,835		0.0
			665,399		0.2
		Home Equity Asset-Backed Securities: 0.0%
86,515	(4)	Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035	88,104		0.0
		Other Asset-Backed Securities: 2.6%
250,000	(2)	AMMC CLO 16 Ltd. 2015-16A CR2, 2.188%, (US0003M + 1.950%), 04/14/2029	248,028		0.1
50,326	(2)	Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046	48,968		0.0
400,000	(2)	ARES XLIV CLO Ltd. 2017-44A A2R, 1.541%, (US0003M + 1.300%), 04/15/2034	398,006		0.1
95,858	(2)	Beacon Container Finance II LLC 2021-1A A, 2.250%, 10/22/2046	90,151		0.0
250,000	(2)	Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 2.404%, (US0003M + 2.150%), 01/20/2032	244,746		0.1
500,000	(2)	Benefit Street Partners Clo XXII Ltd. 2020-22A AR, 2.025%, (TSFR3M + 1.350%), 04/20/2035	499,403		0.1
500,000	(2)	BlueMountain CLO 2014-2A A2R2 Ltd., 1.654%, (US0003M + 1.400%), 10/20/2030	496,070		0.1
250,000	(2)	BlueMountain CLO Ltd. 2021-28A C, 2.241%, (US0003M + 2.000%), 04/15/2034	245,517		0.1
455,000	(2)	BlueMountain CLO XXX Ltd. 2020-30A CR, 2.368%, (TSFR3M + 2.150%), 04/15/2035	452,112		0.1
100,000	(2)	Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050	98,161		0.0
250,000	(2)	Carlyle US Clo 2017-2A CR Ltd., 1.654%, (US0003M + 1.400%), 07/20/2031	249,360		0.1
16,450		Chase Funding Trust Series 2003-5 2A2, 1.057%, (US0001M + 0.600%), 07/25/2033	15,704		0.0
250,000	(2)	Clear Creek CLO 2015-1A CR, 2.204%, (US0003M + 1.950%), 10/20/2030	244,469		0.1
84,050	(2)	CLI Funding VI LLC 2020-1A A, 2.080%, 09/18/2045	78,931		0.0
98,013	(2)	CLI Funding VIII LLC 2022-1A A1, 2.720%, 01/18/2047	92,684		0.0
96,750	(2)	Domino's Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048	97,086		0.0
196,000	(2)	Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049	188,559		0.1
99,250	(2)	Domino's Pizza Master Issuer LLC 2021-1A A2II, 3.151%, 04/25/2051	90,861		0.0
97,000	(2)	Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049	97,002		0.0
250,000	(2)	Eaton Vance Clo 2015-1A A2R Ltd., 1.504%, (US0003M + 1.250%), 01/20/2030		248,848		0.1

