| B 0 11/30/23 |
889,000 |
889,000 |
0 |
1.89% |
$7.13K |
| BANK OF AMER CRP |
875,000 |
875,000 |
0 |
1.58% |
-$5.24K |
| Global Atlantic (Fin) Co. |
675,000 |
675,000 |
0 |
1.24% |
-$28.80K |
| UBS GROUP |
475,000 |
475,000 |
0 |
1.24% |
$5.69K |
| CITIGROUP INC |
575,000 |
575,000 |
0 |
1.11% |
-$7.67K |
| J.P. Morgan Chase Commercial Mortgage Securities Corp. |
500,000 |
500,000 |
0 |
1.09% |
$3.28K |
| CAIXABANK SA REGD V/R 144A P/P 6.20800000 |
500,000 |
500,000 |
0 |
1.09% |
-$4.26K |
| JPMORGAN CHASE |
625,000 |
625,000 |
0 |
1.08% |
-$5.02K |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/27 VAR |
550,000 |
550,000 |
0 |
1.04% |
-$138 |
| INTACT FINL CORP 5.459% 09/22/2032 144A |
475,000 |
475,000 |
0 |
1.03% |
-$7.22K |
| NEWCASTLE COAL INFRASTRU SR SECURED 144A 09/27 4.4 |
500,000 |
500,000 |
0 |
1.00% |
$5.78K |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 3.00000000 |
475,000 |
475,000 |
0 |
0.94% |
-$2.69K |
| ASHTEAD CAPITAL |
425,000 |
425,000 |
0 |
0.90% |
-$5.66K |
| CREDIT SUISSE MORTGAGE TRUST 2022-NWPT TSFR1M+ 09/09/2024 144A |
400,000 |
400,000 |
0 |
0.87% |
$3.90K |
| BANK OF AMER CRP |
425,000 |
425,000 |
0 |
0.87% |
-$5.07K |
| CENTENE CORP |
500,000 |
500,000 |
0 |
0.87% |
-$6.12K |
| BPCE |
400,000 |
400,000 |
0 |
0.86% |
$363 |
| ALK 4.8 08/15/27 144A |
402,015 |
402,015 |
0 |
0.84% |
-$4.13K |
| LEASEPLAN CORP NV |
400,000 |
400,000 |
0 |
0.83% |
$986 |
| AT&T INC |
538,000 |
538,000 |
0 |
0.82% |
-$9.83K |
| F&G ANNUITIES & LIFE INC REGD 144A P/P 7.40000000 |
375,000 |
375,000 |
0 |
0.82% |
-$2.71K |
| CELANESE US HLDS |
375,000 |
375,000 |
0 |
0.81% |
-$4.35K |
| CITIGROUP INC |
425,000 |
425,000 |
0 |
0.77% |
-$4.96K |
| UniCredit SpA 7.83 12/04/2023 |
350,000 |
350,000 |
0 |
0.77% |
-$1.14K |
| Tencent Holdings Ltd |
375,000 |
375,000 |
0 |
0.76% |
-$5.13K |
| HIGH STREET FUNDING TRUST I 4.111% 02/15/2028 144A |
375,000 |
375,000 |
0 |
0.76% |
-$9.20K |
| SANTAN V1.722 09/14/27 |
400,000 |
400,000 |
0 |
0.76% |
-$2.02K |
| MARSH & MCLENNAN |
300,000 |
300,000 |
0 |
0.69% |
-$6.91K |
| NATIONAL FUEL GA |
396,000 |
396,000 |
0 |
0.69% |
-$1.47K |
| SABINE PASS LIQU |
325,000 |
325,000 |
0 |
0.67% |
-$4.40K |
| GENERAL MOTORS C |
300,000 |
300,000 |
0 |
0.67% |
-$910 |
| VICI PROPERTIES / NOTE REGD 144A P/P 3.87500000 |
350,000 |
350,000 |
0 |
0.67% |
