0001752724-24-042813.txt : 20240227 0001752724-24-042813.hdr.sgml : 20240227 20240227142235 ACCESSION NUMBER: 0001752724-24-042813 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231229 FILED AS OF DATE: 20240227 DATE AS OF CHANGE: 20240227 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PRUDENTIAL SERIES FUND CENTRAL INDEX KEY: 0000711175 ORGANIZATION NAME: 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: 24685313 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 2023-12-29 N 2663380719.63 128940990.96 2534439728.67 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15743854.58000000 39296805.60000000 0.00000000 1223326.76000000 EUR USD N Blended Custom Benchmark N/A Telenor ASA 549300IM1QSBY4SLPM26 000000000 1675.00000000 NS 19223.48000000 0.000758490319 Long EC CORP NO N 2 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 80000.00000000 PA USD 72044.08000000 0.002842603798 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918K108 1600.00000000 NS USD 167616.00000000 0.006613532691 Long EC CORP US N 1 N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 12060.00000000 NS USD 1496525.40000000 0.059047582906 Long EC CORP US N 1 N N N Aflac Inc 549300N0B7DOGLXWPP39 001055102 16400.00000000 NS USD 1353000.00000000 0.053384579822 Long EC CORP US N 1 N N N SEALED AIR/SEALED AIR US N/A 812127AA6 75000.00000000 PA USD 75749.67000000 0.002988813233 Long DBT CORP US N 2 2028-02-01 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 6621261.97000000 PA USD 5436190.82000000 0.214492803222 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCLC0 1366760.07000000 PA USD 1164331.55000000 0.045940392143 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLT7 2448894.27000000 PA USD 2190854.23000000 0.086443335196 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 436396.64000000 PA USD 369545.09000000 0.014580938178 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.00000000 N N N N N N Dassault Systemes SE 96950065LBWY0APQIM86 000000000 535.00000000 NS 26186.81000000 0.001033238616 Long EC CORP FR N 2 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 34700.00000000 NS USD 5018661.00000000 0.198018557838 Long EC CORP US N 1 N N N COMM Mortgage Trust N/A 12592MBJ8 3006635.19000000 PA USD 2961186.29000000 0.116837905297 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.64800000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 17280.00000000 NS USD 1889049.60000000 0.074535195239 Long EC CORP US N 1 N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236101 7300.00000000 NS USD 519103.00000000 0.020481962704 Long EC CORP US N 1 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 4000.00000000 NS USD 252200.00000000 0.009950917244 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WTZ1 2548376.33000000 PA USD 2306648.59000000 0.091012169826 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 251997.71000000 PA USD 244351.44000000 0.009641240911 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 13400.00000000 NS USD 1824276.00000000 0.071979458787 Long EC CORP US N 1 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 1156.00000000 NS 17150.57000000 0.000676700645 Long EC CORP SE N 2 N N N Morgan Stanley Capital I Trust N/A 61769JAZ4 5000000.00000000 PA USD 4546661.50000000 0.179395132129 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.15800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCHB7 2838354.76000000 PA USD 2668562.68000000 0.105292015817 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 3188.00000000 NS 76650.05000000 0.003024339033 Long EC CORP DE N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200KAQ0 31484.71000000 PA USD 31825.29000000 0.001255713033 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7K2 3516753.49000000 PA USD 3151785.97000000 0.124358292459 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Fortescue Ltd 529900VEJFORCO6I4826 000000000 1630.00000000 NS 32139.27000000 0.001268101570 Long EC CORP AU N 2 N N N Sandoz Group AG 5493000JWK6XWFEUD320 000000000 506.00000000 NS 16280.08000000 0.000642354198 Long EC CORP CH N 1 N N N LY Corp 52990078MD2OL792YM35 000000000 1600.00000000 NS 5658.06000000 0.000223246973 Long EC CORP JP N 2 N N N VECTOR GROUP LTD 549300TUIF4WWN6NDN50 92240MBL1 875000.00000000 PA USD 801067.94000000 0.031607298881 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N Auto Trader Group PLC 213800QLK9BZILB1DI86 000000000 588.00000000 NS 5401.75000000 0.000213133890 Long EC CORP GB N 2 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 650000.00000000 PA USD 559285.68000000 0.022067428697 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Imperial Brands PLC 549300DFVPOB67JL3A42 000000000 665.00000000 NS 15313.48000000 0.000604215591 Long EC CORP GB N 2 N N N Swire Pacific Ltd 549300KZOZHII0DGF611 000000000 500.00000000 NS 4234.82000000 0.000167090972 Long EC CORP HK N 2 N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KPU7 904512.05000000 PA USD 901552.40000000 0.035572059173 Long ABS-MBS CORP US N 2 2042-01-25 Floating 6.33743000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DB92 358477.22000000 PA USD 332664.13000000 0.013125746342 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 8500.00000000 NS USD 379780.00000000 0.014984771415 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 1585000.00000000 PA USD 1341433.62000000 0.052928211502 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 12901.00000000 NS USD 1154252.47000000 0.045542707405 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDZ6 550000.00000000 PA USD 538838.98000000 0.021260674456 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 34000.00000000 NS USD 2901560.00000000 0.114485263436 Long EC CORP US N 1 N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 5300.00000000 NS USD 355100.00000000 0.014010986175 Long EC CORP US N 1 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAJ6 1640000.00000000 PA USD 1721831.08000000 0.067937345699 Long DBT CORP FR N 2 2029-10-03 Fixed 6.31600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EWYT6 582586.49000000 PA USD 548921.29000000 0.021658486638 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAH3 2105000.00000000 PA USD 2028584.54000000 0.080040748929 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 5100.00000000 NS USD 573342.00000000 0.022622041215 Long EC CORP US N 1 N N Rheinmetall AG 5299001OU9CSE29O6S05 000000000 35.00000000 NS 11099.77000000 0.000437957544 Long EC CORP DE N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFH7 745000.00000000 PA USD 737345.07000000 0.029093020507 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE74 952729.84000000 PA USD 942543.91000000 0.037189438728 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340102 7600.00000000 NS USD 718656.00000000 0.028355616109 Long EC CORP US N 1 N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 4750.00000000 NS USD 560975.00000000 0.022134083271 Long EC CORP US N 1 N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 1500.00000000 NS USD 734985.00000000 0.028999900517 Long EC CORP US N 1 N N N Chugai Pharmaceutical Co Ltd 529900T9LAII161DCN95 000000000 500.00000000 NS 18889.18000000 0.000745300027 Long EC CORP JP N 2 N N N BNPP IP Euro CLO 635400VGNU8T62DHAX91 000000000 1750000.00000000 PA 1898592.81000000 0.074911736448 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 4.56500000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 38000.00000000 NS USD 1323540.00000000 0.052222192740 Long EC CORP US N 1 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 200000.00000000 PA USD 179509.79000000 0.007082819447 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 12800.00000000 NS USD 2982016.00000000 0.117659771754 Long EC CORP US N 1 N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AL4 1000000.00000000 PA USD 940312.50000000 0.037101395206 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6E97 119162.47000000 PA USD 119835.83000000 0.004728296697 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WR34 451739.46000000 PA USD 409151.16000000 0.016143653185 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 8900.00000000 NS USD 516823.00000000 0.020392001993 Long EC CORP US N 1 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AA6 345000.00000000 PA USD 361094.11000000 0.014247492489 Long DBT CORP US N 2 2030-08-02 Fixed 6.34300000 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 9700.00000000 NS USD 1362850.00000000 0.053773225876 Long EC CORP US N 1 N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 3200.00000000 NS USD 571392.00000000 0.022545101133 Long EC CORP US N 1 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 10013.00000000 NS USD 842794.21000000 0.033253669458 Long EC CORP US N 1 N N N BELLEMEADE RE LT N/A 078777AA7 1500000.00000000 PA USD 1489249.50000000 0.058760501705 Long ABS-MBS CORP US N 2 2031-09-25 Floating 6.33743000 N N N N N N PGIM Institutional Money Market Fund - D N/A 000000000 63510276.46100000 NS USD 63491223.38000000 2.505138420210 Long STIV RF US N 1 N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 41402.17000000 0.001633582741 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 41402.17000000 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 4940.00000000 NS USD 1194245.00000000 0.047120670753 Long EC CORP US N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 29903.00000000 NS USD 579520.14000000 0.022865808701 Long EC CORP US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 2657.00000000 NS 82530.63000000 0.003256365857 Long EC CORP CH N 2 N N N Brother Industries Ltd 549300O5FACQ67KI6R92 114813108 4900.00000000 NS 78032.53000000 0.003078886789 Long EC CORP JP N 2 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 19700.00000000 NS USD 792531.00000000 0.031270461516 Long EC CORP US N 1 N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413106 7800.00000000 NS USD 1836978.00000000 0.072480634643 Long EC CORP US N 1 N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 725000.00000000 PA USD 739954.65000000 0.029195985275 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 222136.00000000 NS USD 3727442.08000000 0.147071640245 Long EC CORP US N 1 N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604301 33778.00000000 NS USD 4311086.14000000 0.170100164199 Long EC CORP US N 1 N N N Gecina SA 9695003E4MMA10IBTR26 000000000 44.00000000 NS 5356.52000000 0.000211349275 Long EC CORP FR N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179R4D8 502946.64000000 PA USD 462854.37000000 0.018262591323 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80285XAE5 900000.00000000 PA USD 911399.22000000 0.035960579756 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.77000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFCN6 313147.96000000 PA USD 290913.03000000 0.011478396061 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 2100000.00000000 PA USD 1752900.14000000 0.069163220579 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 6800.00000000 NS USD 924460.00000000 0.036475911797 Long EC CORP US N 1 N N N Countrywide Asset-Backed Certi N/A 126671Z25 129570.63000000 PA USD 128555.31000000 0.005072336443 Long ABS-O CORP US N 2 2034-03-25 Floating 6.22043000 N N N N N N Oversea-Chinese Banking Corp L 5493007O3QFXCPOGWK22 000000000 7000.00000000 NS 68875.88000000 0.002717597866 Long EC CORP SG N 2 N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2A6 445000.00000000 PA USD 439519.27000000 0.017341871066 Long DBT CORP US Y 2 2024-04-29 Fixed 1.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6C24 2104340.13000000 PA USD 2065810.38000000 0.081509548506 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 585000.00000000 PA USD 625311.86000000 0.024672587512 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Holcim AG 529900EHPFPYHV6IQO98 000000000 411.00000000 NS 32280.53000000 0.001273675188 Long EC CORP CH N 2 N N N News Corp 549300ITS31QK8VRBQ14 65249B208 3500.00000000 NS USD 90020.00000000 0.003551869826 Long EC CORP US N 1 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BF4 1375000.00000000 PA USD 1201989.95000000 0.047426259003 Long DBT CORP US N 2 2030-02-10 Fixed 2.62500000 N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 5205.00000000 NS USD 713501.40000000 0.028152233881 Long EC CORP US N 1 N N N eBay Inc OML71K8X303XQONU6T67 278642103 16500.00000000 NS USD 719730.00000000 0.028397992339 Long EC CORP US N 1 N N N OneMain Direct Auto Receivable N/A 68267EAA2 4100000.00000000 PA USD 4014802.82000000 0.158409875547 Long ABS-O CORP US N 2 2027-09-14 Fixed 3.63000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 7740.00000000 NS USD 869976.00000000 0.034326166456 Long EC CORP US N 1 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -67917.90000000 -0.00267979937 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2499983.00000000 EUR 2693504.18000000 USD 2024-01-12 -67917.90000000 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 213941.00000000 NS USD 7203393.47000000 0.284220350103 Long EC CORP US N 1 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 3190000.00000000 PA USD 2850563.27000000 0.112473113396 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 10300.00000000 NS USD 598842.00000000 0.023628180746 Long EC CORP US N 1 N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073E105 5100.00000000 NS USD 1047438.00000000 0.041328187376 Long EC CORP US N 1 N N N OREGON ST DEPT OF TRANSPRTN HI N/A 68607DNL5 425000.00000000 PA USD 463287.87000000 0.018279695696 Long DBT MUN US N 2 2034-11-15 Fixed 5.83400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRE6 901055.14000000 PA USD 890710.81000000 0.035144288495 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859102 3810.00000000 NS USD 1744256.10000000 0.068822157428 Long EC CORP US N 1 N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 18500.00000000 NS USD 1833905.00000000 0.072359384966 Long EC CORP US N 1 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 000000000 23867.00000000 NS 193083.20000000 0.007618378050 Long EC CORP GB N 2 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 56882.00000000 NS USD 5135875.78000000 0.202643437202 Long EC CORP US N 1 N N N Eiffage SA 969500OQXKE5WDM9M994 000000000 642.00000000 NS 68919.11000000 0.002719303569 Long EC CORP FR N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NYQ8 35658.10000000 PA USD 36750.82000000 0.001450056972 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WQB7 1292804.10000000 PA USD 1170983.79000000 0.046202865933 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7B5 2669975.12000000 PA USD 2196416.56000000 0.086662805003 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRY8 270000.00000000 PA USD 260741.66000000 0.010287940843 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6N30 838877.54000000 PA USD 756780.20000000 0.029859861784 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 000000000 700.00000000 NS 17114.79000000 0.000675288893 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VYK2 15305.16000000 PA USD 15874.85000000 0.000626365260 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 195000.00000000 PA USD 123686.55000000 0.004880232447 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -465962.18000000 -0.01838521448 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 US TREASURY N/B United States Treasury Note/Bond Y 2024-01-19 0.00000000 USD 0.00000000 USD 20659691.47000000 USD -465962.18000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 3200000.00000000 PA USD 2945838.08000000 0.116232319383 Long DBT CORP FR N 2 2026-12-14 Fixed 1.48800000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AC2 980000.00000000 PA USD 947135.41000000 0.037370603028 Long DBT CORP CH N 2 2028-01-09 Fixed 4.28200000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CN8 985000.00000000 PA USD 933529.39000000 0.036833757750 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 194.00000000 NC USD 334460.83000000 0.013196637750 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 2024-03-28 39612867.22000000 USD 334460.83000000 N N N Daiwa Securities Group Inc 353800WRC7Y23PWFJG38 000000000 1100.00000000 NS 7383.40000000 0.000291322769 Long EC CORP JP N 2 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 4300.00000000 NS USD 1030151.00000000 0.040646103687 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYL2 249525.97000000 PA USD 232818.26000000 0.009186182546 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 300000.00000000 PA USD 288916.14000000 0.011399605866 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Pentair PLC 549300EVR9D56WPSRP15 000000000 5377.00000000 NS USD 390961.67000000 0.015425960443 Long EC CORP GB N 1 N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CJ7 1555000.00000000 PA USD 1216447.47000000 0.047996701450 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 18300.00000000 NS USD 528504.00000000 0.020852892811 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 7600.00000000 NS USD 543020.00000000 0.021425642671 Long EC CORP US N 1 N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 3900.00000000 NS USD 217659.00000000 0.008588051928 Long EC CORP US N 1 N N N Blackstone Inc 5299004LW4QWGZUB8Y96 09260D107 22000.00000000 NS USD 2880240.00000000 0.113644051875 Long EC CORP US N 1 N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H96B0 4501278.00000000 PA USD 3542043.50000000 0.139756470036 Long ABS-MBS USGSE US N 2 2055-01-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296SU61 25046.89000000 PA USD 25828.58000000 0.001019104132 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284106 1880.00000000 NS USD 937950.80000000 0.037008210903 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403QQH6 7525.05000000 PA USD 7839.92000000 0.000309335428 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N Skandinaviska Enskilda Banken F3JS33DEI6XQ4ZBPTN86 000000000 1195.00000000 NS 16491.84000000 0.000650709496 Long EC CORP SE N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225A6X3 167.86000000 PA USD 166.35000000 0.000006563580 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 6.50000000 N N N N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 10093.00000000 NS USD 1439665.52000000 0.056804093769 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AQ1 1100000.00000000 PA USD 1045000.00000000 0.041231992545 Long DBT CORP CH Y 2 2026-06-05 Fixed 2.19300000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 7250.00000000 NS USD 1630380.00000000 0.064329010532 Long EC CORP US N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 1110.00000000 NS USD 3937414.20000000 0.155356395161 Long EC CORP US N 1 N N N Xero Ltd 254900UG5D8YST164N14 000000000 1309.00000000 NS 99861.70000000 0.003940188392 Long EC CORP NZ N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 1030000.00000000 PA USD 983030.24000000 0.038786885672 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYT1 1655647.70000000 PA USD 1508167.59000000 0.059506942419 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N JEFFERSON MILL CLO LTD 549300RV1TCF15DHXS87 47421MAW3 4236701.86000000 PA USD 4236582.39000000 0.167160510548 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 6.85243000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 425000.00000000 PA USD 422140.91000000 0.016656182635 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N AmeriCredit Automobile Receiva N/A 03066JAE3 900000.00000000 PA USD 834380.64000000 0.032921699836 Long ABS-O CORP US N 2 2027-08-18 Fixed 1.41000000 N N N N N N Santander Drive Auto Receivabl N/A 802927AF0 1600000.00000000 PA USD 1626485.60000000 0.064175351325 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.04000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 131000.00000000 NS USD 6582750.00000000 0.259731960698 Long EC CORP US N 1 N N N Freddie Mac - SCRT N/A 35563PKG3 691515.08000000 PA USD 651639.42000000 0.025711379624 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179M5K2 120025.59000000 PA USD 106724.57000000 0.004210972894 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 1635000.00000000 PA USD 1640829.72000000 0.064741319410 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKQH6 4775699.08000000 PA USD 4444002.85000000 0.175344586013 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401WBQ1 17970.36000000 PA USD 18009.53000000 0.000710592159 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.50000000 N N N N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 1030.00000000 NS 114609.81000000 0.004522096489 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B9GC5 732415.16000000 PA USD 100041.61000000 0.003947287002 Long ABS-MBS USGSE US N 2 2050-04-25 Floating 0.59809000 N N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 5750.00000000 NS USD 641125.00000000 0.025296517914 Long EC CORP US N 1 N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 9300.00000000 NS USD 298623.00000000 0.011782604124 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8R30 140703.85000000 PA USD 137406.74000000 0.005421582468 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Heidelberg Materials AG LZ2C6E0W5W7LQMX5ZI37 000000000 672.00000000 NS 60068.86000000 0.002370104103 Long EC CORP DE N 2 N N N Hikma Pharmaceuticals PLC 549300BNS685UXH4JI75 000000000 198.00000000 NS 4511.84000000 0.000178021199 Long EC CORP JO N 2 N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAE2 1375000.00000000 PA USD 1130867.69000000 0.044620026951 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFZ42 81900.87000000 PA USD 81911.62000000 0.003231941918 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419M100 7400.00000000 NS USD 846264.00000000 0.033390575061 Long EC CORP US N 1 N N N Crown Castle Inc 54930012H97VSM0I2R19 22822V101 13500.00000000 NS USD 1555065.00000000 0.061357347835 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAE5 935000.00000000 PA USD 914447.20000000 0.036080842233 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK4C6 226349.89000000 PA USD 214044.10000000 0.008445420799 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAC9 745000.00000000 PA USD 714462.45000000 0.028190153504 Long DBT NUSS IN N 2 2028-02-01 Fixed 3.87500000 N N N N N N JP Morgan Mortgage Trust N/A 46630GAM7 8168.17000000 PA USD 8069.64000000 0.000318399364 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.67375000 N N N N N N La Francaise des Jeux SAEM 969500R4CLSQFTYYI535 000000000 147.00000000 NS 5339.75000000 0.000210687590 Long EC CORP FR N 2 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 8500.00000000 NS USD 252195.00000000 0.009950719961 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBU3 2681568.14000000 PA USD 2472631.26000000 0.097561257110 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Computershare Ltd N/A 000000000 480.00000000 NS 7994.58000000 0.000315437763 Long EC CORP AU N 2 N N N New World Development Co Ltd 2549008GWMWXTIRL4S48 000000000 3000.00000000 NS 4651.56000000 0.000183534054 Long EC CORP HK N 2 N N N Interpublic Group of Cos Inc/T 5493008IUOJ5VWTRC333 460690100 11831.00000000 NS USD 386163.84000000 0.015236655093 Long EC CORP US N 1 N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 705000.00000000 PA USD 691863.10000000 0.027298463331 Long DBT CORP GB N 2 2029-05-16 Fixed 4.97200000 N N N N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 1520.00000000 NS USD 314214.40000000 0.012397785453 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 409354.20000000 0.016151664423 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2024-02-23 0.00000000 USD 0.00000000 USD 21886850.24000000 USD 409354.20000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DN81 2833339.88000000 PA USD 2677572.35000000 0.105647505431 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJY7 1930000.00000000 PA USD 1907249.64000000 0.075253304248 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 7100.00000000 NS USD 254535.00000000 0.010043048059 Long EC CORP US N 1 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 3800.00000000 NS USD 549024.00000000 0.021662539210 Long EC CORP US N 1 N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 18100.00000000 NS USD 1172337.00000000 0.046256258799 Long EC CORP US N 1 N N N Fresenius Medical Care AG 549300CP8NY40UP89Q40 000000000 1058.00000000 NS 44233.15000000 0.001745283168 Long EC CORP DE N 2 N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 2725.00000000 NS 40860.14000000 0.001612196160 Long EC CORP NL N 2 N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 59562VAP2 335000.00000000 PA USD 357390.84000000 0.014101374594 Long DBT CORP US N 2 2037-05-15 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEJ8 625124.33000000 PA USD 591277.17000000 0.023329699393 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 56755.00000000 NS USD 20242238.30000000 0.798686907840 Long EC CORP US N 1 N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 28300.00000000 NS USD 1023045.00000000 0.040365726137 Long EC CORP US N 1 N N N JFE Holdings Inc 3538002Y11Y03NA9B530 000000000 1600.00000000 NS 24753.94000000 0.000976702650 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390GBM8 7453.54000000 PA USD 7730.12000000 0.000305003110 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N Kenvue Inc 5493008HSF8L4M2LIJ82 49177J102 53700.00000000 NS USD 1156161.00000000 0.045618011228 Long EC CORP US N 1 N N N STRIPS 254900HROIFWPRGM1V77 912834MZ8 1910000.00000000 PA USD 796529.69000000 0.031428235636 Long DBT UST US N 2 2043-11-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410QPE5 10361.41000000 PA USD 10915.69000000 0.000430694400 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RBX6 427355.14000000 PA USD 404004.22000000 0.015940573193 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 5600.00000000 NS USD 342776.00000000 0.013524724858 Long EC CORP US N 1 N N N Dassault Aviation SA 969500CVFTUT88V8QN95 000000000 25.00000000 NS 4953.25000000 0.000195437671 Long EC CORP FR N 2 N N N CoStar Group Inc N/A 22160N109 12700.00000000 NS USD 1109853.00000000 0.043790861840 Long EC CORP US N 1 N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AD2 3770000.00000000 PA USD 3634616.28000000 0.143409063505 Long DBT CORP US N 2 2024-12-13 Fixed 1.62500000 N N N N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 3207.00000000 NS USD 361140.27000000 0.014249313799 Long EC CORP US N 1 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 780000.00000000 PA USD 656109.64000000 0.025887758646 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 78.00000000 NS 5596.39000000 0.000220813694 Long EC CORP DE N 2 N N N ENERGIAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 84000.00000000 PA USD 73631.25000000 0.002905227895 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N CarMax Auto Owner Trust N/A 14317JAG2 600000.00000000 PA USD 554392.62000000 0.021874365909 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.38000000 N N N N N N Wellfleet CLO Ltd 254900TEETF3L54VTH19 94950HAA3 1763842.54000000 PA USD 1763585.90000000 0.069584842758 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 6.81444000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 350000.00000000 PA USD 350984.07000000 0.013848586179 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -12311.75000000 -0.00048577797 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -2777236.33000000 EUR 3055357.80000000 USD 2024-01-12 -12311.75000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409G6N1 83409.33000000 PA USD 85033.75000000 0.003355130091 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 39883.00000000 NS USD 3149161.68000000 0.124254747286 Long EC CORP US N 1 N N N Keisei Electric Railway Co Ltd 529900VNP95IIHXPCY17 000000000 100.00000000 NS 4719.07000000 0.000186197759 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWS9 421252.52000000 PA USD 392260.29000000 0.015477199381 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 124780.00000000 NS USD 5471603.00000000 0.215890042209 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage N/A 17325HBN3 3563605.56000000 PA USD 3374374.18000000 0.133140833527 Long ABS-MBS CORP US N 2 2050-04-14 Fixed 3.44200000 N N N N N N TCW CLO 2021-2, Ltd. N/A 87190MAC2 4750000.00000000 PA USD 4738990.45000000 0.186983750151 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 6.81983000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591DM1 435000.00000000 PA USD 506376.83000000 0.019979833186 Long DBT USGA US N 2 2030-05-01 Fixed 7.