0001752724-23-195032.txt : 20230828 0001752724-23-195032.hdr.sgml : 20230828 20230828134815 ACCESSION NUMBER: 0001752724-23-195032 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230828 DATE AS OF CHANGE: 20230828 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PRUDENTIAL SERIES FUND CENTRAL INDEX KEY: 0000711175 IRS NUMBER: 860446842 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03623 FILM NUMBER: 231213946 BUSINESS ADDRESS: STREET 1: 655 BROAD STREET STREET 2: 17TH FLOOR CITY: NEWARK STATE: NJ ZIP: 07102 BUSINESS PHONE: (973) 367-8982 MAIL ADDRESS: STREET 1: 655 BROAD STREET STREET 2: 17TH FLOOR CITY: NEWARK STATE: NJ ZIP: 07102 FORMER COMPANY: FORMER CONFORMED NAME: PRUDENTIAL SERIES FUND INC DATE OF NAME CHANGE: 19920703 0000711175 S000002226 PSF PGIM 50/50 BALANCED PORTFOLIO C000005724 Class I C000226565 Class III NPORT-P 1 primary_doc.xml NPORT-P false 0000711175 XXXXXXXX S000002226 C000005724 C000226565 Prudential Series Fund 811-03623 0000711175 5493007AGJZME68YC130 655 Broad Street Newark 07102-4077 1-888-778-2888 PSF PGIM 50/50 Balanced Portfolio S000002226 896KMYUYTUBKV7S4AA52 2023-12-31 2023-06-30 N 2585528225.96 116189964.87 2469338261.09 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8839808.55000000 13615373.75000000 0.00000000 1273200.56000000 USD N Blended Custom Benchmark N/A Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 000000000 1002.00000000 NS 119225.83000000 0.004828250219 Long EC CORP AU N 2 N N N Hermes International 969500Y4IJGHJE2MTJ13 000000000 67.00000000 NS 145639.20000000 0.005897903996 Long EC CORP FR N 2 N N N SolarEdge Technologies Inc 5493000K6Y58XXPDF853 83417M104 1800.00000000 NS USD 484290.00000000 0.019612136888 Long EC CORP IL N 1 N N N Santander Drive Auto Receivabl N/A 80286EAE6 1100000.00000000 PA USD 1050588.77000000 0.042545356646 Long ABS-O CORP US N 2 2028-04-17 Fixed 2.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8R30 149013.36000000 PA USD 143437.51000000 0.005808742862 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 560000.00000000 PA USD 530407.31000000 0.021479734808 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918K108 1900.00000000 NS USD 190893.00000000 0.007730532629 Long EC CORP US N 1 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAF6 1100000.00000000 PA USD 1105129.04000000 0.044754056477 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032674 2500000.00000000 PA USD 2278027.35000000 0.092252543359 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201LGQ1 18235.64000000 PA USD 18656.01000000 0.000755506456 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CR0 465000.00000000 PA USD 376511.60000000 0.015247469572 Long DBT CORP US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 128899.00000000 NS USD 13824417.75000000 0.559843014131 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414GYU7 25292.29000000 PA USD 26241.97000000 0.001062712647 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9ED0 132238.59000000 PA USD 119517.69000000 0.004840069579 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 7100.00000000 NS USD 1609996.00000000 0.065199491919 Long EC CORP US N 1 N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MFJ7 3195000.00000000 PA USD 3733514.98000000 0.151194959347 Long DBT USGSE US N 2 2030-01-15 Fixed 7.12500000 N N N N N N TFS_18-3-A1 N/A 000000000 805714.96000000 PA 755229.51000000 0.030584287373 Long ABS-MBS CORP LU N 3 2026-03-15 Floating 0.01000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691ABK8 4324133.40000000 PA USD 4083936.87000000 0.165385882296 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.54000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 540000.00000000 PA USD 525186.64000000 0.021268315008 Long DBT CORP US Y 2 N/A Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4S6 178945.14000000 PA USD 175272.66000000 0.007097960727 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AL4 1000000.00000000 PA USD 896240.00000000 0.036294743985 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 47236.00000000 NS USD 509204.08000000 0.020621074399 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XTQ8 11070.64000000 PA USD 11162.35000000 0.000452038109 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Glencore PLC 2138002658CPO9NBH955 000000000 8705.00000000 NS 49356.36000000 0.001998768689 Long EC CORP CH N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7K2 1519731.66000000 PA USD 1347250.08000000 0.054559154621 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Meridian Energy Ltd 254900IFKXIGNCY3A092 000000000 2880.00000000 NS 9917.53000000 0.000401627033 Long EC CORP NZ N 2 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 4647.00000000 NS USD 435470.37000000 0.017635103981 Long EC CORP US N 1 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 200000.00000000 PA USD 171217.06000000 0.006933722394 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 26815.00000000 NS USD 1388748.85000000 0.056239717007 Long EC CORP US N 1 N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 71076.00000000 NS USD 891293.04000000 0.036094408532 Long EC CORP US N 1 N N N JPMBB Commercial Mortgage Secu N/A 46643PBD1 531781.11000000 PA USD 511425.65000000 0.020711040607 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.40800000 N N N N N N Imperial Brands PLC 549300DFVPOB67JL3A42 000000000 665.00000000 NS 14719.42000000 0.000596087633 Long EC CORP GB N 2 N N N Sony Group Corp 529900R5WX9N2OI2N910 000000000 200.00000000 NS 18054.04000000 0.000731128670 Long EC CORP JP N 2 N N N BELLEMEADE RE LT N/A 078777AB5 719927.95000000 PA USD 715230.49000000 0.028964459882 Long ABS-MBS CORP US N 2 2031-09-25 Floating 6.06655000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M1MS4 394157.62000000 PA USD 369032.61000000 0.014944595311 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VVY3 2302304.55000000 PA USD 2003320.72000000 0.081127837022 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Woolworths Group Ltd QNWEWQBS7HP85QHXQL92 000000000 898.00000000 NS 23793.62000000 0.000963562601 Long EC CORP AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERH60 245819.69000000 PA USD 233330.54000000 0.009449112083 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 26650.00000000 NS USD 10481445.00000000 0.424463718282 Long EC CORP US N 1 N N N Telefonica Deutschland Holding 391200ECRPJ3SWQJUM30 000000000 20863.00000000 NS 58719.15000000 0.002377930594 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3G5 2093265.19000000 PA USD 1711391.91000000 0.069305689583 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N LVMH Moet Hennessy Louis Vuitt IOG4E947OATN0KJYSD45 000000000 227.00000000 NS 214041.09000000 0.008667953409 Long EC CORP FR N 2 N N N PNC Financial Services Group I CFGNEKW0P8842LEUIA51 693475105 12833.00000000 NS USD 1616316.35000000 0.065455445107 Long EC CORP US N 1 N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAH3 2105000.00000000 PA USD 1979043.22000000 0.080144678887 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N GSK PLC 5493000HZTVUYLO1D793 000000000 7837.00000000 NS 138891.73000000 0.005624653867 Long EC CORP GB N 2 N N N Thales SA 529900FNDVTQJOVVPZ19 000000000 85.00000000 NS 12735.46000000 0.000515743841 Long EC CORP FR N 2 N N N BOF URSA FUNDING N/A 097093AC2 800000.00000000 PA USD 797818.64000000 0.032309005719 Long ABS-O CORP US N 2 2032-07-26 Fixed 6.63200000 N N N N N N Swiss Life Holding AG 5493000KUC3Z24U77V93 000000000 137.00000000 NS 80239.11000000 0.003249417516 Long EC CORP CH N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJY1 28970.77000000 PA USD 30058.64000000 0.001217275108 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 350000.00000000 PA USD 342923.71000000 0.013887271557 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 36500.00000000 NS USD 3615690.00000000 0.146423438901 Long EC CORP US N 1 N N N Genting Singapore Ltd 254900Y2N3AK93K1O866 000000000 12800.00000000 NS 8925.12000000 0.000361437723 Long EC CORP SG N 2 N N N Scentre Group N/A 000000000 3778.00000000 NS 6681.44000000 0.000270576133 Long EC CORP AU N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCA21 22529.98000000 PA USD 22929.47000000 0.000928567396 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203N6L7 11.65000000 PA USD 11.86000000 0.000000480290 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.50000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 1270000.00000000 PA USD 1142596.53000000 0.046271365410 Long DBT CORP US Y 2 2026-12-01 Fixed 2.67000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 36700.00000000 NS USD 3111793.00000000 0.126017283619 Long EC CORP US N 1 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 5200.00000000 NS USD 1000636.00000000 0.040522435332 Long EC CORP US N 1 N N Regatta VII Funding Ltd 549300DA6HSLI0UPTQ25 75888ABE5 3750000.00000000 PA USD 3717031.50000000 0.150527433141 Long ABS-CBDO CORP KY N 2 2034-06-20 Floating 6.66000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 7900.00000000 NS USD 1474851.00000000 0.059726568175 Long EC CORP US N 1 N N N CFCRE Commercial Mortgage Trus N/A 12531YAM0 2090239.43000000 PA USD 1937590.50000000 0.078465981373 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.01400000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137L204 4733.00000000 NS USD 150935.37000000 0.006112381295 Long EC CORP US N 1 N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 1500.00000000 NS USD 705892.50000000 0.028586302294 Long EC CORP US N 1 N N N Countrywide Alternative Loan T N/A 12667FQS7 9620.79000000 PA USD 8922.19000000 0.000361319068 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3AX6 2590325.60000000 PA USD 2469637.85000000 0.100012132356 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Chase Mortgage Finance Corpora N/A 161630AE8 66247.63000000 PA USD 64331.56000000 0.002605214563 Long ABS-MBS CORP US N 2 2037-02-25 Variable 4.48265700 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 23200.74000000 0.000939552930 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 US TREASURY N/B United States Treasury Note/Bond Y 2023-08-23 0.00000000 USD 0.00000000 USD 22492628.36000000 USD 23200.74000000 N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CY8 1740000.00000000 PA USD 1706546.24000000 0.069109456038 Long DBT CORP JP N 2 2029-04-19 Fixed 5.24200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHC45 1572611.05000000 PA USD 1339826.82000000 0.054258537241 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AQ1 1100000.00000000 PA USD 1006500.00000000 0.040759907861 Long DBT CORP CH Y 2 2026-06-05 Fixed 2.19300000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 49050.00000000 NS USD 5841364.50000000 0.236555865676 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410XZS8 49706.33000000 PA USD 50780.48000000 0.002056440820 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201YW85 143570.48000000 PA USD 144211.96000000 0.005840105516 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFM6 1700000.00000000 PA USD 1653993.00000000 0.066981224324 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225A6X3 946.51000000 PA USD 940.11000000 0.000038071333 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 6.50000000 N N N N N N Volkswagen AG 529900NNUPAGGOMPXZ31 000000000 65.00000000 NS 10864.67000000 0.000439983058 Long EC CORP DE N 2 N N N Domino's Pizza Inc 25490005ZWM1IF9UXU57 25754A201 960.00000000 NS USD 323510.40000000 0.013101096965 Long EC CORP US N 1 N N N Singapore Airlines Ltd 549300ZG62N2599PWR15 000000000 1000.00000000 NS 5298.03000000 0.000214552622 Long EC CORP SG N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CM27 813925.42000000 PA USD 752235.02000000 0.030463020472 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 2.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 44785.00000000 NS USD 1479696.40000000 0.059922790786 Long EC CORP US N 1 N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 000000000 723.00000000 NS 15665.72000000 0.000634409641 Long EC CORP NL N 2 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 130600.00000000 NS USD 6757244.00000000 0.273645944197 Long EC CORP US N 1 N N N OZLM Ltd 5493009CITK5BZZY6417 67109UAS1 591200.16000000 PA USD 587365.64000000 0.023786358039 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 6.54914000 N N N N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062101 4937.00000000 NS USD 480468.84000000 0.019457392596 Long EC CORP US N 1 N N N Organon & Co 549300AMCKY57OK2CO56 68622V106 8753.00000000 NS USD 182149.93000000 0.007376467326 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6C24 2254661.63000000 PA USD 2177599.69000000 0.088185556604 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204J4X1 61.85000000 PA USD 63.06000000 0.000002553720 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 400014.33000000 PA USD 359250.84000000 0.014548466107 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 4800.00000000 NS USD 452880.00000000 0.018340136186 Long EC CORP US N 1 N N N Accor SA 969500QZC2Q0TK11NV07 000000000 779.00000000 NS 28987.70000000 0.001173905594 Long EC CORP FR N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381WPW2 2400000.00000000 PA USD 1908476.40000000 0.077286956998 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642103 17200.00000000 NS USD 768668.00000000 0.031128501595 Long EC CORP US N 1 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 4270.00000000 NS USD 2745012.20000000 0.111163879135 Long EC CORP US N 1 N N N BANK 2021-BN35 N/A 06540CAZ0 3500000.00000000 PA USD 2939854.75000000 0.119054355424 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 1.71700000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -8656.33000000 -0.00035055262 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -17435048.90000000 USD 15966162.00000000 EUR 2023-07-05 -8656.33000000 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 650000.00000000 PA USD 530043.09000000 0.021464985107 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340102 8100.00000000 NS USD 811863.00000000 0.032877755664 Long EC CORP US N 1 N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 10303.00000000 NS USD 390792.79000000 0.015825810345 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VZK1 95768.15000000 PA USD 98399.54000000 0.003984854628 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 48128KAS0 2717418.87000000 PA USD 2634129.44000000 0.106673495547 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.10850000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 41519.00000000 NS USD 3545722.60000000 0.143589991532 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417BXH5 739546.69000000 PA USD 692413.80000000 0.028040459701 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MC4Y8 33365.14000000 PA USD 32598.38000000 0.001320126145 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RS83 259908.59000000 PA USD 237237.30000000 0.009607322890 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 58282.00000000 NS USD 5203416.96000000 0.210721108646 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 134076.00000000 NS USD 4986286.44000000 0.201928043580 Long EC CORP US N 1 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 000000000 2321.00000000 NS 47199.80000000 0.001911435170 Long EC CORP IT N 2 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 25000.00000000 PA USD 21966.52000000 0.000889571118 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7B5 2756449.20000000 PA USD 2267156.09000000 0.091812293427 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BS35 77843.42000000 PA USD 78603.21000000 0.003183168998 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 26602.00000000 NS USD 1322385.42000000 0.053552218456 Long EC CORP US N 1 N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 000000000 800.00000000 NS 15945.13000000 0.000645724818 Long EC CORP JP N 2 N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAA1 805000.00000000 PA USD 796950.00000000 0.032273828683 Long DBT USGA PL N 2 2033-05-22 Fixed 5.37500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 530000.00000000 PA USD 437166.31000000 0.017703783920 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RGJ7 1300000.00000000 PA USD 1270913.80000000 0.051467788760 Long ABS-O CORP US N 2 2027-10-20 Fixed 5.20000000 N N N N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 7200.00000000 NS USD 746928.00000000 0.030248103784 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WVU9 41936.19000000 PA USD 36322.80000000 0.001470952788 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.50000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 14947.00000000 NS USD 1067813.68000000 0.043242908305 Long EC CORP US N 1 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -21.00000000 NC 36268.98000000 0.001468773256 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2023-09-07 -2641849.07000000 USD 36268.98000000 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 27100.00000000 NS USD 3917034.00000000 0.158626870272 Long EC CORP US N 1 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 10900.00000000 NS USD 543365.00000000 0.022004478226 Long EC CORP US N 1 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 000000000 259.00000000 NS 9085.17000000 0.000367919217 Long EC CORP AT N 2 N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 5020.00000000 NS USD 1465237.60000000 0.059337257397 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414ELR3 425.64000000 PA USD 429.51000000 0.000017393728 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 1600000.00000000 PA USD 1441324.10000000 0.058368840053 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 225000.00000000 PA USD 211854.82000000 0.008579416734 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2A6 445000.00000000 PA USD 429145.98000000 0.017378987187 Long DBT CORP US Y 2 2024-04-29 Fixed 1.62500000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 10460.00000000 NS USD 4193309.40000000 0.169815106584 Long EC CORP US N 1 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 13719.00000000 NS USD 1599635.40000000 0.064779922022 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205BEG3 40.06000000 PA USD 40.84000000 0.000001653884 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N Lifco AB 549300RTLL4VDQRCTW41 000000000 512.00000000 NS 11150.22000000 0.000451546885 Long EC CORP SE N 2 N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCK0 820000.00000000 PA USD 820015.98000000 0.033207924281 Long DBT CORP US N 2 2032-12-15 Fixed 4.90000000 N N N N N N USS Co Ltd 5299000RRQD6UZXG4W72 000000000 500.00000000 NS 8277.85000000 0.000335225437 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6AP3 19060.32000000 PA USD 19553.50000000 0.000791851821 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 5900.00000000 NS USD 775024.00000000 0.031385898489 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200GKX3 61498.94000000 PA USD 62262.47000000 0.002521423289 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402URR5 42691.35000000 PA USD 43324.36000000 0.001754492719 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJEX2 597587.40000000 PA USD 551948.61000000 0.022352085929 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644ABE1 3932312.97000000 PA USD 3691623.17000000 0.149498480146 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 2.92020000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAR0 850000.00000000 PA USD 769628.25000000 0.031167388531 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N Shionogi & Co Ltd 35380049VXDTHZI3DY35 000000000 1000.00000000 NS 42179.46000000 0.001708128070 Long EC CORP JP N 2 N N N Navient Student Loan Trust N/A 63940VAB8 110463.87000000 PA USD 108427.92000000 0.004390970719 Long ABS-O CORP US N 2 2042-06-16 Fixed 3.52000000 N N N N N N JEFFERSON MILL CLO LTD 549300RV1TCF15DHXS87 47421MAW3 4236701.86000000 PA USD 4171782.88000000 0.168943354004 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 6.42543000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBHT0 2168072.35000000 PA USD 1910257.78000000 0.077359096973 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239100 8000.00000000 NS USD 423520.00000000 0.017151153678 Long EC CORP US N 1 N N N Mediobanca Banca di Credito Fi PSNL19R2RXX5U3QWHI44 000000000 440.00000000 NS 5267.90000000 0.000213332457 Long EC CORP IT N 2 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 4422.00000000 NS USD 2015547.60000000 0.081622985062 Long EC CORP US N 1 N N N CNH Industrial NV 549300WGC2HZ5J67V817 000000000 3179.00000000 NS 45849.48000000 0.001856751694 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DCX8 13756.75000000 PA USD 12217.63000000 0.000494773445 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NDR6 156749.32000000 PA USD 147855.20000000 0.005987644638 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 2250000.00000000 PA USD 1968583.50000000 0.079721094959 Long DBT CORP CH N 2 2027-01-30 Fixed 1.36400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383PRN3 783391.42000000 PA USD 11216.52000000 0.000454231814 Long ABS-MBS USGA US N 2 2052-03-20 Floating 0.01000000 N N N N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 13100.00000000 NS USD 2879249.00000000 0.116600023794 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C0YW2 30064.75000000 PA USD 28950.23000000 0.001172388184 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409G6N1 85814.41000000 PA USD 86768.91000000 0.003513852734 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3C2 87085.34000000 PA USD 85557.78000000 0.003464805990 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 514000.00000000 PA USD 440091.94000000 0.017822262220 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 000000000 8200.00000000 NS USD 753006.00000000 0.030494242601 Long EC CORP US N 1 N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KEL9 2005000.00000000 PA USD 1966683.05000000 0.079644133045 Long ABS-MBS CORP US N 2 2033-10-25 Floating 7.16655000 N N N N N N HPS Loan Management 6-2015, Lt 549300OYG05TXUTUVD98 40436KAC9 233056.54000000 PA USD 231102.83000000 0.009358897225 Long ABS-CBDO CORP KY N 2 2031-02-05 Floating 6.32629000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAA1 365000.00000000 PA USD 372223.35000000 0.015073809686 Long DBT CORP LU N 2 2038-02-23 Fixed 6.12900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER3T5 299584.95000000 PA USD 286069.74000000 0.011584874559 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 3.50000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428X106 7480.00000000 NS USD 1854292.00000000 0.075092668720 Long EC CORP US N 1 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCB6 770000.00000000 PA USD 715137.50000000 0.028960694096 Long DBT CORP MX N 2 2026-08-04 Fixed 6.87500000 N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CG6 5000.00000000 PA USD 4232.73000000 0.000171411509 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320106 1826.00000000 NS USD 271690.54000000 0.011002564706 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NCTX7 4896690.60000000 PA USD 4799025.08000000 0.194344580312 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEG2 1920000.00000000 PA USD 1945637.88000000 0.078791873541 Long DBT CORP US N 2 2064-05-15 Fixed 5.50000000 N N N N N N Aristocrat Leisure Ltd 529900TE2HO3OZKYKC27 000000000 439.00000000 NS 11358.17000000 0.000459968169 Long EC CORP AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403VM89 173614.99000000 PA USD 178732.02000000 0.007238053320 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 000000000 7450.00000000 NS 81150.45000000 0.003286323760 Long EC CORP FI N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VTW0 502611.61000000 PA USD 437592.87000000 0.017721058183 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390LP26 29723.18000000 PA USD 30431.05000000 0.001232356477 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAA3 600000.00000000 PA USD 590430.00000000 0.023910454444 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VXY3 5990.43000000 PA USD 6251.36000000 0.000253159322 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -6678.05000000 -0.00027043885 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2023-09-20 0.00000000 USD 0.00000000 USD -5375999.18000000 USD -6678.05000000 N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BL6 350000.00000000 PA USD 340584.21000000 0.013792529576 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJY7 3525000.00000000 PA USD 3441798.33000000 0.139381403683 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHRP9 336261.20000000 PA USD 304733.24000000 0.012340684336 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.00000000 N N N N N N CarMax Auto Owner Trust N/A 14317JAG2 600000.00000000 PA USD 537323.52000000 0.021759818347 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.38000000 N N N N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 18100.00000000 NS USD 1067719.00000000 0.043239074080 Long EC CORP US N 1 N N N Munich Re 529900MUF4C20K50JS49 000000000 193.00000000 NS 72454.64000000 0.002934172330 Long EC CORP DE N 2 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 18600.00000000 NS USD 2128584.00000000 0.086200583919 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BK0 1920000.00000000 PA USD 1495663.28000000 0.060569396407 Long DBT CORP US N 2 2035-03-01 Fixed 3.30000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887109 8910.00000000 NS USD 2352329.10000000 0.095261517511 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 1585000.00000000 PA USD 1316078.15000000 0.053296794964 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 10100.00000000 NS USD 815171.00000000 0.033011718679 Long EC CORP US N 1 N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 7100.00000000 NS USD 2126663.00000000 0.086122789797 Long EC CORP US N 1 N N N Bank of New York Mellon Corp/T WFLLPEPC7FZXENRZV188 064058100 22758.00000000 NS USD 1013186.16000000 0.041030675139 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 55450.00000000 NS USD 6045159.00000000 0.244808866215 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 8140.00000000 NS USD 951159.00000000 0.038518781123 Long EC CORP US N 1 N N N CALIFORNIA ST N/A 13063A7D0 1250000.00000000 PA USD 1508772.56000000 0.061100278717 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N Morgan Stanley Capital I Trust N/A 61769JAZ4 5000000.00000000 PA USD 4390161.00000000 0.177786942727 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.15800000 N N N N N N BayCurrent Consulting Inc N/A 000000000 1800.00000000 NS 67683.52000000 0.002740957813 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205B6H0 1269.25000000 PA USD 1294.01000000 0.000052403108 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 7200.00000000 NS USD 1549080.00000000 0.062732596194 Long EC CORP US N 1 N N N Terna - Rete Elettrica Naziona 8156009E94ED54DE7C31 000000000 1120.00000000 NS 9552.66000000 0.000386851009 Long EC CORP IT N 2 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 133000.00000000 NS USD 4447520.00000000 0.180109791764 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BB8 3495000.00000000 PA USD 3002944.96000000 0.121609299435 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N CIFC Funding Ltd 549300Y56VCWZJQV2Z14 12550AAT3 7000000.00000000 PA USD 6916840.00000000 0.280109052250 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 6.46029000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 35100.00000000 NS USD 2215161.00000000 0.089706664935 Long EC CORP US N 1 N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AY3 785000.00000000 PA USD 518900.75000000 0.021013757336 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFH7 745000.00000000 PA USD 731133.68000000 0.029608486270 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 394.00000000 NC USD -741226.74000000 -0.03001722168 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 2023-09-20 44973884.96000000 USD -741226.74000000 N N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 000000000 1371.00000000 NS 103031.84000000 0.004172447397 Long EC CORP GB N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WR26 437467.15000000 PA USD 378762.86000000 0.015338638126 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 7306.00000000 NS USD 273975.00000000 0.011095077750 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVN9 531.83000000 PA USD 544.17000000 0.000022037078 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 132680.00000000 NS USD 5512854.00000000 0.223252281263 Long EC CORP US N 1 N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BC0 590000.00000000 PA USD 493716.74000000 0.019993888556 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N Inpex Corp 353800VHYYADPR6MXQ47 000000000 800.00000000 NS 8789.17000000 0.000355932200 Long EC CORP JP N 2 N N N Anchorage Capital CLO LTD 549300H5Q0HJ2EHSSX26 03329FAN4 2000000.00000000 PA USD 1978068.00000000 0.080105185715 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.45043000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 19500.00000000 NS USD 1839435.00000000 0.074491009554 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 221141.00000000 NS USD 6344535.29000000 0.256932611864 Long EC CORP US N 1 N N N COMMONBOND STUDENT LOAN TRUST 5493005PJR3MYTKJFJ48 20269DAA3 348334.41000000 PA USD 320062.93000000 0.012961485878 Long ABS-O CORP US N 2 2044-02-25 Fixed 3.