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

99,250	(2)	Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047	98,468		0.0
25,104	(2)	FREED ABS Trust 2021-2 A, 0.680%, 06/19/2028	25,068		0.0
16,599	(2)	HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040	16,646		0.0
239,147	(2)	J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072	243,806		0.1
250,000	(2)	Jay Park CLO Ltd. 2016-1A BR, 2.254%, (US0003M + 2.000%), 10/20/2027	248,895		0.1
250,000	(2)	LCM XXIV Ltd. 24A AR, 1.234%, (US0003M + 0.980%), 03/20/2030	248,337		0.1
74,456	(2)	Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047	70,833		0.0
76,593	(2)	Loanpal Solar Loan 2021-1 1GS A Ltd., 2.290%, 01/20/2048	70,179		0.0
125,893	(2)	Loanpal Solar Loan 2021-2GS A Ltd., 2.220%, 03/20/2048	117,030		0.0
250,000	(2)	Madison Park Funding XLVIII Ltd. 2021-48A C, 2.248%, (US0003M + 2.000%), 04/19/2033	248,357		0.1
250,000	(2)	Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029	249,610		0.1
200,000	(2),(4)	Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059	197,002		0.1
41,350	(2)	Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043	41,449		0.0
60,999	(2)	Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044	60,303		0.0
66,810	(2)	Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046	61,018		0.0
75,430	(2)	Mosaic Solar Loan Trust 2021-1A B, 2.050%, 12/20/2046	69,717		0.0
250,000	(2)	Newark BSL CLO 2 Ltd. 2017-1A BR, 2.008%, (US0003M + 1.750%), 07/25/2030	246,547		0.1
250,000	(2)	Oak Hill Credit Partners 2021-8A C, 2.141%, (US0003M + 1.900%), 01/18/2034	246,953		0.1
250,000	(2)	Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.204%, (US0003M + 1.950%), 03/17/2030	244,221		0.1
250,000	(2)	Octagon Investment Partners 32 Ltd. 2017-1A A2R, 1.441%, (US0003M + 1.200%), 07/15/2029	248,674		0.1
200,000	(2)	OHA Loan Funding 2013-1A A1R2 Ltd., 1.349%, (US0003M + 1.090%), 07/23/2031	199,588		0.1
100,000	(2)	Pagaya AI Debt Trust 2022-1 A, 2.030%, 10/15/2029	98,214		0.0
250,000	(2)	Palmer Square CLO 2021-1A B Ltd., 1.954%, (US0003M + 1.700%), 04/20/2034	244,404		0.1
250,000	(2)	Rockland Park CLO Ltd. 2021-1A C, 2.154%, (US0003M + 1.900%), 04/20/2034	247,184		0.1
194,508	(2)	Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055	182,792		0.1
95,888	(2)	Sunnova Sol III Issuer LLC 2021-1 A, 2.580%, 04/28/2056	87,619		0.0
94,329	(2)	Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055	90,886		0.0
96,750	(2)	Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048	97,927		0.0
99,750	(2)	Taco Bell Funding LLC 2021-1A A23, 2.542%, 08/25/2051	86,752		0.0
95,333	(2)	Textainer Marine Containers Ltd. 2021-3A A, 1.940%, 08/20/2046	86,697		0.0
91,500	(2)	Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046	82,988		0.0
116,613	(2)	Upstart Securitization Trust 2021-4 A, 0.840%, 09/20/2031	113,473		0.0
95,750	(2)	Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048	95,079		0.0
99,250	(2)	Wendy's Funding LLC 2021-1A A2II, 2.775%, 06/15/2051	88,050		0.0
199,000	(2)	Zaxby's Funding LLC 2021-1A A2, 3.238%, 07/30/2051	184,466		0.1
			9,263,898		2.6
		Student Loan Asset-Backed Securities: 0.2%
31,096	(2)	Commonbond Student Loan Trust 2017-BGS A1, 2.680%, 09/25/2042	30,889		0.0
24,925	(2)	Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044	24,826		0.0
54,615	(2)	Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045	54,706		0.0
41,984	(2)	Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050	40,999		0.0
38,262	(2)	Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043		38,357		0.0

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

40,048	(2)	Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069	38,996		0.0
100,000	(2)	SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041	98,328		0.1
80,017	(2)	SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054	76,654		0.0
45,638	(2)	Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048	45,944		0.0
42,597	(2)	Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048	42,684		0.0
87,400	(2)	SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046	85,674		0.1
			578,057		0.2
	Total Asset-Backed Securities
	(Cost $10,797,098)		10,595,458		3.0
SOVEREIGN BONDS: 0.7%
145,500	(8)	Argentine Republic Government International Bond, 0.500% (Step Rate @ 0.750% on 07/09/2023), 07/09/2030	49,108		0.0
8,843		Argentine Republic Government International Bond, 1.000%, 07/09/2029	3,043		0.0
225,000		Brazilian Government International Bond, 3.875%, 06/12/2030	207,821		0.1
200,000		Brazilian Government International Bond, 4.625%, 01/13/2028	200,885		0.1
200,000		Colombia Government International Bond, 3.125%, 04/15/2031	169,600		0.0
150,000		Dominican Republic International Bond, 4.875%, 09/23/2032	136,126		0.0
225,000		Egypt Government International Bond, 7.625%, 05/29/2032	204,417		0.1
225,000		Export-Import Bank of India, 2.250%, 01/13/2031	193,516		0.1
200,000	(2)	Hungary Government International Bond, 2.125%, 09/22/2031	181,568		0.0
200,000		Mexico Government International Bond, 3.500%, 02/12/2034	186,398		0.1
200,000		Republic of South Africa Government International Bond, 4.850%, 09/30/2029	196,048		0.1
150,000	(2)	Romanian Government International Bond, 3.625%, 03/27/2032	141,985		0.0
275,000		Saudi Government International Bond, 2.250%, 02/02/2033	253,619		0.1
200,000		Turkey Government International Bond, 4.875%, 10/09/2026	180,908		0.0
80,000		Turkey Government International Bond, 7.375%, 02/05/2025	81,224		0.0
	Total Sovereign Bonds
	(Cost $2,528,437)		2,386,266		0.7
			Value		Percentage of Net Assets
PURCHASED OPTIONS (9): 0.0%
	Total Purchased Options
	(Cost $80,964)		56,481		0.0
	Total Long-Term Investments
	(Cost $325,287,760)		359,055,817		100.4
Principal Amount†			Value		Percentage of Net Assets
SHORT-TERM INVESTMENTS: 3.5%
		Commercial Paper: 0.6%
2,000,000		Auto Zone, 0.560%, 04/05/2022
		(Cost $1,999,867)	1,999,846		0.6
		Repurchase Agreements: 2.3%
2,070,912	(10)	Bank of America Inc., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $2,070,929, collateralized by various U.S. Government Agency Obligations, 2.000%-4.000%, Market Value plus accrued interest $2,112,330, due 02/01/36-03/01/52)	2,070,912		0.6
2,070,900	(10)	Cantor Fitzgerald Securities, Repurchase Agreement dated 03/31/22, 0.29%, due 04/01/22 (Repurchase Amount $2,070,916, collateralized by various U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,112,318, due 04/25/22-12/20/71)		2,070,900		0.5

