0001752724-21-186295.txt : 20210826 0001752724-21-186295.hdr.sgml : 20210826 20210826095703 ACCESSION NUMBER: 0001752724-21-186295 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210826 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TRANSAMERICA SERIES TRUST CENTRAL INDEX KEY: 0000778207 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04419 FILM NUMBER: 211209391 BUSINESS ADDRESS: STREET 1: 1801 CALIFORNIA STREET STREET 2: SUITE 5200 CITY: DENVER STATE: CO ZIP: 80202 BUSINESS PHONE: 720-482-8836 MAIL ADDRESS: STREET 1: 1801 CALIFORNIA STREET STREET 2: SUITE 5200 CITY: DENVER STATE: CO ZIP: 80202 FORMER COMPANY: FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES TRUST DATE OF NAME CHANGE: 20050511 FORMER COMPANY: FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES FUND INC DATE OF NAME CHANGE: 20010501 FORMER COMPANY: FORMER CONFORMED NAME: WRL SERIES FUND INC DATE OF NAME CHANGE: 19920703 0000778207 S000007899 Transamerica JPMorgan Tactical Allocation VP C000021443 Initial C000021444 Service NPORT-P 1 primary_doc.xml NPORT-P false 0000778207 XXXXXXXX S000007899 C000021444 C000021443 TRANSAMERICA SERIES TRUST 811-04419 0000778207 5493000QR1WGXIM5V222 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica JPMorgan Tactical Allocation VP S000007899 549300LYI93XXXJI5949 2021-12-31 2021-06-30 N 1654751828.97 176709190.56 1478042638.41 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 84493453.02000000 0.00000000 0.00000000 3329467.44000000 USD ACMBS ACMO AMBS UST AU Optronics Corp 391200L7PIS4QXYJUQ72 AU Optronics Corp 000000000 133000.00000000 NS 108118.44000000 0.007314974358 Long EC CORP TW N 2 N N N Zhejiang Chint Electrics Co Ltd N/A Zhejiang Chint Electrics Co Ltd 000000000 8700.00000000 NS 44944.40000000 0.003040805375 Long EC CORP CN N 2 N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98389BAW0 330000.00000000 PA USD 344597.01000000 0.023314416042 Long DBT CORP US N 2 2029-12-01 Fixed 2.60000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 Honeywell International Inc 438516106 2447.00000000 NS USD 536749.45000000 0.036314882673 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 Discover Financial Services 254709108 1206.00000000 NS USD 142657.74000000 0.009651801395 Long EC CORP US N 1 N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 Public Service Co of Colorado 744448CK5 260000.00000000 PA USD 318384.75000000 0.021540971939 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 American Water Capital Corp 03040WAW5 450000.00000000 PA USD 476834.79000000 0.032261233716 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 Southwest Gas Corp 844895AX0 100000.00000000 PA USD 108222.15000000 0.007321991070 Long DBT CORP US N 2 2046-09-29 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31396VKQ0 126571.39000000 PA USD 22694.30000000 0.001535429317 Long ABS-MBS USGSE US N 2 2035-08-25 Floating 6.51000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 Element Fleet Management Corp 286181AF9 180000.00000000 PA USD 182941.20000000 0.012377261335 Long DBT CORP CA N 2 2024-04-06 Fixed 1.60000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2004-3 12669FQA4 18321.44000000 PA USD 19038.78000000 0.001288107629 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 5.50000000 N N N N N N OFFICE PPTY INCOME TRST N/A Office Properties Income Trust 67623CAD1 803000.00000000 PA USD 815092.64000000 0.055146760913 Long DBT US N 2 2026-06-15 Fixed 2.65000000 N N N N N N Vodacom Group Ltd 37890012A8DC24B8D663 Vodacom Group Ltd 000000000 6464.00000000 NS 58289.17000000 0.003943673104 Long EC CORP ZA N 2 N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DAG4 25000.00000000 PA USD 29701.62000000 0.002009523895 Long DBT CORP US N 2 2042-05-15 Fixed 4.95000000 N N N N N N Hong Kong Exchanges & Clearing Ltd 213800YTVSXYQN17BW16 Hong Kong Exchanges & Clearing Ltd 000000000 9200.00000000 NS 548376.54000000 0.037101537245 Long EC CORP HK N 2 N N N Asset Backed Securities Corp Home Equity Ln Trst N/A Asset Backed Securities Corp Home Equity Loan Trust Series 2003-HE6 04541GGB2 290056.25000000 PA USD 290373.60000000 0.019645820252 Long ABS-MBS CORP US N 2 2033-11-25 Floating 1.07000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBU8 611000.00000000 PA USD 648247.82000000 0.043858533113 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 CF Industries Inc 12527GAD5 252000.00000000 PA USD 297886.68000000 0.020154133058 Long DBT CORP US N 2 2043-06-01 Fixed 4.95000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 Bimbo Bakeries USA Inc 09031WAA1 380000.00000000 PA USD 408360.38000000 0.027628457352 Long DBT CORP US N 2 2051-05-17 Fixed 4.00000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 Brown & Brown Inc 115236AC5 460000.00000000 PA USD 460142.90000000 0.031131909732 Long DBT CORP US N 2 2031-03-15 Fixed 2.38000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 Evergy Inc 30034WAB2 691000.00000000 PA USD 733059.86000000 0.049596665275 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAJ7 80000.00000000 PA USD 109055.35000000 0.007378362921 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XBJ8 310000.00000000 PA USD 301698.61000000 0.020412036984 Long DBT US N 2 2028-01-31 Fixed 1.50000000 N N N N N N Impac CMB Trust N/A Impac CMB Trust Series 2004-10 45254NLM7 399838.26000000 PA USD 397332.35000000 0.026882333410 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.79000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967HS3 20000.00000000 PA USD 26932.84000000 0.001822196417 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833DW7 149000.00000000 PA USD 146421.59000000 0.009906452371 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAD5 650000.00000000 PA USD 716502.96000000 0.048476474316 Long DBT CORP FR N 2 2025-03-15 Fixed 4.50000000 N N N N N N American Homes 4 Rent N/A American Homes 4 Rent 2015-SFR2 Trust 02666BAE6 400000.00000000 PA USD 450739.72000000 0.030495718343 Long ABS-O CORP US N 2 2052-10-17 Fixed 6.07000000 N N N N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust 2019-1 26208NAG9 435000.00000000 PA USD 451449.53000000 0.030543741991 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468P7 669000.00000000 PA USD 747538.76000000 0.050576264890 Long DBT CORP US N 2 2031-04-01 Fixed 3.62000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 Boardwalk Pipelines LP 096630AG3 170000.00000000 PA USD 195738.00000000 0.013243055031 Long DBT CORP US N 2 2029-05-03 Fixed 4.80000000 N N N N N N Ping An Insurance Group Co of China Ltd 529900M9MC28JLN35U89 Ping An Insurance Group Co of China Ltd 000000000 39000.00000000 NS 381998.38000000 0.025844882283 Long EC CORP CN N 2 N N N UNITED AIR 2018-1 A PTT N/A United Airlines 2018-1 Class A Pass Through Trust 90931VAA4 393140.34000000 PA USD 400708.53000000 0.027110755778 Long DBT CORP US N 2 2030-03-01 Fixed 3.70000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co 476556DC6 215000.00000000 PA USD 238044.76000000 0.016105405474 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BK6 1110000.00000000 PA USD 1204042.15000000 0.081461936124 Long DBT CORP GB N 2 2025-03-22 Fixed 4.27000000 N N N N N N DUQUESNE LIGHT H 4CUJ1D8WDXK9X7QI6B93 Duquesne Light Holdings Inc 266233AJ4 275000.00000000 PA USD 277449.32000000 0.018771401635 Long DBT CORP US N 2 2032-01-07 Fixed 2.78000000 N N N N N N BOSTON UNIVERSITY 549300M1CR2B2GU2ZU17 Trustees of Boston University 10115CAB0 380000.00000000 PA USD 401839.44000000 0.027187269809 Long DBT CORP US N 2 2050-10-01 Fixed 3.17000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 Northern Trust Corp 665859AS3 280000.00000000 PA USD 304615.08000000 0.020609356731 Long DBT CORP US N 2 2032-05-08 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FXLX8 1484945.45000000 PA USD 1758098.28000000 0.118947737657 Long ABS-MBS USGSE US N 2 2059-01-01 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MX6 420000.00000000 PA USD 421166.42000000 0.028494876200 Long DBT CORP US N 2 2025-05-01 Fixed 0.98000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Government International Bond 195325CU7 200000.00000000 PA USD 212582.00000000 0.014382670328 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017CJ6 360000.00000000 PA USD 406105.51000000 0.027475899506 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 VEREIT Operating Partnership LP 92340LAF6 420000.00000000 PA USD 457122.83000000 0.030927580715 Long DBT US N 2 2028-01-15 Fixed 3.40000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NBM2 270000.00000000 PA USD 320197.20000000 0.021663596954 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VEU4 240000.00000000 PA USD 275129.67000000 0.018614460966 Long DBT CORP US N 2 2029-12-03 Fixed 4.02000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SN9 6585000.00000000 PA USD 5380407.99000000 0.364022515330 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N NetEase Inc 5299004AF4DSJDB0PA32 NetEase Inc 64110W102 758.00000000 NS USD 87359.50000000 0.005910485782 Long EC CORP KY N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137ABAC5 27537.74000000 PA USD 29830.05000000 0.002018213089 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000000 N N N N N N Nordson Corp 14OS6Q5N55N95WM84M53 Nordson Corp 655663102 1927.00000000 NS USD 422995.77000000 0.028618644618 Long EC CORP US N 1 N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust 2019-3 14686XAF6 1850000.00000000 PA USD 1912455.63000000 0.129391100114 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.04000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2F9 1838000.00000000 PA USD 1984486.67000000 0.134264507560 Long DBT CORP US N 2 2027-06-17 Fixed 3.20000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137B4WC6 26427144.30000000 PA USD 135468.18000000 0.009165376997 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 0.41000000 N N N N N N LB-UBS Commercial Mortgage Trust N/A LB-UBS Commercial Mortgage Trust 2006-C6 50179MAH4 455924.96000000 PA USD 243874.72000000 0.016499843351 Long ABS-MBS CORP US N 2 2039-09-15 Variable 5.45000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GCK3 170000.00000000 PA USD 183363.17000000 0.012405810579 Long DBT CORP US N 2 2027-09-19 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CH6 280000.00000000 PA USD 296218.95000000 0.020041299371 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N Square Enix Holdings Co Ltd 529900KCRNRDF8DIA489 Square Enix Holdings Co Ltd 000000000 1000.00000000 NS 49597.19000000 0.003355599406 Long EC CORP JP N 2 N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 Prudential Financial Inc 74432QCF0 155000.00000000 PA USD 176866.54000000 0.011966267779 Long DBT CORP US N 2 2051-03-13 Fixed 3.70000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 LVMH Moet Hennessy Louis Vuitton SE 000000000 2163.00000000 NS 1696087.38000000 0.114752263292 Long EC CORP FR N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828T91 2175000.00000000 PA USD 2241014.64000000 0.151620432439 Long DBT UST US N 2 2023-10-31 Fixed 1.63000000 N N N N N Morgan Stanley Capital Inc N/A Morgan Stanley ABS Capital I Inc Trust 2004-NC7 61744CFQ4 99986.99000000 PA USD 98912.45000000 0.006692124261 Long ABS-O CORP US N 2 2034-07-25 Floating 1.02000000 N N N N N N BOC Hong Kong Holdings Ltd N/A BOC Hong Kong Holdings Ltd 000000000 59000.00000000 NS 200230.54000000 0.013547007021 Long EC CORP HK N 2 N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust 2021-1 262108AE3 377000.00000000 PA USD 378621.29000000 0.025616398347 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.02000000 N N N N N N Cisco Systems Inc/Delaware 549300LKFJ962MZ46593 Cisco Systems Inc/Delaware 17275R102 7355.00000000 NS USD 389815.00000000 0.026373731709 Long EC CORP US N 1 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAD3 270000.00000000 PA USD 296994.89000000 0.020093797180 Long DBT CORP KY N 2 2024-05-15 Fixed 5.25000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 539439AR0 221000.00000000 PA USD 253992.35000000 0.017184372317 Long DBT CORP GB N 2 2028-03-22 Fixed 4.38000000 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 Cameron LNG LLC 133434AD2 414000.00000000 PA USD 460951.95000000 0.031186647666 Long DBT CORP US N 2 2039-01-15 Fixed 3.70000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAS4 238000.00000000 PA USD 235164.54000000 0.015910538294 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N MLCC Mortgage Investors Inc N/A Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A 59020UAR6 40507.29000000 PA USD 40220.85000000 0.002721223931 Long ABS-MBS CORP US N 2 2029-04-25 Floating 0.55000000 N N N N N N firstkey homes 2020-sfr1 trust N/A FirstKey Homes 2020-SFR1 Trust 33767WAG8 1500000.00000000 PA USD 1499972.25000000 0.101483692758 Long ABS-O CORP US N 2 2028-08-17 Fixed 2.19000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGL7 2798000.00000000 PA USD 3095544.08000000 0.209435370777 Long DBT CORP US N 2 2028-04-24 Fixed 3.71000000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 salesforce.com Inc 79466L302 2866.00000000 NS USD 700077.82000000 0.047365197850 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 Intuit Inc 461202103 2202.00000000 NS USD 1079354.34000000 0.073025927124 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBW5 69000.00000000 PA USD 74308.66000000 0.005027504489 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CL2 265000.00000000 PA USD 270624.70000000 0.018309668000 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N MUFG Bank Ltd C3GTMMZIHMY46P4OIX74 MUFG Bank Ltd 064255AR3 200000.00000000 PA USD 215783.84000000 0.014599297367 Long DBT CORP JP N 2 2023-09-09 Fixed 4.10000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd 89352HAD1 100000.00000000 PA USD 137138.82000000 0.009278407566 Long DBT CORP CA N 2 2037-10-15 Fixed 6.20000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BJ1 434000.00000000 PA USD 502619.74000000 0.034005767285 Long DBT CORP US N 2 2036-09-01 Fixed 4.00000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 BlackRock Inc 09247X101 300.00000000 NS USD 262491.00000000 0.017759365878 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XAY6 350000.00000000 PA USD 380162.39000000 0.025720664622 Long DBT US N 2 2049-10-15 Fixed 3.70000000 N N N N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 Zebra Technologies Corp 989207105 569.00000000 NS USD 301279.81000000 0.020383702213 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418AJX7 268136.19000000 PA USD 289416.50000000 0.019581065693 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Kone OYJ 2138001CNF45JP5XZK38 Kone OYJ 000000000 2276.00000000 NS 185675.19000000 0.012562235024 Long EC CORP FI N 2 N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAN5 990000.00000000 PA USD 993261.52000000 0.067201141170 Long DBT CORP GB N 2 2025-03-15 Fixed 1.09000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Government International Bond 195325BK0 100000.00000000 PA USD 131443.00000000 0.008893045206 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.38000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397XU2 900000.00000000 PA USD 972000.00000000 0.065762649516 Long DBT CORP US N 2 2026-01-08 Fixed 4.39000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833BA7 736000.00000000 PA USD 822623.06000000 0.055656246891 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833PB0 1241000.00000000 PA USD 1173612.99000000 0.079403189021 Long DBT UST US N 2 2026-11-15 None 0.00000000 N N N N N N Alrosa PJSC 894500DKUWVBYZLLE651 Alrosa PJSC 000000000 60740.00000000 NS USD 111620.38000000 0.007551905276 Long EC CORP RU N 2 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 United Parcel Service Inc 911312106 4084.00000000 NS USD 849349.48000000 0.057464477541 Long EC CORP US N 1 N N N Huatai Securities Co Ltd 3003009ABT0UCWO79Q77 Huatai Securities Co Ltd 000000000 24600.00000000 NS 36119.16000000 0.002443715699 Long EC CORP CN Y 2 N N N Nokia OYJ 549300A0JPRWG1KI7U06 Nokia OYJ 000000000 12352.00000000 NS 66135.76000000 0.004474550211 Long EC CORP FI N 2 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 Dollar General Corp 256677105 503.00000000 NS USD 108844.17000000 0.007364075106 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp Trust 2012-ALOHA 36192HAA2 700000.00000000 PA USD 707675.08000000 0.047879206026 Long ABS-MBS CORP US N 2 2034-04-10 Fixed 3.55000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272BD9 355000.00000000 PA USD 356361.46000000 0.024110363986 Long DBT CORP US N 2 2026-04-27 Fixed 1.63000000 N N N N N N SK Innovation Co Ltd 988400PXP70BWVSJVF07 SK Innovation Co Ltd 000000000 471.00000000 NS 123589.66000000 0.008361711414 Long EC CORP KR N 2 N N N Saudi Basic Industries Corp 213800ZCTFZZZJSK8645 Saudi Basic Industries Corp 000000000 3925.00000000 NS 127463.61000000 0.008623811430 Long EC CORP SA N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGJ7 175000.00000000 PA USD 179074.88000000 0.012115677541 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 Northwestern Mutual Global Funding 66815L2D0 270000.00000000 PA USD 270504.04000000 0.018301504501 Long DBT CORP US N 2 2028-06-01 Fixed 1.70000000 N N N N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 ITOCHU Corp 000000000 12100.00000000 NS 348530.54000000 0.023580547065 Long EC CORP JP N 2 N N N Brookfield Finance Inc N/A Brookfield Finance Inc 11271LAB8 147000.00000000 PA USD 178216.50000000 0.012057602085 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HNWU2 991060.06000000 PA USD 1080268.33000000 0.073087764989 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BV1 505000.00000000 PA USD 509348.05000000 0.034460984870 Long DBT CORP GB N 2 2023-10-14 Fixed 1.32000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 2000 SEP21 XCME 20210917 000000000 -140.00000000 NC USD -13584.20000000 -0.00091906685 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short E-mini Russell 2000 Index RTYU1 Index 2021-09-17 -16141015.80000000 USD -13584.20000000 N N N Accenture PLC N/A Accenture PLC 000000000 4744.00000000 NS USD 1398483.76000000 0.094617281237 Long EC CORP IE N 1 N N N Contemporary Amperex Technology Co Ltd 300300KINDY1K0E9I032 Contemporary Amperex Technology Co Ltd 000000000 2200.00000000 NS 182089.16000000 0.012319614824 Long EC CORP CN N 2 N N N L'Oreal SA 529900JI1GG6F7RKVI53 L'Oreal SA 000000000 2697.00000000 NS 1201796.41000000 0.081309995988 Long EC CORP FR N 2 N N N MITSUBISHI HC CAPITAL 353800MZ3QX9RLMH7B09 Mitsubishi HC Capital Inc 60682LAA0 200000.00000000 PA USD 204530.28000000 0.013837914731 Long DBT CORP JP N 2 2022-09-19 Fixed 2.65000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAH5 210000.00000000 PA USD 225647.50000000 0.015266643474 Long DBT CORP US N 2 2025-07-01 Fixed 3.38000000 N N N N N N AMETEK Inc 549300WZDEF9KKE40E98 AMETEK Inc 031100100 1643.00000000 NS USD 219340.50000000 0.014839930479 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045VAE0 350000.00000000 PA USD 381253.85000000 0.025794509582 Long DBT CORP US N 2 2023-10-02 Fixed 4.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31395WWM5 44496.69000000 PA USD 56141.74000000 0.003798384332 Long ABS-MBS USGSE US N 2 2035-06-15 Floating 24.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418AM96 458645.04000000 PA USD 495046.36000000 0.033493374760 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAP4 949000.00000000 PA USD 1068703.22000000 0.072305303800 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 SPI 200 FUTURES SEP21 XSFE 20210916 000000000 17.00000000 NC -17233.67000000 -0.00116597921 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long S&P ASX Share Price Index 200 XPU1 Index 2021-09-16 3092754.75000000 AUD -17233.67000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCY5 1190000.00000000 PA USD 1267245.18000000 0.085738066485 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 Zoetis Inc 98978VAN3 345000.00000000 PA USD 392575.09000000 0.026560471247 Long DBT CORP US N 2 2028-08-20 Fixed 3.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2A0 939000.00000000 PA USD 1035018.37000000 0.070026286326 Long DBT CORP US N 2 2028-05-22 Fixed 3.58000000 N N N N N N KIA CORP 988400V8MJK9N7OI5X76 Kia Corp 493738AD0 440000.00000000 PA USD 471095.61000000 0.031872937746 Long DBT CORP KR N 2 2026-04-21 Fixed 3.25000000 N N N N N N SMC Corp 353800O40V08DOZ70X62 SMC Corp 000000000 100.00000000 NS 59093.57000000 0.003998096432 Long EC CORP JP N 2 N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045V100 4645.00000000 NS USD 274844.65000000 0.018595177355 Long EC CORP US N 1 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AS9 210000.00000000 PA USD 250166.01000000 0.016925493453 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 456837AK9 480000.00000000 PA USD 517574.40000000 0.035017555417 Long DBT CORP NL N 2 2023-10-02 Fixed 4.10000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2005-15 12669GQ79 152188.52000000 PA USD 121557.17000000 0.008224199142 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 5.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CS2 690000.00000000 PA USD 735531.79000000 0.049763908759 Long DBT CORP US N 2 2023-05-01 Fixed 4.51000000 N N N N N N Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 Alnylam Pharmaceuticals Inc 02043Q107 832.00000000 NS USD 141040.64000000 0.009542393185 Long EC CORP US N 1 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/The 00130HCB9 245000.00000000 PA USD 261439.50000000 0.017688224494 Long DBT CORP US N 2 2025-07-15 Fixed 3.30000000 N N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 Ford Foundation/The 34531XAC8 95000.00000000 PA USD 95427.46000000 0.006456340129 Long DBT CORP US N 2 2070-06-01 Fixed 2.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EGBP8 229615.50000000 PA USD 270965.01000000 0.018332692370 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CJ7 293000.00000000 PA USD 304278.04000000 0.020586553600 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N Headlands Residential N/A Headlands Residential 2019-RPL1 LLC 42210BAA1 1500000.00000000 PA USD 1505761.35000000 0.101875366168 Long ABS-MBS CORP US N 2 2024-06-25 Variable 3.97000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXJ8 1188000.00000000 PA USD 1289286.71000000 0.087229331312 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N ServisFirst Bancshares Inc N/A ServisFirst Bancshares Inc 81768T108 5226.00000000 NS USD 355263.48000000 0.024036077902 Long EC CORP US N 1 N N N Union Electric Co QMPJLLDULY5C1M8PNY21 Union Electric Co 906548CM2 107000.00000000 PA USD 115752.27000000 0.007831456751 Long DBT CORP US N 2 2027-06-15 Fixed 2.95000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MAF7 134000.00000000 PA USD 142448.91000000 0.009637672574 Long DBT CORP JP N 2 2026-07-14 Fixed 2.63000000 N N N N N N Qingdao Haier Biomedical Co Ltd 65560007PZ5ME4672K78 Qingdao Haier Biomedical Co Ltd 000000000 106.00000000 NS 1724.16000000 0.000116651573 Long EC CORP CN N 2 N N N Glencore Funding LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AF5 117000.00000000 PA USD 124445.50000000 0.008419615020 Long DBT CORP US N 2 2023-05-30 Fixed 4.13000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAQ6 335000.00000000 PA USD 364270.95000000 0.024645496722 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAM1 230000.00000000 PA USD 279343.96000000 0.018899587382 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP Capital Markets PLC 05565QDV7 429000.00000000 PA USD 469995.24000000 0.031798489961 Long DBT CORP GB N 2 2030-03-22 Fixed 4.88000000 N N N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 Lundin Energy Finance BV 55037AAA6 500000.00000000 PA USD 501252.32000000 0.033913251686 Long DBT CORP NL N 2 2026-07-15 Fixed 2.00000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 Masco Corp 574599BP0 290000.00000000 PA USD 282886.90000000 0.019139292240 Long DBT CORP US N 2 2030-10-01 Fixed 2.00000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 ORIX Corp 686330AK7 300000.00000000 PA USD 323496.77000000 0.021886836116 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25000000 N N N N N N Grupo Mexico SAB de CV 529900JWLZAYET2ZGW20 Grupo Mexico SAB de CV 000000000 26129.00000000 NS 123160.47000000 0.008332673686 Long EC CORP MX N 1 N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAG3 475000.00000000 PA USD 481126.44000000 0.032551594081 Long DBT CORP XX N 2 2031-05-11 Fixed 2.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31397QW95 187254.22000000 PA USD 40809.70000000 0.002761063783 Long ABS-MBS USGSE US N 2 2041-01-25 Floating 6.44000000 N N N N N N Renew Financial N/A Renew 2017-1 75973LAA6 134649.42000000 PA USD 141546.32000000 0.009576606000 Long ABS-O CORP KY N 2 2052-09-20 Fixed 3.67000000 N N N N N N COMM Mortgage Trust 549300NMFC2YLCA2NF13 COMM 2013-300P Mortgage Trust 12625XAA5 500000.00000000 PA USD 529614.80000000 0.035832173324 Long ABS-MBS CORP US N 2 2030-08-10 Fixed 4.35000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 KBC Group NV 000000000 5138.00000000 NS 391740.30000000 0.026503991821 Long EC CORP BE N 2 N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LAK7 80000.00000000 PA USD 99713.63000000 0.006746329734 Long DBT CORP US N 2 2042-09-01 Fixed 4.38000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136AVYL7 283504.00000000 PA USD 302958.58000000 0.020497282833 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.56000000 N N N N N N Savola Group/The N/A Savola Group/The 000000000 3138.00000000 NS 36102.14000000 0.002442564176 Long EC CORP SA N 2 N N N SKF AB 549300B6HWYEE57O8J84 SKF AB 000000000 17105.00000000 NS 435514.83000000 0.029465647247 Long EC CORP SE N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYG3 1390000.00000000 PA USD 1386998.49000000 0.093840221787 Long DBT CORP US N 2 2027-09-10 Fixed 1.54000000 N N N N N N NORTHERN NATURAL GAS CO 5493007M02M6CT9EXE41 Northern Natural Gas Co 665501AM4 150000.00000000 PA USD 153803.26000000 0.010405874364 Long DBT CORP US N 2 2051-10-16 Fixed 3.40000000 N N N N N N Volvo AB 549300HGV012CNC8JD22 Volvo AB 000000000 20123.00000000 NS 484140.84000000 0.032755539483 Long EC CORP SE N 2 N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BQ96 195878.25000000 PA USD 196440.83000000 0.013290606434 Long ABS-MBS USGA US N 2 2063-03-20 Floating 0.52000000 N N N N N N Grupo Aeroportuario del Pacifico SAB de CV 4469000001BZ368XFI90 Grupo Aeroportuario del Pacifico SAB de CV 000000000 3327.00000000 NS 35619.96000000 0.002409941301 Long EC CORP MX N 1 N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017BT5 261000.00000000 PA USD 325258.40000000 0.022006022799 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Chailease Holding Co Ltd 529900L76E6T0JCM3J27 Chailease Holding Co Ltd 000000000 19042.00000000 NS 138394.08000000 0.009363334751 Long EC CORP KY N 2 N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 3128HXM85 153243.00000000 PA USD 155562.81000000 0.010524920320 Long ABS-MBS USGSE US N 2 2042-07-15 Floating 0.62000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBF1 130000.00000000 PA USD 138338.01000000 0.009359541220 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 502431AM1 441000.00000000 PA USD 512344.84000000 0.034663738831 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 Tucson Electric Power Co 898813AR1 200000.00000000 PA USD 233647.97000000 0.015807931647 Long DBT CORP US N 2 2050-06-15 Fixed 4.00000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 Progressive Corp/The 743315103 8634.00000000 NS USD 847945.14000000 0.057369464044 Long EC CORP US N 1 N N N Freddie Mac Reference REMIC S6XOOCT0IEG5ABCC6L87 Freddie Mac Reference REMIC 31396JT21 61655.73000000 PA USD 72975.42000000 0.004937301408 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Jack Henry & Associates Inc 529900X1QS8C54W0JB21 Jack Henry & Associates Inc 426281101 1232.00000000 NS USD 201444.32000000 0.013629127791 Long EC CORP US N 1 N N N Pool Corp 5493005VZK1KMN6CO617 Pool Corp 73278L105 1419.00000000 NS USD 650838.54000000 0.044033813577 Long EC CORP US N 1 N N N Berkeley Group Holdings PLC 2138009OQSSLVVHQAL78 Berkeley Group Holdings PLC 000000000 4352.00000000 NS 276624.58000000 0.018715602162 Long EC CORP GB N 2 N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd 052528AK2 200000.00000000 PA USD 225486.09000000 0.015255722950 Long DBT CORP AU N 2 2026-05-19 Fixed 4.40000000 N N N N N N Sunny Optical Technology Group Co Ltd 3003004QIVP0DFVVWM94 Sunny Optical Technology Group Co Ltd 000000000 7100.00000000 NS 224404.00000000 0.015182511936 Long EC CORP KY N 2 N N N Gazprom PJSC 213800FD9J2IHTA7YX78 Gazprom PJSC 368287207 33180.00000000 NS USD 253495.20000000 0.017150736616 Long EC CORP RU N 1 N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GJ6 150000.00000000 PA USD 165022.16000000 0.011164912006 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 General Electric Co 36962GT95 422000.00000000 PA USD 500229.38000000 0.033844042587 Long DBT CORP US N 2 2026-01-05 Fixed 5.55000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280AT6 200000.00000000 PA USD 222960.00000000 0.015084815160 Long DBT CORP GB N 2 2025-03-30 Fixed 6.38000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 Vertex Pharmaceuticals Inc 92532F100 2425.00000000 NS USD 488952.75000000 0.033081099103 Long EC CORP US N 1 N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216CW8 219000.00000000 PA USD 217141.15000000 0.014691128953 Long DBT CORP US N 2 2040-06-01 Fixed 2.50000000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust 2019-4 33845FAG1 1675000.00000000 PA USD 1754242.07000000 0.118686837876 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.12000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 Mondelez International Inc 609207105 11382.00000000 NS USD 710692.08000000 0.048083327336 Long EC CORP US N 1 N N N Kweichow Moutai Co Ltd N/A Kweichow Moutai Co Ltd 000000000 500.00000000 NS 159151.58000000 0.010767725900 Long EC CORP CN N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375UNP1 664840.31000000 PA USD 666497.23000000 0.045093234300 Long ABS-MBS USGA US N 2 2064-07-20 Floating 0.61000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 BAE Systems PLC 05523RAD9 1076000.00000000 PA USD 1170687.43000000 0.079205254271 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818108 1975.00000000 NS USD 434361.75000000 0.029387633259 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L3BR5 1000000.00000000 PA USD 1027856.08000000 0.069541706936 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 2.50000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 Nevada Power Co 641423CA4 30000.00000000 PA USD 39853.64000000 0.002696379587 Long DBT CORP US N 2 2041-05-15 Fixed 5.45000000 N N N N N N Colony American Finance Ltd N/A Corevest American Finance 2019-1 Trust 21872FAD9 875000.00000000 PA USD 964716.11000000 0.065269843029 Long ABS-O CORP US N 2 2052-03-15 Fixed 3.88000000 N N N N N N Toro Co/The YJKE4YIT6BWQHVEW0D14 Toro Co/The 891092108 6743.00000000 NS USD 740920.84000000 0.050128515967 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 7460.00000000 NS USD 1228960.40000000 0.083147831331 Long EC CORP US N 1 N N N Richter Gedeon Nyrt 549300J6ZJW5IH4WEE46 Richter Gedeon Nyrt 000000000 1126.00000000 NS 29976.58000000 0.002028126876 Long EC CORP HU N 2 N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 Entergy Texas Inc 29365TAJ3 512000.00000000 PA USD 544387.64000000 0.036831660051 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N Suzano SA 391200AW174YQSDMGG41 Suzano SA 000000000 11123.00000000 NS 133754.20000000 0.009049414172 Long EC CORP BR N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375UFT2 481709.76000000 PA USD 486914.78000000 0.032943216071 Long ABS-MBS USGA US N 2 2064-04-20 Floating 0.71000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Pass-Through Certificates 31393NTG4 394037.46000000 PA USD 394273.76000000 0.026675398243 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 0.49000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 502431AN9 210000.00000000 PA USD 203906.71000000 0.013795725826 Long DBT CORP US N 2 2031-01-15 Fixed 1.80000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 Analog Devices Inc 032654AP0 140000.00000000 PA USD 165073.06000000 0.011168355750 Long DBT CORP US N 2 2036-12-05 Fixed 4.50000000 N N N N N N AID-ISRAEL 213800T8ZHTFZIBYPE21 Israel Government AID Bond 465139MX8 1000000.00000000 PA USD 952912.85000000 0.064471269315 Long DBT NUSS IL N 2 2025-08-15 None 0.