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY30 480330.18000000 PA USD 425815.22000000 0.017244102467 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMMQ5 1835744.30000000 PA USD 1561740.74000000 0.063245314123 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Battalion CLO LTD 549300RRK5G3IT4Y7N27 07132JBC7 6520000.00000000 PA USD 6356908.72000000 0.257433694693 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 6.44271000 N N N N N N IFF BZLRL03D3GPGMOGFO832 459506101 8000.00000000 NS USD 636720.00000000 0.025785045736 Long EC CORP US N 1 N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AW6 379000.00000000 PA USD 356136.34000000 0.014422339199 Long DBT CORP US N 2 2026-04-01 Variable 4.70000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 795000.00000000 PA USD 773008.51000000 0.031304277837 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 1125000.00000000 PA USD 819602.07000000 0.033191162301 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 11500.00000000 NS USD 815580.00000000 0.033028281821 Long EC CORP US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 5752.00000000 NS 60469.45000000 0.002448811932 Long EC CORP DE N 2 N N N Legrand SA 969500XXRPGD7HCAFA90 000000000 210.00000000 NS 20832.81000000 0.000843659628 Long EC CORP FR N 2 N N N ANTERO MIDSTREAM PART/FI N/A 03690EAA6 525000.00000000 PA USD 533689.19000000 0.021612640050 Long DBT CORP US N 2 2026-05-15 Fixed 7.87500000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 000000000 1830.00000000 NS 15921.17000000 0.000644754517 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QLK5 20773.74000000 PA USD 20446.99000000 0.000828035199 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 2200.00000000 NS 22344.30000000 0.000904869954 Long EC CORP HK N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCY34 477971.37000000 PA USD 423792.78000000 0.017162200362 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAN0 480000.00000000 PA USD 422272.74000000 0.017100643790 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAL9 800000.00000000 PA USD 714899.12000000 0.028951040497 Long DBT CORP ES N 2 2026-03-25 Fixed 1.84900000 N N N N N N CoStar Group Inc N/A 22160N109 13100.00000000 NS USD 1165900.00000000 0.047215078564 Long EC CORP US N 1 N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 3570000.00000000 PA USD 3222080.08000000 0.130483544145 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N Sanofi 549300E9PC51EN656011 000000000 1614.00000000 NS 173756.44000000 0.007036558852 Long EC CORP FR N 2 N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 122000.00000000 PA USD 136183.42000000 0.005514976305 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 000000000 3909.00000000 NS 11947.82000000 0.000483847036 Long EC CORP GB N 2 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477855 30000.00000000 NS USD 688800.00000000 0.027894112801 Long EP CORP US N 1 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 10393.00000000 NS USD 1200183.64000000 0.048603452143 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184HLS1 237528.95000000 PA USD 213930.77000000 0.008663485816 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 59562VAP2 335000.00000000 PA USD 344358.37000000 0.013945370524 Long DBT CORP US N 2 2037-05-15 Fixed 5.95000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 18050.00000000 NS USD 3811438.00000000 0.154350582909 Long EC CORP US N 1 N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 670000.00000000 PA USD 627231.76000000 0.025400803522 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -272616.07000000 -0.01104004559 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 US TREASURY N/B United States Treasury Note/Bond Y 2023-07-26 0.00000000 USD 0.00000000 USD 17507740.45000000 USD -272616.07000000 N N N PGIM Institutional Money Market Fund - D N/A 000000000 53969873.37300000 NS USD 53932094.46000000 2.184070741130 Long STIV RF US N 1 N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 2275000.00000000 PA USD 2236782.75000000 0.090582274014 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 46555.00000000 NS USD 4560527.80000000 0.184686232415 Long EC CORP US N 1 N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AD2 3770000.00000000 PA USD 3548525.70000000 0.143703507774 Long DBT CORP US N 2 2024-12-13 Fixed 1.62500000 N N N N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 75.00000000 NS 8546.62000000 0.000346109730 Long EP CORP DE N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8GX6 10042.59000000 PA USD 10439.44000000 0.000422762655 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 1030000.00000000 PA USD 951722.20000000 0.038541588853 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 11700.00000000 NS USD 481221.00000000 0.019487852579 Long EC CORP US N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 7220.00000000 NS USD 3323943.60000000 0.134608678461 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RTA7 201715.63000000 PA USD 194361.34000000 0.007870988882 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.00000000 N N N N N N OFSI Fund LTD N/A 67115UAA2 4600000.00000000 PA USD 4599562.08000000 0.186266991139 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 7.35471000 N N N N N N Interpublic Group of Cos Inc/T 5493008IUOJ5VWTRC333 460690100 12731.00000000 NS USD 491161.98000000 0.019890429259 Long EC CORP US N 1 N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 115000.00000000 PA USD 104793.75000000 0.004243798901 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 2895000.00000000 PA USD 2453359.79000000 0.099352924978 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9MY7 909009.85000000 PA USD 861946.25000000 0.034905960984 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLN52 494194.14000000 PA USD 435285.82000000 0.017627630319 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 3.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CN8 985000.00000000 PA USD 910223.91000000 0.036861045906 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N TCW CLO 2021-2, Ltd. N/A 87190MAC2 4750000.00000000 PA USD 4695924.58000000 0.190169352412 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 6.43514000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAQ2 875000.00000000 PA USD 852906.25000000 0.034539871002 Long DBT CORP CA N 2 2024-06-01 Fixed 4.87500000 N N N N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 6300.00000000 NS USD 899325.00000000 0.036419676241 Long EC CORP US N 1 N N N AETNA INC 549300QKBENKLBXQ8968 00817YAF5 480000.00000000 PA USD 528430.82000000 0.021399693526 Long DBT CORP US N 2 2036-06-15 Fixed 6.62500000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 11100.00000000 NS USD 1244643.00000000 0.050403908594 Long EC CORP US N 1 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 90.00000000 NS USD 571555.80000000 0.023146112017 Long EC CORP US N 1 N N N UBS Commercial Mortgage Trust N/A 90291JAV9 1744895.73000000 PA USD 1602208.63000000 0.064884129292 Long ABS-MBS CORP US N 2 2051-03-15 Fixed 3.85400000 N N N N N N Hertz Vehicle Financing LLC N/A 42806MAE9 1300000.00000000 PA USD 1132756.04000000 0.045872858240 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 15677J108 5050.00000000 NS USD 338198.50000000 0.013695916243 Long EC CORP US N 1 N N Medibank Pvt Ltd BDYVSUPTML83OLINBJ17 000000000 33584.00000000 NS 78887.99000000 0.003194701643 Long EC CORP AU N 2 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 560000.00000000 PA USD 449711.86000000 0.018211837036 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.09100000 N N N N N N XPO INC 54930096DB9LCLPN7H13 98379KAB8 100000.00000000 PA USD 100823.30000000 0.004083008860 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N COMM Mortgage Trust N/A 12592MBJ8 3023871.27000000 PA USD 2924651.70000000 0.118438682382 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.64800000 N N N N N N Jack Henry & Associates Inc 529900X1QS8C54W0JB21 426281101 2300.00000000 NS USD 384859.00000000 0.015585511554 Long EC CORP US N 1 N N Olympus Corp 5299000Y52IFDI1I2A21 000000000 1000.00000000 NS 15825.35000000 0.000640874126 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APXS3 2617087.79000000 PA USD 2223999.42000000 0.090064591597 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Robert Half International Inc 529900VPCUY9H3HLIC08 770323103 3800.00000000 NS USD 285836.00000000 0.011575408865 Long EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -159281.06000000 -0.00645035402 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 US TREASURY N/B United States Treasury Note/Bond Y 2023-07-19 0.00000000 USD 0.00000000 USD 20794184.59000000 USD -159281.06000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 905000.00000000 PA USD 896701.17000000 0.036313419839 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 7200.00000000 NS USD 546048.00000000 0.022113130817 Long EC CORP US N 1 N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229106 13814.00000000 NS USD 120181.80000000 0.004866963829 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 970000.00000000 PA USD 816548.07000000 0.033067485442 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DTR4 105840.28000000 PA USD 99093.83000000 0.004012971068 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPTH7 321862.91000000 PA USD 277887.64000000 0.011253526678 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 2.50000000 N N N N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 6300.00000000 NS USD 437346.00000000 0.017711060768 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383R3S4 718296.76000000 PA USD 8479.49000000 0.000343391188 Long ABS-MBS USGA US N 2 2052-05-20 Floating 0.01000000 N N N N N N Pool Corp 5493005VZK1KMN6CO617 73278L105 1080.00000000 NS USD 404611.20000000 0.016385410066 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MU96 15339.19000000 PA USD 15927.36000000 0.000645005192 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Moderna Inc 549300EI6OKH5K5Q2G38 60770K107 10450.00000000 NS USD 1269675.00000000 0.051417621474 Long EC CORP US N 1 N N N Unibail-Rodamco-Westfield N/A 000000000 448.00000000 NS 23629.45000000 0.000956914262 Long EC CORP FR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403YRV7 16256.08000000 PA USD 16400.38000000 0.000664160931 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205G6R7 308.34000000 PA USD 314.35000000 0.000012730131 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 3050000.00000000 PA USD 2945843.42000000 0.119296876674 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N Benefit Street Partners CLO Lt N/A 08181VAN5 8500000.00000000 PA USD 8389500.00000000 0.339746892201 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 6.29029000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 1610000.00000000 PA USD 1478452.25000000 0.059872406842 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 35600.00000000 NS USD 2375588.00000000 0.096203425728 Long EC CORP US N 1 N N N Swire Pacific Ltd 549300KZOZHII0DGF611 000000000 500.00000000 NS 3841.34000000 0.000155561514 Long EC CORP HK N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VSG6 67587.86000000 PA USD 58533.72000000 0.002370421295 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 32000.00000000 NS USD 1005760.00000000 0.040729940318 Long EC CORP US N 1 N N N Barclays Commercial Mortgage S N/A 05491UBC1 3850000.00000000 PA USD 3594219.86000000 0.145553969524 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.04700000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 19372.49000000 0.000784521517 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-10 0.00000000 USD 0.00000000 USD 10650000.00000000 USD 19372.49000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJS35 821925.13000000 PA USD 742828.60000000 0.030082091696 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 4805.00000000 NS 97390.96000000 0.003944010487 Long EC CORP CH N 2 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 6500.00000000 NS USD 2243800.00000000 0.090866449338 Long EC CORP US N 1 N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AH3 1870000.00000000 PA USD 1809050.59000000 0.073260541842 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 7607.23000000 0.000308067554 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -15966162.00000000 EUR 17459684.69000000 USD 2023-08-02 7607.23000000 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 6375.00000000 NS USD 522431.25000000 0.021156730863 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPF5 405090.23000000 PA USD 387222.79000000 0.015681237200 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 16530.00000000 NS USD 262992.30000000 0.010650314869 Long EC CORP US N 1 N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAN6 1135000.00000000 PA USD 1224459.18000000 0.049586530905 Long DBT CORP US N 2 2040-02-09 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMN7 51550.17000000 PA USD 50965.38000000 0.002063928656 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 615000.00000000 PA USD 582332.76000000 0.023582543111 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 3380.00000000 NS USD 1625104.00000000 0.065811315752 Long EC CORP US N 1 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 3260.00000000 NS USD 1197626.20000000 0.048499884316 Long EC CORP US N 1 N N N Wilmar International Ltd 549300H2EAI4YRLWBB20 000000000 28000.00000000 NS 78881.99000000 0.003194458662 Long EC CORP SG N 2 N N N Edison International 549300I7ROF15MAEVP56 281020107 12600.00000000 NS USD 875070.00000000 0.035437429281 Long EC CORP US N 1 N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MBS7 2500000.00000000 PA USD 2465329.50000000 0.099837658487 Long ABS-O CORP US N 2 2027-06-25 Fixed 5.49000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590LAS1 2418863.27000000 PA USD 2247700.88000000 0.091024422025 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 2.88130000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCM0 2515000.00000000 PA USD 2490195.79000000 0.100844660662 Long DBT CORP US N 2 2028-02-28 Fixed 4.90000000 N N N N N N Eagle Re Ltd N/A 26982AAA2 2047186.09000000 PA USD 2047529.81000000 0.082918158369 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 6.61655000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FQ74 155512.08000000 PA USD 154426.59000000 0.006253764112 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 39300.00000000 NS USD 4337541.00000000 0.175656007455 Long EC CORP US N 1 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855R100 1750.00000000 NS USD 527170.00000000 0.021348634502 Long EC CORP US N 1 N N N Celanese Corp 549300FHJQTDPPN41627 150870103 3200.00000000 NS USD 370560.00000000 0.015006449535 Long EC CORP US N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 460000.00000000 PA USD 408116.83000000 0.016527376440 Long DBT CORP DE N 2 2026-11-24 Fixed 2.12900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDAS3 657812.57000000 PA USD 562389.46000000 0.022774905684 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 19900.00000000 NS USD 2510385.00000000 0.101662256627 Long EC CORP US N 1 N N N Rollins Inc 549300F2A0BXT4SGWD84 775711104 7800.00000000 NS USD 334074.00000000 0.013528887688 Long EC CORP US N 1 N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 072024ND0 1305000.00000000 PA USD 1545069.94000000 0.062570202079 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N Japan Post Insurance Co Ltd 54930042SK2Z708BA841 000000000 200.00000000 NS 3005.79000000 0.000121724514 Long EC CORP JP N 2 N N N Social Professional Loan Progr N/A 78471HAB4 401146.38000000 PA USD 382970.24000000 0.015509023046 Long ABS-O CORP US N 2 2048-06-15 Fixed 3.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ALML2 2621348.73000000 PA USD 2270393.13000000 0.091943382799 Long ABS-MBS USGSE US N 2 2044-11-25 Fixed 3.00000000 N N N N N N EL PASO ELECTRIC CO OZ8GM8L4AHPKSWZMW205 283677AW2 845000.00000000 PA USD 853039.25000000 0.034545257061 Long DBT CORP US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350105 24800.00000000 NS USD 868992.00000000 0.035191290464 Long EC CORP US N 1 N N N RWE AG 529900GB7KCA94ACC940 000000000 715.00000000 NS 31157.06000000 0.001261757471 Long EC CORP DE N 2 N N N Scout24 SE 5493007EIKM2ENQS7U66 000000000 176.00000000 NS 11152.37000000 0.000451633952 Long EC CORP DE N 2 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBL2 823000.00000000 PA USD 545439.65000000 0.022088494662 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N Tokyo Gas Co Ltd 353800678EIJLOQSWZ83 000000000 3800.00000000 NS 82906.95000000 0.003357456177 Long EC CORP JP N 2 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBW5 1700000.00000000 PA USD 1673186.95000000 0.067758515565 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N STATE BANK INDIA/LONDON 5493001JZ37UBBZF6L49 85628UAJ5 1255000.00000000 PA USD 1242882.98000000 0.050332633628 Long DBT CORP IN N 2 2024-01-24 Fixed 4.37500000 N N N N N N Toho Co Ltd/Tokyo 529900IYHHYWU4O3H185 000000000 800.00000000 NS 30471.60000000 0.001233998617 Long EC CORP JP N 2 N N N Barclays Commercial Mortgage S N/A 05552XBF4 4500000.00000000 PA USD 3678908.40000000 0.148983574181 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.42100000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 13086.00000000 NS USD 2519840.16000000 0.102045159211 Long EC CORP CH N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFUT2 1049928.86000000 PA USD 1038017.28000000 0.042036253046 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 9600.00000000 NS USD 489984.00000000 0.019842724981 Long EC CORP US N 1 N N N Cordatus CLO PLC 635400UH3DTSYN3K2540 000000000 1750000.00000000 PA 1874014.03000000 0.075891345447 Long ABS-CBDO CORP IE N 2 2032-05-22 Floating 4.23300000 N N N N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 7100.00000000 NS USD 795342.00000000 0.032208710022 Long EC CORP US N 1 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 1510000.00000000 PA 1512764.39000000 0.061261934577 Long DBT NUSS ID N 2 2026-09-18 Fixed 1.45000000 N N N N N N Hargreaves Lansdown PLC 2138008ZCE93ZDSESG90 000000000 780.00000000 NS 8085.68000000 0.000327443191 Long EC CORP GB N 2 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 1700.00000000 NS USD 489923.00000000 0.019840254683 Long EC CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 14110.00000000 NS USD 6215313.90000000 0.251699574656 Long EC CORP US N 1 N N N OHIO ST UNIV JFC10ZULKO4X2E3HBY86 677632MV0 415000.00000000 PA USD 411961.62000000 0.016683077668 Long DBT MUN US N 2 2040-06-01 Fixed 4.91000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCL8 790000.00000000 PA USD 775756.74000000 0.031415572026 Long DBT CORP US N 2 2033-03-15 Fixed 4.65000000 N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 5870.00000000 NS USD 1149169.90000000 0.046537565067 Long EC CORP US N 1 N N N Mountain View CLO Ltd 549300URXZ1TS31FK720 62432BAN3 2500000.00000000 PA USD 2464129.75000000 0.099789072596 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.38029000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383P5X5 2097993.68000000 PA USD 32298.61000000 0.001307986455 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SQY6 241773.66000000 PA USD 239314.18000000 0.009691429634 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.50000000 N N N N N N Publicis Groupe SA 2138004KW8BV57III342 000000000 1290.00000000 NS 103530.58000000 0.004192644710 Long EC CORP FR N 2 N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 20600.00000000 NS USD 600490.00000000 0.024317851039 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KG5 1610000.00000000 PA USD 1544074.40000000 0.062529886015 Long DBT CORP US N 2 2026-01-12 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404XEV2 485.50000000 PA USD 499.81000000 0.000020240645 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203VEE6 115.93000000 PA USD 118.19000000 0.000004786302 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5R70 5178192.54000000 PA USD 4779056.22000000 0.193535907789 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 40100.00000000 NS USD 3090507.00000000 0.125155271300 Long EC CORP US N 1 N N N Goodman Group N/A 000000000 7868.00000000 NS 105768.28000000 0.004283264130 Long EC CORP AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400DWE8 38346.00000000 PA USD 39861.68000000 0.001614265677 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.50000000 N N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 6050.00000000 NS USD 627808.50000000 0.025424159577 Long EC CORP US N 1 N N WiseTech Global Ltd 254900VE3AF301Q85K83 000000000 110.00000000 NS 5900.21000000 0.000238938913 Long EC CORP AU N 2 N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 6665.00000000 NS USD 956427.50000000 0.038732137879 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJQY7 683798.87000000 PA USD 588181.33000000 0.023819390776 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMSU0 469896.38000000 PA USD 386222.99000000 0.015640748620 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Volkswagen AG 529900NNUPAGGOMPXZ31 000000000 243.00000000 NS 32676.87000000 0.001323304729 Long EP CORP DE N 2 N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 7500.00000000 NS USD 321000.00000000 0.012999434101 Long EC CORP US N 1 N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4AA2 550000.00000000 PA USD 644029.02000000 0.026081036776 Long DBT USGSE US Y 2 2031-03-15 Fixed 6.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -24.00000000 NC USD 47603.76000000 0.001927794209 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 2023-09-20 -2890103.76000000 USD 47603.76000000 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 14472.00000000 NS USD 490890.24000000 0.019879424691 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LEG6 41838.23000000 PA USD 40271.90000000 0.001630878224 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 3900.00000000 NS USD 620256.00000000 0.025118308405 Long EC CORP US N 1 N N N Kao Corp 353800HM38HFCB8RGL63 000000000 300.00000000 NS 10886.97000000 0.000440886134 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXEM8 2881.49000000 PA USD 2905.40000000 0.000117659052 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 14700.00000000 NS USD 2531487.00000000 0.102516817557 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407KL64 42236.90000000 PA USD 42537.81000000 0.001722640055 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Bezeq The Israeli Telecommunic 213800XCGZCFSWY9U863 000000000 1523.00000000 NS 1860.70000000 0.000075352171 Long EC CORP IL N 2 N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50065WAQ9 335000.00000000 PA USD 328581.40000000 0.013306455627 Long DBT NUSS KR N 2 2026-04-03 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLT7 2564152.09000000 PA USD 2276787.59000000 0.092202337195 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Telstra Group Ltd 894500WRW54CVN62K416 000000000 3192.00000000 NS 9156.89000000 0.000370823639 Long EC CORP AU N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KKKL2 14462.27000000 PA USD 14991.43000000 0.000607103135 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 78860.00000000 NS USD 33359357.20000000 1.350943195011 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 1360000.00000000 PA USD 1282177.67000000 0.051923938093 Long DBT CORP US N 2 2029-04-23 Fixed 4.00500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401WBQ1 19562.10000000 PA USD 19238.57000000 0.000779098202 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5VT4 1709.09000000 PA USD 1775.97000000 0.000071920887 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 3312.00000000 NS 112916.10000000 0.004572727105 Long EC CORP NL N 2 N N N CK Infrastructure Holdings Ltd 5299005U11RQ1C27MR12 000000000 3500.00000000 NS 18564.29000000 0.000751792101 Long EC CORP HK N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417A4E6 371023.87000000 PA USD 357133.62000000 0.014462725728 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W7GZ1 113243.96000000 PA USD 102227.67000000 0.004139881182 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N OneMain Financial Issuance Tru N/A 68269LAA4 132033.19000000 PA USD 131519.45000000 0.005326101007 Long ABS-O CORP US N 2 2032-05-14 Fixed 3.84000000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 3400.00000000 NS USD 502078.00000000 0.020332491822 Long EC CORP US N 1 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 21212.00000000 NS USD 4401490.00000000 0.178245729609 Long EC CORP US N 1 N N N Essity AB 549300G8E6YUVJ1DA153 000000000 3339.00000000 NS 88923.16000000 0.003601092705 Long EC CORP SE N 2 N N N ROMANIA 315700IASY927EDWBK92 000000000 800000.00000000 PA 875596.34000000 0.035458744303 Long DBT NUSS RO N 2 2026-09-27 Fixed 5.00000000 N N N N N N CONNECTICUT LIGHT & PWR 549300O45IUXEDS1VZ32 207597EN1 2290000.00000000 PA USD 1862961.69000000 0.075443762377 Long DBT CORP US N 2 2031-07-01 Fixed 2.05000000 N N N N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 5000.00000000 NS USD 308850.00000000 0.012507399446 Long EC CORP US N 1 N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 200.00000000 NS 23933.25000000 0.000969217153 Long EC CORP JP N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFX7 490000.00000000 PA USD 387449.98000000 0.015690437640 Long DBT CORP US N 2 2030-10-30 Fixed 1.68000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2BB5 1371404.88000000 PA USD 1217470.22000000 0.049303501232 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WJQ2 456408.82000000 PA USD 384870.11000000 0.015585961472 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.00000000 N N N N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 1950.00000000 NS USD 456885.00000000 0.018502325388 Long EC CORP US N 1 N N N Huntington Ingalls Industries 5TZLZ6WJTBVJ0QWBG121 446413106 1200.00000000 NS USD 273120.00000000 0.011060453089 Long EC CORP US N 1 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 4000.00000000 NS USD 417360.00000000 0.016901694133 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MVT4 294077.73000000 PA USD 285529.96000000 0.011563015261 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205FVG5 206.56000000 PA USD 210.59000000 0.000008528195 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 5205.00000000 NS USD 644170.80000000 0.026086778395 Long EC CORP US N 1 N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759100 6665.00000000 NS USD 1020878.05000000 0.041342171143 Long EC CORP US N 1 N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203R104 11000.00000000 NS USD 344630.00000000 0.013956370637 Long EC CORP US N 1 N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAA7 1500000.00000000 PA USD 1405264.35000000 0.056908539917 Long ABS-O CORP US N 2 2025-12-26 Fixed 1.21000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2T0 800000.00000000 PA USD 715187.60000000 0.028962722980 Long DBT CORP FR N 2 2028-01-20 Fixed 2.59100000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GAS6 2800000.00000000 PA USD 2780598.52000000 0.112605006928 Long ABS-O CORP US N 2 2038-04-18 Fixed 5.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 455000.00000000 PA USD 433320.59000000 0.017548045030 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N Oversea-Chinese Banking Corp L 5493007O3QFXCPOGWK22 000000000 2500.00000000 NS 22742.47000000 0.000920994517 Long EC CORP SG N 2 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 41248.00000000 NS USD 692966.40000000 0.028062838166 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CG65 331465.98000000 PA USD 296584.44000000 0.012010684994 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 2293.00000000 NS 27037.33000000 0.001094922086 Long EC CORP GB N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SSN8 227838.48000000 PA USD 199861.62000000 0.008093731958 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 1365000.00000000 PA USD 1251507.35000000 0.050681891975 Long DBT CORP US Y 2 2027-08-15 Fixed 3.55700000 N N N N N N Paychex Inc 529900K900DW6SUBM174 704326107 10300.00000000 NS USD 1152261.00000000 0.046662744353 Long EC CORP US N 1 N N N Realty Income Corp 549300CUWDAUZSH43859 756109104 20700.00000000 NS USD 1237653.00000000 0.050120836804 Long EC CORP US N 1 N N N Balboa Bay Loan Funding Ltd 549300G0EX8VHFWPJW18 05765XAA9 2500000.00000000 PA USD 2459485.00000000 0.099600975644 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.45043000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 22900.00000000 NS USD 1930470.00000000 0.078177624767 Long EC CORP US N 1 N N N MarketAxess Holdings Inc 5493002U1CA1XJOVID83 57060D108 1220.00000000 NS USD 318932.40000000 0.012915703167 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 34700.00000000 NS USD 2437675.00000000 0.098717743065 Long EC CORP US N 1 N N N Santander Drive Auto Receivabl N/A 80286XAE4 486211.63000000 PA USD 479460.29000000 0.019416549670 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQ2V3 326084.71000000 PA USD 304549.00000000 0.012333223228 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 22947.00000000 NS USD 1314863.10000000 0.053247589474 Long EC CORP US N 1 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 390000.00000000 PA USD 445038.35000000 0.018022575400 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C6L0 45195.99000000 PA USD 45518.88000000 0.001843363492 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N MTU Aero Engines AG 529900807L67JY81RD65 000000000 40.00000000 NS 10374.77000000 0.000420143735 Long EC CORP DE N 2 N N N Aena SME SA 959800R7QMXKF0NFMT29 000000000 55.00000000 NS 8901.57000000 0.000360484026 Long EC CORP ES N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SGL5 1624537.20000000 PA USD 1521491.46000000 0.061615351933 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Coles Group Ltd 549300OHQRG2HN8LZ793 000000000 1776.00000000 NS 21807.31000000 0.000883123642 Long EC CORP AU N 2 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 493000.00000000 PA 474256.19000000 0.019205800901 Long DBT NUSS SA N 2 2027-07-09 Fixed 0.