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BFQ8 43194.63000000 PA USD 44885.42000000 0.001771019428 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 4500.00000000 NS USD 421200.00000000 0.016619057665 Long EC CORP US N 1 N N N IDEX Corp 549300U5Y5EL6PHYLF13 45167R104 2310.00000000 NS USD 501524.10000000 0.019788361677 Long EC CORP US N 1 N N N TEPCO 5299004EMJ3R4RVR5Y75 000000000 1300.00000000 NS 6803.06000000 0.000268424611 Long EC CORP JP N 2 N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 63900.00000000 NS USD 3934323.00000000 0.155234427376 Long EC CORP US N 1 N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MFJ7 3195000.00000000 PA USD 3716150.25000000 0.146626104695 Long DBT USGSE US N 2 2030-01-15 Fixed 7.12500000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 6800.00000000 NS USD 534956.00000000 0.021107465841 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414GYU7 21860.20000000 PA USD 22832.65000000 0.000900895363 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 800000.00000000 PA 903605.15000000 0.035653053405 Long DBT NUSS RO N 2 2026-09-27 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GKGW0 115658.04000000 PA USD 112696.61000000 0.004446608405 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAL9 800000.00000000 PA USD 740425.28000000 0.029214554665 Long DBT CORP ES N 2 2026-03-25 Fixed 1.84900000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 11819.00000000 NS USD 1753466.84000000 0.069185580551 Long EC CORP US N 1 N N N Smiths Group PLC 213800MJL6IPZS3ASA11 000000000 286.00000000 NS 6419.39000000 0.000253286354 Long EC CORP GB N 2 N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 1475000.00000000 PA USD 1452698.06000000 0.057318311560 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 100000.00000000 PA USD 85780.00000000 0.003384574469 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298PVR8 9749.74000000 PA USD 10070.26000000 0.000397336732 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.00000000 N N N N N N GS Mortgage Securities Trust N/A 36260XAA4 1063976.15000000 PA USD 1051596.47000000 0.041492265848 Long ABS-MBS CORP US N 2 2035-11-21 Floating 6.17638000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCY34 462764.08000000 PA USD 413553.65000000 0.016317359822 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 2090000.00000000 PA USD 1955380.11000000 0.077152361836 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 3300.00000000 NS USD 837177.00000000 0.033032034280 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 750000.00000000 PA USD 619545.05000000 0.024445049649 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N Navient Student Loan Trust N/A 63941GAB0 477788.40000000 PA USD 440627.07000000 0.017385580924 Long ABS-O CORP US N 2 2069-01-15 Fixed 2.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402UR87 45550.87000000 PA USD 45659.58000000 0.001801565035 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190104 1540.00000000 NS USD 159390.00000000 0.006288963915 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA52 2101436.66000000 PA USD 1725438.26000000 0.068079672224 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 2200.00000000 NS USD 477356.00000000 0.018834774194 Long EC CORP US N 1 N N N NN Group NV 724500OHYNDT9OY6Q215 000000000 1840.00000000 NS 72718.39000000 0.002869209678 Long EC CORP NL N 2 N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 9703.00000000 NS USD 508146.11000000 0.020049642698 Long EC CORP US N 1 N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CZ9 2045000.00000000 PA USD 1966589.26000000 0.077594635127 Long DBT CORP US N 2 2053-12-01 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406EUC6 591.60000000 PA USD 593.01000000 0.000023398070 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.50000000 N N N N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 000000000 72.00000000 NS 5962.09000000 0.000235242919 Long EC CORP NL N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -521772.23000000 -0.02058728105 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 US TREASURY N/B United States Treasury Note/Bond Y 2024-01-23 0.00000000 USD 0.00000000 USD 21371340.40000000 USD -521772.23000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LEG6 40936.24000000 PA USD 39875.52000000 0.001573346548 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 16700.00000000 NS USD 1506006.00000000 0.059421653747 Long EC CORP US N 1 N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 1000000.00000000 PA USD 756259.86000000 0.029839331014 Long DBT CORP US Y 2 2031-11-15 Fixed 4.50000000 N N N N N N Volvo AB 549300HGV012CNC8JD22 928856301 4831.00000000 NS 125702.64000000 0.004959780206 Long EC CORP SE N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCB6 770000.00000000 PA USD 744128.00000000 0.029360650860 Long DBT CORP MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N ANA Holdings Inc 5493008IRKIY0G3TE305 000000000 200.00000000 NS 4333.11000000 0.000170969147 Long EC CORP JP N 2 N N N Nomura Real Estate Holdings In 353800UZ91CT24OL9P59 000000000 3200.00000000 NS 83969.45000000 0.003313136589 Long EC CORP JP N 2 N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 1150000.00000000 PA USD 1119807.90000000 0.044183646875 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N KKR Financial CLO Ltd N/A 48255VAA0 5000000.00000000 PA USD 5002547.50000000 0.197382776296 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.26582000 N N N N N N QBE Insurance Group Ltd 549300D2FBW76FPUSG65 000000000 1081.00000000 NS 10953.33000000 0.000432179541 Long EC CORP AU N 2 N N N Kone Oyj 2138001CNF45JP5XZK38 000000000 268.00000000 NS 13405.66000000 0.000528939782 Long EC CORP FI N 2 N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAB9 500000.00000000 PA USD 458320.00000000 0.018083681170 Long DBT CORP QA N 2 2026-09-12 Fixed 1.37500000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607107 4720.00000000 NS USD 2430375.20000000 0.095893982899 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DW65 1442386.42000000 PA USD 1241683.33000000 0.048992418953 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 2.00000000 N N N N N N Welltower Inc 254900F33BIAR82QTA19 95040Q104 17300.00000000 NS USD 1559941.00000000 0.061549737496 Long EC CORP US N 1 N N N A O Smith Corp 549300XG4US7UJNECY36 831865209 3700.00000000 NS USD 305028.00000000 0.012035322700 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383RFV4 1107976.80000000 PA USD 39682.74000000 0.001565740133 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SLU9 175151.47000000 PA USD 171992.38000000 0.006786209119 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 9870000.00000000 PA USD 7532043.75000000 0.297187724166 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 6000.00000000 NS USD 791940.00000000 0.031247142752 Long EC CORP US N 1 N N N Expedia Group Inc N/A 30212P303 4250.00000000 NS USD 645107.50000000 0.025453653235 Long EC CORP US N 1 N N N Jabil Inc 5493000CGCQY2OQU7669 466313103 4000.00000000 NS USD 509600.00000000 0.020107008039 Long EC CORP US N 1 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022618 -3000000.00000000 PA USD -2551875.00000000 -0.10068793394 Short ABS-MBS USGSE US N 2 2054-01-15 Fixed 2.50000000 N N N N N N Solvay SA 549300MMVL80RTBP3O28 000000000 806.00000000 NS 24703.04000000 0.000974694316 Long EC CORP BE N 2 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 1770000.00000000 PA USD 1737417.77000000 0.068552341187 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N BOF URSA FUNDING N/A 097093AC2 648180.26000000 PA USD 651946.64000000 0.025723501436 Long ABS-O CORP US N 2 2032-07-26 Fixed 6.63200000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 480000.00000000 PA USD 458250.58000000 0.018080942103 Long DBT CORP FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FY2 144453.10000000 PA USD 140546.37000000 0.005545461129 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4S6 169934.73000000 PA USD 167460.25000000 0.006607387348 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF7J4 4323952.40000000 PA USD 3866994.65000000 0.152577889553 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298SZC1 80451.28000000 PA USD 83093.60000000 0.003278578656 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Everest Group Ltd 549300N24XF2VV0B3570 000000000 1240.00000000 NS USD 438439.20000000 0.017299255336 Long EC CORP BM N 1 N N N Wartsila OYJ Abp 743700G7A9J1PHM3X223 000000000 420.00000000 NS 6104.03000000 0.000240843367 Long EC CORP FI N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 381537.36000000 PA USD 346545.64000000 0.013673461478 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 45129.44000000 0.001780647592 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y 2024-02-12 0.00000000 USD 0.00000000 USD 32872065.06000000 USD 45129.44000000 N N N Wells Fargo Commercial Mortgag N/A 95002UAD3 5000000.00000000 PA USD 4174471.50000000 0.164709835186 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 1.81000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 13710.00000000 NS USD 6675124.80000000 0.263376742579 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225ASB7 37.38000000 PA USD 37.90000000 0.000001495399 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 000000000 400.00000000 NS 16295.94000000 0.000642979977 Long EC CORP JP N 2 N N N Aristocrat Leisure Ltd 529900TE2HO3OZKYKC27 000000000 439.00000000 NS 12196.97000000 0.000481249163 Long EC CORP AU N 2 N N N Toyota Tsusho Corp 549300CEE2ENIUJNXB84 000000000 700.00000000 NS 41077.53000000 0.001620773598 Long EC CORP JP N 2 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 10500.00000000 NS USD 1275855.00000000 0.050340711817 Long EC CORP US N 1 N N N Garmin Ltd 2549001E0HIPIJQ0W046 000000000 4900.00000000 NS USD 629846.00000000 0.024851488590 Long EC CORP CH N 1 N N SFS Auto Receivables Securitiz N/A 78398AAG8 300000.00000000 PA USD 301224.21000000 0.011885238642 Long ABS-O CORP US N 2 2031-02-20 Fixed 5.97000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 3050000.00000000 PA USD 2995123.00000000 0.118176927473 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N Adecco Group AG NI14Y5UMU60O7JE9P611 000000000 140.00000000 NS 6875.89000000 0.000271298225 Long EC CORP CH N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297B4V1 78234.84000000 PA USD 80677.25000000 0.003183238057 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 670000.00000000 PA USD 639294.57000000 0.025224295640 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N Westrock Co 5493004Z9TCQW68YVL89 96145D105 7744.00000000 NS USD 321530.88000000 0.012686467796 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205G6R7 83.75000000 PA USD 84.92000000 0.000003350641 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 229500.34000000 PA USD 222536.70000000 0.008780508665 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189TAJ3 735000.00000000 PA USD 796676.30000000 0.031434020347 Long DBT CORP US N 2 2028-08-01 Fixed 6.70000000 N N N N N N Sonic Healthcare Ltd 549300NQQ5L2NONWR862 000000000 3963.00000000 NS 86594.46000000 0.003416710171 Long EC CORP AU N 2 N N N KDX Realty Investment Corp 353800FFT483NCIHFY42 000000000 5.00000000 NS 5695.17000000 0.000224711202 Long EC CORP JP N 2 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 15956.00000000 NS USD 584946.96000000 0.023079931764 Long EC CORP US N 1 N N SALLY HOLDINGS/SALLY CAP N/A 79546VAL0 1020000.00000000 PA USD 1019541.32000000 0.040227483355 Long DBT CORP US N 2 2025-12-01 Fixed 5.62500000 N N N N N N Hermes International SCA 969500Y4IJGHJE2MTJ13 000000000 67.00000000 NS 142409.53000000 0.005618974812 Long EC CORP FR N 2 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 515000.00000000 PA USD 519640.79000000 0.020503181990 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 7698.01000000 0.000303736163 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 7698.01000000 N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 1800.00000000 NS USD 592614.00000000 0.023382445962 Long EC CORP US N 1 N N MARS INC 54930073HKEO6GZBSS03 571676AN5 535000.00000000 PA USD 382798.86000000 0.015103884920 Long DBT CORP US N 2 2040-07-16 Fixed 2.37500000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 18000.00000000 NS USD 1172520.00000000 0.046263479329 Long EC CORP US N 1 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 35700.00000000 NS USD 3349017.00000000 0.132140329166 Long EC CORP US N 1 N N N BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD -145656.98000000 -0.00574710766 N/A DFE CORP US N 2 BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 -15664829.00000000 EUR 17157342.58000000 USD 2024-01-12 -145656.98000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383PNA5 3365275.67000000 PA USD 110930.93000000 0.004376940936 Long ABS-MBS USGA US N 2 2052-03-20 Floating 0.01000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 390000.00000000 PA USD 454889.13000000 0.017948311212 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N Bank Hapoalim BM B6ARUI4946ST4S7WOU88 000000000 1067.00000000 NS 9585.48000000 0.000378209033 Long EC CORP IL N 2 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AS2 885000.00000000 PA USD 695139.86000000 0.027427752656 Long DBT CORP US N 2 2051-03-15 Fixed 3.60000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BK0 1920000.00000000 PA USD 1570181.09000000 0.061953775117 Long DBT CORP US N 2 2035-03-01 Fixed 3.30000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 615000.00000000 PA USD 591337.10000000 0.023332064018 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 1360000.00000000 PA USD 1308890.98000000 0.051644194383 Long DBT CORP US N 2 2029-04-23 Fixed 4.00500000 N N N N N N Alfa Laval AB 549300UCKT2UK88AG251 000000000 210.00000000 NS 8407.15000000 0.000331716312 Long EC CORP SE N 2 N N N RTX Corp I07WOS4YJ0N7YRFE7309 75513E101 44655.00000000 NS USD 3757271.70000000 0.148248611221 Long EC CORP US N 1 N N N BENCHMARK Mortgage Trust N/A 08163CBA6 2000000.00000000 PA USD 1729221.20000000 0.068228933615 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.01030000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298WJN6 4870.98000000 PA USD 5031.11000000 0.000198509751 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MC4Y8 24296.68000000 PA USD 24006.24000000 0.000947201060 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.00000000 N N N N N N CarMax Auto Owner Trust N/A 14314QAF1 800000.00000000 PA USD 749786.32000000 0.029583908092 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.34000000 N N N N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203R104 9900.00000000 NS USD 291852.00000000 0.011515444486 Long EC CORP US N 1 N N N Fast Retailing Co Ltd 353800ZCXKHDPY0N5218 000000000 400.00000000 NS 98911.56000000 0.003902699238 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHBE6 1328096.45000000 PA USD 1140969.24000000 0.045018598276 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N OneMain Financial Issuance Tru N/A 68269HAA3 3400000.00000000 PA USD 3467593.02000000 0.136818918231 Long ABS-O CORP US N 2 2036-09-15 Fixed 5.84000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 460000.00000000 PA USD 430288.92000000 0.016977674202 Long DBT CORP DE N 2 2026-11-24 Fixed 2.12900000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34535CAA4 1800000.00000000 PA USD 1838372.40000000 0.072535652720 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.28000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3C2 83670.88000000 PA USD 82751.10000000 0.003265064821 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.50000000 N N N N N N Gartner Inc PP55B5R38BFB8O8HH686 366651107 2400.00000000 NS USD 1082664.00000000 0.042718080361 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFUT2 1027331.96000000 PA USD 1026727.99000000 0.040511043856 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAN0 480000.00000000 PA USD 429097.92000000 0.016930681568 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 90345.00000000 NS USD 15367684.50000000 0.606354308850 Long EC CORP US N 1 N N N NGK Insulators Ltd 353800701BNCL25VYY16 000000000 400.00000000 NS 4770.35000000 0.000188221086 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 3206847.21000000 PA USD 2748732.03000000 0.108455213943 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 18900.00000000 NS USD 2510676.00000000 0.099062367575 Long EC CORP US N 1 N N N Corning Inc 549300X2937PB0CJ7I56 219350105 23800.00000000 NS USD 724710.00000000 0.028594485471 Long EC CORP US N 1 N N N Countrywide Alternative Loan T N/A 12667FQS7 9402.48000000 PA USD 8870.85000000 0.000350012268 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.25000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 764000.00000000 PA USD 808633.57000000 0.031905811799 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AP9 165000.00000000 PA USD 146418.72000000 0.005777163226 Long DBT CORP US N 2 2043-03-30 Fixed 5.00000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAM6 450000.00000000 PA USD 444501.74000000 0.017538461655 Long DBT CORP US N 2 2024-08-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BMHP4 307414.68000000 PA USD 292472.54000000 0.011539928793 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 3.00000000 N N N N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903100 2000.00000000 NS USD 304880.00000000 0.012029483145 Long EC CORP US N 1 N N N Ford Credit Auto Owner Trust/F N/A 34531NAA4 2500000.00000000 PA USD 2415704.75000000 0.095315138990 Long ABS-O CORP US N 2 2031-08-15 Fixed 2.04000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 26100.00000000 NS USD 4230027.00000000 0.166901858116 Long EC CORP US N 1 N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 2800.00000000 NS USD 1016064.00000000 0.040090280644 Long EC CORP US N 1 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 20904.00000000 NS USD 1248177.84000000 0.049248669277 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVW9 451313.29000000 PA USD 394387.80000000 0.015561143377 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 1.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 2895000.00000000 PA USD 2503138.85000000 0.098764978377 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 12800.00000000 NS USD 494848.00000000 0.019524946456 Long EC CORP US N 1 N N N Elevation CLO Ltd 549300TLJB7OIA4JRG73 28622PAA1 169533.99000000 PA USD 169593.00000000 0.006691538097 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 6.93548000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QLK5 19362.81000000 PA USD 19403.07000000 0.000765576303 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 75000.00000000 PA USD 77167.97000000 0.003044774319 Long DBT UST US N 2 2030-11-30 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9A85 23830.80000000 PA USD 24922.68000000 0.000983360532 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 6.00000000 N N N N N N Nippon Sanso Holdings Corp 353800F1K6653B4VPY57 000000000 2100.00000000 NS 56075.50000000 0.002212540285 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UML3 505522.02000000 PA USD 488934.03000000 0.019291602182 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SGL5 1543131.15000000 PA USD 1454604.54000000 0.057393534497 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Osaka Gas Co Ltd 353800024KMNOPQRWZ02 000000000 300.00000000 NS 6262.34000000 0.000247089718 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VJ5 207711.60000000 PA USD 193848.46000000 0.007648572495 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 1485000.00000000 PA USD 1450680.98000000 0.057238724740 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AX4 1750000.00000000 PA USD 1599234.81000000 0.063100131832 Long DBT CORP US N 2 2029-10-01 Fixed 2.80000000 N N N N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 5975.00000000 NS USD 467723.00000000 0.018454690190 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SSN8 216460.14000000 PA USD 191634.67000000 0.007561224196 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N Carrefour SA 549300B8P6MUJ1YWTS08 000000000 431.00000000 NS 7893.61000000 0.000311453845 Long EC CORP FR N 2 N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RGJ7 1300000.00000000 PA USD 1301454.05000000 0.051350759510 Long ABS-O CORP US N 2 2027-10-20 Fixed 5.20000000 N N N N N N Mowi ASA 549300W1OGQF5LZIH349 000000000 5055.00000000 NS 90523.73000000 0.003571745225 Long EC CORP NO N 2 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 3320.00000000 NS USD 2915922.80000000 0.115051968567 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBH5 67239.39000000 PA USD 55102.70000000 0.002174157048 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80286EAE6 1100000.00000000 PA USD 1070784.77000000 0.042249368090 Long ABS-O CORP US N 2 2028-04-17 Fixed 2.56000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212XCS2 9099.62000000 PA USD 9415.63000000 0.000371507354 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7M51 268613.27000000 PA USD 259050.73000000 0.010221222744 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Talanx AG 5299006ZIILJ6VJVSJ32 000000000 81.00000000 NS 5788.69000000 0.000228401170 Long EC CORP DE N 2 N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 6665.00000000 NS USD 946763.25000000 0.037355918915 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 8700.00000000 NS USD 5437761.00000000 0.214554756954 Long EC CORP US N 1 N N N Konami Group Corp 353800FC4A5QCMIZFV94 000000000 100.00000000 NS 5223.82000000 0.000206113404 Long EC CORP JP N 2 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369106 1400.00000000 NS USD 349076.00000000 0.013773300507 Long EC CORP US N 1 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C43 475000.00000000 PA USD 486684.44000000 0.019202841341 Long DBT CORP US N 2 2026-03-06 Fixed 6.95000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 4600.00000000 NS USD 857624.00000000 0.033838800358 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -23787.72000000 -0.00093857903 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 UBS GROUP AG UBS Group AG Y Default Event 2026-06-20 82330.39000000 USD 0.00000000 USD -2000000.00000000 USD -106118.11000000 N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 7600.00000000 NS USD 1322704.00000000 0.052189207146 Long EC CORP US N 1 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 28200.00000000 NS USD 4806972.00000000 0.189666060929 Long EC CORP US N 1 N N N Laurel Road Prime Student Loan 549300XLHGW4YH0MCQ51 51888RAB6 40608.88000000 PA USD 40344.77000000 0.001591861488 Long ABS-O CORP US N 2 2043-05-26 Fixed 3.54000000 N N N N N N Prologis Inc 529900DFH19P073LZ636 74340W103 28684.00000000 NS USD 3823577.20000000 0.150864791012 Long EC CORP US N 1 N N N Scout24 SE 5493007EIKM2ENQS7U66 000000000 542.00000000 NS 38325.51000000 0.001512188653 Long EC CORP DE N 2 N N N Hertz Vehicle Financing LLC N/A 42806MAE9 1300000.00000000 PA USD 1177303.79000000 0.046452230711 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 1855000.00000000 PA USD 1890103.96000000 0.074576796544 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N Healthpeak Properties Inc 254900M6MTMZM0I22L81 42250P103 17000.00000000 NS USD 336600.00000000 0.013281041809 Long EC CORP US N 1 N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 4250.00000000 NS USD 2470525.00000000 0.097478151563 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201LGQ1 17538.34000000 PA USD 18175.67000000 0.000717147454 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Scentre Group N/A 000000000 3778.00000000 NS 7693.56000000 0.000303560582 Long EC CORP AU N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KKKL2 11407.93000000 PA USD 11899.75000000 0.000469521917 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210AUC9 1840.00000000 PA USD 1880.58000000 0.000074201014 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 2600000.00000000 PA USD 2599655.34000000 0.102573176650 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 124399.00000000 NS USD 12437412.02000000 0.490736152819 Long EC CORP US N 1 N N N GSK PLC 5493000HZTVUYLO1D793 000000000 3341.00000000 NS 61705.61000000 0.002434684451 Long EC CORP GB N 2 N N N ABU DHABI NATIONAL ENERG 213800UNJSVQFNUYYW03 00388WAJ0 370000.00000000 PA USD 332977.80000000 0.013138122648 Long DBT CORP AE N 2 2028-04-29 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409V7F4 41495.58000000 PA USD 43139.38000000 0.001702126884 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887109 9010.00000000 NS USD 2196908.30000000 0.086682207319 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFU8 4790000.00000000 PA USD 4733575.62000000 0.186770100170 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWB69 454382.80000000 PA USD 387203.97000000 0.015277694932 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UUJ9 1455645.04000000 PA USD 1369207.86000000 0.054024084475 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.50000000 N N N N N N Laboratory Corp of America Hol OZ7UA8IXAIFILY2VZH07 50540R409 2700.00000000 NS USD 613683.00000000 0.024213753953 Long EC CORP US N 1 N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 3865.00000000 NS USD 1780605.50000000 0.070256375792 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YTMZ4 348531.59000000 PA USD 334876.45000000 0.013213036641 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312936EZ6 218183.02000000 PA USD 213070.06000000 0.008406988636 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.00000000 N N N N N N Publicis Groupe SA 2138004KW8BV57III342 000000000 1290.00000000 NS 119856.30000000 0.004729104371 Long EC CORP FR N 2 N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EX6 200000.00000000 PA USD 163175.88000000 0.006438341308 Long DBT USGA US N 2 2031-09-15 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RYX0 25024.62000000 PA USD 25422.77000000 0.001003092309 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N MONONGAHELA POWER CO N/A 610202BN2 1560000.00000000 PA USD 1550048.84000000 0.061159427958 Long DBT CORP US N 2 2024-04-15 Fixed 4.10000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 16060.00000000 NS USD 1304393.20000000 0.051466727941 Long EC CORP US N 1 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 735000.00000000 PA USD 717890.35000000 0.028325406277 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N East Japan Railway Co 353800SENYJ2DSM6PS44 000000000 300.00000000 NS 17268.82000000 0.000681366370 Long EC CORP JP N 2 N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658107 2400.00000000 NS USD 479376.00000000 0.018914476228 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEW8 1037000.00000000 PA USD 1048984.88000000 0.041389221772 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAE0 3031813.72000000 PA USD 2839876.26000000 0.112051441897 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.19000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 7500.00000000 NS USD 1121625.00000000 0.044255343195 Long EC CORP US N 1 N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759100 6365.00000000 NS USD 1049652.15000000 0.041415549879 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297AQT4 34933.41000000 PA USD 35845.00000000 0.001414316528 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 2500.00000000 NS USD 505400.00000000 0.019941290940 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5R70 4938135.63000000 PA USD 4608574.43000000 0.181837996692 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AB5 635000.00000000 PA USD 671867.40000000 0.026509503950 Long DBT CORP AU N 2 2033-09-19 Fixed 6.87500000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 3200.00000000 NS USD 404416.00000000 0.015956820571 Long EC CORP US N 1 N N N Social Professional Loan Progr N/A 83404RAB4 336267.06000000 PA USD 328112.72000000 0.012946163851 Long ABS-O CORP US N 2 2047-08-25 Fixed 3.34000000 N N N N N N Melrose Industries PLC 213800RGNXXZY2M7TR85 000000000 1849.00000000 NS 13365.28000000 0.000527346531 Long EC CORP GB N 2 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEK4 105000.00000000 PA USD 100974.31000000 0.003984088035 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 68276.00000000 NS USD 776980.88000000 0.030656908949 Long EC CORP US N 1 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 3836.00000000 NS 125270.17000000 0.004942716474 Long EC CORP FR N 2 N N N WH Group Ltd 254900A4AYEDRWYSE928 000000000 72000.00000000 NS 46497.56000000 0.001834628753 Long EC CORP HK Y 2 N N N XPO INC 54930096DB9LCLPN7H13 98379KAB8 100000.00000000 PA USD 103829.22000000 0.004096732655 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N OneMain Direct Auto Receivable N/A 682687AB4 1800000.00000000 PA USD 1642217.94000000 0.064796093646 Long ABS-O CORP US N 2 2028-07-14 Fixed 1.26000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477855 30000.00000000 NS USD 711300.00000000 0.028065374447 Long EP CORP US N 1 N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 000000000 800.00000000 NS 41627.11000000 0.001642458075 Long EC CORP JP N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 1017000.00000000 PA USD 877078.44000000 0.034606403540 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 000000000 18696.00000000 NS 16327.97000000 0.000644243767 Long EC CORP GB N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAD5 1181581.46000000 PA USD 921807.40000000 0.036371249612 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 10500.00000000 NS USD 3144330.00000000 0.124064106336 Long EC CORP US N 1 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 5875.00000000 NS USD 408841.25000000 0.016131425236 Long EC CORP US N 1 N N N Tokio Marine Holdings Inc 5299009QN2NZ191KLS29 000000000 600.00000000 NS 14940.60000000 0.000589503069 Long EC CORP JP N 2 N N N BlueScope Steel Ltd 529900H6UQI16XACWC95 000000000 6078.00000000 NS 96898.34000000 0.003823264720 Long EC CORP AU N 2 N N N American International Group I ODVCVCQG2BP6VHV36M30 026874784 22539.00000000 NS USD 1527017.25000000 0.060250683128 Long EC CORP US N 1 N N N TOPPAN Holdings Inc 3538003H9W4KIDODQY20 890747108 400.00000000 NS 11139.85000000 0.000439538959 Long EC CORP JP N 2 N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AK3 3485000.00000000 PA USD 3343034.94000000 0.131904298302 Long DBT CORP US Y 2 2027-04-14 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG3D7 1259999.36000000 PA USD 1075338.00000000 0.042429022392 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 27600.00000000 NS USD 1352400.00000000 0.053360905950 Long EC CORP US N 1 N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 10500.00000000 NS USD 433230.00000000 0.017093718785 Long EC CORP US N 1 N N N Cooper Cos Inc/The QJKMVPIGLH7530PCUE20 216648402 1640.00000000 NS USD 620641.60000000 0.024488315621 Long EC CORP US N 1 N N N E.ON SE Q9MAIUP40P25UFBFG033 000000000 8153.00000000 NS 109536.07000000 0.004321904709 Long EC CORP DE N 2 N N N Fox Corp 549300DDU6FDRBIELS05 35137L204 4733.00000000 NS USD 130867.45000000 0.005163565285 Long EC CORP US N 1 N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 530000.00000000 PA USD 453018.19000000 0.017874490558 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 745000.00000000 PA USD 803929.69000000 0.031720213383 Long DBT CORP US N 2 2029-10-30 Fixed 7.16100000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 3232.00000000 NS 55690.96000000 0.002197367701 Long EC CORP SE N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312942MF9 295265.15000000 PA USD 288285.52000000 0.011374723838 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 000000000 71.00000000 NS 14621.37000000 0.000576907386 Long EC CORP DE N 2 N N N Ageas SA/NV 5493005DJBML6LY3RV36 000000000 130.00000000 NS 5651.17000000 0.000222975118 Long EC CORP BE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403VM89 167672.25000000 PA USD 175138.32000000 0.006910336750 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RB24 251249.68000000 PA USD 254825.42000000 0.010054507002 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 5.00000000 N N N N N N Aptiv PLC N/A 000000000 8700.00000000 NS USD 780564.00000000 0.030798286152 Long EC CORP IE N 1 N N N Chipotle Mexican Grill Inc N/A 169656105 850.00000000 NS USD 1943916.00000000 0.076700028728 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEK80 2290007.70000000 PA USD 1959260.95000000 0.077305486014 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYC0 2630162.51000000 PA USD 2251091.00000000 0.088820064432 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 75000.00000000 PA USD 72568.14000000 0.002863281346 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 115000.00000000 PA USD 107169.11000000 0.004228512865 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMDF9 1598851.35000000 PA USD 1413967.92000000 0.055790157643 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CFD1 570492.07000000 PA USD 517347.47000000 0.020412695719 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 5870.00000000 NS USD 1236339.40000000 0.048781566435 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYX4 22808920.92000000 PA USD 18707720.47000000 0.738140278436 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Mazda Motor Corp 52990044YZJLICDQKK92 000000000 8300.00000000 NS 88719.42000000 0.003500553554 Long EC CORP JP N 2 N N N Sodexo SA 969500LCBOG12HXPYM84 000000000 72.00000000 NS 7926.37000000 0.000312746438 Long EC CORP FR N 2 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 15300.00000000 NS USD 2898891.00000000 0.114379954165 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPE8 247186.46000000 PA USD 230689.67000000 0.009102195936 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 000000000 800.00000000 NS 17266.57000000 0.000681277593 Long EC CORP SG N 2 N N N Vinci SA 213800WFQ334R8UXUG83 000000000 1037.00000000 NS 130501.54000000 0.005149127774 Long EC CORP FR N 2 N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 471068AP1 200000.00000000 PA USD 199117.40000000 0.007856466174 Long DBT NUSS JP N 2 2024-03-12 Fixed 3.00000000 N N N N N N Johnson Controls International 549300XQ6S1GYKGBL205 000000000 21122.00000000 NS USD 1217472.08000000 0.048037128925 Long EC CORP US N 1 N N N West Pharmaceutical Services I 5493007NKRGM1RJQ1P16 955306105 2200.00000000 NS USD 774664.00000000 0.030565493084 Long EC CORP US N 1 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 1720000.00000000 PA USD 1814030.56000000 0.071575210074 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CG6 5000.00000000 PA USD 4415.05000000 0.000174202209 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N COMMONBOND STUDENT LOAN TRUST 5493005PJR3MYTKJFJ48 20269DAA3 316844.50000000 PA USD 293531.75000000 0.011581721462 Long ABS-O CORP US N 2 2044-02-25 Fixed 3.