-$4.09K |
| NEXTERA ENERGY |
350,000 |
350,000 |
0 |
0.66% |
-$7.56K |
| BAT CAPITAL CORP |
350,000 |
350,000 |
0 |
0.65% |
-$113 |
| APPLE INC |
400,000 |
400,000 |
0 |
0.65% |
-$4.68K |
| NBN CO LTD |
350,000 |
350,000 |
0 |
0.64% |
$256 |
| GOLDMAN SACHS GP |
350,000 |
350,000 |
0 |
0.63% |
-$4.63K |
| First-Citizens Bank & Trust Co |
300,000 |
300,000 |
0 |
0.62% |
$11.09K |
| EDP Finance BV |
275,000 |
275,000 |
0 |
0.62% |
-$3.05K |
| AERCAP IRELAND |
300,000 |
300,000 |
0 |
0.61% |
$1.22K |
| ADVENT HEALTH SY |
275,000 |
275,000 |
0 |
0.59% |
-$3.44K |
| VST 4 7/8 05/13/24 |
275,000 |
275,000 |
0 |
0.59% |
-$1.35K |
| SLGN 1.4 04/01/26 144A |
300,000 |
300,000 |
0 |
0.58% |
-$4.00K |
| SABRA HEALTH CAR |
350,000 |
350,000 |
0 |
0.57% |
$4.41K |
| SYNCHRONY BANK |
275,000 |
275,000 |
0 |
0.56% |
$5.55K |
| BANK HAPOALIM BM 144A 3.255000% 01/21/2032 |
300,000 |
300,000 |
0 |
0.56% |
$7.27K |
| NATL AUSTRALIABK |
325,000 |
325,000 |
0 |
0.55% |
-$413 |
| FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A |
275,000 |
275,000 |
0 |
0.55% |
-$2.41K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.00000000 |
250,000 |
250,000 |
0 |
0.55% |
-$2.10K |
| CHARTER COMM OPT |
375,000 |
375,000 |
0 |
0.55% |
-$2.53K |
| SANTANDER UK GRP |
250,000 |
250,000 |
0 |
0.55% |
-$2.74K |
| BANK OF MONTREAL |
250,000 |
250,000 |
0 |
0.54% |
-$2.14K |
| CORPORATE OFFICE |
325,000 |
325,000 |
0 |
0.54% |
$6.19K |
| KYNDRYL HOLDINGS |
300,000 |
300,000 |
0 |
0.53% |
-$7.26K |
| CI FINANCIAL CO |
400,000 |
400,000 |
0 |
0.53% |
$972 |
| ALLY FINL INC 5.75% 11/20/2025 |
250,000 |
250,000 |
0 |
0.52% |
$5.52K |
| Charles Schwab Corp. (The), Series G |
250,000 |
250,000 |
0 |
0.52% |
$2.06K |
| DIAMONDBACK ENER |
275,000 |
275,000 |
0 |
0.51% |
-$2.96K |
| BANK OF AMER CRP |
275,000 |
275,000 |
0 |
0.51% |
$619 |
| COMMONSPIRIT |
225,000 |
225,000 |
0 |
0.50% |
-$1.68K |
| BERKSHIRE HATHAW |
350,000 |
350,000 |
0 |
0.49% |
-$14.37K |
| AMERICAN INTERNA |
226,000 |
226,000 |
0 |
0.48% |
-$3.91K |
| ANHEUSER-BUSCH |
236,000 |
236,000 |
0 |
0.48% |
-$3.67K |
| LIFE STORAGE |
275,000 |
275,000 |
0 |
0.48% |
-$3.70K |
| CONTINENTAL RESOURCES REGD 144A P/P 2.87500000 |
275,000 |
275,000 |
0 |
0.46% |
-$2.24K |
| MWXCAP 4.625 04/01/29 144A |
225,000 |
225,000 |
0 |
0.45% |
-$5.21K |
| VARNO 7.5 01/15/28 144A |