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 Air Lease Corp 00912XBA1 1413000.00000000 PA USD 1504994.30000000 0.101823469830 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418AWG9 656118.54000000 PA USD 708200.31000000 0.047914741536 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31419AQV2 2565.28000000 PA USD 2640.28000000 0.000178633547 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128K5WD0 174964.78000000 PA USD 208855.50000000 0.014130546343 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.50000000 N N N N N N AMER AIRLINE 17-1 AA PTT N/A American Airlines 2017-1 Class AA Pass Through Trust 023761AA7 472535.00000000 PA USD 487060.40000000 0.032953068290 Long DBT CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAC7 235000.00000000 PA USD 231413.01000000 0.015656720854 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410US29 77.94000000 PA USD 77.85000000 0.000005267101 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven Inc 817826AF7 279000.00000000 PA USD 260017.69000000 0.017592029028 Long DBT CORP US N 2 2041-02-10 Fixed 2.50000000 N N N N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 Precision Castparts Corp 740189AM7 106000.00000000 PA USD 115052.17000000 0.007784090053 Long DBT CORP US N 2 2025-06-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31396VD39 9858.59000000 PA USD 9531.32000000 0.000644860963 Long ABS-MBS USGSE US N 2 2037-05-25 None 0.00000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 Nomura Holdings Inc 65535HAR0 415000.00000000 PA USD 424369.88000000 0.028711612843 Long DBT CORP JP N 2 2025-07-16 Fixed 1.85000000 N N N N N N IND & COMM BK CHINA/NY 5493002ERZU2K9PZDL40 Industrial & Commercial Bank of China Ltd/New York NY 45580KAG3 250000.00000000 PA USD 251272.50000000 0.017000355298 Long DBT CORP CN N 2 2021-10-20 Fixed 2.45000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MV0 455000.00000000 PA USD 464668.75000000 0.031438115378 Long DBT CORP US N 2 2026-02-18 Fixed 3.88000000 N N N N N INDIANA MICHIGAN POWER JHR9V15J0ZRG02MIRD06 Indiana Michigan Power Co 454889AU0 460000.00000000 PA USD 482456.56000000 0.032641586072 Long DBT CORP US N 2 2051-05-01 Fixed 3.25000000 N N N N N N Cia Cervecerias Unidas SA 529900BJW9B0O6LI2R39 Cia Cervecerias Unidas SA 204429104 1135.00000000 NS USD 22858.90000000 0.001546565667 Long EC CORP CL N 1 N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 National Retail Properties Inc 637417AJ5 124000.00000000 PA USD 135427.86000000 0.009162649065 Long DBT US N 2 2026-12-15 Fixed 3.60000000 N N N N N N American Homes 4 Rent N/A American Homes 4 Rent 2015-SFR2 Trust 02666BAD8 700000.00000000 PA USD 764283.52000000 0.051709165902 Long ABS-O CORP US N 2 2052-10-17 Fixed 5.04000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AAYT4 248080.80000000 PA USD 287997.27000000 0.019485044782 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 5.00000000 N Y N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABQ9 773000.00000000 PA USD 778113.70000000 0.052644875038 Long DBT CORP US N 2 2022-11-10 Fixed 1.15000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324P102 4831.00000000 NS USD 1934525.64000000 0.130884291814 Long EC CORP US N 1 N N N Snam SpA 8156002278562044AF79 Snam SpA 000000000 25111.00000000 NS 145154.94000000 0.009820754572 Long EC CORP IT N 2 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 Exact Sciences Corp 30063P105 1573.00000000 NS USD 195539.63000000 0.013229633903 Long EC CORP US N 1 N N VMWARE INC 549300BUDHS3LRWBE814 VMware Inc 928563AF2 199000.00000000 PA USD 235691.06000000 0.015946161083 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MT6K9 3030.56000000 PA USD 3572.49000000 0.000241704123 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 BMW US Capital LLC 05565EAM7 180000.00000000 PA USD 186388.01000000 0.012610462320 Long DBT CORP US N 2 2023-09-15 Fixed 2.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83367TBJ7 200000.00000000 PA USD 217237.74000000 0.014697663947 Long DBT CORP FR N 2 2025-04-14 Fixed 4.25000000 N N N N N N BP PLC 213800LH1BZH3DI6G760 BP PLC 000000000 210674.00000000 NS 917989.82000000 0.062108480238 Long EC CORP GB N 2 N N N Lazard Ltd 254900RIBCDJSUFG1A11 Lazard Ltd 000000000 8381.00000000 NS USD 379240.25000000 0.025658275353 Long EC CORP BM N 1 N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 Duke Energy Carolinas LLC 26442CAN4 150000.00000000 PA USD 176895.75000000 0.011968244041 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 80414L2H7 200000.00000000 PA USD 201900.00000000 0.013659957754 Long DBT CORP SA N 2 2025-11-24 Fixed 1.63000000 N N N N N N Academic Loan Funding Trust N/A Academic Loan Funding Trust 2013-1 00389VAA0 133147.31000000 PA USD 131485.76000000 0.008895938221 Long ABS-O CORP US N 2 2044-12-26 Floating 0.89000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137ACX95 18457.81000000 PA USD 21357.28000000 0.001444970493 Long ABS-MBS USGSE US N 2 2038-10-15 Variable 5.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828L57 500000.00000000 PA USD 510058.60000000 0.034509058584 Long DBT UST US N 2 2022-09-30 Fixed 1.75000000 N N N N N N RBC Bearings Inc N/A RBC Bearings Inc 75524B104 2006.00000000 NS USD 400036.52000000 0.027065289566 Long EC CORP US N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 ASML Holding NV 000000000 3600.00000000 NS 2473285.05000000 0.167335162445 Long EC CORP NL N 2 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc 718172109 8759.00000000 NS USD 868104.49000000 0.058733386131 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045VAP5 140000.00000000 PA USD 170842.86000000 0.011558723379 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175AZ7 90000.00000000 PA USD 120460.76000000 0.008150019280 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 Eaton Corp 278058DB5 130000.00000000 PA USD 164900.82000000 0.011156702500 Long DBT CORP US N 2 2037-03-15 Fixed 5.80000000 N N N N N N FREMF Mortgage Trust 549300OFE1DNC7KO4K57 FREMF 2015-K44 Mortgage Trust 30292NAK9 1000000.00000000 PA USD 1059619.00000000 0.071690692302 Long ABS-MBS USGSE US N 2 2048-01-25 Variable 3.81000000 N N N N N N Mando Corp 988400P5GM9DGVVOJQ79 Mando Corp 000000000 732.00000000 NS 43225.15000000 0.002924485997 Long EC CORP KR N 2 N N N Assurant Inc H3F39CAXWQRVWURFXL38 Assurant Inc 04621XAH1 250000.00000000 PA USD 268039.79000000 0.018134780623 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N Pinduoduo Inc 5493000573DS7005T657 Pinduoduo Inc 722304102 1858.00000000 NS USD 236003.16000000 0.015967276847 Long EC CORP KY N 1 N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 OGE Energy Corp 670837AC7 190000.00000000 PA USD 189832.16000000 0.012843483338 Long DBT CORP US N 2 2023-05-26 Fixed 0.70000000 N N N N N Kia Corp 988400V8MJK9N7OI5X76 Kia Corp 000000000 1265.00000000 NS 100647.34000000 0.006809501795 Long EC CORP KR N 2 N N N Bilibili Inc 5493008V60M52L3PIS45 Bilibili Inc 090040106 1138.00000000 NS USD 138653.92000000 0.009380914758 Long EC CORP KY N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659T2C4 360000.00000000 PA USD 340772.64000000 0.023055670462 Long DBT CORP FR N 2 2041-01-26 Fixed 2.82000000 N N N N N N Saudi Telecom Co 21380028ATJ79OTA9W17 Saudi Telecom Co 000000000 2665.00000000 NS 93508.77000000 0.006326527230 Long EC CORP SA N 2 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAV3 564000.00000000 PA USD 600314.72000000 0.040615521122 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAB9 715000.00000000 PA USD 796894.48000000 0.053915527149 Long DBT CORP FR N 2 2024-07-21 Fixed 5.15000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 Norfolk Southern Corp 655844CF3 685000.00000000 PA USD 685275.33000000 0.046363705091 Long DBT CORP US N 2 2050-05-15 Fixed 3.05000000 N N N N N N UNITED AIR 2016-2 A PTT N/A United Airlines 2016-2 Class A Pass Through Trust 90932DAA3 277094.28000000 PA USD 279853.72000000 0.018934076238 Long DBT CORP US N 2 2028-10-07 Fixed 3.10000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 New York Life Insurance Co 64952GAQ1 430000.00000000 PA USD 538268.33000000 0.036417645608 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468L6 689000.00000000 PA USD 722260.93000000 0.048866041562 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 PacifiCorp 695114CX4 472000.00000000 PA USD 500311.32000000 0.033849586405 Long DBT CORP US N 2 2051-03-15 Fixed 3.30000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 Credit Agricole SA/London 22535WAD9 405000.00000000 PA USD 434125.03000000 0.029371617483 Long DBT CORP FR N 2 2024-10-04 Fixed 3.25000000 N N N N N N FREED ABS Trust N/A FREED ABS Trust 2019-2 30312JAA6 41451.26000000 PA USD 41512.40000000 0.002808606390 Long ABS-O CORP US N 2 2026-11-18 Fixed 2.62000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) SEP21 XCBT 20210921 000000000 51.00000000 NC USD 194828.10000000 0.013181493885 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USU1 Comdty 2021-09-21 8003421.90000000 USD 194828.10000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABD6 1605000.00000000 PA USD 1773525.00000000 0.119991463974 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661DN4 569000.00000000 PA USD 625618.58000000 0.042327505563 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05367AAJ2 150000.00000000 PA USD 151521.87000000 0.010251522253 Long DBT CORP US N 2 2022-01-20 Fixed 2.88000000 N N N N N N British American Tobacco PLC 213800FKA5MF17RJKT63 British American Tobacco PLC 000000000 11179.00000000 NS 432989.49000000 0.029294790200 Long EC CORP GB N 2 N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAW5 236000.00000000 PA USD 265438.76000000 0.017958802615 Long DBT CORP GB N 2 2028-05-09 Fixed 4.84000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HBS5 510000.00000000 PA USD 528557.02000000 0.035760607053 Long DBT CORP IT N 2 2042-06-01 Fixed 4.95000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 24703TAE6 861000.00000000 PA USD 994101.99000000 0.067258004888 Long DBT CORP US N 2 2026-10-01 Fixed 4.90000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833CD0 129000.00000000 PA USD 153943.59000000 0.010415368677 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd 000000000 695.00000000 NS 81533.72000000 0.005516330712 Long EC CORP AU N 2 N N N SPIRIT AIR 2017-1 PTT AA N/A Spirit Airlines Pass Through Trust 2017-1AA 84858WAA4 147678.80000000 PA USD 150004.95000000 0.010148891926 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 Truist Bank 86787GAJ1 320000.00000000 PA USD 350713.79000000 0.023728259313 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98389BAX8 262000.00000000 PA USD 282965.76000000 0.019144627674 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBG0 30000.00000000 PA USD 34653.90000000 0.002344580535 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAQ8 710000.00000000 PA USD 709236.27000000 0.047984831531 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 Vale Overseas Ltd 91911TAQ6 1117000.00000000 PA USD 1189269.90000000 0.080462489314 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAW9 518000.00000000 PA USD 628128.62000000 0.042497327457 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 Amphenol Corp 032095101 1932.00000000 NS USD 132168.12000000 0.008942104683 Long EC CORP US N 1 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746101 26832.00000000 NS USD 1215221.28000000 0.082218283046 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDG3 99000.00000000 PA USD 109338.97000000 0.007397551813 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31400RRY9 67698.34000000 PA USD 77002.42000000 0.005209756335 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FXHG0 2027800.02000000 PA USD 2416361.99000000 0.163483916309 Long ABS-MBS USGSE US N 2 2058-01-01 Fixed 5.50000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NiSource Inc 65473PAK1 510000.00000000 PA USD 505954.16000000 0.034231364295 Long DBT CORP US N 2 2025-08-15 Fixed 0.95000000 N N N N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 Kohl's Corp 500255AX2 496000.00000000 PA USD 513333.98000000 0.034730661123 Long DBT CORP US N 2 2031-05-01 Fixed 3.38000000 N N N N N BinDawood Holding Co 2549004387AQPMPEMA22 BinDawood Holding Co 000000000 1295.00000000 NS 38256.81000000 0.002588342785 Long EC CORP SA N 2 N N N Persimmon PLC 213800XI72Y57UWN6F31 Persimmon PLC 000000000 3495.00000000 NS 143008.46000000 0.009675530074 Long EC CORP GB N 2 N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 000000000 32900.00000000 NS 177715.38000000 0.012023697786 Long EC CORP JP N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWL4 3124000.00000000 PA USD 3451012.04000000 0.233485283192 Long DBT CORP US N 2 2028-06-05 Fixed 3.69000000 N N N N N N CVS Pass-Through Trust N/A CVS Pass-Through Trust 126650BY5 184551.58000000 PA USD 223312.06000000 0.015108634500 Long DBT CORP US N 2 2034-01-10 Fixed 5.93000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAP0 470000.00000000 PA USD 484833.60000000 0.032802409578 Long DBT CORP GB N 2 2032-03-15 Fixed 2.90000000 N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 632525AW1 250000.00000000 PA USD 234072.50000000 0.015836654093 Long DBT CORP AU N 2 2041-01-14 Fixed 2.65000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAE2 570000.00000000 PA USD 618967.61000000 0.041877520574 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 salesforce.com Inc 79466LAL8 335000.00000000 PA USD 337735.65000000 0.022850196687 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N NextEra Energy Inc N/A NextEra Energy Inc 65339F101 12216.00000000 NS USD 895188.48000000 0.060565808910 Long EC CORP US N 1 N N N Freddie Mac - SLST N/A Seasoned Loans Structured Transaction Series 2018-1 35564CAA5 3888689.32000000 PA USD 4073061.41000000 0.275571306547 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138LF6B9 3000000.00000000 PA USD 3312639.30000000 0.224123392242 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 2.94000000 N N N N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 Hilton Worldwide Holdings Inc 43300A203 2530.00000000 NS USD 305168.60000000 0.020646806260 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBM4 175000.00000000 PA USD 167005.73000000 0.011299114495 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N SCENTRE GROUP TRUST 1/2 N/A Scentre Group Trust 1 / Scentre Group Trust 2 806213AD6 448000.00000000 PA USD 480706.90000000 0.032523209243 Long DBT AU N 2 2025-10-28 Fixed 3.25000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 UDR Inc 902653104 979.00000000 NS USD 47951.42000000 0.003244251468 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 Sysco Corp 871829BK2 680000.00000000 PA USD 691178.71000000 0.046763110348 Long DBT CORP US N 2 2030-02-15 Fixed 2.40000000 N N N N N N CMC Materials Inc 31F6V1MN00ZW3XWB4J69 CMC Materials Inc 12571T100 2328.00000000 NS USD 350922.72000000 0.023742394899 Long EC CORP US N 1 N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 International Flavors & Fragrances Inc 459506AL5 126000.00000000 PA USD 163063.12000000 0.011032369145 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A Penske Truck Leasing Co Lp / PTL Finance Corp 709599BC7 184000.00000000 PA USD 196292.49000000 0.013280570187 Long DBT CORP US N 2 2023-08-01 Fixed 4.13000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 DR Horton Inc 23331A109 464.00000000 NS USD 41931.68000000 0.002836973637 Long EC CORP US N 1 N N N Tesco PLC 2138002P5RNKC5W2JZ46 Tesco PLC 000000000 123839.00000000 NS 381927.81000000 0.025840107725 Long EC CORP GB N 2 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFP9 338000.00000000 PA USD 371034.97000000 0.025103130339 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJT7 930000.00000000 PA USD 957892.41000000 0.064808171639 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N Thai Oil PCL 549300HG5527UPZLTT69 Thai Oil PCL 000000000 42500.00000000 NS 72269.89000000 0.004889567331 Long EC CORP TH N 2 N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 Chevron USA Inc 166756AH9 218000.00000000 PA USD 196428.21000000 0.013289752602 Long DBT CORP US N 2 2050-08-12 Fixed 2.34000000 N N N N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 OHIO ST UNIV 677632G96 114000.00000000 PA USD 145162.49000000 0.009821265383 Long DBT MUN US N 2 2056-12-01 Fixed 4.05000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JBD9 110000.00000000 PA USD 122380.76000000 0.008279920810 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418APN2 153182.20000000 PA USD 165340.57000000 0.011186454686 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BJ0 260000.00000000 PA USD 299154.62000000 0.020239918134 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N MLCC Mortgage Investors Inc N/A Merrill Lynch Mortgage Investors Trust Series MLCC 2003-H 5899296M5 45743.40000000 PA USD 45307.96000000 0.003065402771 Long ABS-MBS CORP US N 2 2029-01-25 Floating 0.73000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAF6 161000.00000000 PA USD 172471.25000000 0.011668895437 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FAZ4 250000.00000000 PA USD 280373.04000000 0.018969211896 Long DBT CORP US N 2 2026-04-15 Fixed 4.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CF4 489000.00000000 PA USD 588429.51000000 0.039811402912 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N Option One Mortgage Loan Trust N/A Option One Mortgage Loan Trust 2004-1 68389FET7 331748.60000000 PA USD 332215.14000000 0.022476695283 Long ABS-MBS CORP US N 2 2034-01-25 Floating 1.74000000 N N N N N N Turkcell Iletisim Hizmetleri AS 7890003EX1LTLS2FFL84 Turkcell Iletisim Hizmetleri AS 000000000 30192.00000000 NS 55829.24000000 0.003777241505 Long EC CORP TR N 2 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BJ3 955000.00000000 PA USD 976965.00000000 0.066098566753 Long DBT CORP US N 2 2030-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31394FX75 32863.06000000 PA USD 34687.78000000 0.002346872755 Long ABS-MBS USGSE US N 2 2025-10-25 Fixed 5.00000000 N N N N N N Otsuka Corp 529900RG9DJ58J3UIE72 Otsuka Corp 000000000 8100.00000000 NS 425068.63000000 0.028758888204 Long EC CORP JP N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BYQ9 316.78000000 PA USD 319.03000000 0.000021584627 Long ABS-MBS USGA US N 2 2062-07-20 Floating 0.66000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHG7 400000.00000000 PA USD 451260.25000000 0.030530935865 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 Royal Dutch Shell PLC 000000000 19213.00000000 NS 384520.98000000 0.026015553950 Long EC CORP GB N 2 N N N Zscaler Inc 529900MZ0RTK1BWRNF46 Zscaler Inc 98980G102 853.00000000 NS USD 184299.18000000 0.012469138251 Long EC CORP US N 1 N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523AH3 188000.00000000 PA USD 218832.00000000 0.014805526871 Long DBT CORP US N 2 2028-10-15 Fixed 4.38000000 N N N N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 DH Europe Finance II Sarl 23291KAJ4 200000.00000000 PA USD 214350.24000000 0.014502304225 Long DBT CORP LU N 2 2039-11-15 Fixed 3.25000000 N N N N N N Jonjee Hi-Tech Industrial And Commercial Holding Co Ltd 3003004VPK0KK2I9LF35 Jonjee Hi-Tech Industrial And Commercial Holding Co Ltd 000000000 11300.00000000 NS 73485.98000000 0.004971844390 Long EC CORP CN N 2 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287Y109 11367.00000000 NS USD 1280378.88000000 0.086626653841 Long EC CORP US N 1 N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 Chevron USA Inc 166756AU0 220000.00000000 PA USD 299146.55000000 0.020239372141 Long DBT CORP US N 2 2043-11-15 Fixed 5.25000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 Triton Container International Ltd 89680YAA3 900000.00000000 PA USD 903247.20000000 0.061111038107 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N Tractor Supply Co 549300OJ9VZHZRO6I137 Tractor Supply Co 892356106 1388.00000000 NS USD 258251.28000000 0.017472518944 Long EC CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661DM6 150000.00000000 PA USD 159190.96000000 0.010770390235 Long DBT CORP US N 2 2026-04-15 Fixed 2.50000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co Ltd 874060BD7 200000.00000000 PA USD 205453.97000000 0.013900408869 Long DBT CORP JP N 2 2060-07-09 Fixed 3.38000000 N N N N N N Moscow Exchange MICEX-RTS PJSC 253400M5M1222KPNWE87 Moscow Exchange MICEX-RTS PJSC 000000000 24097.00000000 NS USD 56247.75000000 0.003805556655 Long EC CORP RU N 2 N N N Vericrest Opportunity Loan Transferee N/A VOLT XCIV LLC 92873AAA6 1097875.20000000 PA USD 1098939.48000000 0.074350999858 Long ABS-MBS CORP US N 2 2051-02-27 Variable 2.24000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TBB2 570000.00000000 PA USD 581300.10000000 0.039329048086 Long DBT CORP US N 2 2031-06-01 Fixed 2.65000000 N N N N N N Asahi Group Holdings Ltd 353800KAJ02XNHLCJW79 Asahi Group Holdings Ltd 000000000 11500.00000000 NS 537346.42000000 0.036355271900 Long EC CORP JP N 2 N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VCV4 995000.00000000 PA USD 1188491.25000000 0.080409808155 Long DBT CORP US N 2 2036-01-15 Fixed 4.27000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918CF9 73000.00000000 PA USD 78425.58000000 0.005306043138 Long DBT CORP US N 2 2062-03-17 Fixed 3.04000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAB9 710000.00000000 PA USD 714732.41000000 0.048356684132 Long DBT CORP US N 2 2027-05-04 Fixed 1.59000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918BS2 179000.00000000 PA USD 207174.28000000 0.014016799963 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N Seagate Technology Holdings PLC 635400RUXIFEZSRU8X70 Seagate Technology Holdings PLC 000000000 5837.00000000 NS USD 513247.41000000 0.034724804052 Long EC CORP IE N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABP1 935000.00000000 PA USD 956290.61000000 0.064699798581 Long DBT CORP US N 2 2027-10-15 Fixed 2.38000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137F4XA5 4531000.00000000 PA USD 569892.87000000 0.038557268592 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 2.20000000 N N N N N N Wesfarmers Ltd 5493003L32ZX9557ST85 Wesfarmers Ltd 000000000 5316.00000000 NS 235616.03000000 0.015941084775 Long EC CORP AU N 2 N N N WISCONSIN ELECTRIC POWER AENKIFMULUAWOUU8Q584 Wisconsin Electric Power Co 976656CH9 110000.00000000 PA USD 118262.74000000 0.008001307738 Long DBT CORP US N 2 2025-06-01 Fixed 3.10000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHF9 115000.00000000 PA USD 120820.41000000 0.008174352137 Long DBT CORP US N 2 2024-03-05 Fixed 3.55000000 N N N N N N Cushman & Wakefield PLC N/A Cushman & Wakefield PLC 000000000 16099.00000000 NS USD 281249.53000000 0.019028512621 Long EC CORP GB N 1 N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 Air Products and Chemicals Inc 009158106 529.00000000 NS USD 152182.72000000 0.010296233413 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RK6 840000.00000000 PA USD 909464.06000000 0.061531652495 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Soundview Home Equity Loan Trust N/A Soundview Home Loan Trust 2005-OPT1 83611MDH8 413367.25000000 PA USD 412220.98000000 0.027889654147 Long ABS-O CORP US N 2 2035-06-25 Floating 0.77000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBA8 585000.00000000 PA USD 681098.25000000 0.046081096194 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31395DEB1 7611.74000000 PA USD 7302.79000000 0.000494085205 Long ABS-MBS USGSE US N 2 2034-12-25 None 0.00000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 000000000 4733.00000000 NS 354489.96000000 0.023983743823 Long EC CORP AU N 2 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGT0 161000.00000000 PA USD 171522.31000000 0.011604692959 Long DBT CORP US N 2 2025-10-01 Fixed 3.09000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AX6 515000.00000000 PA USD 521052.47000000 0.035252871362 Long DBT CORP US N 2 2025-09-01 Fixed 1.63000000 N N N N N N Ladder Capital Commercial Mortgage Securities LLC N/A Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust 50184BAC2 192000.00000000 PA USD 215018.21000000 0.014547497102 Long ABS-MBS CORP US N 2 2036-02-15 Fixed 3.99000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 Telefonica Emisiones SA 87938WAV5 730000.00000000 PA USD 857876.60000000 0.058041397298 Long DBT CORP ES N 2 2038-03-06 Fixed 4.67000000 N N N N N N Ventas Inc ORQTRC074CWLT3DKHT41 Ventas Inc 92276F100 3476.00000000 NS USD 198479.60000000 0.013428543591 Long EC US N 1 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 Valero Energy Corp 91913YBB5 450000.00000000 PA USD 457370.65000000 0.030944347484 Long DBT CORP US N 2 2027-09-15 Fixed 2.15000000 N N N N N N PICC Property & Casualty Co Ltd 300300F1000311000017 PICC Property & Casualty Co Ltd 000000000 100000.00000000 NS 87580.34000000 0.005925427164 Long EC CORP CN N 2 N N N AngloGold Ashanti Ltd 378900EF3BA9A5F42A59 AngloGold Ashanti Ltd 035128206 2414.00000000 NS USD 44852.12000000 0.003034561983 Long EC CORP ZA N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526CC1 1170000.00000000 PA USD 1201461.30000000 0.081287323435 Long DBT CORP DE N 2 2024-09-18 Fixed 2.22000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 Florida Power & Light Co 341081FG7 30000.00000000 PA USD 36521.62000000 0.002470944954 Long DBT CORP US N 2 2042-06-01 Fixed 4.05000000 N N N N N N Rio Tinto Ltd 529900X2VMAQT2PE0V24 Rio Tinto Ltd 000000000 9970.00000000 NS 946887.63000000 0.064063620723 Long EC CORP AU N 2 N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 TotalEnergies Capital International SA 89153VAX7 1326000.00000000 PA USD 1351665.76000000 0.091449713619 Long DBT CORP FR N 2 2041-06-29 Fixed 2.99000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDH1 521000.00000000 PA USD 588054.85000000 0.039786054523 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGH1 355000.00000000 PA USD 362604.10000000 0.024532722573 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FKZZ2 149000.00000000 PA USD 172132.83000000 0.011645998939 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 Aon PLC 00185AAF1 200000.00000000 PA USD 214771.09000000 0.014530777693 Long DBT CORP IE N 2 2024-06-14 Fixed 3.50000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 21684AAC0 255000.00000000 PA USD 284647.53000000 0.019258411266 Long DBT CORP NL N 2 2025-08-04 Fixed 4.38000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 SAP SE 000000000 6364.00000000 NS 896780.17000000 0.060673497955 Long EC CORP DE N 2 N N N Minor International PCL 254900T4WB2UF9XPX041 Minor International PCL 000000000 58600.00000000 NS 54851.79000000 0.003711110124 Long EC CORP TH N 2 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBY8 357000.00000000 PA USD 383158.18000000 0.025923350926 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAD0 160000.00000000 PA USD 174810.24000000 0.011827144593 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N Jiangsu Hengrui Medicine Co Ltd N/A Jiangsu Hengrui Medicine Co Ltd 000000000 9312.00000000 NS 97955.82000000 0.006627401500 Long EC CORP CN N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833LL2 3790000.00000000 PA USD 3777397.45000000 0.255567556160 Long DBT UST US N 2 2023-02-15 None 0.00000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYC2 500000.00000000 PA USD 523616.95000000 0.035426376505 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 Ameren Corp 023608AJ1 382000.00000000 PA USD 419002.17000000 0.028348449436 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N NCSoft Corp N/A NCSoft Corp 000000000 168.00000000 NS 122328.29000000 0.008276370844 Long EC CORP KR N 2 N N N UNITED AIR 2018-1 AA PTT N/A United Airlines 2018-1 Class AA Pass Through Trust 909318AA5 211147.28000000 PA USD 221006.61000000 0.014952654561 Long DBT CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc 718172AU3 350000.00000000 PA USD 387573.21000000 0.026222058818 Long DBT CORP US N 2 2042-08-21 Fixed 3.88000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 McKesson Corp 581557BQ7 250000.00000000 PA USD 246431.29000000 0.016672813327 Long DBT CORP US N 2 2025-12-03 Fixed 0.90000000 N N N N N N Kingsoft Corp Ltd 529900UVT35D3Q7YQY41 Kingsoft Corp Ltd 000000000 16000.00000000 NS 95926.23000000 0.006490085435 Long EC CORP KY N 2 N N Advantest Corp 353800EMK32PDKS9XR54 Advantest Corp 000000000 800.00000000 NS 72082.45000000 0.004876885695 Long EC CORP JP N 2 N N N VIATRIS INC 254900ZZTSW7NL773X71 Viatris Inc 91533BAF7 155000.00000000 PA USD 164383.70000000 0.011121715688 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31394MHQ6 118647.32000000 PA USD 122377.03000000 0.008279668449 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 5.50000000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 ONE Gas Inc 68235PAJ7 595000.00000000 PA USD 595283.36000000 0.040275114163 Long DBT CORP US N 2 2023-03-11 Fixed 0.