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUF7 3111329.55000000 PA USD 2433205.32000000 0.096005649393 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Veralto Corp 635400FJE6GSOJUSNY27 92338C103 6733.00000000 NS USD 553856.58000000 0.021853215672 Long EC CORP US N 1 N N N Mountain View CLO Ltd 549300URXZ1TS31FK720 62432BAN3 2452057.42000000 PA USD 2450123.73000000 0.096673189829 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.77548000 N N N N N N Orkla ASA 549300PZS8G8RG6RVZ52 000000000 672.00000000 NS 5218.58000000 0.000205906652 Long EC CORP NO N 2 N N N Sekisui House Ltd 529900GMNDOYQSAJAE76 000000000 500.00000000 NS 11083.11000000 0.000437300199 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5VT4 1582.52000000 PA USD 1654.67000000 0.000065287407 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769G100 6700.00000000 NS USD 314096.00000000 0.012393113809 Long EC CORP US N 1 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 110.00000000 NS USD 770049.50000000 0.030383421285 Long EC CORP US N 1 N N N BOC Hong Kong Holdings Ltd 254900JB98W77JDJMW15 000000000 2000.00000000 NS 5433.05000000 0.000214368877 Long EC CORP HK N 2 N N N ALABAMA ECON SETTLEMENT AUTH B N/A 01026CAD3 180000.00000000 PA USD 173301.64000000 0.006837867874 Long DBT MUN US N 2 2032-09-15 Fixed 4.26300000 N N N N N N Philip Morris International In HL3H1H2BGXWVG3BSWR90 718172109 48200.00000000 NS USD 4534656.00000000 0.178921437693 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400DWE8 36552.40000000 PA USD 37792.07000000 0.001491141003 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80286XAF1 1700000.00000000 PA USD 1637239.40000000 0.064599658120 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.35000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 5500.00000000 NS USD 852940.00000000 0.033653986336 Long EC CORP US N 1 N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139W35 1000000.00000000 PA USD 1250444.72000000 0.049338112319 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N STERIS PLC N/A 000000000 3050.00000000 NS USD 670542.50000000 0.026457228097 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HMD4 2486.09000000 PA USD 2567.82000000 0.000101317067 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390YJD1 31724.73000000 PA USD 33141.12000000 0.001307631017 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FYT6 32494.58000000 PA USD 33943.58000000 0.001339293241 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80286XAE4 107161.83000000 PA USD 106730.06000000 0.004211189510 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBG7 624531.29000000 PA USD 487853.25000000 0.019248958437 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 1.50000000 N N N N N N Greenwood Park CLO, Ltd N/A 39729RAB4 985557.21000000 PA USD 985547.85000000 0.038886221631 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.66548000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAF1 5000000.00000000 PA USD 4686476.50000000 0.184911735993 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.21200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406EEC4 31954.81000000 PA USD 33090.61000000 0.001305638071 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Boston Properties Inc 549300OF70FSEUQBT254 101121101 4400.00000000 NS USD 308748.00000000 0.012182100702 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgag N/A 95003QAG4 9000000.00000000 PA USD 7575049.80000000 0.298884590322 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.40600000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 520000.00000000 PA USD 387630.53000000 0.015294525476 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N Orica Ltd N/A 000000000 460.00000000 NS 5000.32000000 0.000197294887 Long EC CORP AU N 2 N N N BANK 2021-BN35 N/A 06540CAZ0 3500000.00000000 PA USD 3019006.90000000 0.119119301431 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 1.71700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403ECU9 2429.32000000 PA USD 2410.94000000 0.000095127138 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 575000.00000000 PA USD 524817.45000000 0.020707434627 Long DBT CORP US N 2 2032-01-31 Fixed 4.37500000 N N N N N N FINNVERA PLC 743700T69OBBJO7TCA15 31808LAA0 400000.00000000 PA USD 386728.32000000 0.015258927471 Long DBT NUSS FI N 2 2025-06-04 Fixed 2.37500000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34535QAA3 2700000.00000000 PA USD 2707825.41000000 0.106841183847 Long ABS-O CORP US N 2 2035-08-15 Fixed 4.85000000 N N N N N N TFS_18-3-A1 N/A 000000000 737269.33000000 PA 691822.21000000 0.027296849957 Long ABS-MBS CORP LU N 3 2026-03-15 Floating 0.01000000 N N N N N N SYENSQO SA 549300060XNJ90PLNS10 000000000 60.00000000 NS 6243.50000000 0.000246346359 Long EC CORP BE N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 2700.00000000 NS USD 439857.00000000 0.017355196693 Long EC CORP US N 1 N N N Allianz SE 529900K9B0N5BT694847 000000000 319.00000000 NS 85249.98000000 0.003363661760 Long EC CORP DE N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307EZF4 100683.22000000 PA USD 97426.16000000 0.003844090624 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REH3 2400000.00000000 PA USD 2182758.24000000 0.086123896153 Long ABS-O CORP US N 2 2027-08-20 Fixed 1.38000000 N N N N N N TIS Inc 35380064HYEZXBQHDF07 000000000 300.00000000 NS 6593.79000000 0.000260167559 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DTR4 102427.65000000 PA USD 96733.14000000 0.003816746514 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Mitsui & Co Ltd 2NRSB4GOU9DD6CNW5R48 000000000 1100.00000000 NS 41210.35000000 0.001626014204 Long EC CORP JP N 2 N N N RITCHIE BROS HLDGS INC N/A 76774LAB3 50000.00000000 PA USD 51500.00000000 0.002032007288 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971MZG0 1000000.00000000 PA USD 1042363.20000000 0.041127953772 Long DBT MUN US N 2 2036-08-01 Fixed 5.76700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVN9 490.79000000 PA USD 505.39000000 0.000019940896 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBH7 320000.00000000 PA USD 317979.10000000 0.012546327158 Long DBT CORP GB N 2 2025-05-07 Fixed 3.93200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36292NKS8 19736.71000000 PA USD 19950.50000000 0.000787175949 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.50000000 N N N N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 66200.00000000 NS USD 1193586.00000000 0.047094668951 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61771MAT7 9400000.00000000 PA USD 9205926.66000000 0.363233205187 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 2.49200000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 11100.00000000 NS USD 2337660.00000000 0.092235770042 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205BKY7 164.25000000 PA USD 166.54000000 0.000006571077 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 950000.00000000 PA USD 938001.48000000 0.037010210556 Long DBT CORP US Y 2 2025-03-15 Fixed 3.80000000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 6330.00000000 NS USD 4472081.70000000 0.176452477816 Long EC CORP US N 1 N N N Ono Pharmaceutical Co Ltd 529900G26L4NG4GFJZ86 000000000 3900.00000000 NS 69379.10000000 0.002737453142 Long EC CORP JP N 2 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 5500000.00000000 PA USD 5221638.40000000 0.206027325918 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N AmeriCredit Automobile Receiva N/A 03066RAE5 900000.00000000 PA USD 842944.68000000 0.033259606470 Long ABS-O CORP US N 2 2027-01-19 Fixed 1.01000000 N N N N N N MidOcean Credit CLO 549300XSCUX0ONI5KZ96 59802UAU3 2756585.58000000 PA USD 2757485.61000000 0.108800599154 Long ABS-CBDO CORP KY N 2 2031-04-21 Floating 6.79354000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 000000000 1300.00000000 NS 32875.48000000 0.001297149805 Long EC CORP SG N 2 N N N COMMONBOND STUDENT LOAN TRUST 549300O1CSZVJJTIR319 20267XAA1 82809.54000000 PA USD 78376.49000000 0.003092458231 Long ABS-O CORP US N 2 2046-02-25 Fixed 3.87000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146103 10673.00000000 NS USD 385828.95000000 0.015223441521 Long EC CORP US N 1 N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 16300.00000000 NS USD 2613379.00000000 0.103114663585 Long EC CORP US N 1 N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAC7 130000.00000000 PA USD 141580.91000000 0.005586280407 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N Rollins Inc 549300F2A0BXT4SGWD84 775711104 8900.00000000 NS USD 388663.00000000 0.015335263080 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ATWB2 1295270.57000000 PA USD 1227288.73000000 0.048424459106 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N SoftBank Corp 353800M1YCTS9JRBJ535 000000000 1200.00000000 NS 14954.08000000 0.000590034942 Long EC CORP JP N 2 N N N Long Beach Mortgage Loan Trust N/A 542514FX7 96126.93000000 PA USD 94325.25000000 0.003721739717 Long ABS-O CORP US N 2 2034-06-25 Floating 6.26543000 N N N N N N BRAVO Residential Funding Trus N/A 10569GAA4 1705155.49000000 PA USD 1681246.99000000 0.066336041491 Long ABS-MBS CORP US N 2 2063-05-25 Variable 5.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 58.00000000 NC USD 449746.34000000 0.017745394964 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2024-03-15 13528253.66000000 USD 449746.34000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFC62 49275.01000000 PA USD 49246.03000000 0.001943073628 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C6A7 133382.14000000 PA USD 131135.20000000 0.005174129750 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPF5 387967.48000000 PA USD 373003.76000000 0.014717405025 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 282400.00000000 NS USD 42907856.00000000 1.692991769132 Long EC CORP US N 1 N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAN6 1135000.00000000 PA USD 1274526.66000000 0.050288300233 Long DBT CORP US N 2 2040-02-09 Fixed 6.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BC6 245000.00000000 PA USD 205375.62000000 0.008103393332 Long DBT CORP US N 2 2050-03-15 Fixed 4.50000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAP1 945000.00000000 PA USD 742686.24000000 0.029303764125 Long DBT CORP US N 2 2033-12-01 Fixed 2.90000000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12531YAM0 1966979.24000000 PA USD 1868764.03000000 0.073734798616 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.01400000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -23787.72000000 -0.00093857903 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 UBS GROUP AG UBS Group AG Y Default Event 2026-06-20 80306.75000000 USD 0.00000000 USD -2000000.00000000 USD -104094.47000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GJ3U1 93427.10000000 PA USD 93243.54000000 0.003679059278 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CN0 225000.00000000 PA USD 210495.73000000 0.008305414708 Long DBT CORP US N 2 2025-12-02 Fixed 2.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCB1 550000.00000000 PA USD 564184.12000000 0.022260703760 Long DBT CORP IT N 2 2054-06-20 Fixed 7.77800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2BB5 1290118.34000000 PA USD 1154011.94000000 0.045533216945 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV74 1238837.80000000 PA USD 1018394.75000000 0.040182243770 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 716.00000000 NS 48687.30000000 0.001921028125 Long EC CORP FR N 2 N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 7300.00000000 NS USD 381060.00000000 0.015035275674 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WLP1 3827364.69000000 PA USD 3346971.94000000 0.132059638354 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 2250000.00000000 PA USD 2061485.78000000 0.081338915133 Long DBT CORP CH N 2 2027-01-30 Fixed 1.36400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMS6 427549.58000000 PA USD 427561.59000000 0.016870063437 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3H3 894433.32000000 PA USD 762286.20000000 0.030077109010 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 93413.78000000 PA USD 94919.07000000 0.003745169748 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637209 5875.00000000 NS USD 335462.50000000 0.013236160095 Long EC CORP US N 1 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032617 -2500000.00000000 PA USD -2293359.38000000 -0.09048782474 Short ABS-MBS USGSE US N 2 2054-01-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEC3 1881725.22000000 PA USD 1824628.78000000 0.071993378235 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAS1 875000.00000000 PA USD 767389.11000000 0.030278451735 Long DBT CORP US N 2 2046-11-01 Fixed 4.20000000 N N N N N N Subaru Corp 549300N244BVAEE6HH86 000000000 4700.00000000 NS 85725.24000000 0.003382413834 Long EC CORP JP N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 455000.00000000 PA USD 461185.16000000 0.018196730219 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJF8 460494.54000000 PA USD 455744.38000000 0.017982056343 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 50000.00000000 PA USD 43009.76000000 0.001697012539 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N N EASTERN GAS TRAN H2VQBNB3NSKRM5QWBI71 276480AD2 45000.00000000 PA USD 38397.68000000 0.001515036225 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 6900.00000000 NS USD 1889220.00000000 0.074541918619 Long EC CORP US N 1 N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KEL9 2005000.00000000 PA USD 2011325.37000000 0.079359763313 Long ABS-MBS CORP US N 2 2033-10-25 Floating 7.43743000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 909375.48000000 PA USD 860192.56000000 0.033940146623 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 844.00000000 NS 245345.37000000 0.009680457863 Long EC CORP CH N 2 N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834107 11650.00000000 NS USD 573296.50000000 0.022620245946 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 9800.00000000 NS USD 759108.00000000 0.029951708514 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV4H5 1051016.91000000 PA USD 939929.56000000 0.037086285752 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PET5 630000.00000000 PA USD 728489.10000000 0.028743595350 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 11861.00000000 NS USD 1555214.32000000 0.061363239472 Long EC CORP US N 1 N N N Disco Corp N/A 000000000 400.00000000 NS 98786.73000000 0.003897773889 Long EC CORP JP N 2 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 225000.00000000 PA USD 217621.29000000 0.008586564025 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGJS9 104912.63000000 PA USD 92901.89000000 0.003665578981 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 54901.00000000 NS USD 8508007.97000000 0.335695809758 Long EC CORP US N 1 N N N BXP Trust N/A 05607TAA0 5500000.00000000 PA USD 4305998.40000000 0.169899420029 Long ABS-MBS CORP US N 2 2044-01-15 Fixed 2.61800000 N N N N N N Lasertec Corp N/A 000000000 100.00000000 NS 26252.66000000 0.001035836824 Long EC CORP JP N 2 N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BM3 2375000.00000000 PA USD 2434742.41000000 0.096066297511 Long DBT CORP CA N 2 2033-12-07 Fixed 6.00000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 000000000 3551.00000000 NS 14624.22000000 0.000577019837 Long EC CORP ES N 2 N N N St Pauls CLO N/A 000000000 2000000.00000000 PA 2140225.22000000 0.084445694083 Long ABS-CBDO CORP IE N 2 2035-07-20 Floating 4.93300000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 25900.00000000 NS USD 2064489.00000000 0.081457411539 Long EC CORP US N 1 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 360000.00000000 PA USD 343369.73000000 0.013548151337 Long DBT CORP US Y 2 2027-08-15 Fixed 3.55700000 N N N N N N Obayashi Corp 529900YT4O5S0LCXWD54 000000000 4700.00000000 NS 40600.55000000 0.001601953660 Long EC CORP JP N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -537791.23000000 -0.02121933395 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 US TREASURY N/B United States Treasury Note/Bond Y 2024-01-29 0.00000000 USD 0.00000000 USD 30221209.30000000 USD -537791.23000000 N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 475000.00000000 PA USD 429639.26000000 0.016952040924 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400RJP7 2336.29000000 PA USD 2404.67000000 0.000094879746 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200GKX3 58914.96000000 PA USD 60075.67000000 0.002370372801 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 000000000 3286.00000000 NS 69864.46000000 0.002756603726 Long EC CORP NO N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DMJ8 249285.30000000 PA USD 222645.50000000 0.008784801527 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N APA Corp 549300VCIWLRHYVSHC79 03743Q108 9314.00000000 NS USD 334186.32000000 0.013185806559 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 41390.00000000 NS USD 3409708.20000000 0.134534988598 Long EC CORP IE N 1 N N N Morgan Stanley Capital I Trust N/A 61767FAZ4 6151882.00000000 PA USD 5761308.85000000 0.227320807231 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.53100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMRH9 3709837.07000000 PA USD 3187063.71000000 0.125750226921 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36210GC93 14233.93000000 PA USD 14661.63000000 0.000578495903 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Azbil Corp N/A 000000000 200.00000000 NS 6596.42000000 0.000260271330 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SYU5 122460.01000000 PA USD 121654.97000000 0.004800073508 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.50000000 N N N N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 4000.00000000 NS USD 302840.00000000 0.011948991983 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402URR5 40461.20000000 PA USD 41664.51000000 0.001643933747 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N AGC Inc JE4WFFEELMVPFZ0G1E77 000000000 200.00000000 NS 7412.88000000 0.000292485945 Long EC CORP JP N 2 N N N MHC Commercial Mortgage Trust N/A 55316VAE4 1983355.55000000 PA USD 1953497.92000000 0.077078097297 Long ABS-MBS CORP US N 2 2038-04-15 Floating 6.82744200 N N N N N N Telstra Group Ltd 894500WRW54CVN62K416 000000000 3256.00000000 NS 8798.63000000 0.000347162723 Long EC CORP AU N 2 N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BC7 395000.00000000 PA USD 407218.64000000 0.016067402802 Long DBT CORP US N 2 2029-08-21 Fixed 6.20800000 N N N N N N CarMax Inc N/A 143130102 4700.00000000 NS USD 360678.00000000 0.014231074265 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV66 977275.63000000 PA USD 764269.74000000 0.030155372461 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200WE31 15300.52000000 PA USD 15869.38000000 0.000626149433 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Bank of New York Mellon Corp/T WFLLPEPC7FZXENRZV188 064058100 24258.00000000 NS USD 1262628.90000000 0.049818856835 Long EC CORP US N 1 N N N Tokyo Gas Co Ltd 353800678EIJLOQSWZ83 000000000 3800.00000000 NS 87166.94000000 0.003439298201 Long EC CORP JP N 2 N N N Otsuka Corp 529900RG9DJ58J3UIE72 000000000 500.00000000 NS 20577.48000000 0.000811914355 Long EC CORP JP N 2 N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 8277.00000000 NS USD 1051179.00000000 0.041475793963 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHKD3 394906.33000000 PA USD 368553.92000000 0.014541830126 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 8000.00000000 NS USD 1837440.00000000 0.072498863524 Long EC CORP NL N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417BXH5 692518.12000000 PA USD 655334.45000000 0.025857172399 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Anchorage Capital CLO LTD 549300H5Q0HJ2EHSSX26 03329FAN4 2000000.00000000 PA USD 1995012.20000000 0.078716103501 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.87743000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 2700.00000000 NS USD 556092.00000000 0.021941417415 Long EC CORP US N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 000000000 2534.00000000 NS 255960.57000000 0.010099295994 Long EC CORP CH N 2 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BU6 300000.00000000 PA USD 292767.51000000 0.011551567263 Long DBT CORP US Y 2 2030-05-15 Fixed 10.50000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887BF5 102000.00000000 PA USD 100368.72000000 0.003960193602 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N Balboa Bay Loan Funding Ltd 549300G0EX8VHFWPJW18 05765XAA9 2500000.00000000 PA USD 2496044.00000000 0.098485040767 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.87743000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXEM8 2735.55000000 PA USD 2783.72000000 0.000109835715 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Japan Tobacco Inc 353800Z0ENYBQO0XRJ31 000000000 3900.00000000 NS 100718.35000000 0.003973988762 Long EC CORP JP N 2 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 7600.00000000 NS USD 1039756.00000000 0.041025082910 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 15800.00000000 NS USD 4671586.00000000 0.184324209692 Long EC CORP US N 1 N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 280000.00000000 PA USD 299529.41000000 0.011818367847 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AQ9 1235000.00000000 PA USD 1009961.19000000 0.039849485413 Long DBT CORP US N 2 2030-08-15 Fixed 1.60000000 N N N N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 4250.00000000 NS USD 966110.00000000 0.038119273031 Long EC CORP US N 1 N N N MEXICO CITY ARPT TRUST N/A 59284MAA2 415000.00000000 PA USD 399657.45000000 0.015769065071 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 7840.00000000 NS USD 536412.80000000 0.021164946000 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERH60 223286.39000000 PA USD 214157.61000000 0.008449899501 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N SKF AB 549300B6HWYEE57O8J84 000000000 3844.00000000 NS 77035.92000000 0.003039564094 Long EC CORP SE N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEG4 2075049.22000000 PA USD 1834902.74000000 0.072398752246 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 225000.00000000 PA USD 248060.58000000 0.009787590416 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Centrica PLC E26EDV109X6EEPBKVH76 000000000 48285.00000000 NS 86560.69000000 0.003415377727 Long EC CORP GB N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 2770000.00000000 PA USD 2263428.49000000 0.089306858016 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 8800.00000000 NS 161248.73000000 0.006362302807 Long EC CORP JP N 2 N N N GEA Group AG 549300PHUU0ZZWO8EO07 000000000 1945.00000000 NS 80861.79000000 0.003190519351 Long EC CORP DE N 2 N N N UPM-Kymmene Oyj 213800EC6PW5VU4J9U64 000000000 140.00000000 NS 5280.90000000 0.000208365578 Long EC CORP FI N 2 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 000000000 206.00000000 NS 15700.71000000 0.000619494313 Long EC CORP AU N 2 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -19.00000000 NC -41162.30000000 -0.00162411832 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2024-03-07 -2415269.38000000 USD -41162.30000000 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103H107 1830.00000000 NS USD 1738646.40000000 0.068600818568 Long EC CORP US N 1 N N N Arkema SA 9695000EHMS84KKP2785 000000000 48.00000000 NS 5468.06000000 0.000215750247 Long EC CORP FR N 2 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 20050.00000000 NS USD 1325906.50000000 0.052315566434 Long EC CORP US N 1 N N N Pool Corp 5493005VZK1KMN6CO617 73278L105 1080.00000000 NS USD 430606.80000000 0.016990216619 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FP4 1145000.00000000 PA USD 1131274.13000000 0.044636063631 Long DBT CORP US N 2 N/A Fixed 5.12500000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 16526.00000000 NS USD 1193507.72000000 0.047091580300 Long EC CORP US N 1 N N N CSAIL Commercial Mortgage Trus 54930025J96YEH8FQE77 12635RAW8 2482476.88000000 PA USD 2406964.90000000 0.094970295516 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.54380000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 000000000 52628.00000000 NS 31920.83000000 0.001259482702 Long EC CORP GB N 2 N N N Canyon Capital CLO Ltd N/A 13876GAJ7 2450373.31000000 PA USD 2447657.07000000 0.096575864176 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.65548000 N N N N N N OneMain Financial Issuance Tru N/A 68269MAB0 2000000.00000000 PA USD 1959788.00000000 0.077326281537 Long ABS-O CORP US N 2 2036-06-16 Floating 6.09877000 N N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 15000.00000000 NS USD 6160650.00000000 0.243077392226 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 150000.00000000 PA USD 128449.54000000 0.005068163134 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N Ampol Ltd 5493009TD1CGVRZ27U11 000000000 231.00000000 NS 5693.03000000 0.000224626766 Long EC CORP AU N 2 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 8900.00000000 NS USD 478375.00000000 0.018874980319 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 855000.00000000 PA USD 733220.71000000 0.028930287893 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Domino's Pizza Inc 25490005ZWM1IF9UXU57 25754A201 960.00000000 NS USD 395740.80000000 0.015614527957 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 12000.00000000 NS USD 6369480.00000000 0.251317083138 Long EC CORP US N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 