Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 95082P105 | 95082P105 | WESCO International Inc | 1419.0 | 219292.26 | CORP | Long | |
| 438516106 | 438516106 | Honeywell International Inc | 2632.0 | 503027.84 | CORP | Long | |
| 302491303 | 302491303 | FMC Corp | 6601.0 | 806180.13 | CORP | Long | |
| 912810TL2 | 912810TL2 | United States Treasury | 1730000.0 | 1836773.44 | UST | Long | |
| 36179W2X5 | 36179W2X5 | Government National Mortgage Association | 91286.64 | 87818.87 | USGA | Long | |
| 29452E101 | 29452E101 | Equitable Holdings Inc | 10378.0 | 263497.42 | CORP | Long | |
| 780259305 | 780259305 | Shell PLC | 32170.0 | 1851061.8 | CORP | Long | |
| 05478C105 | 05478C105 | AZEK Co Inc/The | 7459.0 | 175584.86 | CORP | Long | |
| 79466L302 | 79466L302 | Salesforce Inc | 5337.0 | 1066225.86 | CORP | Long | |
| 448579102 | 448579102 | Hyatt Hotels Corp | 6536.0 | 730659.44 | CORP | Long | |
| 000000000 | 000000000 | Fixed Income Clearing Corp | 1433744.31 | 1433744.31 | CORP | Long | |
| 458140CJ7 | 458140CJ7 | INTEL CORP | 115000.0 | 117160.85 | CORP | Long | |
| 36179V4W7 | 36179V4W7 | Government National Mortgage Association | 541065.53 | 496017.29 | USGA | Long | |
| 91282CEV9 | 91282CEV9 | United States Treasury | 230000.0 | 225507.81 | UST | Long | |
| 031100100 | 031100100 | AMETEK Inc | 2092.0 | 304030.36 | CORP | Long | |
| 100743AK9 | 100743AK9 | BOSTON GAS COMPANY | 35000.0 | 32227.65 | CORP | Long | |
| 88258MAB1 | 88258MAB1 | Texas Natural Gas Securitization Finance Corp | 90000.0 | 94892.23 | MUN | Long | |
| 02043Q107 | 02043Q107 | Alnylam Pharmaceuticals Inc | 502.0 | 100560.64 | CORP | Long | |
| 127055101 | 127055101 | Cabot Corp | 7201.0 | 551884.64 | CORP | Long | |
| 05369AAL5 | 05369AAL5 | AVIATION CAPITAL GROUP | 241000.0 | 208587.91 | CORP | Long | |
| 94974BGH7 | 94974BGH7 | WELLS FARGO & COMPANY | 88000.0 | 84729.92 | CORP | Long | |
| 709599BG8 | 709599BG8 | PENSKE TRUCK LEASING/PTL | 65000.0 | 62217.35 | CORP | Long | |
| 95040Q104 | 95040Q104 | Welltower Inc | 8424.0 | 603916.56 | CORP | Long | |
| 55354G100 | 55354G100 | MSCI Inc | 1823.0 | 1020314.87 | CORP | Long | |
| 743315103 | 743315103 | Progressive Corp/The | 3453.0 | 493986.18 | CORP | Long | |
| 12047B105 | 12047B105 | Bumble Inc | 24109.0 | 471330.95 | CORP | Long | |
| 92532F100 | 92532F100 | Vertex Pharmaceuticals Inc | 1424.0 | 448659.68 | CORP | Long | |
| 91282CEN7 | 91282CEN7 | United States Treasury | 5867500.0 | 5655261.55 | UST | Long | |
| 679295105 | 679295105 | Okta Inc | 1179.0 | 101676.96 | CORP | Long | |
| 718172DB2 | 718172DB2 | PHILIP MORRIS INTL INC | 390000.0 | 398529.3 | CORP | Long | |
| 3140L2DU4 | 3140L2DU4 | Fannie Mae | 127077.22 | 106509.58 | USGSE | Long | |
| 91324P102 | 91324P102 | UnitedHealth Group Inc | 2226.0 | 1051985.34 | CORP | Long | |
| 718172109 | 718172109 | Philip Morris International Inc | 19376.0 | 1884316.0 | CORP | Long | |
| 911363109 | 911363109 | United Rentals Inc | 50.0 | 19788.0 | CORP | Long | |
| 05578QAB9 | 05578QAB9 | BPCE SA | 353000.0 | 345805.86 | CORP | Long | |
| 25746UDR7 | 25746UDR7 | DOMINION ENERGY INC | 443000.0 | 454681.91 | CORP | Long | |
| 3136ADEM7 | 3136ADEM7 | Fannie Mae | 253837.59 | 234632.47 | USGSE | Long | |
| 36179V7D6 | 36179V7D6 | Government National Mortgage Association | 109002.37 | 92942.08 | USGA | Long | |
| 56585A102 | 56585A102 | Marathon Petroleum Corp | 6024.0 | 812215.92 | CORP | Long | |
| 91282CGR6 | 91282CGR6 | United States Treasury | 40000.0 | 40912.5 | UST | Long | |
| 842587CU9 | 842587CU9 | SOUTHERN CO | 171000.0 | 169987.68 | CORP | Long | |
| 38013JAB9 | 38013JAB9 | GM Financial Securitized Term Auto Receivables Tr | 85000.0 | 84867.78 | CORP | Long | |
| 65339F101 | 65339F101 | NextEra Energy Inc | 11310.0 | 871774.8 | CORP | Long | |
| 23331A109 | 23331A109 | DR Horton Inc | 1990.0 | 194403.1 | CORP | Long | |
| 912810TM0 | 912810TM0 | United States Treasury | 900200.0 | 924674.19 | UST | Long | |
| 372303206 | 372303206 | Genmab A/S | 2971.0 | 112184.96 | CORP | Long | |
| 477143101 | 477143101 | JetBlue Airways Corp | 19180.0 | 139630.4 | CORP | Long | |
| 000000000 | 000000000 | Schlumberger NV | 14945.0 | 733799.5 | CORP | Long | |
| 05609VAA3 | 05609VAA3 | BX Trust | 425000.0 | 408050.38 | CORP | Long | |
| 23371DAJ3 | 23371DAJ3 | DAE FUNDING LLC | 294000.0 | 276536.4 | CORP | Long | |