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371NH57 16915.03000000 PA USD 18968.91000000 0.001283380432 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 6.00000000 N N N N N N Sberbank of Russia PJSC 549300WE6TAF5EEWQS81 Sberbank of Russia PJSC 80585Y308 17817.00000000 NS USD 297365.73000000 0.020118887119 Long EC CORP RU N 1 N N N Sumitomo Metal Mining Co Ltd 353800CF81IXL9974H84 Sumitomo Metal Mining Co Ltd 000000000 9200.00000000 NS 358161.93000000 0.024232178469 Long EC CORP JP N 2 N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 Martin Marietta Materials Inc 573284AQ9 156000.00000000 PA USD 170462.33000000 0.011532977843 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N FannieMae Whole Loan 5493003LPQ4JJCYQN327 Fannie Mae REMIC Trust 2005-W2 31394DJT8 41806.36000000 PA USD 41852.35000000 0.002831606403 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 0.59000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific Inc 883556102 3048.00000000 NS USD 1537624.56000000 0.104031136859 Long EC CORP US N 1 N N N MASTR Adjustable Rate Mortgages Trust N/A MASTR Adjustable Rate Mortgages Trust 2004-13 576433UM6 9381.48000000 PA USD 9472.94000000 0.000640911145 Long ABS-MBS CORP US N 2 2034-11-21 Variable 2.88000000 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 Kansas City Southern 485170BB9 222000.00000000 PA USD 276696.59000000 0.018720474146 Long DBT CORP US N 2 2048-05-01 Fixed 4.70000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 Costco Wholesale Corp 22160K105 1041.00000000 NS USD 411892.47000000 0.027867428130 Long EC CORP US N 1 N N N SOUTHERN NATURAL GAS N/A Southern Natural Gas Co LLC 843452AZ6 140000.00000000 PA USD 200005.18000000 0.013531759829 Long DBT CORP US N 2 2032-03-01 Fixed 8.00000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271AV1 140000.00000000 PA USD 132527.17000000 0.008966396946 Long DBT US N 2 2033-02-01 Fixed 1.88000000 N N N N N N Holcim Ltd 529900EHPFPYHV6IQO98 Holcim Ltd 000000000 7184.00000000 NS 430923.53000000 0.029155013448 Long EC CORP CH N 2 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBG9 175000.00000000 PA USD 188146.00000000 0.012729402732 Long DBT CORP US N 2 2025-02-05 Fixed 3.20000000 N N N N N N COMM Mortgage Trust N/A COMM 2015-CCRE25 Mortgage Trust 12593PAW2 437000.00000000 PA USD 480436.10000000 0.032504887715 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.76000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2004-22 12669F6X6 256912.63000000 PA USD 259706.73000000 0.017570990393 Long ABS-MBS CORP US N 2 2034-11-25 Variable 2.80000000 N N N N N N Endesa SA 549300LHK07F2CHV4X31 Endesa SA 000000000 11708.00000000 NS 284041.32000000 0.019217396888 Long EC CORP ES N 2 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31392J6N4 29538.27000000 PA USD 30467.15000000 0.002061317394 Long ABS-MBS USGSE US N 2 2023-04-25 Fixed 5.50000000 N N N N N N Ferguson PLC 213800DU1LGY3R2S2X42 Ferguson PLC 000000000 4279.00000000 NS 594873.63000000 0.040247393041 Long EC CORP JE N 2 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBW9 190000.00000000 PA USD 189183.00000000 0.012799563089 Long DBT CORP GB N 2 2081-06-04 Fixed 4.13000000 N N N N N N Ace Securities Corp. N/A ACE Securities Corp Home Equity Loan Trust Series 2004-HE4 004421JJ3 192301.26000000 PA USD 190519.24000000 0.012889969142 Long ABS-MBS CORP US N 2 2034-12-25 Floating 1.07000000 N N N N N N Daiwa House Industry Co Ltd N/A Daiwa House Industry Co Ltd 000000000 7300.00000000 NS 219141.28000000 0.014826451842 Long EC CORP JP N 2 N N N WP CAREY INC 54930042CRNE713E3Q67 WP Carey Inc 92936UAH2 365000.00000000 PA USD 349936.13000000 0.023675645134 Long DBT US N 2 2033-04-01 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376R5T9 2263781.67000000 PA USD 170689.36000000 0.011548338022 Long ABS-MBS USGA US N 2 2067-06-20 Variable 1.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31389DS73 141888.96000000 PA USD 161780.98000000 0.010945623339 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 5.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBH7 135000.00000000 PA USD 148637.67000000 0.010056385799 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Planet Fitness Inc 549300LLE5HUPF6H8G33 Planet Fitness Inc 72703H101 4035.00000000 NS USD 303633.75000000 0.020542962842 Long EC CORP US N 1 N N N Uber Technologies Inc 549300B2FTG34FILDR98 Uber Technologies Inc 90353T100 3849.00000000 NS USD 192911.88000000 0.013051848098 Long EC CORP US N 1 N N N IHS Markit Ltd 549300HLPTRASHS0E726 IHS Markit Ltd 44962LAF4 315000.00000000 PA USD 371227.50000000 0.025116156351 Long DBT CORP BM N 2 2028-08-01 Fixed 4.75000000 N N N N N N Teradyne Inc C3X4YJ278QNZHRJULN75 Teradyne Inc 880770102 1441.00000000 NS USD 193036.36000000 0.013060270047 Long EC CORP US N 1 N N N F&G GLOBAL FUNDI 6354009CCUKJIZ7KFX73 F&G Global Funding 30321L2A9 270000.00000000 PA USD 271151.11000000 0.018345283346 Long DBT CORP US N 2 2026-06-30 Fixed 1.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Government International Bond 195325BQ7 200000.00000000 PA USD 211802.00000000 0.014329897832 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N CLP Holdings Ltd 25490002BUTSMP94GO68 CLP Holdings Ltd 000000000 10500.00000000 NS 103859.97000000 0.007026858853 Long EC CORP HK N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SL3 3012000.00000000 PA USD 2960819.52000000 0.200320304912 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Meritage Mortgage Loan Trust N/A Meritage Mortgage Loan Trust 2003-1 59001FAD3 113371.15000000 PA USD 116687.14000000 0.007894707295 Long ABS-MBS CORP US N 2 2033-11-25 Floating 2.42000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31395BR39 88046.78000000 PA USD 100983.33000000 0.006832233886 Long ABS-MBS USGSE US N 2 2036-04-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L3MT9 863437.45000000 PA USD 887486.73000000 0.060044731250 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 2.64000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 TSMC Global Ltd 872882AH8 705000.00000000 PA USD 699194.98000000 0.047305467503 Long DBT CORP VG N 2 2026-04-23 Fixed 1.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAG8 270000.00000000 PA USD 319189.84000000 0.021595441951 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96950FAN4 290000.00000000 PA USD 366647.27000000 0.024806271515 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448CC0 15000.00000000 PA USD 17376.07000000 0.001175613581 Long DBT CORP US N 2 2042-08-13 Fixed 3.60000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BY4 280000.00000000 PA USD 350034.95000000 0.023682331003 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N Oportun Funding LLC N/A Oportun Issuance Trust 2021-B 68377GAA4 700000.00000000 PA USD 701836.31000000 0.047484172090 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N Golden Bear N/A Golden Bear 2016-R LLC 380797AA8 72907.35000000 PA USD 72563.08000000 0.004909403701 Long ABS-O CORP US N 2 2047-09-20 Fixed 5.65000000 N N N N N N Hyundai Mobis Co Ltd 988400HJA9E0ZVDHRS65 Hyundai Mobis Co Ltd 000000000 299.00000000 NS 77527.86000000 0.005245306054 Long EC CORP KR N 2 N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833EG1 75000.00000000 PA USD 73090.22000000 0.004945068437 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 Arrow Electronics Inc 042735BF6 111000.00000000 PA USD 124382.29000000 0.008415338419 Long DBT CORP US N 2 2028-01-12 Fixed 3.88000000 N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 Masco Corp 574599106 6383.00000000 NS USD 376022.53000000 0.025440573920 Long EC CORP US N 1 N N N GDS Holdings Ltd 391200MGV8DDCHTN2R77 GDS Holdings Ltd 36165L108 733.00000000 NS USD 57533.17000000 0.003892524376 Long EC CORP KY N 1 N N N FREMF Mortgage Trust 549300OFE1DNC7KO4K57 FREMF 2015-K44 Mortgage Trust 30292NAG8 2300000.00000000 PA USD 2482266.72000000 0.167942835713 Long ABS-MBS USGSE US N 2 2048-01-25 Variable 3.81000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MCA6 205000.00000000 PA USD 207091.68000000 0.014011211491 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 000000000 14801.00000000 NS 927883.71000000 0.062777871617 Long EC CORP FR N 2 N N N Grupo Aeroportuario del Sureste SAB de CV 5299001W7JIDXCUOUC82 Grupo Aeroportuario del Sureste SAB de CV 000000000 4300.00000000 NS 79168.41000000 0.005356300822 Long EC CORP MX N 1 N N N Pagaya AI Debt Selection Trust N/A Pagaya AI Debt Selection Trust 2021-1 69547JAA1 2026290.46000000 PA USD 2030465.43000000 0.137375294679 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.18000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp 084664CV1 244000.00000000 PA USD 243771.49000000 0.016492859114 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216CX6 221000.00000000 PA USD 213120.84000000 0.014419126651 Long DBT CORP US N 2 2050-06-01 Fixed 2.60000000 N N N N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020AM9 135000.00000000 PA USD 143731.76000000 0.009724466416 Long DBT CORP US N 2 2028-03-15 Fixed 4.13000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RAY8 380000.00000000 PA USD 394288.00000000 0.026676361679 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65000000 N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 Galaxy Pipeline Assets Bidco Ltd 36321PAE0 300000.00000000 PA USD 297783.34000000 0.020147141378 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MY4 1300000.00000000 PA USD 1325825.02000000 0.089701405463 Long DBT CORP US N 2 2032-05-01 Fixed 2.56000000 N N N N N N CRH PLC 549300MIDJNNTH068E74 CRH PLC 000000000 8653.00000000 NS 436062.57000000 0.029502705718 Long EC CORP IE N 2 N N N Huayu Automotive Systems Co Ltd 3003001J2BNVV78BOT83 Huayu Automotive Systems Co Ltd 000000000 9600.00000000 NS 39030.25000000 0.002640671451 Long EC CORP CN N 2 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 EOG Resources Inc 26875P101 3921.00000000 NS USD 327168.24000000 0.022135236934 Long EC CORP US N 1 N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 Anheuser-Busch InBev Finance Inc 035242AM8 246000.00000000 PA USD 300640.79000000 0.020340468007 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N M&G PLC 254900TWUJUQ44TQJY84 M&G PLC 000000000 19881.00000000 NS 62950.68000000 0.004259057104 Long EC CORP GB N 2 N N N Sony Group Corp 529900R5WX9N2OI2N910 Sony Group Corp 000000000 8400.00000000 NS 817732.57000000 0.055325370780 Long EC CORP JP N 2 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 NIKE Inc 654106103 9460.00000000 NS USD 1461475.40000000 0.098879109575 Long EC CORP US N 1 N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 3128HXKY0 340403.65000000 PA USD 368167.67000000 0.024909137289 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.50000000 N N N N N N FannieMae Grantor Trust N/A Fannie Mae Grantor Trust 2001-T12 31392A5L8 480259.86000000 PA USD 548563.57000000 0.037114191143 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379HTQ8 255774.91000000 PA USD 284389.55000000 0.019240957101 Long ABS-MBS USGA US N 2 2041-10-20 Variable 4.60000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 Airbus SE 000000000 2222.00000000 NS 285710.86000000 0.019330353034 Long EC CORP NL N 2 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KM2 460000.00000000 PA USD 537510.00000000 0.036366339240 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2003-AR10 Trust 92922FEB0 14228.36000000 PA USD 14370.53000000 0.000972267621 Long ABS-MBS CORP US N 2 2033-10-25 Variable 2.55000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400FT5 40000.00000000 PA USD 41196.98000000 0.002787266005 Long DBT CORP US N 2 2041-12-01 Fixed 3.90000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833EE6 245000.00000000 PA USD 237911.70000000 0.016096403027 Long DBT CORP US N 2 2041-02-08 Fixed 2.38000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280AM1 250000.00000000 PA USD 364524.75000000 0.024662668080 Long DBT CORP GB N 2 2042-01-14 Fixed 6.10000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 Mexico Government International Bond 91086QBB3 332000.00000000 PA USD 366604.36000000 0.024803368351 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Crown Castle Towers LLC N/A Crown Castle Towers LLC 22822RBB5 104000.00000000 PA USD 104210.53000000 0.007050576708 Long DBT CORP US N 2 2022-05-15 Fixed 3.22000000 N N N N N N LYB INT FINANCE III N/A LYB International Finance III LLC 50249AAJ2 320000.00000000 PA USD 338079.71000000 0.022873474770 Long DBT CORP US N 2 2051-04-01 Fixed 3.63000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L4N58 925000.00000000 PA USD 970946.57000000 0.065691377553 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 3.67000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136AQC65 119916.85000000 PA USD 120078.92000000 0.008124185113 Long ABS-MBS USGSE US N 2 2022-11-25 Floating 1.03000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AU2 260000.00000000 PA USD 267212.86000000 0.018078832981 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09000000 N N N N N N New Oriental Education & Technology Group Inc 529900NHZVBZQZ8EKN29 New Oriental Education & Technology Group Inc 647581107 12771.00000000 NS USD 104594.49000000 0.007076554307 Long EC CORP KY N 1 N N N Pretium Mortgage Credit Partners LLC N/A Pretium Mortgage Credit Partners I 2021-NPL1 LLC 741389AA8 1409220.47000000 PA USD 1408918.33000000 0.095323253428 Long ABS-MBS CORP US N 2 2060-09-27 Variable 2.24000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 State Street Navigator Securities Lending Government Money Market Portfolio 857492706 30466716.45000000 NS USD 30466716.45000000 2.061288061538 Long STIV RF US N 1 N N Walmart Inc Y87794H0US1R65VBXU25 Walmart Inc 931142EB5 323000.00000000 PA USD 389364.14000000 0.026343227852 Long DBT CORP US N 2 2038-06-28 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31392BQR0 29228.76000000 PA USD 34493.06000000 0.002333698575 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 6.50000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 Micron Technology Inc 595112103 1487.00000000 NS USD 126365.26000000 0.008549500313 Long EC CORP US N 1 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 Valero Energy Corp 91913YBA7 418000.00000000 PA USD 421233.17000000 0.028499392308 Long DBT CORP US N 2 2024-03-15 Fixed 1.20000000 N N N N N N DUKE ENERGY PROGRESS INC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 144141CV8 100000.00000000 PA USD 131956.74000000 0.008927803337 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SC3 514000.00000000 PA USD 627140.24000000 0.042430456585 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N Yonyou Network Technology Co Ltd 30030017NBX3U80ANB35 Yonyou Network Technology Co Ltd 000000000 6800.00000000 NS 35002.67000000 0.002368177283 Long EC CORP CN N 2 N N N Nvent Finance Sarl 549300KO1OQ4MVFB6X02 Nvent Finance Sarl 67078AAD5 187000.00000000 PA USD 205550.14000000 0.013906915447 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N Novolipetsk Steel PJSC 213800913TPW32I84456 Novolipetsk Steel PJSC 000000000 14277.00000000 NS USD 44858.58000000 0.003034999047 Long EC CORP RU N 2 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457100 18033.00000000 NS USD 478776.15000000 0.032392580400 Long EC CORP US N 1 N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017AZ7 290000.00000000 PA USD 302003.10000000 0.020432637878 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N Renesas Electronics Corp 5299000EPC47VJQOFB81 Renesas Electronics Corp 000000000 6300.00000000 NS 68106.58000000 0.004607890072 Long EC CORP JP N 2 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BQ2 200000.00000000 PA USD 200823.37000000 0.013587116148 Long DBT CORP GB N 2 2022-09-10 Fixed 2.74000000 N N N N N N HubSpot Inc 529900BLNVEW0MVKJB37 HubSpot Inc 443573100 470.00000000 NS USD 273878.40000000 0.018529803733 Long EC CORP US N 1 N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 Mitsui Fudosan Co Ltd 000000000 12800.00000000 NS 296452.59000000 0.020057106763 Long EC CORP JP N 2 N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 BAE Systems PLC 05523RAF4 256000.00000000 PA USD 247007.11000000 0.016711771608 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCA5 999000.00000000 PA USD 1158271.63000000 0.078365237909 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N DELTA AIR LINES 2015-1AA N/A Delta Air Lines 2015-1 Class AA Pass Through Trust 24736XAA6 228311.32000000 PA USD 245286.06000000 0.016595330447 Long DBT CORP US N 2 2027-07-30 Fixed 3.63000000 N N N N N N MASTR Asset Backed Securities Trust N/A Mastr Asset Backed Securities Trust 2005-NC1 57643LGG5 76595.38000000 PA USD 75374.28000000 0.005099601191 Long ABS-MBS CORP US N 2 2034-12-25 Floating 0.84000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2004-11 81744FFJ1 25704.26000000 PA USD 26338.63000000 0.001781993923 Long ABS-MBS CORP US N 2 2034-12-20 Floating 0.69000000 N N N N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 Deutsche Boerse AG 000000000 519.00000000 NS 90587.52000000 0.006128884082 Long EC CORP DE N 2 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 Snap-on Inc 833034101 1280.00000000 NS USD 285990.40000000 0.019349265885 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967424 12745.00000000 NS USD 901708.75000000 0.061006951123 Long EC CORP US N 1 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746UDK2 300000.00000000 PA USD 315269.28000000 0.021330188440 Long DBT CORP US N 2 2041-04-15 Fixed 3.30000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 CNA Financial Corp 126117AU4 160000.00000000 PA USD 175439.06000000 0.011869688697 Long DBT CORP US N 2 2027-08-15 Fixed 3.45000000 N N N N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 Novo Nordisk A/S 000000000 16121.00000000 NS 1350603.69000000 0.091377857099 Long EC CORP DK N 2 N N N Hess Corp UASVRYNXNK17ULIGK870 Hess Corp 42809HAD9 180000.00000000 PA USD 224876.97000000 0.015214511689 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N Linde PLC 8945002PAZHZLBGKGF02 Linde PLC 000000000 1260.00000000 NS USD 364266.00000000 0.024645161819 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416BYW2 19260.20000000 PA USD 19928.08000000 0.001348275041 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 Chubb Ltd 000000000 2368.00000000 NS USD 376369.92000000 0.025464077301 Long EC CORP CH N 1 N N N Structured Asset Securities Corporation N/A Structured Asset Securities Corp Mortgage Loan Trust 2006-BC6 86362VAD4 136167.06000000 PA USD 135494.90000000 0.009167184794 Long ABS-O CORP US N 2 2037-01-25 Floating 0.26000000 N N N N N N LYB INTL FINANCE BV 549300J6QSW38QNOJK61 LYB International Finance BV 50247VAC3 200000.00000000 PA USD 249220.56000000 0.016861527098 Long DBT CORP NL N 2 2044-03-15 Fixed 4.88000000 N N N N N N Sea Ltd 529900OM6JLLW44YKI15 Sea Ltd 81141R100 188.00000000 NS USD 51624.80000000 0.003492781511 Long EC CORP KY N 1 N N N Anthem Inc 8MYN82XMYQH89CTMTH67 Anthem Inc 036752AG8 105000.00000000 PA USD 120097.92000000 0.008125470597 Long DBT CORP US N 2 2028-03-01 Fixed 4.10000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2007-2 12544CAR2 420213.51000000 PA USD 303318.26000000 0.020521617720 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2Q5 1593000.00000000 PA USD 1630522.73000000 0.110316352696 Long DBT CORP US N 2 2041-04-30 Fixed 3.07000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LBF2 570000.00000000 PA USD 648202.73000000 0.043855482457 Long DBT CORP US N 2 2031-03-01 Fixed 4.25000000 N N N N N N Tenaga Nasional Bhd 549300FV8X6UID6I1413 Tenaga Nasional Bhd 000000000 21500.00000000 NS 50700.95000000 0.003430276548 Long EC CORP MY N 2 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co Ltd 000000000 26161.00000000 NS 1874699.37000000 0.126836623063 Long EC CORP KR N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828W48 2205000.00000000 PA USD 2306981.25000000 0.156083538461 Long DBT UST US N 2 2024-02-29 Fixed 2.13000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAC4 290000.00000000 PA USD 313368.20000000 0.021201566981 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 Regency Centers LP 75884RAZ6 745000.00000000 PA USD 785286.67000000 0.053130177005 Long DBT US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31397UEP0 47557.37000000 PA USD 55154.63000000 0.003731599384 Long ABS-MBS USGSE US N 2 2038-07-25 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2004-5 81744FBT3 91022.00000000 PA USD 90327.57000000 0.006111296633 Long ABS-MBS CORP US N 2 2034-06-20 Floating 0.61000000 N N N N N N BIM Birlesik Magazalar AS 7890001GCDJQD8DJKE29 BIM Birlesik Magazalar AS 000000000 8250.00000000 NS 58889.65000000 0.003984299807 Long EC CORP TR N 2 N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2004-HYB6 12669GBC4 207794.86000000 PA USD 214324.63000000 0.014500571528 Long ABS-MBS CORP US N 2 2034-11-20 Variable 2.76000000 N N N N N N HUNTSMAN INTERNATIONAL L 3YTEJFW18LGIUQ2N5J61 Huntsman International LLC 44701QBF8 195000.00000000 PA USD 198009.20000000 0.013396717716 Long DBT CORP US N 2 2031-06-15 Fixed 2.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378GKK3 109813.28000000 PA USD 121944.25000000 0.008250387832 Long ABS-MBS USGA US N 2 2042-11-16 Variable 3.98000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BQ70 194400.63000000 PA USD 195073.96000000 0.013198128046 Long ABS-MBS USGA US N 2 2063-03-20 Floating 0.58000000 N N N N N N Upstart Securitization Trust N/A Upstart Securitization Trust 2021-1 91681NAA2 989727.92000000 PA USD 991624.04000000 0.067090354109 Long ABS-O CORP US N 2 2031-03-20 Fixed 0.87000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE 913366KD1 600000.00000000 PA USD 647991.24000000 0.043841173668 Long DBT MUN US N 2 2120-05-15 Fixed 3.71000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 Moody's Corp 615369AU9 180000.00000000 PA USD 159670.22000000 0.010802815551 Long DBT CORP US N 2 2060-08-18 Fixed 2.55000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PBB3 120000.00000000 PA USD 135390.26000000 0.009160105160 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918AR5 75000.00000000 PA USD 86735.96000000 0.005868298907 Long DBT CORP US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 Iberdrola SA 000000000 82366.00000000 NS 1004001.29000000 0.067927762292 Long EC CORP ES N 2 N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 General Dynamics Corp 369550108 1106.00000000 NS USD 208215.56000000 0.014087249893 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264AAX3 239000.00000000 PA USD 279297.79000000 0.018896463656 Long DBT CORP US N 2 2040-04-15 Fixed 4.38000000 N N N N N N Black Knight Inc 549300TUSNXS3BFFML48 Black Knight Inc 09215C105 5936.00000000 NS USD 462889.28000000 0.031317721692 Long EC CORP US N 1 N N N American Homes 4 Rent N/A American Homes 4 Rent 2015-SFR1 02666AAA6 221526.32000000 PA USD 235034.06000000 0.015901710403 Long ABS-O CORP US N 2 2052-04-17 Fixed 3.47000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CB4 170000.00000000 PA USD 186549.03000000 0.012621356458 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N Novatek Microelectronics Corp N/A Novatek Microelectronics Corp 000000000 7000.00000000 NS 125365.63000000 0.008481868299 Long EC CORP TW N 2 N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 DBS Group Holdings Ltd 000000000 24700.00000000 NS 547562.28000000 0.037046446818 Long EC CORP SG N 2 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98389B100 5556.00000000 NS USD 366029.28000000 0.024764460137 Long EC CORP US N 1 N N N UDR INC P3CH2EG5X6Z1XWU1OO74 UDR Inc 90265EAQ3 300000.00000000 PA USD 324604.58000000 0.021961787269 Long DBT US N 2 2030-01-15 Fixed 3.20000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 S&P Global Inc 78409VAR5 259000.00000000 PA USD 222080.35000000 0.015025300639 Long DBT CORP US N 2 2060-08-15 Fixed 2.30000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AQ1 250000.00000000 PA USD 256034.06000000 0.017322508386 Long DBT CORP CH N 2 2026-06-05 Fixed 2.19000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAX9 521000.00000000 PA USD 507283.00000000 0.034321269685 Long DBT US N 2 2041-04-01 Fixed 2.90000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 45262BAB9 612000.00000000 PA USD 655437.62000000 0.044344973748 Long DBT CORP GB N 2 2026-07-26 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BUB6 22.00000000 PA USD 22.12000000 0.000001496573 Long ABS-MBS USGA US N 2 2062-05-20 Floating 0.56000000 N Y N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 Boston Scientific Corp 101137BA4 350000.00000000 PA USD 362386.74000000 0.024518016637 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N Oportun Funding LLC N/A Oportun Funding XIV LLC 68377BAA5 355000.00000000 PA USD 355991.09000000 0.024085305846 Long ABS-O CORP US N 2 2028-03-08 Fixed 1.21000000 N N N N N N Renaissance Home Equity Loan Trust N/A Renaissance Home Equity Loan Trust 2003-2 759950AW8 632660.92000000 PA USD 623835.30000000 0.042206854104 Long ABS-MBS CORP US N 2 2033-08-25 Floating 0.97000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BE6 90000.00000000 PA USD 95079.75000000 0.006432815098 Long DBT CORP US N 2 2054-09-15 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617ALMQ0 879021.26000000 PA USD 939704.23000000 0.063577613093 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822BD5 420000.00000000 PA USD 450113.61000000 0.030453357589 Long DBT CORP JP N 2 2024-03-07 Fixed 3.41000000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 Barrick Gold Corp 725906AN1 80000.00000000 PA USD 110649.62000000 0.007486226521 Long DBT CORP CA N 2 2035-10-15 Fixed 6.45000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAR0 200000.00000000 PA USD 240684.85000000 0.016284026167 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 MMC Norilsk Nickel PJSC 55315J102 3940.00000000 NS USD 133644.80000000 0.009042012491 Long EC CORP RU N 1 N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 Cheniere Energy Inc 16411R208 2011.00000000 NS USD 174434.14000000 0.011801698778 Long EC CORP US N 1 N N N SVB Financial Group 549300D2KJ20JMXE7542 SVB Financial Group 78486Q101 1112.00000000 NS USD 618750.16000000 0.041862808549 Long EC CORP US N 1 N N N Ping An Bank Co Ltd 549300W9MKNIVWXFM679 Ping An Bank Co Ltd 000000000 33700.00000000 NS 117975.69000000 0.007981886782 Long EC CORP CN N 2 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2L7 740000.00000000 PA USD 762351.02000000 0.051578418659 Long DBT CORP FR N 2 2026-06-09 Fixed 2.22000000 N N N N N N Fort Cre llc N/A FORT CRE 2018-1 LLC 34719RAE1 2075000.00000000 PA USD 2044368.85000000 0.138315959017 Long ABS-CBDO CORP US N 2 2035-11-16 Floating 2.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622AAHY3 1555793.09000000 PA USD 1698205.22000000 0.114895550092 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.50000000 N N N N N N First Horizon Corp TF3RXI1ZB1TQ30H9JV10 First Horizon Corp 320517105 27215.00000000 NS USD 470275.20000000 0.031817431228 Long EC CORP US N 1 N N N LIBERTY MUTUAL INSURANCE CNC20I6IOMGF7KY49D67 Liberty Mutual Insurance Co 53079QAB3 220000.00000000 PA USD 270588.89000000 0.018307245201 Long DBT CORP US N 2 2025-05-15 Fixed 8.50000000 N N N N N N Westgate Resorts 5493001B6N5F6HQT6Z27 Westgate Resorts 2017-1 LLC 96033DAA8 66142.01000000 PA USD 66091.21000000 0.004471536089 Long ABS-O CORP US N 2 2030-12-20 Fixed 3.05000000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 University of Southern California 914886AD8 240000.00000000 PA USD 238246.55000000 0.016119057989 Long DBT CORP US N 2 2120-10-01 Fixed 3.23000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 Entergy Louisiana LLC 29364WAV0 420000.00000000 PA USD 460641.76000000 0.031165661127 Long DBT CORP US N 2 2045-01-15 Fixed 4.95000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A Securitized Asset Backed Receivables LLC Trust 2004-NC1 81375WAL0 128490.56000000 PA USD 129548.58000000 0.008764874343 Long ABS-MBS CORP US N 2 2034-02-25 Floating 1.82000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030N101 20153.00000000 NS USD 1149124.06000000 0.077746340338 Long EC CORP US N 1 N N N Monongahela Power Co N/A Monongahela Power Co 610202BR3 460000.00000000 PA USD 507261.98000000 0.034319847534 Long DBT CORP US N 2 2027-05-15 Fixed 3.55000000 N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 Baltimore Gas and Electric Co 059165EH9 141000.00000000 PA USD 155737.22000000 0.010536720386 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SU3 6750000.00000000 PA USD 6448359.38000000 0.436276952533 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017AX2 515000.00000000 PA USD 512545.66000000 0.034677325719 Long DBT CORP US N 2 2024-09-01 Fixed 0.98000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CP5 200000.00000000 PA USD 201444.88000000 0.013629165679 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CR4 435000.00000000 PA USD 453800.00000000 0.030702767850 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Celanese Corp 549300FHJQTDPPN41627 Celanese Corp 150870103 1165.00000000 NS USD 176614.00000000 0.011949181668 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT SEP21 XCBT 20210921 000000000 69.00000000 NC USD 438015.01000000 0.029634802042 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNU1 Comdty 2021-09-21 12857422.49000000 USD 438015.01000000 N N N PPG Industries Inc 549300BKPEP01R3V6C59 PPG Industries Inc 693506107 4100.00000000 NS USD 696057.00000000 0.047093161043 Long EC CORP US N 1 N N N Mercury Financial Credit Card Master Trust N/A Mercury Financial Credit Card Master Trust 58940BAA4 635000.00000000 PA USD 636874.65000000 0.043089058018 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.54000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 Panama Government International Bond 698299BH6 200000.00000000 PA USD 227010.00000000 0.015358826200 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 Commonwealth Edison Co 202795JD3 130000.00000000 PA USD 167153.50000000 0.011309112176 Long DBT CORP US N 2 2044-01-15 Fixed 4.70000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404121AH8 410000.00000000 PA USD 471500.00000000 0.031900297579 Long DBT CORP US N 2 2026-09-01 Fixed 5.38000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAK7 170000.00000000 PA USD 170116.14000000 0.011509555650 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 Public Service Co of Oklahoma 744533BJ8 80000.00000000 PA USD 114199.22000000 0.007726381975 Long DBT CORP US N 2 2037-11-15 Fixed 6.63000000 N N N N N N Almarai Co JSC 549300B4EDUXYD2G6098 Almarai Co JSC 000000000 3730.00000000 NS 63051.78000000 0.004265897232 Long EC CORP SA N 2 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 Atmos Energy Corp 049560105 3863.00000000 NS USD 371272.93000000 0.025119230010 Long EC CORP US N 1 N N N Dexus N/A Dexus 000000000 33628.00000000 NS 269090.18000000 0.018205846909 Long EC AU N 2 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BK4 500000.00000000 PA USD 555663.10000000 0.037594524377 Long DBT CORP GB N 2 2028-03-13 Fixed 4.