17110.00000000 NS USD 1059280.10000000 0.041795434628 Long EC CORP US N 1 N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AP8 400000.00000000 PA USD 397749.88000000 0.015693799126 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55000000 N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 7035.00000000 NS USD 1340097.15000000 0.052875479138 Long EC CORP US N 1 N N N Jamestown CLO Ltd 254900TDIR3OOT3N8P57 47047JAA2 7500000.00000000 PA USD 7522299.00000000 0.296803230903 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 7.14742000 N N N N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 1560.00000000 NS USD 696212.40000000 0.027470071279 Long EC CORP US N 1 N N N Unibail-Rodamco-Westfield N/A 000000000 448.00000000 NS 33135.64000000 0.001307414795 Long EC CORP FR N 2 N N N Monday.com Ltd 984500MDAFVD86E3B328 000000000 100.00000000 NS USD 18781.00000000 0.000741031628 Long EC CORP IL N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KG5 1610000.00000000 PA USD 1572415.07000000 0.062041920043 Long DBT CORP US N 2 2026-01-12 Fixed 3.70000000 N N N N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 2110.00000000 NS 88119.12000000 0.003476867845 Long EC CORP DE N 2 N N N Chase Mortgage Finance Corpora N/A 161630AE8 63729.63000000 PA USD 61730.18000000 0.002435653896 Long ABS-MBS CORP US N 2 2037-02-25 Variable 5.34179800 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAA8 2420000.00000000 PA USD 2319787.80000000 0.091530596437 Long DBT NUSS AE N 2 2027-10-11 Fixed 3.12500000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 514000.00000000 PA USD 446698.13000000 0.017625123412 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Benefit Street Partners CLO Lt N/A 08181VAN5 3500000.00000000 PA USD 3498267.50000000 0.138029224385 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 6.69444000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAF0 1119367.55000000 PA USD 920647.87000000 0.036325498672 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N James Hardie Industries PLC 635400NSGXKTVOO7JU45 000000000 360.00000000 NS 13880.13000000 0.000547660685 Long EC CORP IE N 2 N N N Glencore PLC 2138002658CPO9NBH955 000000000 8705.00000000 NS 52326.15000000 0.002064604236 Long EC CORP CH N 2 N N N Rolls-Royce Holdings PLC 213800EC7997ZBLZJH69 000000000 29622.00000000 NS 112989.26000000 0.004458155335 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405QS82 2070.07000000 PA USD 2130.03000000 0.000084043426 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Orion Oyj 74370029VAHCXDR7B745 000000000 240.00000000 NS 10399.53000000 0.000410328558 Long EC CORP FI N 2 N N N Dow Inc 5493003S21INSLK2IP73 260557103 22247.00000000 NS USD 1220025.48000000 0.048137877030 Long EC CORP US N 1 N N N MFRA Trust N/A 55283QAA2 1568261.37000000 PA USD 1384254.44000000 0.054617769140 Long ABS-MBS CORP US N 2 2060-07-25 Variable 1.13130000 N N N N N N Medibank Pvt Ltd BDYVSUPTML83OLINBJ17 000000000 33584.00000000 NS 81534.22000000 0.003217051053 Long EC CORP AU N 2 N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111EY5 145000.00000000 PA USD 146425.46000000 0.005777429162 Long DBT CORP US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RTC2 19987.88000000 PA USD 20668.43000000 0.000815502920 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Advantest Corp 353800EMK32PDKS9XR54 000000000 200.00000000 NS 6739.11000000 0.000265901371 Long EC CORP JP N 2 N N N Swedbank AB M312WZV08Y7LYUC71685 000000000 1397.00000000 NS 28244.07000000 0.001114410797 Long EC CORP SE N 2 N N N CITIGROUP CAPITAL XIII N/A 173080201 20000.00000000 NS USD 570800.00000000 0.022521742913 Long EP CORP US N 1 N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 3850.00000000 NS USD 632555.00000000 0.024958376119 Long EC CORP US N 1 N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VY89 2894.57000000 PA USD 2984.48000000 0.000117756992 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CY8 1740000.00000000 PA USD 1762869.17000000 0.069556563135 Long DBT CORP JP N 2 2029-04-19 Fixed 5.24200000 N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 175000.00000000 PA USD 101500.00000000 0.004004829897 Long DBT CORP US Y 2 2028-07-01 Fixed 4.25000000 N N N N N N Home Re Ltd 254900GFKVQN72ENGJ20 43731AAA1 115865.65000000 PA USD 115883.41000000 0.004572348227 Long ABS-MBS CORP BM N 2 2029-05-25 Floating 7.10191000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 6077.00000000 NS 45211.75000000 0.001783895252 Long EC CORP IT N 2 N N N Nemetschek SE 529900R0S2IX1S358J38 000000000 598.00000000 NS 51628.15000000 0.002037063632 Long EC CORP DE N 2 N N N 3i Group PLC 35GDVHRBMFE7NWATNM84 000000000 2726.00000000 NS 83904.97000000 0.003310592437 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKP3 456587.06000000 PA USD 408742.01000000 0.016127509578 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZB9 4798166.31000000 PA USD 4356897.38000000 0.171907713200 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBE9 4147477.90000000 PA USD 3717054.01000000 0.146661763858 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E3CU5 359489.05000000 PA USD 339651.79000000 0.013401454615 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 902.00000000 NS 169223.60000000 0.006676962883 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLN87 553341.66000000 PA USD 513531.25000000 0.020262121217 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 2.50000000 N N N N N N Extra Space Storage Inc N/A 30225T102 6500.00000000 NS USD 1042145.00000000 0.041119344374 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVB5 3274162.75000000 PA USD 2554461.64000000 0.100789993587 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N Brambles Ltd N/A 000000000 3822.00000000 NS 35425.69000000 0.001397772044 Long EC CORP AU N 2 N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 23600.00000000 NS USD 602272.00000000 0.023763516377 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNE81 448619.97000000 PA USD 385325.61000000 0.015203581511 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 3570000.00000000 PA USD 3319829.22000000 0.130988682920 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N Komatsu Ltd 5493004LQ0B4T7QPQV17 000000000 800.00000000 NS 20818.67000000 0.000821430857 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 6360981.59000000 PA USD 5232381.95000000 0.206451228285 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 112864.00000000 NS USD 5555166.08000000 0.219187144880 Long EC CORP US N 1 N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 8500.00000000 NS USD 2226490.00000000 0.087849396251 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RTA7 191004.51000000 PA USD 185510.82000000 0.007319598801 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.00000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 2293.00000000 NS 32455.57000000 0.001280581646 Long EC CORP GB N 2 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 26002.00000000 NS USD 1493814.90000000 0.058940636192 Long EC CORP US N 1 N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383PRN3 738303.62000000 PA USD 14350.11000000 0.000566204429 Long ABS-MBS USGA US N 2 2052-03-20 Floating 0.01000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045V100 42500.00000000 NS USD 1526600.00000000 0.060234219923 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 885000.00000000 PA USD 917953.91000000 0.036219204568 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 000000000 1176.00000000 NS 12780.11000000 0.000504257799 Long EC CORP SE N 2 N N N Ipsen SA 549300M6SGDPB4Z94P11 000000000 28.00000000 NS 3340.10000000 0.000131788495 Long EC CORP FR N 2 N N N AMER AIRLN 15-1 A PTT N/A 023770AA8 1515816.63000000 PA USD 1388155.61000000 0.054771695467 Long DBT CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJR4 1191386.21000000 PA USD 1066589.72000000 0.042083846300 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EXF2 494857.57000000 PA USD 467886.11000000 0.018461125932 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 4.00000000 N N N N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 8700.00000000 NS USD 259173.00000000 0.010226047085 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NEW1 244.39000000 PA USD 255.29000000 0.000010072837 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391AVP1 1147.60000000 PA USD 1192.04000000 0.000047033669 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3WR4 2347681.15000000 PA USD 2095182.83000000 0.082668481175 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N CRH PLC 549300MIDJNNTH068E74 000000000 576.00000000 NS 39639.90000000 0.001564049819 Long EC CORP IE N 2 N N N HPS Loan Management 6-2015, Lt 549300OYG05TXUTUVD98 40436KAC9 172327.47000000 PA USD 172028.17000000 0.006787621266 Long ABS-CBDO CORP KY N 2 2031-02-05 Floating 6.65431000 N N N N N N Singapore Exchange Ltd 549300IQ650PPXM76X03 000000000 9400.00000000 NS 69930.27000000 0.002759200355 Long EC CORP SG N 2 N N N ABB Ltd 5493000LKVGOO9PELI61 000000000 3309.00000000 NS 146913.52000000 0.005796686278 Long EC CORP CH N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W7GZ1 106145.16000000 PA USD 97556.27000000 0.003849224303 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 072024ND0 1305000.00000000 PA USD 1520281.99000000 0.059984933664 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DA5 1495000.00000000 PA USD 1088572.66000000 0.042951215122 Long DBT CORP US N 2 2041-08-15 Fixed 2.80000000 N N N N N N IBM VGRQXHF3J8VDLUA7XE92 459200101 28900.00000000 NS USD 4726595.00000000 0.186494669671 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MU96 14661.01000000 PA USD 15314.69000000 0.000604263333 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 6200.00000000 NS USD 438464.00000000 0.017300233856 Long EC CORP US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -25.00000000 NC USD -251205.65000000 -0.00991168372 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 2024-03-19 -2872231.85000000 USD -251205.65000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGLJ6 900177.48000000 PA USD 800963.46000000 0.031603176470 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 59835.00000000 NS USD 3077912.40000000 0.121443503476 Long EC CORP US N 1 N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 61400.00000000 NS USD 2128738.00000000 0.083992449136 Long EC CORP US N 1 N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 15800.00000000 NS USD 1155454.00000000 0.045590115516 Long EC CORP US N 1 N N N Tyler Technologies Inc 25490040SMU4Z8LBCW70 902252105 1310.00000000 NS USD 547737.20000000 0.021611766648 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403RLM8 21421.79000000 PA USD 22059.34000000 0.000870383294 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BS35 56822.00000000 PA USD 58843.77000000 0.002321766398 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 4300.00000000 NS USD 568202.00000000 0.022419235051 Long EC CORP US N 1 N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 3518.00000000 NS 364574.51000000 0.014384816725 Long EC CORP DK N 2 N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 25000.00000000 PA USD 26953.38000000 0.001063484749 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 000000000 6520.00000000 NS 222753.29000000 0.008789054538 Long EC CORP AU N 2 N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 14247.00000000 NS USD 1096021.71000000 0.043245128207 Long EC CORP US N 1 N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 761.00000000 NS 24117.59000000 0.000951594536 Long EC CORP NO N 2 N N N Kongsberg Gruppen ASA 5967007LIEEXZXJ9HK73 000000000 110.00000000 NS 5035.91000000 0.000198699142 Long EC CORP NO N 2 N N N Deutsche Lufthansa AG 529900PH63HYJ86ASW55 000000000 649.00000000 NS 5769.77000000 0.000227654654 Long EC CORP DE N 2 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 16530.00000000 NS USD 244478.70000000 0.009646262139 Long EC CORP US N 1 N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 29100.00000000 NS USD 419040.00000000 0.016533831728 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414ELR3 417.02000000 PA USD 431.27000000 0.000017016384 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CE8 530000.00000000 PA USD 533924.03000000 0.021066747966 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N Investor AB 549300VEBQPHRZBKUX38 000000000 1404.00000000 NS 32558.36000000 0.001284637374 Long EC CORP SE N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9MY7 855723.09000000 PA USD 818072.60000000 0.032278242435 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 560.00000000 NS USD 1447941.60000000 0.057130638524 Long EC CORP US N 1 N N N JPMBB Commercial Mortgage Secu N/A 46643PBD1 513245.56000000 PA USD 502490.96000000 0.019826510542 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.40800000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 7000.00000000 NS USD 361900.00000000 0.014279290050 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARB20 4173689.85000000 PA USD 3567972.01000000 0.140779517052 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAA1 365000.00000000 PA USD 380854.69000000 0.015027174869 Long DBT CORP LU N 2 2038-02-23 Fixed 6.12900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207YCH1 1824.56000000 PA USD 1877.43000000 0.000074076727 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BCD5 232649.56000000 PA USD 222317.03000000 0.008771841266 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 3.50000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543BY8 15000.00000000 PA USD 20934.84000000 0.000826014513 Long DBT CORP US N 2 2039-05-15 Fixed 9.40000000 N N N N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250104 770.00000000 NS USD 896287.70000000 0.035364332789 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 440000.00000000 PA USD 417978.18000000 0.016491936078 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N PNC Financial Services Group I CFGNEKW0P8842LEUIA51 693475105 12433.00000000 NS USD 1925250.05000000 0.075963536564 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406EVU5 97256.25000000 PA USD 101642.23000000 0.004010441789 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEU4 1365000.00000000 PA USD 1320663.09000000 0.052108680078 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N OCI NV 549300NCMRGIBJYUOE57 000000000 207.00000000 NS 5999.15000000 0.000236705175 Long EC CORP NL N 2 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XL2 300000.00000000 PA USD 291664.97000000 0.011508064946 Long DBT CORP US N 2 2025-08-04 Fixed 4.13400000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CQ0 1035000.00000000 PA USD 815835.17000000 0.032189961385 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N Expeditors International of Wa 984500B055A804AB6E40 302130109 4600.00000000 NS USD 585120.00000000 0.023086759309 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410VBM1 33590.85000000 PA USD 35083.33000000 0.001384263733 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 000000000 579.00000000 NS 39952.97000000 0.001576402450 Long EC CORP GB N 2 N N N AETNA INC 549300QKBENKLBXQ8968 00817YAF5 480000.00000000 PA USD 537531.09000000 0.021209069756 Long DBT CORP US N 2 2036-06-15 Fixed 6.62500000 N N N N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 6600.00000000 NS USD 581856.00000000 0.022957973449 Long EC CORP US N 1 N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AH9 947000.00000000 PA USD 976233.37000000 0.038518705296 Long DBT CORP US N 2 2053-10-01 Fixed 4.97600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZG8 216987.51000000 PA USD 203248.79000000 0.008019476166 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 9600.00000000 NS USD 1291968.00000000 0.050976473631 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFM6 1700000.00000000 PA USD 1676867.35000000 0.066163236435 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N UNIVERSITY OF MIAMI 5493008ZSVWUNRYQE312 914453AA3 815000.00000000 PA USD 696220.24000000 0.027470380618 Long DBT CORP US N 2 2052-04-01 Fixed 4.06300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407KL64 40865.05000000 PA USD 41525.13000000 0.001638434306 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAA4 590000.00000000 PA USD 610531.43000000 0.024089404182 Long DBT CORP US N 2 2030-08-15 Fixed 5.92700000 N N N N N N ICG Euro CLO 5493000GNZH2JWC7EQ58 000000000 7000000.00000000 PA 7727650.00000000 0.304905652818 Long ABS-CBDO CORP IE N 2 2038-01-26 Floating 5.62300000 N N N N N N DENTSPLY SIRONA Inc 9NHEHR1SOZCYXDO8HO28 24906P109 7100.00000000 NS USD 252689.00000000 0.009970211449 Long EC CORP US N 1 N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RER1 2600000.00000000 PA USD 2340961.74000000 0.092366044988 Long ABS-O CORP US N 2 2028-02-20 Fixed 1.66000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 230000.00000000 PA USD 216829.17000000 0.008555309780 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N Coca-Cola HBC AG 549300EFP3TNG7JGVE49 000000000 184.00000000 NS 5402.78000000 0.000213174530 Long EC CORP CH N 2 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 3020.00000000 NS USD 1147086.60000000 0.045259967598 Long EC CORP US N 1 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 6400.00000000 NS USD 276672.00000000 0.010916495542 Long EC CORP US N 1 N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 425000.00000000 PA USD 394520.21000000 0.015566367806 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXM1 427194.17000000 PA USD 398679.56000000 0.015730481000 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJS35 782904.60000000 PA USD 720550.01000000 0.028430347024 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 5984.00000000 NS 81688.15000000 0.003223124585 Long EC CORP DE N 2 N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BL6 350000.00000000 PA USD 352250.74000000 0.013898564484 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N Barclays Commercial Mortgage S N/A 05491UBC1 3850000.00000000 PA USD 3681742.30000000 0.145268489060 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.04700000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 5500.00000000 NS USD 874995.00000000 0.034524198389 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61691ABK8 3979898.24000000 PA USD 3857741.23000000 0.152212782429 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.54000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 1569000.00000000 PA USD 1465102.20000000 0.057807734917 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381WV62 3438818.29000000 PA USD 51460.88000000 0.002030463751 Long ABS-MBS USGA US N 2 2049-07-20 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WBX5 716042.23000000 PA USD 606363.97000000 0.023924970996 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C0YW2 29204.76000000 PA USD 28202.25000000 0.001112760728 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N Kansai Electric Power Co Inc/T 353800PFUKP5ONPJNZ86 000000000 1100.00000000 NS 14599.30000000 0.000576036582 Long EC CORP JP N 2 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 35600.00000000 NS USD 1473484.00000000 0.058138451008 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030617 -4500000.00000000 PA USD -4073895.00000000 -0.16074144332 Short ABS-MBS USGA US N 2 2054-01-15 Fixed 3.00000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 3500.00000000 NS USD 482580.00000000 0.019040894701 Long EC CORP US N 1 N N N Chubu Electric Power Co Inc 529900A76GOP0PGNHT63 000000000 3400.00000000 NS 43898.59000000 0.001732082617 Long EC CORP JP N 2 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 28740.00000000 NS USD 15130747.80000000 0.597005627272 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 7200.00000000 NS USD 482256.00000000 0.019028110810 Long EC CORP US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 393.00000000 NC USD 707867.74000000 0.027929949644 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 2024-03-28 42040094.18000000 USD 707867.74000000 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DZ0 150000.00000000 PA USD 158041.22000000 0.006235745842 Long DBT CORP US N 2 2053-06-01 Fixed 5.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MVT4 282577.92000000 PA USD 276968.12000000 0.010928179386 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.00000000 N N N N N N Makita Corp 529900CDR9E94BCM6294 000000000 200.00000000 NS 5501.07000000 0.000217052705 Long EC CORP JP N 2 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 12400.00000000 NS USD 959016.00000000 0.037839368959 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F2R5 38196.70000000 PA USD 39334.79000000 0.001552011261 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AH0 800000.00000000 PA USD 802288.34000000 0.031655451535 Long DBT CORP US N 2 2027-07-01 Fixed 5.62500000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 39748.00000000 NS USD 674921.04000000 0.026629989751 Long EC CORP US N 1 N N N Assurant Commercial Mortgage T 549300SPKO3Z7ZWM8X71 04624UAG6 1642388.89000000 PA USD 1588186.94000000 0.062664222077 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.17200000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 74808.00000000 NS USD 11725405.92000000 0.462642918170 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group 353800V2V8PUY9TK3E06 000000000 14400.00000000 NS 123582.76000000 0.004876137262 Long EC CORP JP N 2 N N N Sumitomo Electric Industries L 5493005SP87FL5TOS202 000000000 600.00000000 NS 7613.16000000 0.000300388283 Long EC CORP JP N 2 N N N Kraft Heinz Co/The 9845007488EC87F5AF14 500754106 24767.00000000 NS USD 915883.66000000 0.036137519848 Long EC CORP US N 1 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 275316.81000000 0.010863024552 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.41.V1 Y Default Event 2028-12-20 112341.51000000 USD 0.00000000 USD 4588650.00000000 USD 162975.30000000 N N N Engie SA LAXUQCHT4FH58LRZDY46 000000000 1989.00000000 NS 35038.82000000 0.001382507526 Long EC CORP FR N 2 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 3800.00000000 NS USD 341316.00000000 0.013467118438 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 6600.00000000 NS USD 803220.00000000 0.031692211533 Long EC CORP US N 1 N N N F5 Inc 54930015FPK9KT966303 315616102 1900.00000000 NS USD 340062.00000000 0.013417640046 Long EC CORP US N 1 N N N Sempra PBBKGKLRK5S5C0Y4T545 816851109 19638.00000000 NS USD 1467547.74000000 0.057904227249 Long EC CORP US N 1 N N N AmeriCredit Automobile Receiva N/A 03066NAF1 87151.92000000 PA USD 87005.35000000 0.003432922433 Long ABS-O CORP US N 2 2025-07-18 Fixed 2.32000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 76760.00000000 NS USD 38013087.20000000 1.499861557960 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FPG5 186918.52000000 PA USD 186955.76000000 0.007376611007 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287QGN5 104631.85000000 PA USD 108868.31000000 0.004295557269 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Vicinity Ltd N/A 000000000 29154.00000000 NS 40498.19000000 0.001597914897 Long EC CORP AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FW32 87515.12000000 PA USD 90510.76000000 0.003571233475 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CR0 465000.00000000 PA USD 379733.68000000 0.014982943792 Long DBT CORP US N 2 2049-06-01 Fixed 4.00000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBA6 500000.00000000 PA USD 498095.75000000 0.019653091149 Long DBT CORP US Y 2 2024-12-01 Fixed 5.50000000 N N N N N N Barclays Commercial Mortgage S N/A 05553RAB6 2700000.00000000 PA USD 2755915.38000000 0.108738643449 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.75600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 1295000.00000000 PA USD 1234801.93000000 0.048720903323 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XTQ8 10542.14000000 PA USD 10727.76000000 0.000423279349 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 10600.00000000 NS USD 1466934.00000000 0.057880011246 Long EC CORP US N 1 N N N Hitachi Ltd 549300T6IPOCDWLKC615 000000000 1100.00000000 NS 79122.71000000 0.003121901424 Long EC CORP JP N 2 N N N Seagate Technology Holdings PL 635400RUXIFEZSRU8X70 000000000 6000.00000000 NS USD 512220.00000000 0.020210383944 Long EC CORP US N 1 N N N Credit Suisse Mortgage Trust N/A 12654PAE8 459855.38000000 PA USD 435523.28000000 0.017184203477 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381XUA2 1749033.94000000 PA USD 38299.12000000 0.001511147397 Long ABS-MBS USGA US N 2 2049-08-20 Floating 0.01000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 17550.00000000 NS USD 4574583.00000000 0.180496815459 Long EC CORP US N 1 N N N Take-Two Interactive Software BOMSTHHJK882EWYX3334 874054109 4800.00000000 NS USD 772560.00000000 0.030482476709 Long EC CORP US N 1 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 400000.00000000 PA USD 411234.18000000 0.016225841764 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 8100.00000000 NS USD 415530.00000000 0.016395339581 Long EC CORP US N 1 N N N Accor SA 969500QZC2Q0TK11NV07 000000000 1283.00000000 NS 49108.22000000 0.001937636134 Long EC CORP FR N 2 N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 11742.00000000 NS USD 2102992.20000000 0.082976611209 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WCUT8 615797.77000000 PA USD 595453.26000000 0.023494473088 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJL32 23378.19000000 PA USD 23791.27000000 0.000938719107 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 345285AB6 400000.00000000 PA USD 363595.56000000 0.014346190832 Long ABS-O CORP US N 2 2034-05-15 Fixed 1.91000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 45467.00000000 NS USD 2628447.27000000 0.103709204060 Long EC CORP US N 1 N N N GS Mortgage Securities Trust 54930070360RBP384M53 36250VAC6 4274641.33000000 PA USD 4123673.39000000 0.162705521987 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.24400000 N N N N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 540.00000000 NS USD 174360.60000000 0.006879650678 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC84 3604775.44000000 PA USD 3187628.48000000 0.125772510742 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 17900.00000000 NS USD 3983645.00000000 0.157180498511 Long EC CORP US N 1 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 80000.00000000 PA USD 69992.64000000 0.002761661254 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N Broadridge Financial Solutions 549300KZDJZQ2YIHRC28 11133T103 3600.00000000 NS USD 740700.00000000 0.029225394142 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416TL49 478163.43000000 PA USD 477153.24000000 0.018826774004 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 1600000.00000000 PA USD 1492786.29000000 0.058900050891 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 990000.00000000 PA USD 884981.25000000 0.034918220385 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FTK2 24530.82000000 PA USD 24044.45000000 0.000948708692 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.00000000 N N N N N N LVMH Moet Hennessy Louis Vuitt IOG4E947OATN0KJYSD45 000000000 126.00000000 NS 102379.68000000 0.004039538949 Long EC CORP FR N 2 N N N Sompo Holdings Inc 353800CWW4SRGEYEB512 000000000 1700.00000000 NS 83178.23000000 0.003281917855 Long EC CORP JP N 2 N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3133Q3G96 935949.36000000 PA USD 751482.89000000 0.029650848726 Long ABS-MBS USGSE US N 2 2053-10-25 None 0.00000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 36919.00000000 NS USD 4285188.33000000 0.169078328497 Long EC CORP US N 1 N N N Whitbread PLC 21380099VMZKRMN3EX36 000000000 2058.00000000 NS 95814.96000000 0.003780518388 Long EC CORP GB N 2 N N N Lixil Corp 353800KB8G4F9WUJJ886 000000000 500.00000000 NS 6232.39000000 0.000245907998 Long EC CORP JP N 2 N N N Federal Realty Investment Trus 549300FHEI1SLVZ0RB48 313745101 2400.00000000 NS USD 247320.00000000 0.009758369757 Long EC CORP US N 1 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAF7 740000.00000000 PA USD 757040.17000000 0.029870119278 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428X106 7180.00000000 NS USD 1816324.60000000 0.071665724753 Long EC CORP US N 1 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040610 1000000.00000000 PA USD 945742.19000000 0.037315631510 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 4.00000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590LAS1 2418863.27000000 PA USD 2304804.92000000 0.090939425148 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 2.88130000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160109 4200.00000000 NS USD 953442.00000000 0.037619438695 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 18860.00000000 NS USD 4632393.20000000 0.182777800852 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RS83 247179.76000000 PA USD 227584.33000000 0.008979670237 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N Stockland N/A 000000000 1757.00000000 NS 5328.34000000 0.000210237392 Long EC CORP AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8BH5 208750.43000000 PA USD 196282.10000000 0.007744595295 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER3T5 261089.20000000 PA USD 254423.15000000 0.010038634855 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 3.50000000 N N N N N N News Corp 549300ITS31QK8VRBQ14 65249B109 12075.00000000 NS USD 296441.25000000 0.011696520009 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KETW5 220157.48000000 PA USD 212709.29000000 0.008392753932 