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 2100000.00000000 PA USD 1714635.57000000 0.069437047042 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 3500.00000000 NS USD 381045.00000000 0.015431057219 Long EC CORP US N 1 N N N OneMain Financial Issuance Tru N/A 68269MAB0 2000000.00000000 PA USD 1947535.20000000 0.078868708701 Long ABS-O CORP US N 2 2036-06-16 Floating 5.82660000 N N N N N N KB HOME 549300LGUCWQURMWLG09 48666KAZ2 400000.00000000 PA USD 345652.32000000 0.013997771202 Long DBT CORP US N 2 2031-06-15 Fixed 4.00000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 55000.00000000 PA USD 47352.62000000 0.001917623873 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VDN7 881031.81000000 PA USD 794897.73000000 0.032190718563 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402YBF0 1789.34000000 PA USD 1817.18000000 0.000073589755 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N IMCD NV 724500NSJPNFJPDAUP02 000000000 120.00000000 NS 17269.32000000 0.000699350116 Long EC CORP NL N 2 N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 000000000 142.00000000 NS 26215.26000000 0.001061630980 Long EC CORP DE N 2 N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 471068AJ5 1000000.00000000 PA USD 990322.10000000 0.040104756630 Long DBT NUSS JP N 2 2023-10-25 Fixed 2.12500000 N N N N N N Swisscom AG 5493005SL9HHOXS3B739 000000000 19.00000000 NS 11858.68000000 0.000480237162 Long EC CORP CH N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RB24 262690.98000000 PA USD 266924.10000000 0.010809539713 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200KAQ0 32668.23000000 PA USD 32792.91000000 0.001328003964 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Stockland N/A 000000000 1757.00000000 NS 4723.31000000 0.000191278370 Long EC CORP AU N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MVS6 514554.29000000 PA USD 484572.11000000 0.019623561406 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 425000.00000000 PA USD 383498.71000000 0.015530424326 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 3600.00000000 NS USD 512280.00000000 0.020745638945 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298WJN6 5101.19000000 PA USD 5060.64000000 0.000204939115 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q73S4 571755.14000000 PA USD 547328.66000000 0.022164993294 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N CALIFORNIA ST N/A 13063A5E0 350000.00000000 PA USD 422632.42000000 0.017115209635 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971MZG0 1050000.00000000 PA USD 1101114.12000000 0.044591465549 Long DBT MUN US N 2 2036-08-01 Fixed 5.76700000 N N N N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 11100.00000000 NS USD 732267.00000000 0.029654381966 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383PB42 949435.37000000 PA USD 14813.57000000 0.000599900395 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NBQ3 32300.90000000 PA USD 33591.82000000 0.001360357166 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621X108 1700.00000000 NS USD 213724.00000000 0.008655112317 Long EC CORP US N 1 N N N Home Re Ltd 254900GFKVQN72ENGJ20 43731AAA1 115865.65000000 PA USD 115847.49000000 0.004691438667 Long ABS-MBS CORP BM N 2 2029-05-25 Floating 6.80043000 N N N N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 000000000 800.00000000 NS 16601.01000000 0.000672285780 Long EC CORP SG N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVB5 3374428.64000000 PA USD 2609884.55000000 0.105691658009 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 16937.00000000 NS USD 3760352.74000000 0.152281799510 Long EC CORP US N 1 N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 78.00000000 NS 5490.75000000 0.000222357142 Long EC CORP DE N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292NKS8 20328.61000000 PA USD 20406.19000000 0.000826382935 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 1720000.00000000 PA USD 1757914.32000000 0.071189692708 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 10000.00000000 NS USD 1401600.00000000 0.056760145909 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RBX6 450551.61000000 PA USD 422856.08000000 0.017124267123 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUF7 3205941.80000000 PA USD 2479586.60000000 0.100415023695 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 17356.00000000 NS USD 674801.28000000 0.027327211125 Long EC CORP US N 1 N N N Social Professional Loan Progr N/A 83404WAB3 481153.41000000 PA USD 452397.71000000 0.018320605043 Long ABS-O CORP US N 2 2048-08-17 Fixed 3.09000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 16460.00000000 NS USD 1385932.00000000 0.056125643936 Long EC CORP US N 1 N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 21300.00000000 NS USD 441549.00000000 0.017881268312 Long EC CORP US N 1 N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AP9 165000.00000000 PA USD 143101.47000000 0.005795134358 Long DBT CORP US N 2 2043-03-30 Fixed 5.00000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945C103 11500.00000000 NS USD 402500.00000000 0.016299913476 Long EC CORP US N 1 N N N Wellfleet CLO Ltd 254900QO5AI38SSR4719 94949JAA3 3750000.00000000 PA USD 3709112.63000000 0.150206745201 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 6.45043000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 450000.00000000 PA USD 377516.88000000 0.015288180074 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N VECTOR GROUP LTD 549300TUIF4WWN6NDN50 92240MBL1 875000.00000000 PA USD 761610.52000000 0.030842697090 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 1000000.00000000 PA USD 732187.50000000 0.029651162480 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Moncler SpA 815600EBD7FB00525B20 000000000 165.00000000 NS 11415.98000000 0.000462309282 Long EC CORP IT N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 938773.75000000 PA USD 881491.91000000 0.035697495312 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Hartford Financial Services Gr IU7C3FTM7Y3BQM112U94 416515104 10300.00000000 NS USD 741806.00000000 0.030040679792 Long EC CORP US N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 38686.00000000 NS USD 386086.28000000 0.015635212319 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 230000.00000000 PA USD 208770.96000000 0.008454530644 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834JB5 830000.00000000 PA USD 411368.75000000 0.016659068402 Long DBT UST US N 2 2040-08-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390YJD1 33282.94000000 PA USD 34023.15000000 0.001377824599 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBU3 2821592.69000000 PA USD 2574660.84000000 0.104265214716 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 1000000.00000000 PA USD 941574.23000000 0.038130629765 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 000000000 23099.00000000 NS 182894.25000000 0.007406609814 Long EC CORP GB N 2 N N N UNIV OF VIRGINIA VA UNIV REVEN N/A 915217WX7 355000.00000000 PA USD 286709.90000000 0.011610798913 Long DBT MUN US N 2 2117-09-01 Fixed 4.17900000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34532JAA2 900000.00000000 PA USD 812702.25000000 0.032911742502 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.06000000 N N N N N N Nordson Corp 14OS6Q5N55N95WM84M53 655663102 1700.00000000 NS USD 421906.00000000 0.017085792037 Long EC CORP US N 1 N N N Daimler Truck Holding AG 529900PW78JIYOUBSR24 000000000 332.00000000 NS 11965.99000000 0.000484582861 Long EC CORP DE N 2 N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 153107.98000000 PA USD 152860.74000000 0.006190352387 Long ABS-MBS CORP US N 2 2034-01-25 Floating 6.71655000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081ER4 380000.00000000 PA USD 402279.41000000 0.016290980313 Long DBT CORP US N 2 2033-10-01 Fixed 5.95000000 N N N N N N Laurel Road Prime Student Loan 549300XLHGW4YH0MCQ51 51888RAB6 100007.90000000 PA USD 98293.80000000 0.003980572510 Long ABS-O CORP US N 2 2043-05-26 Fixed 3.54000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 70530.00000000 NS USD 20240699.40000000 0.819681115339 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 6600.00000000 NS USD 960960.00000000 0.038915689079 Long EC CORP US N 1 N N N DP WORLD PLC 549300M3U2DNF4QVSS04 000000000 416000.00000000 PA 427547.17000000 0.017314240690 Long DBT CORP AE N 2 2026-09-25 Fixed 2.37500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 195000.00000000 PA USD 117518.70000000 0.004759117122 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ76 996826.97000000 PA USD 977211.07000000 0.039573803451 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DW9 255000.00000000 PA USD 245913.31000000 0.009958672486 Long DBT CORP US N 2 2025-06-15 Fixed 3.25000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 3000.00000000 NS 48216.27000000 0.001952598830 Long EC CORP JP N 2 N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834107 10450.00000000 NS USD 606100.00000000 0.024545037411 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEJ8 641283.79000000 PA USD 602086.75000000 0.024382514112 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 000000000 3454.00000000 NS 133973.07000000 0.005425464470 Long EC CORP ES N 2 N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769G100 7400.00000000 NS USD 377178.00000000 0.015274456559 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 6530.00000000 NS USD 3669664.10000000 0.148609210727 Long EC CORP US N 1 N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 11160.00000000 NS USD 3816050.40000000 0.154537369793 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 2345000.00000000 PA USD 2062308.19000000 0.083516633686 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604301 34678.00000000 NS USD 3809378.30000000 0.154267171898 Long EC CORP US N 1 N N N Omron Corp 549300ZHW0TR2QZ0NY83 000000000 200.00000000 NS 12280.36000000 0.000497313802 Long EC CORP JP N 2 N N N Canon Inc 529900JH1GSC035SSP77 000000000 4400.00000000 NS 115661.23000000 0.004683895755 Long EC CORP JP N 2 N N N Engie SA LAXUQCHT4FH58LRZDY46 000000000 1989.00000000 NS 33122.66000000 0.001341357744 Long EC CORP FR N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GGGT6 102234.73000000 PA USD 99246.05000000 0.004019135473 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 51800.00000000 NS USD 895104.00000000 0.036248739757 Long EC CORP US N 1 N N N Oriental Land Co Ltd/Japan 353800PIFKBZ6KTU5994 000000000 1300.00000000 NS 50681.79000000 0.002052444203 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207YCH1 2599.95000000 PA USD 2650.91000000 0.000107353052 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DMJ8 259738.14000000 PA USD 230213.65000000 0.009322888387 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 8240.00000000 NS USD 718775.20000000 0.029108008867 Long EC CORP US N 1 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 39200.00000000 NS USD 1279096.00000000 0.051799140691 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 8100.00000000 NS USD 1015011.00000000 0.041104575099 Long EC CORP US N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 472040.00000000 NS USD 91561598.80000000 3.707940716051 Long EC CORP US N 1 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 6375.00000000 NS USD 378547.50000000 0.015329916762 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 19460.00000000 NS USD 3981905.20000000 0.161253938463 Long EC CORP US N 1 N N N New Residential Mortgage Loan N/A 64828FCQ3 147798.74000000 PA USD 143217.69000000 0.005799840882 Long ABS-MBS CORP US N 2 2048-01-25 Floating 5.90043000 N N N N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 9700.00000000 NS USD 259087.00000000 0.010492163187 Long EC CORP US N 1 N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 2600.00000000 NS USD 858702.00000000 0.034774579632 Long EC CORP US N 1 N N N Investor AB 549300VEBQPHRZBKUX38 000000000 371.00000000 NS 7424.95000000 0.000300685820 Long EC CORP SE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389GSV3 6330.24000000 PA USD 6306.46000000 0.000255390689 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859102 4010.00000000 NS USD 1792991.30000000 0.072610193923 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 93145.00000000 NS USD 13547008.80000000 0.548608872808 Long EC CORP US N 1 N N N ICL Group Ltd 529900FQVQD88SHIGM04 000000000 1494.00000000 NS 8200.25000000 0.000332082895 Long EC CORP IL N 2 N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AX4 1750000.00000000 PA USD 1508227.51000000 0.061078206002 Long DBT CORP US N 2 2029-10-01 Fixed 2.80000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 69.00000000 NC USD 478595.23000000 0.019381517613 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-09-15 15005867.27000000 USD 478595.23000000 N N N MHC Commercial Mortgage Trust N/A 55316VAE4 2150000.00000000 PA USD 2096081.66000000 0.084884347075 Long ABS-MBS CORP US N 2 2038-04-15 Floating 6.61244200 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 180070.00000000 NS USD 6604967.60000000 0.267479255640 Long EC CORP US N 1 N N N ASM International NV 7245001I22ND6ZFHX623 000000000 35.00000000 NS 14861.15000000 0.000601827227 Long EC CORP NL N 2 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 6800.00000000 NS USD 1493076.00000000 0.060464620158 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 2770000.00000000 PA USD 2201757.91000000 0.089163884296 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Johnson Controls International 549300XQ6S1GYKGBL205 000000000 22122.00000000 NS USD 1507393.08000000 0.061044414357 Long EC CORP US N 1 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 4800.00000000 NS USD 558432.00000000 0.022614641695 Long EC CORP US N 1 N N N American International Group I ODVCVCQG2BP6VHV36M30 026874784 23339.00000000 NS USD 1342926.06000000 0.054384046169 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -11601.20000000 -0.00046981007 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 UBS GROUP AG UBS Group AG Y Default Event 2026-06-20 96706.79000000 USD 0.00000000 USD -2000000.00000000 USD -108307.99000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312936EZ6 247540.43000000 PA USD 238274.18000000 0.009649313087 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.00000000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 1598.00000000 NS 23070.14000000 0.000934264064 Long EC CORP SE N 2 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCB1 550000.00000000 PA USD 547591.83000000 0.022175650806 Long DBT CORP IT N 2 2054-06-20 Fixed 7.77800000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RER1 2600000.00000000 PA USD 2248673.96000000 0.091063828533 Long ABS-O CORP US N 2 2028-02-20 Fixed 1.66000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 6400.00000000 NS USD 704128.00000000 0.028514845904 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404XLJ1 86463.03000000 PA USD 88561.02000000 0.003586427238 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Axon Enterprise Inc 549300QP2IEEGFE16681 05464C101 2100.00000000 NS USD 409752.00000000 0.016593595395 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WLP1 4008584.53000000 PA USD 3475858.24000000 0.140760716940 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022675 -2500000.00000000 PA USD -2119726.58000000 -0.08584188782 Short ABS-MBS USGSE US N 2 2053-07-15 Fixed 2.50000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 8328.00000000 NS USD 1529770.32000000 0.061950618273 Long EC CORP US N 1 N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KJG5 3888844.33000000 PA USD 3772383.94000000 0.152769023160 Long ABS-MBS CORP US N 2 2041-09-25 Floating 5.91655000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203C7G1 560.22000000 PA USD 571.91000000 0.000023160455 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5R93 174176.92000000 PA USD 178813.02000000 0.007241333551 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 6300.00000000 NS USD 392175.00000000 0.015881785261 Long EC CORP US N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 35500.00000000 NS USD 4225920.00000000 0.171135727599 Long EC CORP US N 1 N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAX7 1490000.00000000 PA USD 1173511.34000000 0.047523312560 Long DBT CORP JP N 2 2031-07-14 Fixed 2.60800000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 20500.00000000 NS USD 974570.00000000 0.039466848886 Long EC CORP US N 1 N N N COMMONBOND STUDENT LOAN TRUST 549300O1CSZVJJTIR319 20267XAA1 91610.42000000 PA USD 86336.33000000 0.003496334680 Long ABS-O CORP US N 2 2046-02-25 Fixed 3.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJF8 478114.21000000 PA USD 468831.11000000 0.018986103175 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163CBA6 2000000.00000000 PA USD 1681921.20000000 0.068112223687 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.01030000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 570000.00000000 PA USD 528105.00000000 0.021386498898 Long DBT CORP IL N 2 2026-03-30 Fixed 4.87500000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 29100.00000000 NS USD 960009.00000000 0.038877176737 Long EC CORP US N 1 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 4249.00000000 NS 125563.54000000 0.005084906429 Long EC CORP FR N 2 N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 19100.00000000 NS USD 1622545.00000000 0.065707684749 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 4990000.00000000 PA USD 2806875.00000000 0.113669117116 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381RSB6 1000000.00000000 PA USD 924685.30000000 0.037446684181 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 700000.00000000 PA USD 637874.34000000 0.025831792673 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDZ6 550000.00000000 PA USD 530778.74000000 0.021494776489 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N N Volvo AB 549300HGV012CNC8JD22 928856301 3907.00000000 NS 80855.46000000 0.003274377644 Long EC CORP SE N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SJS7 358694.16000000 PA USD 325848.44000000 0.013195779822 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 7480.00000000 NS USD 3323289.20000000 0.134582177434 Long EC CORP US N 1 N N N Kesko Oyj 743700OX6HSVMCAHPB95 000000000 202.00000000 NS 3804.11000000 0.000154053823 Long EC CORP FI N 2 N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 590000.00000000 PA USD 560571.26000000 0.022701274622 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N Ono Pharmaceutical Co Ltd 529900G26L4NG4GFJZ86 000000000 3900.00000000 NS 70369.37000000 0.002849725819 Long EC CORP JP N 2 N N N Tyler Technologies Inc 25490040SMU4Z8LBCW70 902252105 1310.00000000 NS USD 545575.70000000 0.022094004235 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 1675000.00000000 PA USD 1441129.18000000 0.058360946440 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 668771108 18778.00000000 NS USD 348331.90000000 0.014106285294 Long EC CORP US N 1 N N N BANK 2021-BN35 N/A 06540CAY3 2300000.00000000 PA USD 1949154.78000000 0.078934296313 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.06700000 N N N N N N Singapore Exchange Ltd 549300IQ650PPXM76X03 000000000 7200.00000000 NS 51272.67000000 0.002076372881 Long EC CORP SG N 2 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 683.00000000 NS 97910.97000000 0.003965069166 Long EC CORP GB N 2 N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 1475000.00000000 PA USD 1424590.74000000 0.057691194537 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390JKD2 24718.63000000 PA USD 25268.34000000 0.001023283865 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1526774.22000000 -0.06182928617 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 US TREASURY N/B United States Treasury Note/Bond Y 2023-07-10 0.00000000 USD 0.00000000 USD 47644095.30000000 USD -1526774.22000000 N N N AmeriCredit Automobile Receiva N/A 03066NAF1 1267992.38000000 PA USD 1255816.48000000 0.050856397431 Long ABS-O CORP US N 2 2025-07-18 Fixed 2.32000000 N N N N N N Cordatus CLO PLC 635400UH3DTSYN3K2540 000000000 3800000.00000000 PA 3817297.84000000 0.154587886971 Long ABS-CBDO CORP IE N 2 2032-05-22 Fixed 1.25000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 19400.00000000 NS USD 702474.00000000 0.028447864396 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179M5K2 127328.34000000 PA USD 112171.97000000 0.004542592311 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 2.50000000 N N N N N N KKR Static CLO Ltd, KKR Static N/A 482926AA0 2000000.00000000 PA USD 1995643.80000000 0.080816947254 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 6.73836000 N N N N N N World OMNI Select Auto Trust N/A 98163HAE9 400000.00000000 PA USD 362381.12000000 0.014675232053 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.09000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 85920.00000000 NS USD 22491278.40000000 0.910822091667 Long EC CORP US N 1 N N N Coca-Cola Europacific Partners 549300LTH67W4GWMRF57 000000000 100.00000000 NS USD 6443.00000000 0.000260920105 Long EC CORP GB N 1 N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 405000.00000000 PA USD 398476.32000000 0.016136967797 Long DBT CORP US N 2 2027-06-15 Fixed 5.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210GC93 15145.93000000 PA USD 15443.28000000 0.000625401559 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Seagate Technology Holdings PL 635400RUXIFEZSRU8X70 000000000 6500.00000000 NS USD 402155.00000000 0.016285942122 Long EC CORP US N 1 N N N Ford Credit Auto Owner Trust/F N/A 34532RAA4 1800000.00000000 PA USD 1729617.30000000 0.070043757360 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBB8 1112245.65000000 PA USD 911216.07000000 0.036901225091 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EX6 200000.00000000 PA USD 161052.81000000 0.006522104020 Long DBT USGA US N 2 2031-09-15 Fixed 1.50000000 N N N N N N AGC Inc JE4WFFEELMVPFZ0G1E77 000000000 1500.00000000 NS 53963.91000000 0.002185359164 Long EC CORP JP N 2 N N N Next PLC 213800WQD8ECPZP9PH98 000000000 100.00000000 NS 8768.62000000 0.000355099993 Long EC CORP GB N 2 N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 4460.00000000 NS USD 1270431.00000000 0.051448236963 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUG5 1530896.03000000 PA USD 1259178.69000000 0.050992555772 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RTC2 20779.54000000 PA USD 20988.46000000 0.000849962936 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N PulteGroup Inc N/A 745867101 7122.00000000 NS USD 553236.96000000 0.022404259826 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KFC7 16303.68000000 PA USD 16629.72000000 0.000673448440 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK4C6 234421.46000000 PA USD 219474.68000000 0.008887995762 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 3190000.00000000 PA USD 2734620.86000000 0.110743064370 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKH40 565501.96000000 PA USD 510501.62000000 0.020673620461 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212XCS2 9736.52000000 PA USD 9926.46000000 0.000401988668 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AK3 3485000.00000000 PA USD 3253302.35000000 0.131747942404 Long DBT CORP US Y 2 2027-04-14 Fixed 4.50000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 8200.00000000 NS USD 1678376.00000000 0.067968654859 Long EC CORP NL N 1 N N N Dai-ichi Life Holdings Inc 549300ZUFXI7JXZVTZ25 000000000 4800.00000000 NS 91295.52000000 0.003697165408 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297B4V1 82002.55000000 PA USD 83773.52000000 0.003392549385 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N RITCHIE BROS HLDGS INC N/A 76774LAB3 50000.00000000 PA USD 50250.00000000 0.002034958142 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 000000000 2534.00000000 NS 255476.45000000 0.010345947901 Long EC CORP CH N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WJR0 1024718.41000000 PA USD 887347.40000000 0.035934623213 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N Sonic Healthcare Ltd 549300NQQ5L2NONWR862 000000000 3963.00000000 NS 94246.71000000 0.003816678803 Long EC CORP AU N 2 N N N GS Mortgage Securities Trust N/A 36260XAA4 1063976.15000000 PA USD 1011238.04000000 0.040951782748 Long ABS-MBS CORP US N 2 2035-11-21 Floating 5.86270000 N N N N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 1460.00000000 NS USD 788735.80000000 0.031941180859 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAD5 1216906.33000000 PA USD 941195.55000000 0.038115294483 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Poste Italiane SpA 815600354DEDBD0BA991 000000000 416.00000000 NS 4506.50000000 0.000182498285 Long EC CORP IT N 2 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 16400.00000000 NS USD 4035220.00000000 0.163413010829 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YTMZ4 386168.51000000 PA USD 364882.62000000 0.014776534497 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AQ9 1235000.00000000 PA USD 967294.98000000 0.039172234733 Long DBT CORP US N 2 2030-08-15 Fixed 1.60000000 N N N N N N SALLY HOLDINGS/SALLY CAP N/A 79546VAL0 1020000.00000000 PA USD 1010505.56000000 0.040922119740 Long DBT CORP US N 2 2025-12-01 Fixed 5.62500000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003QAG4 9000000.00000000 PA USD 7279434.00000000 0.294792905237 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.40600000 N N N N N N Orion Oyj 74370029VAHCXDR7B745 000000000 240.00000000 NS 9960.25000000 0.000403357051 Long EC CORP FI N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FY2 149995.06000000 PA USD 143496.18000000 0.005811118803 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.00000000 N N N N N N Mettler-Toledo International I 5493000BD5GJNUDIUG10 592688105 720.00000000 NS USD 944380.80000000 0.038244286531 Long EC CORP US N 1 N N N Mitsubishi Heavy Industries Lt 353800TJ98PCAZROVE69 000000000 300.00000000 NS 14011.58000000 0.000567422463 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SGK7 1348524.89000000 PA USD 1227460.16000000 0.049708060630 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849106 20382.00000000 NS USD 469193.64000000 0.019000784436 Long EC CORP US N 1 N N N Endeavour Group Ltd/Australia 254900JAN9FOLMWAD533 000000000 2976.00000000 NS 12525.04000000 0.000507222529 Long EC CORP AU N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4WK5 167017.51000000 PA USD 168404.76000000 0.006819833582 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AQG56 170735.20000000 PA USD 168649.39000000 0.006829740285 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5KA7 22544.53000000 PA USD 23185.78000000 0.000938947100 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369106 1400.00000000 NS USD 338842.00000000 0.013721975856 Long EC CORP US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 412.00000000 NC USD -836000.56000000 -0.03385524669 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 2023-09-29 44958625.56000000 USD -836000.56000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203FGU3 2698.03000000 PA USD 2750.66000000 0.000111392596 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 17600.00000000 NS USD 1576784.00000000 0.063854516201 Long EC CORP US N 1 N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 20750.00000000 NS USD 1172997.50000000 0.047502503746 Long EC CORP US N 1 N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 3750.00000000 NS USD 626550.00000000 0.025373194506 Long EC CORP US N 1 N N Panasonic Holdings Corp 254900GE1G59KGWPHX32 000000000 8800.00000000 NS 107904.99000000 0.004369793790 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6C1 2367407.73000000 PA USD 2011082.73000000 0.081442172653 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAC7 475000.00000000 PA USD 491259.25000000 0.019894368371 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RYX0 27706.33000000 PA USD 27634.26000000 0.001119095768 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N QBE Insurance Group Ltd 549300D2FBW76FPUSG65 000000000 1081.00000000 NS 11286.54000000 0.000457067392 Long EC CORP AU N 2 N N N MS&AD Insurance Group Holdings 529900CXROT5S2HMMP26 000000000 400.00000000 NS 14164.92000000 0.000573632224 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403RLM8 23206.62000000 PA USD 23745.24000000 0.000961603372 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Mizrahi Tefahot Bank Ltd YZO9YEGEO4VYDZMDWF93 000000000 118.00000000 NS 3945.89000000 0.000159795442 Long EC CORP IL N 2 N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 22982.00000000 NS USD 386787.06000000 0.015663591582 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 45200.00000000 NS USD 7104536.00000000 0.287710116995 Long EC CORP US N 1 N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 8700.00000000 NS USD 2040324.00000000 0.082626346991 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TXW0 210141.09000000 PA USD 205699.48000000 0.008330145903 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 5000.00000000 NS USD 937450.00000000 0.037963612145 Long EC CORP US N 1 N N Towd Point Mortgage Trust N/A 89169EAA7 355706.42000000 PA USD 355199.72000000 0.014384409199 Long ABS-MBS CORP US N 2 2057-02-25 Floating 4.60438000 N N N N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 4900.00000000 NS USD 545517.00000000 0.022091627080 Long EC CORP US N 1 N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 12261.00000000 NS USD 1340985.57000000 0.054305462768 Long EC CORP US N 1 N N N Aflac Inc 549300N0B7DOGLXWPP39 001055102 17500.00000000 NS USD 1221500.00000000 0.049466693941 Long EC CORP US N 1 N N N EPAM Systems Inc 549300XCR4R530HJP604 29414B104 1740.00000000 NS USD 391065.00000000 0.015836833947 Long EC CORP US N 1 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 780000.00000000 PA USD 638121.17000000 0.025841788468 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N Brambles Ltd N/A 000000000 3822.00000000 NS 36750.72000000 0.001488282127 Long EC CORP AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BCD5 243030.05000000 PA USD 227851.56000000 0.009227231586 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWN22 1893587.49000000 PA USD 56226.29000000 0.002276978042 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 0.01000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAJ0 1845000.00000000 PA USD 1660257.71000000 0.067234924277 Long DBT CORP US N 2 2032-04-01 Fixed 3.80000000 N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AT0 640000.00000000 PA USD 527626.46000000 0.021367119617 Long DBT CORP US N 2 2047-07-13 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BFQ8 44807.77000000 PA USD 45337.74000000 0.001836027923 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REH3 2400000.00000000 PA USD 2108129.76000000 0.085372255118 Long ABS-O CORP US N 2 2027-08-20 Fixed 1.38000000 N N N N N N Carval CLO LTD 254900KRTGHP264UWC15 14686BAA5 4500000.00000000 PA USD 4503342.15000000 0.182370403478 Long ABS-CBDO CORP JE N 2 2035-01-20 Floating 6.88345000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AL9 575000.00000000 PA USD 533720.75000000 0.021613918125 Long DBT CORP IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C6A7 142006.58000000 PA USD 138636.62000000 0.005614322759 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179R4D8 532095.84000000 PA USD 484850.81000000 0.019634847831 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.00000000 N N N N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 1030.00000000 NS 126697.29000000 0.005130819539 Long EC CORP DE N 2 N N N Burberry Group PLC 213800PE1KEFCNFR1R50 000000000 283.00000000 NS 7636.33000000 0.000309246008 Long EC CORP GB N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCH4 475377.28000000 PA USD 388310.40000000 0.015725281793 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 1570000.00000000 PA USD 1494294.44000000 0.060513962932 Long DBT CORP GB N 2 2030-01-27 Fixed 5.07600000 N N N N N N Bank Hapoalim BM B6ARUI4946ST4S7WOU88 000000000 3139.00000000 NS 25886.06000000 0.001048299473 Long EC CORP IL N 2 N N N Oaktown Re Ltd N/A 67389JAA6 2590591.47000000 PA USD 2569146.81000000 0.104041914811 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 6.66655000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DT0 515000.00000000 PA USD 578948.94000000 0.023445509638 Long DBT CORP US N 2 2028-11-30 Fixed 7.