| 913017DD8 | 913017DD8 | RAYTHEON TECH CORP | 88000.0 | 86878.0 | CORP | Long | |
| 00857U107 | 00857U107 | agilon health Inc | 15395.0 | 365631.25 | CORP | Long | |
| 058498106 | 058498106 | Ball Corp | 3631.0 | 200104.41 | CORP | Long | |
| 3133AUDY1 | 3133AUDY1 | Freddie Mac | 314229.63 | 283921.11 | USGSE | Long | |
| 01F040446 | 01F040446 | UMBS, TBA | 600000.0 | 590668.8 | USGSE | Long | |
| 892672106 | 892672106 | Tradeweb Markets Inc | 10140.0 | 801262.8 | CORP | Long | |
| 3137AJUU6 | 3137AJUU6 | Freddie Mac | 274788.42 | 266154.72 | USGSE | Long | |
| 91282CET4 | 91282CET4 | United States Treasury | 210000.0 | 201370.31 | UST | Long | |
| 00461U105 | 00461U105 | Aclaris Therapeutics Inc | 3138.0 | 25386.42 | CORP | Long | |
| 276480AK6 | 276480AK6 | EASTERN GAS TRAN | 24000.0 | 23296.8 | CORP | Long | |
| 912810TQ1 | 912810TQ1 | United States Treasury | 190000.0 | 191692.19 | UST | Long | |
| 880770102 | 880770102 | Teradyne Inc | 7195.0 | 773534.45 | CORP | Long | |
| 23636AAZ4 | 23636AAZ4 | DANSKE BANK A/S | 256000.0 | 228945.92 | CORP | Long | |
| 69351UBB8 | 69351UBB8 | PPL ELECTRIC UTILITIES | 110000.0 | 113928.1 | CORP | Long | |
| 26875P101 | 26875P101 | EOG Resources Inc | 3800.0 | 435594.0 | CORP | Long | |
| 000000000 | 000000000 | Arch Capital Group Ltd | 8172.0 | 554633.64 | CORP | Long | |
| 654106103 | 654106103 | NIKE Inc | 11298.0 | 1385586.72 | CORP | Long | |
| 00846U101 | 00846U101 | Agilent Technologies Inc | 5864.0 | 811225.76 | CORP | Long | |
| 341081GM3 | 341081GM3 | FLORIDA POWER & LIGHT CO | 45000.0 | 47918.7 | CORP | Long | |
| 418100103 | 418100103 | HashiCorp Inc | 6804.0 | 199289.16 | CORP | Long | |
| 595112103 | 595112103 | Micron Technology Inc | 7792.0 | 470169.28 | CORP | Long | |
| 91282CFV8 | 91282CFV8 | United States Treasury | 73900.0 | 77664.28 | UST | Long | |
| 443573100 | 443573100 | HubSpot Inc | 430.0 | 184362.5 | CORP | Long | |
| 709599BS2 | 709599BS2 | PENSKE TRUCK LEASING/PTL | 240000.0 | 242392.8 | CORP | Long | |
| 91282CEK3 | 91282CEK3 | United States Treasury | 3272300.0 | 3199440.21 | UST | Long | |
| 031162DQ0 | 031162DQ0 | AMGEN INC | 85000.0 | 86846.2 | CORP | Long | |
| 000000000 | 000000000 | Chubb Ltd | 3528.0 | 685067.04 | CORP | Long | |
| 681919106 | 681919106 | Omnicom Group Inc | 9327.0 | 879909.18 | CORP | Long | |
| 90931LAA6 | 90931LAA6 | UNITED AIR 2016-1 AA PTT | 42587.23 | 38923.02 | CORP | Long | |
| 000000000 | 000000000 | Spotify Technology SA | 3288.0 | 439342.56 | CORP | Long | |
| 369550108 | 369550108 | General Dynamics Corp | 3510.0 | 801017.1 | CORP | Long | |
| 3140XJLE1 | 3140XJLE1 | Fannie Mae | 222160.05 | 212590.46 | USGSE | Long | |
| 150870103 | 150870103 | Celanese Corp | 4004.0 | 435995.56 | CORP | Long | |
| 693506107 | 693506107 | PPG Industries Inc | 5224.0 | 697821.92 | CORP | Long | |
| 051774107 | 051774107 | Aurora Innovation Inc | 31031.0 | 43133.09 | CORP | Long | |
| 049560105 | 049560105 | Atmos Energy Corp | 5770.0 | 648317.2 | CORP | Long | |
| 91282CFU0 | 91282CFU0 | United States Treasury | 519000.0 | 529055.63 | UST | Long | |
| 92212KAD8 | 92212KAD8 | Vantage Data Centers LLC | 200000.0 | 178066.23 | CORP | Long | |
| 3140QRA86 | 3140QRA86 | Fannie Mae | 443165.4 | 435081.18 | USGSE | Long | |
| 709599BT0 | 709599BT0 | PENSKE TRUCK LEASING/PTL | 130000.0 | 129929.8 | CORP | Long | |
| 36179WVW5 | 36179WVW5 | Government National Mortgage Association | 484152.75 | 455601.08 | USGA | Long | |
| 866674104 | 866674104 | Sun Communities Inc | 4090.0 | 576199.2 | USGA | Long | |
| 30161N101 | 30161N101 | Exelon Corp | 19555.0 | 819158.95 | CORP | Long | |
| 709599AZ7 | 709599AZ7 | PENSKE TRUCK LEASING/PTL | 203000.0 | 197287.58 | CORP | Long | |
| 91282CEH0 | 91282CEH0 | United States Treasury | 4365000.0 | 4241893.38 | UST | Long | |
| 81181C104 | 81181C104 | Seagen Inc | 349.0 | 70662.03 | CORP | Long | |
| 38141GZV9 | 38141GZV9 | GOLDMAN SACHS GROUP INC | 292000.0 | 294201.68 | CORP | Long | |
| 718172DA4 | 718172DA4 | PHILIP MORRIS INTL INC | 175000.0 | 176876.0 | CORP | Long | |
| 339041105 | 339041105 | FleetCor Technologies Inc | 1672.0 | 352541.2 | CORP | Long | |
| 842400FZ1 | 842400FZ1 | SOUTHERN CAL EDISON | 12000.0 | 10896.48 | CORP | Long | |
| 007903107 | 007903107 | Advanced Micro Devices Inc | 17049.0 | 1670972.49 | CORP | Long | |