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 12770000.00000000 PA USD 11149806.25000000 0.439931797306 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 440000.00000000 PA USD 394616.17000000 0.015570154047 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 8440.00000000 NS USD 3374902.80000000 0.133161690997 Long EC CORP US N 1 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 14300.00000000 NS USD 2822391.00000000 0.111361535572 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3G5 3011119.12000000 PA USD 2467175.84000000 0.097346005592 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDU5 1300000.00000000 PA USD 1242674.94000000 0.049031544366 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.33000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QGE5 218819.00000000 PA USD 218526.01000000 0.008622261067 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VY48 2856.42000000 PA USD 2952.46000000 0.000116493596 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUA5 1140185.04000000 PA USD 981373.35000000 0.038721510671 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 2.00000000 N N N N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 1950.00000000 NS USD 483483.00000000 0.019076523877 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383T2H5 4112551.30000000 PA USD 93295.69000000 0.003681116932 Long ABS-MBS USGA US N 2 2052-07-20 Floating 0.01000000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 15500.00000000 NS USD 599230.00000000 0.023643489849 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371L6H7 686.16000000 PA USD 716.72000000 0.000028279228 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCA21 20832.58000000 PA USD 21665.02000000 0.000854824825 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 345000.00000000 PA USD 310467.52000000 0.012249946861 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 131044.63000000 PA USD 131593.10000000 0.005192196859 Long ABS-MBS CORP US N 2 2034-01-25 Floating 6.98743000 N N N N N N Kimco Realty Corp 254900ARY41P4V1JL861 49446R109 19700.00000000 NS USD 419807.00000000 0.016564094827 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 35.00000000 NC USD 4516.99000000 0.000178224400 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 8276701.76000000 USD 4516.99000000 N N N CSX CORP 549300JVQR4N1MMP3Q88 126408GK3 690000.00000000 PA USD 770997.55000000 0.030420827975 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383P5X5 1959638.79000000 PA USD 68510.34000000 0.002703174955 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.01000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AT6 1315000.00000000 PA USD 1402118.75000000 0.055322631433 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 2275000.00000000 PA USD 2261211.04000000 0.089219365306 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389GSV3 5981.19000000 PA USD 6170.88000000 0.000243481031 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N BANK 2021-BN35 N/A 06540CAY3 2300000.00000000 PA USD 2018511.28000000 0.079643293828 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.06700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8K71 445463.05000000 PA USD 446708.40000000 0.017625528630 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 1245000.00000000 PA USD 1199279.33000000 0.047319307554 Long DBT CORP US Y 2 N/A Fixed 4.60000000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AG8 550000.00000000 PA USD 434152.64000000 0.017130122886 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 183900.00000000 NS USD 25688991.00000000 1.013596445376 Long EC CORP US N 1 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 4647.00000000 NS USD 455870.70000000 0.017987040482 Long EC CORP US N 1 N N N OneMain Direct Auto Receivable N/A 682685AA0 3200000.00000000 PA USD 3209533.44000000 0.126636802749 Long ABS-O CORP US N 2 2029-11-14 Fixed 5.41000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621X108 1500.00000000 NS USD 252735.00000000 0.009972026445 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290XPE4 105009.51000000 PA USD 105319.10000000 0.004155518034 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RF87 33467.96000000 PA USD 34007.77000000 0.001341825951 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -82978.74000000 -0.00327404668 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-08-31 0.00000000 USD 0.00000000 USD -12880000.00000000 USD -82978.74000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 3.00000000 NC USD 12969.15000000 0.000511716647 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Long MSCI MSCI EAFE INDEX 2024-03-15 324890.85000000 USD 12969.15000000 N N N BayCurrent Consulting Inc N/A 000000000 400.00000000 NS 14002.41000000 0.000552485420 Long EC CORP JP N 2 N N N OneMain Financial Issuance Tru N/A 682696AA7 1900000.00000000 PA USD 1750529.66000000 0.069069689848 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75000000 N N N N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 6200.00000000 NS USD 1678216.00000000 0.066216449379 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TXW0 197099.28000000 PA USD 194830.17000000 0.007687307289 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N OZLM Ltd 5493009CITK5BZZY6417 67109UAS1 438278.26000000 PA USD 438491.48000000 0.017301318119 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 6.90159000 N N N N N N Daimler Truck Holding AG 529900PW78JIYOUBSR24 000000000 332.00000000 NS 12471.27000000 0.000492072068 Long EC CORP DE N 2 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 26015.00000000 NS USD 1222705.00000000 0.048243601383 Long EC CORP US N 1 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 450000.00000000 PA USD 396755.75000000 0.015654574283 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MGK3 995000.00000000 PA USD 1144186.10000000 0.045145524158 Long DBT USGSE US N 2 2030-11-15 Fixed 6.62500000 N N N N N N Rational AG 529900K139N6UFJ1A758 000000000 25.00000000 NS 19291.40000000 0.000761170201 Long EC CORP DE N 2 N N N EPAM Systems Inc 549300XCR4R530HJP604 29414B104 1740.00000000 NS USD 517371.60000000 0.020413647803 Long EC CORP US N 1 N N N Obic Co Ltd N/A 000000000 100.00000000 NS 17205.51000000 0.000678868382 Long EC CORP JP N 2 N N N Goodman Group N/A 000000000 7452.00000000 NS 128300.04000000 0.005062264395 Long EC CORP AU N 2 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 000000000 3479.00000000 NS 73502.65000000 0.002900153796 Long EC CORP IT N 2 N N N Logitech International SA 549300SN6PRK6IJJC215 000000000 998.00000000 NS 94898.22000000 0.003744347080 Long EC CORP CH N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJBG7 595277.47000000 PA USD 513940.33000000 0.020278262062 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VYT3 16023.81000000 PA USD 16618.94000000 0.000655724411 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 175570.00000000 NS USD 5054660.30000000 0.199438962498 Long EC CORP US N 1 N N N Freddie Mac - STACR 5493000IT4TAVS1FNX06 35565RBD4 134419.71000000 PA USD 146183.05000000 0.005767864524 Long ABS-MBS CORP US N 2 2050-09-25 Floating 10.70191000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 4400.00000000 NS USD 1050984.00000000 0.041468099955 Long EC CORP US N 1 N N N Julius Baer Group Ltd 5299007MF0604ZGJER92 000000000 177.00000000 NS 9929.36000000 0.000391777318 Long EC CORP CH N 2 N N N STRIPS 254900HROIFWPRGM1V77 912834JB5 830000.00000000 PA USD 406051.56000000 0.016021353966 Long DBT UST US N 2 2040-08-15 None 0.00000000 N N N N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 19700.00000000 NS USD 1153041.00000000 0.045494907097 Long EC CORP US N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 500000.00000000 PA USD 520380.55000000 0.020532370295 Long DBT CORP DE N 2 2027-07-13 Fixed 7.14600000 N N N N N N CONTL AIRLINES 2012-2 A N/A 210795QB9 203632.67000000 PA USD 199109.30000000 0.007856146577 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GE7 690000.00000000 PA USD 535202.85000000 0.021117205666 Long DBT CORP US N 2 2045-02-01 Fixed 3.60000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 4350.00000000 NS USD 3531330.00000000 0.139333753336 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 24442.21000000 0.000964402890 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 24442.21000000 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 4090.00000000 NS USD 3203533.40000000 0.126400062458 Long EC CORP US N 1 N N N Trinitas CLO Ltd N/A 89642MAA6 2400000.00000000 PA USD 2400000.00000000 0.094695485272 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381YJD7 2851829.70000000 PA USD 52329.65000000 0.002064742333 Long ABS-MBS USGA US N 2 2049-08-20 Floating 0.01000000 N N N N N N American Airlines Group Inc N/A 02376R102 20700.00000000 NS USD 284418.00000000 0.011222125220 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMN7 47931.33000000 PA USD 47927.74000000 0.001891058582 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 7800.00000000 NS USD 1547130.00000000 0.061044260887 Long EC CORP US N 1 N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 9200.00000000 NS USD 2754940.00000000 0.108700158415 Long EC CORP US N 1 N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272104 4700.00000000 NS USD 508023.00000000 0.020044785214 Long EC CORP US N 1 N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 10600.00000000 NS USD 964282.00000000 0.038047146637 Long EC CORP US N 1 N N N GM Financial Revolving Receiva N/A 36263HAB4 200000.00000000 PA USD 179862.50000000 0.007096736133 Long ABS-O CORP US N 2 2034-06-12 Fixed 1.49000000 N N N N N N Westinghouse Air Brake Technol 06BTX5UWZD0GQ5N5Y745 929740108 5751.00000000 NS USD 729801.90000000 0.028795393780 Long EC CORP US N 1 N N N AerCap Holdings NV 549300SZYINBBLJQU475 000000000 1200.00000000 NS USD 89184.00000000 0.003518884232 Long EC CORP IE N 1 N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 53950.00000000 NS USD 5938276.50000000 0.234303322853 Long EC CORP US N 1 N N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 000000000 1177.00000000 NS 36481.76000000 0.001439440819 Long EC CORP DE N 2 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 000000000 865.00000000 NS 35036.77000000 0.001382426640 Long EC CORP AT N 2 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAF8 560000.00000000 PA USD 567215.54000000 0.022380312839 Long DBT CORP FR N 2 2029-06-12 Fixed 5.33500000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 20392.00000000 NS USD 932118.32000000 0.036778081934 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGXM6 907536.23000000 PA USD 812087.13000000 0.032042077024 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410XZS8 46592.69000000 PA USD 48496.54000000 0.001913501412 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VDN7 836010.43000000 PA USD 762608.48000000 0.030089825036 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 1335000.00000000 PA USD 1131706.20000000 0.044653111581 Long DBT CORP FR N 2 2033-01-20 Fixed 3.13200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8DM0 74996.18000000 PA USD 69894.04000000 0.002757770848 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 1050000.00000000 PA USD 952230.94000000 0.037571654564 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429105 3800.00000000 NS USD 939702.00000000 0.037077307042 Long EC CORP US N 1 N N UNIV OF VIRGINIA VA UNIV REVEN N/A 915217WX7 355000.00000000 PA USD 294746.91000000 0.011629667364 Long DBT MUN US N 2 2117-09-01 Fixed 4.17900000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 700000.00000000 PA USD 678098.90000000 0.026755376832 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T4N2 1177056.22000000 PA USD 1105442.13000000 0.043616824558 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 3.50000000 N N N N N N Prysmian SpA 529900X0H1IO3RS1A464 000000000 210.00000000 NS 9572.86000000 0.000377711092 Long EC CORP IT N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q73S4 541243.98000000 PA USD 523320.69000000 0.020648377788 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6T99 44696.70000000 PA USD 46096.64000000 0.001818809872 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383ABJ2 442290.95000000 PA USD 141.93000000 0.000005600054 Long ABS-MBS USGA US N 2 2050-01-20 Floating 0.01000000 N N N N N N Wix.com Ltd 5493008P6N29Q1AG9464 000000000 800.00000000 NS USD 98416.00000000 0.003883146199 Long EC CORP IL N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 4000.00000000 PA USD 2872.90000000 0.000113354441 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N LYB INTL FINANCE BV 549300J6QSW38QNOJK61 50247VAB5 620000.00000000 PA USD 592922.12000000 0.023394603284 Long DBT CORP NL N 2 2043-07-15 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EPW3 48272.21000000 PA USD 49166.47000000 0.001939934473 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 5.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 1695000.00000000 PA USD 1720958.25000000 0.067902906923 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REZ3 2900000.00000000 PA USD 2767119.10000000 0.109180702492 Long ABS-O CORP US N 2 2028-08-21 Fixed 3.83000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BB8 3495000.00000000 PA USD 3139933.72000000 0.123890644724 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N PulteGroup Inc N/A 745867101 6722.00000000 NS USD 693844.84000000 0.027376655761 Long EC CORP US N 1 N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 22900.00000000 NS USD 1319269.00000000 0.052053674233 Long EC CORP US N 1 N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 2100.00000000 NS USD 1204182.00000000 0.047512749519 Long EC CORP US N 1 N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 4100.00000000 NS USD 209346.00000000 0.008260050441 Long EC CORP US N 1 N N Associated British Foods PLC GBQKSY6W7G0OHCQ8OQ72 000000000 198.00000000 NS 5967.53000000 0.000235457562 Long EC CORP GB N 2 N N N UBS Commercial Mortgage Trust N/A 90278KAZ4 2369965.25000000 PA USD 2252133.42000000 0.088861194627 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.18030000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAZ9 3000000.00000000 PA USD 2976867.90000000 0.117456645992 Long DBT CORP N/A N 2 2028-02-01 Fixed 5.12500000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797GX9 870000.00000000 PA USD 860984.19000000 0.033971381534 Long DBT UST US N 2 2024-03-14 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NDR3 11529.77000000 PA USD 12044.12000000 0.000475218245 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Sanofi SA 549300E9PC51EN656011 000000000 1614.00000000 NS 160387.64000000 0.006328327250 Long EC CORP FR N 2 N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 2924.00000000 NS USD 2354960.36000000 0.092918380869 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SGK7 1275364.64000000 PA USD 1172124.59000000 0.046247877854 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VBF6 141648.48000000 PA USD 129225.95000000 0.005098797518 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMSU0 453859.00000000 PA USD 376440.43000000 0.014853003831 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Match Group Inc 15OMOPB0A8K0EFUVD031 57667L107 8700.00000000 NS USD 317550.00000000 0.012529396395 Long EC CORP US N 1 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 6600.00000000 NS USD 1484208.00000000 0.058561582002 Long EC CORP US N 1 N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 905000.00000000 PA USD 907547.00000000 0.035808584821 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WBY3 1122756.29000000 PA USD 981863.28000000 0.038740841571 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QAR7 515000.00000000 PA USD 545253.20000000 0.021513756820 Long DBT CORP US N 2 2037-05-01 Fixed 5.80000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 500000.00000000 PA USD 336582.79000000 0.013280362763 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Trend Micro Inc/Japan 3538005O5UJ5RNAGVE16 000000000 100.00000000 NS 5337.00000000 0.000210579085 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3AX6 2460682.60000000 PA USD 2366644.17000000 0.093379382560 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61690YBT8 1999999.99000000 PA USD 1871024.79000000 0.073824000185 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.79100000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -9100000.00000000 OU OTHER USD -23.58000000 -0.00000093038 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 -23.58000000 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 45088.00000000 NS USD 1919396.16000000 0.075732562833 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 6020000.00000000 PA USD 4698421.88000000 0.185383058308 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 10900.00000000 NS USD 672748.00000000 0.026544249302 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T7L3 351312.44000000 PA USD 347159.14000000 0.013697668012 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AWEN9 862664.12000000 PA USD 841287.58000000 0.033194223184 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AX4 300000.00000000 PA USD 258532.85000000 0.010200789037 Long DBT CORP US N 2 2031-09-15 Fixed 3.12500000 N N N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 275000.00000000 PA USD 266801.92000000 0.010527057202 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N T&D Holdings Inc 3538008ARJ1MACEWA242 000000000 500.00000000 NS 7937.73000000 0.000313194664 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YGD5 47208.37000000 PA USD 47972.12000000 0.001892809659 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 140000.00000000 PA USD 126612.65000000 0.004995685972 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Moderna Inc 549300EI6OKH5K5Q2G38 60770K107 10550.00000000 NS USD 1049197.50000000 0.041397611003 Long EC CORP US N 1 N N N Venture CLO 43 Limited 549300OLN5VHTMLSN650 92290CAB5 2100000.00000000 PA USD 2085770.19000000 0.082297091795 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.89548000 N N N N N N Carval CLO LTD 254900KRTGHP264UWC15 14686BAA5 4500000.00000000 PA USD 4514746.50000000 0.178135879458 Long ABS-CBDO CORP JE N 2 2035-01-20 Floating 7.61582000 N N N N N N Trimaran Advisors CAVU 2019-1 549300IGMQ24BLOIU872 89624CAA0 7500000.00000000 PA USD 7502949.00000000 0.296039748553 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 7.13743000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 1000000.00000000 PA USD 982416.91000000 0.038762685846 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 42707.00000000 NS USD 7253356.88000000 0.286191729002 Long EC CORP US N 1 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 20612.00000000 NS USD 4322542.52000000 0.170552192309 Long EC CORP US N 1 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 1700.00000000 NS USD 491028.00000000 0.019374222809 Long EC CORP US N 1 N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 3300.00000000 NS USD 1799061.00000000 0.070984564345 Long EC CORP US N 1 N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 24800.00000000 NS USD 14456416.00000000 0.570398886841 Long EC CORP US N 1 N N N Recruit Holdings Co Ltd 353800R2LRSMVVC4I806 000000000 3200.00000000 NS 133795.63000000 0.005279100879 Long EC CORP JP N 2 N N N HKT Trust & HKT Ltd N/A 000000000 3000.00000000 NS 3581.78000000 0.000141324331 Long EC CORP HK N 2 N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191AZ6 207000.00000000 PA USD 204089.06000000 0.008052630239 Long DBT CORP CL N 2 2024-08-01 Fixed 4.50000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 122000.00000000 PA USD 140863.42000000 0.005557970797 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N BENCHMARK Mortgage Trust N/A 081916AB4 3000000.00000000 PA USD 3050043.00000000 0.120343875827 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.62600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QP70 85750.57000000 PA USD 88302.39000000 0.003484099029 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 8400.00000000 NS USD 2287908.00000000 0.090272732632 Long EC CORP US N 1 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DA4 5190000.00000000 PA USD 5282494.05000000 0.208428473963 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Pandora A/S 5299007OWYZ6I1E46843 000000000 44.00000000 NS 6083.23000000 0.000240022673 Long EC CORP DK N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 2776.76000000 0.000109561098 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2024-01-16 0.00000000 USD -54.94000000 USD 4087495.00000000 USD 2831.70000000 N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 405000.00000000 PA USD 407270.47000000 0.016069447830 Long DBT CORP US N 2 2027-06-15 Fixed 5.87500000 N N N N N N Cordatus CLO PLC 635400UH3DTSYN3K2540 000000000 3800000.00000000 PA 3969794.60000000 0.156634010866 Long ABS-CBDO CORP IE N 2 2032-05-22 Fixed 1.25000000 N N N N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 947.00000000 NS 70438.92000000 0.002779269879 Long EC CORP GB N 2 N N N Wells Fargo Commercial Mortgag N/A 95001WAY4 7300000.00000000 PA USD 7058626.23000000 0.278508348419 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.74900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VVY3 2190993.33000000 PA USD 1919899.27000000 0.075752413769 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 1502.00000000 NS 174111.66000000 0.006869828389 Long EC CORP CH N 2 N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAD5 670000.00000000 PA USD 592442.70000000 0.023375687071 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N Wilmar International Ltd 549300H2EAI4YRLWBB20 000000000 28000.00000000 NS 75638.55000000 0.002984428832 Long EC CORP SG N 2 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 3650000.00000000 PA USD 2962148.59000000 0.116875874241 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Laurel Road Prime Student Loan N/A 51889RAB5 110913.86000000 PA USD 108160.06000000 0.004267612236 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.73000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 49800.00000000 NS USD 12965430.00000000 0.511569869006 Long EC CORP US N 1 N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 14300.00000000 NS USD 255112.00000000 0.010065814432 Long EC CORP US N 1 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 20000.00000000 NS USD 906000.00000000 0.035747545690 Long EC CORP US N 1 N N N Shionogi & Co Ltd 35380049VXDTHZI3DY35 000000000 2000.00000000 NS 96255.98000000 0.003797919473 Long EC CORP JP N 2 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 154760.00000000 NS USD 21810326.80000000 0.860558116781 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402YBF0 1697.13000000 PA USD 1758.21000000 0.000069372728 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CX1 220000.00000000 PA USD 215600.00000000 0.008506811093 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N BELLEMEADE RE LT N/A 078774AA4 1415381.39000000 PA USD 1415711.32000000 0.055858946022 Long ABS-MBS CORP BM N 2 2032-01-26 Floating 7.08743000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2L5 484840.39000000 PA USD 397357.60000000 0.015678321149 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYTV1 681772.30000000 PA USD 587732.52000000 0.023189840079 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 2.00000000 N N N N N N Bandai Namco Holdings Inc N/A 000000000 500.00000000 NS 9999.12000000 0.000394529800 Long EC CORP JP N 2 N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 110000.00000000 PA USD 114050.51000000 0.004500028495 Long DBT CORP GB N 2 2029-02-02 Fixed 5.93100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383TYC1 1508236.08000000 PA USD 40525.70000000 0.001599000344 Long ABS-MBS USGA US N 2 2052-07-20 Floating 0.01000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 200000.00000000 PA USD 194080.02000000 0.007657709031 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 4400.00000000 NS USD 676764.00000000 0.026702706414 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDM3 460348.82000000 PA USD 429628.46000000 0.016951614794 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201YW85 137555.63000000 PA USD 140057.03000000 0.005526153509 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJEX2 552106.98000000 PA USD 513887.48000000 0.020276176789 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390LP26 27931.03000000 PA USD 29284.70000000 0.001155470365 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 3500.00000000 NS USD 1789515.00000000 0.070607913052 Long EC CORP CA N 1 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 17755.00000000 NS USD 2280274.65000000 0.089971547723 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KFC7 14836.39000000 PA USD 15327.06000000 0.000604751410 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N Essity AB 549300G8E6YUVJ1DA153 000000000 3339.00000000 NS 82747.70000000 0.003264930669 Long EC CORP SE N 2 N N N Tesco PLC 2138002P5RNKC5W2JZ46 000000000 5446.00000000 NS 20175.94000000 0.000796071012 Long EC CORP GB N 2 N N N Jack Henry & Associates Inc 529900X1QS8C54W0JB21 426281101 2100.00000000 NS USD 343161.00000000 0.013539915592 Long EC CORP US N 1 N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 26648.00000000 NS USD 801838.32000000 0.031637695342 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 23961.00000000 NS USD 2325175.44000000 0.091743173597 Long EC CORP US N 1 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 10104.00000000 NS USD 1181056.56000000 0.046600301701 Long EC CORP US N 1 N N N New Residential Mortgage Loan N/A 64828FCQ3 129620.64000000 PA USD 124853.09000000 0.004926259977 Long ABS-MBS CORP US N 2 2048-01-25 Floating 6.22043000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404XEV2 469.08000000 PA USD 489.97000000 0.000019332477 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELV0 4377281.46000000 PA USD 4139977.96000000 0.163348842474 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 22700.00000000 NS USD 6730777.00000000 0.265572580947 Long EC CORP US N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBG3 1270000.00000000 PA USD 1189156.92000000 0.046919913168 Long DBT CORP US Y 2 2026-12-01 Fixed 2.67000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945C103 10300.00000000 NS USD 368019.00000000 0.014520724081 Long EC CORP US N 1 N N N ENEOS Holdings Inc 3538001KQ5SAOZSQTT44 000000000 2300.00000000 NS 9122.34000000 0.000359935172 Long EC CORP JP N 2 N N N KB HOME 549300LGUCWQURMWLG09 48666KAZ2 400000.00000000 PA USD 360585.52000000 0.014227425332 Long DBT CORP US N 2 2031-06-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKQR2 358869.51000000 PA USD 335375.90000000 0.013232743166 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 540000.00000000 PA USD 531439.63000000 0.020968722356 Long DBT CORP US Y 2 N/A Fixed 5.00000000 N N N N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36266G107 11992.00000000 NS USD 927221.44000000 0.036584868423 Long EC CORP US N 1 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BP7 250000.00000000 PA USD 240000.00000000 0.009469548527 Long DBT CORP US Y 2 2027-03-01 Fixed 3.40000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 69356UAA6 1599564.43000000 PA USD 1591501.03000000 0.062794984311 Long ABS-MBS CORP US Y 2 2024-02-27 Floating 8.37142000 N N N N N N ResMed Inc 529900T3QE5253CCXF22 761152107 4500.00000000 NS USD 774090.00000000 0.030542845081 Long EC CORP US N 1 N N N ANTERO MIDSTREAM PART/FI N/A 03690EAA6 525000.00000000 PA USD 538589.76000000 0.021250841119 Long DBT CORP US N 2 2026-05-15 Fixed 7.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 2345000.00000000 PA USD 2127012.34000000 0.083924360715 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N Rockford Tower CLO Ltd N/A 77341RAA4 3750000.00000000 PA USD 3752637.38000000 0.148065757395 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 7.25092000 N N N N N N CONNECTICUT LIGHT & PWR 549300O45IUXEDS1VZ32 207597EN1 2290000.00000000 PA USD 1904444.59000000 0.075142626926 Long DBT CORP US N 2 2031-07-01 Fixed 2.05000000 N N N N N N Regatta VII Funding Ltd 549300DA6HSLI0UPTQ25 75888ABE5 3750000.00000000 PA USD 3752710.50000000 0.148068642451 Long ABS-CBDO CORP KY N 2 2034-06-20 Floating 6.78200000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546104 13638.00000000 NS USD 1815763.32000000 0.071643578636 Long EC CORP US N 1 N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 000000000 1400.00000000 NS 14441.31000000 0.000569802857 Long EC CORP JP N 2 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 325000.00000000 PA USD 301576.95000000 0.011899156511 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N Kellanova LONOZNOJYIBXOHXWDB86 487836108 8200.00000000 NS USD 458462.00000000 0.018089283987 Long EC CORP US N 1 N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484101 3700.00000000 NS USD 265808.00000000 0.010487840645 Long EC CORP US N 1 N N N Cochlear Ltd 5493001OLLWY8KV5UC08 000000000 49.00000000 NS 9968.85000000 0.000393335453 Long EC CORP AU N 2 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 13640.00000000 NS USD 15225650.00000000 0.600750131390 Long EC CORP US N 1 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 9500.00000000 NS USD 2801360.00000000 0.110531726926 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413DKC0 5575.25000000 PA USD 5823.08000000 0.000229758077 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 303075105 1200.00000000 NS USD 572460.00000000 0.022587240624 Long EC CORP US N 1 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 270000.00000000 PA USD 219627.32000000 0.008665714852 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D6F3 49297.81000000 PA USD 52056.43000000 0.002053962041 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213F7K3 4880.50000000 PA USD 5015.01000000 0.000197874502 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDAS3 641438.31000000 PA USD 550392.32000000 0.021716528263 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N CALIFORNIA ST N/A 13063A5E0 350000.00000000 PA USD 423956.43000000 0.016727816613 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUG5 1481263.32000000 PA USD 1218449.85000000 0.048075708260 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CAE7 46971.99000000 PA USD 47731.81000000 0.001883327879 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040628 -2000000.00000000 PA USD -1893203.14000000 -0.07469907919 Short ABS-MBS USGSE US N 2 2054-02-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184HLS1 230762.89000000 PA USD 207119.36000000 0.008172195126 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CY3 910000.00000000 PA USD 888961.50000000 0.035075266929 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4WK5 157775.22000000 PA USD 160555.79000000 0.006334961853 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 590000.00000000 PA USD 575438.88000000 0.022704776660 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAP3 1500000.00000000 PA USD 1217550.75000000 0.048040232964 Long DBT CORP NL N 2 2031-07-12 Fixed 2.