200,000 |
200,000 |
0 |
0.45% |
-$1.53K |
| Shinhan Bank Co. Ltd. |
225,000 |
225,000 |
0 |
0.45% |
-$1.37K |
| TORONTO DOM BANK |
200,000 |
200,000 |
0 |
0.44% |
$176 |
| T-MOBILE USA INC |
250,000 |
250,000 |
0 |
0.44% |
-$4.69K |
| Commerzbank AG |
200,000 |
200,000 |
0 |
0.43% |
$2.11K |
| BPCE SA 3.65 01/14/2037 |
250,000 |
250,000 |
0 |
0.43% |
$2.20K |
| MDGH GMTN RSC Ltd |
200,000 |
200,000 |
0 |
0.43% |
-$1.36K |
| NORDEA BANK ABP 5.375% 09/22/2027 144A |
200,000 |
200,000 |
0 |
0.43% |
-$3.50K |
| EQT CORP |
200,000 |
200,000 |
0 |
0.43% |
-$2.39K |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc |
225,000 |
225,000 |
0 |
0.43% |
-$2.78K |
| ALLIANT ENERGY FINANCE LLC 144A LIFE SR UNSEC 3.6% 03-01-32 |
225,000 |
225,000 |
0 |
0.43% |
-$3.18K |
| NOVA Chemicals Corp |
200,000 |
200,000 |
0 |
0.43% |
-$1.97K |
| APT PIPELINES LTD |
200,000 |
200,000 |
0 |
0.42% |
-$2.05K |
| Transportadora de Gas Internacional SA ESP |
200,000 |
200,000 |
0 |
0.42% |
$3.40K |
| BPCE SA REGD V/R 144A P/P 3.11600000 |
250,000 |
250,000 |
0 |
0.42% |
$5.58K |
| CEDARS-SINAI HLT |
235,000 |
235,000 |
0 |
0.42% |
-$5.92K |
| JPMORGAN CHASE |
200,000 |
200,000 |
0 |
0.42% |
-$2.49K |
| SWEDBANK AB SR UNSECURED 144A 04/25 3.356 |
200,000 |
200,000 |
0 |
0.42% |
-$1.59K |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 05/25 3.6 |
200,000 |
200,000 |
0 |
0.41% |
$1.94K |
| BANCO SANTANDER |
200,000 |
200,000 |
0 |
0.41% |
-$597 |
| GLENLN 2.5 09/01/30 144A |
225,000 |
225,000 |
0 |
0.40% |
-$4.20K |
| EXTRA SPACE STOR |
200,000 |
200,000 |
0 |
0.40% |
-$1.99K |
| OVERSEA-CHINESE BANKING REGD V/R 144A P/P 1.83200000 |
200,000 |
200,000 |
0 |
0.40% |
-$1.13K |
| MACQUARIE GROUP |
225,000 |
225,000 |
0 |
0.39% |
-$2.53K |
| BAIDU INC |
200,000 |
200,000 |
0 |
0.39% |
-$1.49K |
| COMCAST CORP |
275,000 |
275,000 |
0 |
0.39% |
-$4.09K |
| PEMEX 10 02/07/33 |
194,000 |
194,000 |
0 |
0.39% |
-$8.23K |
| SMITHFIELD FOODS INC SR UNSECURED 144A 10/30 3 |
225,000 |
225,000 |
0 |
0.38% |
-$3.11K |
| AMAZON.COM INC |
175,000 |
175,000 |
0 |
0.38% |
-$2.98K |
| Minsur SA |
200,000 |
200,000 |
0 |
0.38% |
$5.24K |
| HF SINCLAIR CORP |
175,000 |
175,000 |
0 |
0.38% |
-$1.13K |
| DOMINION ENERGY |
175,000 |
175,000 |
0 |
0.38% |
-$3.81K |
| SIRIUS XM RADIO LLC REGD 144A P/P 3.87500000 |
225,000 |
225,000 |
0 |
0.38% |