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WTY4 304293.78000000 PA USD 263580.45000000 0.010674132991 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06050TJZ6 805000.00000000 PA USD 860145.71000000 0.034833045093 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17290YAQ1 2700000.00000000 PA USD 2501055.09000000 0.101284426253 Long ABS-MBS CORP US Y 2 2049-05-10 Fixed 2.94400000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 200000.00000000 PA USD 189467.75000000 0.007672814736 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N BlueScope Steel Ltd 529900H6UQI16XACWC95 000000000 6078.00000000 NS 83650.45000000 0.003387565459 Long EC CORP AU N 2 N N N Santander Drive Auto Receivabl N/A 80286WAF3 161350.88000000 PA USD 160710.09000000 0.006508224998 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N Bandai Namco Holdings Inc N/A 000000000 500.00000000 NS 11578.66000000 0.000468897282 Long EC CORP JP N 2 N N N Laurel Road Prime Student Loan N/A 51889RAB5 148717.38000000 PA USD 143628.67000000 0.005816484208 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.73000000 N N N N N N FUJIFILM Holdings Corp 529900UBKMFM0ST6H474 000000000 800.00000000 NS 47666.53000000 0.001930336185 Long EC CORP JP N 2 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 4330.00000000 NS USD 1850252.30000000 0.074929074284 Long EC CORP US N 1 N N N Northwoods Capital Ltd N/A 66858HAN6 4000000.00000000 PA USD 3959668.00000000 0.160353405703 Long ABS-CBDO CORP KY N 2 2031-09-01 Floating 6.72665000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B32M9 943041.87000000 PA USD 861865.11000000 0.034902675084 Long ABS-MBS USGSE US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KPU7 1022446.35000000 PA USD 1004663.76000000 0.040685546238 Long ABS-MBS CORP US N 2 2042-01-25 Floating 6.06655000 N N N N N N Rio Tinto Ltd 529900X2VMAQT2PE0V24 000000000 275.00000000 NS 21059.41000000 0.000852836176 Long EC CORP AU N 2 N N N OneMain Direct Auto Receivable N/A 68267EAA2 4100000.00000000 PA USD 3945789.16000000 0.159791358769 Long ABS-O CORP US N 2 2027-09-14 Fixed 3.63000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WY93 1880230.29000000 PA USD 1628130.55000000 0.065933880977 Long ABS-MBS USGA US Y 2 2052-03-20 Fixed 2.50000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 325000.00000000 PA USD 287125.87000000 0.011627644317 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 625000.00000000 PA USD 431737.84000000 0.017483948910 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N QATAR ENERGY N/A 74730DAC7 545000.00000000 PA USD 456339.40000000 0.018480230399 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SYU5 130197.71000000 PA USD 128205.63000000 0.005191902301 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QP70 90376.59000000 PA USD 92221.76000000 0.003734675052 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N News Corp 549300ITS31QK8VRBQ14 65249B109 12075.00000000 NS USD 235462.50000000 0.009535449383 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXL1 1567516.50000000 PA USD 1336421.02000000 0.054120613650 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 000000000 900.00000000 NS 41029.50000000 0.001661558509 Long EC CORP JP N 2 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 80000.00000000 PA USD 69884.06000000 0.002830072376 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 5289.00000000 NS USD 1551157.92000000 0.062816745054 Long EC CORP US N 1 N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190104 1540.00000000 NS USD 158866.40000000 0.006433561675 Long EC CORP US N 1 N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903100 2000.00000000 NS USD 315540.00000000 0.012778322231 Long EC CORP US N 1 N N N Laboratory Corp of America Hol OZ7UA8IXAIFILY2VZH07 50540R409 2700.00000000 NS USD 651591.00000000 0.026387271856 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 50000.00000000 PA USD 39115.24000000 0.001584037335 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N N Isuzu Motors Ltd 529900C0QSXVCC7AR494 000000000 1800.00000000 NS 21836.23000000 0.000884294806 Long EC CORP JP N 2 N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 2765.00000000 NS USD 1022358.75000000 0.041402134576 Long EC CORP US N 1 N N N Canyon Capital CLO Ltd N/A 13876GAJ7 2694319.73000000 PA USD 2671095.77000000 0.108170509163 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.26029000 N N N N N N Fast Retailing Co Ltd 353800ZCXKHDPY0N5218 000000000 200.00000000 NS 51294.96000000 0.002077275552 Long EC CORP JP N 2 N N N Ipsen SA 549300M6SGDPB4Z94P11 000000000 28.00000000 NS 3370.54000000 0.000136495677 Long EC CORP FR N 2 N N N Kone Oyj 2138001CNF45JP5XZK38 000000000 268.00000000 NS 14001.55000000 0.000567016282 Long EC CORP FI N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJR4 1243431.83000000 PA USD 1104340.39000000 0.044722118771 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FW32 90620.27000000 PA USD 92105.59000000 0.003729970553 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 235812.49000000 PA USD 226753.23000000 0.009182752868 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 12300.00000000 NS USD 6417525.00000000 0.259888452753 Long EC CORP US N 1 N N N Stellantis NV 549300LKT9PW7ZIBDF31 000000000 1668.00000000 NS 29324.77000000 0.001187555810 Long EC CORP NL N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403ASR7 149245.72000000 PA USD 151599.99000000 0.006139296198 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410VBM1 34394.93000000 PA USD 35120.71000000 0.001422272134 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203101 6500.00000000 NS USD 439595.00000000 0.017802137800 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225ATR1 1027.93000000 PA USD 1047.98000000 0.000042439710 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNPL0 957316.46000000 PA USD 879612.66000000 0.035621391927 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNW24 1462489.00000000 PA USD 1287542.89000000 0.052141211687 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Baker Hughes Co N/A 05722G100 32298.00000000 NS USD 1020939.78000000 0.041344671003 Long EC CORP US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DA5 2840000.00000000 PA USD 2009908.81000000 0.081394632791 Long DBT CORP US N 2 2041-08-15 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKQR2 385070.90000000 PA USD 356705.63000000 0.014445393554 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Social Professional Loan Progr N/A 83401CAB0 754990.40000000 PA USD 694883.35000000 0.028140468276 Long ABS-O CORP US N 2 2048-11-16 Fixed 2.37000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 23518.00000000 NS USD 788088.18000000 0.031914954399 Long EC CORP US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -8000000.00000000 NC USD -5270.10000000 -0.00021342155 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Put Written Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac 1.00000000 USD 97.26562500 USD 2023-07-06 XXXX 35354.90000000 N N N QATAR ENERGY N/A 74730DAB9 500000.00000000 PA USD 448710.00000000 0.018171265033 Long DBT CORP QA N 2 2026-09-12 Fixed 1.37500000 N N N N N N MONONGAHELA POWER CO N/A 610202BN2 1560000.00000000 PA USD 1530609.12000000 0.061984586887 Long DBT CORP US N 2 2024-04-15 Fixed 4.10000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 300000.00000000 PA USD 279483.19000000 0.011318141155 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406EEC4 33016.43000000 PA USD 33309.85000000 0.001348938317 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 41283.00000000 NS USD 2853893.79000000 0.115573221982 Long EC CORP US N 1 N N N BNPP IP Euro CLO 635400VGNU8T62DHAX91 000000000 1750000.00000000 PA 1868388.92000000 0.075663547171 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 3.77700000 N N N N N N Jardine Matheson Holdings Ltd 2138009KENVUNWOLPK41 000000000 200.00000000 NS USD 10142.04000000 0.000410718942 Long EC CORP HK N 2 N N N FINNVERA PLC 743700T69OBBJO7TCA15 31808LAA0 400000.00000000 PA USD 379335.96000000 0.015361846773 Long DBT NUSS FI N 2 2025-06-04 Fixed 2.37500000 N N N N N N Komatsu Ltd 5493004LQ0B4T7QPQV17 000000000 200.00000000 NS 5409.60000000 0.000219070837 Long EC CORP JP N 2 N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 25000.00000000 PA USD 25250.00000000 0.001022541155 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAE4 530000.00000000 PA USD 559838.11000000 0.022671584481 Long DBT CORP US N 2 2038-04-15 Fixed 6.05000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278KAZ4 2390297.03000000 PA USD 2240937.41000000 0.090750523948 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.18030000 N N N N N N News Corp 549300ITS31QK8VRBQ14 65249B208 4800.00000000 NS USD 94656.00000000 0.003833253689 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RF87 36419.74000000 PA USD 36678.94000000 0.001485375275 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DB92 379890.86000000 PA USD 350548.67000000 0.014196057118 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Sino Land Co Ltd 529900G5P51053HJVZ92 000000000 8000.00000000 NS 9848.86000000 0.000398846126 Long EC CORP HK N 2 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 3650000.00000000 PA USD 2758261.35000000 0.111700425715 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225ASB7 252.27000000 PA USD 257.19000000 0.000010415340 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 000000000 938.00000000 NS 65473.17000000 0.002651445977 Long EC CORP BE N 2 N N N AmeriCredit Automobile Receiva N/A 03066KAG5 427161.39000000 PA USD 425351.68000000 0.017225330636 Long ABS-O CORP US N 2 2025-04-18 Fixed 2.74000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383TYC1 1573416.40000000 PA USD 27656.10000000 0.001119980216 Long ABS-MBS USGA US N 2 2052-07-20 Floating 0.01000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 229336.00000000 NS USD 3657909.20000000 0.148133176310 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D6F3 53337.83000000 PA USD 55809.58000000 0.002260102671 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 6.00000000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 3460.00000000 NS USD 2486148.40000000 0.100680754806 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381AJU1 1177149.22000000 PA USD 1020007.10000000 0.041306900560 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 3.50000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211K100 5100.00000000 NS USD 204000.00000000 0.008261322606 Long EC CORP US N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBA6 500000.00000000 PA USD 496625.11000000 0.020111667883 Long DBT CORP US Y 2 2024-12-01 Fixed 5.50000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 4810.00000000 NS USD 3324383.40000000 0.134626488901 Long EC CORP US N 1 N N N Nomura Real Estate Holdings In N/A 000000000 700.00000000 NS 16642.24000000 0.000673955458 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RVC0 550373.76000000 PA USD 530527.31000000 0.021484594409 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 4.00000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 9614.00000000 NS USD 1156083.50000000 0.046817542910 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 44307.00000000 NS USD 8206542.54000000 0.332337722592 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 1295000.00000000 PA USD 1209657.30000000 0.048987103916 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204DBZ1 234.36000000 PA USD 238.93000000 0.000009675871 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34531NAA4 2500000.00000000 PA USD 2352760.00000000 0.095278967530 Long ABS-O CORP US N 2 2031-08-15 Fixed 2.04000000 N N N N N N Catalent Inc N/A 148806102 6300.00000000 NS USD 273168.00000000 0.011062396930 Long EC CORP US N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 56201.00000000 NS USD 7571960.73000000 0.306639266450 Long EC CORP US N 1 N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189105 13700.00000000 NS USD 1295746.00000000 0.052473410403 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AC2 980000.00000000 PA USD 902825.00000000 0.036561414619 Long DBT CORP CH N 2 2028-01-09 Fixed 4.28200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EWYT6 605043.08000000 PA USD 568121.69000000 0.023007041965 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WQA9 1167071.29000000 PA USD 1011302.80000000 0.040954405313 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 18300.00000000 NS USD 2541870.00000000 0.102937294580 Long EC CORP US N 1 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 51299.00000000 NS USD 5843469.09000000 0.236641094582 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FP4 1145000.00000000 PA USD 1110220.68000000 0.044960250990 Long DBT CORP US N 2 N/A Fixed 5.12500000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 5150.00000000 NS USD 560989.50000000 0.022718211953 Long EC CORP US N 1 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 10013.00000000 NS USD 883547.12000000 0.035780724492 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QWB2 2005576.61000000 PA USD 1977518.15000000 0.080082918616 Long ABS-MBS USGSE US N 2 2053-02-01 Floating 5.17800000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 68370.00000000 NS USD 4372261.50000000 0.177062072414 Long EC CORP US N 1 N N N Nippon Steel Corp 35380065QWQ4U2V3PA33 000000000 4300.00000000 NS 89995.91000000 0.003644535518 Long EC CORP JP N 2 N N N SSE PLC 549300KI75VYLLMSK856 000000000 886.00000000 NS 20776.79000000 0.000841391004 Long EC CORP GB N 2 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 2900.00000000 NS USD 383264.00000000 0.015520919350 Long EC CORP US N 1 N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 139.00000000 NS 25253.06000000 0.001022665075 Long EC CORP FR N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225AMB3 79.91000000 PA USD 81.47000000 0.000003299264 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N REGL TRANSPRTN DIST CO SALES T N/A 759136QP2 565000.00000000 PA USD 643844.64000000 0.026073569998 Long DBT MUN US N 2 2050-11-01 Fixed 5.84400000 N N N N N N Baloise Holding AG 529900G5XKBZN48T6283 000000000 34.00000000 NS 5001.13000000 0.000202529158 Long EC CORP CH N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204PT93 31.32000000 PA USD 31.93000000 0.000001293058 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXM1 444234.36000000 PA USD 409986.97000000 0.016603110900 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 9300.00000000 NS USD 2609580.00000000 0.105679324745 Long EC CORP US N 1 N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAC7 130000.00000000 PA USD 133474.58000000 0.005405277280 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AWEN9 893789.95000000 PA USD 859394.40000000 0.034802619533 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N ICG US CLO Ltd 254900IL8TH4VLG5DO47 44931AAJ8 3282807.67000000 PA USD 3255107.34000000 0.131821038506 Long ABS-CBDO CORP KY N 2 2028-10-19 Floating 6.40500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DW65 1509651.04000000 PA USD 1288913.01000000 0.052196696998 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 2.00000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822V101 13900.00000000 NS USD 1583766.00000000 0.064137264017 Long EC CORP US N 1 N N N Obic Co Ltd N/A 000000000 100.00000000 NS 16050.84000000 0.000650005722 Long EC CORP JP N 2 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 62335.00000000 NS USD 2869903.40000000 0.116221558027 Long EC CORP US N 1 N N N Venture CLO 43 Limited 549300OLN5VHTMLSN650 92290CAB5 2100000.00000000 PA USD 2061827.88000000 0.083497182726 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.50029000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 3200000.00000000 PA USD 2808342.72000000 0.113728554902 Long DBT CORP FR N 2 2026-12-14 Fixed 1.48800000 N N N N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 10500.00000000 NS USD 576135.00000000 0.023331554411 Long EC CORP US N 1 N N N MMAF Equipment Finance LLC N/A 55316AAE0 1521506.52000000 PA USD 1471116.66000000 0.059575339805 Long ABS-O CORP US N 2 2040-06-15 Fixed 2.72000000 N N N N N N Toro European CLO 213800UUXX2DYH3TCG21 000000000 3000000.00000000 PA 3188251.68000000 0.129113606274 Long ABS-CBDO CORP IE N 2 2034-07-25 Floating 4.25100000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 2625000.00000000 PA USD 2499319.46000000 0.101214139001 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N Expedia Group Inc N/A 30212P303 4550.00000000 NS USD 497724.50000000 0.020156189528 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 284700.00000000 NS USD 37113492.00000000 1.502973188599 Long EC CORP US N 1 N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 000000000 2316.00000000 NS 40733.49000000 0.001649571087 Long EC CORP AU N 2 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -11601.20000000 -0.00046981007 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 UBS GROUP AG UBS Group AG Y Default Event 2026-06-20 99143.70000000 USD 0.00000000 USD -2000000.00000000 USD -110744.90000000 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 3400.00000000 NS USD 787984.00000000 0.031910735455 Long EC CORP US N 1 N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 4400.00000000 NS USD 649660.00000000 0.026309072768 Long EC CORP US N 1 N N N Alexandria Real Estate Equitie MGCJBT4MKTQBVLNUIS88 015271109 5080.00000000 NS USD 576529.20000000 0.023347518202 Long EC CORP US N 1 N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 12900.00000000 NS USD 843144.00000000 0.034144532293 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F2R5 41079.82000000 PA USD 42200.04000000 0.001708961492 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Suncorp Group Ltd 549300BVOKRTHDIWVT46 000000000 929.00000000 NS 8347.27000000 0.000338036717 Long EC CORP AU N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T7L3 373200.50000000 PA USD 364783.09000000 0.014772503862 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAB1 405000.00000000 PA USD 362625.37000000 0.014685123367 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 83358.00000000 NS USD 13797416.16000000 0.558749539397 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 4000.00000000 PA USD 2782.50000000 0.000112682010 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 7100.00000000 NS USD 542440.00000000 0.021967018798 Long EC CORP US N 1 N N N Kraft Heinz Co/The 9845007488EC87F5AF14 500754106 26967.00000000 NS USD 957328.50000000 0.038768625387 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 10496.70000000 0.000425081495 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-09 0.00000000 USD 0.00000000 USD 4664000.00000000 USD 10496.70000000 N N N EXOR NV 5493002ENHZ6NYET7405 000000000 88.00000000 NS 7856.16000000 0.000318148393 Long EC CORP NL N 2 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 3800.00000000 NS USD 318136.00000000 0.012883451611 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 440000.00000000 PA USD 408874.67000000 0.016558066444 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZG8 226645.53000000 PA USD 210435.43000000 0.008521936152 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 5493000IT4TAVS1FNX06 35565RBD4 145671.20000000 PA USD 155325.78000000 0.006290178322 Long ABS-MBS CORP US N 2 2050-09-25 Floating 10.40043000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NDR3 12841.33000000 PA USD 13333.99000000 0.000539982318 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 125501.00000000 NS USD 7557670.22000000 0.306060548248 Long EC CORP US N 1 N N N Sompo Holdings Inc 353800CWW4SRGEYEB512 000000000 1900.00000000 NS 85251.56000000 0.003452405097 Long EC CORP JP N 2 N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 4065.00000000 NS USD 1585512.60000000 0.064207995517 Long EC CORP US N 1 N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDL5 2000000.00000000 PA USD 1940563.40000000 0.078586373951 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 7450.00000000 NS USD 1543491.00000000 0.062506260252 Long EC CORP US N 1 N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 42701.00000000 NS USD 1295975.35000000 0.052482698317 Long EC CORP US N 1 N N N Pilbara Minerals Ltd 5299000VV1CZVF5K9C16 000000000 1670.00000000 NS 5488.73000000 0.000222275339 Long EC CORP AU N 2 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 8000.00000000 NS USD 647760.00000000 0.026232129077 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36294U4G4 19518.00000000 PA USD 20118.15000000 0.000814718271 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 6.50000000 N N N N N N Ashtead Group PLC 2138007UTBN8X9K1A235 000000000 1650.00000000 NS 114395.99000000 0.004632657736 Long EC CORP GB N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287QGN5 109853.57000000 PA USD 111186.55000000 0.004502686073 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 400000.00000000 PA USD 401947.20000000 0.016277526912 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 1770000.00000000 PA USD 1684973.43000000 0.068235828867 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 21100.00000000 NS USD 5064000.00000000 0.205075184708 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 75000.00000000 PA USD 69747.75000000 0.002824552273 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N Norwegian Cruise Line Holdings N/A 000000000 13800.00000000 NS USD 300426.00000000 0.012166255418 Long EC CORP US N 1 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 9000.00000000 NS USD 1246950.00000000 0.050497334433 Long EC CORP US N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 14760.00000000 NS USD 1946844.00000000 0.078840717396 Long EC CORP US N 1 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 515000.00000000 PA USD 518002.18000000 0.020977368235 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298SZC1 84472.06000000 PA USD 85184.73000000 0.003449698704 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 32300.00000000 NS USD 298452.00000000 0.012086314973 Long EC CORP US N 1 N N N Dr Ing hc F Porsche AG 529900EWEX125AULXI58 000000000 90.00000000 NS 11180.58000000 0.000452776364 Long EP CORP DE N 2 N N N MMAF Equipment Finance LLC N/A 60700FAJ2 1600000.00000000 PA USD 1551217.76000000 0.062819168375 Long ABS-O CORP US N 2 2041-11-12 Fixed 3.08000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MGK3 995000.00000000 PA USD 1152633.68000000 0.046677836656 Long DBT USGSE US N 2 2030-11-15 Fixed 6.62500000 N N N N N N Morgan Stanley Capital I Trust N/A 61771MAT7 9400000.00000000 PA USD 8984745.60000000 0.363852362455 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 2.49200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMRH9 3870726.90000000 PA USD 3308500.84000000 0.133983297960 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMS6 455072.50000000 PA USD 449910.01000000 0.018219861453 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC84 3766246.99000000 PA USD 3319347.02000000 0.134422532234 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N American Airlines Group Inc N/A 02376R102 20700.00000000 NS USD 371358.00000000 0.015038765885 Long EC CORP US N 1 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 80000.00000000 PA USD 66941.16000000 0.002710894698 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 26700.00000000 NS USD 2056968.00000000 0.083300373724 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416TL49 517129.63000000 PA USD 509330.51000000 0.020626194394 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 325000.00000000 PA USD 291246.34000000 0.011794509670 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403J7D2 17648.04000000 PA USD 18037.00000000 0.000730438607 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2T3 2477532.73000000 PA USD 2106918.24000000 0.085323192581 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Pennsylvania Higher Education N/A 71723MAB4 1179987.44000000 PA USD 1141909.01000000 0.046243523133 Long ABS-O USGA US N 2 2070-05-25 Floating 5.66800000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 256.00000000 NS 185684.10000000 0.007519589475 Long EC CORP NL N 2 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 38519.00000000 NS USD 3990953.59000000 0.161620368213 Long EC CORP US N 1 N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187109 5518.00000000 NS USD 142143.68000000 0.005756347044 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 80933.00000000 NS USD 9338858.87000000 0.378192774038 Long EC CORP US N 1 N N N Federal Realty Investment Trus 549300FHEI1SLVZ0RB48 313745101 2400.00000000 NS USD 232248.00000000 0.009405272807 Long EC CORP US N 1 N N N CSAIL Commercial Mortgage Trus N/A 12595BAC5 3622067.19000000 PA USD 3237589.10000000 0.131111607956 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.12658000 N N N N N N West Pharmaceutical Services I 5493007NKRGM1RJQ1P16 955306105 2300.00000000 NS USD 879681.00000000 0.035624159470 Long EC CORP US N 1 N N N MEXICO CITY ARPT TRUST N/A 59284MAA2 415000.00000000 PA USD 398682.20000000 0.016145305253 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CFD1 595527.22000000 PA USD 533502.35000000 0.021605073650 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 2725.00000000 NS 36737.35000000 0.001487740686 Long EC CORP NL N 2 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 6077.00000000 NS 40973.72000000 0.001659299604 Long EC CORP IT N 2 N N N Cognizant Technology Solutions 5493006IEVQEFQO40L83 192446102 16300.00000000 NS USD 1064064.00000000 0.043091058716 Long EC CORP US N 1 N N N OREGON ST DEPT