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

52,307	(10)	Citibank N.A., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $52,307, collateralized by various U.S. Government Securities, 0.000%-7.125%, Market Value plus accrued interest $53,353, due 04/07/22-02/15/50)	52,307		0.0
2,070,912	(10)	MUFG Securities America Inc., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $2,070,929, collateralized by various U.S. Government Agency Obligations, 1.920%-4.500%, Market Value plus accrued interest $2,112,330, due 12/01/28-03/01/52)	2,070,912		0.6
2,070,912	(10)	RBC Dominion Securities Inc., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $2,070,929, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $2,112,330, due 04/26/22-03/20/52)	2,070,912		0.6
	Total Repurchase Agreements
	(Cost $8,335,943)		8,335,943		2.3
		Certificates of Deposit: 0.4%
1,300,000		Mitsubishi UFJ Trust and Banking Corp., 0.220%, 04/04/2022
		(Cost $1,299,990)	1,299,982		0.4
Shares			Value		Percentage of Net Assets
		Mutual Funds: 0.2%
259,000	(10),(11)	BlackRock Liquidity Funds, FedFund, Institutional Class, 0.230%	259,000		0.0
259,000	(10),(11)	Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.250%	259,000		0.1
259,000	(10),(11)	Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.230%	259,000		0.1
	Total Mutual Funds
	(Cost $777,000)		777,000		0.2
	Total Short-Term Investments
	(Cost $12,412,800)		12,412,771		3.5
	Total Investments in Securities (Cost $337,700,560)		$	371,468,588	103.9
	Liabilities in Excess of Other Assets			(13,946,319	)	(3.9)
	Net Assets		$	357,522,269		100.0

 

†	Unless otherwise indicated, principal amount is shown in USD.
ADR	American Depositary Receipt
(1)	Non-income producing security.
(2)	Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
(3)	Security, or a portion of the security, is on loan.
(4)	Variable rate security. Rate shown is the rate in effect as of March 31, 2022.
(5)	Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security.
(6)	The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.
(7)	Represents or includes a TBA transaction.
(8)	Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of March 31, 2022.
(9)	The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities.
(10)	All or a portion of the security represents securities purchased with cash collateral received for securities on loan.
(11)	Rate shown is the 7-day yield as of March 31, 2022.

 

Reference Rate Abbreviations:
12MTA	12-month Treasury Average
SOFR30A	30-day Secured Overnight Financing Rate
TSFR1M	1-month CME Term Secured Overnight Financing Rate
TSFR3M	3-month CME Term Secured Overnight Financing Rate
US0001M	1-month LIBOR
US0003M	3-month LIBOR