-$953 |
| OOREDOO INTL FIN |
200,000 |
200,000 |
0 |
0.38% |
-$1.05K |
| NEXTERA ENERGY |
175,000 |
175,000 |
0 |
0.38% |
-$3.22K |
| DELL INT / EMC |
250,000 |
250,000 |
0 |
0.37% |
$4.94K |
| SYNOVUS FINANCIAL CORP SR UNSECURED 08/25 5.2 |
175,000 |
175,000 |
0 |
0.36% |
$12.90K |
| Banco de Credito e Inversiones SA |
200,000 |
200,000 |
0 |
0.36% |
$3.71K |
| CLEVELAND ELECTRIC ILLUM SR UNSECURED 144A 11/30 4.55 |
175,000 |
175,000 |
0 |
0.36% |
-$4.97K |
| RESORTS WORLD/RWLV CAP REGD P/P 4.62500000 |
200,000 |
200,000 |
0 |
0.36% |
$10.57K |
| NBN CO LTD |
200,000 |
200,000 |
0 |
0.36% |
$468 |
| VERIZON COMM INC |
255,000 |
255,000 |
0 |
0.35% |
-$3.97K |
| CHARTER COMM OPT |
200,000 |
200,000 |
0 |
0.35% |
-$85 |
| BPLN V4.875 PERP |
175,000 |
175,000 |
0 |
0.35% |
$44 |
| GOLDMAN SACHS GP |
175,000 |
175,000 |
0 |
0.35% |
-$872 |
| DUKE ENERGY IND |
247,000 |
247,000 |
0 |
0.34% |
-$5.56K |
| Grupo Aval Ltd. |
200,000 |
200,000 |
0 |
0.34% |
$2.18K |
| AUST & NZ BANK |
200,000 |
200,000 |
0 |
0.33% |
-$2.41K |
| AMAZON.COM INC |
175,000 |
175,000 |
0 |
0.33% |
-$3.40K |
| Aviation Capital Group LLC |
150,000 |
150,000 |
0 |
0.33% |
-$437 |
| DOWDUPONT |
150,000 |
150,000 |
0 |
0.32% |
-$2.36K |
| VAR.RT. CORP. BONDS |
150,000 |
150,000 |
0 |
0.32% |
$2.22K |
| BERRY GLOBAL INC |
150,000 |
150,000 |
0 |
0.32% |
-$1.84K |
| COMCAST CORP |
175,000 |
175,000 |
0 |
0.32% |
-$2.90K |
| ORACLE CORP |
200,000 |
200,000 |
0 |
0.31% |
$965 |
| ANGINC 6.144 06/13/32 144A |
150,000 |
150,000 |
0 |
0.31% |
-$3.34K |
| NXP BV/NXP FDG |
175,000 |
175,000 |
0 |
0.31% |
-$1.83K |
| EXXON MOBIL CORP |
175,000 |
175,000 |
0 |
0.30% |
-$3.49K |
| JEFFERIES GROUP |
175,000 |
175,000 |
0 |
0.30% |
$1.93K |
| CNO GLOBAL FUNDING 1.75% 10/07/2026 144A |
150,000 |
150,000 |
0 |
0.29% |
-$1.99K |
| ENELIM 2.875 07/12/41 144A |
200,000 |
200,000 |
0 |
0.29% |
-$44 |
| NEW ENGLAND POWER CO 144A 5.936000% 11/25/2052 |
125,000 |
125,000 |
0 |
0.28% |
-$6.76K |
| JDEPNA 1.375 01/15/27 144A |
150,000 |
150,000 |
0 |
0.28% |
-$139 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 2.95% 04-09-30 |
150,000 |
150,000 |
0 |
0.28% |
-$2.64K |
| AEP TRANSMISSION |
125,000 |
125,000 |
0 |
0.28% |
-$1.68K |
| INTERSTATE P&L |
150,000 |
150,000 |
0 |
0.27% |
-$873 |
| PHILIP MORRIS IN |
125,000 |
125,000 |
0 |
0.27% |
-$3.00K |