| 23503CAP2 | 23503CAP2 | Dallas Fort Worth International Airport | 100000.0 | 89562.1 | MUN | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | 36.0 | 86704.37 | MUN | N/A | |
| 882508104 | 882508104 | Texas Instruments Inc | 10071.0 | 1873306.71 | CORP | Long | |
| 458140CG3 | 458140CG3 | INTEL CORP | 121000.0 | 123055.79 | CORP | Long | |
| 3137H9C98 | 3137H9C98 | FHLMC Multifamily Structured Pass Through Certs. | 78000.0 | 74790.54 | USGSE | Long | |
| 694308KK2 | 694308KK2 | PACIFIC GAS & ELECTRIC | 55000.0 | 56744.05 | CORP | Long | |
| 70450Y103 | 70450Y103 | PayPal Holdings Inc | 6766.0 | 513810.04 | CORP | Long | |
| 15135B101 | 15135B101 | Centene Corp | 13647.0 | 862626.87 | CORP | Long | |
| 02079K305 | 02079K305 | Alphabet Inc | 59483.0 | 6170171.59 | CORP | Long | |
| 708696CA5 | 708696CA5 | PENNSYLVANIA ELECTRIC CO | 5000.0 | 5028.35 | CORP | Long | |
| 518439104 | 518439104 | Estee Lauder Cos Inc/The | 3151.0 | 776595.46 | CORP | Long | |
| 22550L2M2 | 22550L2M2 | CREDIT SUISSE NEW YORK | 500000.0 | 530390.0 | CORP | Long | |
| 3140QKVB1 | 3140QKVB1 | Fannie Mae | 1256759.42 | 1088643.92 | USGSE | Long | |
| 373334KR1 | 373334KR1 | GEORGIA POWER CO | 204000.0 | 199426.32 | CORP | Long | |
| 92826C839 | 92826C839 | Visa Inc | 3927.0 | 885381.42 | CORP | Long | |
| 842587107 | 842587107 | Southern Co/The | 11752.0 | 817704.16 | CORP | Long | |
| 04351P101 | 04351P101 | Ascendis Pharma A/S | 646.0 | 69264.12 | CORP | Long | |
| 98978V103 | 98978V103 | Zoetis Inc | 3052.0 | 507974.88 | CORP | Long | |
| 101137107 | 101137107 | Boston Scientific Corp | 16676.0 | 834300.28 | CORP | Long | |
| 036752103 | 036752103 | Elevance Health Inc | 1673.0 | 769262.13 | CORP | Long | |
| 526057104 | 526057104 | Lennar Corp | 2701.0 | 283902.11 | CORP | Long | |
| 03753U106 | 03753U106 | Apellis Pharmaceuticals Inc | 452.0 | 29813.92 | CORP | Long | |
| 09062X103 | 09062X103 | Biogen Inc | 1028.0 | 285814.84 | CORP | Long | |
| 852234103 | 852234103 | Block Inc | 9510.0 | 652861.5 | CORP | Long | |
| 37733W204 | 37733W204 | GSK PLC | 10221.0 | 363663.18 | CORP | Long | |
| 281020107 | 281020107 | Edison International | 10852.0 | 766042.68 | CORP | Long | |
| 576323109 | 576323109 | MasTec Inc | 1679.0 | 158564.76 | CORP | Long | |
| 539830109 | 539830109 | Lockheed Martin Corp | 1996.0 | 943569.08 | CORP | Long | |
| 31418DNJ7 | 31418DNJ7 | Fannie Mae | 100341.14 | 93972.32 | USGSE | Long | |
| 91307C102 | 91307C102 | United Therapeutics Corp | 315.0 | 70547.4 | CORP | Long | |
| 86944BAG8 | 86944BAG8 | SUTTER HEALTH | 50000.0 | 42019.5 | CORP | Long | |
| 98138H101 | 98138H101 | Workday Inc | 1884.0 | 389121.36 | CORP | Long | |
| 38937LAC5 | 38937LAC5 | GRAY OAK PIPELINE LLC | 85000.0 | 78936.95 | CORP | Long | |
| 594918104 | 594918104 | Microsoft Corp | 33732.0 | 9724935.6 | CORP | Long | |
| 45784P101 | 45784P101 | Insulet Corp | 1117.0 | 356278.32 | CORP | Long | |
| 341081GL5 | 341081GL5 | FLORIDA POWER & LIGHT CO | 110000.0 | 114271.3 | CORP | Long | |
| 46647PDH6 | 46647PDH6 | JPMORGAN CHASE & CO | 357000.0 | 354954.39 | CORP | Long | |
| 76155X100 | 76155X100 | REVOLUTION Medicines Inc | 1830.0 | 39637.8 | CORP | Long | |
| 91282CFK2 | 91282CFK2 | United States Treasury | 300000.0 | 297140.63 | UST | Long | |
| 912810TN8 | 912810TN8 | United States Treasury | 759400.0 | 754060.47 | UST | Long | |
| 60770K107 | 60770K107 | Moderna Inc | 718.0 | 110270.44 | CORP | Long | |
| 88258MAA3 | 88258MAA3 | Texas Natural Gas Securitization Finance Corp | 120000.0 | 123263.76 | MUN | Long | |
| 863667101 | 863667101 | Stryker Corp | 3062.0 | 874109.14 | CORP | Long | |
| 25746UDG1 | 25746UDG1 | Dominion Energy Inc | 39000.0 | 35347.26 | CORP | Long | |
| 26441CAN5 | 26441CAN5 | Duke Energy Corp | 132000.0 | 130485.96 | CORP | Long | |
| 21036P108 | 21036P108 | Constellation Brands Inc | 5992.0 | 1353532.88 | CORP | Long | |
| 67066G104 | 67066G104 | NVIDIA Corp | 3652.0 | 1014416.04 | CORP | Long | |
| 126650DU1 | 126650DU1 | CVS HEALTH CORP | 417000.0 | 424735.35 | CORP | Long | |
| 000000000 | 000000000 | Johnson Controls International plc | 5665.0 | 341146.3 | CORP | Long | |
| 05523UAP5 | 05523UAP5 | BAE Systems Holdings Inc | 420000.0 | 410713.8 | CORP | Long | |
| 91282CGN5 | 91282CGN5 | United States Treasury | 389400.0 | 393187.52 | UST | Long | |
| 78377T107 | 78377T107 | Ryman Hospitality Properties Inc | 7076.0 | 634929.48 | UST | Long | |
| 25243YBB4 | 25243YBB4 | DIAGEO CAPITAL PLC | 200000.0 | 176158.0 | CORP | Long | |