OF TRANSPRTN HI N/A 68607DNL5 425000.00000000 PA USD 465107.69000000 0.018835317029 Long DBT MUN US N 2 2034-11-15 Fixed 5.83400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8BH5 218190.31000000 PA USD 203661.00000000 0.008247594232 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 1485000.00000000 PA USD 1418049.92000000 0.057426313046 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Bio-Techne Corp 54930073RLKQ51TILZ35 09073M104 5200.00000000 NS USD 424476.00000000 0.017189868503 Long EC CORP US N 1 N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BW3 1010000.00000000 PA USD 842932.74000000 0.034135976965 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N J Sainsbury PLC 213800VGZAAJIKJ9Y484 000000000 3717.00000000 NS 12706.49000000 0.000514570652 Long EC CORP GB N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 440000.00000000 PA USD 376992.43000000 0.015266941590 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 124000.00000000 PA USD 111624.80000000 0.004520433743 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 950000.00000000 PA USD 923973.58000000 0.037417861884 Long DBT CORP US Y 2 2025-03-15 Fixed 3.80000000 N N N N N N Chugai Pharmaceutical Co Ltd 529900T9LAII161DCN95 000000000 500.00000000 NS 14239.51000000 0.000576652871 Long EC CORP JP N 2 N N N Wells Fargo Commercial Mortgag N/A 95002UAD3 5000000.00000000 PA USD 4009490.00000000 0.162371031266 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 1.81000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBU9 850000.00000000 PA USD 808701.13000000 0.032749710428 Long DBT CORP US N 2 2028-05-01 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GKGW0 123781.09000000 PA USD 119185.39000000 0.004826612533 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 162960.00000000 NS USD 19713271.20000000 0.798322024593 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYC0 2733186.51000000 PA USD 2329615.18000000 0.094341679174 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61767FAZ4 6151882.00000000 PA USD 5569044.09000000 0.225527793326 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.53100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3Y6 979872.24000000 PA USD 833299.52000000 0.033745863542 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N F5 Inc 54930015FPK9KT966303 315616102 1900.00000000 NS USD 277894.00000000 0.011253784237 Long EC CORP US N 1 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 10000.00000000 NS USD 582100.00000000 0.023573117104 Long EC CORP US N 1 N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 20100.00000000 NS USD 6202458.00000000 0.251178953395 Long EC CORP IE N 1 N N N Bluemountain CLO Ltd N/A 09629EAL5 1750962.24000000 PA USD 1739013.15000000 0.070424258085 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 6.25043000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 1430000.00000000 PA USD 1184283.10000000 0.047959533072 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 2848.75000000 0.000115364915 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2023-07-14 0.00000000 USD -56.36000000 USD 4369967.00000000 USD 2905.11000000 N N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 000000000 313.00000000 NS 8681.61000000 0.000351576377 Long EC CORP DE N 2 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 14938.00000000 NS USD 1424786.44000000 0.057699119737 Long EC CORP US N 1 N N N Elisa Oyj 743700TU2S3DXWGU7H32 000000000 107.00000000 NS 5712.13000000 0.000231322297 Long EC CORP FI N 2 N N N Targa Resources Corp 5493003QENHHS261UR94 87612G101 7200.00000000 NS USD 547920.00000000 0.022188940601 Long EC CORP US N 1 N N N UniCredit SpA 549300TRUWO2CD2G5692 000000000 4125.00000000 NS 95921.00000000 0.003884481989 Long EC CORP IT N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQSB2 1758116.33000000 PA USD 1493753.02000000 0.060492037220 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 23700.00000000 NS USD 627102.00000000 0.025395548673 Long EC CORP US N 1 N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAC9 745000.00000000 PA USD 700553.30000000 0.028370082424 Long DBT NUSS IN N 2 2028-02-01 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPBN0 1747836.46000000 PA USD 1570144.76000000 0.063585649027 Long ABS-MBS USGSE US N 2 2052-10-25 Fixed 4.50000000 N N N N N N IBM VGRQXHF3J8VDLUA7XE92 459200101 29100.00000000 NS USD 3893871.00000000 0.157688845686 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 42790.00000000 NS USD 3769799.00000000 0.152664341674 Long EC CORP IE N 1 N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 45624.00000000 NS USD 2241050.88000000 0.090755119106 Long EC CORP US N 1 N N N BP PLC 213800LH1BZH3DI6G760 000000000 26661.00000000 NS 155230.43000000 0.006286316963 Long EC CORP GB N 2 N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 2881.00000000 NS 83891.47000000 0.003397325968 Long EC CORP NO N 2 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 8400.00000000 NS USD 915936.00000000 0.037092366583 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YGD5 53700.39000000 PA USD 53792.56000000 0.002178420058 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 3.00000000 NC USD 2562.90000000 0.000103788939 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Long MSCI MSCI EAFE INDEX 2023-09-15 320762.10000000 USD 2562.90000000 N N N STERIS PLC N/A 000000000 3050.00000000 NS USD 686189.00000000 0.027788375971 Long EC CORP US N 1 N N N Align Technology Inc 549300N5YSE0U3LCP840 016255101 2240.00000000 NS USD 792153.60000000 0.032079590410 Long EC CORP US N 1 N N N SFS Auto Receivables Securitiz N/A 78398AAG8 300000.00000000 PA USD 298757.28000000 0.012098677799 Long ABS-O CORP US N 2 2031-02-20 Fixed 5.97000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAP9 1100000.00000000 PA USD 962212.23000000 0.038966400236 Long DBT CORP US N 2 2045-01-15 Fixed 4.90000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 1000000.00000000 PA USD 697038.82000000 0.028227757654 Long DBT CORP US Y 2 2031-11-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H96B0 4501278.00000000 PA USD 3471386.94000000 0.140579644137 Long ABS-MBS USGSE US N 2 2055-01-25 Fixed 2.00000000 N N N N N N Mowi ASA 549300W1OGQF5LZIH349 000000000 5055.00000000 NS 80202.82000000 0.003247947892 Long EC CORP NO N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406EVU5 109262.60000000 PA USD 112298.09000000 0.004547699752 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 000000000 1000.00000000 NS 39721.56000000 0.001608591282 Long EC CORP JP N 2 N N N NiSource Inc 549300D8GOWWH0SJB189 65473P105 13600.00000000 NS USD 371960.00000000 0.015063144886 Long EC CORP US N 1 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 21000.00000000 NS USD 1015140.00000000 0.041109799171 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WG44 647719.67000000 PA USD 581572.60000000 0.023551759156 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 471000.00000000 PA USD 294323.19000000 0.011919111878 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 14280.00000000 NS USD 7688066.40000000 0.311341160550 Long EC CORP US N 1 N N N BOF URSA FUNDING N/A 097093AB4 2200000.00000000 PA USD 2193957.70000000 0.088848001692 Long ABS-O CORP US N 2 2032-07-26 Fixed 6.29100000 N N N N N N TH MSR ISSUER TRUST N/A 87271AAA4 2140000.00000000 PA USD 2055879.38000000 0.083256288228 Long ABS-O CORP US N 2 2024-06-25 Floating 7.95043000 N N N N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 2948.00000000 NS 121405.28000000 0.004916510707 Long EC CORP DE N 2 N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 3953.00000000 NS 131340.19000000 0.005318841572 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVW9 477636.44000000 PA USD 412238.03000000 0.016694271355 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 1.50000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859104 6800.00000000 NS USD 504152.00000000 0.020416481935 Long EC CORP US N 1 N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 10700.00000000 NS USD 3264463.00000000 0.132199911670 Long EC CORP US N 1 N N N UNIVERSITY OF MIAMI 5493008ZSVWUNRYQE312 914453AA3 815000.00000000 PA USD 694255.85000000 0.028115056610 Long DBT CORP US N 2 2052-04-01 Fixed 4.06300000 N N N N N N CarMax Inc N/A 143130102 5100.00000000 NS USD 426870.00000000 0.017286817554 Long EC CORP US N 1 N N N BELLEMEADE RE LT N/A 078774AA4 2270000.00000000 PA USD 2264084.83000000 0.091687917596 Long ABS-MBS CORP BM N 2 2032-01-26 Floating 6.81655000 N N N N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 000000000 362.00000000 NS 22040.88000000 0.000892582452 Long EC CORP FR N 2 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 350000.00000000 PA USD 278940.82000000 0.011296176971 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 10000.00000000 NS USD 439200.00000000 0.017786141612 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -241002.27000000 -0.00975979167 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 US TREASURY N/B United States Treasury Note/Bond Y 2023-07-21 0.00000000 USD 0.00000000 USD 21510721.19000000 USD -241002.27000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CAE7 49578.48000000 PA USD 49932.62000000 0.002022105305 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FP75 310261.88000000 PA USD 308096.14000000 0.012476870619 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.50000000 N N N N N N CarMax Auto Owner Trust N/A 14314QAF1 800000.00000000 PA USD 731469.20000000 0.029622073716 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.34000000 N N N N N N OneMain Direct Auto Receivable N/A 682685AA0 3200000.00000000 PA USD 3144049.92000000 0.127323581768 Long ABS-O CORP US N 2 2029-11-14 Fixed 5.41000000 N N N N N N Hakuhodo DY Holdings Inc N/A 000000000 3100.00000000 NS 32723.24000000 0.001325182560 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FTK2 26160.29000000 PA USD 25400.81000000 0.001028648460 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEC3 1937372.42000000 PA USD 1863046.39000000 0.075447192446 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272104 4700.00000000 NS USD 540265.00000000 0.021878938520 Long EC CORP US N 1 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 000000000 1176.00000000 NS 9845.77000000 0.000398720991 Long EC CORP SE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CN83 872213.60000000 PA USD 806060.24000000 0.032642763152 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WFG8 2202243.40000000 PA USD 1913408.98000000 0.077486710109 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834MZ8 3600000.00000000 PA USD 1536750.00000000 0.062233272136 Long DBT UST US N 2 2043-11-15 None 0.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80285VAE9 1900000.00000000 PA USD 1826300.52000000 0.073959106728 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.26000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAE0 3103091.47000000 PA USD 2832679.39000000 0.114714109226 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.19000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 119664.00000000 NS USD 5107259.52000000 0.206827051622 Long EC CORP US N 1 N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAE2 1425000.00000000 PA USD 1129170.44000000 0.045727653347 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 21292.00000000 NS USD 1000724.00000000 0.040525999040 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG3D7 1292389.68000000 PA USD 1101474.09000000 0.044606043139 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N HKT Trust & HKT Ltd N/A 000000000 3000.00000000 NS 3493.12000000 0.000141459760 Long EC CORP HK N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405QS82 2139.64000000 PA USD 2158.60000000 0.000087416132 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 1335000.00000000 PA USD 1095566.42000000 0.044366802121 Long DBT CORP FR N 2 2033-01-20 Fixed 3.13200000 N N N N N N Legacy Mortgage Asset Trust N/A 52474JAA4 228056.13000000 PA USD 212611.76000000 0.008610070290 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.89200000 N N N N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658107 2600.00000000 NS USD 470678.00000000 0.019060896087 Long EC CORP US N 1 N N N Otsuka Holdings Co Ltd N/A 000000000 1400.00000000 NS 51354.32000000 0.002079679435 Long EC CORP JP N 2 N N N Madison Park Funding Ltd N/A 55819JAN3 6000000.00000000 PA USD 5929572.60000000 0.240128000826 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 6.27632000 N N N N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 2100.00000000 NS USD 147630.00000000 0.005978524786 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T4N2 1252031.54000000 PA USD 1168772.73000000 0.047331414590 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 3.50000000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139W35 1000000.00000000 PA USD 1253438.49000000 0.050760096733 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 5800.00000000 NS USD 1303666.00000000 0.052794144105 Long EC CORP US N 1 N N N APA Corp 549300VCIWLRHYVSHC79 03743Q108 9914.00000000 NS USD 338761.38000000 0.013718711014 Long EC CORP US N 1 N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543BY8 15000.00000000 PA USD 20185.30000000 0.000817437623 Long DBT CORP US N 2 2039-05-15 Fixed 9.40000000 N N N N N N Allegion plc 984500560CAC2E6FB757 000000000 2833.00000000 NS USD 340016.66000000 0.013769545685 Long EC CORP IE N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 11473.00000000 NS USD 364956.13000000 0.014779511408 Long EC CORP US N 1 N N N Assurant Commercial Mortgage T 549300SPKO3Z7ZWM8X71 04624UAG6 2360973.35000000 PA USD 2258217.42000000 0.091450306974 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.17200000 N N N N N N Wellfleet CLO Ltd 254900TEETF3L54VTH19 94950HAA3 2000000.00000000 PA USD 1970930.40000000 0.079816136616 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 6.41029000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGF47 2099932.74000000 PA USD 2057840.97000000 0.083335726110 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80286XAF1 1700000.00000000 PA USD 1606564.09000000 0.065060510960 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FYT6 34175.09000000 PA USD 35485.66000000 0.001437051397 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 4250.00000000 NS USD 2061335.00000000 0.083477222723 Long EC CORP US N 1 N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AP3 200000.00000000 PA USD 141572.74000000 0.005733225869 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N N BELLEMEADE RE LT N/A 07876AAA1 878929.42000000 PA USD 874276.28000000 0.035405286257 Long ABS-MBS CORP BM N 2 2031-06-25 Floating 6.26655000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 4100.00000000 NS USD 265557.00000000 0.010754176703 Long EC CORP US N 1 N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 000000000 3504.00000000 NS 54463.54000000 0.002205592520 Long EC CORP NL N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205BKY7 1048.56000000 PA USD 1069.01000000 0.000043291355 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N Philip Morris International In HL3H1H2BGXWVG3BSWR90 718172109 50000.00000000 NS USD 4881000.00000000 0.197664292369 Long EC CORP US N 1 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 10580.00000000 NS USD 3412473.20000000 0.138193833294 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELV0 4475985.12000000 PA USD 4201027.91000000 0.170127680609 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 10219.00000000 NS USD 1487784.21000000 0.060250320235 Long EC CORP US N 1 N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 2984.00000000 NS USD 2339276.96000000 0.094732949181 Long EC CORP US N 1 N N N ABB Ltd 5493000LKVGOO9PELI61 000000000 3117.00000000 NS 122625.43000000 0.004965922730 Long EC CORP CH N 2 N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CZ9 2045000.00000000 PA USD 1864553.51000000 0.075508225802 Long DBT CORP US N 2 2053-12-01 Fixed 5.35000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 1805000.00000000 PA USD 1436902.47000000 0.058189778720 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 725000.00000000 PA USD 719680.12000000 0.029144655122 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAT8 1575000.00000000 PA USD 1089089.60000000 0.044104512417 Long DBT CORP US N 2 2051-02-15 Fixed 3.60000000 N N N N N N Solvay SA 549300MMVL80RTBP3O28 000000000 806.00000000 NS 90126.91000000 0.003649840583 Long EC CORP BE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416TNK1 378543.19000000 PA USD 372834.63000000 0.015098564497 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390REE9 26087.00000000 PA USD 26444.10000000 0.001070898240 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 000000000 3551.00000000 NS 14709.36000000 0.000595680236 Long EC CORP ES N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6N30 889136.37000000 PA USD 792813.59000000 0.032106317813 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 7400.00000000 NS USD 1453212.00000000 0.058850260529 Long EC CORP US N 1 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 440000.00000000 PA USD 399366.00000000 0.016172996883 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 54.00000000 NC USD -152927.41000000 -0.00619305230 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 2023-09-29 11133489.91000000 USD -152927.41000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJYT9 118620.36000000 PA USD 113131.70000000 0.004581458189 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 18310.00000000 NS 35770.26000000 0.001448576752 Long EC CORP GB N 2 N N N Amcor PLC 549300GSODGFCDQ3DI89 000000000 47450.00000000 NS USD 473551.00000000 0.019177243047 Long EC CORP GB N 1 N N N Social Professional Loan Progr N/A 83404RAB4 432577.42000000 PA USD 417724.10000000 0.016916438974 Long ABS-O CORP US N 2 2047-08-25 Fixed 3.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371L6H7 786.70000000 PA USD 816.83000000 0.000033078902 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.00000000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 000000000 780.00000000 NS 8646.97000000 0.000350173572 Long EC CORP DE N 2 N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048BU1 200000.00000000 PA USD 198691.04000000 0.008046327355 Long DBT NUSS JP N 2 2023-10-31 Fixed 3.37500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AP8 400000.00000000 PA USD 391570.16000000 0.015857291249 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 2600000.00000000 PA USD 2542217.47000000 0.102951365961 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N Sumitomo Mitsui Trust Holdings 353800P843RLCDBLNT17 000000000 300.00000000 NS 10642.68000000 0.000430993200 Long EC CORP JP N 2 N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 390000.00000000 PA USD 385409.70000000 0.015607813075 Long DBT CORP IL N 2 2024-03-30 Fixed 4.50000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 200000.00000000 PA USD 178770.12000000 0.007239596243 Long DBT CORP US N 2 2030-01-31 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NYQ8 38400.97000000 PA USD 39925.39000000 0.001616845720 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Xero Ltd 254900UG5D8YST164N14 000000000 1309.00000000 NS 104876.99000000 0.004247169845 Long EC CORP NZ N 2 N N N Sekisui House Ltd 529900GMNDOYQSAJAE76 000000000 500.00000000 NS 10099.80000000 0.000409008363 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383ABJ2 457349.28000000 PA USD 145.62000000 0.000005897126 Long ABS-MBS USGA US N 2 2050-01-20 Floating 0.01000000 N N N N N N ALABAMA ECON SETTLEMENT AUTH B N/A 01026CAD3 180000.00000000 PA USD 170888.26000000 0.006920407086 Long DBT MUN US N 2 2032-09-15 Fixed 4.26300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJSK7 304382.38000000 PA USD 275094.18000000 0.011140400824 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPE8 259163.58000000 PA USD 239634.10000000 0.009704385331 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAF7 740000.00000000 PA USD 724767.72000000 0.029350686028 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N Hirose Electric Co Ltd N/A 000000000 600.00000000 NS 79880.65000000 0.003234901076 Long EC CORP JP N 2 N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 2222000.00000000 PA USD 1974749.39000000 0.079970793030 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N CDP FINANCIAL INC 549300OXMGVYFCBFV096 125094AQ5 445000.00000000 PA USD 433482.73000000 0.017554611161 Long DBT NUSS CA N 2 2024-07-24 Fixed 3.15000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 000000000 742.00000000 NS 13875.93000000 0.000561929089 Long EC CORP NO N 2 N N N Telefonica SA 549300EEJH4FEPDBBR25 879382109 2530.00000000 NS 10271.70000000 0.000415969742 Long EC CORP ES N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VYT3 17140.38000000 PA USD 17484.78000000 0.000708075530 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 10800.00000000 NS USD 1491048.00000000 0.060382492892 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGD0 634073.02000000 PA USD 567397.18000000 0.022977701716 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Benefit Street Partners CLO Lt 549300PVYNJC7QL0GC48 08179XAW5 320943.81000000 PA USD 318691.43000000 0.012905944682 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 6.13029000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 138.00000000 NC USD 101835.43000000 0.004123996764 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 2023-09-20 18696352.07000000 USD 101835.43000000 N N N Ageas SA/NV 5493005DJBML6LY3RV36 000000000 336.00000000 NS 13621.19000000 0.000551612965 Long EC CORP BE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 455674.57000000 PA USD 373094.96000000 0.015109106997 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 25300.00000000 NS USD 640090.00000000 0.025921519545 Long EC CORP US N 1 N N N Chevron Corp N/A 166764100 55522.00000000 NS USD 8736386.70000000 0.353794651695 Long EC CORP US N 1 N N N Lottery Corp Ltd/The N/A 000000000 4784.00000000 NS 16400.80000000 0.000664177940 Long EC CORP AU N 2 N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 465000.00000000 PA USD 386247.60000000 0.015641745243 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFZ42 165949.37000000 PA USD 162989.61000000 0.006600537988 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383YAV4 1593898.95000000 PA USD 25146.94000000 0.001018367568 Long ABS-MBS USGA US N 2 2052-08-20 Floating 0.01000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEW8 1037000.00000000 PA USD 1029463.60000000 0.041689857409 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAA8 2420000.00000000 PA USD 2289295.80000000 0.092708878166 Long DBT NUSS AE N 2 2027-10-11 Fixed 3.12500000 N N N N N STRIPS 254900HROIFWPRGM1V77 912834KV9 7520000.00000000 PA USD 3498562.54000000 0.141680165699 Long DBT UST US N 2 2041-11-15 None 0.00000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDU5 1300000.00000000 PA USD 1208826.58000000 0.048953462514 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.33000000 N N N N N N Match Group Inc 15OMOPB0A8K0EFUVD031 57667L107 9500.00000000 NS USD 397575.00000000 0.016100467330 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HHD3 39299.80000000 PA USD 40175.74000000 0.001626984064 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 7335.00000000 NS USD 1273796.10000000 0.051584512339 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYX4 14450051.91000000 PA USD 11832257.24000000 0.479167128556 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Chipotle Mexican Grill Inc N/A 169656105 880.00000000 NS USD 1882320.00000000 0.076227709652 Long EC CORP US N 1 N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AG3 3395000.00000000 PA USD 3289307.44000000 0.133206028992 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 902.00000000 NS 150364.18000000 0.006089249997 Long EC CORP DE N 2 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 000000000 11900.00000000 NS USD 890715.00000000 0.036070999831 Long EC CORP BM N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 8500.00000000 NS USD 289000.00000000 0.011703540359 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 5140.00000000 NS USD 1265108.20000000 0.051232681238 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390VPW8 42309.53000000 PA USD 43250.58000000 0.001751504874 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204DLH0 399.95000000 PA USD 407.75000000 0.000016512521 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VJ5 216446.21000000 PA USD 199761.45000000 0.008089675406 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 7350.00000000 NS USD 1951572.00000000 0.079032185697 Long EC CORP US N 1 N N N New World Development Co Ltd 2549008GWMWXTIRL4S48 000000000 4000.00000000 NS 9886.20000000 0.000400358272 Long EC CORP HK N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383PNA5 3602964.65000000 PA USD 47285.67000000 0.001914912620 Long ABS-MBS USGA US N 2 2052-03-20 Floating 0.01000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAP3 1500000.00000000 PA USD 1174979.25000000 0.047582758041 Long DBT CORP NL N 2 2031-07-12 Fixed 2.25000000 N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CN0 225000.00000000 PA USD 201610.71000000 0.008164564295 Long DBT CORP US N 2 2025-12-02 Fixed 2.