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

Fair Value Measurements
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the assets and liabilities:
			Quoted Prices in Active Markets for Identical Investments (Level 1)				Significant Other Observable Inputs# (Level 2)				Significant Unobservable Inputs (Level 3)				Fair Value at March 31, 2022
Asset Table
Investments, at fair value
Common Stock
Communication Services		$	9,513,956			$	1,320,985			$	–			$	10,834,941
Consumer Discretionary			14,372,075				2,550,868				–				16,922,943
Consumer Staples			6,800,349				2,655,656				–				9,456,005
Energy			4,899,992				1,116,584				–				6,016,576
Financials			14,339,064				4,951,322				–				19,290,386
Health Care			16,104,572				3,783,189				–				19,887,761
Industrials			10,361,169				4,150,847				–				14,512,016
Information Technology			32,685,469				2,306,038				–				34,991,507
Materials			3,367,668				2,820,386				–				6,188,054
Real Estate			4,341,767				835,012				–				5,176,779
Utilities			3,705,640				870,985				–				4,576,625
Total Common Stock			120,491,721				27,361,872				–				147,853,593
Exchange-Traded Funds			100,711,907				–				–				100,711,907
Mutual Funds			11,042,395				–				–				11,042,395
Preferred Stock			–				264,480				–				264,480
Purchased Options			–				56,481				–				56,481
Corporate Bonds/Notes			–				34,767,498				–				34,767,498
Collateralized Mortgage Obligations			–				12,740,398				–				12,740,398
Asset-Backed Securities			–				10,595,458				–				10,595,458
U.S. Government Agency Obligations			–				16,051,562				–				16,051,562
Commercial Mortgage-Backed Securities			–				7,587,934				–				7,587,934
Sovereign Bonds			–				2,386,266				–				2,386,266
U.S. Treasury Obligations			–				14,997,845				–				14,997,845
Short-Term Investments			777,000				11,635,771				–				12,412,771
Total Investments, at fair value		$	233,023,023			$	138,445,565			$	–			$	371,468,588
Other Financial Instruments+
Centrally Cleared Swaps			–				12,730				–				12,730
Forward Foreign Currency Contracts			–				1,010				–				1,010
Futures			99,394				–				–				99,394
Total Assets		$	233,122,417			$	138,459,305			$	–			$	371,581,722
Liabilities Table
Other Financial Instruments+
Centrally Cleared Swaps		$	–			$	(11,137	)		$	–			$	(11,137	)
Forward Foreign Currency Contracts			–				(19,102	)			–				(19,102	)
Futures			(842,769	)			–				–				(842,769	)
Written Options			–				(32,311	)			–				(32,311	)
Total Liabilities		$	(842,769	)		$	(62,550	)		$	–			$	(905,319	)

 

+

Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument.  OTC swaps and written options are valued at the fair value of the instrument.

#

The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio's investments are categorized as Level 2 investments.

 

Transactions with Affiliates

 

An investment of at least 5% of the voting securities of an issuer, or a company which is under common control results in that issuer becoming an affiliated person as defined by the 1940 Act.

 

The following table provides transactions during the period ended March 31, 2022, where the following issuers were considered an affiliate:

 

Issuer		Beginning Fair Value at 12/31/2021				Purchases at Cost				Sales at Cost				Change in Unrealized Appreciation/(Depreciation)				Ending Fair Value at 3/31/2022				Investment Income				Realized Gains/(Losses)				Net Capital Gain Distributions
Voya Emerging Markets Local Currency Debt Fund - Class P		$	804,693			$	9,170			$	-			$	(38,152	)		$	775,711				9,170			$	-			$	-
Voya Floating Rate Fund - Class P			1,691,934				17,891				-				(24,456	)			1,685,369				17,891				-				-
Voya High Yield Bond Fund - Class P			32,911,489				2,168,702				(29,171,533	)			(1,962,485	)			3,946,173				43,010				1,025,942				-
Voya Short Term Bond Fund - Class R6			4,762,230				17,726				-				(144,814	)			4,635,142				17,726				-				-
		$	40,170,346			$	2,213,489			$	(29,171,534	)		$	(2,169,906	)		$	11,042,395			$	87,797			$	1,025,942			$	-

 

The financial statements for the above mutual fund[s] can be found at www.sec.gov.

 

At March 31, 2022, the following forward foreign currency contracts were outstanding for Voya Balanced Portfolio:

 