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A6GB4 58047.18000000 PA USD 57883.54000000 0.003916229376 Long ABS-MBS USGSE US N 2 2027-05-25 Floating 0.49000000 N N N N N N Velocity Commercial Capital Loan Trust N/A Velocity Commercial Capital Loan Trust 2018-2 92259BAA8 16654.49000000 PA USD 17295.80000000 0.001170182750 Long ABS-MBS CORP US N 2 2048-10-26 Variable 4.05000000 N N N N N N L3Harris Tech Inc 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 413875AR6 200000.00000000 PA USD 219068.69000000 0.014821540617 Long DBT CORP US N 2 2025-04-27 Fixed 3.83000000 N N N N N N National Vision Holdings Inc 549300JHURCBLI5ROA42 National Vision Holdings Inc 63845R107 2570.00000000 NS USD 131404.10000000 0.008890413347 Long EC CORP US N 1 N N N CK HUTCHISON INTL 19 LTD 254900FPY8WXG61CMU70 CK Hutchison International 19 Ltd 12564CAB2 325000.00000000 PA USD 360178.00000000 0.024368579812 Long DBT CORP KY N 2 2029-04-11 Fixed 3.63000000 N N N N N SK Holdings Co Ltd 988400GMME8AOAFMDK34 SK Holdings Co Ltd 000000000 225.00000000 NS 56442.30000000 0.003818719334 Long EC CORP KR N 2 N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co 476556DD4 285000.00000000 PA USD 288922.92000000 0.019547671527 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N MID-ATLANTIC INTERSTATE N/A Mid-Atlantic Interstate Transmission LLC 59524QAA3 50000.00000000 PA USD 56313.31000000 0.003809992251 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N Casey's General Stores Inc 549300CAFWSI86V66Q65 Casey's General Stores Inc 147528103 1632.00000000 NS USD 317652.48000000 0.021491428714 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 Fox Corp 35137L105 781.00000000 NS USD 28998.53000000 0.001961954902 Long EC CORP US N 1 N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 Appalachian Power Co 037735CE5 15000.00000000 PA USD 19545.39000000 0.001322383366 Long DBT CORP US N 2 2035-10-01 Fixed 5.80000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 Biogen Inc 09062XAG8 340000.00000000 PA USD 335182.33000000 0.022677446596 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N Inner Mongolia Yili Industrial Group Co Ltd 3003002Q2A863JPQFH06 Inner Mongolia Yili Industrial Group Co Ltd 000000000 12800.00000000 NS 72959.48000000 0.004936222954 Long EC CORP CN N 2 N N N CubeSmart N/A CubeSmart 229663109 8790.00000000 NS USD 407152.80000000 0.027546756055 Long EC US N 1 N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 Akzo Nobel NV 000000000 5908.00000000 NS 729963.91000000 0.049387202441 Long EC CORP NL N 2 N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 Petroleo Brasileiro SA 000000000 58100.00000000 NS 343778.00000000 0.023259004244 Long EP CORP BR N 1 N N N Hankook Tire & Technology Co Ltd 9884001BIEVM09M7AH02 Hankook Tire & Technology Co Ltd 000000000 1246.00000000 NS 57202.15000000 0.003870128541 Long EC CORP KR N 2 N N N Sun Communities Inc 549300H5GEOJYN41ZG57 Sun Communities Inc 866674104 677.00000000 NS USD 116037.80000000 0.007850774868 Long EC US N 1 N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 Martin Marietta Materials Inc 573284AV8 470000.00000000 PA USD 478476.90000000 0.032372334029 Long DBT CORP US N 2 2030-03-15 Fixed 2.50000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 NiSource Inc 65473QBD4 89000.00000000 PA USD 122716.39000000 0.008302628544 Long DBT CORP US N 2 2045-02-01 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397AJ95 13957.32000000 PA USD 13004.49000000 0.000879845388 Long ABS-MBS USGSE US N 2 2036-08-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31415RBR4 41484.26000000 PA USD 49230.92000000 0.003330818659 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 GE Capital International Funding Co Unlimited Co 36164QNA2 1545000.00000000 PA USD 1854408.85000000 0.125463826401 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2005-HYB3 12669GE49 271387.90000000 PA USD 281279.45000000 0.019030536920 Long ABS-MBS CORP US N 2 2035-06-20 Variable 2.61000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 000000000 8894.00000000 NS 262175.09000000 0.017737992341 Long EC CORP FR N 2 N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 National Retail Properties Inc 637417AL0 400000.00000000 PA USD 453242.29000000 0.030665034838 Long DBT US N 2 2028-10-15 Fixed 4.30000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 046353AD0 120000.00000000 PA USD 180215.83000000 0.012192870849 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N Morgan Stanley Capital Inc N/A Morgan Stanley ABS Capital I Inc Trust 2004-HE8 61744CHA7 606428.44000000 PA USD 592719.52000000 0.040101652320 Long ABS-MBS CORP US N 2 2034-09-25 Floating 1.05000000 N N N N N N Hitachi Ltd 549300T6IPOCDWLKC615 Hitachi Ltd 000000000 15100.00000000 NS 864585.26000000 0.058495285422 Long EC CORP JP N 2 N N N VISA INC 549300JZ4OKEHW3DPJ59 Visa Inc 92826CAK8 256000.00000000 PA USD 264885.10000000 0.017921343614 Long DBT CORP US N 2 2040-04-15 Fixed 2.70000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 BOC Aviation Ltd 000000000 3400.00000000 NS 28682.56000000 0.001940577305 Long EC CORP SG Y 2 N N N IHS Markit Ltd 549300HLPTRASHS0E726 IHS Markit Ltd 44962LAJ6 751000.00000000 PA USD 869057.20000000 0.058797843676 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 Park Aerospace Holdings Ltd 70014LAC4 315000.00000000 PA USD 331085.53000000 0.022400269207 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N Horizon Therapeutics Plc 529900P0GSQ79OOZEV53 Horizon Therapeutics Plc 000000000 2156.00000000 NS USD 201887.84000000 0.013659135044 Long EC CORP IE N 1 N N N Axalta Coating Systems Ltd 529900AGLPA40GV6H619 Axalta Coating Systems Ltd 000000000 11017.00000000 NS USD 335908.33000000 0.022726565612 Long EC CORP BM N 1 N N N Cintas Corp N/A Cintas Corp 172908105 350.00000000 NS USD 133700.00000000 0.009045747160 Long EC CORP US N 1 N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 Mid-America Apartments LP 59523UAS6 150000.00000000 PA USD 142645.30000000 0.009650959741 Long DBT US N 2 2031-02-15 Fixed 1.70000000 N N N N N N FleetCor Technologies Inc 549300DG6RR0NQSFLN74 FleetCor Technologies Inc 339041105 287.00000000 NS USD 73489.22000000 0.004972063598 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 Medtronic PLC 000000000 8398.00000000 NS USD 1042443.74000000 0.070528664932 Long EC CORP IE N 1 N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 Southern California Gas Co 842434CU4 477000.00000000 PA USD 493197.12000000 0.033368260643 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 Magellan Midstream Partners LP 559080AG1 52000.00000000 PA USD 64483.47000000 0.004362761149 Long DBT CORP US N 2 2043-10-15 Fixed 5.15000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 Truist Financial Corp 89832Q109 7080.00000000 NS USD 392940.00000000 0.026585159980 Long EC CORP US N 1 N N N Vail Resorts Inc 529900PSZHRNU9HKH870 Vail Resorts Inc 91879Q109 1033.00000000 NS USD 326965.16000000 0.022121497141 Long EC CORP US N 1 N N N Vanguard International Semiconductor Corp 2549001S5Q158BIJJO13 Vanguard International Semiconductor Corp 000000000 13000.00000000 NS 55056.08000000 0.003724931782 Long EC CORP TW N 2 N N N INTL LEASE FINANCE CORP N/A International Lease Finance Corp 459745GK5 280000.00000000 PA USD 291912.62000000 0.019749945800 Long DBT CORP US N 2 2022-01-15 Fixed 8.63000000 N N N N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 Northwell Healthcare Inc 667274AC8 395000.00000000 PA USD 466076.13000000 0.031533334552 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FXRT1 2111251.87000000 PA USD 2240655.35000000 0.151596123939 Long ABS-MBS USGSE US N 2 2060-07-01 Fixed 3.00000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 Entergy Louisiana LLC 29364WBH0 320000.00000000 PA USD 324159.00000000 0.021931640642 Long DBT CORP US N 2 2032-06-15 Fixed 2.35000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) SEP21 XCBT 20210930 000000000 88.00000000 NC USD -31983.89000000 -0.00216393554 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUU1 Comdty 2021-09-30 19420171.35000000 USD -31983.89000000 N N N Asset Backed Securities Corp Home Equity Ln Trst N/A Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE3 04541GJU7 623616.29000000 PA USD 628902.69000000 0.042549698747 Long ABS-MBS CORP US N 2 2034-06-25 Floating 1.77000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BWC2 1619.79000000 PA USD 1635.73000000 0.000110668661 Long ABS-MBS USGA US N 2 2061-05-20 Floating 0.76000000 N Y N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2P8 630000.00000000 PA USD 647312.40000000 0.043795245358 Long DBT CORP FR N 2 2032-04-19 Fixed 2.87000000 N N N N N N Agios Pharmaceuticals Inc 529900ONJHY8EOGYT555 Agios Pharmaceuticals Inc 00847X104 1761.00000000 NS USD 97048.71000000 0.006566029117 Long EC CORP US N 1 N N Progress Residential Trust N/A Progress Residential Trust 74333HAJ4 1300000.00000000 PA USD 1299946.70000000 0.087950554755 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.43000000 N N N N N N Hyundai Glovis Co Ltd 988400U6RDXNJ5ZRN304 Hyundai Glovis Co Ltd 000000000 315.00000000 NS 58460.24000000 0.003955247195 Long EC CORP KR N 2 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 Sysco Corp 871829BJ5 916000.00000000 PA USD 919156.17000000 0.062187392035 Long DBT CORP US N 2 2050-02-15 Fixed 3.30000000 N N N N N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 Reckitt Benckiser Group PLC 000000000 8132.00000000 NS 719598.23000000 0.048685891144 Long EC CORP GB N 2 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 Advanced Micro Devices Inc 007903107 11531.00000000 NS USD 1083106.83000000 0.073279809516 Long EC CORP US N 1 N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 Consolidated Edison Co of New York Inc 209111FW8 150000.00000000 PA USD 159222.17000000 0.010772501811 Long DBT CORP US N 2 2059-11-15 Fixed 3.70000000 N N N N N N Cabot Oil & Gas Corp FCNMH6O7VWU7LHXMK351 Cabot Oil & Gas Corp 127097103 1586.00000000 NS USD 27691.56000000 0.001873529171 Long EC CORP US N 1 N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 ABN AMRO Bank NV 00084DAU4 600000.00000000 PA USD 596226.56000000 0.040338928289 Long DBT CORP NL N 2 2027-06-16 Fixed 1.54000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822BN3 913000.00000000 PA USD 950655.03000000 0.064318511881 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L74J2 974511.60000000 PA USD 1047422.28000000 0.070865498246 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 3.11000000 N N N N N N ACTIVISION BLIZZARD 549300TPQQDBP9GNOF40 Activision Blizzard Inc 00507VAQ2 419000.00000000 PA USD 376440.09000000 0.025468824796 Long DBT CORP US N 2 2050-09-15 Fixed 2.50000000 N N N N N N T&D Holdings Inc 3538008ARJ1MACEWA242 T&D Holdings Inc 000000000 18200.00000000 NS 235250.91000000 0.015916381834 Long EC CORP JP N 2 N N N WillScot Mobile Mini Holdings Corp 549300HJ4VIXF476Q166 WillScot Mobile Mini Holdings Corp 971378104 16872.00000000 NS USD 470222.64000000 0.031813875173 Long EC CORP US N 1 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 Texas Instruments Inc 882508104 6589.00000000 NS USD 1267064.70000000 0.085725855741 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31396ANL4 230361.35000000 PA USD 264066.62000000 0.017865967674 Long ABS-MBS USGSE US N 2 2035-09-15 Fixed 5.85000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TAS6 280000.00000000 PA USD 297500.00000000 0.020127971431 Long DBT CORP US N 2 2023-09-01 Fixed 6.13000000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 Siemens Financieringsmaatschappij NV 82620KAL7 350000.00000000 PA USD 367837.77000000 0.024886817229 Long DBT CORP NL N 2 2026-10-15 Fixed 2.35000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NiSource Inc 65473PAH8 638000.00000000 PA USD 676494.83000000 0.045769642391 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31395WUY1 197087.37000000 PA USD 255110.88000000 0.017260048754 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5.75000000 N Y N N N N WF-RBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust 2012-C6 92936QAG3 86437.38000000 PA USD 86652.13000000 0.005862627217 Long ABS-MBS CORP US N 2 2045-04-15 Fixed 3.44000000 N N N N N N Thales SA 529900FNDVTQJOVVPZ19 Thales SA 000000000 1604.00000000 NS 163643.19000000 0.011071614968 Long EC CORP FR N 2 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ACA1 1196000.00000000 PA USD 1213043.00000000 0.082070907054 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 Tokyo Electron Ltd 000000000 1400.00000000 NS 605895.85000000 0.040993123896 Long EC CORP JP N 2 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174467X1 334000.00000000 PA USD 385213.71000000 0.026062422016 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBQ3 17795000.00000000 PA USD 17532940.86000000 1.186227000789 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 PayPal Holdings Inc 70450Y103 5685.00000000 NS USD 1657063.80000000 0.112112043112 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBX2 502000.00000000 PA USD 516618.92000000 0.034952910462 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 Netflix Inc 64110LAV8 418000.00000000 PA USD 497127.40000000 0.033634171781 Long DBT CORP US N 2 2030-06-15 Fixed 4.88000000 N N N N N N Brookfield Finance Inc N/A Brookfield Finance Inc 11271LAC6 118000.00000000 PA USD 131785.51000000 0.008916218421 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 Centene Corp 15135B101 2934.00000000 NS USD 213976.62000000 0.014477026199 Long EC CORP US N 1 N N N Lincoln Electric Holdings Inc BIMGBY40SIN95O01BN93 Lincoln Electric Holdings Inc 533900106 4007.00000000 NS USD 527761.97000000 0.035706816318 Long EC CORP US N 1 N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper Inc 49271VAF7 368000.00000000 PA USD 432409.44000000 0.029255545730 Long DBT CORP US N 2 2028-05-25 Fixed 4.60000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 86765BAK5 80000.00000000 PA USD 99502.33000000 0.006732033800 Long DBT CORP US N 2 2042-02-15 Fixed 6.10000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 10 81743VAA1 27055.28000000 PA USD 27345.42000000 0.001850110361 Long ABS-MBS CORP US N 2 2027-10-20 Floating 0.89000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 17327CAM5 393000.00000000 PA USD 387600.46000000 0.026223902472 Long DBT CORP US N 2 2027-01-28 Fixed 1.12000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136AKXV0 728075.20000000 PA USD 775078.35000000 0.052439512220 Long ABS-MBS USGSE US N 2 2024-07-25 Variable 3.10000000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 Mosaic Co/The 61945CAG8 65000.00000000 PA USD 72914.50000000 0.004933179740 Long DBT CORP US N 2 2027-11-15 Fixed 4.05000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 Devon Energy Corp 25179MBA0 339000.00000000 PA USD 373298.24000000 0.025256256504 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K305 1289.00000000 NS USD 3147467.31000000 0.212948343180 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137A5MR2 32122.44000000 PA USD 1743.53000000 0.000117962090 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 5.00000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 Private Export Funding Corp 742651DM1 400000.00000000 PA USD 409282.45000000 0.027690841885 Long DBT CORP US N 2 2022-05-15 Fixed 2.80000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 Regency Centers LP 75884RBA0 230000.00000000 PA USD 254692.34000000 0.017231731573 Long DBT US N 2 2030-06-15 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833LJ7 1230000.00000000 PA USD 1228507.55000000 0.083117192838 Long DBT UST US N 2 2022-08-15 None 0.00000000 N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAQ3 200000.00000000 PA USD 210022.00000000 0.014209468288 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BEL2 1073.20000000 PA USD 1132.22000000 0.000076602661 Long ABS-MBS USGA US N 2 2060-07-20 Variable 5.21000000 N Y N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081FA6 414000.00000000 PA USD 414320.37000000 0.028031692674 Long DBT CORP US N 2 2050-05-28 Fixed 2.70000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 Estee Lauder Cos Inc/The 518439104 2355.00000000 NS USD 749078.40000000 0.050680432386 Long EC CORP US N 1 N N N Impac CMB Trust N/A Impac CMB Trust Series 2005-4 45254NPE1 23431.36000000 PA USD 23403.82000000 0.001583433345 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.69000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 America Movil SAB de CV 000000000 265755.00000000 NS 199976.17000000 0.013529797098 Long EC CORP MX N 1 N N N Public Bank Bhd 549300L2RSQCVMOHGM20 Public Bank Bhd 000000000 101100.00000000 NS 100089.37000000 0.006771751193 Long EC CORP MY N 2 N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546104 3622.00000000 NS USD 310840.04000000 0.021030519142 Long EC CORP US N 1 N N N CHEC Loan Trust N/A CHEC Loan Trust 2004-1 162765AE1 173128.79000000 PA USD 171342.97000000 0.011592559344 Long ABS-MBS CORP US N 2 2034-07-25 Floating 1.07000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co 797440BQ6 60000.00000000 PA USD 71061.69000000 0.004807824087 Long DBT CORP US N 2 2042-04-01 Fixed 4.30000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027XAK6 93000.00000000 PA USD 101354.77000000 0.006857364420 Long DBT US N 2 2026-10-15 Fixed 3.38000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017104 2727.00000000 NS USD 408340.98000000 0.027627144805 Long EC CORP US N 1 N N N Wachovia Bank Commercial Mortgage Trust N/A Wachovia Bank Commercial Mortgage Trust Series 2006-C24 92976BGA4 36132.35000000 PA USD 0.36000000 0.000000024356 Long ABS-MBS CORP US N 2 2045-03-15 None 0.00000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 Bunge Ltd Finance Corp 120568BC3 530000.00000000 PA USD 536424.34000000 0.036292886690 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N Prologis Inc 529900DFH19P073LZ636 Prologis Inc 74340W103 4958.00000000 NS USD 592629.74000000 0.040095578070 Long EC US N 1 N N N UBS-Barclays Commercial Mortgage Trust N/A UBS-Barclays Commercial Mortgage Trust 2012-C2 90269CAH3 493046.15000000 PA USD 4508.96000000 0.000305062917 Long ABS-MBS CORP US N 2 2063-05-10 Variable 1.44000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CN0 180000.00000000 PA USD 182727.93000000 0.012362832116 Long DBT CORP US N 2 2025-12-02 Fixed 2.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 000000000 797884.00000000 NS 515323.56000000 0.034865270230 Long EC CORP GB N 2 N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 Triton Container International Ltd 89680YAB1 345000.00000000 PA USD 344344.08000000 0.023297303545 Long DBT CORP BM N 2 2024-06-07 Fixed 1.15000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 CenterPoint Energy Houston Electric LLC 15189XAR9 137000.00000000 PA USD 147536.14000000 0.009981859532 Long DBT CORP US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Kubota Corp 549300CSY4INHEHQQT13 Kubota Corp 000000000 15400.00000000 NS 311479.36000000 0.021073773645 Long EC CORP JP N 2 N N Long Beach Mortgage Loan Trust N/A Long Beach Mortgage Loan Trust 2004-3 542514GN8 523842.30000000 PA USD 520292.85000000 0.035201477716 Long ABS-O CORP US N 2 2034-07-25 Floating 0.99000000 N N N N N N FREMF Mortgage Trust 549300J7N4IBRYXP6K82 FREMF 2014-K41 Mortgage Trust 30287EAG5 1000000.00000000 PA USD 1076804.40000000 0.072853405714 Long ABS-MBS USGSE US N 2 2047-11-25 Variable 3.96000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAH4 750000.00000000 PA USD 772450.23000000 0.052261701383 Long DBT CORP KY N 2 2025-02-15 Fixed 2.88000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 Visa Inc 92826C839 6725.00000000 NS USD 1572439.50000000 0.106386612884 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810QK7 80000.00000000 PA USD 105234.38000000 0.007119847375 Long DBT UST US N 2 2040-08-15 Fixed 3.88000000 N N N N N N USASF Receivables LLC 549300437ZXANCCWB466 US Auto Funding 2018-1 LLC 90291LAA0 127361.48000000 PA USD 128614.76000000 0.008701694840 Long ABS-O CORP US N 2 2023-07-15 Fixed 5.50000000 N N N N N N Crown Holdings Inc NYLWZIOY8PUNIT4JOE22 Crown Holdings Inc 228368106 4665.00000000 NS USD 476809.65000000 0.032259532817 Long EC CORP US N 1 N N N BVRT FINANCING TRU N/A BVRT FINANCING TRU 11/32 0 51236PAA1 536340.73000000 PA USD 536340.73000000 0.036287229885 Long ABS-O CORP US N 3 2032-11-10 Fixed 0.01000000 N N N N N N Telkom Indonesia Persero Tbk PT 529900M5SQZAOKV1PC81 Telkom Indonesia Persero Tbk PT 000000000 625000.00000000 NS 135775.86000000 0.009186193718 Long EC CORP ID N 2 N N N OPAP SA 213800M4NRGFJCI34834 OPAP SA 000000000 4626.00000000 NS 69717.91000000 0.004716907901 Long EC CORP GR N 2 N N N Roche Holding AG 549300U41AUUVOAAOB37 Roche Holding AG 000000000 5462.00000000 NS 2057584.54000000 0.139210093574 Long EC CORP CH N 2 N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO STOXX 50 SEP21 XEUR 20210917 000000000 132.00000000 NC -86884.18000000 -0.00587832703 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EURO STOXX 50 Index VGU1 Index 2021-09-17 5426533.60000000 EUR -86884.18000000 N N N ASE Technology Holding Co Ltd 300300GO8QHPMV87NZ73 ASE Technology Holding Co Ltd 000000000 39000.00000000 NS 156769.85000000 0.010606585082 Long EC CORP TW N 2 N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp 655844BP2 125000.00000000 PA USD 134061.94000000 0.009070234952 Long DBT CORP US N 2 2024-01-15 Fixed 3.85000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 Duke Energy Carolinas LLC 264399DK9 100000.00000000 PA USD 127789.54000000 0.008645862891 Long DBT CORP US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Woolworths Group Ltd QNWEWQBS7HP85QHXQL92 Woolworths Group Ltd 000000000 4365.00000000 NS 124819.79000000 0.008444938377 Long EC CORP AU N 2 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 Dollar General Corp 256677AF2 100000.00000000 PA USD 114609.36000000 0.007754130836 Long DBT CORP US N 2 2028-05-01 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SH2 4001000.00000000 PA USD 4687421.56000000 0.317137099985 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 Eastman Chemical Co 277432100 4932.00000000 NS USD 575811.00000000 0.038957671790 Long EC CORP US N 1 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UniCredit SpA 904678AU3 350000.00000000 PA USD 354981.70000000 0.024017013499 Long DBT CORP IT N 2 2026-09-22 Fixed 2.57000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 Anthem Inc 036752AL7 220000.00000000 PA USD 233821.66000000 0.015819682999 Long DBT CORP US N 2 2029-09-15 Fixed 2.88000000 N N N N N N CVS PASS-THROUGH TR 2013 N/A CVS Pass-Through Trust Series 2013 12665UAA2 192441.33000000 PA USD 218279.85000000 0.014768170032 Long DBT CORP US N 2 2036-01-10 Fixed 4.70000000 N N N N N N OTP Bank Nyrt 529900W3MOO00A18X956 OTP Bank Nyrt 000000000 1988.00000000 NS 107023.67000000 0.007240905452 Long EC CORP HU N 2 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 Boston Scientific Corp 101137107 11708.00000000 NS USD 500634.08000000 0.033871423394 Long EC CORP US N 1 N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582AY8 18000.00000000 PA USD 22405.53000000 0.001515891992 Long DBT CORP NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956P102 3658.00000000 NS USD 588279.56000000 0.039801257738 Long EC CORP US N 1 N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 ONEOK Partners LP 68268NAC7 220000.00000000 PA USD 294610.34000000 0.019932465569 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BK7 112000.00000000 PA USD 121992.79000000 0.008253671905 Long DBT CORP US N 2 2027-02-01 Fixed 3.20000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDD5 520000.00000000 PA USD 516786.60000000 0.034964255196 Long DBT CORP US N 2 2026-01-08 Fixed 1.25000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 PORT AUTH OF NEW YORK & NEW JERSEY NY 73358WJA3 170000.00000000 PA USD 223027.18000000 0.015089360361 Long DBT MUN US N 2 2062-10-01 Fixed 4.46000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 UniCredit SpA 904678AF6 920000.00000000 PA USD 1015854.80000000 0.068729735773 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86000000 N N N N N N Otsuka Holdings Co Ltd N/A Otsuka Holdings Co Ltd 000000000 2100.00000000 NS 87084.93000000 0.005891909186 Long EC CORP JP N 2 N N Cencosud SA 549300NLTGCFV7482429 Cencosud SA 000000000 13950.00000000 NS 27754.12000000 0.001877761796 Long EC CORP CL N 1 N N N Daikin Industries Ltd 549300Y7FWSTSHMW5Y57 Daikin Industries Ltd 000000000 2400.00000000 NS 446968.81000000 0.030240589708 Long EC CORP JP N 2 N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 Boston Gas Co 100743AJ2 14000.00000000 PA USD 16450.09000000 0.001112964509 Long DBT CORP US N 2 2042-02-15 Fixed 4.49000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAE2 640000.00000000 PA USD 667077.18000000 0.045132472004 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 Anthem Inc 036752103 1652.00000000 NS USD 630733.60000000 0.042673572710 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 Lennar Corp 526057104 5484.00000000 NS USD 544835.40000000 0.036861954171 Long EC CORP US N 1 N N N Hyundai Motor Co 9884004RQX8PRBXQ8S60 Hyundai Motor Co 000000000 356.00000000 NS 75711.05000000 0.005122386055 Long EC CORP KR N 2 N N N Tokyo Gas Co Ltd 353800678EIJLOQSWZ83 Tokyo Gas Co Ltd 000000000 4400.00000000 NS 83053.24000000 0.005619136947 Long EC CORP JP N 2 N N N UDR INC P3CH2EG5X6Z1XWU1OO74 UDR Inc 90265EAT7 170000.00000000 PA USD 163438.19000000 0.011057745274 Long DBT US N 2 2032-08-01 Fixed 2.10000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAG6 350000.00000000 PA USD 380658.17000000 0.025754207632 Long DBT CORP KY N 2 2026-05-01 Fixed 4.38000000 N N N N N N Nippon Telegraph & Telephone Corp 353800VHQU5VIXVUA841 Nippon Telegraph & Telephone Corp 000000000 21800.00000000 NS 567983.26000000 0.038428070019 Long EC CORP JP N 2 N N N EMERA US FINANCE LP N/A Emera US Finance LP 29103DAQ9 380000.00000000 PA USD 381123.05000000 0.025785660040 Long DBT CORP US N 2 2031-06-15 Fixed 2.64000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 NXP Semiconductors NV 000000000 3016.00000000 NS USD 620451.52000000 0.041977917542 Long EC CORP NL N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 Leidos Holdings Inc 525327102 3882.00000000 NS USD 392470.20000000 0.026553374699 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137BS6F5 700000.00000000 PA USD 747361.23000000 0.050564253735 Long ABS-MBS USGSE US N 2 2025-09-25 Fixed 2.74000000 N N N N N N Vericrest Opportunity Loan Transferee N/A VOLT XCVIII LLC 91835NAA7 845689.11000000 PA USD 846002.52000000 0.057238032111 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31381TYT1 73668.93000000 PA USD 74530.49000000 0.005042512852 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 2.75000000 N N N N N N KGS-Alpha SBA COOF Trust N/A KGS-Alpha SBA COOF Trust 2013-2 48248XAA6 362923.47000000 PA USD 14331.85000000 0.000969650646 Long ABS-O USGA US N 2 2039-03-25 Variable 1.76000000 N N N N N N Option One Mortgage Loan Trust N/A Option One Mort Accep Corp Asset Backed Cert Ser 2003-6 68389FEE0 385935.38000000 PA USD 375418.29000000 0.025399692826 Long ABS-MBS CORP US N 2 2033-11-25 Floating 0.75000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 Coca-Cola Femsa SAB de CV 191241AH1 175000.00000000 PA USD 182617.75000000 0.012355377663 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DC8 377000.00000000 PA USD 426951.79000000 0.028886297249 Long DBT CORP US N 2 2035-01-15 Fixed 3.88000000 N N N N N N firstkey homes 2020-sfr1 trust N/A FirstKey Homes 2020-SFR2 Trust 33767JAJ1 1300000.00000000 PA USD 1322026.94000000 0.089444438586 Long ABS-O CORP US N 2 2037-10-19 Fixed 2.67000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AH1 220000.00000000 PA USD 241159.20000000 0.016316119287 Long DBT CORP US N 2 2024-04-29 Fixed 4.63000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAM1 145000.00000000 PA USD 155498.00000000 0.010520535467 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N 3i Group PLC 35GDVHRBMFE7NWATNM84 3i Group PLC 000000000 41501.00000000 NS 673399.74000000 0.045560237742 Long EC CORP GB N 2 N N N Brenntag SE NNROIXVWJ7CPSR27SV97 Brenntag SE 000000000 2375.00000000 NS 220843.00000000 0.014941585192 Long EC CORP DE N 2 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AJ4 280000.00000000 PA USD 340200.00000000 0.023016927330 Long DBT CORP FR N 2 2025-12-23 Fixed 8.13000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDP3 876000.00000000 PA USD 792095.62000000 0.053590850454 Long DBT CORP US N 2 2052-08-15 Fixed 2.45000000 N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 Biogen Inc 09062X103 1682.00000000 NS USD 582426.14000000 0.039405232627 Long EC CORP US N 1 N N N Atacadao SA 549300SMI26ISJIRM371 Atacadao SA 000000000 12239.00000000 NS 51674.57000000 0.003496148802 Long EC CORP BR N 1 N N N Manulife Financial Corp 5493007GBX87QOZACS27 Manulife Financial Corp 56501RAE6 400000.00000000 PA USD 441594.64000000 0.029876989237 Long DBT CORP CA N 2 2032-02-24 Fixed 4.06000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2K9 435000.00000000 PA USD 459091.29000000 0.031060760905 Long DBT CORP FR N 2 2031-01-13 Fixed 3.05000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 Equitable Financial Life Global Funding 29449WAA5 390000.00000000 PA USD 393425.48000000 0.026618006123 Long DBT CORP US N 2 2025-07-07 Fixed 1.40000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738108 502.00000000 NS USD 53658.78000000 0.003630394591 Long EC CORP US N 1 N N N KIA CORP 988400V8MJK9N7OI5X76 Kia Corp 49374JAA1 220000.00000000 PA USD 222118.29000000 0.015027867547 Long DBT CORP KR N 2 2026-10-16 Fixed 1.75000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 Procter & Gamble Co/The 742718109 10497.00000000 NS USD 1416360.21000000 0.095826749052 Long EC CORP US N 1 N N N First Investors Auto Owner Trust N/A First Investors Auto Owner Trust 2017-2 32059BAG3 457073.58000000 PA USD 458630.92000000 0.031029613630 Long ABS-O CORP US N 2 2023-08-15 Fixed 3.