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VZK1 89682.37000000 PA USD 92613.65000000 0.003654206053 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612G101 6900.00000000 NS USD 599403.00000000 0.023650315816 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403J7D2 17023.93000000 PA USD 17683.86000000 0.000697742376 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HHD3 30509.21000000 PA USD 31991.01000000 0.001262251756 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WJR0 977184.95000000 PA USD 855094.41000000 0.033738991711 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90291JAV9 1576200.95000000 PA USD 1486647.99000000 0.058657855350 Long ABS-MBS CORP US N 2 2051-03-15 Fixed 3.85400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNPL0 907988.53000000 PA USD 843577.98000000 0.033284594242 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N CK Infrastructure Holdings Ltd 5299005U11RQ1C27MR12 000000000 3500.00000000 NS 19369.67000000 0.000764258458 Long EC CORP HK N 2 N N N GS Mortgage Securities Trust N/A 36264KAU4 4150000.00000000 PA USD 3326883.19000000 0.131267007550 Long ABS-MBS CORP US N 2 2053-12-12 Fixed 1.72100000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAE4 530000.00000000 PA USD 575824.04000000 0.022719973708 Long DBT CORP US N 2 2038-04-15 Fixed 6.05000000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 000000000 8200.00000000 NS USD 779656.00000000 0.030762459693 Long EC CORP US N 1 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 6100.00000000 NS USD 1775222.00000000 0.070043961981 Long EC CORP US N 1 N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 1480.00000000 NS USD 933554.40000000 0.036834744556 Long EC CORP US N 1 N N N Sound Point CLO LTD N/A 83614VAC9 6000000.00000000 PA USD 5952434.40000000 0.234861943358 Long ABS-CBDO CORP KY N 2 2034-04-25 Floating 6.70983000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AY5 420000.00000000 PA USD 350466.63000000 0.013828169833 Long DBT CORP US N 2 2034-03-15 Fixed 2.95000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 000000000 723.00000000 NS 16919.81000000 0.000667595674 Long EC CORP NL N 2 N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 12460.00000000 NS 24397.52000000 0.000962639581 Long EC CORP GB N 2 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 13372.00000000 NS USD 510676.68000000 0.020149490012 Long EC CORP US N 1 N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 16550.00000000 NS USD 1228175.50000000 0.048459447905 Long EC CORP US N 1 N N N PGIM Core Ultra Short Bond Fund 1VRLPVAWKZCB406TIT84 000000000 262062395.03000000 NS USD 262062395.03000000 10.34005236208 Long STIV RF US N 1 N N N Otsuka Holdings Co Ltd N/A 000000000 1200.00000000 NS 44876.41000000 0.001770663925 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ENV8 2500018.93000000 PA USD 2536752.78000000 0.100091264799 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390VPW8 35561.78000000 PA USD 37285.58000000 0.001471156704 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -348299.76000000 -0.01374267283 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 US TREASURY N/B United States Treasury Note/Bond Y 2024-01-29 0.00000000 USD 0.00000000 USD 17217391.48000000 USD -348299.76000000 N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 270000.00000000 PA USD 236983.67000000 0.009350534846 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Wellfleet CLO Ltd 254900QO5AI38SSR4719 94949JAA3 3750000.00000000 PA USD 3751659.38000000 0.148027168985 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 6.87743000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 455000.00000000 PA USD 443225.06000000 0.017488088392 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N CALIFORNIA ST N/A 13063A7D0 1250000.00000000 PA USD 1516553.40000000 0.059837816731 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161BAX1 3600000.00000000 PA USD 3421845.00000000 0.135013863667 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 3.76100000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AC7 475000.00000000 PA USD 475000.00000000 0.018741814793 Long DBT CORP GB N 2 2025-02-15 Fixed 6.50000000 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 12080.00000000 NS USD 653769.60000000 0.025795428970 Long EC CORP US N 1 N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 22518.00000000 NS USD 782950.86000000 0.030892463180 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405USY6 6522.43000000 PA USD 6711.88000000 0.000264826972 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Battalion CLO LTD 549300RRK5G3IT4Y7N27 07132JBC7 6520000.00000000 PA USD 6502456.64000000 0.256563869578 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 6.83008000 N N N N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 1900.00000000 NS USD 245556.00000000 0.009688768575 Long EC CORP US N 1 N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAJ0 1845000.00000000 PA USD 1719223.16000000 0.067834446428 Long DBT CORP US N 2 2032-04-01 Fixed 3.80000000 N N N N N Norwegian Cruise Line Holdings N/A 000000000 13800.00000000 NS USD 276552.00000000 0.010911760767 Long EC CORP US N 1 N N Genting Singapore Ltd 254900Y2N3AK93K1O866 000000000 8000.00000000 NS 6059.66000000 0.000239092685 Long EC CORP SG N 2 N N N Woolworths Group Ltd QNWEWQBS7HP85QHXQL92 000000000 898.00000000 NS 22782.22000000 0.000898905574 Long EC CORP AU N 2 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 38100.00000000 NS USD 4136517.00000000 0.163212285271 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205B6H0 484.31000000 PA USD 491.83000000 0.000019405866 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XW63 157002.70000000 PA USD 156800.38000000 0.006186786697 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAA8 1140000.00000000 PA USD 1123133.76000000 0.044314873512 Long DBT CORP US N 2 2025-02-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 5165000.00000000 PA USD 4439008.01000000 0.175147507347 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXP2 829684.70000000 PA USD 777454.79000000 0.030675607756 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 2.00000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 18300.00000000 NS USD 1285026.00000000 0.050702566940 Long EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 15600.00000000 NS USD 447096.00000000 0.017640821951 Long EC CORP US N 1 N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 122585.00000000 NS USD 1494311.15000000 0.058960216457 Long EC CORP US N 1 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 20400.00000000 NS USD 4719336.00000000 0.186208255284 Long EC CORP US N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 5289.00000000 NS USD 1655933.01000000 0.065337241650 Long EC CORP US N 1 N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658300 31300.00000000 NS USD 580302.00000000 0.022896658122 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -29123.95000000 -0.00114912774 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-09-25 260.80000000 USD 0.00000000 USD -1410000.00000000 USD -29384.75000000 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 23700.00000000 NS USD 642270.00000000 0.025341695552 Long EC CORP US N 1 N N N STRIPS 254900HROIFWPRGM1V77 912834UH9 625000.00000000 PA USD 212744.14000000 0.008394128990 Long DBT UST US N 2 2049-02-15 None 0.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BPW39 4194527.62000000 PA USD 106896.70000000 0.004217764533 Long ABS-MBS USGSE US N 2 2026-03-25 Variable 1.33616500 N N N N N N Invitation Homes Inc N/A 46187W107 17700.00000000 NS USD 603747.00000000 0.023821714644 Long EC CORP US N 1 N N N GPT Group/The N/A 000000000 1408.00000000 NS 4443.60000000 0.000175328690 Long EC CORP AU N 2 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 350000.00000000 PA USD 287119.81000000 0.011328729058 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Hartford Financial Services Gr IU7C3FTM7Y3BQM112U94 416515104 9600.00000000 NS USD 771648.00000000 0.030446492424 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKH40 486642.48000000 PA USD 447886.84000000 0.017672025692 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 3220000.00000000 PA USD 3414917.48000000 0.134740528305 Long DBT CORP US N 2 2029-11-01 Fixed 6.40700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBB8 1076688.60000000 PA USD 883762.48000000 0.034870132045 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 9300.00000000 NS USD 1413414.00000000 0.055768301925 Long EC CORP US N 1 N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 465000.00000000 PA USD 397807.50000000 0.015696072607 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 000000000 11500.00000000 NS USD 854105.00000000 0.033699953103 Long EC CORP BM N 1 N N N Nippon Steel Corp 35380065QWQ4U2V3PA33 000000000 3700.00000000 NS 84521.98000000 0.003334937463 Long EC CORP JP N 2 N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EC0 530000.00000000 PA USD 581469.91000000 0.022942739707 Long DBT CORP US N 2 2036-10-01 Fixed 6.35000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 41501.00000000 NS USD 1532216.92000000 0.060455843659 Long EC CORP US N 1 N N N Towd Point Mortgage Trust N/A 89169EAA7 266819.39000000 PA USD 269473.07000000 0.010632451304 Long ABS-MBS CORP US N 2 2057-02-25 Floating 5.75504500 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAD0 300000.00000000 PA USD 346210.74000000 0.013660247512 Long DBT CORP US N 2 2033-03-15 Fixed 6.95000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 13780.00000000 NS USD 9095902.40000000 0.358892038232 Long EC CORP US N 1 N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAF9 105000.00000000 PA USD 95974.31000000 0.003786805774 Long DBT CORP US N 2 2042-09-15 Fixed 4.62500000 N N N N N N M&G PLC 254900TWUJUQ44TQJY84 000000000 2016.00000000 NS 5705.51000000 0.000225119182 Long EC CORP GB N 2 N N N Informa PLC 5493006VM2LKUPSEDU20 000000000 9262.00000000 NS 92123.60000000 0.003634870419 Long EC CORP GB N 2 N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAW9 2420000.00000000 PA USD 2098605.22000000 0.082803516542 Long DBT CORP US N 2 2030-10-01 Fixed 2.70000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 1400000.00000000 PA USD 1232988.05000000 0.048649334054 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 142.00000000 NC USD 767838.80000000 0.030296194907 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 2024-03-19 15990380.66000000 USD 767838.80000000 N N N Anchorage Capital Europe CLO 635400ZNDJ8ARDAHOM33 000000000 2500000.00000000 PA 2760526.33000000 0.108920575177 Long ABS-CBDO CORP IE N 2 2038-01-22 Floating 5.66600000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 14160.00000000 NS USD 8447856.00000000 0.333322426429 Long EC CORP US N 1 N N N MMAF Equipment Finance LLC N/A 55316EAE2 1600000.00000000 PA USD 1503342.56000000 0.059316563854 Long ABS-O CORP US N 2 2041-11-12 Fixed 2.29000000 N N N N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 22982.00000000 NS USD 447459.54000000 0.017655165950 Long EC CORP US N 1 N N N TH MSR ISSUER TRUST N/A 87271AAA4 1140000.00000000 PA USD 1117288.58000000 0.044084243446 Long ABS-O CORP US N 2 2024-06-25 Floating 8.27039800 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 000000000 3584.00000000 NS 101714.00000000 0.004013273578 Long EC CORP LU N 2 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 73225.00000000 NS USD 10730391.50000000 0.423383179272 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHC45 1530441.69000000 PA USD 1305752.40000000 0.051520357151 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 9700.00000000 NS USD 902973.00000000 0.035628111009 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390JKD2 22769.69000000 PA USD 23873.77000000 0.000941974264 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFX7 490000.00000000 PA USD 403708.13000000 0.015928890532 Long DBT CORP US N 2 2030-10-30 Fixed 1.68000000 N N N N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541W209 3600.00000000 NS USD 311004.00000000 0.012271114459 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 120000.00000000 PA USD 121392.25000000 0.004789707509 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CTT9 27679.71000000 PA USD 28759.66000000 0.001134754149 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJY1 27071.32000000 PA USD 28272.25000000 0.001115522680 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 12368.00000000 NS USD 616421.12000000 0.024321790454 Long EC CORP US N 1 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 44536.00000000 NS USD 566497.92000000 0.022351998100 Long EC CORP US N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 683.00000000 NS 92129.81000000 0.003635115444 Long EC CORP GB N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 795000.00000000 PA USD 793134.06000000 0.031294256124 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762E102 4400.00000000 NS USD 949520.00000000 0.037464690489 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -232312.56000000 -0.00916622941 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 US TREASURY N/B United States Treasury Note/Bond Y 2024-01-18 0.00000000 USD 0.00000000 USD 11211698.73000000 USD -232312.56000000 N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 1570.00000000 NS USD 429128.10000000 0.016931872363 Long EC CORP US N 1 N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AW2 1820000.00000000 PA USD 1739372.34000000 0.068629461585 Long DBT CORP US N 2 2029-04-18 Fixed 3.75000000 N N N N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50065WAQ9 335000.00000000 PA USD 333311.60000000 0.013151293212 Long DBT NUSS KR N 2 2026-04-03 Fixed 4.75000000 N N N N N N GN BONDCO LLC N/A 36267QAA2 350000.00000000 PA USD 341289.21000000 0.013466061399 Long DBT CORP US N 2 2031-10-15 Fixed 9.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 440000.00000000 PA USD 433400.00000000 0.017100426382 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 200000.00000000 PA USD 184506.09000000 0.007279955720 Long DBT CORP US N 2 2030-01-31 Fixed 4.12500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 965000.00000000 PA USD 830721.54000000 0.032777324731 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383YAV4 1537088.39000000 PA USD 38858.67000000 0.001533225255 Long ABS-MBS USGA US N 2 2052-08-20 Floating 0.01000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 7280.00000000 NS USD 3432956.80000000 0.135452295872 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 2625000.00000000 PA USD 2555288.03000000 0.100822600004 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 4130.00000000 NS USD 1912107.40000000 0.075444974223 Long EC CORP US N 1 N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 7000.00000000 NS USD 1654660.00000000 0.065287013191 Long EC CORP US N 1 N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35565TAH2 956665.91000000 PA USD 973985.58000000 0.038430015477 Long ABS-MBS CORP US N 2 2050-11-25 Floating 7.93743000 N N N N N N Battalion CLO LTD 549300QQUW46V6EB1N30 07133PAA7 4000000.00000000 PA USD 3990712.40000000 0.157459353041 Long ABS-CBDO CORP KY N 2 2034-03-09 Floating 6.93743000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201XAK4 142306.23000000 PA USD 143824.20000000 0.005674792672 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Legrand SA 969500XXRPGD7HCAFA90 000000000 210.00000000 NS 21868.62000000 0.000862858159 Long EC CORP FR N 2 N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBJ2 2260000.00000000 PA USD 2303643.04000000 0.090893581486 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 2500.00000000 NS USD 1414125.00000000 0.055796355462 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPTH7 307204.28000000 PA USD 270490.53000000 0.010672596666 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 2.50000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 8000.00000000 NS USD 3255120.00000000 0.128435486674 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 39219.00000000 NS USD 3657171.75000000 0.144299022329 Long EC CORP US N 1 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 31300.00000000 NS USD 1042916.00000000 0.041149765299 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VTW0 477485.43000000 PA USD 418703.96000000 0.016520572782 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NDR6 149186.53000000 PA USD 141714.39000000 0.005591547054 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VAY3 330000.00000000 PA USD 308006.92000000 0.012152860315 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381A3H7 1943575.06000000 PA USD 34612.35000000 0.001365680533 Long ABS-MBS USGA US N 2 2048-11-20 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2T3 2392717.80000000 PA USD 2038080.46000000 0.080415424243 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Oaktown Re Ltd N/A 67389JAA6 1684604.94000000 PA USD 1680797.56000000 0.066318308578 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 6.93743000 N N N N N N ST Engineering 254900OEXGGWCR24DG90 000000000 1700.00000000 NS 5006.00000000 0.000197518999 Long EC CORP SG N 2 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 11300.00000000 NS USD 212440.00000000 0.008382128704 Long EC CORP US N 1 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 50199.00000000 NS USD 7399834.59000000 0.291971219764 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SQY6 227828.08000000 PA USD 227849.52000000 0.008990133693 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.50000000 N N N N N N Wolters Kluwer NV 724500TEM53I0U077B74 000000000 198.00000000 NS 28169.36000000 0.001111463006 Long EC CORP NL N 2 N N N Amcor PLC 549300GSODGFCDQ3DI89 000000000 47450.00000000 NS USD 457418.00000000 0.018048091450 Long EC CORP GB N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 47816.16000000 0.001886656031 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-08-31 0.00000000 USD 0.00000000 USD 24975000.00000000 USD 47816.16000000 N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 000000000 567.00000000 NS 15156.65000000 0.000598027636 Long EC CORP DK N 2 N N N Allegion plc 984500560CAC2E6FB757 000000000 2833.00000000 NS USD 358912.77000000 0.014161424552 Long EC CORP IE N 1 N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBW5 1700000.00000000 PA USD 1689404.02000000 0.066657888956 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 7306.00000000 NS USD 315326.96000000 0.012441683123 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXL1 1500429.83000000 PA USD 1283152.62000000 0.050628650012 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 3695000.00000000 PA USD 3126976.26000000 0.123379389323 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2K7 780494.34000000 PA USD 609162.84000000 0.024035404476 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJSK7 290579.17000000 PA USD 267438.41000000 0.010552170839 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 22400.00000000 NS USD 3521952.00000000 0.138963730727 Long EC CORP US N 1 N N N Yara International ASA 213800WKOUWXWFJ5Z514 000000000 122.00000000 NS 4334.25000000 0.000171014127 Long EC CORP NO N 2 N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 7500.00000000 NS USD 276075.00000000 0.010892940040 Long EC CORP US N 1 N N N Public Storage N/A 74460D109 5020.00000000 NS USD 1531100.00000000 0.060411773958 Long EC CORP US N 1 N N N HEALTHPEAK OP LLC N/A 42250PAE3 2500000.00000000 PA USD 2530816.00000000 0.099857020522 Long DBT CORP US N 2 2032-12-15 Fixed 5.25000000 N N N N N N Taylor Wimpey PLC 21380089BTRXTD8S3R66 000000000 3801.00000000 NS 7115.15000000 0.000280738575 Long EC CORP GB N 2 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 7100.00000000 NS USD 764599.00000000 0.030168363893 Long EC CORP US N 1 N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50065WAP1 345000.00000000 PA USD 346911.30000000 0.013687889124 Long DBT NUSS KR N 2 2028-04-03 Fixed 4.87500000 N N N N N N Bank N/A 06540LBA4 3900000.00000000 PA USD 3218610.72000000 0.126994960013 Long ABS-MBS CORP US N 2 2064-11-15 Fixed 2.37000000 N N N N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 22147.00000000 NS USD 1061284.24000000 0.041874510882 Long EC CORP US N 1 N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 495000.00000000 PA USD 481995.63000000 0.019017837534 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MVS6 487324.98000000 PA USD 462723.86000000 0.018257441862 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225ATR1 192.88000000 PA USD 195.57000000 0.000007716498 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 2555000.00000000 PA USD 2782623.93000000 0.109792468075 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AG3 3395000.00000000 PA USD 3334788.93000000 0.131578940003 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHRP9 307215.54000000 PA USD 285816.47000000 0.011277303885 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.00000000 N N N N N N Barclays Commercial Mortgage S N/A 05552XBF4 4500000.00000000 PA USD 3803217.75000000 0.150061479346 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.42100000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 1380.00000000 NS USD 1143592.20000000 0.045122090971 Long EC CORP US N 1 N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 8700.00000000 NS USD 1254192.00000000 0.049485966693 Long EC CORP US N 1 N N N Sekisui Chemical Co Ltd 529900KQIVT7NWFNMI70 000000000 400.00000000 NS 5753.19000000 0.000227000466 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403JT71 36952.56000000 PA USD 38342.45000000 0.001512857045 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403YRV7 15373.75000000 PA USD 15962.55000000 0.000629825591 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34532PAA8 1400000.00000000 PA USD 1398756.38000000 0.055189964242 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.52000000 N N N N N N Revvity Inc 549300IKL1SDPFI7N655 714046109 4000.00000000 NS USD 437240.00000000 0.017251939158 Long EC CORP US N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 38686.00000000 NS USD 418969.38000000 0.016531045313 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 560000.00000000 PA USD 541777.86000000 0.021376632234 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N voestalpine AG 529900ZAXBMQDIWPNB72 000000000 168.00000000 NS 5289.63000000 0.000208710033 Long EC CORP AT N 2 N N N RWE AG 529900GB7KCA94ACC940 000000000 505.00000000 NS 22984.01000000 0.000906867491 Long EC CORP DE N 2 N N N Home Partners of America Trust N/A 43730XAA2 533139.63000000 PA USD 463584.85000000 0.018291413473 Long ABS-O CORP US N 2 2041-01-17 Fixed 2.20000000 N N N N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 5900.00000000 NS USD 469050.00000000 0.018507048902 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VSG6 64242.22000000 PA USD 56333.40000000 0.002222716104 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 210.00000000 NS 158526.35000000 0.006254887350 Long EC CORP NL N 2 N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 751212101 1400.00000000 NS USD 201880.00000000 0.007965468569 Long EC CORP US N 1 N N N OCP CLO Ltd 254900XV0U0WEM36A370 67091YAU8 2500000.00000000 PA USD 2493283.00000000 0.098376101502 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 6.64387000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QL66 99938.85000000 PA USD 97841.53000000 0.003860479651 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383PB42 897615.32000000 PA USD 29001.50000000 0.001144296298 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.01000000 N N N N N N COMM Mortgage Trust N/A 12632QAW3 721220.57000000 PA USD 712936.41000000 0.028129941380 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 3.55000000 N N N N N N Social Professional Loan Progr N/A 78471HAB4 342825.44000000 PA USD 331840.97000000 0.013093267369 Long ABS-O CORP US N 2 2048-06-15 Fixed 3.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDY3 448573.70000000 PA USD 424313.50000000 0.016741905329 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 44124.00000000 NS USD 2296212.96000000 0.090600416889 Long EC CORP US N 1 N N N JP Morgan Chase Commercial Mor N/A 48128KAS0 2717418.87000000 PA USD 2565587.98000000 0.101228999489 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.10850000 N N N N N N TransDigm Group Inc N/A 893641100 1700.00000000 NS USD 1719720.00000000 0.067854049971 Long EC CORP US N 1 N N N EL PASO ELECTRIC CO OZ8GM8L4AHPKSWZMW205 283677AW2 845000.00000000 PA USD 857958.81000000 0.033852010773 Long DBT CORP US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383R3S4 686358.41000000 PA USD 18855.23000000 0.000743960481 Long ABS-MBS USGA US N 2 2052-05-20 Floating 0.01000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 625000.00000000 PA USD 391577.81000000 0.015450271141 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N CALIFORNIA ST N/A 13063BFR8 205000.00000000 PA USD 257741.06000000 0.010169547813 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 1500000.00000000 PA USD 1185800.78000000 0.046787491791 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KJG5 3474032.79000000 PA USD 3437775.00000000 0.135642404950 Long ABS-MBS CORP US N 2 2041-09-25 Floating 6.18743000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 3312.00000000 NS 95291.06000000 0.003759847153 Long EC CORP NL N 2 N N N Fidelity National Information 6WQI0GK1PRFVBA061U48 31620M106 18500.00000000 NS USD 1111295.00000000 0.043847758044 Long EC CORP US N 1 N N N Coles Group Ltd 549300OHQRG2HN8LZ793 000000000 1152.00000000 NS 12654.79000000 0.000499313116 Long EC CORP AU N 2 N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 3953.00000000 NS 115661.56000000 0.004563594813 Long EC CORP GB N 2 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 8800.00000000 NS USD 1149808.00000000 0.045367344387 Long EC CORP US N 1 N N Nexon Co Ltd 5299005SFO0GAJFLKN43 000000000 800.00000000 NS 14551.28000000 0.000574141883 Long EC CORP JP N 2 N N N Pennsylvania Higher Education N/A 71723MAB4 1094018.54000000 PA USD 1075955.97000000 0.042453405296 Long ABS-O USGA US N 2 2070-05-25 Floating 5.98191000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849106 19082.00000000 NS USD 461021.12000000 0.018190257783 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 1125000.00000000 PA USD 1221899.63000000 0.048211824340 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129304R8 31079.09000000 PA USD 30883.67000000 0.001218560049 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAX7 1490000.00000000 PA USD 1228774.54000000 0.048483083898 Long DBT CORP JP N 2 2031-07-14 Fixed 2.60800000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06050TJZ6 805000.00000000 PA USD 873423.78000000 0.034462203623 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816109 18000.00000000 NS USD 3372120.00000000 0.133051891581 Long EC CORP US N 1 N N N KKR Static CLO Ltd, KKR Static N/A 482926AA0 1650904.09000000 PA USD 1652792.72000000 0.065213336947 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 7.63582000 N N N N N N OFSI Fund LTD N/A 67115UAA2 4600000.00000000 PA USD 4630792.86000000 0.182714657113 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 7.81582000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NFCG5 193180.23000000 PA USD 187491.58000000 0.007397752563 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4AA2 500000.00000000 PA USD 582216.11000000 0.022972182112 Long DBT USGSE US Y 2 2031-03-15 Fixed 6.75000000 N N N N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 4500.00000000 NS USD 623250.00000000 0.024591233831 Long EC CORP US N 1 N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 6600.00000000 NS USD 1606968.00000000 0.063405256073 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SJS7 340169.84000000 PA USD 312555.55000000 0.012332333117 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 10600.00000000 NS USD 1378000.00000000 0.054370991127 Long EC CORP US N 1 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 000000000 987.00000000 NS 14031.84000000 0.000553646624 Long EC CORP FR N 2 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BH6 340000.00000000 PA USD 235450.00000000 0.009290021669 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBH2 448822.73000000 PA USD 371943.49000000 0.014675570533 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844AW8 120000.00000000 PA USD 120751.48000000 0.004764424998 Long DBT CORP US N 2 2025-05-17 Fixed 5.