| PUBLIC SERV COLO |
175,000 |
175,000 |
0 |
0.27% |
-$6.03K |
| LOWE'S COS INC |
125,000 |
125,000 |
0 |
0.27% |
-$2.34K |
| VICI PROPERTIES / NOTE REGD 144A P/P 5.75000000 |
125,000 |
125,000 |
0 |
0.27% |
-$364 |
| GLOBAL PAY INC |
125,000 |
125,000 |
0 |
0.27% |
-$792 |
| DICK'S SPORTING |
175,000 |
175,000 |
0 |
0.27% |
-$2.94K |
| SOUTHERN CAL ED |
150,000 |
150,000 |
0 |
0.26% |
-$4.21K |
| DTE ELECTRIC CO |
175,000 |
175,000 |
0 |
0.26% |
-$3.98K |
| VERIZON COMM INC |
150,000 |
150,000 |
0 |
0.26% |
-$2.66K |
| PTON 0 02/15/26 |
155,000 |
155,000 |
0 |
0.26% |
-$241 |
| VIRGINIA EL&PWR |
175,000 |
175,000 |
0 |
0.26% |
-$2.34K |
| WILLIAMS COS INC |
125,000 |
125,000 |
0 |
0.25% |
-$2.77K |
| CONTINENTAL RESOURCES REGD 144A P/P 2.26800000 |
125,000 |
125,000 |
0 |
0.24% |
$221 |
| UNITEDHEALTH GRP |
100,000 |
100,000 |
0 |
0.24% |
-$1.40K |
| IBM CORP |
150,000 |
150,000 |
0 |
0.24% |
-$610 |
| ABBVIE INC |
125,000 |
125,000 |
0 |
0.24% |
-$2.92K |
| BOEING CO |
125,000 |
125,000 |
0 |
0.24% |
-$1.69K |
| NEXTERA ENERGY |
125,000 |
125,000 |
0 |
0.23% |
-$2.60K |
| BAT CAPITAL CORP |
150,000 |
150,000 |
0 |
0.23% |
-$499 |
| Q-PARK HOLDING |
100,000 |
100,000 |
0 |
0.23% |
$4.69K |
| MICROSOFT CORP |
150,000 |
150,000 |
0 |
0.23% |
-$2.43K |
| NORTHERN ST PR-M |
150,000 |
150,000 |
0 |
0.23% |
-$2.66K |
| INTEL CORP |
100,000 |
100,000 |
0 |
0.23% |
$312 |
| JERSEY CENTRAL PWR + LT SR UNSECURED 144A 03/32 2.75 |
125,000 |
125,000 |
0 |
0.22% |
-$1.45K |
| ROCKET MTGE. LLC / 3.875% |
125,000 |
125,000 |
0 |
0.22% |
-$2.30K |
| BOEING CO |
125,000 |
125,000 |
0 |
0.22% |
-$763 |
| PACIFIC GAS&ELEC |
150,000 |
150,000 |
0 |
0.22% |
-$5.37K |
| GRIFOLS SA |
100,000 |
100,000 |
0 |
0.22% |
$6.62K |
| Standard Industries, Inc. |
100,000 |
100,000 |
0 |
0.21% |
$2.80K |
| ENTERPRISE PRODU |
125,000 |
125,000 |
0 |
0.21% |
-$1.73K |
| STEWART INFO SRV |
125,000 |
125,000 |
0 |
0.21% |
-$2.21K |
| BRUNSWICK CORP |
125,000 |
125,000 |
0 |
0.20% |
$615 |
| APPLE INC |
125,000 |
125,000 |
0 |
0.20% |
-$1.40K |
| ENTERPRISE PRODU |
125,000 |
125,000 |
0 |
0.19% |
-$1.30K |
| PECO ENERGY CO |
125,000 |
125,000 |
0 |
0.19% |
-$2.43K |
| VODAFONE GROUP |
100,000 |
100,000 |
0 |
0.18% |
-$926 |
| WALT DISNEY CO |
100,000 |
100,000 |
0 |
0.18% |
-$2.33K |
| LOWE'S COS INC |
125,000 |
125,000 |
0 |
0.18% |