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NiSource Inc 65473PAL9 190000.00000000 PA USD 179750.06000000 0.012161358226 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 Union Electric Co 906548CT7 330000.00000000 PA USD 331242.11000000 0.022410862947 Long DBT CORP US N 2 2032-03-15 Fixed 2.15000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BN1 200000.00000000 PA USD 197675.88000000 0.013374166269 Long DBT CORP US N 2 2027-11-24 Fixed 1.63000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 TotalEnergies SE 000000000 17084.00000000 NS 772919.39000000 0.052293443363 Long EC CORP FR N 2 N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MAN0 285000.00000000 PA USD 313503.69000000 0.021210733834 Long DBT CORP JP N 2 2027-01-11 Fixed 3.45000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 Chevron USA Inc 166756AR7 762000.00000000 PA USD 868610.93000000 0.058767650365 Long DBT CORP US N 2 2028-01-15 Fixed 3.85000000 N N N N N N Airports of Thailand PCL 5299006VS4CU6LW0TY22 Airports of Thailand PCL 000000000 39900.00000000 NS 77185.65000000 0.005222153136 Long EC CORP TH N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGZ6 1650000.00000000 PA USD 1779598.46000000 0.120402376342 Long DBT CORP US N 2 2026-01-23 Fixed 3.37000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GK3 130000.00000000 PA USD 138595.92000000 0.009376990649 Long DBT CORP US N 2 2048-03-01 Fixed 4.13000000 N N N N N N Global Unichip Corp N/A Global Unichip Corp 000000000 3000.00000000 NS 44468.37000000 0.003008598591 Long EC CORP TW N 2 N N N MediaTek Inc 254900UEGBK1I4DM4E14 MediaTek Inc 000000000 3000.00000000 NS 103580.08000000 0.007007922322 Long EC CORP TW N 2 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DD4 200000.00000000 PA USD 200925.47000000 0.013594023932 Long DBT CORP US N 2 2023-02-04 Fixed 1.17000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)SEP21 XCBT 20210921 000000000 -918.00000000 NC USD -303217.19000000 -0.02051477962 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note TYU1 Comdty 2021-09-21 -121331782.81000000 USD -303217.19000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FAL5 379000.00000000 PA USD 426703.57000000 0.028869503416 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AU0 835000.00000000 PA USD 943694.61000000 0.063847590419 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 CommonSpirit Health 20268JAE3 140000.00000000 PA USD 141250.89000000 0.009556618079 Long DBT CORP US N 2 2025-10-01 Fixed 1.55000000 N N N N N N Shanghai Liangxin Electrical Co Ltd 300300X2WC3DY43W0V29 Shanghai Liangxin Electrical Co Ltd 000000000 9750.00000000 NS 34011.72000000 0.002301132532 Long EC CORP CN N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AJXA7 90882.70000000 PA USD 100978.07000000 0.006831878010 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 Generac Holdings Inc 368736104 2514.00000000 NS USD 1043687.10000000 0.070612786997 Long EC CORP US N 1 N N N Itau Unibanco Holding SA 5493002W2IVG62O3ZJ94 Itau Unibanco Holding SA 000000000 33113.00000000 NS 198393.06000000 0.013422688550 Long EP CORP BR N 1 N N N Woodward Inc YPYKXXTR8TFDH54ZMB45 Woodward Inc 980745103 3129.00000000 NS USD 384491.52000000 0.026013560773 Long EC CORP US N 1 N N N Goodman Group N/A Goodman Group 000000000 33638.00000000 NS 534051.83000000 0.036132369670 Long EC AU N 2 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBN9 160000.00000000 PA USD 148641.79000000 0.010056664546 Long DBT CORP US N 2 2050-11-10 Fixed 2.77000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 State Street Corp 857477103 6179.00000000 NS USD 508408.12000000 0.034397391982 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2S1 530000.00000000 PA USD 549951.86000000 0.037208118744 Long DBT CORP US N 2 2028-06-02 Fixed 2.39000000 N N N N N N FannieMae Whole Loan 549300RF7M92JUSGM340 Fannie Mae Trust 2005-W3 31394FSB2 43812.71000000 PA USD 43654.94000000 0.002953564319 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 0.31000000 N N N N N N VCAT Asset Securitization, LLC N/A VCAT 2021-NPL2 LLC 91822YAA8 764688.90000000 PA USD 764918.61000000 0.051752134216 Long ABS-MBS CORP US N 2 2051-03-27 Variable 2.12000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 Hartford Financial Services Group Inc/The 416515BB9 210000.00000000 PA USD 248015.75000000 0.016780013211 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YDB2 120000.00000000 PA USD 150291.13000000 0.010168254020 Long DBT CORP US N 2 2045-03-15 Fixed 4.75000000 N N N N N N Pactiv Evergreen Inc 894500GNKGJRUSH1F791 Pactiv Evergreen Inc 69526K105 12222.00000000 NS USD 184185.54000000 0.012461449704 Long EC CORP US N 1 N N N New Century Home Equity Loan Trust N/A New Century Home Equity Loan Trust 2004-2 64352VGE5 112232.66000000 PA USD 112108.18000000 0.007584908384 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.12000000 N N N N N N BJ's Wholesale Club Holdings Inc 549300UCIWH1C93V0J03 BJ's Wholesale Club Holdings Inc 05550J101 9816.00000000 NS USD 467045.28000000 0.031598904379 Long EC CORP US N 1 N N N RFC PRINCIPAL STRIP N/A Resolution Funding Corp Principal Strip 76116FAC1 400000.00000000 PA USD 346385.92000000 0.023435448409 Long DBT USGA US N 2 2030-04-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HM3T9 603902.00000000 PA USD 663495.06000000 0.044890116344 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.00000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co Ltd 874060AW6 660000.00000000 PA USD 795364.84000000 0.053812036224 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136AMKZ1 1258801.29000000 PA USD 1314711.45000000 0.088949494137 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 2.53000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378U8D2 491270.99000000 PA USD 494962.30000000 0.033487687508 Long ABS-MBS USGA US N 2 2064-07-20 Floating 0.61000000 N N N N N N Siam Commercial Bank PCL/The 54930068OELHUBHH1U03 Siam Commercial Bank PCL/The 000000000 27300.00000000 NS 83475.82000000 0.005647727462 Long EC CORP TH N 2 N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 PORT AUTH OF NEW YORK & NEW JERSEY NY 73358WCX0 40000.00000000 PA USD 56361.66000000 0.003813263469 Long DBT MUN US N 2 2040-11-01 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 31339S5R2 834583.61000000 PA USD 878063.88000000 0.059407209046 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 24703TAA4 125000.00000000 PA USD 135594.16000000 0.009173900432 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2021-A 88161FAD8 650000.00000000 PA USD 651279.92000000 0.044063676045 Long ABS-O CORP US N 2 2025-03-20 Fixed 0.66000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661107 6225.00000000 NS USD 1207463.25000000 0.081693397647 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCE3 760000.00000000 PA USD 791744.71000000 0.053567108919 Long DBT CORP US N 2 2031-03-25 Fixed 2.88000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JM0 285000.00000000 PA USD 305115.80000000 0.020643233968 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 3132HT3R5 277268.68000000 PA USD 280355.95000000 0.018968055637 Long ABS-MBS USGSE US N 2 2044-03-15 Floating 0.62000000 N N N N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 Old Dominion Freight Line Inc 679580100 940.00000000 NS USD 238572.00000000 0.016141076975 Long EC CORP US N 1 N N N Daiichi Sankyo Co Ltd 353800XGIU2IHQGC9504 Daiichi Sankyo Co Ltd 000000000 3600.00000000 NS 77593.05000000 0.005249716617 Long EC CORP JP N 2 N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B69 660000.00000000 PA USD 672790.80000000 0.045519038660 Long DBT CORP US N 2 2031-06-17 Fixed 3.63000000 N N N N N N RELX PLC 549300WSX3VBUFFJOO66 RELX PLC 000000000 23935.00000000 NS 635367.18000000 0.042987067049 Long EC CORP GB N 2 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAM4 480000.00000000 PA USD 480591.96000000 0.032515432742 Long DBT CORP US N 2 2026-08-15 Fixed 1.88000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 Koninklijke Philips NV 000000000 2586.00000000 NS 128142.76000000 0.008669760713 Long EC CORP NL N 2 N N N nCino Inc 549300WVRR2WR3L6MZ46 nCino Inc 63947U107 2822.00000000 NS USD 169094.24000000 0.011440416913 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023BX2 248000.00000000 PA USD 260412.66000000 0.017618751532 Long DBT CORP US N 2 2028-03-01 Fixed 3.25000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 Entergy Corp 29364GAP8 320000.00000000 PA USD 320019.98000000 0.021651606772 Long DBT CORP US N 2 2031-06-15 Fixed 2.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375UCP3 531782.54000000 PA USD 535733.90000000 0.036246173559 Long ABS-MBS USGA US N 2 2064-01-20 Floating 0.76000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31398QCA3 16889.19000000 PA USD 15407.48000000 0.001042424595 Long ABS-MBS USGSE US N 2 2036-12-15 None 0.00000000 N N N N N N Brookfield Finance Inc N/A Brookfield Finance Inc 11271LAD4 169000.00000000 PA USD 199163.77000000 0.013474832513 Long DBT CORP CA N 2 2029-03-29 Fixed 4.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAZ4 7000000.00000000 PA USD 6876679.67000000 0.465255838451 Long DBT UST US N 2 2025-11-30 Fixed 0.38000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136BBTB8 624523.37000000 PA USD 613804.43000000 0.041528195063 Long ABS-MBS USGSE US N 2 2028-09-25 Fixed 0.75000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TBA4 304000.00000000 PA USD 304352.18000000 0.020591569694 Long DBT CORP US N 2 2026-06-01 Fixed 1.45000000 N N N N N N Western Alliance Bancorp 5493003VJXZ5JXT9S762 Western Alliance Bancorp 957638109 5225.00000000 NS USD 485141.25000000 0.032823224269 Long EC CORP US N 1 N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAC7 200000.00000000 PA USD 219881.24000000 0.014876515351 Long DBT CORP FR N 2 2024-07-11 Fixed 4.63000000 N N N N N N Thornburg Mortgage Securities Trust N/A Thornburg Mortgage Securities Trust 2004-4 885220GF4 53672.05000000 PA USD 53627.67000000 0.003628289780 Long ABS-MBS CORP US N 2 2044-12-25 Variable 1.94000000 N N N N N N WuXi AppTec Co Ltd 254900OEPQLZSPLN9175 WuXi AppTec Co Ltd 000000000 6840.00000000 NS 159717.17000000 0.010805992049 Long EC CORP CN Y 2 N N BGF retail Co Ltd N/A BGF retail Co Ltd 000000000 205.00000000 NS 32675.49000000 0.002210727157 Long EC CORP KR N 2 N N N Workday Inc 549300J0DYC0N31V7G13 Workday Inc 98138H101 1015.00000000 NS USD 242321.10000000 0.016394730009 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 000000000 2956.00000000 NS USD 252087.68000000 0.017055507970 Long EC CORP LR N 1 N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 Precision Castparts Corp 740189AN5 160000.00000000 PA USD 190056.95000000 0.012858691966 Long DBT CORP US N 2 2035-06-15 Fixed 4.20000000 N N N N N N IDEX Corp 549300U5Y5EL6PHYLF13 IDEX Corp 45167R104 1805.00000000 NS USD 397190.25000000 0.026872719343 Long EC CORP US N 1 N N N Kao Corp 353800HM38HFCB8RGL63 Kao Corp 000000000 7600.00000000 NS 467581.80000000 0.031635203738 Long EC CORP JP N 2 N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 Entergy Arkansas LLC 29366MAB4 190000.00000000 PA USD 179944.31000000 0.012174500608 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833LS7 1500000.00000000 PA USD 1476616.62000000 0.099903519805 Long DBT UST US N 2 2024-08-15 None 0.00000000 N N N N N N GRAY OAK PIPELINE LLC N/A Gray Oak Pipeline LLC 38937LAC5 645000.00000000 PA USD 662722.27000000 0.044837831655 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N FirstRand Ltd 529900XYOP8CUZU7R671 FirstRand Ltd 000000000 41907.00000000 NS 157268.64000000 0.010640331740 Long EC CORP ZA N 2 N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 Telefonica Emisiones SA 87938WAW3 340000.00000000 PA USD 407368.62000000 0.027561357799 Long DBT CORP ES N 2 2048-03-06 Fixed 4.90000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 25160PAF4 460000.00000000 PA USD 464388.22000000 0.031419135546 Long DBT CORP DE N 2 2026-03-19 Fixed 1.69000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 03522AAH3 2257000.00000000 PA USD 2774129.75000000 0.187689426401 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746TD3 1181000.00000000 PA USD 1222689.30000000 0.082723547225 Long DBT CORP US N 2 2026-03-15 Fixed 3.90000000 N N N N N N Morgan Stanley Dean Witter Capital I Trust N/A Morgan Stanley Dean Witter Capital I Inc Trust 2002-AM3 61746WWR7 494378.73000000 PA USD 494847.65000000 0.033479930628 Long ABS-MBS CORP US N 2 2033-02-25 Floating 1.07000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2007-3 81744MAA0 138457.13000000 PA USD 136148.45000000 0.009211402057 Long ABS-MBS CORP US N 2 2036-07-20 Floating 0.49000000 N N N N N N Tyler Technologies Inc 25490040SMU4Z8LBCW70 Tyler Technologies Inc 902252105 956.00000000 NS USD 432465.72000000 0.029259353469 Long EC CORP US N 1 N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp 655844108 2537.00000000 NS USD 673345.17000000 0.045556545697 Long EC CORP US N 1 N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2004-A1 466247BL6 6575.23000000 PA USD 6519.19000000 0.000441069143 Long ABS-MBS CORP US N 2 2034-02-25 Variable 1.70000000 N N N N N N CASTLELAKE FRN N/A CASTLELAKE FRN 000000000 2230000.00000000 PA USD 2230000.00000000 0.150875214425 Long LON CORP AE N 2 2023-03-15 Fixed 3.34000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 Cox Communications Inc 224044CM7 140000.00000000 PA USD 132730.19000000 0.008980132680 Long DBT CORP US N 2 2050-10-01 Fixed 2.95000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137BS5N9 840000.00000000 PA USD 891881.42000000 0.060342062997 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 2.72000000 N N N N N N ENN Energy Holdings Ltd 549300V7BXPWT6WIPR03 ENN Energy Holdings Ltd 000000000 1700.00000000 NS 32360.93000000 0.002189444956 Long EC CORP KY N 2 N N N Structured Adjustable Rate Mortgage Loan Trust N/A Structured Adjustable Rate Mortgage Loan Trust 86359BGJ4 187691.13000000 PA USD 190411.30000000 0.012882666240 Long ABS-MBS CORP US N 2 2034-02-25 Variable 2.54000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 Baltimore Gas and Electric Co 059165EM8 120000.00000000 PA USD 119558.89000000 0.008089001419 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N SGS SA 2138007JNS19JHNA2336 SGS SA 000000000 150.00000000 NS 462685.76000000 0.031303952130 Long EC CORP CH N 2 N N N New Century Home Equity Loan Trust N/A New Century Home Equity Loan Trust 2004-2 64352VGC9 301215.17000000 PA USD 299208.29000000 0.020243549287 Long ABS-MBS CORP US N 2 2034-08-25 Floating 1.10000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918104 37194.00000000 NS USD 10075854.60000000 0.681702566499 Long EC CORP US N 1 N N N Magna International Inc 95RWVLFZX6VGDZNNTN43 Magna International Inc 559222401 3011.00000000 NS USD 278939.04000000 0.018872191691 Long EC CORP CA N 1 N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp 084664CQ2 86000.00000000 PA USD 106197.35000000 0.007184999081 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 BAT International Finance PLC 05530QAN0 135000.00000000 PA USD 134983.09000000 0.009132557241 Long DBT CORP GB N 2 2026-03-25 Fixed 1.67000000 N N N N N N Wal-Mart de Mexico SAB de CV N/A Wal-Mart de Mexico SAB de CV 000000000 46143.00000000 NS 150715.90000000 0.010196992703 Long EC CORP MX N 1 N N N Business Jet Securities, LLC N/A Business Jet Securities 2021-1 LLC 12327BAA4 621174.43000000 PA USD 626188.55000000 0.042366068050 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.16000000 N N N N N N Insulet Corp 549300TZTYD2PYN92D43 Insulet Corp 45784P101 418.00000000 NS USD 114745.18000000 0.007763320016 Long EC CORP US N 1 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 Enel SpA 000000000 32529.00000000 NS 302090.16000000 0.020438528101 Long EC CORP IT N 2 N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 VeriSign Inc 92343EAM4 340000.00000000 PA USD 345416.20000000 0.023369840018 Long DBT CORP US N 2 2031-06-15 Fixed 2.70000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 VMware Inc 928563AE5 232000.00000000 PA USD 266390.91000000 0.018023222272 Long DBT CORP US N 2 2027-05-15 Fixed 4.65000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NAZ8 325000.00000000 PA USD 348382.82000000 0.023570552766 Long DBT CORP CA N 2 2029-11-15 Fixed 3.13000000 N N N N N N KGS-Alpha SBA COOF Trust N/A KGS-Alpha SBA COOF Trust 2012-2 48247KAA5 374616.26000000 PA USD 7697.24000000 0.000520772527 Long ABS-O USGA US N 2 2038-08-25 Variable 0.76000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 New York Life Insurance Co 64952GAT5 125000.00000000 PA USD 139695.11000000 0.009451358598 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61746BDZ6 972000.00000000 PA USD 1086764.04000000 0.073527245544 Long DBT CORP US N 2 2026-01-27 Fixed 3.88000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 Cargill Inc 141781BM5 451000.00000000 PA USD 457197.30000000 0.030932619135 Long DBT CORP US N 2 2030-04-23 Fixed 2.13000000 N N N N N N Gerdau SA 254900YDV6SEQQPZVG24 Gerdau SA 000000000 16534.00000000 NS 98430.12000000 0.006659491238 Long EP CORP BR N 1 N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 Industria de Diseno Textil SA 000000000 15803.00000000 NS 556718.14000000 0.037665905267 Long EC CORP ES N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912810PZ5 62175.50000000 PA USD 80117.34000000 0.005420502624 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 433674AA6 1004051.57000000 PA USD 1013534.64000000 0.068572760599 Long ABS-O CORP US N 2 2025-12-25 Fixed 3.84000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887109 1445.00000000 NS USD 351409.55000000 0.023775332379 Long EC CORP US N 1 N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 Entergy Arkansas LLC 29364DAT7 86000.00000000 PA USD 94116.75000000 0.006367661362 Long DBT CORP US N 2 2044-12-15 Fixed 4.95000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 S&P Global Inc 78409VAQ7 500000.00000000 PA USD 537650.27000000 0.036375829494 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 21684AAF3 960000.00000000 PA USD 1057630.30000000 0.071556142733 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418AHQ4 100339.96000000 PA USD 107017.50000000 0.007240488008 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 Southern Co Gas Capital Corp 001192AM5 32000.00000000 PA USD 34685.69000000 0.002346731352 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 Louisville Gas and Electric Co 546676AV9 30000.00000000 PA USD 37403.19000000 0.002530589377 Long DBT CORP US N 2 2043-11-15 Fixed 4.65000000 N N N N N N Kering SA 549300VGEJKB7SVUZR78 Kering SA 000000000 603.00000000 NS 526960.40000000 0.035652584459 Long EC CORP FR N 2 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 046353AW8 767000.00000000 PA USD 727458.33000000 0.049217682297 Long DBT CORP GB N 2 2030-08-06 Fixed 1.38000000 N N N N N Syneos Health Inc 549300F1ZGKDS8P6GU13 Syneos Health Inc 87166B102 5172.00000000 NS USD 462842.28000000 0.031314541811 Long EC CORP US N 1 N N N KIWOOM Securities Co Ltd 988400O27CNGJA2QWJ18 KIWOOM Securities Co Ltd 000000000 389.00000000 NS 45250.63000000 0.003061523992 Long EC CORP KR N 2 N N N Bear Stearns Asset Backed Securities Trust N/A Bear Stearns Asset Backed Securities Trust 2003-2 07384YJU1 429935.56000000 PA USD 434931.80000000 0.029426201159 Long ABS-MBS CORP US N 2 2043-03-25 Floating 1.89000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 Dollar Tree Inc 256746108 2330.00000000 NS USD 231835.00000000 0.015685271451 Long EC CORP US N 1 N N N Laobaixing Pharmacy Chain JSC N/A Laobaixing Pharmacy Chain JSC 000000000 7017.00000000 NS 57209.38000000 0.003870617701 Long EC CORP CN N 2 N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 03522AAJ9 375000.00000000 PA USD 473259.07000000 0.032019311060 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Bank Rakyat Indonesia Persero Tbk PT 254900HB6S4B12GBNP64 Bank Rakyat Indonesia Persero Tbk PT 000000000 553000.00000000 NS 150263.45000000 0.010166381273 Long EC CORP ID N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31395V4P1 410811.64000000 PA USD 473939.05000000 0.032065316499 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 5.75000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 Intel Corp 458140BG4 110000.00000000 PA USD 125313.25000000 0.008478324423 Long DBT CORP US N 2 2047-12-08 Fixed 3.73000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TAX5 171000.00000000 PA USD 179822.80000000 0.012166279600 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAF6 600000.00000000 PA USD 648560.79000000 0.043879707739 Long DBT CORP ES N 2 2030-05-28 Fixed 3.49000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAX5 210000.00000000 PA USD 186085.81000000 0.012590016361 Long DBT US N 2 2050-09-01 Fixed 2.65000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 Intercontinental Exchange Inc 45866F104 4929.00000000 NS USD 585072.30000000 0.039584263998 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 Applied Materials Inc 038222105 7050.00000000 NS USD 1003920.00000000 0.067922262451 Long EC CORP US N 1 N N N MVW Owner Trust N/A MVW 2019-2 LLC 55400DAB7 1071234.28000000 PA USD 1083144.69000000 0.073282371012 Long ABS-O CORP US N 2 2038-10-20 Fixed 2.44000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKD3 1146000.00000000 PA USD 1124053.24000000 0.076050122695 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2006-IQ12 61750WAA1 23804.22000000 PA USD 0.19000000 0.000000012854 Long ABS-MBS CORP US N 2 2043-12-15 Variable 0.29000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBD1 205000.00000000 PA USD 239038.26000000 0.016172622750 Long DBT CORP GB N 2 2043-02-19 Fixed 4.38000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 America Movil SAB de CV 02364WBD6 200000.00000000 PA USD 205457.39000000 0.013900640256 Long DBT CORP MX N 2 2022-07-16 Fixed 3.13000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 Boston Gas Co 100743AL7 330000.00000000 PA USD 347624.26000000 0.023519230837 Long DBT CORP US N 2 2029-08-01 Fixed 3.00000000 N N N N N N Citicorp Mortgage Securities, Inc. 549300ISEJNGWSXAKR30 Citicorp Mortgage Securities Inc 172973WZ8 31589.17000000 PA USD 32509.08000000 0.002199468347 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.25000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 Duke Energy Indiana LLC 26443TAA4 225000.00000000 PA USD 252133.57000000 0.017058612752 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 Entergy Louisiana LLC 29364WAX6 107000.00000000 PA USD 116014.32000000 0.007849186280 Long DBT CORP US N 2 2031-06-01 Fixed 3.05000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CZ6 335000.00000000 PA USD 343051.02000000 0.023209818924 Long DBT CORP US N 2 2024-02-01 Fixed 1.95000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 Arizona Public Service Co 040555CM4 23000.00000000 PA USD 30011.11000000 0.002030463074 Long DBT CORP US N 2 2041-09-01 Fixed 5.05000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137BBBD1 714000.00000000 PA USD 763889.96000000 0.051682538794 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 3.39000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBB0 894000.00000000 PA USD 957830.62000000 0.064803991110 Long DBT CORP US N 2 2027-08-15 Fixed 3.56000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHX0 980000.00000000 PA USD 1033355.02000000 0.069913748977 Long DBT CORP US N 2 2030-10-22 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828WJ5 10121000.00000000 PA USD 10721539.05000000 0.725387669569 Long DBT UST US N 2 2024-05-15 Fixed 2.50000000 N N N N N N Cree Inc 549300OGU88P3AW3TO93 Cree Inc 225447101 1678.00000000 NS USD 164326.54000000 0.011117848411 Long EC CORP US N 1 N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAN9 220000.00000000 PA USD 235747.16000000 0.015949956643 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VCQ5 811000.00000000 PA USD 967387.49000000 0.065450580711 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Gold Fields Ltd 5299003KXIBJQYCBBD72 Gold Fields Ltd 38059T106 2018.00000000 NS USD 17960.20000000 0.001215134092 Long EC CORP ZA N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2H5 540000.00000000 PA USD 565147.80000000 0.038236231169 Long DBT CORP US N 2 2025-10-30 Fixed 2.41000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAF5 200000.00000000 PA USD 219159.93000000 0.014827713646 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAE1 490000.00000000 PA USD 456867.58000000 0.030910311254 Long DBT UST US N 2 2030-08-15 Fixed 0.63000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MBV1 688000.00000000 PA USD 718843.47000000 0.048634826311 Long DBT CORP JP N 2 2025-01-15 Fixed 2.35000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NBU4 190000.00000000 PA USD 203183.32000000 0.013746783395 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254AL4 710000.00000000 PA USD 778526.58000000 0.052672809279 Long DBT CORP GB N 2 2024-01-26 Fixed 5.20000000 N N N N N N JPMorgan High Yield Fund 15QB5UY3VV3GNSMNPX63 JPMorgan High Yield Fund 4812C0126 104622.94200000 NS USD 766886.16000000 0.051885252838 Long EC RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31395BTU7 12415.13000000 PA USD 11530.94000000 0.000780149347 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822BK9 285000.00000000 PA USD 324828.60000000 0.021976943801 Long DBT CORP JP N 2 2039-07-18 Fixed 3.75000000 N N N N N N Trane Technologies PLC 549300BURLR9SLYY2705 Trane Technologies PLC 000000000 6876.00000000 NS USD 1266146.64000000 0.085663742513 Long EC CORP IE N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXA7 665000.00000000 PA USD 810808.86000000 0.054856933009 Long DBT CORP US N 2 2039-04-23 Fixed 4.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A3FE6 113566.06000000 PA USD 114561.26000000 0.007750876532 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 0.59000000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 NBN Co Ltd 62878U2B7 700000.00000000 PA USD 717857.00000000 0.048568084664 Long DBT CORP AU N 2 2031-05-05 Fixed 2.63000000 N N N N N N Petronas Chemicals Group Bhd N/A Petronas Chemicals Group Bhd 000000000 39500.00000000 NS 76687.94000000 0.005188479547 Long EC CORP MY N 2 N N N Guangzhou Automobile Group Co Ltd 5299005KY9BJO3ZE6A37 Guangzhou Automobile Group Co Ltd 000000000 120000.00000000 NS 107723.81000000 0.007288274857 Long EC CORP CN N 2 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05581KAB7 918000.00000000 PA USD 984641.30000000 0.066617922542 Long DBT CORP FR N 2 2024-01-10 Fixed 3.80000000 N N N N N N GSMPS Mortgage Loan Trust N/A GSMPS Mortgage Loan Trust 2005-RP3 362341LL1 43033.12000000 PA USD 36807.26000000 0.002490270513 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.44000000 N N N N N N POSCO 988400E5HRVX81AYLM04 POSCO 000000000 623.00000000 NS 192517.87000000 0.013025190545 Long EC CORP KR N 2 N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017CY3 1020000.00000000 PA USD 1174564.01000000 0.079467532226 Long DBT CORP US N 2 2028-11-16 Fixed 4.13000000 N N N N N N CPS Auto Trust N/A CPS Auto Receivables Trust 2021-B 12656QAC8 425000.00000000 PA USD 424621.92000000 0.028728665125 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.23000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 WP Carey Inc 92936UAG4 260000.00000000 PA USD 258934.00000000 0.017518709763 Long DBT US N 2 2031-02-01 Fixed 2.40000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92553PAP7 170000.00000000 PA USD 196339.81000000 0.013283771719 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust 2017-1 03065FAG7 284000.00000000 PA USD 286178.65000000 0.019362002324 Long ABS-O CORP US N 2 2023-01-18 Fixed 3.13000000 N N N N N N Adyen NV 724500973ODKK3IFQ447 Adyen NV 000000000 97.00000000 NS 236994.10000000 0.016034320921 Long EC CORP NL Y 2 N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 632525AS0 390000.00000000 PA USD 422514.30000000 0.028586069780 Long DBT CORP AU N 2 2034-08-02 Fixed 3.93000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 Constellation Brands Inc 21036P108 2431.00000000 NS USD 568586.59000000 0.038468889545 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175CA0 575000.00000000 PA USD 585926.10000000 0.039642029585 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAC7 560000.00000000 PA USD 594198.42000000 0.040201710326 Long DBT CORP US N 2 2042-04-22 Fixed 3.22000000 N N N N N N Goodgreen Trust N/A Goodgreen 2017-2 Trust 38218QAA8 515157.92000000 PA USD 537751.10000000 0.036382651354 Long ABS-O CORP KY N 2 2053-10-15 Fixed 3.26000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UBD7 290000.00000000 PA USD 310353.95000000 0.020997631728 Long DBT US N 2 2026-11-18 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A1Y82 44298.58000000 PA USD 53399.48000000 0.003612851118 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 7.00000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 NVIDIA Corp 67066G104 2981.00000000 NS USD 2385098.10000000 0.161368693839 Long EC CORP US N 1 N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 Healthcare Trust of America Holdings LP 42225UAH7 460000.00000000 PA USD 444760.94000000 0.030091211744 Long DBT US N 2 2031-03-15 Fixed 2.