| 06051GKA6 | 06051GKA6 | BANK OF AMERICA CORP | 185000.0 | 149071.15 | CORP | Long | |
| 15117B202 | 15117B202 | Celldex Therapeutics Inc | 1476.0 | 53106.48 | CORP | Long | |
| 161175CD4 | 161175CD4 | CHARTER COMM OPT LLC/CAP | 125000.0 | 104241.25 | CORP | Long | |
| 343412102 | 343412102 | Fluor Corp | 9676.0 | 299085.16 | CORP | Long | |
| 046353108 | 046353108 | AstraZeneca PLC | 14820.0 | 1028656.2 | CORP | Long | |
| 29446MAF9 | 29446MAF9 | EQUINOR ASA | 24000.0 | 22498.08 | CORP | Long | |
| 489170100 | 489170100 | Kennametal Inc | 4852.0 | 133818.16 | CORP | Long | |
| 912810TK4 | 912810TK4 | United States Treasury | 129600.0 | 121722.75 | UST | Long | |
| 36179WXL7 | 36179WXL7 | Government National Mortgage Association | 480427.32 | 452095.34 | USGA | Long | |
| 15677J108 | 15677J108 | Ceridian HCM Holding Inc | 8974.0 | 657076.28 | CORP | Long | |
| 01F050643 | 01F050643 | UMBS, TBA | 255000.0 | 254212.31 | USGSE | Long | |
| 91282CEM9 | 91282CEM9 | United States Treasury | 20000.0 | 19203.13 | UST | Long | |
| 98983L108 | 98983L108 | Zurn Elkay Water Solutions Corp | 7368.0 | 157380.48 | CORP | Long | |
| 452327109 | 452327109 | Illumina Inc | 2091.0 | 486262.05 | CORP | Long | |
| 3132D9HT4 | 3132D9HT4 | Freddie Mac | 584971.74 | 520054.41 | USGSE | Long | |
| 65473PAN5 | 65473PAN5 | NISOURCE INC | 54000.0 | 55095.12 | CORP | Long | |
| 254687106 | 254687106 | Walt Disney Co/The | 13469.0 | 1348650.97 | CORP | Long | |
| 000000000 | 000000000 | Linde PLC | 3402.0 | 1209206.88 | CORP | Long | |
| 842400GN7 | 842400GN7 | SOUTHERN CAL EDISON | 26000.0 | 25342.2 | CORP | Long | |
| 452151LF8 | 452151LF8 | State of Illinois | 740000.0 | 737297.52 | MUN | Long | |
| 571748102 | 571748102 | Marsh & McLennan Cos Inc | 5700.0 | 949335.0 | CORP | Long | |
| 91282CGC9 | 91282CGC9 | United States Treasury | 359600.0 | 363420.75 | UST | Long | |
| 380237107 | 380237107 | GoDaddy Inc | 9342.0 | 726060.24 | CORP | Long | |
| 01F022642 | 01F022642 | UMBS, TBA | 450000.0 | 387733.05 | USGSE | Long | |
| 03990B101 | 03990B101 | Ares Management Corp | 20923.0 | 1745815.12 | CORP | Long | |
| 36179WLP1 | 36179WLP1 | Government National Mortgage Association | 568584.46 | 501608.21 | USGA | Long | |
| 36179T7L3 | 36179T7L3 | Government National Mortgage Association | 196864.04 | 196575.34 | USGA | Long | |
| 09778PAB1 | 09778PAB1 | BON SECOURS MERCY | 200000.0 | 160626.0 | CORP | Long | |
| 009066101 | 009066101 | Airbnb Inc | 9178.0 | 1141743.2 | CORP | Long | |
| 91282CFM8 | 91282CFM8 | United States Treasury | 423400.0 | 431437.99 | UST | Long | |
| 40171V100 | 40171V100 | Guidewire Software Inc | 2511.0 | 206027.55 | CORP | Long | |
| 3132DN3S0 | 3132DN3S0 | Freddie Mac | 277822.1 | 281717.54 | USGSE | Long | |
| 29786A106 | 29786A106 | Etsy Inc | 9782.0 | 1089030.06 | CORP | Long | |
| 34354P105 | 34354P105 | Flowserve Corp | 9691.0 | 329494.0 | CORP | Long | |
| 01F032443 | 01F032443 | UMBS, TBA | 75000.0 | 72534.23 | USGSE | Long | |
| 3140QQLG8 | 3140QQLG8 | Fannie Mae | 138791.18 | 132690.9 | USGSE | Long | |
| 92343VGN8 | 92343VGN8 | VERIZON COMMUNICATIONS | 103000.0 | 84506.35 | CORP | Long | |
| 233853AP5 | 233853AP5 | DAIMLER TRUCK FINAN NA | 150000.0 | 150621.0 | CORP | Long | |
| 000000000 | 000000000 | Assured Guaranty Ltd | 6828.0 | 343243.56 | CORP | Long | |
| 00507V109 | 00507V109 | Activision Blizzard Inc | 6597.0 | 564637.23 | CORP | Long | |
| 573874104 | 573874104 | Marvell Technology Inc | 5042.0 | 218318.6 | CORP | Long | |
| 26441CBT1 | 26441CBT1 | DUKE ENERGY CORP | 358000.0 | 345960.46 | CORP | Long | |
| 46116X101 | 46116X101 | Intra-Cellular Therapies Inc | 2493.0 | 134995.95 | CORP | Long | |
| 872540109 | 872540109 | TJX Cos Inc/The | 25669.0 | 2011422.84 | CORP | Long | |
| 45337C102 | 45337C102 | Incyte Corp | 1053.0 | 76100.31 | CORP | Long | |
| 65339KBP4 | 65339KBP4 | NEXTERA ENERGY CAPITAL | 25000.0 | 25438.5 | CORP | Long | |
| 29278NAF0 | 29278NAF0 | ENERGY TRANSFER LP | 12000.0 | 11922.84 | CORP | Long | |
| 36179WFH6 | 36179WFH6 | Government National Mortgage Association | 542743.28 | 496411.45 | USGA | Long | |
| 61174X109 | 61174X109 | Monster Beverage Corp | 29224.0 | 1578388.24 | CORP | Long | |
| 373334KQ3 | 373334KQ3 | GEORGIA POWER CO | 299000.0 | 296419.63 | CORP | Long | |
| 20030NCS8 | 20030NCS8 | Comcast Corp | 620000.0 | 612969.2 | CORP | Long | |