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBH7 320000.00000000 PA USD 312717.25000000 0.012664010230 Long DBT CORP GB N 2 2025-05-07 Fixed 3.93200000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CA6 210000.00000000 PA USD 194036.90000000 0.007857850139 Long DBT CORP US N 2 2052-08-15 Fixed 5.30000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 520000.00000000 PA USD 360071.33000000 0.014581693228 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N CITIGROUP CAPITAL XIII N/A 173080201 20000.00000000 NS USD 569200.00000000 0.023050709939 Long EP CORP US N 1 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 10504.00000000 NS USD 961641.20000000 0.038943275417 Long EC CORP US N 1 N N N Bunzl PLC 213800Q1Q9DV4L78UM09 000000000 250.00000000 NS 9527.02000000 0.000385812675 Long EC CORP GB N 2 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 1200000.00000000 PA 1290060.29000000 0.052243158028 Long DBT NUSS ID N 2 2025-07-30 Fixed 3.37500000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 32250.00000000 NS USD 10018140.00000000 0.405701404212 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203UZ62 1017.29000000 PA USD 1037.13000000 0.000042000321 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CE8 530000.00000000 PA USD 525212.53000000 0.021269363467 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 990000.00000000 PA USD 836529.09000000 0.033876650403 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 16700.00000000 NS USD 1239140.00000000 0.050181055367 Long EC CORP US N 1 N N N Repsol SA BSYCX13Y0NOTV14V9N85 000000000 4695.00000000 NS 68284.06000000 0.002765277689 Long EC CORP ES N 2 N N N Navient Student Loan Trust N/A 63941GAB0 531789.92000000 PA USD 481991.20000000 0.019519043121 Long ABS-O CORP US N 2 2069-01-15 Fixed 2.12000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BL7 265000.00000000 PA USD 252990.21000000 0.010245263437 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 8500.00000000 NS USD 1237175.00000000 0.050101479392 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 280000.00000000 PA USD 255409.29000000 0.010343228144 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N N CONTL AIRLINES 2012-2 A N/A 210795QB9 213471.45000000 PA USD 206661.67000000 0.008369111403 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N IBERDROLA INTL BV 549300ZMLFJKWC63XN87 29266MAE9 140000.00000000 PA USD 149147.18000000 0.006039965538 Long DBT CORP NL N 2 2033-09-15 Fixed 6.75000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GE7 690000.00000000 PA USD 505349.19000000 0.020464964155 Long DBT CORP US N 2 2045-02-01 Fixed 3.60000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DA4 5190000.00000000 PA USD 5133173.24000000 0.207876471234 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514FX7 107110.48000000 PA USD 103326.71000000 0.004184388652 Long ABS-O CORP US N 2 2034-06-25 Floating 5.94543000 N N N N N N BELLEMEADE RE LT N/A 078777AA7 1500000.00000000 PA USD 1466205.30000000 0.059376446034 Long ABS-MBS CORP US N 2 2031-09-25 Floating 6.06655000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VY48 2978.03000000 PA USD 3036.12000000 0.000122952778 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD26 1221689.31000000 PA USD 1113666.16000000 0.045099781489 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 69356UAA6 1686164.81000000 PA USD 1646777.35000000 0.066689014459 Long ABS-MBS CORP US Y 2 2024-02-27 Floating 8.07786000 N N N N N N Japan Real Estate Investment C 3538003YAIR3CBGJJ928 000000000 1.00000000 NS 3805.58000000 0.000154113353 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWR9 61136.94000000 PA USD 50108.95000000 0.002029246085 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 751212101 1400.00000000 NS USD 172620.00000000 0.006990536805 Long EC CORP US N 1 N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 8277.00000000 NS USD 815450.04000000 0.033023018873 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 140000.00000000 PA USD 121851.47000000 0.004934579920 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 346000.00000000 PA USD 306902.00000000 0.012428511914 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N EMBRAER OVERSEAS LTD N/A 29081YAD8 765000.00000000 PA USD 761175.00000000 0.030825059976 Long DBT CORP KY N 2 2023-09-16 Fixed 5.69600000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 130000.00000000 PA USD 115375.00000000 0.004672304390 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AN5 535000.00000000 PA USD 367525.20000000 0.014883550212 Long DBT CORP US N 2 2040-07-16 Fixed 2.37500000 N N N N N N CHICAGO IL O'HARE INTERNATIONA N/A 167593AN2 970000.00000000 PA USD 1106660.75000000 0.044816085646 Long DBT MUN US N 2 2040-01-01 Fixed 6.39500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV5X9 283505.49000000 PA USD 250745.69000000 0.010154367830 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAW9 2420000.00000000 PA USD 1996932.26000000 0.080869125606 Long DBT CORP US N 2 2030-10-01 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE74 1458914.88000000 PA USD 1429748.91000000 0.057900083294 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBH5 69424.21000000 PA USD 56847.65000000 0.002302141059 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Cochlear Ltd 5493001OLLWY8KV5UC08 000000000 49.00000000 NS 7507.20000000 0.000304016671 Long EC CORP AU N 2 N N N Swatch Group AG/The 529900NTES2LEON1JZ55 000000000 77.00000000 NS 4234.62000000 0.000171488048 Long EC CORP CH N 2 N N N Barclays Commercial Mortgage S N/A 05553RAB6 2700000.00000000 PA USD 2687345.64000000 0.108828574940 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.75600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9A85 27335.99000000 PA USD 28416.29000000 0.001150765387 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 6.00000000 N N N N N N Indutrade AB 549300FISLQ6CEFP1867 000000000 200.00000000 NS 4514.10000000 0.000182806060 Long EC CORP SE N 2 N N N E.ON SE Q9MAIUP40P25UFBFG033 000000000 8573.00000000 NS 109514.98000000 0.004434993039 Long EC CORP DE N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 1245000.00000000 PA USD 1162029.02000000 0.047058316728 Long DBT CORP US Y 2 N/A Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 3339349.66000000 PA USD 2842538.32000000 0.115113363154 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204SMP8 412.96000000 PA USD 423.51000000 0.000017150748 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 11430.00000000 NS 29966.60000000 0.001213547794 Long EC CORP IT N 2 N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3133XGAY0 850000.00000000 PA USD 962016.16000000 0.038958460052 Long DBT USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 000000000 1000.00000000 NS 18236.20000000 0.000738505545 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUJ1 765987.21000000 PA USD 734003.73000000 0.029724713765 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N NextEra Energy Inc N/A 65339F101 63900.00000000 NS USD 4741380.00000000 0.192010145985 Long EC CORP US N 1 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103H107 1930.00000000 NS USD 1843729.00000000 0.074664902295 Long EC CORP US N 1 N N N Nibe Industrier AB 549300ZQH0FIF1P0MX67 000000000 3162.00000000 NS 30065.42000000 0.001217549676 Long EC CORP SE N 2 N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484101 3700.00000000 NS USD 301402.00000000 0.012205780178 Long EC CORP US N 1 N N GS Mortgage Securities Trust N/A 36264KAU4 4150000.00000000 PA USD 3256254.34000000 0.131867488197 Long ABS-MBS CORP US N 2 2053-12-12 Fixed 1.72100000 N N N N N N Etsy Inc 54930089Q7XT501AEA40 29786A106 4100.00000000 NS USD 346901.00000000 0.014048338596 Long EC CORP US N 1 N N EASTERN GAS TRAN H2VQBNB3NSKRM5QWBI71 276480AD2 45000.00000000 PA USD 37827.47000000 0.001531886926 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 18900.00000000 NS USD 1449630.00000000 0.058705201423 Long EC CORP US N 1 N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 225000.00000000 PA USD 241922.56000000 0.009797060362 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N PGIM Core Ultra Short Bond Fund 1VRLPVAWKZCB406TIT84 000000000 260117813.94000000 NS USD 260117813.94000000 10.53390772899 Long STIV RF US N 1 N N N Revvity Inc 549300IKL1SDPFI7N655 714046109 4000.00000000 NS USD 475160.00000000 0.019242402204 Long EC CORP US N 1 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 27800.00000000 NS USD 869306.00000000 0.035204006421 Long EC CORP US N 1 N N N Heidelberg Materials AG LZ2C6E0W5W7LQMX5ZI37 000000000 106.00000000 NS 8717.29000000 0.000353021298 Long EC CORP DE N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H8RE3 1500000.00000000 PA USD 1267168.05000000 0.051316098323 Long ABS-MBS USGSE US N 2 2052-08-25 Fixed 3.00000000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 2406.00000000 NS 52495.35000000 0.002125887361 Long EC CORP DE N 2 N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 892356AB2 675000.00000000 PA USD 669131.33000000 0.027097596977 Long DBT CORP US N 2 2033-05-15 Fixed 5.25000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796CQ0 1100000.00000000 PA USD 1088502.29000000 0.044080728312 Long DBT UST US N 2 2023-09-14 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG58 1496738.13000000 PA USD 1440300.83000000 0.058327401016 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV4H5 1096140.58000000 PA USD 972305.56000000 0.039375146585 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 189500.00000000 NS USD 22683150.00000000 0.918592254347 Long EC CORP US N 1 N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AH0 800000.00000000 PA USD 776005.50000000 0.031425645980 Long DBT CORP US N 2 2027-07-01 Fixed 5.62500000 N N N N N N Carlyle Global Market Strategi 5493007AYUHLOG0AMH17 14312JAY8 6732578.71000000 PA USD 6673505.72000000 0.270254821915 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 6.33043000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 1156.00000000 NS 14413.57000000 0.000583701723 Long EC CORP SE N 2 N N N Israel Discount Bank Ltd 549300XWZ7BG5G23OF51 465074201 2713.00000000 NS 13553.69000000 0.000548879439 Long EC CORP IL N 2 N N N Heineken Holding NV 724500M1WJLFM9TYBS04 000000000 86.00000000 NS 7483.90000000 0.000303073099 Long EC CORP NL N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296YBG7 120306.58000000 PA USD 121304.59000000 0.004912433096 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 12280.00000000 NS USD 608596.80000000 0.024646149520 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DZ0 150000.00000000 PA USD 154096.27000000 0.006240387249 Long DBT CORP US N 2 2053-06-01 Fixed 5.87500000 N N N N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 3400.00000000 NS USD 469234.00000000 0.019002418882 Long EC CORP US N 1 N N N ANZ Group Holdings Ltd 9845005D9C6BAA10BK72 000000000 808.00000000 NS 12790.47000000 0.000517971563 Long EC CORP AU N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129304R8 33501.67000000 PA USD 33122.19000000 0.001341338710 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400RJP7 7111.54000000 PA USD 7179.39000000 0.000290741455 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VXY1 1749939.00000000 PA USD 1522694.69000000 0.061664078753 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213CTS9 29539.97000000 PA USD 29996.55000000 0.001214760669 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Alaska Air Group Inc 529900G48RT4KWLC6C27 011659109 4300.00000000 NS USD 228674.00000000 0.009260537675 Long EC CORP US N 1 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 8500.00000000 NS USD 1102450.00000000 0.044645564253 Long EC CORP US N 1 N N N Shamrock Residential N/A 000000000 267524.34000000 PA 288638.43000000 0.011688897975 Long ABS-MBS CORP IE N 2 2071-06-24 Floating 4.43900000 N N N N N N ABIOMED Inc N/A 000000000 1460.00000000 NS USD 0.15000000 0.000000006074 Long EC CORP US N 3 N N N Battalion CLO LTD 549300QQUW46V6EB1N30 07133PAA7 4000000.00000000 PA USD 3922408.00000000 0.158844499427 Long ABS-CBDO CORP KY N 2 2034-03-09 Floating 6.51043000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 5165000.00000000 PA USD 4322851.55000000 0.175061133507 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 11700.00000000 NS USD 1372410.00000000 0.055578047836 Long EC CORP US N 1 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 14400.00000000 NS USD 888768.00000000 0.035992152796 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WBX5 748735.85000000 PA USD 631593.75000000 0.025577449633 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541W209 3600.00000000 NS USD 339660.00000000 0.013755102140 Long EC CORP US N 1 N N N Dai Nippon Printing Co Ltd 529900S7NFNQ4FT6OP83 000000000 2600.00000000 NS 73854.65000000 0.002990868086 Long EC CORP JP N 2 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 14760.00000000 NS USD 2862554.40000000 0.115923947929 Long EC CORP US N 1 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030678 500000.00000000 PA USD 440019.53000000 0.017819329855 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 3.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -3357.54000000 -0.00013596922 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-08 0.00000000 USD 0.00000000 USD 3816000.00000000 USD -3357.54000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204YZ30 557.73000000 PA USD 568.61000000 0.000023026816 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 1500000.00000000 PA USD 1148352.83000000 0.046504476445 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N Carrefour SA 549300B8P6MUJ1YWTS08 000000000 431.00000000 NS 8167.76000000 0.000330767158 Long EC CORP FR N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383T2H5 4290280.40000000 PA USD 65087.84000000 0.002635841392 Long ABS-MBS USGA US N 2 2052-07-20 Floating 0.01000000 N N N N N N Otsuka Corp 529900RG9DJ58J3UIE72 000000000 100.00000000 NS 3895.17000000 0.000157741450 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EQ78 3583577.15000000 PA USD 3445681.82000000 0.139538672133 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WP93 661418.61000000 PA USD 556774.91000000 0.022547535053 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.00000000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 6000.00000000 NS USD 395040.00000000 0.015997808247 Long EC CORP US N 1 N N N CSX CORP 549300JVQR4N1MMP3Q88 126408GK3 690000.00000000 PA USD 741645.13000000 0.030034165091 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N Fuji Electric Co Ltd 5299000HVNGZZTYYM906 000000000 100.00000000 NS 4402.51000000 0.000178287036 Long EC CORP JP N 2 N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 9900.00000000 NS USD 1204731.00000000 0.048787605124 Long EC CORP US N 1 N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 7200.00000000 NS USD 1165536.00000000 0.047200337773 Long EC CORP US N 1 N N N Heineken NV 724500K5PTPSST86UQ23 000000000 194.00000000 NS 19950.30000000 0.000807920903 Long EC CORP NL N 2 N N N Rolls-Royce Holdings PLC 213800EC7997ZBLZJH69 000000000 6200.00000000 NS 11922.61000000 0.000482826115 Long EC CORP GB N 2 N N N Osaka Gas Co Ltd 353800024KMNOPQRWZ02 000000000 300.00000000 NS 4598.34000000 0.000186217500 Long EC CORP JP N 2 N N N TransDigm Group Inc N/A 893641100 1660.00000000 NS USD 1484322.20000000 0.060110120326 Long EC CORP US N 1 N N N Mid-America Apartment Communit 549300FQZKFR5YNSHZ21 59522J103 3800.00000000 NS USD 577068.00000000 0.023369337813 Long EC CORP US N 1 N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAD0 300000.00000000 PA USD 343273.20000000 0.013901424742 Long DBT CORP US N 2 2033-03-15 Fixed 6.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VDQ0 212067.29000000 PA USD 202598.84000000 0.008204580279 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045V100 44800.00000000 NS USD 1727488.00000000 0.069957527780 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290XPE4 109186.62000000 PA USD 109649.93000000 0.004440458066 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Informa PLC 5493006VM2LKUPSEDU20 000000000 9262.00000000 NS 85517.67000000 0.003463181668 Long EC CORP GB N 2 N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 20800.00000000 NS USD 1572272.00000000 0.063671795183 Long EC CORP US N 1 N N N TAYLOR MORR COMM/HLDGS N/A 877249AD4 600000.00000000 PA USD 594000.00000000 0.024055027590 Long DBT CORP N/A N 2 2024-03-01 Fixed 5.62500000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -209959.13000000 -0.00850264758 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -15966162.00000000 EUR 17216433.44000000 USD 2023-07-05 -209959.13000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BC6 245000.00000000 PA USD 187019.87000000 0.007573683725 Long DBT CORP US N 2 2050-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QWD9 84350.97000000 PA USD 77066.14000000 0.003120922767 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N Wix.com Ltd 5493008P6N29Q1AG9464 000000000 100.00000000 NS USD 7824.00000000 0.000316846019 Long EC CORP IL N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UML3 536790.20000000 PA USD 513459.90000000 0.020793420978 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.00000000 N N N N N N Healthpeak Properties Inc 254900M6MTMZM0I22L81 42250P103 18700.00000000 NS USD 375870.00000000 0.015221486902 Long EC CORP US N 1 N N N Public Service Enterprise Grou PUSS41EMO3E6XXNV3U28 744573106 16300.00000000 NS USD 1020543.00000000 0.041328602730 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEU4 1365000.00000000 PA USD 1273346.58000000 0.051566308272 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAP1 945000.00000000 PA USD 658130.56000000 0.026652102321 Long DBT CORP US N 2 2033-12-01 Fixed 2.90000000 N N N N N N WH Group Ltd 254900A4AYEDRWYSE928 000000000 72000.00000000 NS 38345.33000000 0.001552858537 Long EC CORP HK Y 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BY6K1 1236898.16000000 PA USD 1108703.07000000 0.044898792825 Long ABS-MBS USGSE US N 2 2047-03-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KEZJ7 172736.93000000 PA USD 160741.55000000 0.006509499023 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 464287200 47800.00000000 NS USD 21304938.00000000 0.862779244776 Long EC RF US N 1 N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 2250000.00000000 PA USD 1967439.89000000 0.079674782552 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N South32 Ltd 213800LAZNPXSBKVHR17 000000000 3317.00000000 NS 8350.87000000 0.000338182505 Long EC CORP AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2K7 797982.52000000 PA USD 617130.13000000 0.024991721050 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 1.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 23500.00000000 NS USD 7012635.00000000 0.283988431657 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 15970000.00000000 PA USD 12301890.63000000 0.498185721407 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N Fortescue Metals Group Ltd 529900VEJFORCO6I4826 000000000 1630.00000000 NS 24187.12000000 0.000979498045 Long EC CORP AU N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030674 500000.00000000 PA USD 446738.28000000 0.018091416920 Long ABS-MBS USGA US N 2 2053-07-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8K71 476821.99000000 PA USD 474567.19000000 0.019218395368 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -547034.80000000 -0.02215309294 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 US TREASURY N/B United States Treasury Note/Bond Y 2023-08-10 0.00000000 USD 0.00000000 USD 33797422.28000000 USD -547034.80000000 N N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 464287465 659.00000000 NS USD 47777.50000000 0.001934830102 Long EC RF US N 1 N N NEC Corp 5493000QYMPFRTEY4K28 000000000 1900.00000000 NS 92173.78000000 0.003732732021 Long EC CORP JP N 2 N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 475000.00000000 PA USD 413140.74000000 0.016730828113 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMDF9 1638218.46000000 PA USD 1443281.77000000 0.058448119188 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N IDEX Corp 549300U5Y5EL6PHYLF13 45167R104 2310.00000000 NS USD 497250.60000000 0.020136998151 Long EC CORP US N 1 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 25900.00000000 NS USD 1104894.00000000 0.044744538138 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 965000.00000000 PA USD 802071.10000000 0.032481216228 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDE3 1992233.66000000 PA USD 1924538.06000000 0.077937400895 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUA5 1189818.20000000 PA USD 1014722.82000000 0.041092904766 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 2.00000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 7900.00000000 NS USD 386389.00000000 0.015647471473 Long EC CORP US N 1 N N N A O Smith Corp 549300XG4US7UJNECY36 831865209 4100.00000000 NS USD 298398.00000000 0.012084128152 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383RWA1 3158367.39000000 PA USD 41935.22000000 0.001698237161 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.01000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189TAJ3 735000.00000000 PA USD 788383.56000000 0.031926916308 Long DBT CORP US N 2 2028-08-01 Fixed 6.70000000 N N N N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 000000000 2800.00000000 NS 135371.34000000 0.005482089761 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307EZF4 116128.41000000 PA USD 110824.66000000 0.004488030730 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NFCG5 194625.31000000 PA USD 187134.92000000 0.007578342868 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBJ2 2260000.00000000 PA USD 2245529.85000000 0.090936502519 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 1165000.00000000 PA USD 1118297.78000000 0.045287346720 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36266G107 12392.00000000 NS USD 1006726.08000000 0.040769063350 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGJS9 109256.00000000 PA USD 96448.11000000 0.003905828193 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 000000000 396.00000000 NS 67267.73000000 0.002724119698 Long EC CORP CH N 2 N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAF5 650000.00000000 PA USD 739263.09000000 0.029937700381 Long DBT CORP US N 2 2039-11-15 Fixed 6.75000000 N N N N N N Epiroc AB 5493004Q73OEYW1SPE91 000000000 290.00000000 NS 4693.78000000 0.000190082504 Long EC CORP SE N 2 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CS7 665000.00000000 PA USD 546093.44000000 0.022114970986 Long DBT CORP US N 2 2046-12-08 Fixed 5.29100000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VAY3 330000.00000000 PA USD 297502.90000000 0.012047879575 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N BENCHMARK Mortgage Trust N/A 08161BAX1 3600000.00000000 PA USD 3294180.36000000 0.133403366072 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 3.76100000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834EP9 360000.00000000 PA USD 187045.31000000 0.007574713960 Long DBT UST US N 2 2039-08-15 None 0.00000000 N N N N N N ResMed Inc 529900T3QE5253CCXF22 761152107 4600.00000000 NS USD 1005100.00000000 0.040703212509 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UUJ9 1546984.79000000 PA USD 1441965.78000000 0.058394825962 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.50000000 N N N N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 11300.00000000 NS USD 215717.00000000 0.008735822199 Long EC CORP US N 1 N N N Aptiv PLC N/A 000000000 8700.00000000 NS USD 888183.00000000 0.035968462239 Long EC CORP IE N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 500000.00000000 PA USD 483338.48000000 0.019573603487 Long DBT CORP US N 2 2027-03-15 Fixed 5.12500000 N N N N N N Wolters Kluwer NV 724500TEM53I0U077B74 000000000 198.00000000 NS 25140.75000000 0.001018116893 Long EC CORP NL N 2 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 13300.00000000 NS USD 11536819.00000000 0.467202860855 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -88353.74000000 -0.00357803308 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 US TREASURY N/B United States Treasury Note/Bond Y 2023-07-18 0.00000000 USD 0.00000000 USD 11307180.48000000 USD -88353.74000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VY89 3243.35000000 PA USD 3346.27000000 0.000135512823 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 18400.00000000 NS USD 1663176.00000000 0.067353105332 Long EC CORP US N 1 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 11350.00000000 NS USD 848639.50000000 0.034367081795 Long EC CORP US N 1 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 28900.00000000 NS USD 5202578.00000000 0.210687133552 Long EC CORP US N 1 N N N Rational AG 529900K139N6UFJ1A758 000000000 25.00000000 NS 18102.53000000 0.000733092354 Long EC CORP DE N 2 N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 13800.00000000 NS USD 1258698.00000000 0.050973089423 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 7200.00000000 NS USD 413136.00000000 0.016730636159 Long EC CORP US N 1 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 23100.00000000 NS USD 4140675.00000000 0.167683588159 Long EC CORP US N 1 N N N Yara International ASA 213800WKOUWXWFJ5Z514 000000000 122.00000000 NS 4310.49000000 0.000174560531 Long EC CORP NO N 2 N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 4400.00000000 NS USD 356840.00000000 0.014450835093 Long EC CORP US N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 9300.00000000 NS USD 374046.00000000 0.015147620959 Long EC CORP US N 1 N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 6700.00000000 NS USD 1370887.00000000 0.055516371393 Long EC CORP US N 1 N N N JP Morgan Mortgage Trust N/A 46630GAM7 18158.13000000 PA USD 17868.63000000 0.000723620181 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.73017000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191AZ6 207000.00000000 PA USD 203427.18000000 0.008238125298 Long DBT CORP CL N 2 2024-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EPW3 49678.65000000 PA USD 50467.71000000 0.002043774674 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 6839274.79000000 PA USD 5604002.32000000 0.226943485560 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fidelity National Information 6WQI0GK1PRFVBA061U48 31620M106 19400.00000000 NS USD 1061180.00000000 0.042974266293 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213F7K3 5131.56000000 PA USD 5231.66000000 0.000211864857 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 855000.00000000 PA USD 672758.93000000 0.027244502731 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 17910.00000000 NS USD 1113464.70000000 0.045091623028 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRY8 270000.00000000 PA USD 257325.52000000 0.010420829096 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200000 N N N N N N Boston Properties Inc 549300OF70FSEUQBT254 101121101 4900.00000000 NS USD 282191.00000000 0.011427798469 Long EC CORP US N 1 N N N GPT Group/The N/A 000000000 1408.00000000 NS 3896.06000000 0.000157777492 Long EC CORP AU N 2 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 8540.00000000 NS USD 3460322.60000000 0.140131575107 Long EC CORP US N 1 N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 4300.00000000 NS USD 720164.00000000 0.029164250655 Long EC CORP US N 1 N N Navient Student Loan Trust N/A 63940PAB1 44156.15000000 PA USD 44029.71000000 0.001783057051 Long ABS-O CORP US N 2 2042-02-18 Fixed 3.19000000 N N N N N N Astellas Pharma Inc 529900IB708DY2HBBB35 000000000 1300.00000000 NS 19360.22000000 0.000784024623 Long EC CORP JP N 2 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 9300.00000000 NS USD 1058991.00000000 0.042885619061 Long EC CORP US N 1 N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250104 800.00000000 NS USD 647368.00000000 0.026216254378 Long EC CORP US N 1 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 22804.00000000 NS USD 1340875.20000000 0.054300993149 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage N/A 17325HBN3 3630824.54000000 PA USD 3341118.15000000 0.135304190707 Long ABS-MBS CORP US N 2 2050-04-14 Fixed 3.44200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403FJ62 17900.89000000 PA USD 17634.07000000 0.000714121280 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 000000000 206.00000000 NS 13791.04000000 0.000558491326 Long EC CORP AU N 2 N N N Bank N/A 06540LBA4 3900000.00000000 PA USD 3147970.80000000 0.127482364389 Long ABS-MBS CORP US N 2 2064-11-15 Fixed 2.37000000 N N N N N N Home Partners of America Trust N/A 43730XAA2 539070.91000000 PA USD 456878.23000000 0.018502051225 Long ABS-O CORP US N 2 2041-01-17 Fixed 2.20000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AW2 1820000.00000000 PA USD 1682307.48000000 0.068127866745 Long DBT CORP US N 2 2029-04-18 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DN81 3037705.24000000 PA USD 2843037.33000000 0.115133571402 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410TVW2 38938.46000000 PA USD 40996.51000000 0.001660222523 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FQW6 4120.64000000 PA USD 4195.26000000 0.000169894099 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SNU7 312538.31000000 PA USD 283539.83000000 0.011482421605 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust N/A 89179JAA4 548869.31000000 PA USD 476846.46000000 0.019310698234 Long ABS-MBS CORP US N 2 2060-10-25 Fixed 1.75000000 N N N N N N Take-Two Interactive Software BOMSTHHJK882EWYX3334 874054109 5100.00000000 NS USD 750516.00000000 0.030393405870 Long EC CORP US N 1 N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 13068.00000000 NS USD 617724.36000000 0.025015785392 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203DK25 718.99000000 PA USD 733.02000000 0.000029684875 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7M51 283921.62000000 PA USD 271044.41000000 0.010976398587 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BMHP4 339014.19000000 PA USD 315333.78000000 0.012769971006 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 1095000.00000000 PA USD 761229.62000000 0.030827271904 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N JFE Holdings Inc N/A 000000000 1600.00000000 NS 22874.49000000 0.000926340888 Long EC CORP JP N 2 N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 2440.00000000 NS USD 1145067.60000000 0.046371435539 Long EC CORP US N 1 N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 4500.00000000 NS USD 761535.00000000 0.030839638780 Long EC CORP US N 1 N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 65500.00000000 NS USD 2233550.00000000 0.090451358373 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297AQT4 36270.35000000 PA USD 36895.52000000 0.001494146046 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 1515000.00000000 PA USD 1265301.78000000 0.051240520585 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 303075105 1200.00000000 NS USD 480780.00000000 0.019469993543 Long EC CORP US N 1 N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 1360.00000000 NS USD 559109.60000000 0.022642082245 Long EC CORP US N 1 N N N Oaktown Re Ltd 254900KOPN6EP9T3LD85 67400CAA6 43983.27000000 PA USD 44001.55000000 0.001781916665 Long ABS-MBS CORP US N 2 2028-07-25 Floating 6.70043000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 11300.00000000 NS USD 2093777.00000000 0.084791015997 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61690YBT8 1999999.99000000 PA USD 1810635.39000000 0.073324720980 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.79100000 N N N N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 12360.00000000 NS USD 1588383.60000000 0.064324261484 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgag N/A 95001WAY4 7300000.00000000 PA USD 6932007.00000000 0.280723265387 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.74900000 N N N N N N HEALTHPEAK OP LLC N/A 42250PAE3 2500000.00000000 PA USD 2441660.83000000 0.098879155945 Long DBT CORP US N 2 2032-12-15 Fixed 5.25000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276CAC5 2052587.87000000 PA USD 1950728.40000000 0.078998022698 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.26400000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 1595000.00000000 PA USD 1513767.61000000 0.061302561656 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N Alfa Laval AB 549300UCKT2UK88AG251 000000000 210.00000000 NS 7660.31000000 0.000310217118 Long EC CORP SE N 2 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 46067.00000000 NS USD 2491764.03000000 0.100908169174 Long EC CORP US N 1 N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAM2 25000.00000000 PA USD 25245.13000000 0.001022343937 Long DBT CORP US N 2 2027-06-01 Fixed 7.50000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 17650.00000000 NS USD 1190492.50000000 0.048210993153 Long EC CORP US N 1 N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 6700.00000000 NS USD 652379.00000000 0.026419183239 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYTV1 715092.43000000 PA USD 615565.83000000 0.024928372094 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 2.00000000 N N N N N N Volvo AB 549300HGV012CNC8JD22 928856202 442.00000000 NS 9420.59000000 0.000381502613 Long EC CORP SE N 2 N N N Trimaran Advisors CAVU 2019-1 549300IGMQ24BLOIU872 89624CAA0 