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MBP4 473000.00000000 PA USD 508109.79000000 0.034377207855 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 AIB Group PLC 00135TAA2 525000.00000000 PA USD 570250.74000000 0.038581481019 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75000000 N N N N N N Long Beach Mortgage Loan Trust N/A Long Beach Mortgage Loan Trust 2004-4 542514HT4 392792.06000000 PA USD 389959.83000000 0.026383530479 Long ABS-O CORP US N 2 2034-10-25 Floating 0.99000000 N N N N N N Dentsu Group Inc 5299007PBBE83ZLJZG91 Dentsu Group Inc 000000000 8400.00000000 NS 300553.58000000 0.020334567636 Long EC CORP JP N 2 N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 Best Buy Co Inc 086516101 4206.00000000 NS USD 483605.88000000 0.032719345669 Long EC CORP US N 1 N N N Chevron Corp N/A Chevron Corp 166764100 6456.00000000 NS USD 676201.44000000 0.045749792490 Long EC CORP US N 1 N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 PacifiCorp 695114CT3 226000.00000000 PA USD 270470.03000000 0.018299203485 Long DBT CORP US N 2 2049-01-15 Fixed 4.13000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 Johnson Controls International plc 000000000 2491.00000000 NS USD 170957.33000000 0.011566468081 Long EC CORP IE N 1 N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust 2017-A 43283AAA3 74193.78000000 PA USD 75954.68000000 0.005138869341 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.66000000 N N N N N N Shimadzu Corp N/A Shimadzu Corp 000000000 5400.00000000 NS 208767.27000000 0.014124576962 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132G7N68 370966.78000000 PA USD 389133.72000000 0.026327638316 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.00000000 N N N N N N Wendy's Co/The 529900M0JIUCMWVKHG76 Wendy's Co/The 95058W100 12846.00000000 NS USD 300853.32000000 0.020354847159 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFW9 746000.00000000 PA USD 701920.75000000 0.047489885051 Long DBT CORP US N 2 2056-10-30 Fixed 2.99000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833PA2 47000.00000000 PA USD 44650.13000000 0.003020895936 Long DBT UST US N 2 2026-08-15 None 0.00000000 N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JBB3 450000.00000000 PA USD 559094.47000000 0.037826680737 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 KeyCorp 493267108 2724.00000000 NS USD 56250.60000000 0.003805749478 Long EC CORP US N 1 N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216DL1 220000.00000000 PA USD 229188.82000000 0.015506238727 Long DBT CORP US N 2 2051-03-05 Fixed 3.00000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687FY7 288000.00000000 PA USD 321381.22000000 0.021743704251 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136B1XJ8 740000.00000000 PA USD 821873.67000000 0.055605545377 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31398LYU6 20747.58000000 PA USD 18778.18000000 0.001270476203 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N Nippon Express Co Ltd 529900NTHOQWZAW95H82 Nippon Express Co Ltd 000000000 3900.00000000 NS 296989.06000000 0.020093402739 Long EC CORP JP N 2 N N N COMM Mortgage Trust N/A COMM 2014-CCRE19 Mortgage Trust 12592GBD4 750000.00000000 PA USD 811923.53000000 0.054932348289 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.80000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KA8 700000.00000000 PA USD 799679.55000000 0.054103956761 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 Newcrest Finance Pty Ltd 65120FAD6 130000.00000000 PA USD 139844.15000000 0.009461442205 Long DBT CORP AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887CK3 200000.00000000 PA USD 223801.65000000 0.015141758714 Long DBT CORP US N 2 2050-05-20 Fixed 3.79000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179V4V9 8664935.36000000 PA USD 8993383.11000000 0.608465742211 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N Infosys Ltd 335800TYLGG93MM7PR89 Infosys Ltd 456788108 21333.00000000 NS USD 452046.27000000 0.030584115657 Long EC CORP IN N 1 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 Suncor Energy Inc 71644EAE2 66000.00000000 PA USD 83705.65000000 0.005663277081 Long DBT CORP CA N 2 2026-06-15 Fixed 7.88000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 AXA SA 000000000 10060.00000000 NS 255094.10000000 0.017258913469 Long EC CORP FR N 2 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBD4 570000.00000000 PA USD 661410.90000000 0.044749108233 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 Southern Co Gas Capital Corp 8426EPAD0 375000.00000000 PA USD 355157.38000000 0.024028899489 Long DBT CORP US N 2 2031-01-15 Fixed 1.75000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 IHS Markit Ltd 000000000 1913.00000000 NS USD 215518.58000000 0.014581350659 Long EC CORP BM N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132HBGR0 200284.25000000 PA USD 210347.62000000 0.014231498776 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A PRPM 2021-3 LLC 69357PAA6 746944.50000000 PA USD 750592.13000000 0.050782846887 Long ABS-MBS CORP US N 2 2026-04-25 Variable 1.87000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 Arrow Electronics Inc 042735BG4 132000.00000000 PA USD 140499.02000000 0.009505748775 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 Nordea Bank Abp 65559CAA9 290000.00000000 PA USD 332595.20000000 0.022502409021 Long DBT CORP FI N 2 2026-03-26 Fixed 6.63000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFL8 142000.00000000 PA USD 160412.24000000 0.010853018433 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAB8 719000.00000000 PA USD 770315.67000000 0.052117283357 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Quanta Computer Inc 529900DE8BIV3XOXIK04 Quanta Computer Inc 000000000 24000.00000000 NS 75370.12000000 0.005099319738 Long EC CORP TW N 2 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCN9 221000.00000000 PA USD 305866.06000000 0.020693994344 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 Nationwide Building Society 63861VAB3 450000.00000000 PA USD 508350.29000000 0.034393479375 Long DBT CORP GB N 2 2029-03-08 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137B2JP6 549433.48000000 PA USD 552744.31000000 0.037397047665 Long ABS-MBS USGSE US N 2 2043-06-15 Floating 0.42000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 Progressive Corp/The 743315AU7 150000.00000000 PA USD 157273.50000000 0.010640660554 Long DBT CORP US N 2 2023-03-15 Fixed 5.38000000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 Lennox International Inc 526107AE7 540000.00000000 PA USD 543597.90000000 0.036778228575 Long DBT CORP US N 2 2025-08-01 Fixed 1.35000000 N N N N N N INTL LEASE FINANCE CORP N/A International Lease Finance Corp 459745GN9 150000.00000000 PA USD 158721.36000000 0.010738618486 Long DBT CORP US N 2 2022-08-15 Fixed 5.88000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BX6 1309000.00000000 PA USD 1457305.11000000 0.098596960069 Long DBT CORP GB N 2 2026-09-12 Fixed 4.29000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DAR0 615000.00000000 PA USD 684542.46000000 0.046314121271 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 Nissan Motor Co Ltd 654744AC5 1253000.00000000 PA USD 1378050.00000000 0.093234793380 Long DBT CORP JP N 2 2027-09-17 Fixed 4.35000000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 Anheuser-Busch InBev Finance Inc 035242AB2 160000.00000000 PA USD 178601.36000000 0.012083640576 Long DBT CORP US N 2 2043-01-17 Fixed 4.00000000 N N N N N N Amada Co Ltd 529900QF5O6TQGCPDX85 Amada Co Ltd 000000000 18700.00000000 NS 189028.31000000 0.012789097221 Long EC CORP JP N 2 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K107 1680.00000000 NS USD 4210617.60000000 0.284877952136 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCX2 969000.00000000 PA USD 1020611.62000000 0.069051568167 Long DBT CORP US N 2 2025-06-20 Fixed 2.75000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBM1 187000.00000000 PA USD 246576.39000000 0.016682630364 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP Capital Markets PLC 05565QDU9 76000.00000000 PA USD 80940.00000000 0.005476161370 Long DBT CORP GB N 2 2025-06-22 Fixed 4.38000000 N N N N N N HERO Funding Trust N/A HERO Funding Trust 2016-3 42770XAA5 102720.57000000 PA USD 106214.26000000 0.007186143162 Long ABS-O CORP US N 2 2042-09-20 Fixed 3.08000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJF7 320000.00000000 PA USD 311466.91000000 0.021072931315 Long DBT CORP US N 2 2031-07-23 Fixed 1.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBS9 2790000.00000000 PA USD 2803078.13000000 0.189647988302 Long DBT UST US N 2 2028-03-31 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31396JLG8 9270.98000000 PA USD 8618.27000000 0.000583086696 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 Cigna Corp 125523100 3112.00000000 NS USD 737761.84000000 0.049914787356 Long EC CORP US N 1 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/The 00130HCF0 50000.00000000 PA USD 49527.07000000 0.003350855294 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138LWG54 223979.30000000 PA USD 238280.73000000 0.016121370507 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DBJ7 569000.00000000 PA USD 621392.91000000 0.042041609210 Long DBT CORP US N 2 2030-05-15 Fixed 3.63000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A PRPM 2021-1 LLC 693577AA6 1057033.66000000 PA USD 1058920.68000000 0.071643446033 Long ABS-MBS CORP US N 2 2026-01-25 Variable 2.12000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BGE4 123000.00000000 PA USD 151474.89000000 0.010248343725 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375KXH0 271010.60000000 PA USD 307887.39000000 0.020830751562 Long ABS-MBS USGA US N 2 2037-07-20 Fixed 5.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523BZ2 144000.00000000 PA USD 163962.09000000 0.011093190801 Long DBT CORP US N 2 2026-02-25 Fixed 4.50000000 N N N N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 Cie Financiere Richemont SA 000000000 1509.00000000 NS 182580.44000000 0.012352853378 Long EC CORP CH N 2 N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 Citrix Systems Inc 177376AG5 100000.00000000 PA USD 98787.19000000 0.006683649539 Long DBT CORP US N 2 2026-03-01 Fixed 1.25000000 N N N N N N MASTR Asset Backed Securities Trust N/A Mastr Asset Backed Securities Trust 2004-OPT2 57643LEW2 74595.57000000 PA USD 73163.19000000 0.004950005371 Long ABS-MBS CORP US N 2 2034-09-25 Floating 0.99000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp 539830BK4 150000.00000000 PA USD 187942.36000000 0.012715625051 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N Absa Group Ltd 2138006IPPRD4N6XLT30 Absa Group Ltd 000000000 11043.00000000 NS 104954.90000000 0.007100938584 Long EC CORP ZA N 2 N N N Bear Stearns Asset Backed Securities Trust N/A Bear Stearns Asset Backed Securities I Trust 2004-HE6 073879CV8 187353.72000000 PA USD 187481.63000000 0.012684453420 Long ABS-MBS CORP US N 2 2034-08-25 Floating 1.97000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526BX6 403000.00000000 PA USD 407367.69000000 0.027561294878 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBK5 50000.00000000 PA USD 55199.10000000 0.003734608093 Long DBT CORP US N 2 2027-04-06 Fixed 3.54000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 124857AN3 259000.00000000 PA USD 307478.74000000 0.020803103510 Long DBT CORP US N 2 2045-01-15 Fixed 4.60000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DAT6 457000.00000000 PA USD 568650.19000000 0.038473192533 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 Eaton Corp 278062AE4 180000.00000000 PA USD 214874.73000000 0.014537789669 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N Nanya Technology Corp 254900STKVKJBRRO0835 Nanya Technology Corp 000000000 19000.00000000 NS 54349.04000000 0.003677095544 Long EC CORP TW N 2 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BD2 550000.00000000 PA USD 587461.56000000 0.039745914274 Long DBT CORP GB N 2 2023-09-12 Fixed 3.88000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851109 3761.00000000 NS USD 498257.28000000 0.033710616125 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398NR22 85605.12000000 PA USD 74651.72000000 0.005050714915 Long ABS-MBS USGSE US N 2 2040-10-25 None 0.00000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 American Water Capital Corp 03040WAP0 71000.00000000 PA USD 82977.18000000 0.005613990952 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138X0AZ1 485793.62000000 PA USD 522408.00000000 0.035344582519 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N City of Los Angeles Department of Airports N/A LOS ANGELES CA DEPT OF ARPTS 544435C32 25000.00000000 PA USD 33571.17000000 0.002271326220 Long DBT MUN US N 2 2039-05-15 Fixed 6.58000000 N N N N N N DAIWA SECURITIES GROUP 353800WRC7Y23PWFJG38 Daiwa Securities Group Inc 234064AB9 171000.00000000 PA USD 174783.04000000 0.011825304321 Long DBT CORP JP N 2 2022-04-19 Fixed 3.13000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136AN6U6 1157531.81000000 PA USD 1269911.25000000 0.085918444908 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 3.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410KLP7 8843.19000000 PA USD 9039.57000000 0.000611590610 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 6.00000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 O'Reilly Automotive Inc 67103H107 1089.00000000 NS USD 616602.69000000 0.041717517071 Long EC CORP US N 1 N N N Wuxi Biologics Cayman Inc 5493001TD2TH6VDTJU11 Wuxi Biologics Cayman Inc 000000000 21500.00000000 NS 394040.67000000 0.026659628062 Long EC CORP KY Y 2 N N N NYU HOSPITALS CENTER N/A NYU Langone Hospitals 62954RAA4 225000.00000000 PA USD 238540.19000000 0.016138924805 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 31395QDG2 129456.93000000 PA USD 130619.38000000 0.008837321509 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 0.59000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137A2E49 859416.16000000 PA USD 938726.61000000 0.063511470211 Long ABS-MBS USGSE US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Bank Central Asia Tbk PT 254900BR956G2OHVOM21 Bank Central Asia Tbk PT 000000000 87300.00000000 NS 181373.28000000 0.012271180498 Long EC CORP ID N 2 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAA9 460000.00000000 PA USD 488529.99000000 0.033052496410 Long DBT CORP KY N 2 2023-01-15 Fixed 5.50000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A Credit-Based Asset Servicing and Securitization LLC 12489WHY3 609734.84000000 PA USD 599211.55000000 0.040540883897 Long ABS-O CORP US N 2 2033-07-25 Floating 0.87000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AC2 340000.00000000 PA USD 337763.32000000 0.022852068757 Long DBT CORP CH N 2 2027-01-30 Fixed 1.36000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 Kroger Co/The 501044BV2 125000.00000000 PA USD 176593.11000000 0.011947768312 Long DBT CORP US N 2 2029-09-15 Fixed 8.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAB9 645000.00000000 PA USD 639376.66000000 0.043258336626 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AN6 320000.00000000 PA USD 314895.74000000 0.021304915826 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 DuPont de Nemours Inc 26614N102 5162.00000000 NS USD 399590.42000000 0.027035107757 Long EC CORP US N 1 N N N JOHN SEVIER COMB CYCLE N/A John Sevier Combined Cycle Generation LLC 478045AA5 67232.44000000 PA USD 81343.96000000 0.005503492110 Long DBT CORP US N 2 2042-01-15 Fixed 4.63000000 N N N N N N Kasikornbank PCL 5493004COSQ54937AW41 Kasikornbank PCL 000000000 21400.00000000 NS 79123.24000000 0.005353244753 Long EC CORP TH N 2 N N N P4 SFR HOLDCO LLC N/A P4 SFR HOLDCO LLC 2019 STL A 7.2511 OCT 2026 000000000 1000000.00000000 PA USD 1000000.00000000 0.067657046827 Long ABS-O CORP US N 3 2026-10-11 Fixed 7.25000000 N N N N N N adidas AG 549300JSX0Z4CW0V5023 adidas AG 000000000 2252.00000000 NS 838210.09000000 0.056710819310 Long EC CORP DE N 2 N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404121AJ4 400000.00000000 PA USD 474000.00000000 0.032069440196 Long DBT CORP US N 2 2028-09-01 Fixed 5.63000000 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 Electronic Arts Inc 285512AE9 210000.00000000 PA USD 203205.48000000 0.013748282675 Long DBT CORP US N 2 2031-02-15 Fixed 1.85000000 N N N N N N Headlands Residential N/A Headlands Residential LLC 42210AAA3 1120000.00000000 PA USD 1129055.20000000 0.076388540537 Long ABS-MBS CORP US N 2 2024-11-25 Variable 3.88000000 N N N N N N Illumina Inc SQ95QG8SR5Q56LSNF682 Illumina Inc 452327109 713.00000000 NS USD 337398.73000000 0.022827401675 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EJHW1 37001.03000000 PA USD 37199.15000000 0.002516784633 Long ABS-MBS USGSE US N 2 2022-05-01 Variable 3.42000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 Atmos Energy Corp 049560AU9 120000.00000000 PA USD 120035.57000000 0.008121252180 Long DBT CORP US N 2 2023-03-09 Fixed 0.63000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05583JAJ1 250000.00000000 PA USD 245519.71000000 0.016611138516 Long DBT CORP FR N 2 2032-01-20 Fixed 2.28000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 Walt Disney Co/The 254687106 3495.00000000 NS USD 614316.15000000 0.041562816527 Long EC CORP US N 1 N N N EXELON GENERATION CO LLC S2PEWKCZFFECR4533P43 Exelon Generation Co LLC 30161MAS2 535000.00000000 PA USD 577053.77000000 0.039041753938 Long DBT CORP US N 2 2025-06-01 Fixed 3.25000000 N N N N N N Impac CMB Trust N/A Impac CMB Trust Series 2005-4 45254NPA9 342874.42000000 PA USD 341206.85000000 0.023085047828 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.63000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCS6 269000.00000000 PA USD 273492.14000000 0.018503670522 Long DBT CORP US N 2 2022-03-15 Fixed 3.45000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 Equinor ASA 29446MAD4 145000.00000000 PA USD 155003.55000000 0.010487082440 Long DBT CORP NO N 2 2025-04-06 Fixed 2.88000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 Anthem Inc 94973VBK2 97000.00000000 PA USD 121494.15000000 0.008219935395 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140K1J80 1404646.55000000 PA USD 1570022.19000000 0.106223064829 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Veros Auto Receivables Trust N/A Veros Auto Receivables Trust 2021-1 92512BAA1 761662.52000000 PA USD 761627.41000000 0.051529461343 Long ABS-O CORP US N 2 2026-10-15 Fixed 0.92000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 Equinor ASA 29446MAK8 70000.00000000 PA USD 72250.39000000 0.004888248019 Long DBT CORP NO N 2 2030-05-22 Fixed 2.38000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GN7 80000.00000000 PA USD 87109.90000000 0.005893598583 Long DBT CORP US N 2 2025-08-01 Fixed 3.70000000 N N N N N N Garmin Ltd 2549001E0HIPIJQ0W046 Garmin Ltd 000000000 1735.00000000 NS USD 250950.40000000 0.016978562964 Long EC CORP CH N 1 N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 GE Capital Funding LLC 36166NAJ2 2340000.00000000 PA USD 2729571.04000000 0.184674715672 Long DBT CORP US N 2 2030-05-15 Fixed 4.40000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BU9 185000.00000000 PA USD 177376.05000000 0.012000739720 Long DBT CORP US N 2 2060-06-03 Fixed 2.70000000 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 MDC Holdings Inc 552676AT5 930000.00000000 PA USD 995565.00000000 0.067356987824 Long DBT CORP US N 2 2030-01-15 Fixed 3.85000000 N N N N N N Quanta Services Inc SHVRXXEACT60MMH07S24 Quanta Services Inc 74762E102 2749.00000000 NS USD 248976.93000000 0.016845043811 Long EC CORP US N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 Target Corp 87612E106 2060.00000000 NS USD 497984.40000000 0.033692153870 Long EC CORP US N 1 N N N Endeavour Group Ltd/Australia 254900JAN9FOLMWAD533 Endeavour Group Ltd/Australia 000000000 4365.00000000 NS 20590.52000000 0.001393093775 Long EC CORP AU N 2 N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 S+P MID 400 EMINI SEP21 XCME 20210917 000000000 -70.00000000 NC USD 231832.90000000 0.015685129371 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short E-mini S&P MidCap 400 Index FAU1 Index 2021-09-17 -19078632.90000000 USD 231832.90000000 N N N Dino Polska SA 259400H4L81SMPRTW956 Dino Polska SA 000000000 1034.00000000 NS 75902.60000000 0.005135345762 Long EC CORP PL Y 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371NNB7 10513.88000000 PA USD 11971.88000000 0.000809982045 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31397SYG3 351210.16000000 PA USD 365915.61000000 0.024756769560 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 3.00000000 N N N N N N Sun Hung Kai Properties Ltd 529900LUMD393RD3S874 Sun Hung Kai Properties Ltd 000000000 7500.00000000 NS 111761.52000000 0.007561454392 Long EC CORP HK N 2 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 Marsh & McLennan Cos Inc 571748102 1170.00000000 NS USD 164595.60000000 0.011136052216 Long EC CORP US N 1 N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 3136FAQR4 12498.42000000 PA USD 11870.74000000 0.000803139212 Long ABS-MBS USGSE US N 2 2032-08-25 None 0.00000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 Duke Energy Indiana LLC 26443TAC0 314000.00000000 PA USD 304111.61000000 0.020575293438 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAG5 265000.00000000 PA USD 281795.70000000 0.019065464870 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UniCredit SpA 904678AY5 200000.00000000 PA USD 200670.23000000 0.013576755148 Long DBT CORP IT N 2 2032-06-03 Fixed 3.13000000 N N N N N N EDP Finance BV 5299007L43AQDFOW5739 EDP Finance BV 26835PAF7 200000.00000000 PA USD 214743.41000000 0.014528904946 Long DBT CORP NL N 2 2024-07-15 Fixed 3.63000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825CAX2 395000.00000000 PA USD 458460.19000000 0.031018062543 Long DBT CORP US N 2 2028-08-15 Fixed 4.30000000 N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper Inc 49271VAJ9 310000.00000000 PA USD 335428.62000000 0.022694109850 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N Home Equity Asset Trust N/A Home Equity Asset Trust 437084CE4 386418.13000000 PA USD 384955.96000000 0.026044983412 Long ABS-MBS CORP US N 2 2034-08-25 Floating 0.95000000 N N N N N N Colony American Finance Ltd N/A Corevest American Finance 2019-3 Trust 21872NAA8 792667.38000000 PA USD 829785.54000000 0.056140839136 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.71000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 AutoZone Inc 053332BA9 170000.00000000 PA USD 161916.61000000 0.010954799664 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L5FJ4 947685.87000000 PA USD 1004032.85000000 0.067929897548 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 3.76000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216100 16490.00000000 NS USD 892273.90000000 0.060368617035 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137A6YW6 1009395.23000000 PA USD 1062980.19000000 0.071918100491 Long ABS-MBS USGSE US N 2 2026-02-15 Fixed 3.50000000 N N N N N N Fortinet Inc 549300O0QJWDBAS0QX03 Fortinet Inc 34959E109 474.00000000 NS USD 112902.06000000 0.007638619960 Long EC CORP US N 1 N N N Lyft Inc 549300H7I5VN334XVZ52 Lyft Inc 55087P104 2795.00000000 NS USD 169041.60000000 0.011436855447 Long EC CORP US N 1 N N N KB Financial Group Inc 529900TKE4MXG3Q6GW86 KB Financial Group Inc 000000000 3680.00000000 NS 182341.61000000 0.012336694846 Long EC CORP KR N 2 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308HD2 410000.00000000 PA USD 406597.55000000 0.027509189480 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N UNITED AIR 2019-1 A PTT N/A United Airlines 2019-1 Class A Pass Through Trust 90931EAA2 337328.02000000 PA USD 362205.25000000 0.024505737560 Long DBT CORP US N 2 2031-08-25 Fixed 4.55000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JR9 765000.00000000 PA USD 766567.42000000 0.051863687831 Long DBT CORP US N 2 2021-11-15 Floating 1.53000000 N N N N N N Residential Asset Securities Corporation N/A RASC Series 2005-EMX1 Trust 76110WQ58 191343.35000000 PA USD 190514.60000000 0.012889655213 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.74000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XBD1 127000.00000000 PA USD 124179.37000000 0.008401609451 Long DBT US N 2 2050-06-15 Fixed 3.10000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 New York and Presbyterian Hospital/The 649322AH7 340000.00000000 PA USD 320148.43000000 0.021660297320 Long DBT CORP US N 2 2040-08-01 Fixed 2.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HJHS3 453628.67000000 PA USD 483959.25000000 0.032743253639 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31381VFW0 1000000.00000000 PA USD 1013297.44000000 0.068556712348 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 2.67000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BM82 394795.62000000 PA USD 396183.76000000 0.026804623202 Long ABS-MBS USGA US N 2 2063-02-20 Floating 0.56000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BZ6 260000.00000000 PA USD 260318.56000000 0.017612385003 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N MongoDB Inc 549300TPTG69WKWE1Z37 MongoDB Inc 60937P106 536.00000000 NS USD 193774.72000000 0.013110225305 Long EC CORP US N 1 N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 Northwestern Mutual Life Insurance Co/The 668138AA8 150000.00000000 PA USD 171554.84000000 0.011606893843 Long DBT CORP US N 2 2047-09-30 Fixed 3.85000000 N N N N N N FORTIS INC 549300MQYQ9Y065XPR71 Fortis Inc/Canada 349553AM9 923000.00000000 PA USD 990301.00000000 0.067000841130 Long DBT CORP CA N 2 2026-10-04 Fixed 3.06000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887CL1 395000.00000000 PA USD 385852.25000000 0.026105623746 Long DBT CORP US N 2 2031-02-11 Fixed 1.96000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co 476556CX1 60000.00000000 PA USD 77646.59000000 0.005253338975 Long DBT CORP US N 2 2037-06-01 Fixed 6.15000000 N N N N N N OKLAHOMA G&E CO 549300VJ8YXGPO8EV472 Oklahoma Gas and Electric Co 678858BW0 230000.00000000 PA USD 230001.97000000 0.015561254054 Long DBT CORP US N 2 2023-05-26 Fixed 0.55000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 Rogers Communications Inc 775109BN0 235000.00000000 PA USD 277299.61000000 0.018761272699 Long DBT CORP CA N 2 2049-05-01 Fixed 4.35000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L5G61 929068.53000000 PA USD 990427.97000000 0.067009431545 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 3.45000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage 74460D109 317.00000000 NS USD 95318.73000000 0.006448983779 Long EC US N 1 N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578DAX0 270000.00000000 PA USD 294550.08000000 0.019928388555 Long DBT CORP FR N 2 2026-12-02 Fixed 3.38000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A CSFB Mortgage-Backed Pass-Through Certificates Series 2004-4 22541SUD8 31022.52000000 PA USD 32405.12000000 0.002192434721 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 5.50000000 N N N N N N PTT Exploration & Production PCL 2549001O8YYGP5N7Q076 PTT Exploration & Production PCL 000000000 4800.00000000 NS 17522.62000000 0.001185528721 Long EC CORP TH N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L4CW1 945684.03000000 PA USD 978217.92000000 0.066183335620 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 2.81000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAM7 180000.00000000 PA USD 188289.67000000 0.012739123020 Long DBT CORP IE N 2 2024-08-14 Fixed 2.88000000 N N N N N N AIG SUNAMER GLOB FIN X 549300Q3UB1GMKCGGR05 AIG SunAmerica Global Financing X 00139PAA6 150000.00000000 PA USD 214225.51000000 0.014493865361 Long DBT CORP US N 2 2032-03-15 Fixed 6.90000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 AIA Group Ltd 00131LAH8 265000.00000000 PA USD 293617.35000000 0.019865282798 Long DBT CORP HK N 2 2029-04-09 Fixed 3.60000000 N N N N N N Sanlam Ltd 37890014418406D9FC23 Sanlam Ltd 000000000 17274.00000000 NS 74237.07000000 0.005022660921 Long EC CORP ZA N 2 N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 PPG Industries Inc 693506BU0 160000.00000000 PA USD 159662.16000000 0.010802270235 Long DBT CORP US N 2 2026-03-15 Fixed 1.20000000 N N N N N N Japan Airlines Co Ltd 3538002MH5L1QZZ93477 Japan Airlines Co Ltd 000000000 8400.00000000 NS 181541.92000000 0.012282590182 Long EC CORP JP N 2 N N N World Financial Network Credit Card Master Trust N/A World Financial Network Credit Card Master Trust 981464HA1 935000.00000000 PA USD 952069.83000000 0.064414233071 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.14000000 N N N N N N Industrial & Commercial Bank of China Ltd 5493002ERZU2K9PZDL40 Industrial & Commercial Bank of China Ltd 000000000 428000.00000000 NS 251365.87000000 0.017006672437 Long EC CORP CN N 2 N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust 2004-6F 36228F2K1 19328.74000000 PA USD 20083.17000000 0.001358767973 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.50000000 N N N N N N Techtronic Industries Co Ltd 549300HZW2SBE758OK89 Techtronic Industries Co Ltd 000000000 10500.00000000 NS 183377.77000000 0.012406798372 Long EC CORP HK N 2 N N N NiSource Inc 549300D8GOWWH0SJB189 NiSource Inc 65473QAZ6 57000.00000000 PA USD 77229.38000000 0.005225111779 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust 2017-1 03065FAF9 5022.63000000 PA USD 5027.91000000 0.000340173542 Long ABS-O CORP US N 2 2022-08-18 Fixed 2.