| 3140XGS91 | 3140XGS91 | Fannie Mae | 393443.72 | 366548.3 | USGSE | Long | |
| 00206RBH4 | 00206RBH4 | AT&T Inc | 26000.0 | 22642.88 | CORP | Long | |
| 31418DW73 | 31418DW73 | Fannie Mae | 70061.39 | 61951.08 | USGSE | Long | |
| 3140XJQT3 | 3140XJQT3 | Fannie Mae | 263472.82 | 239708.89 | USGSE | Long | |
| 31418DVA7 | 31418DVA7 | Fannie Mae | 1269200.16 | 1055457.99 | USGSE | Long | |
| 3140LVS42 | 3140LVS42 | Fannie Mae | 810701.64 | 727953.32 | USGSE | Long | |
| 427866108 | 427866108 | Hershey Co/The | 5838.0 | 1485245.58 | CORP | Long | |
| 91282CGA3 | 91282CGA3 | United States Treasury | 782000.0 | 784993.6 | UST | Long | |
| 892938AA9 | 892938AA9 | TRANE TECH FIN LTD | 85000.0 | 87875.55 | CORP | Long | |
| 59261AG76 | 59261AG76 | Metropolitan Transportation Authority | 105000.0 | 94288.43 | MUN | Long | |
| 3132DWEC3 | 3132DWEC3 | Freddie Mac | 728598.45 | 713436.14 | USGSE | Long | |
| 08265T208 | 08265T208 | Bentley Systems Inc | 1506.0 | 64742.94 | CORP | Long | |
| 912810TH1 | 912810TH1 | United States Treasury | 25000.0 | 23066.41 | UST | Long | |
| 00206R102 | 00206R102 | AT&T Inc | 58857.0 | 1132997.25 | CORP | Long | |
| 141788109 | 141788109 | Cargurus Inc | 33089.0 | 618102.52 | CORP | Long | |
| 844741108 | 844741108 | Southwest Airlines Co | 4289.0 | 139564.06 | CORP | Long | |
| 694308KG1 | 694308KG1 | PACIFIC GAS & ELECTRIC | 115000.0 | 115016.1 | CORP | Long | |
| 000000000 | 000000000 | ICON PLC | 1904.0 | 406675.36 | CORP | Long | |
| 341081GK7 | 341081GK7 | FLORIDA POWER & LIGHT CO | 30000.0 | 31028.7 | CORP | Long | |
| 6174467Y9 | 6174467Y9 | Morgan Stanley | 268000.0 | 261450.08 | CORP | Long | |
| 3136B9VP9 | 3136B9VP9 | Fannie Mae | 425480.09 | 344617.88 | USGSE | Long | |
| 842400GG2 | 842400GG2 | SOUTHERN CAL EDISON | 29000.0 | 23876.57 | CORP | Long | |
| 55903VAJ2 | 55903VAJ2 | WARNERMEDIA HOLDINGS INC | 625000.0 | 581206.25 | CORP | Long | |
| 45866FAV6 | 45866FAV6 | INTERCONTINENTALEXCHANGE | 685000.0 | 677012.9 | CORP | Long | |
| 913366KB5 | 913366KB5 | Regents of the University of California Medical Center Pooled Revenue | 125000.0 | 87837.25 | MUN | Long | |
| 88160R101 | 88160R101 | Tesla Inc | 3346.0 | 694161.16 | CORP | Long | |
| 48576A100 | 48576A100 | Karuna Therapeutics Inc | 1191.0 | 216333.24 | CORP | Long | |
| 718172CV9 | 718172CV9 | PHILIP MORRIS INTL INC | 105000.0 | 107485.35 | CORP | Long | |
| 643821AA9 | 643821AA9 | New Economy Assets Phase 1 Issuer LLC | 235000.0 | 202812.05 | CORP | Long | |
| 167725AC4 | 167725AC4 | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue | 50000.0 | 57887.7 | MUN | Long | |
| 45258D105 | 45258D105 | Immunocore Holdings PLC | 900.0 | 44496.0 | CORP | Long | |
| 499049104 | 499049104 | Knight-Swift Transportation Holdings Inc | 9530.0 | 539207.4 | CORP | Long | |
| 91282CGH8 | 91282CGH8 | United States Treasury | 80300.0 | 79892.23 | UST | Long | |
| 00774MAW5 | 00774MAW5 | AERCAP IRELAND CAP/GLOBA | 150000.0 | 130803.0 | CORP | Long | |
| 3140XJ3C5 | 3140XJ3C5 | Fannie Mae | 712505.86 | 710255.4 | USGSE | Long | |
| 3133KYVL0 | 3133KYVL0 | Freddie Mac | 398930.66 | 352733.72 | USGSE | Long | |
| 626207YF5 | 626207YF5 | Municipal Electric Authority of Georgia | 150000.0 | 165487.05 | MUN | Long | |
| 91282CGM7 | 91282CGM7 | United States Treasury | 1214000.0 | 1216086.56 | UST | Long | |
| 34964C106 | 34964C106 | Fortune Brands Innovations Inc | 4433.0 | 260350.09 | CORP | Long | |
| 69331C108 | 69331C108 | PG&E Corp | 62835.0 | 1016041.95 | CORP | Long | |
| 404280CG2 | 404280CG2 | HSBC HOLDINGS PLC | 445000.0 | 408901.6 | CORP | Long | |
| 040413106 | 040413106 | Arista Networks Inc | 3719.0 | 624271.34 | CORP | Long | |
| 002824100 | 002824100 | Abbott Laboratories | 8138.0 | 824053.88 | CORP | Long | |
| 842434CW0 | 842434CW0 | SOUTHERN CALIF GAS CO | 45000.0 | 42185.7 | CORP | Long | |
| 29446MAE2 | 29446MAE2 | EQUINOR ASA | 359000.0 | 340795.11 | CORP | Long | |
| 92243G108 | 92243G108 | Vaxcyte Inc | 917.0 | 34369.16 | CORP | Long | |
| 31428X106 | 31428X106 | FedEx Corp | 929.0 | 212267.21 | CORP | Long | |
| 345370860 | 345370860 | Ford Motor Co | 15642.0 | 197089.2 | CORP | Long | |
| 91282CFH9 | 91282CFH9 | United States Treasury | 269000.0 | 263157.66 | UST | Long | |
| 91282CGP0 | 91282CGP0 | United States Treasury | 735000.0 | 748379.3 | UST | Long | |