-$1.11K |
| UNION ELECTRIC |
100,000 |
100,000 |
0 |
0.18% |
-$2.40K |
| WESTPAC BANKING |
100,000 |
100,000 |
0 |
0.17% |
-$1.15K |
| GENERAL MILLS IN |
75,000 |
75,000 |
0 |
0.16% |
-$1.84K |
| ENTERGY TEXAS |
100,000 |
100,000 |
0 |
0.16% |
-$2.22K |
| INTERSTATE P&L |
100,000 |
100,000 |
0 |
0.16% |
-$2.39K |
| ORACLE CORP |
75,000 |
75,000 |
0 |
0.16% |
$1.18K |
| INTEL CORP |
100,000 |
100,000 |
0 |
0.16% |
-$1.29K |
| KKR GROUP FINAN CO XII COMPANY GUAR 144A 05/32 4.85 |
75,000 |
75,000 |
0 |
0.15% |
-$1.55K |
| COINBASE GLOBAL INC REGD 144A P/P 3.37500000 |
105,000 |
105,000 |
0 |
0.15% |
$5.38K |
| VERIZON COMM INC |
100,000 |
100,000 |
0 |
0.15% |
-$1.88K |
| KINDER MORGAN |
100,000 |
100,000 |
0 |
0.15% |
-$1.55K |
| MCDONALD'S CORP |
75,000 |
75,000 |
0 |
0.15% |
-$2.27K |
| ABBVIE INC |
75,000 |
75,000 |
0 |
0.15% |
-$1.40K |
| ONEOK INC |
75,000 |
75,000 |
0 |
0.14% |
-$1.48K |
| ORACLE CORP |
75,000 |
75,000 |
0 |
0.14% |
-$1.54K |
| VIRGINIA EL&PWR |
100,000 |
100,000 |
0 |
0.13% |
-$1.71K |
| BROADCOM INC |
75,000 |
75,000 |
0 |
0.12% |
-$176 |
| AMAZON.COM INC |
75,000 |
75,000 |
0 |
0.12% |
-$859 |
| SHELL INTL FIN |
75,000 |
75,000 |
0 |
0.12% |
-$1.44K |
| INTEL CORP |
75,000 |
75,000 |
0 |
0.12% |
-$504 |
| ENTERPRISE PRODU |
50,000 |
50,000 |
0 |
0.11% |
-$978 |
| NEXTERA ENERGY CAPITAL REGD 3.00000000 |
75,000 |
75,000 |
0 |
0.11% |
-$1.21K |
| STARBUCKS CORP |
50,000 |
50,000 |
0 |
0.11% |
-$1.09K |
| MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875 |
55,000 |
55,000 |
0 |
0.11% |
$191 |
| ANHEUSER-BUSCH |
50,000 |
50,000 |
0 |
0.10% |
-$1.18K |
| DUKE ENERGY COR |
50,000 |
50,000 |
0 |
0.10% |
-$838 |
| VIRGINIA EL&PWR |
50,000 |
50,000 |
0 |
0.10% |
-$1.16K |
| BERKSHIRE HATHAW |
50,000 |
50,000 |
0 |
0.09% |
-$2.77K |
| ATHENE GLOBAL FUNDING SR SECURED 144A 06/26 1.608 |
50,000 |
50,000 |
0 |
0.09% |
-$424 |
| IND MICH POWER |
50,000 |
50,000 |
0 |
0.09% |
-$761 |
| JPMORGAN CHASE |
50,000 |
50,000 |
0 |
0.09% |
-$314 |
| GLOBAL PAY INC |
50,000 |
50,000 |
0 |
0.09% |
-$270 |
| VERIZON COMM INC |
50,000 |
50,000 |
0 |
0.08% |
-$1.18K |
| GENERAL MOTORS C |
25,000 |
25,000 |
0 |
0.06% |
-$17 |
| CHARTER COMM OPT |
25,000 |
25,000 |
0 |
0.04% |
-$126 |
| VSTOXX FUTURE JAN26 |
-1 |
-1 |
0 |
0.00% |
$5.90K |
| SOLD ZAR/BOUGHT USD |
1 |
1 |
0 |
0.00% |
-$2.38K |