7500000.00000000 PA USD 7422804.00000000 0.300598914169 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.71043000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BPW39 4248322.10000000 PA USD 133158.56000000 0.005392479519 Long ABS-MBS USGSE US N 2 2026-03-25 Variable 1.47537200 N N N N N N Endesa SA 549300LHK07F2CHV4X31 000000000 2776.00000000 NS 59649.65000000 0.002415612755 Long EC CORP ES N 2 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 3207.00000000 NS USD 327210.21000000 0.013250926985 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 12375000.00000000 PA USD 9637031.25000000 0.390267765330 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VYK2 15979.39000000 PA USD 16291.11000000 0.000659735859 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BH6 340000.00000000 PA USD 261640.20000000 0.010595559309 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 9000.00000000 NS USD 1223550.00000000 0.049549712134 Long EC CORP US N 1 N N N Countrywide Asset-Backed Certi N/A 126671Z25 136400.77000000 PA USD 132506.50000000 0.005366073254 Long ABS-O CORP US N 2 2034-03-25 Floating 5.90043000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429105 3800.00000000 NS USD 894140.00000000 0.036209700958 Long EC CORP US N 1 N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 2200.00000000 NS USD 979814.00000000 0.039679213473 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFG3 2903227.89000000 PA USD 2846386.32000000 0.115269194376 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AX4 300000.00000000 PA USD 246870.66000000 0.009997441982 Long DBT CORP US N 2 2031-09-15 Fixed 3.12500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGX5 1977676.64000000 PA USD 1901564.88000000 0.077007063388 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KETW5 253793.64000000 PA USD 242132.47000000 0.009805561020 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AE9 400000.00000000 PA USD 336000.00000000 0.013606884293 Long DBT CORP CA N 2 2030-02-15 Fixed 3.50000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 8700.00000000 NS USD 2176392.00000000 0.088136649170 Long EC CORP US N 1 N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 000000000 6520.00000000 NS 196003.99000000 0.007937510752 Long EC CORP AU N 2 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 540.00000000 NS USD 204724.80000000 0.008290674599 Long EC CORP US N 1 N N N Vicinity Ltd N/A 000000000 8550.00000000 NS 10529.49000000 0.000426409381 Long EC CORP AU N 2 N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 12242.00000000 NS USD 2123007.64000000 0.085974759855 Long EC CORP US N 1 N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 4500.00000000 NS USD 190620.00000000 0.007719477035 Long EC CORP US N 1 N N N PENNSYLVANIA ST TURNPIKE COMMI 549300J8LLBYEYEXZJ24 709223A27 505000.00000000 PA USD 528448.06000000 0.021400391689 Long DBT MUN US N 2 2045-12-01 Fixed 5.51100000 N N N N N N AmeriCredit Automobile Receiva N/A 03066JAE3 900000.00000000 PA USD 812592.09000000 0.032907281388 Long ABS-O CORP US N 2 2027-08-18 Fixed 1.41000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 250000.00000000 PA USD 211982.54000000 0.008584588970 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Y5 509401.79000000 PA USD 432533.91000000 0.017516187102 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 1602.00000000 NS 23063.02000000 0.000933975727 Long EC CORP IT N 2 N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658300 33400.00000000 NS USD 628922.00000000 0.025469252629 Long EC CORP US N 1 N N Gartner Inc PP55B5R38BFB8O8HH686 366651107 2400.00000000 NS USD 840744.00000000 0.034047340263 Long EC CORP US N 1 N N N Holcim AG 529900EHPFPYHV6IQO98 000000000 411.00000000 NS 27704.38000000 0.001121935396 Long EC CORP CH N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PVK66 96693.18000000 PA USD 94459.20000000 0.003825283943 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.00000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CY3 910000.00000000 PA USD 876464.96000000 0.035493920529 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Wynn Resorts Ltd 254900CEKKWIHTEAB172 983134107 3500.00000000 NS USD 369635.00000000 0.014968990106 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QGE5 230335.95000000 PA USD 228301.06000000 0.009245434843 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 4.50000000 N N N N N N Tokio Marine Holdings Inc 5299009QN2NZ191KLS29 000000000 1500.00000000 NS 34580.35000000 0.001400389349 Long EC CORP JP N 2 N N N Boliden AB 21380059QU7IM1ONDJ56 000000000 202.00000000 NS 5853.59000000 0.000237050957 Long EC CORP SE N 2 N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDQ4 2700000.00000000 PA USD 2549299.50000000 0.103238164660 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.36000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298PVR8 10244.84000000 PA USD 10190.85000000 0.000412695585 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -540520.54000000 -0.02188928704 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 US TREASURY N/B United States Treasury Note/Bond Y 2023-07-27 0.00000000 USD 0.00000000 USD 30814851.86000000 USD -540520.54000000 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 16614.00000000 NS USD 1389761.10000000 0.056280709771 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 3546252.90000000 PA USD 2895693.41000000 0.117265967795 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VBF6 149324.62000000 PA USD 134405.76000000 0.005442986978 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N Charles River Laboratories Int 549300BSQ0R4UZ5KX287 159864107 1560.00000000 NS USD 327990.00000000 0.013282505891 Long EC CORP US N 1 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 13301.00000000 NS USD 1183922.01000000 0.047944910126 Long EC CORP US N 1 N N N Cintas Corp N/A 172908105 2820.00000000 NS USD 1401765.60000000 0.056766852159 Long EC CORP US N 1 N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637209 5875.00000000 NS USD 392332.50000000 0.015888163488 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MAWZ3 468630.18000000 PA USD 413588.07000000 0.016748943492 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 735000.00000000 PA USD 699290.91000000 0.028318959820 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 1783.00000000 NS 288025.54000000 0.011664077965 Long EC CORP DK N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 100000.00000000 PA USD 79225.00000000 0.003208349429 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 8000.00000000 NS USD 1311840.00000000 0.053125163962 Long EC CORP US N 1 N N N Shin-Etsu Chemical Co Ltd 353800PX8Q64N86H5W41 000000000 1500.00000000 NS 50126.93000000 0.002029974215 Long EC CORP JP N 2 N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 1420.00000000 NS USD 1119797.80000000 0.045348092549 Long EC CORP US N 1 N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CJ7 1555000.00000000 PA USD 1195522.33000000 0.048414684567 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N ORGANON & CO/ORG N/A 68622TAA9 700000.00000000 PA USD 621565.16000000 0.025171325038 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 47250.00000000 NS USD 2678130.00000000 0.108455372121 Long EC CORP US N 1 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AS2 885000.00000000 PA USD 677437.01000000 0.027433949437 Long DBT CORP US N 2 2051-03-15 Fixed 3.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204YZ55 247.86000000 PA USD 252.70000000 0.000010233510 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N Extra Space Storage Inc N/A 30225T102 4400.00000000 NS USD 654940.00000000 0.026522895235 Long EC CORP US N 1 N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 2090000.00000000 PA USD 1896150.16000000 0.076787785208 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403ECU9 2564.28000000 PA USD 2505.99000000 0.000101484273 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Jamestown CLO Ltd 254900TDIR3OOT3N8P57 47047JAA2 7500000.00000000 PA USD 7482785.25000000 0.303027955623 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 6.72043000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 890000.00000000 PA USD 766883.94000000 0.031056253089 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Unilever PLC 549300MKFYEKVRWML317 000000000 1894.00000000 NS 98628.61000000 0.003994131203 Long EC CORP GB N 2 N N N LYB INTL FINANCE BV 549300J6QSW38QNOJK61 50247VAB5 620000.00000000 PA USD 562251.53000000 0.022769319977 Long DBT CORP NL N 2 2043-07-15 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203PBJ1 210.13000000 PA USD 209.52000000 0.000008484864 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 8.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QL66 105377.68000000 PA USD 102315.99000000 0.004143457849 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 150000.00000000 PA USD 115957.35000000 0.004695887632 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDG1 398.55000000 PA USD 408.86000000 0.000016557472 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CH1 255000.00000000 PA USD 259144.92000000 0.010494508754 Long DBT CORP US N 2 2043-02-10 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403JT71 38293.81000000 PA USD 38702.89000000 0.001567338529 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12654PAE8 488139.41000000 PA USD 455724.76000000 0.018455339520 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 102531.31000000 PA USD 103259.88000000 0.004181682259 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 000000000 3019.00000000 NS 82370.83000000 0.003335745098 Long EC CORP LU N 2 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 23700.00000000 NS USD 675213.00000000 0.027343884417 Long EC CORP US N 1 N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 718.00000000 NS 219327.50000000 0.008882035460 Long EC CORP CH N 2 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 6700.00000000 NS USD 399052.00000000 0.016160280925 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7WA0 47199.54000000 PA USD 46665.00000000 0.001889777546 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 1570.00000000 NS USD 464453.10000000 0.018808808307 Long EC CORP US N 1 N N N CSAIL Commercial Mortgage Trus 54930025J96YEH8FQE77 12635RAW8 2482476.88000000 PA USD 2378806.91000000 0.096333780895 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.54380000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844AW8 120000.00000000 PA USD 119863.23000000 0.004854062802 Long DBT CORP US N 2 2025-05-17 Fixed 5.59000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 9500.00000000 NS USD 558125.00000000 0.022602209215 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEK4 105000.00000000 PA USD 99690.77000000 0.004037145156 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 16200.00000000 NS USD 738072.00000000 0.029889465191 Long EC CORP US N 1 N N N Qantas Airways Ltd YLXNW6TI6QSK1H8H0N82 000000000 16563.00000000 NS 68639.00000000 0.002779651580 Long EC CORP AU N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -9100000.00000000 OU Other USD -73.70000000 -0.00000298460 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP GB US Default Event 2021-08-14 0.00000000 USD 0.00000000 USD N/A N/A -9100000.00000000 USD 2.50000000 USD 2024-06-17 XXXX -73.70000000 N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160109 4200.00000000 NS USD 946848.00000000 0.038344199938 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W7GM0 1186019.08000000 PA USD 1109375.18000000 0.044926011048 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 3500.00000000 NS USD 491960.00000000 0.019922746419 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402UR87 50393.81000000 PA USD 49642.91000000 0.002010373012 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N MMAF Equipment Finance LLC N/A 55316EAE2 1600000.00000000 PA USD 1472669.76000000 0.059638235198 Long ABS-O CORP US N 2 2041-11-12 Fixed 2.29000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7BF9 293887.72000000 PA USD 4349.33000000 0.000176133422 Long ABS-MBS USGSE US N 2 2052-05-25 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV74 1279879.45000000 PA USD 1052511.26000000 0.042623211108 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355L106 7828.00000000 NS USD 209164.16000000 0.008470453938 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8DM0 79562.38000000 PA USD 73570.04000000 0.002979342326 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 6575912.98000000 PA USD 5414274.27000000 0.219260129538 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 259925.16000000 PA USD 249939.56000000 0.010121722241 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34535QAA3 2700000.00000000 PA USD 2641895.19000000 0.106987982636 Long ABS-O CORP US N 2 2035-08-15 Fixed 4.85000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 14480.00000000 NS USD 7080575.20000000 0.286739784158 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWS9 441743.74000000 PA USD 407689.45000000 0.016510068969 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 6500.00000000 NS USD 618475.00000000 0.025046183819 Long EC CORP US N 1 N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040677 -1000000.00000000 PA USD -938398.44000000 -0.03800202081 Short ABS-MBS USGSE US N 2 2053-07-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKP3 469939.65000000 PA USD 416920.49000000 0.016883895437 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 270000.00000000 PA USD 211536.70000000 0.008566533930 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410QPE5 10611.45000000 PA USD 10972.47000000 0.000444348600 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Banc of America Mortgage Secur N/A 05949AH86 34501.90000000 PA USD 33294.23000000 0.001348305759 Long ABS-MBS CORP US N 2 2035-02-25 Variable 3.89334600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCLC0 1412931.20000000 PA USD 1201576.47000000 0.048659857133 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Whitbread PLC 21380099VMZKRMN3EX36 000000000 2058.00000000 NS 88589.92000000 0.003587597592 Long EC CORP GB N 2 N N N ABU DHABI NATIONAL ENERG 213800UNJSVQFNUYYW03 00388WAJ0 370000.00000000 PA USD 327403.75000000 0.013258764712 Long DBT CORP AE N 2 2028-04-29 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402VTU4 48329.33000000 PA USD 47269.73000000 0.001914267103 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 3220.00000000 NS USD 1069555.20000000 0.043313434082 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UGB2 413511.93000000 PA USD 386127.81000000 0.015636894146 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DGY9 22582.35000000 PA USD 22743.57000000 0.000921039063 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.00000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 43853.00000000 NS USD 3198637.82000000 0.129534210456 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WBY3 1176974.62000000 PA USD 1023178.99000000 0.041435351572 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBH2 465780.87000000 PA USD 376887.04000000 0.015262673645 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCU5 2811723.35000000 PA USD 2387932.11000000 0.096703321194 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 4950.00000000 NS USD 1721214.00000000 0.069703451613 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BB3 3000000.00000000 PA USD 2882373.90000000 0.116726571868 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAF9 105000.00000000 PA USD 89575.88000000 0.003627525698 Long DBT CORP US N 2 2042-09-15 Fixed 4.62500000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 16247.00000000 NS USD 3165078.07000000 0.128175152018 Long EC CORP US N 1 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CX1 220000.00000000 PA USD 208841.60000000 0.008457391329 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 1635000.00000000 PA USD 1624989.37000000 0.065806673618 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAE1 595000.00000000 PA USD 562972.22000000 0.022798505529 Long DBT CORP US N 2 2026-03-13 Fixed 4.25000000 N N N N N Navient Student Loan Trust N/A 63940YAB2 476529.82000000 PA USD 450329.31000000 0.018236841711 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.13000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REZ3 2900000.00000000 PA USD 2689097.21000000 0.108899507709 Long ABS-O CORP US N 2 2028-08-21 Fixed 3.83000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 3695000.00000000 PA USD 3018279.82000000 0.122230310345 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNE81 463155.88000000 PA USD 395897.01000000 0.016032514307 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 7300.00000000 NS USD 426466.00000000 0.017270456896 Long EC CORP US N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 29903.00000000 NS USD 532871.46000000 0.021579524700 Long EC CORP US N 1 N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAN9 3300000.00000000 PA USD 2898808.44000000 0.117392116166 Long ABS-O CORP US N 2 2028-06-26 Fixed 2.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CVH5 149499.95000000 PA USD 139885.31000000 0.005664890558 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Nomura Real Estate Master Fund 353800TNNZOQ1CPZE086 000000000 3.00000000 NS 3460.15000000 0.000140124585 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6T99 48154.80000000 PA USD 49400.83000000 0.002000569576 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406EUC6 627.28000000 PA USD 617.93000000 0.000025024113 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.50000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 5600.00000000 NS USD 937720.00000000 0.037974546248 Long EC CORP US N 1 N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 111021AE1 183000.00000000 PA USD 224632.50000000 0.009096870345 Long DBT CORP GB N 2 2030-12-15 Variable 9.62500000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAF1 5000000.00000000 PA USD 4573209.50000000 0.185199799155 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.21200000 N N N N N N Deutsche Lufthansa AG 529900PH63HYJ86ASW55 000000000 8649.00000000 NS 88682.97000000 0.003591365808 Long EC CORP DE N 2 N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 11000.00000000 NS USD 994400.00000000 0.040269898039 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LPCS9 119920.10000000 PA USD 106062.52000000 0.004295179873 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 275000.00000000 PA USD 250806.40000000 0.010156826383 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N Mitsui & Co Ltd 2NRSB4GOU9DD6CNW5R48 000000000 3500.00000000 NS 132467.40000000 0.005364489834 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPJ7 851698.81000000 PA USD 787135.37000000 0.031876368758 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 2.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 22521.00000000 NS USD 590275.41000000 0.023904194062 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401JRG5 2636.79000000 PA USD 2666.14000000 0.000107969816 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 6.00000000 N N N N N N First Solar Inc 549300NPYMLM4NHTOF27 336433107 3000.00000000 NS USD 570270.00000000 0.023094041386 Long EC CORP US N 1 N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 000000000 18985.00000000 NS 67775.96000000 0.002744701326 Long EC CORP NL N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292SAQ3 323367.20000000 PA USD 292255.05000000 0.011835359075 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201XAK4 163248.97000000 PA USD 166556.92000000 0.006745002198 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 237120.00000000 NS USD 80748844.80000000 3.270060083398 Long EC CORP US N 1 N N N Broadridge Financial Solutions 549300KZDJZQ2YIHRC28 11133T103 3700.00000000 NS USD 612831.00000000 0.024817620560 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3WR4 2445762.95000000 PA USD 2170651.01000000 0.087904158138 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Everest Re Group Ltd 549300N24XF2VV0B3570 000000000 1240.00000000 NS USD 423906.40000000 0.017166801595 Long EC CORP BM N 1 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284V101 9402.00000000 NS USD 534221.64000000 0.021634202507 Long EC CORP US N 1 N N N Dow Inc 5493003S21INSLK2IP73 260557103 22647.00000000 NS USD 1206179.22000000 0.048846253225 Long EC CORP US N 1 N N N Eiffage SA 969500OQXKE5WDM9M994 000000000 642.00000000 NS 67030.31000000 0.002714504977 Long EC CORP FR N 2 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 16200.00000000 NS USD 272322.00000000 0.011028136739 Long EC CORP US N 1 N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QAR7 515000.00000000 PA USD 536796.62000000 0.021738480647 Long DBT CORP US N 2 2037-05-01 Fixed 5.80000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 18800.00000000 NS USD 2488556.00000000 0.100778254612 Long EC CORP US N 1 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 2100.00000000 NS USD 313173.00000000 0.012682466591 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 8780.00000000 NS USD 4022908.20000000 0.162914423811 Long EC CORP US N 1 N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 4800.00000000 NS USD 1198560.00000000 0.048537700115 Long EC CORP US N 1 N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 2500.00000000 NS USD 429500.00000000 0.017393323821 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NEW1 253.42000000 PA USD 263.14000000 0.000010656296 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 15600.00000000 NS USD 5944848.00000000 0.240746603803 Long EC CORP US N 1 N N N Alcon Inc 549300LDT5AP8S0NBM78 000000000 279.00000000 NS 23146.51000000 0.000937356795 Long EC CORP CH N 2 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 10600.00000000 NS USD 775708.00000000 0.031413598218 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CTT9 30437.69000000 PA USD 31166.35000000 0.001262133685 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 56900.00000000 NS USD 2577570.00000000 0.104383026036 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 25100.00000000 NS USD 11771398.00000000 0.476702531422 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJG64 1890270.17000000 PA USD 1769107.41000000 0.071642975686 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 3.00000000 N N N N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 4500.00000000 NS USD 398160.00000000 0.016124157887 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36208LL39 7263.14000000 PA USD 7290.86000000 0.000295255620 Long ABS-MBS USGA US Y 2 2033-12-15 Fixed 5.50000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 000000000 458.00000000 NS 25352.62000000 0.001026696925 Long EC CORP DE N 2 N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAE8 1200000.00000000 PA USD 1184928.47000000 0.047985668414 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 1220000.00000000 PA USD 1187906.41000000 0.048106265096 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N OneMain Direct Auto Receivable N/A 682687AB4 1800000.00000000 PA USD 1628034.84000000 0.065930005040 Long ABS-O CORP US N 2 2028-07-14 Fixed 1.26000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203C2A9 171.22000000 PA USD 174.56000000 0.000007069100 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N GS Mortgage Securities Trust N/A 36251PAC8 3887300.73000000 PA USD 3531357.71000000 0.143008261186 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.59200000 N N N N N N Social Professional Loan Progr N/A 83406TAB8 1019281.82000000 PA USD 938007.24000000 0.037986178515 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54000000 N N N N N N Mazda Motor Corp 52990044YZJLICDQKK92 000000000 8300.00000000 NS 80212.78000000 0.003248351239 Long EC CORP JP N 2 N N N Kimco Realty Corp N/A 49446R109 19700.00000000 NS USD 388484.00000000 0.015732312017 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WQB7 1358481.12000000 PA USD 1218078.74000000 0.049328144272 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 725000.00000000 PA USD 710117.18000000 0.028757387806 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 9600.00000000 NS USD 2452896.00000000 0.099334143023 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 705000.00000000 PA USD 665130.28000000 0.026935567738 Long DBT CORP GB N 2 2029-05-16 Fixed 4.97200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S2N6 440105.13000000 PA USD 399126.95000000 0.016163316151 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 24600.00000000 NS USD 1413024.00000000 0.057222779975 Long EC CORP US N 1 N N N L'Oreal SA 529900JI1GG6F7RKVI53 000000000 141.00000000 NS 65773.13000000 0.002663593361 Long EC CORP FR N 2 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAS1 875000.00000000 PA USD 733889.36000000 0.029720082159 Long DBT CORP US N 2 2046-11-01 Fixed 4.20000000 N N N N N N GM Financial Revolving Receiva N/A 36263HAB4 200000.00000000 PA USD 173062.26000000 0.007008446867 Long ABS-O CORP US N 2 2034-06-12 Fixed 1.49000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 15900.00000000 NS USD 2990472.00000000 0.121104185972 Long EC CORP US N 1 N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 000000000 2266.00000000 NS 113013.13000000 0.004576656498 Long EC CORP CH N 2 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 3340.00000000 NS USD 786570.00000000 0.031853473150 Long EC CORP GB N 1 N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 495000.00000000 PA USD 464199.70000000 0.018798546449 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 885000.00000000 PA USD 864335.62000000 0.035002722535 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEX6 1030000.00000000 PA USD 1027455.75000000 0.041608546151 Long DBT CORP US N 2 2063-04-15 Fixed 5.20000000 N N N N N N Check Point Software Technolog 2549003ZVBH73EPNS513 000000000 100.00000000 NS USD 12562.00000000 0.000508719287 Long EC CORP IL N 1 N N N AmeriCredit Automobile Receiva N/A 03066RAE5 900000.00000000 PA USD 822347.01000000 0.033302323256 Long ABS-O CORP US N 2 2027-01-19 Fixed 1.01000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 1400000.00000000 PA USD 1135830.05000000 0.045997345438 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 4250.00000000 NS USD 779875.00000000 0.031582347881 Long EC CORP US N 1 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 4900.00000000 NS USD 446439.00000000 0.018079297074 Long EC CORP US N 1 N N N SFS Auto Receivables Securitiz N/A 78398AAF0 200000.00000000 PA USD 199147.77000000 0.008064823403 Long ABS-O CORP US N 2 2030-01-22 Fixed 5.71000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 345285AB6 400000.00000000 PA USD 352780.68000000 0.014286446112 Long ABS-O CORP US N 2 2034-05-15 Fixed 1.91000000 N N N N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 6600.00000000 NS USD 2002968.00000000 0.081113553034 Long EC CORP US N 1 N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 400000.00000000 PA USD 364748.00000000 0.014771082834 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N Tesco PLC 2138002P5RNKC5W2JZ46 000000000 5446.00000000 NS 17179.66000000 0.000695719183 Long EC CORP GB N 2 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 5500000.00000000 PA USD 5069948.24000000 0.205316068676 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 75925.00000000 NS USD 11520859.50000000 0.466556554099 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGF39 3538368.66000000 PA USD 3466919.94000000 0.140398745470 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 7100.00000000 NS USD 1357946.00000000 0.054992303865 Long EC CORP IE N 1 N N N 3i Group PLC 35GDVHRBMFE7NWATNM84 000000000 3261.00000000 NS 80830.27000000 0.003273357533 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413DKC0 5951.37000000 PA USD 6177.26000000 0.000250158518 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 580.00000000 NS USD 1446148.80000000 0.058564224382 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GUGL2 136331.95000000 PA USD 127789.46000000 0.005175048798 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XW63 168662.48000000 PA USD 166557.00000000 0.006745005438 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 237.00000000 NS 32375.95000000 0.001311118468 Long EC CORP DE N 2 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 000000000 2.00000000 NS 3487.40000000 0.000141228119 Long EC CORP DK N 2 N N N AMER AIRLN 15-1 A PTT N/A 023770AA8 1582305.31000000 PA USD 1418037.49000000 0.057425809673 Long DBT CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAL0 2240000.00000000 PA USD 1832450.05000000 0.074208142273 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N Enagas SA 213800OU3FQKGM4M2U23 000000000 1245.00000000 NS 24468.75000000 0.000990903125 Long EC CORP ES N 2 N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 000000000 200.00000000 NS 4670.56000000 0.000189142171 Long EC CORP SG N 2 N N N OCP CLO Ltd 254900XV0U0WEM36A370 67091YAU8 2500000.00000000 PA USD 2452390.50000000 0.099313671951 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 6.23632000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 2180.00000000 NS 125142.10000000 0.005067839508 Long EC CORP FR N 2 N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 31150.00000000 NS USD 6580749.00000000 0.266498482759 Long EC CORP US N 1 N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 1520.00000000 NS USD 