| 57638P104 | 57638P104 | Masterbrand Inc | 2288.0 | 18395.52 | CORP | Long | |
| 3132DNF73 | 3132DNF73 | Freddie Mac | 1346134.99 | 1121461.47 | USGSE | Long | |
| 36321PAB6 | 36321PAB6 | GALAXY PIPELINE ASSETS | 245000.0 | 201022.5 | CORP | Long | |
| 36179WRZ3 | 36179WRZ3 | Government National Mortgage Association | 323891.4 | 275266.51 | USGA | Long | |
| 10373QBU3 | 10373QBU3 | BP CAP MARKETS AMERICA | 450000.0 | 456939.0 | CORP | Long | |
| 00206RKA9 | 00206RKA9 | AT&T INC | 95000.0 | 71906.45 | CORP | Long | |
| 000000000 | 000000000 | Prothena Corp PLC | 744.0 | 36061.68 | CORP | Long | |
| 38141G104 | 38141G104 | Goldman Sachs Group Inc/The | 3126.0 | 1022545.86 | CORP | Long | |
| 172967GT2 | 172967GT2 | Citigroup Inc | 176000.0 | 175669.12 | CORP | Long | |
| 12434DAA0 | 12434DAA0 | BX Trust | 400000.0 | 379462.05 | CORP | Long | |
| 36179WFG8 | 36179WFG8 | Government National Mortgage Association | 568495.35 | 501335.37 | USGA | Long | |
| 81762P102 | 81762P102 | ServiceNow Inc | 1560.0 | 724963.2 | CORP | Long | |
| 04685A2V2 | 04685A2V2 | ATHENE GLOBAL FUNDING | 382000.0 | 321609.62 | CORP | Long | |
| 871829107 | 871829107 | Sysco Corp | 11025.0 | 851460.75 | CORP | Long | |
| 91282CFY2 | 91282CFY2 | United States Treasury | 169000.0 | 171931.09 | UST | Long | |
| 596278101 | 596278101 | Middleby Corp/The | 2354.0 | 345119.94 | CORP | Long | |
| 81730H109 | 81730H109 | SentinelOne Inc | 4686.0 | 76662.96 | CORP | Long | |
| 344849104 | 344849104 | Foot Locker Inc | 8049.0 | 319464.81 | CORP | Long | |
| 252131107 | 252131107 | Dexcom Inc | 3850.0 | 447293.0 | CORP | Long | |
| 026874DR5 | 026874DR5 | AMERICAN INTL GROUP | 72000.0 | 64532.88 | CORP | Long | |
| 14040HBJ3 | 14040HBJ3 | CAPITAL ONE FINANCIAL CO | 62000.0 | 57967.52 | CORP | Long | |
| 59156R108 | 59156R108 | MetLife Inc | 8087.0 | 468560.78 | CORP | Long | |
| 45866FAU8 | 45866FAU8 | INTERCONTINENTALEXCHANGE | 109000.0 | 107778.11 | CORP | Long | |
| 91282CFB2 | 91282CFB2 | United States Treasury | 195000.0 | 187794.14 | UST | Long | |
| 36179V4U1 | 36179V4U1 | Government National Mortgage Association | 123855.31 | 105440.26 | USGA | Long | |
| 552953101 | 552953101 | MGM Resorts International | 11012.0 | 489153.04 | CORP | Long | |
| 747601201 | 747601201 | Qualtrics International Inc | 6962.0 | 124132.46 | CORP | Long | |
| 95000U3B7 | 95000U3B7 | WELLS FARGO & COMPANY | 229000.0 | 223364.31 | CORP | Long | |
| 833445109 | 833445109 | Snowflake Inc | 850.0 | 131146.5 | CORP | Long | |
| 30303M102 | 30303M102 | Meta Platforms Inc | 21468.0 | 4549927.92 | CORP | Long | |
| 717081103 | 717081103 | Pfizer Inc | 38759.0 | 1581367.2 | CORP | Long | |
| 92343E102 | 92343E102 | VeriSign Inc | 6850.0 | 1447610.5 | CORP | Long | |
| 010392FU7 | 010392FU7 | ALABAMA POWER CO | 18000.0 | 14466.78 | CORP | Long | |
| 94106B101 | 94106B101 | Waste Connections Inc | 2826.0 | 393011.82 | CORP | Long | |
| 60855R100 | 60855R100 | Molina Healthcare Inc | 1945.0 | 520268.05 | CORP | Long | |
| 803607100 | 803607100 | Sarepta Therapeutics Inc | 389.0 | 53615.87 | CORP | Long | |
| 91324PEJ7 | 91324PEJ7 | UNITEDHEALTH GROUP INC | 75000.0 | 73397.25 | CORP | Long | |
| 3140XGK99 | 3140XGK99 | Fannie Mae | 561864.4 | 526027.87 | USGSE | Long | |
| 75513E101 | 75513E101 | Raytheon Technologies Corp | 11839.0 | 1159393.27 | CORP | Long | |
| 03027WAM4 | 03027WAM4 | AMERICAN TOWER TRUST I | 315000.0 | 321711.86 | CORP | Long | |
| 28176E108 | 28176E108 | Edwards Lifesciences Corp | 7883.0 | 652160.59 | CORP | Long | |
| 05609JAA0 | 05609JAA0 | BXHPP TRUST | 225000.0 | 211545.86 | CORP | Long | |
| 28249NAA9 | 28249NAA9 | EIG PEARL HOLDINGS SARL | 200000.0 | 171264.0 | CORP | Long | |
| 097023105 | 097023105 | Boeing Co/The | 3254.0 | 691247.22 | CORP | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | 3.0 | -2630.79 | CORP | N/A | |
| 96208T104 | 96208T104 | WEX Inc | 2982.0 | 548359.98 | CORP | Long | |
| 902613AH1 | 902613AH1 | UBS GROUP AG | 226000.0 | 194599.56 | CORP | Long | |
| 912810TD0 | 912810TD0 | United States Treasury | 1677000.0 | 1251199.22 | UST | Long | |
| 912810TG3 | 912810TG3 | United States Treasury | 123100.0 | 105346.67 | UST | Long | |
| 3133KL2U0 | 3133KL2U0 | Freddie Mac | 1418240.44 | 1177031.28 | USGSE | Long | |
| 03073E105 | 03073E105 | AmerisourceBergen Corp | 4396.0 | 703843.56 | CORP | Long | |
| 031162BZ2 | 031162BZ2 | Amgen Inc | 217000.0 | 191261.63 | CORP | Long | |