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38377WFA7 56868.00000000 PA USD 7670.71000000 0.000518977585 Long ABS-MBS USGA US N 2 2041-05-20 Floating 6.51000000 N N N N N N American Campus Communities Inc 529900MR3ZXRO3W6UX26 American Campus Communities Inc 024835100 4610.00000000 NS USD 215379.20000000 0.014571920620 Long EC US N 1 N N N Structured Adjustable Rate Mortgage Loan Trust N/A Structured Adjustable Rate Mortgage Loan Trust Series 2004-4 86359BPD7 3940.72000000 PA USD 3995.36000000 0.000270314258 Long ABS-MBS CORP US N 2 2034-04-25 Variable 2.60000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 Stanley Black & Decker Inc 854502101 4289.00000000 NS USD 879202.11000000 0.059484218327 Long EC CORP US N 1 N N N Central Japan Railway Co 353800YAR3OVUITHTG64 Central Japan Railway Co 000000000 2400.00000000 NS 364012.78000000 0.024628029702 Long EC CORP JP N 2 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 Athene Global Funding 04685A2K6 1390000.00000000 PA USD 1480554.01000000 0.100169911985 Long DBT CORP US N 2 2026-11-12 Fixed 2.95000000 N N N N N N TransUnion 549300ZS772LUNUMRB03 TransUnion 89400J107 4410.00000000 NS USD 484262.10000000 0.032763743576 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CQ9 252000.00000000 PA USD 304341.67000000 0.020590858618 Long DBT CORP US N 2 2039-06-15 Fixed 4.13000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 Nevada Power Co 641423BP2 100000.00000000 PA USD 145339.95000000 0.009833271803 Long DBT CORP US N 2 2036-04-01 Fixed 6.65000000 N N N N N N Progress Residential Trust N/A Progress Residential 2018-SFR2 Trust 74332UAA5 2400000.00000000 PA USD 2399991.84000000 0.162376360304 Long ABS-O CORP US N 2 2035-08-17 Fixed 3.71000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 Leidos Inc 52532XAH8 664000.00000000 PA USD 647811.68000000 0.043829025169 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 31295NJF6 14363.54000000 PA USD 14399.93000000 0.000974256738 Long ABS-MBS USGSE US N 2 2031-12-01 Floating 2.63000000 N N N N N N Impac CMB Trust N/A Impac CMB Trust Series 2004-4 45254NHT7 99432.07000000 PA USD 97383.53000000 0.006588682049 Long ABS-MBS CORP US N 2 2034-09-25 Floating 0.71000000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 Airbnb Inc 009066101 529.00000000 NS USD 81011.06000000 0.005480969079 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833LU2 1400000.00000000 PA USD 1366925.41000000 0.092482136474 Long DBT UST US N 2 2025-02-15 None 0.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8 46629MAJ4 8798.02000000 PA USD 0.07000000 0.000000004735 Long ABS-MBS CORP US N 2 2045-05-15 Variable 0.30000000 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 Nordstrom Inc 655664AS9 340000.00000000 PA USD 352963.24000000 0.023880450457 Long DBT CORP US N 2 2027-03-15 Fixed 4.00000000 N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGF0 2194000.00000000 PA USD 2435701.81000000 0.164792391417 Long DBT CORP US N 2 2028-01-20 Fixed 3.82000000 N N N N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LAP6 231000.00000000 PA USD 316943.77000000 0.021443479488 Long DBT CORP US N 2 2043-09-01 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31398LQT8 20355.51000000 PA USD 18522.92000000 0.001253206065 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N Localiza Rent a Car SA N/A Localiza Rent a Car SA 000000000 6736.00000000 NS 86674.98000000 0.005864173180 Long EC CORP BR N 1 N N N Guidewire Software Inc 549300WXSG0J8IXZCK32 Guidewire Software Inc 40171V100 2962.00000000 NS USD 333876.64000000 0.022589107467 Long EC CORP US N 1 N N N Kingspan Group PLC 635400HM7V74SUB9OG75 Kingspan Group PLC 000000000 2872.00000000 NS 271211.98000000 0.018349401631 Long EC CORP IE N 2 N N N Air Liquide SA 969500MMPQVHK671GT54 Air Liquide SA 000000000 4537.00000000 NS 794373.64000000 0.053744974560 Long EC CORP FR N 2 N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2019-4 35563PMT3 1129518.14000000 PA USD 1241625.87000000 0.084004739628 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284N7 355000.00000000 PA USD 394618.55000000 0.026698725716 Long DBT UST US N 2 2028-05-15 Fixed 2.88000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DE2 405000.00000000 PA USD 406346.84000000 0.027492227182 Long DBT CORP US N 2 2024-02-04 Fixed 1.43000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHD4 1594000.00000000 PA USD 1736665.44000000 0.117497654997 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 Nestle SA 000000000 17486.00000000 NS 2177505.45000000 0.147323588197 Long EC CORP CH N 2 N N N CPS Auto Trust N/A CPS Auto Receivables Trust 2017-C 22411YAD4 295731.53000000 PA USD 298184.15000000 0.020174258999 Long ABS-O CORP US N 2 2023-06-15 Fixed 3.79000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper Inc 49271VAH3 112000.00000000 PA USD 125688.93000000 0.008503741822 Long DBT CORP US N 2 2025-05-25 Fixed 4.42000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT SEP21 XCBT 20210921 000000000 -146.00000000 NC USD -1212805.65000000 -0.08205484865 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Ultra Long Bond WNU1 Comdty 2021-09-21 -26919569.35000000 USD -1212805.65000000 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828B66 1600000.00000000 PA USD 1699124.99000000 0.114957779014 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2004-8 81744FDJ3 114651.86000000 PA USD 113612.50000000 0.007686686232 Long ABS-MBS CORP US N 2 2034-09-20 Floating 0.79000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAF5 680000.00000000 PA USD 699306.87000000 0.047313037650 Long DBT CORP XX N 2 2041-05-11 Fixed 3.25000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 CSMC 2014-USA OA LLC 12649AAN9 600000.00000000 PA USD 575757.42000000 0.038954046726 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650CZ1 500000.00000000 PA USD 649637.50000000 0.043952554758 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAF0 200000.00000000 PA USD 199086.25000000 0.013469587738 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55000000 N N N N N iQIYI Inc 222100XL8T2Q5B8MS302 iQIYI Inc 46267X108 1411.00000000 NS USD 21983.38000000 0.001487330570 Long EC CORP KY N 1 N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617V7VQ8 636958.28000000 PA USD 691619.80000000 0.046792953195 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.50000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A MASTR Adjustable Rate Mortgages Trust 2004-13 576433UE4 19976.78000000 PA USD 20019.51000000 0.001354460925 Long ABS-MBS CORP US N 2 2034-04-21 Variable 2.70000000 N N N N N N Keyence Corp 529900M7PQBS7A89DZ11 Keyence Corp 000000000 2000.00000000 NS 1009406.36000000 0.068293453366 Long EC CORP JP N 2 N N N MEDSTAR HEALTH INC 549300ICFOCGDEPVJE31 MedStar Health Inc 58506YAS1 280000.00000000 PA USD 311759.48000000 0.021092725737 Long DBT CORP US N 2 2049-08-15 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417GGE0 246528.67000000 PA USD 264177.14000000 0.017873445131 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796D48 578000.00000000 PA USD 577964.40000000 0.039103364475 Long STIV UST US N 2 2021-08-19 None 0.00000000 N N N N N N Headlands Residential N/A Headlands Residential 2018-RPL1 LLC 42210CAA9 1565000.00000000 PA USD 1576087.09000000 0.106633398052 Long ABS-MBS CORP US N 2 2024-08-25 Variable 3.88000000 N N N N N N Wolters Kluwer NV 724500TEM53I0U077B74 Wolters Kluwer NV 000000000 2756.00000000 NS 276858.81000000 0.018731449472 Long EC CORP NL N 2 N N N Itausa SA N/A Itausa SA 000000000 59049.00000000 NS 132372.90000000 0.008955959493 Long EP CORP BR N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833LE8 450000.00000000 PA USD 449974.83000000 0.030443968144 Long DBT UST US N 2 2021-08-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L5FA3 959954.44000000 PA USD 1065889.08000000 0.072114907398 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.77000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 Novartis Capital Corp 66989HAS7 173000.00000000 PA USD 174102.86000000 0.011779285351 Long DBT CORP US N 2 2050-08-14 Fixed 2.75000000 N N N N N Brunswick Corp/DE YM4O38W15AX4YLLQKU27 Brunswick Corp/DE 117043109 4890.00000000 NS USD 487141.80000000 0.032958575574 Long EC CORP US N 1 N N N Bear Stearns Asset Backed Securities Trust N/A Bear Stearns Asset Backed Securities I Trust 2004-FR2 073879FH6 34436.78000000 PA USD 34928.40000000 0.002363152394 Long ABS-MBS CORP US N 2 2034-06-25 Floating 1.89000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CK4 68000.00000000 PA USD 71046.85000000 0.004806820057 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X45U6 802529.44000000 PA USD 848014.76000000 0.057374174327 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Alaska Air Group Inc 529900G48RT4KWLC6C27 Alaska Air Group Inc 011659109 3331.00000000 NS USD 200892.61000000 0.013591800722 Long EC CORP US N 1 N N N Wells Fargo Mortgage Backed Securities Trust N/A Wells Fargo Mortgage Backed Securities 2005-AR14 Trust 94982DAA4 80694.04000000 PA USD 81734.15000000 0.005529891213 Long ABS-MBS CORP US N 2 2035-08-25 Variable 2.84000000 N N N N N N Taiwan Union Technology Corp N/A Taiwan Union Technology Corp 000000000 14000.00000000 NS 58537.46000000 0.003960471672 Long EC CORP TW N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31395DUD9 14689.37000000 PA USD 13632.93000000 0.000922363783 Long ABS-MBS USGSE US N 2 2036-06-25 None 0.00000000 N N N N N N Lundin Energy AB 549300IULC8F8IGXKI15 Lundin Energy AB 000000000 8473.00000000 NS 299789.02000000 0.020282839764 Long EC CORP SE N 2 N N Masco Corp 5GCSNMQXHEYA1JO8QN11 Masco Corp 574599AY2 250000.00000000 PA USD 332930.04000000 0.022525063306 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Samsung Fire & Marine Insurance Co Ltd 988400JMBDK47EW0Z936 Samsung Fire & Marine Insurance Co Ltd 000000000 631.00000000 NS 123549.70000000 0.008359007838 Long EC CORP KR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31395DP45 76722.14000000 PA USD 15459.62000000 0.001045952234 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 6.51000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825CAV6 385000.00000000 PA USD 432824.99000000 0.029283660616 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BGQ7 90000.00000000 PA USD 115385.37000000 0.007806633381 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N LG Household & Health Care Ltd N/A LG Household & Health Care Ltd 000000000 98.00000000 NS 153333.04000000 0.010374060667 Long EC CORP KR N 2 N N N SK Telecom Co Ltd 9884003WEA1PHW006037 SK Telecom Co Ltd 000000000 446.00000000 NS 126732.67000000 0.008574358188 Long EC CORP KR N 2 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBR5 180000.00000000 PA USD 178805.10000000 0.012097425023 Long DBT CORP US N 2 2028-03-25 Fixed 2.26000000 N N N N N N BELL CANADA 549300JYAVAQRV5MNZ86 Bell Telephone Co of Canada or Bell Canada/The 0778FPAB5 206000.00000000 PA USD 248876.65000000 0.016838259163 Long DBT CORP CA N 2 2049-07-29 Fixed 4.30000000 N N N N N N Topsports International Holdings Ltd N/A Topsports International Holdings Ltd 000000000 52000.00000000 NS 85189.91000000 0.005763697730 Long EC CORP KY Y 2 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JS7 455000.00000000 PA USD 455016.07000000 0.030785043555 Long DBT CORP US N 2 2023-03-10 Fixed 1.37000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAL5 1080000.00000000 PA USD 1170851.73000000 0.079216370324 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGC2 250000.00000000 PA USD 268013.81000000 0.018133022893 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A UBS-Barclays Commercial Mortgage Trust 2012-C2 90269CAD2 104000.00000000 PA USD 106128.71000000 0.007180355102 Long ABS-MBS CORP US N 2 2063-05-10 Fixed 3.53000000 N N N N N N Alinma Bank 558600HPAUTN6XSVBK93 Alinma Bank 000000000 16076.00000000 NS 90182.65000000 0.006101491774 Long EC CORP SA N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833LT5 500000.00000000 PA USD 490854.56000000 0.033209769951 Long DBT UST US N 2 2024-11-15 None 0.00000000 N N N N N Toorak Mortgage Corp. N/A Toorak Mortgage Corp 2019-2 Ltd 89052LAA1 1075000.00000000 PA USD 1088242.50000000 0.073627273782 Long ABS-MBS CORP US N 2 2022-09-25 Variable 3.72000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BE73 13634.70000000 PA USD 13661.73000000 0.000924312306 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 1.65000000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 NIKE Inc 654106AL7 380000.00000000 PA USD 417583.48000000 0.028252465060 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DBC8 395000.00000000 PA USD 482816.40000000 0.032665931783 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 Memorial Health Services 58601VAC6 535000.00000000 PA USD 579584.52000000 0.039212977010 Long DBT CORP US N 2 2049-11-01 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138LJ5E6 2385000.00000000 PA USD 2663326.85000000 0.180192829407 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.09000000 N N N N N N Zhongji Innolight Co Ltd 655600K7YZDKAI214O83 Zhongji Innolight Co Ltd 000000000 6600.00000000 NS 39345.97000000 0.002662032134 Long EC CORP CN N 2 N N N FREED ABS Trust N/A Freed ABS Trust 2020-1 35634TAB2 1750000.00000000 PA USD 1774253.25000000 0.120040735219 Long ABS-O CORP US N 2 2027-03-18 Fixed 3.06000000 N N N N N N Countrywide Partnership Trust N/A Countrywide Partnership Trust 126673MM1 183063.82000000 PA USD 179744.60000000 0.012160988819 Long ABS-MBS CORP US N 2 2035-01-25 Floating 1.04000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137BJQ71 750000.00000000 PA USD 804548.55000000 0.054433378922 Long ABS-MBS USGSE US N 2 2025-05-25 Fixed 2.77000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBL6 455000.00000000 PA USD 440245.11000000 0.029785684022 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAT6 137000.00000000 PA USD 154643.45000000 0.010462719138 Long DBT CORP US N 2 2043-02-01 Fixed 5.15000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABL8 350000.00000000 PA USD 345684.50000000 0.023387992404 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N Hana Financial Group Inc N/A Hana Financial Group Inc 000000000 2331.00000000 NS 95318.16000000 0.006448945214 Long EC CORP KR N 2 N N N Diamond Resorts Owner Trust N/A Diamond Resorts Owner Trust 25272XAA3 161877.21000000 PA USD 164480.02000000 0.011128232415 Long ABS-O CORP US N 2 2029-10-22 Fixed 3.27000000 N N N N N N RBSCF Trust N/A RBS Commercial Funding Inc 2013-SMV Trust 74932BAA1 160000.00000000 PA USD 163702.08000000 0.011075599292 Long ABS-MBS CORP US N 2 2031-03-11 Fixed 3.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371NGL3 20061.55000000 PA USD 22496.35000000 0.001522036605 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 6.00000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2018-4 35563PHF9 917730.78000000 PA USD 965030.53000000 0.065291115758 Long ABS-MBS USGSE US N 2 2058-03-25 Fixed 3.50000000 N N N N N N NetEase Inc 5299004AF4DSJDB0PA32 NetEase Inc 000000000 9500.00000000 NS 215222.24000000 0.014561301170 Long EC CORP KY N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L8FN9 1000000.00000000 PA USD 1075661.84000000 0.072776103479 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 3.05000000 N N N N N N Stericycle Inc B8PTJH2P0AXSWSMP2136 Stericycle Inc 858912108 4196.00000000 NS USD 300223.80000000 0.020312255695 Long EC CORP US N 1 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBS8 244000.00000000 PA USD 307958.36000000 0.020835553183 Long DBT CORP GB N 2 2049-06-19 Fixed 4.88000000 N N N N N N State of California N/A CALIFORNIA ST 13063A7D0 80000.00000000 PA USD 128032.63000000 0.008662309643 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AL0 190000.00000000 PA USD 182795.28000000 0.012367388818 Long DBT CORP US N 2 2031-02-15 Fixed 1.75000000 N N N N N CONNECTICUT LIGHT & PWR 549300O45IUXEDS1VZ32 Connecticut Light and Power Co/The 207597EJ0 130000.00000000 PA USD 142932.29000000 0.009670376637 Long DBT CORP US N 2 2027-03-15 Fixed 3.20000000 N N N N N N Asahi Kasei Corp 353800GPI4Z3MGDGN142 Asahi Kasei Corp 000000000 35100.00000000 NS 385611.86000000 0.026089359669 Long EC CORP JP N 2 N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CBN4 430000.00000000 PA USD 445077.43000000 0.030112624523 Long DBT CORP US N 2 2051-06-15 Fixed 3.50000000 N N N N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 LUKOIL PJSC 69343P105 2864.00000000 NS USD 263488.00000000 0.017826819954 Long EC CORP RU N 1 N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591ES7 264000.00000000 PA USD 370646.39000000 0.025076840164 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132H7EG5 540658.43000000 PA USD 594862.73000000 0.040246655579 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAV2 167000.00000000 PA USD 197766.22000000 0.013380278407 Long DBT CORP US N 2 2025-10-01 Fixed 6.13000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CK3 550000.00000000 PA USD 550983.46000000 0.037277913754 Long DBT CORP GB N 2 2031-08-18 Fixed 2.36000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust 2017-4 35563PDB2 5122442.42000000 PA USD 5472396.42000000 0.370246180846 Long ABS-MBS USGSE US N 2 2057-06-25 Fixed 3.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 MetLife Inc 59156RBD9 97000.00000000 PA USD 115863.03000000 0.007838950446 Long DBT CORP US N 2 2042-08-13 Fixed 4.13000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RAZ7 190000.00000000 PA USD 203610.40000000 0.013775678367 Long DBT US N 2 2025-01-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WMME8 372355.88000000 PA USD 401883.78000000 0.027190269722 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAZ2 90000.00000000 PA USD 112315.83000000 0.007598957369 Long DBT CORP US N 2 2043-10-01 Fixed 5.95000000 N N N N N N Link REIT 529900XUE70U36QX5M62 Link REIT 000000000 10000.00000000 NS 96917.94000000 0.006557181605 Long EC HK N 2 N N N Murata Manufacturing Co Ltd 529900QZG6DL8ZRI7140 Murata Manufacturing Co Ltd 000000000 6000.00000000 NS 458094.42000000 0.030993315625 Long EC CORP JP N 2 N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 Biogen Inc 09062XAH6 1022000.00000000 PA USD 1026899.85000000 0.069477011238 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136ASVZ6 1000000.00000000 PA USD 1064014.10000000 0.071988051788 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.49000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust 929227R65 21140.47000000 PA USD 21527.06000000 0.001456457306 Long ABS-MBS CORP US N 2 2033-06-25 Variable 2.57000000 N N N N N N London Stock Exchange Group PLC 213800QAUUUP6I445N30 London Stock Exchange Group PLC 000000000 670.00000000 NS 73866.84000000 0.004997612252 Long EC CORP GB N 2 N N N COTTAGE HEALTH SYSTEM N/A Cottage Health Obligated Group 22170QAA8 270000.00000000 PA USD 291643.63000000 0.019731746731 Long DBT CORP US N 2 2049-11-01 Fixed 3.30000000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 First Republic Bank/CA 33616C100 1330.00000000 NS USD 248936.10000000 0.016842281374 Long EC CORP US N 1 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BX6 270000.00000000 PA USD 337147.63000000 0.022810412990 Long DBT CORP US N 2 2047-06-06 Fixed 4.67000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076CC4 554000.00000000 PA USD 607374.87000000 0.041093190021 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 Merck & Co Inc 58933YBA2 200000.00000000 PA USD 193412.39000000 0.013085711127 Long DBT CORP US N 2 2040-06-24 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138LCA70 958065.19000000 PA USD 1040640.43000000 0.070406658303 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 3.10000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 TJX Cos Inc/The 872540109 7107.00000000 NS USD 479153.94000000 0.032418140556 Long EC CORP US N 1 N N N Emaar Properties PJSC N/A Emaar Properties PJSC 000000000 42922.00000000 NS 48611.01000000 0.003288877379 Long EC CORP AE N 2 N N N Hiwin Technologies Corp N/A Hiwin Technologies Corp 000000000 6671.00000000 NS 94573.17000000 0.006398541391 Long EC CORP TW N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137ASS62 55649.84000000 PA USD 55732.17000000 0.003770674035 Long ABS-MBS USGSE US N 2 2039-04-15 Floating 0.47000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 McDonald's Corp 58013MFK5 71000.00000000 PA USD 78739.62000000 0.005327290157 Long DBT CORP US N 2 2049-09-01 Fixed 3.63000000 N N N N N N PulteGroup Inc N/A PulteGroup Inc 745867AX9 502000.00000000 PA USD 586014.72000000 0.039648025352 Long DBT CORP US N 2 2027-01-15 Fixed 5.00000000 N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CK6 667000.00000000 PA USD 710757.73000000 0.048087769021 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397KTW1 197630.76000000 PA USD 44796.02000000 0.003030766422 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 6.30000000 N N N N N N Severstal PAO 213800OKDPTV6K4ONO53 Severstal PAO 818150302 3906.00000000 NS USD 83979.00000000 0.005681771135 Long EC CORP RU Y 1 N N N FREMF Mortgage Trust N/A FREMF 2014-K40 Mortgage Trust 30285FAG4 455000.00000000 PA USD 489845.22000000 0.033141480987 Long ABS-MBS USGSE US N 2 2047-11-25 Variable 4.21000000 N N N N N N Long Beach Mortgage Loan Trust N/A Long Beach Mortgage Loan Trust 2004-3 542514GQ1 160569.06000000 PA USD 160166.34000000 0.010836381565 Long ABS-O CORP US N 2 2034-07-25 Floating 1.70000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBW4 1022000.00000000 PA USD 1078912.38000000 0.072996025416 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N EASTERN ENERGY GAS 549300BFOD6TDMVV4O24 Eastern Energy Gas Holdings LLC 257375AJ4 174000.00000000 PA USD 203091.50000000 0.013740571125 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N RLI Corp 529900AMTJE5ECN9PS55 RLI Corp 749607107 3849.00000000 NS USD 402566.91000000 0.027236488281 Long EC CORP US N 1 N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 Tennessee Valley Authority Generic Strip 88059ENP5 1000000.00000000 PA USD 907992.44000000 0.061432087032 Long DBT USGA US N 2 2028-07-15 None 0.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 Kroger Co/The 501044DG3 115000.00000000 PA USD 136993.33000000 0.009268564142 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBG4 163000.00000000 PA USD 157780.89000000 0.010674989063 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 Progress Energy Inc 743263AG0 110000.00000000 PA USD 152582.37000000 0.010323272552 Long DBT CORP US N 2 2031-10-30 Fixed 7.00000000 N N N N N N WISC ELEC POWER AENKIFMULUAWOUU8Q584 Wisconsin Electric Power Co 976656CE6 30000.00000000 PA USD 32843.30000000 0.002222080686 Long DBT CORP US N 2 2042-12-15 Fixed 3.65000000 N N N N N N China Life Insurance Co Ltd 549300J6TFLDXGH6S048 China Life Insurance Co Ltd 000000000 81000.00000000 NS 160658.40000000 0.010869672892 Long EC CORP CN N 2 N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 Lamb Weston Holdings Inc 513272104 5092.00000000 NS USD 410720.72000000 0.027788150986 Long EC CORP US N 1 N N N Nomura Research Institute Ltd 5299005F1HCVF4M4QN79 Nomura Research Institute Ltd 000000000 9100.00000000 NS 301026.15000000 0.020366540326 Long EC CORP JP N 2 N N N CTBC Financial Holding Co Ltd 549300IWDYIFW6JXM387 CTBC Financial Holding Co Ltd 000000000 90000.00000000 NS 73324.36000000 0.004960909658 Long EC CORP TW N 2 N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 Starbucks Corp 855244AZ2 260000.00000000 PA USD 269695.52000000 0.018246802425 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 Berkshire Hathaway Inc 084670702 7161.00000000 NS USD 1990185.12000000 0.134650047859 Long EC CORP US N 1 N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc 31620MBU9 100000.00000000 PA USD 102838.70000000 0.006957762741 Long DBT CORP US N 2 2041-03-01 Fixed 3.10000000 N N N N N N Goodgreen Trust N/A Goodgreen 2019-2 38218EAA5 739774.35000000 PA USD 758192.73000000 0.051297081037 Long ABS-O CORP KY N 2 2055-04-15 Fixed 2.76000000 N N N N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 TotalEnergies Capital International SA 89153VAU3 325000.00000000 PA USD 352379.79000000 0.023840975953 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46000000 N N N N N N Countrywide Asset-Backed Certificates N/A CWABS Inc Asset-Backed Certificates Trust 2004-6 126673BG6 221811.57000000 PA USD 221804.92000000 0.015006665859 Long ABS-O CORP US N 2 2034-08-25 Floating 2.00000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp 539830BD0 324000.00000000 PA USD 377261.12000000 0.025524373262 Long DBT CORP US N 2 2045-03-01 Fixed 3.80000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABS5 295000.00000000 PA USD 291680.45000000 0.019734237864 Long DBT CORP US N 2 2026-01-08 Fixed 1.30000000 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 Deutsche Telekom International Finance BV 25156PAR4 386000.00000000 PA USD 479586.19000000 0.032447385314 Long DBT CORP NL N 2 2042-03-06 Fixed 4.88000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAG4 200000.00000000 PA USD 198366.50000000 0.013420891579 Long DBT CORP ES N 2 2030-12-03 Fixed 2.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CJ2 285000.00000000 PA USD 300714.68000000 0.020345467186 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308HA8 88000.00000000 PA USD 80123.80000000 0.005420939688 Long DBT CORP US N 2 2042-08-15 Fixed 3.75000000 N N N N N N CANADIAN NATL RAILWAY 3SU7BEP7TH9YEQOZCS77 Canadian National Railway Co 136375CZ3 620000.00000000 PA USD 557895.92000000 0.037745590384 Long DBT CORP CA N 2 2050-05-01 Fixed 2.45000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAF8 850000.00000000 PA USD 906666.24000000 0.061342360256 Long DBT CORP KY N 2 2024-07-01 Fixed 3.95000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A Credit Suisse First Boston Mortgage Securities Corp 22541QPB2 11549.64000000 PA USD 11863.05000000 0.000802618929 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 5.25000000 N N N N N N CHINA SOUTHERN POWER GRI N/A China Southern Power Grid International Finance BVI Co Ltd 16892DAC2 360000.00000000 PA USD 394702.76000000 0.026704423116 Long DBT CORP VG N 2 2027-05-08 Fixed 3.50000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A Structured Adjustable Rate Mortgage Loan Trust Series 2004-18 863579FW3 107995.57000000 PA USD 109881.53000000 0.007434259820 Long ABS-MBS CORP US N 2 2034-12-25 Variable 2.44000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833LK4 1400000.00000000 PA USD 1396722.64000000 0.094498129059 Long DBT UST US N 2 2022-11-15 None 0.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136AJDU7 1192204.59000000 PA USD 1266979.30000000 0.085720077829 Long ABS-MBS USGSE US N 2 2023-12-25 Variable 3.51000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738AU2 279000.00000000 PA USD 307279.03000000 0.020789591721 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DCD5 616000.00000000 PA USD 679910.00000000 0.046000702708 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 BOC Aviation Ltd 09681LAJ9 200000.00000000 PA USD 213052.44000000 0.014414498909 Long DBT CORP SG N 2 2024-10-10 Fixed 3.50000000 N N N N N N Grupo Financiero Banorte SAB de CV N/A Grupo Financiero Banorte SAB de CV 000000000 24995.00000000 NS 160949.04000000 0.010889336736 Long EC CORP MX N 1 N N N Recruit Holdings Co Ltd 353800R2LRSMVVC4I806 Recruit Holdings Co Ltd 000000000 11300.00000000 NS 556379.68000000 0.037643006063 Long EC CORP JP N 2 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBF1 200000.00000000 PA USD 200297.08000000 0.013551508920 Long DBT CORP CA N 2 2033-08-01 Fixed 2.50000000 N N N N N N Shinhan Financial Group Co Ltd 988400EB8A6G49E5KO54 Shinhan Financial Group Co Ltd 000000000 3988.00000000 NS 143775.52000000 0.009727427089 Long EC CORP KR N 2 N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 Enable Midstream Partners LP 292480AM2 270000.00000000 PA USD 295901.36000000 0.020019812169 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N LV TOWER 52 ISSUER LLC N/A LV Tower 52 Issuer 2013-1 50244VAC6 375713.27000000 PA USD 378940.65000000 0.025638005301 Long ABS-O CORP US N 3 2019-07-15 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128P7RY1 83138.51000000 PA USD 88698.06000000 0.006001048798 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DC6 685000.00000000 PA USD 737528.91000000 0.049899028000 Long DBT CORP US N 2 2031-02-01 Fixed 3.63000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A Penske Truck Leasing Co Lp / PTL Finance Corp 709599AY0 150000.00000000 PA USD 154837.13000000 0.010475822955 Long DBT CORP US N 2 2023-03-14 Fixed 2.70000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 Blackstone Secured Lending Fund 09261LAA6 205000.00000000 PA USD 213664.97000000 0.014455940880 Long DBT CORP US N 2 2023-07-14 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138LEGT2 971877.20000000 PA USD 1044432.66000000 0.070663229385 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 2.70000000 N N N N N N Qatar National Bank QPSC 549300FFSRVBS0SQXY75 Qatar National Bank QPSC 000000000 19514.00000000 NS 96203.32000000 0.006508832526 Long EC CORP QA N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468U6 465000.00000000 PA USD 447306.75000000 0.030263453731 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N Pick n Pay Stores Ltd N/A Pick n Pay Stores Ltd 000000000 9995.00000000 NS 36921.31000000 0.002497986799 Long EC CORP ZA N 2 N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 31364HT56 3465.12000000 PA USD 3405.92000000 0.000230434488 Long ABS-MBS USGSE US N 2 2024-09-25 None 0.