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417C4P7 752334.14000000 PA USD 709573.54000000 0.027997254461 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEG2 1920000.00000000 PA USD 2023868.22000000 0.079854659675 Long DBT CORP US N 2 2064-05-15 Fixed 5.50000000 N N N N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855R100 1750.00000000 NS USD 632292.50000000 0.024948018800 Long EC CORP US N 1 N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AY3 785000.00000000 PA USD 535852.77000000 0.021142849204 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 26050.00000000 NS USD 11110585.50000000 0.438384285659 Long EC CORP US N 1 N N N Banc of America Mortgage Secur N/A 05949AH86 30067.55000000 PA USD 28741.05000000 0.001134019865 Long ABS-MBS CORP US N 2 2035-02-25 Variable 3.81537000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 38700.00000000 NS USD 3135087.00000000 0.123699410348 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJQY7 659725.44000000 PA USD 571196.26000000 0.022537377927 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 2.50000000 N N N N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 12008R107 3800.00000000 NS USD 634372.00000000 0.025030068493 Long EC CORP US N 1 N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062101 4937.00000000 NS USD 510782.02000000 0.020153646355 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DGY9 21175.45000000 PA USD 21517.47000000 0.000849003026 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.00000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAR0 506000.00000000 PA USD 476023.04000000 0.018782180322 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 1430000.00000000 PA USD 1249671.91000000 0.049307619978 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N Santander Drive Auto Receivabl N/A 80287GAE0 600000.00000000 PA USD 595124.82000000 0.023481514011 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.09000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VXY1 1667687.84000000 PA USD 1461325.83000000 0.057658732755 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 5600.00000000 NS USD 1295728.00000000 0.051124829892 Long EC CORP US N 1 N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 375000.00000000 PA USD 308969.69000000 0.012190847803 Long DBT CORP US N 2 2031-10-01 Fixed 3.87500000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 000000000 3504.00000000 NS 52694.87000000 0.002079152619 Long EC CORP NL N 2 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 7900.00000000 NS USD 1438511.00000000 0.056758540506 Long EC CORP US N 1 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 4800.00000000 NS USD 568080.00000000 0.022414421363 Long EC CORP US N 1 N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 7350.00000000 NS USD 2292465.00000000 0.090452535685 Long EC CORP US N 1 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 12337.00000000 NS USD 2970996.34000000 0.117224975066 Long EC CORP US N 1 N N N Navient Student Loan Trust N/A 63940VAB8 61327.91000000 PA USD 60688.33000000 0.002394546191 Long ABS-O CORP US N 2 2042-06-16 Fixed 3.52000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 000000000 3570.00000000 NS 97210.00000000 0.003835561718 Long EC CORP IT N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ENL0 3482770.04000000 PA USD 3538061.59000000 0.139599357995 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Wynn Resorts Ltd 254900CEKKWIHTEAB172 983134107 2900.00000000 NS USD 264219.00000000 0.010425144342 Long EC CORP US N 1 N N N adidas AG 549300JSX0Z4CW0V5023 000000000 395.00000000 NS 80266.69000000 0.003167038816 Long EC CORP DE N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 130000.00000000 PA USD 120818.75000000 0.004767079233 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAA3 600000.00000000 PA USD 595320.00000000 0.023489215121 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -518104.25000000 -0.02044255557 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2024-03-20 0.00000000 USD 0.00000000 USD -5020753.59000000 USD -518104.25000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402VTU4 41783.63000000 PA USD 41467.43000000 0.001636157669 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644ABE1 3932312.97000000 PA USD 3818170.11000000 0.150651446424 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 2.92020000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34532JAA2 900000.00000000 PA USD 839031.48000000 0.033105205482 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410TVW2 34995.94000000 PA USD 36971.00000000 0.001458744494 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Munich Re 529900MUF4C20K50JS49 000000000 320.00000000 NS 132740.41000000 0.005237465641 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403FJ62 17143.71000000 PA USD 17184.67000000 0.000678046110 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417A4E6 297362.37000000 PA USD 289264.99000000 0.011413370250 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 10850.00000000 NS USD 798885.50000000 0.031521187541 Long EC CORP US N 1 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 1510000.00000000 PA 1567346.70000000 0.061841940144 Long DBT NUSS ID N 2 2026-09-18 Fixed 1.45000000 N N N N N N Nitto Denko Corp 3538009GX5P09USH2J25 000000000 100.00000000 NS 7462.52000000 0.000294444563 Long EC CORP JP N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 346000.00000000 PA USD 322714.20000000 0.012733157405 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCM0 2515000.00000000 PA USD 2537430.38000000 0.100118000491 Long DBT CORP US N 2 2028-02-28 Fixed 4.90000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203101 6100.00000000 NS USD 490562.00000000 0.019355836102 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 16637.00000000 NS USD 4791788.74000000 0.189066983357 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VDQ0 198394.73000000 PA USD 191269.08000000 0.007546799311 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 1600.00000000 NS USD 526288.00000000 0.020765457313 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 14460.00000000 NS USD 3121624.80000000 0.123168239697 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 33900.00000000 NS USD 2377068.00000000 0.093790669910 Long EC CORP US N 1 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 10060.00000000 NS USD 4431631.20000000 0.174856444596 Long EC CORP US N 1 N N Check Point Software Technolog 2549003ZVBH73EPNS513 000000000 100.00000000 NS USD 15279.00000000 0.000602855133 Long EC CORP IL N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381AE85 3619114.64000000 PA USD 102207.42000000 0.004032742181 Long ABS-MBS USGA US N 2 2048-11-20 Floating 0.01000000 N N N N N N Zensho Holdings Co Ltd 353800DYF3UDM49ITT03 000000000 100.00000000 NS 5232.45000000 0.000206453913 Long EC CORP JP N 2 N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CA6 210000.00000000 PA USD 203831.71000000 0.008042476121 Long DBT CORP US N 2 2052-08-15 Fixed 5.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200KC54 16707.00000000 PA USD 17131.94000000 0.000675965571 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Norsk Hydro ASA 549300N1SDN71ZZ8BO45 000000000 960.00000000 NS 6452.74000000 0.000254602227 Long EC CORP NO N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKC48 2223236.10000000 PA USD 1825321.66000000 0.072020716821 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H8RE3 1500000.00000000 PA USD 1311616.35000000 0.051751727814 Long ABS-MBS USGSE US N 2 2052-08-25 Fixed 3.00000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 7650.00000000 NS USD 771120.00000000 0.030425659418 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LPCS9 118204.90000000 PA USD 105420.21000000 0.004159507476 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 17900.00000000 NS USD 1742207.00000000 0.068741307212 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CH1 255000.00000000 PA USD 273189.67000000 0.010779095155 Long DBT CORP US N 2 2043-02-10 Fixed 5.62500000 N N N N N N Alexandria Real Estate Equitie MGCJBT4MKTQBVLNUIS88 015271109 4780.00000000 NS USD 605960.60000000 0.023909055447 Long EC CORP US N 1 N N N Social Professional Loan Progr N/A 83404WAB3 408489.74000000 PA USD 389179.78000000 0.015355653385 Long ABS-O CORP US N 2 2048-08-17 Fixed 3.09000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UGB2 390559.63000000 PA USD 367498.28000000 0.014500178317 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N Cognizant Technology Solutions 5493006IEVQEFQO40L83 192446102 15800.00000000 NS USD 1193374.00000000 0.047086304183 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 1965000.00000000 PA USD 1510593.75000000 0.059602670085 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239100 8000.00000000 NS USD 425600.00000000 0.016792666054 Long EC CORP US N 1 N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 1220000.00000000 PA USD 1217607.69000000 0.048042479614 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381WPW2 2400000.00000000 PA USD 1883899.92000000 0.074332007137 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416TNK1 356108.02000000 PA USD 355465.63000000 0.014025412637 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Berkeley Group Holdings PLC 2138009OQSSLVVHQAL78 000000000 100.00000000 NS 5970.11000000 0.000235559359 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C6L0 41686.93000000 PA USD 42360.18000000 0.001671382417 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 1602.00000000 NS 27172.16000000 0.001072117032 Long EC CORP IT N 2 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 7300.00000000 NS USD 1067625.00000000 0.042124694776 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 125800.00000000 NS USD 6355416.00000000 0.250762167594 Long EC CORP US N 1 N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAN9 3300000.00000000 PA USD 3000334.26000000 0.118382545304 Long ABS-O CORP US N 2 2028-06-26 Fixed 2.33000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -23787.72000000 -0.00093857903 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 UBS GROUP AG UBS Group AG Y Default Event 2026-06-20 90337.54000000 USD 0.00000000 USD -2000000.00000000 USD -114125.26000000 N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 1125000.00000000 PA USD 854153.43000000 0.033701863979 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDG1 365.56000000 PA USD 380.79000000 0.000015024622 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 416000.00000000 PA 440248.90000000 0.017370659677 Long DBT CORP AE N 2 2026-09-25 Fixed 2.37500000 N N N N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 7100.00000000 NS USD 1731690.00000000 0.068326343704 Long EC CORP IE N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201VXY3 5737.24000000 PA USD 6073.85000000 0.000239652572 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Hexagon AB 549300WJFW6ILNI4TA80 000000000 1730.00000000 NS 20779.56000000 0.000819887715 Long EC CORP SE N 2 N N N TFS_18-3 N/A 000000000 1.00000000 PA 1.10000000 0.000000043402 Long ABS-MBS CORP N/A N 3 2040-04-16 Fixed 0.00000100 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 6920.00000000 NS USD 3136420.80000000 0.123752037364 Long EC CORP US N 1 N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 000000000 2628.00000000 NS 54927.54000000 0.002167245856 Long EC CORP AU N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QWD9 79980.60000000 PA USD 73701.69000000 0.002908007208 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N Huntington Ingalls Industries 5TZLZ6WJTBVJ0QWBG121 446413106 1200.00000000 NS USD 311568.00000000 0.012293367898 Long EC CORP US N 1 N N N Toro European CLO 213800UUXX2DYH3TCG21 000000000 3000000.00000000 PA 3240633.63000000 0.127863905909 Long ABS-CBDO CORP IE N 2 2034-07-25 Floating 4.94600000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 325000.00000000 PA USD 312711.30000000 0.012338478459 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 7300.00000000 NS USD 945277.00000000 0.037297276763 Long EC CORP US N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 454740.00000000 NS USD 87551092.20000000 3.454455484169 Long EC CORP US N 1 N N N IBERDROLA INTL BV 549300ZMLFJKWC63XN87 29266MAE9 140000.00000000 PA USD 150724.98000000 0.005947072968 Long DBT CORP NL N 2 2033-09-15 Fixed 6.75000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 75000.00000000 PA USD 45000.00000000 0.001775540348 Long DBT CORP US Y 2 2027-09-15 Fixed 4.62500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 52729KAP1 120000.00000000 PA USD 114000.00000000 0.004498035550 Long LON CORP US N 3 2027-03-01 Floating 7.21920000 N N N N N N Axon Enterprise Inc 549300QP2IEEGFE16681 05464C101 2100.00000000 NS USD 542493.00000000 0.021404849121 Long EC CORP US N 1 N N N STRIPS 254900HROIFWPRGM1V77 912834FB9 755000.00000000 PA USD 379800.39000000 0.014985575932 Long DBT UST US N 2 2040-02-15 None 0.00000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAF5 650000.00000000 PA USD 751207.89000000 0.029639998201 Long DBT CORP US N 2 2039-11-15 Fixed 6.75000000 N N N N N N Mitsui OSK Lines Ltd 353800P8O843TMAZ6S09 000000000 300.00000000 NS 9591.08000000 0.000378429989 Long EC CORP JP N 2 N N N Mid-America Apartment Communit 549300FQZKFR5YNSHZ21 59522J103 3500.00000000 NS USD 470610.00000000 0.018568600968 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 4422.00000000 NS USD 2070115.08000000 0.081679396695 Long EC CORP US N 1 N N N NiSource Inc 549300D8GOWWH0SJB189 65473P105 13600.00000000 NS USD 361080.00000000 0.014246935759 Long EC CORP US N 1 N N N Mettler-Toledo International I 5493000BD5GJNUDIUG10 592688105 680.00000000 NS USD 824812.80000000 0.032544186814 Long EC CORP US N 1 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 32200.00000000 NS USD 1026536.00000000 0.040503468612 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 42253.00000000 NS USD 3060384.79000000 0.120751926170 Long EC CORP US N 1 N N N Octagon Investment Partners 31 5493003JSU68UU09PZ63 67575XAN1 2016625.53000000 PA USD 2014168.88000000 0.079471958130 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.72743000 N N N N N N Cintas Corp N/A 172908105 2680.00000000 NS USD 1615128.80000000 0.063727252288 Long EC CORP US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 464287200 41300.00000000 NS USD 19726119.00000000 0.778322671352 Long EC RF US N 1 N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 18900.00000000 NS USD 1441125.00000000 0.056861679672 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BB3 3000000.00000000 PA USD 2958854.40000000 0.116745897190 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N FleetCor Technologies Inc 549300DG6RR0NQSFLN74 339041105 2300.00000000 NS USD 650003.00000000 0.025646812297 Long EC CORP US N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 15347.00000000 NS USD 3047300.32000000 0.120235659405 Long EC CORP US N 1 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 35600.00000000 NS USD 3417956.00000000 0.134860417524 Long EC CORP US N 1 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 20250.00000000 NS 59259.50000000 0.002338169628 Long EC CORP IT N 2 N N N TEACHERS INSURANCE AND ANNUITY 549300SWQCCOXV4X1761 87271LAJ1 1671858.86000000 PA USD 1673053.74000000 0.066012764915 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.87743000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACSZ4 2572247.54000000 PA USD 2407630.31000000 0.094996550234 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 3060.00000000 NS USD 1189360.80000000 0.046927957549 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUJ1 698647.92000000 PA USD 685903.97000000 0.027063337203 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 000000000 3909.00000000 NS 10888.15000000 0.000429607769 Long EC CORP GB N 2 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 25000.00000000 PA USD 23247.36000000 0.000917258348 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N STATE BANK INDIA/LONDON 5493001JZ37UBBZF6L49 85628UAJ5 1255000.00000000 PA USD 1253004.55000000 0.049439114129 Long DBT CORP IN N 2 2024-01-24 Fixed 4.37500000 N N N N N Paychex Inc 529900K900DW6SUBM174 704326107 10000.00000000 NS USD 1191100.00000000 0.046996580211 Long EC CORP US N 1 N N N MarketAxess Holdings Inc 5493002U1CA1XJOVID83 57060D108 1220.00000000 NS USD 357277.00000000 0.014096882871 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WFG8 2100388.84000000 PA USD 1838435.59000000 0.072538145973 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PVK66 73098.69000000 PA USD 71885.75000000 0.002836356658 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.00000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320106 1626.00000000 NS USD 197998.02000000 0.007812299411 Long EC CORP US N 1 N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 000000000 3286.00000000 NS 143381.50000000 0.005657325300 Long EC CORP ES N 2 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 63170.00000000 NS USD 3241252.70000000 0.127888332215 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQSB2 1734831.42000000 PA USD 1476747.63000000 0.058267222269 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 3442076.42000000 PA USD 2818150.47000000 0.111194219303 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Charles River Laboratories Int 549300BSQ0R4UZ5KX287 159864107 1560.00000000 NS USD 368784.00000000 0.014550908266 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403ASR7 142749.94000000 PA USD 148331.56000000 0.005852637106 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N First Solar Inc 549300NPYMLM4NHTOF27 336433107 3300.00000000 NS USD 568524.00000000 0.022431940028 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204DBZ1 70.69000000 PA USD 71.67000000 0.000002827843 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPJ7 772941.68000000 PA USD 725747.19000000 0.028635409309 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 2.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17322MAV8 565137.70000000 PA USD 564131.64000000 0.022258633086 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.57500000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 3200.00000000 NS USD 317728.00000000 0.012536419643 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FQW6 3871.80000000 PA USD 3950.40000000 0.000155868768 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 000000000 22918.00000000 NS 78955.46000000 0.003115302333 Long EC CORP NL N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAZ3 1703869.20000000 PA USD 1586546.25000000 0.062599486271 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7WA0 43900.11000000 PA USD 43905.86000000 0.001732369466 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 231020.00000000 NS USD 86872760.80000000 3.427690933711 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNW24 1427133.11000000 PA USD 1262726.96000000 0.049822725934 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Groupe Bruxelles Lambert NV 549300KV0ZEHT2KVU152 000000000 78.00000000 NS 6142.73000000 0.000242370332 Long EC CORP BE N 2 N N N Legacy Mortgage Asset Trust N/A 52474JAA4 213441.08000000 PA USD 209191.40000000 0.008253950474 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.89200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MAWZ3 454961.25000000 PA USD 403306.62000000 0.015913048372 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N IFF BZLRL03D3GPGMOGFO832 459506101 8000.00000000 NS USD 647760.00000000 0.025558311475 Long EC CORP US N 1 N N N Sampo Oyj 743700UF3RL386WIDA22 000000000 365.00000000 NS 15991.50000000 0.000630967855 Long EC CORP FI N 2 N N N Sony Group Corp 529900R5WX9N2OI2N910 000000000 1100.00000000 NS 104096.21000000 0.004107267133 Long EC CORP JP N 2 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 3711.00000000 NS 15521.94000000 0.000612440683 Long EC CORP ES N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5R93 163613.59000000 PA USD 168738.75000000 0.006657832423 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390GHF7 8484.32000000 PA USD 8753.39000000 0.000345377714 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N REGL TRANSPRTN DIST CO SALES T N/A 759136QP2 565000.00000000 PA USD 625468.52000000 0.024678768759 Long DBT MUN US N 2 2050-11-01 Fixed 5.84400000 N N N N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 69689CAW6 3337278.11000000 PA USD 3334110.37000000 0.131552166432 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.77743000 N N N N N N Benefit Street Partners CLO Lt 549300PVYNJC7QL0GC48 08179XAW5 88979.57000000 PA USD 88990.15000000 0.003511235599 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 6.52548000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FQ74 146938.08000000 PA USD 146967.53000000 0.005798817321 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N NextEra Energy Inc N/A 65339F101 63700.00000000 NS USD 3869138.00000000 0.152662458539 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202UFH1 90736.55000000 PA USD 91717.47000000 0.003618845970 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 15669GAH7 60000.00000000 PA USD 40500.00000000 0.001597986313 Long LON CORP US N 2 2027-03-15 Floating 7.71920000 N N N N N N Towd Point Mortgage Trust N/A 89179JAA4 508303.99000000 PA USD 446847.60000000 0.017631020968 Long ABS-MBS CORP US N 2 2060-10-25 Fixed 1.75000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BW3 1010000.00000000 PA USD 863519.20000000 0.034071404035 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FP75 294327.23000000 PA USD 294386.16000000 0.011615433449 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.50000000 N N N N N N Chevron Corp N/A 166764100 54522.00000000 NS USD 8132501.52000000 0.320879657464 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 4500.00000000 NS USD 487080.00000000 0.019218448736 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S2N6 419139.00000000 PA USD 384681.42000000 0.015178164059 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 1675000.00000000 PA USD 1560794.51000000 0.061583413972 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 1610000.00000000 PA USD 1521423.24000000 0.060029963340 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Santander Drive Auto Receivabl N/A 80287EAE5 560858.84000000 PA USD 555870.51000000 0.021932678205 Long ABS-O CORP US N 2 2027-09-15 Fixed 0.95000000 N N N N N N MMAF Equipment Finance LLC N/A 55316AAE0 1119003.18000000 PA USD 1094131.66000000 0.043170553539 Long ABS-O CORP US N 2 2040-06-15 Fixed 2.72000000 N N N N N N Towd Point HE Trust N/A 89181PCL0 274560.38000000 PA USD 280872.93000000 0.011082249335 Long ABS-O CORP US N 2 2063-02-25 Fixed 6.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 4890000.00000000 PA USD 4961928.33000000 0.195780087956 Long DBT CORP US N 2 2029-07-24 Fixed 5.29900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6FB1 376649.61000000 PA USD 378777.96000000 0.014945234471 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 2538490.43000000 PA USD 2084149.20000000 0.082233133280 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834KV9 7875000.00000000 PA USD 3608349.65000000 0.142372675474 Long DBT UST US N 2 2041-11-15 None 0.00000000 N N N N N N Aena SME SA 959800R7QMXKF0NFMT29 000000000 55.00000000 NS 9983.12000000 0.000393898497 Long EC CORP ES N 2 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 9214.00000000 NS USD 1281022.42000000 0.050544599877 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage N/A 17290YAQ1 2700000.00000000 PA USD 2566569.51000000 0.101267727181 Long ABS-MBS CORP US Y 2 2049-05-10 Fixed 2.94400000 N N N N N N Fuji Electric Co Ltd 5299000HVNGZZTYYM906 000000000 100.00000000 NS 4286.19000000 0.000169117850 Long EC CORP JP N 2 N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAB1 405000.00000000 PA USD 382345.31000000 0.015085989446 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GGGT6 98366.19000000 PA USD 97146.62000000 0.003833060968 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406RMN2 173646.01000000 PA USD 177030.84000000 0.006985008875 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 21221.00000000 NS USD 731912.29000000 0.028878662282 Long EC CORP US N 1 N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 400000.00000000 PA USD 379060.00000000 0.014956362769 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 1165000.00000000 PA USD 1138436.40000000 0.044918661395 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 000000000 2266.00000000 NS 113660.27000000 0.004484631009 Long EC CORP FR N 2 N N N MTU Aero Engines AG 529900807L67JY81RD65 000000000 40.00000000 NS 8617.83000000 0.000340028997 Long EC CORP DE N 2 N N N Rio Tinto Ltd 529900X2VMAQT2PE0V24 000000000 275.00000000 NS 25464.40000000 0.001004734881 Long EC CORP AU N 2 N N N L'Oreal SA 529900JI1GG6F7RKVI53 000000000 141.00000000 NS 70288.61000000 0.002773339180 Long EC CORP FR N 2 N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GAS6 2800000.00000000 PA USD 2807973.00000000 0.110792652444 Long ABS-O CORP US N 2 2038-04-18 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJG64 1735942.74000000 PA USD 1640439.07000000 0.064725905747 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgag 549300CFP9NBBMZH1008 95000KBA2 4500000.00000000 PA USD 4240785.60000000 0.167326354303 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.64200000 N N N N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 4800.00000000 NS USD 668352.00000000 0.026370798738 Long EC CORP US N 1 N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BC0 590000.00000000 PA USD 512365.14000000 0.020216110653 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BL7 265000.00000000 PA USD 261505.20000000 0.010318067423 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AQG56 163394.48000000 PA USD 162418.28000000 0.006408449100 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Suncorp Group Ltd 549300BVOKRTHDIWVT46 000000000 9548.00000000 NS 90413.53000000 0.003567397124 Long EC CORP AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CM27 735031.17000000 PA USD 691055.33000000 0.027266591593 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBHT0 2110721.66000000 PA USD 1866759.72000000 0.073655715655 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Denso Corp 549300RYPA10CQM3QK38 000000000 400.00000000 NS 6004.94000000 0.000236933628 Long EC CORP JP N 2 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 122401.00000000 NS USD 7213090.93000000 0.284602977470 Long EC CORP US N 1 N N N PENTAIR FINANCE SARL 549300H2U8U8TZPV3T89 709629AR0 2415000.00000000 PA USD 2322041.82000000 0.091619532069 Long DBT CORP LU N 2 2029-07-01 Fixed 4.50000000 N N N N N N BBVA K8MS7FD7N5Z2WQ51AZ71 000000000 10814.00000000 NS 98561.62000000 0.003888891847 Long EC CORP ES N 2 N N N Shimadzu Corp N/A 000000000 200.00000000 NS 5576.61000000 0.000220033245 Long EC CORP JP N 2 N N N Public Service Enterprise Grou PUSS41EMO3E6XXNV3U28 744573106 15500.00000000 NS USD 947825.00000000 0.037397811803 Long EC CORP US N 1 N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 000000000 400.00000000 NS 71095.95000000 0.002805193952 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6F4 1575234.35000000 PA USD 1369099.50000000 0.054019808974 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 1.50000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109104 22100.00000000 NS USD 1268982.00000000 0.050069527621 Long EC CORP US N 1 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 4700.00000000 NS USD 544730.00000000 0.021493113205 Long EC CORP US N 1 N N N SAP SE 529900D6BF99LW9R2E68 000000000 237.00000000 NS 36479.42000000 0.001439348491 Long EC CORP DE N 2 N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 4000.00000000 NS USD 570360.00000000 0.022504382074 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWN22 1831652.85000000 PA USD 80669.65000000 0.003182938188 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 0.01000000 N N N N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 2765.00000000 NS USD 1120737.45000000 0.044220323621 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJYT9 110414.16000000 PA USD 106479.97000000 0.004201321846 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 7100.00000000 NS USD 1170719.00000000 0.046192418259 Long EC CORP US N 1 N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081ER4 380000.00000000 PA USD 411253.05000000 0.016226586308 Long DBT CORP US N 2 2033-10-01 Fixed 5.95000000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 12686.00000000 NS USD 2867036.00000000 0.113123068880 Long EC CORP CH N 1 N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 30250.00000000 NS USD 7959985.00000000 0.314072767639 Long EC CORP US N 1 N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 7528.00000000 NS USD 1697639.28000000 0.066982823098 Long EC CORP US N 1 N N N CHICAGO IL O'HARE INTERNATIONA N/A 167593AN2 970000.00000000 PA USD 1111954.12000000 0.043873764580 Long DBT MUN US N 2 2040-01-01 Fixed 6.39500000 N N N N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 3140.00000000 NS USD 757368.00000000 0.029883054287 Long EC CORP GB N 1 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 10180.00000000 NS USD 3927138.60000000 0.154950956441 Long EC CORP US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 