| 912796V48 | 912796V48 | United States Treasury | 2254300.0 | 2249259.45 | UST | Long | |
| 668138AC4 | 668138AC4 | NORTHWESTERN MUTUAL LIFE | 18000.0 | 13196.52 | CORP | Long | |
| 697435105 | 697435105 | Palo Alto Networks Inc | 1576.0 | 314790.24 | CORP | Long | |
| 045054AP8 | 045054AP8 | ASHTEAD CAPITAL INC | 400000.0 | 314884.0 | CORP | Long | |
| 88240TAA9 | 88240TAA9 | TEXAS ELECTRIC MKT STABL | 209694.09 | 203298.42 | CORP | Long | |
| 38148LAC0 | 38148LAC0 | GOLDMAN SACHS GROUP INC | 500000.0 | 486550.0 | CORP | Long | |
| 694308JQ1 | 694308JQ1 | PACIFIC GAS & ELECTRIC | 162100.0 | 133401.82 | CORP | Long | |
| 15189YAH9 | 15189YAH9 | CENTERPOINT ENERGY RES | 353000.0 | 364991.41 | CORP | Long | |
| 291011104 | 291011104 | Emerson Electric Co | 1227.0 | 106920.78 | CORP | Long | |
| 808625107 | 808625107 | Science Applications International Corp | 2918.0 | 313568.28 | CORP | Long | |
| 21H040640 | 21H040640 | Government National Mortgage Association | 375000.0 | 360889.88 | USGA | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | -8.0 | -31325.37 | USGA | N/A | |
| 50540R409 | 50540R409 | Laboratory Corp of America Holdings | 972.0 | 222996.24 | CORP | Long | |
| 617446448 | 617446448 | Morgan Stanley | 23722.0 | 2082791.6 | CORP | Long | |
| 45687V106 | 45687V106 | Ingersoll Rand Inc | 2363.0 | 137479.34 | CORP | Long | |
| 149123101 | 149123101 | Caterpillar Inc | 1371.0 | 313739.64 | CORP | Long | |
| 251526CS6 | 251526CS6 | DEUTSCHE BANK NY | 150000.0 | 149352.0 | CORP | Long | |
| 3133KM3Y9 | 3133KM3Y9 | Freddie Mac | 422164.04 | 365765.46 | USGSE | Long | |
| 682189105 | 682189105 | ON Semiconductor Corp | 9272.0 | 763271.04 | CORP | Long | |
| 36179W5E4 | 36179W5E4 | Government National Mortgage Association | 258712.41 | 249256.84 | USGA | Long | |
| 25746UDQ9 | 25746UDQ9 | DOMINION ENERGY INC | 75000.0 | 67838.25 | CORP | Long | |
| 31418EGJ3 | 31418EGJ3 | Fannie Mae | 139048.72 | 132892.89 | USGSE | Long | |
| 718172CX5 | 718172CX5 | PHILIP MORRIS INTL INC | 220000.0 | 230788.8 | CORP | Long | |
| 40412C101 | 40412C101 | HCA Healthcare Inc | 2696.0 | 710881.28 | CORP | Long | |
| 482480100 | 482480100 | KLA Corp | 2076.0 | 828676.92 | CORP | Long | |
| 25278X109 | 25278X109 | Diamondback Energy Inc | 1757.0 | 237493.69 | CORP | Long | |
| 29449WAB3 | 29449WAB3 | EQUITABLE FINANCIAL LIFE | 162000.0 | 138749.76 | CORP | Long | |
| 444859102 | 444859102 | Humana Inc | 1707.0 | 828680.22 | CORP | Long | |
| 34959J108 | 34959J108 | Fortive Corp | 4339.0 | 295789.63 | CORP | Long | |
| 3133KMFR1 | 3133KMFR1 | Freddie Mac | 1303183.11 | 1133768.48 | USGSE | Long | |
| 3132DV3Z6 | 3132DV3Z6 | Freddie Mac | 334293.64 | 302563.04 | USGSE | Long | |
| 037833100 | 037833100 | Apple Inc | 22469.0 | 3705138.1 | CORP | Long | |
| 023551AJ3 | 023551AJ3 | Hess Corp | 271000.0 | 301663.65 | CORP | Long | |
| 055622104 | 055622104 | BP PLC | 57777.0 | 2192059.38 | CORP | Long | |
| 23282W605 | 23282W605 | Cytokinetics Inc | 4724.0 | 166237.56 | CORP | Long | |
| 235851102 | 235851102 | Danaher Corp | 5499.0 | 1385967.96 | CORP | Long | |
| 91282CGB1 | 91282CGB1 | United States Treasury | 237100.0 | 241397.44 | UST | Long | |
| 591894CE8 | 591894CE8 | METROPOLITAN EDISON CO | 10000.0 | 10110.9 | CORP | Long | |
| 75886F107 | 75886F107 | Regeneron Pharmaceuticals Inc | 509.0 | 418230.03 | CORP | Long | |
| 12008R107 | 12008R107 | Builders FirstSource Inc | 5633.0 | 500097.74 | CORP | Long | |
| 896288107 | 896288107 | TriNet Group Inc | 2970.0 | 239411.7 | CORP | Long | |
| 037735CU9 | 037735CU9 | Appalachian Power Co | 118000.0 | 114307.78 | CORP | Long | |
| 87164F105 | 87164F105 | Syndax Pharmaceuticals Inc | 1562.0 | 32989.44 | CORP | Long | |
| 020002BK6 | 020002BK6 | ALLSTATE CORP | 65000.0 | 65770.25 | CORP | Long | |
| 650111107 | 650111107 | New York Times Co/The | 10220.0 | 397353.6 | CORP | Long | |
| 91282CFZ9 | 91282CFZ9 | United States Treasury | 889000.0 | 898376.18 | UST | Long | |
| 3137H4FG0 | 3137H4FG0 | Freddie Mac | 262791.24 | 228040.72 | USGSE | Long | |
| 91282CFT3 | 91282CFT3 | United States Treasury | 257000.0 | 263224.22 | UST | Long | |
| 3140QPXT9 | 3140QPXT9 | Fannie Mae | 597427.05 | 585519.03 | USGSE | Long | |
| 36179WJQ2 | 36179WJQ2 | Government National Mortgage Association | 143250.73 | 121922.43 | USGA | Long | |