488284.80000000 0.019773913023 Long EC CORP US N 1 N N N Santander Drive Auto Receivabl N/A 80287GAE0 600000.00000000 PA USD 584308.68000000 0.023662561310 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF7J4 4528968.55000000 PA USD 4019564.03000000 0.162778996030 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187AW9 701000.00000000 PA USD 690901.64000000 0.027979222242 Long DBT CORP US N 2 2037-10-09 Fixed 6.30000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -11601.20000000 -0.00046981007 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 UBS GROUP AG UBS Group AG Y Default Event 2026-06-20 108786.04000000 USD 0.00000000 USD -2000000.00000000 USD -120387.24000000 N N N MidOcean Credit CLO 549300XSCUX0ONI5KZ96 59802UAU3 3458585.69000000 PA USD 3423021.05000000 0.138620986194 Long ABS-CBDO CORP KY N 2 2031-04-21 Floating 6.38143000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAE5 935000.00000000 PA USD 896212.27000000 0.036293621012 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 27748.00000000 NS USD 852141.08000000 0.034508884158 Long EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 15600.00000000 NS USD 526032.00000000 0.021302549281 Long EC CORP US N 1 N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EC0 530000.00000000 PA USD 573947.54000000 0.023242969545 Long DBT CORP US N 2 2036-10-01 Fixed 6.35000000 N N N N N N Expeditors International of Wa 984500B055A804AB6E40 302130109 4900.00000000 NS USD 593537.00000000 0.024036277627 Long EC CORP US N 1 N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 31913.00000000 NS USD 1300135.62000000 0.052651175437 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRE6 931727.48000000 PA USD 914333.76000000 0.037027481184 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B9GC5 775996.31000000 PA USD 86126.28000000 0.003487828352 Long ABS-MBS USGSE US N 2 2050-04-25 Floating 0.89957000 N N N N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 69689CAW6 4212327.09000000 PA USD 4184581.76000000 0.169461666145 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.35043000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AT6 1315000.00000000 PA USD 1316978.76000000 0.053333266679 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 125985.00000000 NS USD 1906153.05000000 0.077192869038 Long EC CORP US N 1 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 7700.00000000 NS USD 287903.00000000 0.011659115502 Long EC CORP US N 1 N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 902653104 10300.00000000 NS USD 442488.00000000 0.017919294694 Long EC CORP US N 1 N N Citigroup Commercial Mortgage N/A 17322MAV8 631542.20000000 PA USD 622127.99000000 0.025194117784 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.57500000 N N N N N N COMM Mortgage Trust N/A 12632QAW3 785012.67000000 PA USD 765837.87000000 0.031013890728 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 3.55000000 N N N N N N DRB PRIME STUDENT LOAN TRUST N/A 518889AC4 47324.00000000 PA USD 46604.71000000 0.001887336001 Long ABS-O CORP US N 2 2042-11-25 Fixed 2.81000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052672 2000000.00000000 PA USD 1990312.50000000 0.080601047307 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 5.50000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAD5 670000.00000000 PA USD 588568.56000000 0.023835072305 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390GHF7 8895.89000000 PA USD 8839.96000000 0.000357989026 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 1800.00000000 NS USD 479772.00000000 0.019429172890 Long EC CORP US N 1 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 17955.00000000 NS USD 2030351.40000000 0.082222489805 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWB69 471475.28000000 PA USD 400950.34000000 0.016237157392 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 855000.00000000 PA USD 779473.74000000 0.031566098184 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 8200.00000000 NS USD 552680.00000000 0.022381704795 Long EC CORP US N 1 N N N BXP Trust N/A 05607TAA0 5500000.00000000 PA USD 4188215.90000000 0.169608836747 Long ABS-MBS CORP US N 2 2044-01-15 Fixed 2.61800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS47 2193089.21000000 PA USD 2027818.64000000 0.082119921436 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312942MF9 310430.01000000 PA USD 298813.55000000 0.012100956548 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 081916AB4 3000000.00000000 PA USD 2933177.40000000 0.118783944922 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.62600000 N N N N N N Prologis Inc 529900DFH19P073LZ636 74340W103 29384.00000000 NS USD 3603359.92000000 0.145924111604 Long EC CORP US N 1 N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 425000.00000000 PA USD 291309.97000000 0.011797086474 Long DBT CORP US N 2 2031-10-01 Fixed 3.87500000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607107 4700.00000000 NS USD 2046427.00000000 0.082873498226 Long EC CORP US N 1 N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284106 1880.00000000 NS USD 867977.20000000 0.035150194433 Long EC CORP US N 1 N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50065WAP1 345000.00000000 PA USD 342184.80000000 0.013857348156 Long DBT NUSS KR N 2 2028-04-03 Fixed 4.87500000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887BF5 102000.00000000 PA USD 99077.44000000 0.004012307327 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 1569000.00000000 PA USD 1425042.62000000 0.057709494177 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N Globe Life Inc 5493001JFHKQOPP6XA71 37959E102 2825.00000000 NS USD 309676.50000000 0.012540869952 Long EC CORP US N 1 N N N Yokogawa Electric Corp 529900MV0U7C9WWF4L22 000000000 4300.00000000 NS 79597.88000000 0.003223449830 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEK80 2371830.51000000 PA USD 2023820.86000000 0.081958024621 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200WE31 16122.00000000 PA USD 16472.22000000 0.000667070213 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N OZLM Ltd N/A 67108LAW3 2955608.47000000 PA USD 2923097.37000000 0.118375737178 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.34029000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 19000.00000000 NS USD 4288300.00000000 0.173661910462 Long EC CORP US N 1 N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35565TAH2 1108307.42000000 PA USD 1124932.03000000 0.045556011816 Long ABS-MBS USGSE US N 2 2050-11-25 Floating 7.66655000 N N N N N N FleetCor Technologies Inc 549300DG6RR0NQSFLN74 339041105 2300.00000000 NS USD 577484.00000000 0.023386184432 Long EC CORP US N 1 N N N Cooper Cos Inc/The QJKMVPIGLH7530PCUE20 216648402 1440.00000000 NS USD 552139.20000000 0.022359804191 Long EC CORP US N 1 N N N Renesas Electronics Corp 5299000EPC47VJQOFB81 000000000 3000.00000000 NS 56616.94000000 0.002292798070 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413UNC9 192.92000000 PA USD 194.71000000 0.000007885108 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296SU61 26549.55000000 PA USD 26700.47000000 0.001081280374 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210AUC9 2071.79000000 PA USD 2112.21000000 0.000085537491 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WCUT8 641035.47000000 PA USD 614363.38000000 0.024879676862 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405USY6 6744.16000000 PA USD 6807.08000000 0.000275664136 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Japan Tobacco Inc 353800Z0ENYBQO0XRJ31 000000000 1800.00000000 NS 39430.78000000 0.001596815657 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBY8 2630569.86000000 PA USD 2146259.30000000 0.086916374877 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N CALIFORNIA ST N/A 13063BFR8 205000.00000000 PA USD 256857.27000000 0.010401866526 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRW4 1124276.84000000 PA USD 924523.64000000 0.037440137488 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Mercedes-Benz Group AG 529900R27DL06UVNT076 000000000 1717.00000000 NS 138203.54000000 0.005596784457 Long EC CORP DE N 2 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 8600.00000000 NS USD 501122.00000000 0.020293776996 Long EC CORP US N 1 N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAA0 551000.00000000 PA USD 542878.26000000 0.021984766872 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WTZ1 2675256.42000000 PA USD 2395328.08000000 0.097002833420 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N voestalpine AG 529900ZAXBMQDIWPNB72 000000000 240.00000000 NS 8624.71000000 0.000349272116 Long EC CORP AT N 2 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 6400.00000000 NS USD 292544.00000000 0.011847060591 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHKD3 419893.68000000 PA USD 389024.92000000 0.015754217481 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 2200.00000000 NS USD 634348.00000000 0.025688987612 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYL2 262698.78000000 PA USD 242445.61000000 0.009818242150 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 4600.00000000 NS USD 1039738.00000000 0.042105936492 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HMD4 2616.93000000 PA USD 2586.77000000 0.000104755595 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.00000000 N N N N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 3600.00000000 NS USD 1186020.00000000 0.048029871755 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBJ1 5425009.84000000 PA USD 4625376.25000000 0.187312379307 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403MC98 7570.07000000 PA USD 7643.87000000 0.000309551353 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 5100.00000000 NS USD 564519.00000000 0.022861144983 Long EC CORP US N 1 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 3600.00000000 NS USD 803124.00000000 0.032523855182 Long EC CORP US N 1 N N N DENTSPLY SIRONA Inc 9NHEHR1SOZCYXDO8HO28 24906P109 7100.00000000 NS USD 284142.00000000 0.011506807490 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GJ3U1 95085.78000000 PA USD 93315.96000000 0.003778986519 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 1502.00000000 NS 180677.99000000 0.007316858643 Long EC CORP CH N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDY3 468565.87000000 PA USD 440024.24000000 0.017819520595 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BF4 1375000.00000000 PA USD 1171017.05000000 0.047422302098 Long DBT CORP US N 2 2030-02-10 Fixed 2.62500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDM3 494808.28000000 PA USD 458717.77000000 0.018576546487 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 1695000.00000000 PA USD 1654407.89000000 0.066998025992 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -398.00000000 NC USD 163580.64000000 0.006624472741 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 2023-09-20 -50672268.14000000 USD 163580.64000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFC62 56552.16000000 PA USD 55543.85000000 0.002249341488 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Epiroc AB 5493004Q73OEYW1SPE91 000000000 483.00000000 NS 9148.92000000 0.000370500880 Long EC CORP SE N 2 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 17680.00000000 NS USD 1769591.20000000 0.071662567574 Long EC CORP US N 1 N N N SEALED AIR/SEALED AIR US N/A 812127AA6 75000.00000000 PA USD 74442.47000000 0.003014672844 Long DBT CORP US N 2 2028-02-01 Fixed 6.12500000 N N N N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 821.00000000 NS 52174.31000000 0.002112886307 Long EC CORP GB N 2 N N N JBS USA/FOOD/FINANCE N/A 46590XAG1 3000000.00000000 PA USD 2874181.20000000 0.116394794722 Long DBT CORP N/A N 2 2028-02-01 Fixed 5.12500000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111EY5 145000.00000000 PA USD 142949.15000000 0.005788965904 Long DBT CORP US N 2 2039-12-01 Fixed 5.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 1150000.00000000 PA USD 1107323.86000000 0.044842939399 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFXQ5 68111.88000000 PA USD 66415.22000000 0.002689595874 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34532PAA8 1400000.00000000 PA USD 1382009.58000000 0.055966798950 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.52000000 N N N N N N Mitsubishi UFJ Financial Group 353800V2V8PUY9TK3E06 000000000 18200.00000000 NS 134153.55000000 0.005432773310 Long EC CORP JP N 2 N N N Freddie Mac - SCRT N/A 35563PKG3 734526.63000000 PA USD 685913.82000000 0.027777232095 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 000000000 52628.00000000 NS 29174.26000000 0.001181460655 Long EC CORP GB N 2 N N N Vinci SA 213800WFQ334R8UXUG83 000000000 1037.00000000 NS 120494.62000000 0.004879632000 Long EC CORP FR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E3CU5 382226.03000000 PA USD 357862.38000000 0.014492238088 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust 54930070360RBP384M53 36250VAC6 4515108.52000000 PA USD 4273272.99000000 0.173053366455 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.24400000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 57080.00000000 NS USD 19464280.00000000 0.788238707782 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 120000.00000000 PA USD 114304.20000000 0.004628940546 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAD6 1350000.00000000 PA USD 1163160.00000000 0.047104117662 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 000000000 1397.00000000 NS 23575.94000000 0.000954747284 Long EC CORP SE N 2 N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 346000.00000000 PA USD 270777.50000000 0.010965589618 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 585000.00000000 PA USD 601725.44000000 0.024367882257 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 5050.00000000 NS USD 135643.00000000 0.005493091089 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 480000.00000000 PA USD 443917.15000000 0.017977170523 Long DBT CORP FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 3500.00000000 NS USD 773850.00000000 0.031338355388 Long EC CORP US N 1 N N Garmin Ltd 2549001E0HIPIJQ0W046 000000000 4900.00000000 NS USD 511021.00000000 0.020694653626 Long EC CORP CH N 1 N N N Towd Point HE Trust N/A 89181PCL0 317048.34000000 PA USD 315250.42000000 0.012766595203 Long ABS-O CORP US N 2 2063-02-25 Fixed 6.87500000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543DH3 260000.00000000 PA USD 294608.07000000 0.011930648572 Long DBT CORP US N 2 2053-05-15 Fixed 6.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200KC54 17287.17000000 PA USD 17481.10000000 0.000707926503 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Prysmian SpA 529900X0H1IO3RS1A464 000000000 558.00000000 NS 23337.62000000 0.000945096116 Long EC CORP IT N 2 N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 8100.00000000 NS USD 425088.00000000 0.017214652471 Long EC CORP US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 51600.00000000 NS USD 12253968.00000000 0.496245014022 Long EC CORP US N 1 N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 2900.00000000 NS USD 655313.00000000 0.026538000496 Long EC CORP US N 1 N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAM6 450000.00000000 PA USD 441061.61000000 0.017861530635 Long DBT CORP US N 2 2024-08-15 Fixed 4.12500000 N N N N N N Invitation Homes Inc N/A 46187W107 18700.00000000 NS USD 643280.00000000 0.026050703953 Long EC CORP US N 1 N N Octagon Investment Partners 31 5493003JSU68UU09PZ63 67575XAN1 2328192.61000000 PA USD 2312009.34000000 0.093628701115 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.30043000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CQ0 1035000.00000000 PA USD 813027.90000000 0.032924930245 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AG8 550000.00000000 PA USD 437949.31000000 0.017735492820 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJL32 24919.97000000 PA USD 25127.68000000 0.001017587602 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 123.00000000 NS 9837.08000000 0.000398369075 Long EP CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409V7F4 42691.34000000 PA USD 43090.61000000 0.001745026620 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 12737.00000000 NS USD 2561410.70000000 0.103728628044 Long EC CORP US N 1 N N N Jacobs Solutions Inc N/A 46982L108 4200.00000000 NS USD 499338.00000000 0.020221530920 Long EC CORP US N 1 N N N TEACHERS INSURANCE AND ANNUITY 549300SWQCCOXV4X1761 87271LAJ1 1750000.00000000 PA USD 1726335.63000000 0.069910860622 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.45043000 N N N N N N OneMain Financial Issuance Tru N/A 682696AA7 1900000.00000000 PA USD 1695312.62000000 0.068654531730 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75000000 N N N N N N Wells Fargo Commercial Mortgag 549300CFP9NBBMZH1008 95000KBA2 4500000.00000000 PA USD 4144955.40000000 0.167856930146 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.64200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403QQH6 7795.00000000 PA USD 7959.49000000 0.000322332915 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762E102 4600.00000000 NS USD 903670.00000000 0.036595634313 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381T3M5 12523896.49000000 PA USD 255878.23000000 0.010362218657 Long ABS-MBS USGA US N 2 2052-09-20 Floating 0.01000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 7500.00000000 NS USD 1112250.00000000 0.045042431712 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417C4P7 783748.00000000 PA USD 733118.98000000 0.029688884327 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 24661.00000000 NS USD 2213078.14000000 0.089622316021 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SLU9 186399.71000000 PA USD 181131.20000000 0.007335212143 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.50000000 N N N N N N TFS_18-3 N/A 000000000 1.00000000 PA 1.09000000 0.000000044141 Long ABS-MBS CORP N/A N 3 2040-04-16 Fixed 0.00000100 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 1170.00000000 NS USD 3159386.10000000 0.127944646133 Long EC CORP US N 1 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 62898.00000000 NS USD 1083103.56000000 0.043862097674 Long EC CORP US N 1 N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419M100 7700.00000000 NS USD 867174.00000000 0.035117667500 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWG72 982692.41000000 PA USD 944872.75000000 0.038264208872 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BP7 250000.00000000 PA USD 211894.98000000 0.008581043081 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARB20 4340837.85000000 PA USD 3702563.74000000 0.149941536902 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N PENTAIR FINANCE SARL 549300H2U8U8TZPV3T89 709629AR0 2415000.00000000 PA USD 2266062.12000000 0.091767991275 Long DBT CORP LU N 2 2029-07-01 Fixed 4.50000000 N N N N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 4800.00000000 NS USD 431376.00000000 0.017469295592 Long EC CORP US N 1 N N N Industrivarden AB 549300TM1DLIQI3B3T37 000000000 49.00000000 NS 1358.98000000 0.000055034177 Long EC CORP SE N 2 N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AY5 420000.00000000 PA USD 331799.44000000 0.013436775561 Long DBT CORP US N 2 2034-03-15 Fixed 2.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202UFH1 94523.29000000 PA USD 94953.02000000 0.003845282013 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BNJK3 1848264.30000000 PA USD 106153.95000000 0.004298882484 Long ABS-MBS USGSE US N 2 2052-08-25 Floating 0.88345000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PET5 630000.00000000 PA USD 712161.53000000 0.028840177193 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 29287TAA7 400000.00000000 PA USD 330552.00000000 0.013386258383 Long DBT CORP CL N 2 2030-01-28 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGJ3 3469945.74000000 PA USD 3257138.37000000 0.131903288477 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Shimadzu Corp N/A 000000000 1100.00000000 NS 33999.47000000 0.001376865637 Long EC CORP JP N 2 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 8500.00000000 NS USD 694195.00000000 0.028112592387 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 1095000.00000000 PA USD 1006102.20000000 0.040743798282 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Structured Adjustable Rate Mor N/A 86359BGH8 52622.43000000 PA USD 49270.98000000 0.001995311082 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.28210600 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 45988.00000000 NS USD 1839520.00000000 0.074494451772 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3H3 928570.11000000 PA USD 789137.72000000 0.031957457284 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHBE6 1389205.82000000 PA USD 1187476.49000000 0.048088854763 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 29680.00000000 NS USD 14265395.20000000 0.577701136566 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390GBM8 7924.93000000 PA USD 8261.03000000 0.000334544283 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236101 7900.00000000 NS USD 543836.00000000 0.022023552162 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ER69 195365.31000000 PA USD 187847.53000000 0.007607201206 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N Skandinaviska Enskilda Banken F3JS33DEI6XQ4ZBPTN86 000000000 1195.00000000 NS 13217.01000000 0.000535245017 Long EC CORP SE N 2 N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 45168D104 2540.00000000 NS USD 1275664.20000000 0.051660164186 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFU8 4790000.00000000 PA USD 4660202.83000000 0.188722740153 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Jardine Cycle & Carriage Ltd 254900WEP6OCEXFWML09 000000000 2500.00000000 NS 64464.98000000 0.002610617630 Long EC CORP SG N 2 N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 500000.00000000 PA USD 325765.48000000 0.013192420217 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 1050000.00000000 PA USD 926742.66000000 0.037530000429 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N Elevation CLO Ltd 549300TLJB7OIA4JRG73 28622PAA1 309285.87000000 PA USD 306998.39000000 0.012432415389 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 6.54029000 N N N N N N Norsk Hydro ASA 549300N1SDN71ZZ8BO45 000000000 960.00000000 NS 5722.81000000 0.000231754802 Long EC CORP NO N 2 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 7950.00000000 NS USD 751831.50000000 0.030446679251 Long EC CORP US N 1 N N Shell PLC 21380068P1DRHMJ8KU70 000000000 6178.00000000 NS 184300.16000000 0.007463544501 Long EC CORP GB N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W2U1 3295510.28000000 PA USD 2854167.11000000 0.115584290535 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAA8 1140000.00000000 PA USD 1105952.30000000 0.044787395774 Long DBT CORP US N 2 2025-02-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ATWB2 1391676.62000000 PA USD 1302962.68000000 0.052765661980 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 575000.00000000 PA USD 512724.67000000 0.020763646604 Long DBT CORP US N 2 2032-01-31 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405VX85 1847.03000000 PA USD 1865.01000000 0.000075526712 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 7000.00000000 NS USD 1188460.00000000 0.048128683652 Long EC CORP US N 1 N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 471068AP1 200000.00000000 PA USD 196477.06000000 0.007956668517 Long DBT NUSS JP N 2 2024-03-12 Fixed 3.00000000 N N N N N N Westinghouse Air Brake Technol 06BTX5UWZD0GQ5N5Y745 929740108 5751.00000000 NS USD 630712.17000000 0.025541748570 Long EC CORP US N 1 N N N Greenwood Park CLO, Ltd N/A 39729RAB4 1000000.00000000 PA USD 991420.00000000 0.040149217935 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.27029000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591DM1 510000.00000000 PA USD 592958.37000000 0.024012845033 Long DBT USGA US N 2 2030-05-01 Fixed 7.12500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 2817000.00000000 PA USD 1994324.81000000 0.080763532539 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 8200.00000000 NS USD 2885662.00000000 0.116859728999 Long EC CORP US N 1 N N N Pentair PLC 549300EVR9D56WPSRP15 000000000 5377.00000000 NS USD 347354.20000000 0.014066691691 Long EC CORP GB N 1 N N N MFRA Trust N/A 55283QAA2 1692264.33000000 PA USD 1484505.04000000 0.060117524738 Long ABS-MBS CORP US N 2 2060-07-25 Variable 1.13130000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FPG5 198019.77000000 PA USD 196638.19000000 0.007963193747 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N MMAF Equipment Finance LLC N/A 60700DAE8 74796.86000000 PA USD 74475.53000000 0.003016011664 Long ABS-O CORP US N 2 2042-03-10 Fixed 3.61000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 15800.00000000 NS USD 412064.00000000 0.016687223718 Long EC CORP US N 1 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 4500.00000000 NS USD 1103220.00000000 0.044676746697 Long EC CORP US N 1 N N N COMMONBOND STUDENT LOAN TRUST 549300KDXV3I7WKXA522 20268KAA8 485411.49000000 PA USD 438954.41000000 0.017776196032 Long ABS-O CORP US N 2 2042-09-25 Fixed 2.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406RMN2 185273.11000000 PA USD 185400.36000000 0.007508098947 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust N/A 36251XAQ0 3795513.64000000 PA USD 3505719.72000000 0.141970007723 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.17800000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042673 -2000000.00000000 PA USD -1922812.50000000 -0.07786752144 Short ABS-MBS USGSE US N 2 2053-07-15 Fixed 4.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80287EAE5 1385294.88000000 PA USD 1356873.89000000 0.054948886970 Long ABS-O CORP US N 2 2027-09-15 Fixed 0.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJBG7 634336.73000000 PA USD 544965.64000000 0.022069298831 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816109 18900.00000000 NS USD 3292380.00000000 0.133330457470 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 425000.00000000 PA USD 414417.04000000 0.016782514025 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 275000.00000000 PA USD 231444.47000000 0.009372732510 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Assa Abloy AB 549300YECS8HKCIMMB67 000000000 744.00000000 NS 17883.50000000 0.000724222366 Long EC CORP SE N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383RFV4 1210506.78000000 PA USD 20513.25000000 0.000830718509 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGLJ6 935693.44000000 PA USD 827450.99000000 0.033509017498 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 17526.00000000 NS USD 1324264.56000000 0.053628317386 Long EC CORP US N 1 N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040Q104 16000.00000000 NS USD 1294240.00000000 0.052412422404 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGXM6 944205.51000000 PA USD 838420.83000000 0.033953259592 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Sixth Street CLO XVI, Ltd. 549300YD05LZSDNMVF16 83012DAA1 2500000.00000000 PA USD 2479070.00000000 0.100394103111 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 6.57043000 N N N N N N Westrock Co 5493004Z9TCQW68YVL89 96145D105 8744.00000000 NS USD 254188.08000000 0.010293773194 Long EC CORP US N 1 N N N CapitaLand Ascendas REIT 549300ILIBAEMQZK3L20 000000000 2500.00000000 NS 5045.94000000 0.000204343814 Long EC CORP SG N 2 N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 270000.00000000 PA USD 225581.16000000 0.009135287925 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Schindler Holding AG 5299007DRLI319H7Q933 000000000 35.00000000 NS 7878.74000000 0.000319062808 Long EC CORP CH N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCHB7 3167966.41000000 PA USD 2927840.58000000 0.118567821433 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N JD Sports Fashion PLC 213800HROV6Y9MUU8375 000000000 43176.00000000 NS 80203.62000000 0.003247980289 Long EC CORP GB N 2 N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413106 7900.00000000 NS USD 1280274.00000000 0.051846845779 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUUC1 2303014.89000000 PA USD 2020645.69000000 0.081829440779 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391AVP1 1212.34000000 PA USD 1237.92000000 0.000050131649 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N ALFA DESARROLLO SPA 2549006BJAN34R520038 01538TAA3 437830.81000000 PA USD 319069.20000000 0.012921243113 Long DBT CORP CL N 2 2051-09-27 Fixed 4.55000000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 1060000.00000000 PA USD 901646.60000000 0.036513693332 Long DBT CORP LU N 2 2036-08-31 Fixed 3.54500000 N N N N N N GEA Group AG 549300PHUU0ZZWO8EO07 000000000 1945.00000000 NS 81429.51000000 0.003297624763 Long EC CORP DE N 2 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 4475.00000000 NS USD 846983.25000000 0.034300009170 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFCN6 344351.96000000 PA USD 312457.18000000 0.012653478258 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.00000000 N N N N N N 2023-08-28 Prudential Series Fund Christian J. Kelly Christian J. Kelly Chief Financial Officer