Currency Purchased		Currency Sold		Counterparty		Settlement Date		Unrealized Appreciation (Depreciation)
USD 769		PHP 40,551		Barclays Bank PLC		04/29/22		$	(13	)
USD 76,011		MYR 317,909		Barclays Bank PLC		04/29/22			661
USD 26,790		HUF 9,282,257		Barclays Bank PLC		04/29/22			(1,064	)
USD 42,173		COP 160,078,860		Barclays Bank PLC		05/06/22			(74	)
USD 84,554		IDR 1,219,102,102		BNP Paribas		04/29/22			(356	)
USD 71,353		THB 2,370,100		Citibank N.A.		04/29/22			64
USD 25,417		PEN 94,617		Citibank N.A.		05/06/22			(233	)
USD 21,256		RON 96,559		Goldman Sachs International		04/29/22			(288	)
USD 10,645		TRY 167,972		Goldman Sachs International		04/29/22			(574	)
USD 72,792		BRL 373,929		HSBC Bank USA N.A.		05/06/22			(5,049	)
USD 186		ILS 606		JPMorgan Chase Bank N.A.		04/29/22			(4	)
USD 65,497		PLN 288,089		JPMorgan Chase Bank N.A.		04/29/22			(2,904	)
USD 86,437		MXN 1,820,970		JPMorgan Chase Bank N.A.		05/06/22			(4,599	)
USD 34,966		CZK 807,548		Morgan Stanley Capital Services LLC		04/29/22			(1,520	)
USD 91,597		CNY 581,089		Morgan Stanley Capital Services LLC		04/29/22			229
USD 62,425		ZAR 950,629		Morgan Stanley Capital Services LLC		04/29/22			(2,424	)
CLP 1,515,016		USD 1,858		Morgan Stanley Capital Services LLC		05/06/22			56
								$	(18,092	)

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

At March 31, 2022, the following futures contracts were outstanding for Voya Balanced Portfolio:

 

Description		Number of Contracts		Expiration Date		Notional Amount				Unrealized Appreciation/ (Depreciation)
Long Contracts:
90-Day Eurodollar		28		06/13/22		$	6,892,900			$	(7,943	)
U.S. Treasury 2-Year Note		23		06/30/22			4,874,203				(35,362	)
U.S. Treasury 5-Year Note		45		06/30/22			5,160,938				(127,900	)
U.S. Treasury Long Bond		14		06/21/22			2,100,875				(63,368	)
U.S. Treasury Ultra Long Bond		21		06/21/22			3,719,625				(124,409	)
						$	22,748,541			$	(358,982	)
Short Contracts:
MSCI EAFE Index		(34)		06/17/22			(3,645,480	)			(192,329	)
MSCI Emerging Markets Index		(63)		06/17/22			(3,545,325	)			(291,458	)
U.S. Treasury 10-Year Note		(19)		06/21/22			(2,334,625	)			30,546
U.S. Treasury Ultra 10-Year Note		(18)		06/21/22			(2,438,438	)			68,848
						$	(11,963,868	)		$	(384,393	)

 

At March 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Balanced Portfolio:

Centrally Cleared Credit Default Swaps on Credit Indices - Sell Protection⁽¹⁾   

 

Reference Entity/Obligation		Buy/Sell Protection		(Pay)/ Receive Financing Rate (%)(2)				Termination Date		Notional Amount(3)			Fair Value(4)				Unrealized Appreciation/ (Depreciation)
CDX North American High Yield Index, Series 37, Version 1		Sell			5.000			12/20/26		USD	1,374,800		$	86,719			$	10,533
													$	86,719			$	10,533

 

(1)	If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will generally either i) Pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or ii) Pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index.
(2)	Payments received quarterly.
(3)	The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement.
(4)	The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation’s credit soundness and a greater likelihood or risk of default or other credit event occurring.

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

At March 31, 2022, the following centrally cleared interest rate swaps were outstanding for Voya Balanced Portfolio:    

 

Pay/Receive Floating Rate		Floating Rate Index		Floating Rate Index Payment Frequency		Fixed Rate			Fixed Rate Payment Frequency		Maturity Date		Notional Amount			Fair Value				Unrealized Appreciation/ (Depreciation)
Pay		1-day Secured Overnight Financing Rate		Annual		2.109	%		Annual		05/06/32		USD	219,000		$	(104	)		$	(104	)
Pay		1-day Secured Overnight Financing Rate		Annual		2.161			Annual		05/06/32		USD	124,300			520				520
Pay		1-day Secured Overnight Financing Rate		Annual		2.212			Annual		05/06/32		USD	124,300			1,089				1,089
Receive		1-day Secured Overnight Financing Rate		Annual		2.041			Annual		04/18/32		USD	101,500			588				588
Receive		1-day Secured Overnight Financing Rate		Annual		2.171			Annual		04/18/32		USD	105,000			(633	)			(633	)
Receive		1-day Secured Overnight Financing Rate		Annual		2.206			Annual		04/18/32		USD	186,100			(1,702	)			(1,702	)
Receive		1-day Secured Overnight Financing Rate		Annual		2.146			Annual		05/06/32		USD	186,696			(525	)			(525	)
Receive		1-day Secured Overnight Financing Rate		Annual		2.150			Annual		05/06/32		USD	186,304			(592	)			(592	)
Receive		1-day Secured Overnight Financing Rate		Annual		2.275			Annual		05/06/32		USD	244,800			(3,540	)			(3,540	)
Receive		1-day Secured Overnight Financing Rate		Annual		2.306			Annual		05/06/32		USD	234,000			(4,041	)			(4,041	)
																$	(8,940	)		$	(8,940	)