| 3137H4RG7 | 3137H4RG7 | FHLMC Multifamily Structured Pass Through Certs. | 500000.0 | 391444.14 | USGSE | Long | |
| 38937LAB7 | 38937LAB7 | GRAY OAK PIPELINE LLC | 15000.0 | 13544.4 | CORP | Long | |
| 184496107 | 184496107 | Clean Harbors Inc | 2068.0 | 294814.08 | CORP | Long | |
| 898202106 | 898202106 | Trupanion Inc | 9383.0 | 402436.87 | CORP | Long | |
| 49338CAB9 | 49338CAB9 | KeySpan Gas East Corp | 162000.0 | 148750.02 | CORP | Long | |
| 872590104 | 872590104 | T-Mobile US Inc | 7172.0 | 1038792.48 | CORP | Long | |
| 694308KJ5 | 694308KJ5 | PACIFIC GAS & ELECTRIC | 280000.0 | 287366.8 | CORP | Long | |
| 53814L108 | 53814L108 | Livent Corp | 7140.0 | 155080.8 | CORP | Long | |
| 44891ABU0 | 44891ABU0 | HYUNDAI CAPITAL AMERICA | 221000.0 | 221000.0 | CORP | Long | |
| 38141GYA6 | 38141GYA6 | GOLDMAN SACHS GROUP INC | 291000.0 | 260113.26 | CORP | Long | |
| 92212WAE0 | 92212WAE0 | VAR ENERGI ASA | 225000.0 | 240849.0 | CORP | Long | |
| 031162DS6 | 031162DS6 | AMGEN INC | 197000.0 | 203130.64 | CORP | Long | |
| 00817YAV0 | 00817YAV0 | Aetna Inc | 123000.0 | 122428.05 | CORP | Long | |
| 247361702 | 247361702 | Delta Air Lines Inc | 1980.0 | 69141.6 | CORP | Long | |
| 39541EAA1 | 39541EAA1 | GREENSAIF PIPELINES BIDC | 200000.0 | 204974.0 | CORP | Long | |
| 76169C100 | 76169C100 | Rexford Industrial Realty Inc | 10093.0 | 602047.45 | CORP | Long | |
| 00206RKB7 | 00206RKB7 | AT&T INC | 19000.0 | 14239.55 | CORP | Long | |
| 71377A103 | 71377A103 | Performance Food Group Co | 59176.0 | 3570679.84 | CORP | Long | |
| 28414H103 | 28414H103 | Elanco Animal Health Inc | 14667.0 | 137869.8 | CORP | Long | |
| 66987V109 | 66987V109 | Novartis AG | 5723.0 | 526516.0 | CORP | Long | |
| 29379VCD3 | 29379VCD3 | ENTERPRISE PRODUCTS OPER | 451000.0 | 468859.6 | CORP | Long | |
| 15189YAG1 | 15189YAG1 | CENTERPOINT ENERGY RES | 257000.0 | 263550.93 | CORP | Long | |
| 58933Y105 | 58933Y105 | Merck & Co Inc | 16348.0 | 1739263.72 | CORP | Long | |
| 61747YEH4 | 61747YEH4 | MORGAN STANLEY | 644000.0 | 527114.0 | CORP | Long | |
| 465685AR6 | 465685AR6 | ITC HOLDINGS CORP | 70000.0 | 70376.6 | CORP | Long | |
| 91282CFE6 | 91282CFE6 | United States Treasury | 260000.0 | 255125.0 | UST | Long | |
| 6174468X0 | 6174468X0 | MORGAN STANLEY | 123000.0 | 97257.33 | CORP | Long | |
| 69366J200 | 69366J200 | PTC Therapeutics Inc | 872.0 | 42239.68 | CORP | Long | |
| 3133KPAL2 | 3133KPAL2 | Freddie Mac | 368143.37 | 352842.6 | USGSE | Long | |
| 532457108 | 532457108 | Eli Lilly & Co | 6634.0 | 2278248.28 | CORP | Long | |
| 37940X102 | 37940X102 | Global Payments Inc | 6319.0 | 665011.56 | CORP | Long | |
| 46625H100 | 46625H100 | JPMorgan Chase & Co | 6817.0 | 888323.27 | CORP | Long | |
| 023135106 | 023135106 | Amazon.com Inc | 53298.0 | 5505150.42 | CORP | Long | |
| 91324PEK4 | 91324PEK4 | UNITEDHEALTH GROUP INC | 10000.0 | 9745.0 | CORP | Long | |
| 929740108 | 929740108 | Westinghouse Air Brake Technologies Corp | 5619.0 | 567856.14 | CORP | Long | |
| 39541EAC7 | 39541EAC7 | GREENSAIF PIPELINES BIDC | 200000.0 | 210140.0 | CORP | Long | |
| 000000000 | 000000000 | Roivant Sciences Ltd | 4400.0 | 32472.0 | CORP | Long | |
| 912810TF5 | 912810TF5 | United States Treasury | 4675000.0 | 3758261.72 | UST | Long | |
| 26441CAS4 | 26441CAS4 | Duke Energy Corp | 41000.0 | 38402.65 | CORP | Long | |
| 000000000 | 000000000 | Genpact Ltd | 6975.0 | 322384.5 | CORP | Long | |
| 025816109 | 025816109 | American Express Co | 8246.0 | 1360177.7 | CORP | Long | |
| 45688C107 | 45688C107 | Ingevity Corp | 3794.0 | 271346.88 | CORP | Long | |
| 12541W209 | 12541W209 | CH Robinson Worldwide Inc | 4432.0 | 440407.84 | CORP | Long | |
| 06051GJS9 | 06051GJS9 | BANK OF AMERICA CORP | 256000.0 | 229158.4 | CORP | Long | |
| 3136AFT61 | 3136AFT61 | Fannie Mae | 258577.71 | 245675.08 | USGSE | Long | |
| 718172CW7 | 718172CW7 | PHILIP MORRIS INTL INC | 65000.0 | 67936.7 | CORP | Long | |
| 026874784 | 026874784 | American International Group Inc | 7666.0 | 386059.76 | CORP | Long | |
| 458140CH1 | 458140CH1 | INTEL CORP | 126000.0 | 129071.88 | CORP | Long | |
| 80282KBF2 | 80282KBF2 | SANTANDER HOLDINGS USA | 45000.0 | 45091.35 | CORP | Long | |
| 708696BZ1 | 708696BZ1 | Pennsylvania Electric Co | 34000.0 | 31715.2 | CORP | Long | |
| 373334JS1 | 373334JS1 | GEORGIA POWER CO | 38000.0 | 34692.48 | CORP | Long | |
| 20825C104 | 20825C104 | ConocoPhillips | 13644.0 | 1353621.24 | CORP | Long |