105.00000000 NC USD 951824.04000000 0.037555599734 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 2024-03-19 13075519.71000000 USD 951824.04000000 N N N BELLEMEADE RE LT N/A 078777AB5 320435.78000000 PA USD 319731.59000000 0.012615474196 Long ABS-MBS CORP US N 2 2031-09-25 Floating 6.33743000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV5X9 270651.48000000 PA USD 241049.42000000 0.009510954917 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Endesa SA 549300LHK07F2CHV4X31 000000000 3744.00000000 NS 76381.74000000 0.003013752473 Long EC CORP ES N 2 N N N Social Professional Loan Progr N/A 83401CAB0 657425.80000000 PA USD 615118.08000000 0.024270377118 Long ABS-O CORP US N 2 2048-11-16 Fixed 2.37000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DCX8 13146.37000000 PA USD 11788.01000000 0.000465113053 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.00000000 N N N N N N CDP FINANCIAL INC 549300OXMGVYFCBFV096 125094AQ5 445000.00000000 PA USD 439890.29000000 0.017356510199 Long DBT NUSS CA N 2 2024-07-24 Fixed 3.15000000 N N N N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 16214.00000000 NS USD 1583297.10000000 0.062471286339 Long EC CORP US N 1 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 85820.00000000 NS USD 21324553.60000000 0.841391229737 Long EC CORP US N 1 N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAQ2 875000.00000000 PA USD 867737.50000000 0.034237843188 Long DBT CORP CA N 2 2024-06-01 Fixed 4.87500000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAT8 1575000.00000000 PA USD 1129618.38000000 0.044570733611 Long DBT CORP US N 2 2051-02-15 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD26 2171449.87000000 PA USD 1991667.63000000 0.078584138635 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 4850.00000000 NS USD 1894216.00000000 0.074739043054 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAL0 2240000.00000000 PA USD 1884050.69000000 0.074337955986 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12595BAC5 3432090.74000000 PA USD 3159796.55000000 0.124674361526 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.12658000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKWB1 1485181.78000000 PA USD 1264908.50000000 0.049908801763 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N OZLM Ltd N/A 67108LAW3 2741681.08000000 PA USD 2742021.87000000 0.108190454836 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.74444000 N N N N N N BOF URSA FUNDING N/A 097093AB4 1782480.23000000 PA USD 1793512.36000000 0.070765634696 Long ABS-O CORP US N 2 2032-07-26 Fixed 6.29100000 N N N N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 19600.00000000 NS USD 6877836.00000000 0.271375007351 Long EC CORP IE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCH4 461176.15000000 PA USD 377485.86000000 0.014894252790 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Klepierre SA 969500PB4U31KEFHZ621 000000000 1080.00000000 NS 29484.72000000 0.001163362445 Long EC CORP FR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGJ3 3368308.90000000 PA USD 3185956.47000000 0.125706539159 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCA5 1500000.00000000 PA USD 1527490.35000000 0.060269349975 Long ABS-O CORP US N 2 2028-02-25 Fixed 5.94000000 N N N N N N Partners Group Holding AG 549300I3IVVWZWDHI788 000000000 5.00000000 NS 7229.76000000 0.000285260679 Long EC CORP CH N 2 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 425000.00000000 PA USD 405647.65000000 0.016005417110 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCK0 820000.00000000 PA USD 833349.03000000 0.032880996165 Long DBT CORP US N 2 2032-12-15 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GUGL2 130903.92000000 PA USD 123934.61000000 0.004890020014 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N OHIO ST UNIV JFC10ZULKO4X2E3HBY86 677632MV0 415000.00000000 PA USD 416205.50000000 0.016421992414 Long DBT MUN US N 2 2040-06-01 Fixed 4.91000000 N N N N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 10600.00000000 NS USD 648296.00000000 0.025579460133 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W7M4 986414.87000000 PA USD 941200.28000000 0.037136423855 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGD0 607210.04000000 PA USD 550205.91000000 0.021709173186 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Unilever PLC 549300MKFYEKVRWML317 000000000 3502.00000000 NS 169535.40000000 0.006689265405 Long EC CORP GB N 2 N N N Social Professional Loan Progr N/A 83406TAB8 888718.02000000 PA USD 829702.97000000 0.032737135573 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36294U4G4 14997.59000000 PA USD 15521.33000000 0.000612416615 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 6.50000000 N N N N N N ORGANON & CO/ORG N/A 68622TAA9 700000.00000000 PA USD 644285.59000000 0.025421223582 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 60898.00000000 NS USD 1074240.72000000 0.042385727616 Long EC CORP US N 1 N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAA7 1500000.00000000 PA USD 1447957.95000000 0.057131283637 Long ABS-O CORP US N 2 2025-12-26 Fixed 1.21000000 N N N N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 15677J108 5050.00000000 NS USD 338956.00000000 0.013374001210 Long EC CORP US N 1 N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 2817000.00000000 PA USD 2049600.89000000 0.080869979538 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859104 6400.00000000 NS USD 540032.00000000 0.021307746792 Long EC CORP US N 1 N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 902653104 9500.00000000 NS USD 363755.00000000 0.014352481768 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NBQ3 29940.07000000 PA USD 30873.65000000 0.001218164695 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MBS7 2500000.00000000 PA USD 2508546.50000000 0.098978345060 Long ABS-O CORP US N 2 2027-06-25 Fixed 5.49000000 N N N N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 21300.00000000 NS USD 410025.00000000 0.016178131812 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBY8 2550768.40000000 PA USD 2089991.02000000 0.082463630772 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Cie de Saint-Gobain SA NFONVGN05Z0FMN5PEC35 000000000 686.00000000 NS 50590.66000000 0.001996127957 Long EC CORP FR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M1MS4 385563.77000000 PA USD 364286.54000000 0.014373454451 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAE1 595000.00000000 PA USD 577415.27000000 0.022782757998 Long DBT CORP US N 2 2026-03-13 Fixed 4.25000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AE9 400000.00000000 PA USD 345692.00000000 0.013639779872 Long DBT CORP CA N 2 2030-02-15 Fixed 3.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404XLJ1 78290.32000000 PA USD 80623.60000000 0.003181121219 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Structured Adjustable Rate Mor N/A 86359BGH8 49153.51000000 PA USD 46241.40000000 0.001824521588 Long ABS-MBS CORP US N 2 2034-02-25 Variable 6.47803600 N N N N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 668771108 17278.00000000 NS USD 394283.96000000 0.015557046219 Long EC CORP US N 1 N N N CIFC Funding Ltd 549300Y56VCWZJQV2Z14 12550AAT3 7000000.00000000 PA USD 7011059.30000000 0.276631526119 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 6.86444000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWR9 59223.16000000 PA USD 48638.78000000 0.001919113697 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DW9 255000.00000000 PA USD 250022.18000000 0.009864988193 Long DBT CORP US N 2 2025-06-15 Fixed 3.25000000 N N N N N N Navient Student Loan Trust N/A 63940YAB2 395880.78000000 PA USD 380073.74000000 0.014996361353 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.13000000 N N N N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 3300.00000000 NS USD 709599.00000000 0.027998259022 Long EC CORP US N 1 N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 7900.00000000 NS USD 377541.00000000 0.014896428418 Long EC CORP US N 1 N N N JD Sports Fashion PLC 213800HROV6Y9MUU8375 000000000 47076.00000000 NS 99346.24000000 0.003919850169 Long EC CORP GB N 2 N N N Bank of Ireland Group PLC 635400C8EK6DRI12LJ39 000000000 875.00000000 NS 7943.65000000 0.000313428246 Long EC CORP IE N 2 N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AL9 575000.00000000 PA USD 535261.75000000 0.021119529651 Long DBT CORP IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 4275.00000000 NS USD 800365.50000000 0.031579583090 Long EC CORP US N 1 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 22300.00000000 NS USD 582253.00000000 0.022973637660 Long EC CORP US N 1 N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 78933.00000000 NS USD 8605275.66000000 0.339533647719 Long EC CORP US N 1 N N N DCC PLC 213800UPS1QEE4TD3T45 000000000 477.00000000 NS 35098.14000000 0.001384848083 Long EC CORP IE N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9ED0 126320.35000000 PA USD 116679.76000000 0.004603769372 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 130576.00000000 NS USD 4922715.20000000 0.194232876967 Long EC CORP US N 1 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 3500.00000000 NS USD 1086680.00000000 0.042876537473 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBJ1 5247325.91000000 PA USD 4479737.79000000 0.176754559965 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 10000.00000000 NS USD 575200.00000000 0.022695351303 Long EC CORP US N 1 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 493000.00000000 PA 498666.63000000 0.019675616048 Long DBT NUSS SA N 2 2027-07-09 Fixed 0.75000000 N N N N N N Nordson Corp 14OS6Q5N55N95WM84M53 655663102 1700.00000000 NS USD 449072.00000000 0.017718787900 Long EC CORP US N 1 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 33500.00000000 NS USD 2057235.00000000 0.081171194435 Long EC CORP US N 1 N N N BP PLC 213800LH1BZH3DI6G760 000000000 25597.00000000 NS 151740.86000000 0.005987155988 Long EC CORP GB N 2 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030611 500000.00000000 PA USD 442246.10000000 0.017449462103 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 3.00000000 N N N N N N Renesas Electronics Corp 5299000EPC47VJQOFB81 000000000 1200.00000000 NS 21457.16000000 0.000846623407 Long EC CORP JP N 2 N N N DRB PRIME STUDENT LOAN TRUST N/A 518889AC4 14446.56000000 PA USD 14369.10000000 0.000566953707 Long ABS-O CORP US N 2 2042-11-25 Fixed 2.81000000 N N N N N N Celanese Corp 549300FHJQTDPPN41627 150870103 3000.00000000 NS USD 466110.00000000 0.018391046933 Long EC CORP US N 1 N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 48885.00000000 NS USD 2115742.80000000 0.083479704648 Long EC CORP US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 135.00000000 NC USD 99015.99000000 0.003906819676 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long WI TREAS. NT/BD United States Treasury Note/Bond - When Issued 2024-03-19 15141219.06000000 USD 99015.99000000 N N N UBS Commercial Mortgage Trust N/A 90276CAC5 1744022.66000000 PA USD 1683731.10000000 0.066434055659 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.26400000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 49350.00000000 NS USD 5202970.50000000 0.205290756814 Long EC CORP US N 1 N N N Schindler Holding AG 5299007DRLI319H7Q933 000000000 31.00000000 NS 7761.00000000 0.000306221525 Long EC CORP CH N 2 N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 123.00000000 NS 9894.37000000 0.000390396736 Long EP CORP DE N 2 N N N Edison International 549300I7ROF15MAEVP56 281020107 11900.00000000 NS USD 850731.00000000 0.033566827033 Long EC CORP US N 1 N N N PENNSYLVANIA ST TURNPIKE COMMI 549300J8LLBYEYEXZJ24 709223A27 505000.00000000 PA USD 538220.11000000 0.021236256041 Long DBT MUN US N 2 2045-12-01 Fixed 5.51100000 N N N N N N Etsy Inc 54930089Q7XT501AEA40 29786A106 3700.00000000 NS USD 299885.00000000 0.011832398167 Long EC CORP US N 1 N N N Globe Life Inc 5493001JFHKQOPP6XA71 37959E102 2825.00000000 NS USD 343859.00000000 0.013567456195 Long EC CORP US N 1 N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBU9 850000.00000000 PA USD 824237.06000000 0.032521470156 Long DBT CORP US N 2 2028-05-01 Fixed 3.70000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 55000.00000000 PA USD 48595.42000000 0.001917402866 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390REE9 15464.29000000 PA USD 15954.73000000 0.000629517041 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N SFS Auto Receivables Securitiz N/A 78398AAF0 200000.00000000 PA USD 202219.28000000 0.007978855354 Long ABS-O CORP US N 2 2030-01-22 Fixed 5.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403MC98 7296.72000000 PA USD 7567.73000000 0.000298595776 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383RWA1 2965701.72000000 PA USD 91497.24000000 0.003610156476 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.01000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 471000.00000000 PA USD 308151.75000000 0.012158574793 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Nomura Real Estate Master Fund 353800TNNZOQ1CPZE086 000000000 5.00000000 NS 5847.68000000 0.000230728706 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WG44 615081.02000000 PA USD 558218.35000000 0.022025315642 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834HV3 315000.00000000 PA USD 156244.92000000 0.006164870216 Long DBT UST US N 2 2040-05-15 None 0.00000000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAD6 1350000.00000000 PA USD 1159893.00000000 0.045765262707 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N Assa Abloy AB 549300YECS8HKCIMMB67 000000000 744.00000000 NS 21441.47000000 0.000846004336 Long EC CORP SE N 2 N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 346000.00000000 PA USD 282284.65000000 0.011137950798 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAP9 1100000.00000000 PA USD 1001385.63000000 0.039511124240 Long DBT CORP US N 2 2045-01-15 Fixed 4.90000000 N N N N N N Shamrock Residential N/A 000000000 255189.50000000 PA 280471.26000000 0.011066400862 Long ABS-MBS CORP IE N 2 2071-06-24 Floating 4.87600000 N N N N N N Singapore Airlines Ltd 549300ZG62N2599PWR15 000000000 4300.00000000 NS 21350.93000000 0.000842431948 Long EC CORP SG N 2 N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 3600.00000000 NS USD 629856.00000000 0.024851883154 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401JRG5 2537.87000000 PA USD 2633.39000000 0.000103904226 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5KA7 21077.69000000 PA USD 21736.38000000 0.000857640438 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBM0 1680000.00000000 PA USD 1729764.12000000 0.068250355312 Long DBT CORP JP N 2 2028-07-12 Fixed 6.07000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAC7 475000.00000000 PA USD 499789.06000000 0.019719903154 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3Y6 944326.82000000 PA USD 804563.87000000 0.031745235875 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 560000.00000000 PA USD 476700.00000000 0.018808890762 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.09100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFXQ5 66915.62000000 PA USD 66814.28000000 0.002636254444 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Safran SA 969500UIC89GT3UL7L24 000000000 271.00000000 NS 47780.12000000 0.001885234020 Long EC CORP FR N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6AP3 17648.59000000 PA USD 18201.45000000 0.000718164641 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213CTS9 25875.16000000 PA USD 26151.32000000 0.001031838307 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AP3 200000.00000000 PA USD 170868.30000000 0.006741856910 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179V7E4 2019578.25000000 PA USD 1766860.71000000 0.069714055142 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 56300.00000000 NS USD 2271142.00000000 0.089611205755 Long EC CORP US N 1 N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DT0 515000.00000000 PA USD 583677.64000000 0.023029848901 Long DBT CORP US N 2 2028-11-30 Fixed 7.62500000 N N N N N N ICL Group Ltd 529900FQVQD88SHIGM04 000000000 864.00000000 NS 4343.89000000 0.000171394488 Long EC CORP IL N 2 N N N InterContinental Hotels Group 2138007ZFQYRUSLU3J98 000000000 141.00000000 NS 12714.80000000 0.000501680898 Long EC CORP GB N 2 N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAM2 25000.00000000 PA USD 25804.82000000 0.001018166646 Long DBT CORP US N 2 2027-06-01 Fixed 7.50000000 N N N N N N GS Mortgage Securities Trust N/A 36251PAC8 3847239.55000000 PA USD 3593915.75000000 0.141803164989 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.59200000 N N N N N N Jacobs Solutions Inc N/A 46982L108 3900.00000000 NS USD 506220.00000000 0.019973645231 Long EC CORP US N 1 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 250000.00000000 PA USD 222041.22000000 0.008760958782 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Next PLC 213800WQD8ECPZP9PH98 000000000 156.00000000 NS 16126.48000000 0.000636293687 Long EC CORP GB N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380YH24 893606.70000000 PA USD 22443.29000000 0.000885532599 Long ABS-MBS USGA US N 2 2048-09-20 Floating 0.01000000 N N N N N N Epiroc AB 5493004Q73OEYW1SPE91 000000000 336.00000000 NS 5892.70000000 0.000232505035 Long EC CORP SE N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292SAQ3 307123.85000000 PA USD 282667.75000000 0.011153066565 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381T3M5 11916032.41000000 PA USD 401031.69000000 0.015823287705 Long ABS-MBS USGA US N 2 2052-09-20 Floating 0.01000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 31050.00000000 NS USD 10760377.50000000 0.424566320448 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KEZJ7 151569.32000000 PA USD 144143.09000000 0.005687374940 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 6400.00000000 NS USD 705664.00000000 0.027842997883 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 31013.00000000 NS USD 1113366.70000000 0.043929499976 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS47 2093630.40000000 PA USD 1953897.55000000 0.077093865279 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 1805000.00000000 PA USD 1474305.25000000 0.058170854620 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N Hoshizaki Corp 5299001QAMLGU3SRBG20 000000000 200.00000000 NS 7306.07000000 0.000288271601 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APXS3 2513096.02000000 PA USD 2140252.77000000 0.084446781108 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 7800.00000000 NS USD 1162512.00000000 0.045868599156 Long EC CORP US N 1 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 8100.00000000 NS USD 1133838.00000000 0.044737224845 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36208LL39 6670.30000000 PA USD 6742.20000000 0.000266023292 Long ABS-MBS USGA US Y 2 2033-12-15 Fixed 5.50000000 N N N N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 4900.00000000 NS USD 531748.00000000 0.020980889542 Long EC CORP US N 1 N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 68930.00000000 NS USD 24398462.80000000 0.962676781144 Long EC CORP US N 1 N N N Align Technology Inc 549300N5YSE0U3LCP840 016255101 2240.00000000 NS USD 613760.00000000 0.024216792100 Long EC CORP US N 1 N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187AW9 701000.00000000 PA USD 741419.05000000 0.029253765304 Long DBT CORP US N 2 2037-10-09 Fixed 6.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQ2V3 300145.41000000 PA USD 282340.00000000 0.011140134713 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BNJK3 1786473.99000000 PA USD 164488.52000000 0.006490133426 Long ABS-MBS USGSE US N 2 2052-08-25 Floating 0.61257000 N N N N N N Shell PLC 21380068P1DRHMJ8KU70 000000000 6597.00000000 NS 215946.79000000 0.008520494196 Long EC CORP GB N 2 N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 5050.00000000 NS USD 221543.50000000 0.008741320517 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 6100.00000000 NS USD 527711.00000000 0.020821603845 Long EC CORP US N 1 N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 2222000.00000000 PA USD 2031119.09000000 0.080140753280 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRW4 1088685.98000000 PA USD 892493.85000000 0.035214640928 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 8100.00000000 NS USD 585954.00000000 0.023119665990 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 1095000.00000000 PA USD 1038623.06000000 0.040980381117 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG58 1406153.49000000 PA USD 1357532.99000000 0.053563435525 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RVC0 523773.59000000 PA USD 508704.27000000 0.020071665711 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 4.00000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBL2 823000.00000000 PA USD 585391.89000000 0.023097487124 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEX6 1030000.00000000 PA USD 1052744.51000000 0.041537563434 Long DBT CORP US N 2 2063-04-15 Fixed 5.20000000 N N N N N N Bunge Global SA 254900IVXSV9K0B7PO26 000000000 4500.00000000 NS USD 454275.00000000 0.017924079821 Long EC CORP US N 1 N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 464287465 659.00000000 NS USD 49655.65000000 0.001959235780 Long EC RF US N 1 N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 18300.00000000 NS USD 2213385.00000000 0.087332319445 Long EC CORP US N 1 N N N ALFA DESARROLLO SPA 2549006BJAN34R520038 01538TAA3 437254.93000000 PA USD 341102.57000000 0.013458697247 Long DBT CORP CL N 2 2051-09-27 Fixed 4.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SNU7 296303.50000000 PA USD 272127.71000000 0.010737193981 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CVH5 145949.58000000 PA USD 137718.43000000 0.005433880649 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY30 453313.11000000 PA USD 408655.81000000 0.016124108432 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Cordatus CLO PLC 635400UH3DTSYN3K2540 000000000 1750000.00000000 PA 1906453.76000000 0.075221901646 Long ABS-CBDO CORP IE N 2 2032-05-22 Floating 4.81200000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 1060000.00000000 PA USD 921206.25000000 0.036347530366 Long DBT CORP LU N 2 2036-08-31 Fixed 3.54500000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAC7 545000.00000000 PA USD 463222.75000000 0.018277126291 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 46250.00000000 NS USD 3182000.00000000 0.125550430890 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8GX6 8391.50000000 PA USD 8775.93000000 0.000346267062 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Japan Airlines Co Ltd 3538002MH5L1QZZ93477 000000000 300.00000000 NS 5893.52000000 0.000232537390 Long EC CORP JP N 2 N N N Robert Half Inc 529900VPCUY9H3HLIC08 770323103 3300.00000000 NS USD 290136.00000000 0.011447737214 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W7GM0 1121689.59000000 PA USD 1057921.90000000 0.041741844875 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Japan Post Insurance Co Ltd 54930042SK2Z708BA841 000000000 300.00000000 NS 5325.19000000 0.000210113104 Long EC CORP JP N 2 N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189105 13400.00000000 NS USD 1119302.00000000 0.044163685856 Long EC CORP US N 1 N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3133XGAY0 850000.00000000 PA USD 953443.42000000 0.037619494723 Long DBT USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 45168D104 2580.00000000 NS USD 1432029.00000000 0.056502783782 Long EC CORP US N 1 N N N Coca-Cola Europacific Partners 549300LTH67W4GWMRF57 000000000 100.00000000 NS USD 6674.00000000 0.000263332361 Long EC CORP GB N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 14260.00000000 NS USD 2030909.20000000 0.080132471765 Long EC CORP US N 1 N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 4460.00000000 NS USD 1154114.20000000 0.045537251761 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CN83 791871.76000000 PA USD 744497.51000000 0.029375230413 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413UNC9 188.74000000 PA USD 195.17000000 0.000007700715 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 20600.00000000 NS USD 588542.00000000 0.023221779288 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296YBG7 114593.98000000 PA USD 116612.77000000 0.004601126185 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6AX8 5136262.33000000 PA USD 4461017.44000000 0.176015921370 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 1.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 44300.00000000 NS USD 6983895.00000000 0.275559719215 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CG65 316591.11000000 PA USD 284928.68000000 0.011242274841 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 10860.00000000 NS USD 3663729.60000000 0.144557771824 Long EC CORP US N 1 N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 5700.00000000 NS USD 357903.00000000 0.014121582610 Long EC CORP US N 1 N N N World OMNI Select Auto Trust N/A 98163HAE9 400000.00000000 PA USD 373572.72000000 0.014739854168 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.09000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 500000.00000000 PA USD 496524.84000000 0.019591108613 Long DBT CORP US N 2 2027-03-15 Fixed 5.12500000 N N N N N N COMMONBOND STUDENT LOAN TRUST 549300KDXV3I7WKXA522 20268KAA8 447458.68000000 PA USD 411464.92000000 0.016234945946 Long ABS-O CORP US N 2 2042-09-25 Fixed 2.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405VX85 1790.48000000 PA USD 1853.07000000 0.000073115567 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36251XAQ0 3795513.64000000 PA USD 3598271.42000000 0.141975024274 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.17800000 N N N N N N Inpex Corp 353800VHYYADPR6MXQ47 000000000 6700.00000000 NS 89657.73000000 0.003537575937 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7BF9 286500.33000000 PA USD 8837.48000000 0.000348695607 Long ABS-MBS USGSE US N 2 2052-05-25 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WP93 633871.22000000 PA USD 536577.55000000 0.021171446451 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.00000000 N N N N N N Bio-Techne Corp 54930073RLKQ51TILZ35 09073M104 4800.00000000 NS USD 370368.00000000 0.014613407287 Long EC CORP US N 1 N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 18200.00000000 NS USD 2898896.00000000 0.114380151447 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 1095000.00000000 PA USD 789669.07000000 0.031157539911 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 6700.00000000 NS USD 677973.00000000 0.026750409265 Long EC CORP US N 1 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060618 2000000.00000000 PA USD 2030625.00000000 0.080121258242 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 6.00000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 14500.00000000 NS USD 480530.00000000 0.018960008974 Long EC CORP US N 1 N N N RELX PLC 549300WSX3VBUFFJOO66 000000000 1032.00000000 NS 40943.38000000 0.001615480515 Long EC CORP GB N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381AHP4 1108463.94000000 PA USD 30548.49000000 0.001205335035 Long ABS-MBS USGA US N 2 2048-10-20 Floating 0.01000000 N N N N N N Catalent Inc N/A 148806102 5600.00000000 NS USD 251608.00000000 0.009927559024 Long EC CORP US N 1 N N N Kuehne + Nagel International A 529900Q0YED3805QXQ66 000000000 29.00000000 NS 10007.81000000 0.000394872676 Long EC CORP CH N 2 N N N GLP CAPITAL LP / FIN II N/A 361841AH2 725000.00000000 PA USD 721716.97000000 0.028476391126 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Madison Park Funding Ltd N/A 55819JAN3 6000000.00000000 PA USD 5981371.80000000 0.236003710498 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 6.68387000 N N N N N N J Sainsbury PLC 213800VGZAAJIKJ9Y484 000000000 1371.00000000 NS 5285.79000000 0.000208558520 Long EC CORP GB N 2 N N N Nice Ltd 254900YTY4EF5Z4W0A51 000000000 53.00000000 NS 10540.58000000 0.000415893890 Long EC CORP IL N 2 N N N Baker Hughes Co N/A 05722G100 31198.00000000 NS USD 1066347.64000000 0.042074294682 Long EC CORP US N 1 N N N Stellantis NV 549300LKT9PW7ZIBDF31 000000000 4881.00000000 NS 114365.00000000 0.004512437155 Long EC CORP NL N 2 N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 7300.00000000 NS USD 1895591.00000000 0.074793295676 Long EC CORP US N 1 N N N Central Japan Railway Co 353800YAR3OVUITHTG64 000000000 2300.00000000 NS 58374.65000000 0.002303256587 Long EC CORP JP N 2 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 1200000.00000000 PA 1312936.57000000 0.051803819011 Long DBT NUSS ID N 2 2025-07-30 Fixed 3.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 9225000.00000000 PA USD 9212027.34000000 0.363473916376 Long DBT UST US N 2 2029-12-31 Fixed 3.87500000 N N N N N N Shin-Etsu Chemical Co Ltd 353800PX8Q64N86H5W41 000000000 700.00000000 NS 29276.22000000 0.001155135774 Long EC CORP JP N 2 N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 275000.00000000 PA USD 225599.17000000 0.008901342866 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284V101 9002.00000000 NS USD 629959.96000000 0.024855985047 Long EC CORP US N 1 N N N MMAF Equipment Finance LLC N/A 60700FAJ2 1432232.03000000 PA USD 1407765.93000000 0.055545449121 Long ABS-O CORP US N 2 2041-11-12 Fixed 3.08000000 N N N N N N 2024-02-27 Prudential Series Fund Christian J. Kelly Christian J. Kelly Chief Financial Officer