 

At March 31, 2022, the following OTC purchased foreign currency options were outstanding for Voya Balanced Portfolio:

 

Description		Counterparty		Expiration Date		Exercise Price			Notional Amount				Cost				Fair Value
Call JPY vs. Put USD		BNP Paribas		02/27/25			107.500		USD	210,000			$	10,416			$	7,736
Call JPY vs. Put USD		Standard Chartered Bank		02/27/25			107.500		USD	210,000				10,539				7,736
Call USD vs. Put AUD		Goldman Sachs International		06/15/22			0.674		USD	6,102,000				39,054				9,653
Call USD vs. Put JPY		BNP Paribas		02/27/25			107.500		USD	210,000				10,416				15,678
Call USD vs. Put JPY		Standard Chartered Bank		02/27/25			107.500		USD	210,000				10,539				15,678
													$	80,964			$	56,481

 

At March 31, 2022, the following OTC written foreign currency options were outstanding for Voya Balanced Portfolio:  

 

Description		Counterparty		Expiration Date		Exercise Price			Notional Amount				Premiums Received				Fair Value
Call USD vs. Put AUD		Goldman Sachs International		04/13/22			0.710		USD	3,051,000			$	23,601			$	(805	)
													$	23,601			$	(805	)

 

 

Voya Balanced Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2022 (Unaudited) (Continued)

 

At March 31, 2022, the following OTC written interest rate swaptions were outstanding for Voya Balanced Portfolio:

 

Description		Counterparty		Pay/ Receive Exercise Rate		Exercise Rate				Floating Rate Index		Expiration Date		Notional Amount			Premiums Received				Fair Value
Call on 10-Year Interest Rate Swap(1)		BNP Paribas		Pay			2.230	%		1-day Secured Overnight Financing Rate		04/29/22		USD	302,000		$	3,609			$	(4,673	)
Call on 10-Year Interest Rate Swap(1)		Morgan Stanley Capital Services LLC		Pay			2.296	%		1-day Secured Overnight Financing Rate		04/28/22		USD	302,000			3,935				(5,851	)
Put on 10-Year Interest Rate Swap(2)		Bank of America N.A.		Receive			2.010	%		1-day Secured Overnight Financing Rate		04/14/22		USD	603,000			5,759				(8,154	)
Put on 10-Year Interest Rate Swap(2)		BNP Paribas		Receive			2.230	%		1-day Secured Overnight Financing Rate		04/29/22		USD	302,000			3,609				(2,060	)
Put on 10-Year Interest Rate Swap(2)		Morgan Stanley Capital Services LLC		Receive			2.000	%		1-day Secured Overnight Financing Rate		04/20/22		USD	603,000			6,033				(9,326	)
Put on 10-Year Interest Rate Swap(2)		Morgan Stanley Capital Services LLC		Receive			2.296	%		1-day Secured Overnight Financing Rate		04/28/22		USD	302,000			3,935				(1,442	)
																	$	26,880			$	(31,506	)

 

(1)	Portfolio pays the exercise rate semi-annually and receives the floating rate index quarterly.
(2)	Portfolio receives the exercise rate semi-annually and pays the floating rate index quarterly.

 

Currency Abbreviations
BRL	-	Brazilian Real
CLP	-	Chilean Peso
COP	-	Colombian Peso
CNY	-	Chinese Yuan
CZK	-	Czech Koruna
HUF	-	Hungarian Forint
IDR	-	Indonesian Rupiah
ILS	-	Israeli New Shekel
MXN	-	Mexican Peso
MYR	-	Malaysian Ringgit
PEN	-	Peruvian Nuevo Sol
PHP	-	Philippine Peso
PLN	-	Polish Zloty
RON	-	Romanian New Leu
THB	-	Thai Baht
TRY	-	Turkish Lira
USD	-	United States Dollar
ZAR	-	South African Rand

 

At March 31, 2022, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:

 

Cost for federal income tax purposes was $338,595,862.
Net unrealized appreciation consisted of:
Gross Unrealized Appreciation		$	44,765,816
Gross Unrealized Depreciation			(12,590,786	)
Net Unrealized Appreciation		$	32,175,030