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137BYMQ0 1478000.00000000 PA USD 1564990.65000000 0.105882645691 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 2.81000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RAW2 740000.00000000 PA USD 771558.95000000 0.052201400010 Long DBT CORP FR N 2 2030-01-22 Fixed 3.00000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31395WWX1 212382.70000000 PA USD 291368.95000000 0.019713162694 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5.50000000 N Y N N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2003-AR11 Trust 92922FJF6 27960.74000000 PA USD 28273.40000000 0.001912894747 Long ABS-MBS CORP US N 2 2033-10-25 Variable 2.81000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart Inc 931142DW0 50000.00000000 PA USD 58830.72000000 0.003980312777 Long DBT CORP US N 2 2047-12-15 Fixed 3.63000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110L106 1876.00000000 NS USD 990921.96000000 0.067042853450 Long EC CORP US N 1 N N N 51job Inc 52990088ZF32Q8YHCJ53 51job Inc 316827104 743.00000000 NS USD 57783.11000000 0.003909434579 Long EC CORP KY N 1 N N N Chase Mortgage Finance Corporation N/A Chase Mortgage Finance Trust Series 2007-A1 161630AC2 14707.43000000 PA USD 14909.24000000 0.001008715148 Long ABS-MBS CORP US N 2 2037-02-25 Variable 2.48000000 N N N N N N CADILLAC FAIRVIEW PRP TR N/A Ontario Teachers' Cadillac Fairview Properties Trust 68327LAA4 200000.00000000 PA USD 203703.43000000 0.013781972502 Long DBT CORP CA N 2 2022-03-20 Fixed 3.13000000 N N N N N N Baoshan Iron & Steel Co Ltd 300300PYAP4PEHORZT21 Baoshan Iron & Steel Co Ltd 000000000 81400.00000000 NS 96247.13000000 0.006511796581 Long EC CORP CN N 2 N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMD1 737000.00000000 PA USD 740876.62000000 0.050125524172 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A Bear Stearns ARM Trust 2003-4 07384MVR0 8342.01000000 PA USD 8703.20000000 0.000588832809 Long ABS-MBS CORP US N 2 2033-07-25 Variable 2.19000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 000000000 7031.00000000 NS 844507.03000000 0.057136851674 Long EC CORP GB N 2 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCZ7 615000.00000000 PA USD 627616.08000000 0.042462650514 Long DBT CORP US N 2 2023-08-18 Fixed 1.70000000 N N N N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 Koninklijke KPN NV 000000000 118351.00000000 NS 369641.63000000 0.025008861070 Long EC CORP NL N 2 N N N CLEVELAND ELECTRIC ILLUM N/A Cleveland Electric Illuminating Co/The 186108CL8 230000.00000000 PA USD 266042.31000000 0.017999637025 Long DBT CORP US N 2 2030-11-15 Fixed 4.55000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 ORIX Corp 000000000 18800.00000000 NS 317211.40000000 0.021461586544 Long EC CORP JP N 2 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 257469AJ5 70000.00000000 PA USD 88009.86000000 0.005954487219 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398FRR4 10048.94000000 PA USD 9416.90000000 0.000637119644 Long ABS-MBS USGSE US N 2 2037-03-25 None 0.00000000 N N N N N N TOLEDO EDISON COMPANY N/A Toledo Edison Co/The 889175BD6 100000.00000000 PA USD 137170.23000000 0.009280532674 Long DBT CORP US N 2 2037-05-15 Fixed 6.15000000 N N N N N N Intuitive Surgical Inc 54930052SRG011710797 Intuitive Surgical Inc 46120E602 576.00000000 NS USD 529712.64000000 0.035838792889 Long EC CORP US N 1 N N N Unilever PLC 549300MKFYEKVRWML317 Unilever PLC 000000000 15192.00000000 NS 889256.96000000 0.060164499784 Long EC CORP GB N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31393RDS6 12181.69000000 PA USD 14030.82000000 0.000949283845 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Impac CMB Trust N/A Impac CMB Trust Series 2007-A 452550AD8 442317.80000000 PA USD 440660.48000000 0.029813786730 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.34000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017AV6 760000.00000000 PA USD 759441.09000000 0.051381541388 Long DBT CORP US N 2 2024-02-15 Fixed 0.97000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LP4 1020000.00000000 PA USD 1125530.01000000 0.076150036592 Long DBT CORP US N 2 2028-07-24 Fixed 3.67000000 N N N N N N Newcrest Mining Ltd 5299006MN50OZJUJI655 Newcrest Mining Ltd 000000000 4196.00000000 NS 79550.87000000 0.005382176936 Long EC CORP AU N 2 N N N Nutrien Ltd 5493002QQ7GD21OWF963 Nutrien Ltd 67077MAU2 95000.00000000 PA USD 125241.69000000 0.008473482885 Long DBT CORP CA N 2 2049-04-01 Fixed 5.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AM0 990000.00000000 PA USD 1029729.91000000 0.069668484740 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59000000 N N N N N N Powszechny Zaklad Ubezpieczen SA QLPCKOOKVX32FUELX240 Powszechny Zaklad Ubezpieczen SA 000000000 7149.00000000 NS 68808.89000000 0.004655406292 Long EC CORP PL N 2 N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2018-1 35563PEL9 3333330.74000000 PA USD 3548972.24000000 0.240112981031 Long ABS-MBS USGSE US N 2 2057-05-25 Fixed 3.50000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 CMS Energy Corp 125896BU3 255000.00000000 PA USD 284165.63000000 0.019225807335 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N Douglas Dynamics Inc 529900CDFLKNQ0QT6580 Douglas Dynamics Inc 25960R105 3435.00000000 NS USD 139770.15000000 0.009456435583 Long EC CORP US N 1 N N N BRITISH AIR 18-1 A PTT N/A British Airways 2018-1 Class A Pass Through Trust 11043HAA6 537548.65000000 PA USD 546848.67000000 0.036998166073 Long DBT CORP US N 2 2031-09-20 Fixed 4.13000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 Viatris Inc 91533BAC4 614000.00000000 PA USD 627062.38000000 0.042425188807 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BF3 200000.00000000 PA USD 239276.14000000 0.016188717008 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128UNDW9 4213.71000000 PA USD 4804.78000000 0.000325077225 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31394VEM8 11252.18000000 PA USD 12164.35000000 0.000823003997 Long ABS-MBS USGSE US N 2 2035-06-25 Floating 22.78000000 N N N N N N PulteGroup Inc N/A PulteGroup Inc 745867AW1 95000.00000000 PA USD 110912.50000000 0.007504012206 Long DBT CORP US N 2 2026-03-01 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAP8 442000.00000000 PA USD 465139.14000000 0.031469940576 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 Brooklyn Union Gas Co/The 114259AQ7 160000.00000000 PA USD 182061.12000000 0.012317717721 Long DBT CORP US N 2 2048-03-15 Fixed 4.27000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 Mastercard Inc 57636Q104 6657.00000000 NS USD 2430404.13000000 0.164433966033 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31395V5A3 120581.00000000 PA USD 132059.18000000 0.008934734125 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 5.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BFP0 200000.00000000 PA USD 266608.88000000 0.018037969478 Long DBT CORP US N 2 2043-11-02 Fixed 5.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 9128334Z0 170000.00000000 PA USD 131957.67000000 0.008927866258 Long DBT UST US N 2 2035-02-15 None 0.00000000 N N N N N N Oatly Group AB 894500CEIOQNBAH10Z10 Oatly Group AB 67421J108 4410.00000000 NS USD 107868.60000000 0.007298070921 Long EC CORP SE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397PNY2 10139.97000000 PA USD 10377.13000000 0.000702085970 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 5.00000000 N N N N N N MSA Safety Inc 529900DVA3258XK11O39 MSA Safety Inc 553498106 2433.00000000 NS USD 402856.14000000 0.027256056728 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137F1G44 602000.00000000 PA USD 668304.34000000 0.045215498026 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3.24000000 N N N N N N Pernod Ricard SA 52990097YFPX9J0H5D87 Pernod Ricard SA 000000000 600.00000000 NS 133183.45000000 0.009010798913 Long EC CORP FR N 2 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741108 4108.00000000 NS USD 218093.72000000 0.014755577026 Long EC CORP US N 1 N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 45262BAA1 404000.00000000 PA USD 425294.87000000 0.028774194935 Long DBT CORP GB N 2 2024-07-26 Fixed 3.13000000 N N N N N N Shin-Etsu Chemical Co Ltd 353800PX8Q64N86H5W41 Shin-Etsu Chemical Co Ltd 000000000 3100.00000000 NS 518457.18000000 0.035077281705 Long EC CORP JP N 2 N N N Booz Allen Hamilton Holding Corp 529900JPV47PIUWMA015 Booz Allen Hamilton Holding Corp 099502106 4588.00000000 NS USD 390805.84000000 0.026440769017 Long EC CORP US N 1 N N N Wanhua Chemical Group Co Ltd 3003002H0G2KDG6CR124 Wanhua Chemical Group Co Ltd 000000000 4400.00000000 NS 74102.25000000 0.005013539398 Long EC CORP CN N 2 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JL2 435000.00000000 PA USD 456153.54000000 0.030862001416 Long DBT CORP US N 2 2025-07-01 Fixed 3.45000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAY4 110000.00000000 PA USD 142405.39000000 0.009634728139 Long DBT CORP US N 2 2040-11-15 Fixed 5.88000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DG7 1055000.00000000 PA USD 1066023.44000000 0.072123997799 Long DBT CORP US N 2 2026-02-04 Fixed 2.20000000 N N N N N N BB-UBS Trust N/A BB-UBS Trust 2012-SHOW 05538UAA1 900000.00000000 PA USD 953493.03000000 0.064510522580 Long ABS-MBS CORP US N 2 2036-11-05 Fixed 3.43000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162100 1106.00000000 NS USD 269587.50000000 0.018239494111 Long EC CORP US N 1 N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 000000000 28107.00000000 NS 544045.07000000 0.036808482777 Long EC CORP AU N 2 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GF4 11000.00000000 PA USD 11005.46000000 0.000744596922 Long DBT CORP US N 2 2022-02-01 Fixed 1.85000000 N N N N N N UBS-Barclays Commercial Mortgage Trust 549300G1IXWLFE766Q13 UBS-Barclays Commercial Mortgage Trust 2013-C6 90349GBF1 286000.00000000 PA USD 296023.70000000 0.020028089332 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.24000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505104 16024.00000000 NS USD 660669.52000000 0.044698948652 Long EC CORP US N 1 N N N BAKER HUGHES HLDGS LLC 549300XU3XH6F05YEQ93 Baker Hughes Holdings LLC 057224AZ0 115000.00000000 PA USD 146940.73000000 0.009941575850 Long DBT CORP US N 2 2040-09-15 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EHAF9 49545.79000000 PA USD 49555.40000000 0.003352772018 Long ABS-MBS USGSE US N 2 2021-09-01 Variable 4.18000000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 AIB Group PLC 00135TAB0 828000.00000000 PA USD 892047.12000000 0.060353273770 Long DBT CORP IE N 2 2025-04-10 Fixed 4.26000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAM3 305000.00000000 PA USD 303900.43000000 0.020561005623 Long DBT CORP KY N 2 2026-02-21 Fixed 2.13000000 N N N N N N SolarEdge Technologies Inc 5493000K6Y58XXPDF853 SolarEdge Technologies Inc 83417M104 1067.00000000 NS USD 294886.79000000 0.019951169359 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DP2 1042000.00000000 PA USD 1011600.60000000 0.068441909164 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 Suncor Energy Inc 867224AD9 357000.00000000 PA USD 381575.38000000 0.025816263352 Long DBT CORP CA N 2 2025-05-15 Fixed 3.10000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBP9 160000.00000000 PA USD 175520.61000000 0.011875206129 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 Liberty Mutual Group Inc 53079EBG8 100000.00000000 PA USD 116917.77000000 0.007910311039 Long DBT CORP US N 2 2029-02-01 Fixed 4.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MCHY4 5507.55000000 PA USD 5720.23000000 0.000387013868 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N GRUPO BIMBO SAB DE CV 5493000RIXURZEBFEV60 Grupo Bimbo SAB de CV 40052VAG9 400000.00000000 PA USD 426083.12000000 0.028827525602 Long DBT CORP MX N 2 2049-09-06 Fixed 4.00000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 046353AX6 412000.00000000 PA USD 360149.57000000 0.024366656322 Long DBT CORP GB N 2 2050-08-06 Fixed 2.13000000 N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NBT7 531000.00000000 PA USD 570001.86000000 0.038564642533 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N BRITISH AIR 19-1 AA PTT N/A British Airways 2019-1 Class AA Pass Through Trust 11043XAA1 313596.97000000 PA USD 319261.85000000 0.021600313935 Long DBT CORP US N 2 2032-12-15 Fixed 3.30000000 N N N N N N Emera US Finance LP N/A Emera US Finance LP 29103DAM8 529000.00000000 PA USD 627165.45000000 0.042432162219 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N Nitori Holdings Co Ltd N/A Nitori Holdings Co Ltd 000000000 2000.00000000 NS 353931.32000000 0.023945947890 Long EC CORP JP N 2 N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 Toyota Motor Corp 000000000 14500.00000000 NS 1267338.76000000 0.085744397831 Long EC CORP JP N 2 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 302570AX4 302000.00000000 PA USD 281427.77000000 0.019040571813 Long DBT CORP US N 2 2067-06-15 Variable 2.24000000 N N N N N N Ortho Clinical Diagnostics Holdings PLC N/A Ortho Clinical Diagnostics Holdings PLC 000000000 11402.00000000 NS USD 244116.82000000 0.016516223122 Long EC CORP GB N 1 N N N FLEX INTERMEDIATE HOLDCO 549300290TQIGM30A243 Flex Intermediate Holdco LLC 33939HAA7 590000.00000000 PA USD 597895.22000000 0.040451824897 Long DBT CORP US N 2 2031-06-30 Fixed 3.36000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308GZ4 461000.00000000 PA USD 456768.08000000 0.030903579377 Long DBT CORP US N 2 2042-04-15 Fixed 4.45000000 N N N N N N Ace Securities Corp. N/A ACE Securities Corp Home Equity Loan Trust Series 2002-HE3 004421BH5 126258.63000000 PA USD 129428.55000000 0.008756753468 Long ABS-MBS CORP US N 2 2032-10-25 Floating 1.89000000 N N N N N N FREMF Mortgage Trust N/A FREMF 2016-K59 Mortgage Trust 30295RAS0 491000.00000000 PA USD 533994.76000000 0.036128508482 Long ABS-MBS USGSE US N 2 2049-11-25 Variable 3.70000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 85325WAA6 985000.00000000 PA USD 1034132.15000000 0.069966327298 Long DBT CORP GB N 2 2026-01-30 Fixed 2.82000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 Duke Energy Florida LLC 26444HAA9 310000.00000000 PA USD 337488.57000000 0.022833479984 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGC7 265000.00000000 PA USD 297044.50000000 0.020097153646 Long DBT CORP US N 2 2027-11-25 Fixed 4.18000000 N N N N N N Snap Inc 549300JNC0L6VP8A2Q35 Snap Inc 83304A106 3072.00000000 NS USD 209326.08000000 0.014162384396 Long EC CORP US N 1 N N N Texas Health Resources 54930008C10TUBW7Z611 Texas Health Resources 882484AA6 250000.00000000 PA USD 326916.53000000 0.022118206978 Long DBT CORP US N 2 2055-11-15 Fixed 4.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31394VBA7 39330.63000000 PA USD 41819.52000000 0.002829385222 Long ABS-MBS USGSE US N 2 2026-01-25 Fixed 5.50000000 N N N N N N Volkswagen AG 529900NNUPAGGOMPXZ31 Volkswagen AG 000000000 2777.00000000 NS 695445.30000000 0.047051775228 Long EP CORP DE N 2 N N N Uni-President Enterprises Corp 254900DAXBDMVEXU5959 Uni-President Enterprises Corp 000000000 45000.00000000 NS 118223.42000000 0.007998647463 Long EC CORP TW N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31394VX47 187585.59000000 PA USD 39290.16000000 0.002658256194 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 6.61000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 Alimentation Couche-Tard Inc 01626PAN6 220000.00000000 PA USD 235967.05000000 0.015964833751 Long DBT CORP CA N 2 2050-01-25 Fixed 3.80000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L3TA3 1000000.00000000 PA USD 1028959.45000000 0.069616357692 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.52000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2021-R1 89179TAA2 2100000.00000000 PA USD 2150394.75000000 0.145489358298 Long ABS-MBS CORP US N 2 2060-11-30 Variable 2.92000000 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 Stellantis NV 000000000 15746.00000000 NS 309076.77000000 0.020911221501 Long EC CORP NL N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202EWE5 65657.44000000 PA USD 74934.02000000 0.005069814500 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128P7SE4 158896.51000000 PA USD 169521.37000000 0.011469315268 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAP0 610000.00000000 PA USD 654009.48000000 0.044248350014 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SAV5 614000.00000000 PA USD 609203.44000000 0.041216905667 Long DBT CORP US N 2 2046-09-16 Fixed 3.88000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 Brixmor Operating Partnership LP 11120VAA1 150000.00000000 PA USD 163206.06000000 0.011042040043 Long DBT US N 2 2025-02-01 Fixed 3.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FCJK1 546000.00000000 PA USD 611386.28000000 0.041364590175 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.30000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818EQ7 370000.00000000 PA USD 414134.11000000 0.028019090873 Long DBT CORP US N 2 2037-09-15 Fixed 3.60000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 Tesla Inc 88160R101 3422.00000000 NS USD 2325933.40000000 0.157365784961 Long EC CORP US N 1 N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PAH5 85000.00000000 PA USD 100362.19000000 0.006790209388 Long DBT CORP US N 2 2045-08-15 Fixed 4.45000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2019-3 35563PLJ6 658973.81000000 PA USD 752978.34000000 0.050944290809 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N HOLLYFRONTIER CORP 549300J3U2WK73C9ZK26 HollyFrontier Corp 436106AB4 365000.00000000 PA USD 377353.72000000 0.025530638304 Long DBT CORP US N 2 2023-10-01 Fixed 2.63000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp 902973304 9561.00000000 NS USD 544690.17000000 0.036852128338 Long EC CORP US N 1 N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 ConocoPhillips Co 20826FAQ9 150000.00000000 PA USD 174253.77000000 0.011789495476 Long DBT CORP US N 2 2026-03-15 Fixed 4.95000000 N N N N N N GPT Group/The N/A GPT Group/The 000000000 37528.00000000 NS 137906.23000000 0.009330328260 Long EC AU N 2 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAH4 449000.00000000 PA USD 507560.29000000 0.034340030308 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 Deutsche Telekom AG 000000000 38215.00000000 NS 807123.01000000 0.054607559283 Long EC CORP DE N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 86765BAM1 309000.00000000 PA USD 341676.87000000 0.023116847993 Long DBT CORP US N 2 2043-01-15 Fixed 4.95000000 N N N N N N YALE-NEW HAVEN HLTH SRVC 549300AVJD56IH6OKW11 Yale-New Haven Health Services Corp 98459HAA0 200000.00000000 PA USD 183774.74000000 0.012433656189 Long DBT CORP US N 2 2050-07-01 Fixed 2.50000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 America Movil SAB de CV 02364WBH7 570000.00000000 PA USD 628580.03000000 0.042527868524 Long DBT CORP MX N 2 2029-04-22 Fixed 3.63000000 N N N N N N Hangzhou Tigermed Consulting Co Ltd 300300CP4N8WDF6DOO67 Hangzhou Tigermed Consulting Co Ltd 000000000 3900.00000000 NS 91418.42000000 0.006185100322 Long EC CORP CN Y 2 N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 Entegris Inc 29362U104 2534.00000000 NS USD 311605.98000000 0.021082340380 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128DHG65 13794.78000000 PA USD 14478.31000000 0.000979559697 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JE8 1125000.00000000 PA USD 1124345.26000000 0.076069879906 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 000000000 38599.00000000 NS 509864.09000000 0.034495898612 Long EC CORP NL N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SK5 295000.00000000 PA USD 314301.76000000 0.021264728894 Long DBT UST US N 2 2049-11-15 Fixed 2.38000000 N N N N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 FTSE 100 IDX FUT SEP21 IFLL 20210917 000000000 65.00000000 NC -70433.14000000 -0.00476529825 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Z U1 Index 2021-09-17 4588241.75000000 GBP -70433.14000000 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 Prudential Financial Inc 744320AY8 184000.00000000 PA USD 213871.26000000 0.014469897852 Long DBT CORP US N 2 2047-12-07 Fixed 3.91000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076102 5321.00000000 NS USD 1696813.69000000 0.114801403281 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140LAE43 1390618.69000000 PA USD 1371192.16000000 0.092770812178 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 1.28000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2019-1 35563PJE0 1382880.66000000 PA USD 1509226.45000000 0.102109804601 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 3.50000000 N N N N N N FMC GMSR ISSUER TRUST N/A FMC GMSR Issuer Trust 30259RAE5 1200000.00000000 PA USD 1206155.28000000 0.081604904260 Long ABS-MBS CORP US N 2 2026-01-25 Variable 4.45000000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 Southwestern Public Service Co 845743BL6 97000.00000000 PA USD 127529.78000000 0.008628288297 Long DBT CORP US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31397QP69 26050.22000000 PA USD 31116.33000000 0.002105238995 Long ABS-MBS USGSE US N 2 2036-07-25 Fixed 6.50000000 N N N N N N Taylor Wimpey PLC 21380089BTRXTD8S3R66 Taylor Wimpey PLC 000000000 98964.00000000 NS 217597.62000000 0.014722012365 Long EC CORP GB N 2 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468G7 564000.00000000 PA USD 661297.19000000 0.044741414950 Long DBT CORP US N 2 2030-01-23 Fixed 4.43000000 N N N N N N LHFC Depositor, LLC N/A LHOME Mortgage Trust 2019-RTL2 501888AB7 855000.00000000 PA USD 859121.27000000 0.058125607994 Long ABS-MBS CORP US N 2 2024-03-25 Fixed 3.84000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCU1 129000.00000000 PA USD 133250.63000000 0.009015344113 Long DBT CORP US N 2 2023-03-15 Fixed 2.80000000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 ANZ New Zealand Int'l Ltd/London 00182EBF5 222000.00000000 PA USD 245631.98000000 0.016618734373 Long DBT CORP NZ N 2 2027-07-17 Fixed 3.45000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526CE7 200000.00000000 PA USD 203023.02000000 0.013735937971 Long DBT CORP DE Y 2 2026-11-24 Fixed 2.13000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CL1 1260000.00000000 PA USD 1261191.32000000 0.085328480195 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 Intel Corp 458140100 6927.00000000 NS USD 388881.78000000 0.026310592799 Long EC CORP US N 1 N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 MDC Holdings Inc 552676AU2 370000.00000000 PA USD 361012.70000000 0.024425053149 Long DBT CORP US N 2 2031-01-15 Fixed 2.50000000 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 Veolia Environnement SA 000000000 23879.00000000 NS 721171.01000000 0.048792300794 Long EC CORP FR N 2 N N N RELIANCE STEEL & ALUM 549300E287ZOFT3C5Z56 Reliance Steel & Aluminum Co 759509AF9 600000.00000000 PA USD 601688.44000000 0.040708462960 Long DBT CORP US N 2 2025-08-15 Fixed 1.30000000 N N N N N N Qingdao Haier Biomedical Co Ltd 65560007PZ5ME4672K78 Qingdao Haier Biomedical Co Ltd 000000000 3721.00000000 NS 60524.67000000 0.004094920432 Long EC CORP CN N 2 N N N Knight-Swift Transportation Holdings Inc N/A Knight-Swift Transportation Holdings Inc 499049104 8071.00000000 NS USD 366907.66000000 0.024823888734 Long EC CORP US N 1 N N N Kingdee International Software Group Co Ltd 529900SWRZN94C5SZO63 Kingdee International Software Group Co Ltd 000000000 30000.00000000 NS 101812.14000000 0.006888308723 Long EC CORP KY N 2 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137BSRZ8 141171.70000000 PA USD 144123.40000000 0.009750963622 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 2.84000000 N N N N N N Hellenic Telecommunications Organization SA ELPUFM0XZRZO4LFXW404 Hellenic Telecommunications Organization SA 000000000 3898.00000000 NS 65402.06000000 0.004424910236 Long EC CORP GR N 2 N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAJ7 200000.00000000 PA USD 226913.44000000 0.015352293235 Long DBT CORP NL N 2 2025-09-14 Fixed 4.63000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/The 00130HCD5 280000.00000000 PA USD 277369.51000000 0.018766001926 Long DBT CORP US N 2 2026-01-15 Fixed 1.38000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 Commonwealth Edison Co 202795JF8 30000.00000000 PA USD 34312.32000000 0.002321470241 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 Camden Property Trust 133131102 2366.00000000 NS USD 313897.22000000 0.021237358912 Long EC US N 1 N N N UNITED AIR 2013-1 A PTT N/A United Airlines 2013-1 Class A Pass Through Trust 909319AA3 180994.60000000 PA USD 191469.70000000 0.012954274458 Long DBT CORP US N 2 2027-02-15 Fixed 4.30000000 N N N N N N Independence Plaza Trust N/A Independence Plaza Trust 2018-INDP 45378YAA2 1035000.00000000 PA USD 1097370.96000000 0.074244878427 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 3.76000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BV0 142000.00000000 PA USD 185505.03000000 0.012550722501 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N CIGNA HOLDING CO 45RS2W538ZOGNWLVIX82 Cigna Holding Co 125509BU2 95000.00000000 PA USD 101664.28000000 0.006878304952 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 Duke Realty LP 26441YBC0 100000.00000000 PA USD 105295.59000000 0.007123988663 Long DBT US N 2 2029-11-15 Fixed 2.88000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 Realty Income Corp 756109AX2 100000.00000000 PA USD 108943.23000000 0.007370777213 Long DBT US N 2 2031-01-15 Fixed 3.25000000 N N N N N N Pharmaron Beijing Co Ltd 300300JYXHGVS5SNGG54 Pharmaron Beijing Co Ltd 000000000 2300.00000000 NS 61319.11000000 0.004148669896 Long EC CORP CN Y 2 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825CAZ7 130000.00000000 PA USD 133213.39000000 0.009012824565 Long DBT CORP US N 2 2031-02-15 Fixed 2.40000000 N N N N N N SS&C Technologies Holdings Inc 529900POY8H7NPPNKK71 SS&C Technologies Holdings Inc 78467J100 6993.00000000 NS USD 503915.58000000 0.034093439993 Long EC CORP US N 1 N N N MASTR Adjustable Rate Mortgages Trust N/A MASTR Adjustable Rate Mortgages Trust 2004-13 576433WM4 140722.20000000 PA USD 143439.05000000 0.009704662522 Long ABS-MBS CORP US N 2 2034-11-21 Floating 2.04000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591EJ7 155000.00000000 PA USD 227945.30000000 0.015422105836 Long DBT USGA US N 2 2060-09-15 Fixed 4.63000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 UDR Inc 90265EAR1 110000.00000000 PA USD 115846.14000000 0.007837807718 Long DBT US N 2 2031-08-15 Fixed 3.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAN0 205000.00000000 PA USD 190727.90000000 0.012904086461 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAA1 240000.00000000 PA USD 240674.35000000 0.016283315768 Long DBT CORP GB N 2 2023-09-02 Fixed 0.75000000 N N N N N N Bright Horizons Family Solutions Inc N/A Bright Horizons Family Solutions Inc 109194100 3920.00000000 NS USD 576671.20000000 0.039015870382 Long EC CORP US N 1 N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 Republic Services Inc 760759AX8 230000.00000000 PA USD 215548.05000000 0.014583344512 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 Rio Tinto PLC 000000000 5017.00000000 NS 412861.55000000 0.027932993221 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L9WF5 943453.78000000 PA USD 1022294.29000000 0.069165412650 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 2.81000000 N N N N N N Discovery Inc 5493006ZCRFWKF6B1K26 Discovery Inc 25470F302 5391.00000000 NS USD 156231.18000000 0.010570140261 Long EC CORP US N 1 N N N Ono Pharmaceutical Co Ltd N/A Ono Pharmaceutical Co Ltd 000000000 10400.00000000 NS 232068.05000000 0.015701038926 Long EC CORP JP N 2 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308HL4 150000.00000000 PA USD 144034.23000000 0.009744930643 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N Ryohin Keikaku Co Ltd 549300PMNF56J66BY371 Ryohin Keikaku Co Ltd 000000000 11600.00000000 NS 243287.28000000 0.016460098895 Long EC CORP JP N 2 N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust 9292274D5 26755.60000000 PA USD 27749.10000000 0.001877422158 Long ABS-MBS CORP US N 2 2033-06-25 Variable 2.55000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 Universal Health Services Inc 913903AV2 857000.00000000 PA USD 861739.21000000 0.058302730084 Long DBT CORP US N 2 2030-10-15 Fixed 2.65000000 N N N N N N Joyoung Co Ltd 3003009IDE4C1JWM1R13 Joyoung Co Ltd 000000000 15600.00000000 NS 78441.22000000 0.005307101294 Long EC CORP CN N 2 N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 Baltimore Gas and Electric Co 059165DX5 200000.00000000 PA USD 245251.01000000 0.016592959068 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABW6 445000.00000000 PA USD 441776.76000000 0.029889310938 Long DBT CORP US N 2 2026-06-15 Fixed 1.50000000 N N N N N N Tricolor Auto Securitization Trust N/A Tricolor Auto Securitization Trust 2020-1 89615AAA5 575953.22000000 PA USD 576989.42000000 0.039037400207 Long ABS-O CORP US N 2 2026-11-15 Fixed 4.88000000 N N N N N N LHOME Mortgage Trust N/A LHOME Mortgage Trust 2021-RTL1 501894AA7 570000.00000000 PA USD 569100.88000000 0.038503684887 Long ABS-MBS CORP US N 2 2026-09-25 Variable 2.09000000 N N N N N N Opteum Mortgage Acceptance Corporation N/A Opteum Mortgage Acceptance Corp Trust 2006-1 68383NDW0 364606.56000000 PA USD 360824.20000000 0.024412299795 Long ABS-MBS CORP US N 2 2036-04-25 Floating 0.69000000 N N N N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 Honda Motor Co Ltd 000000000 7200.00000000 NS 230073.36000000 0.015566084091 Long EC CORP JP N 2 N N N MEXICO CITY ARPT TRUST N/A Mexico City Airport Trust 59284MAD6 200000.00000000 PA USD 202760.00000000 0.013718142814 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N China Conch Venture Holdings Ltd N/A China Conch Venture Holdings Ltd 000000000 15000.00000000 NS 63173.76000000 0.004274150038 Long EC CORP KY N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375PCK5 8201.43000000 PA USD 7725.14000000 0.000522660158 Long ABS-MBS USGA US N 2 2038-01-20 None 0.00000000 N N N N N N Yum China Holdings Inc 529900DO9BYZ7VA3K502 Yum China Holdings Inc 98850P109 3128.00000000 NS USD 207230.00000000 0.014020569814 Long EC CORP US N 1 N N N Evergy Inc 549300PGTHDQY6PSUI61 Evergy Inc 30034W106 5272.00000000 NS USD 318586.96000000 0.021554652871 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L7R65 877845.82000000 PA USD 965054.59000000 0.065292743586 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.24000000 N N N N N N FREMF Mortgage Trust N/A FREMF 2016-K56 Mortgage Trust 30289UAS1 1608000.00000000 PA USD 1771538.26000000 0.119857047013 Long ABS-MBS USGSE US N 2 2049-06-25 Variable 4.07000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd 55608PAQ7 150000.00000000 PA USD 166582.82000000 0.011270501653 Long DBT CORP AU N 2 2025-07-29 Fixed 4.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136BDXP8 819718.50000000 PA USD 811707.64000000 0.054917741809 Long ABS-MBS USGSE US N 2 2033-11-25 Fixed 1.00000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661EA1 525000.00000000 PA USD 543084.80000000 0.036743513744 Long DBT CORP US N 2 2031-04-01 Fixed 2.63000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBU8 185000.00000000 PA USD 180312.81000000 0.012199432229 Long DBT CORP US N 2 2050-09-25 Fixed 3.98000000 N N N N N N HollyFrontier Corp 549300J3U2WK73C9ZK26 HollyFrontier Corp 436106AA6 154000.00000000 PA USD 178212.79000000 0.012057351078 Long DBT CORP US N 2 2026-04-01 Fixed 5.88000000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 Anheuser-Busch InBev SA/NV 000000000 1513.00000000 NS 109095.57000000 0.007381084088 Long EC CORP BE N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376RFG6 461244.51000000 PA USD 464196.52000000 0.031406165690 Long ABS-MBS USGA US N 2 2065-08-20 Floating 0.58000000 N N N N N N Novastar Home Equity Loan N/A NovaStar Mortgage Funding Trust Series 2003-3 66987XCV5 16635.04000000 PA USD 16632.28000000 0.001125290946 Long ABS-MBS CORP US N 2 2033-12-25 Floating 1.22000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284S6 209000.00000000 PA USD 219025.47000000 0.014818616480 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N iShares MSCI India ETF 549300282VMCFH7S5848 iShares MSCI India ETF 46429B598 68391.00000000 NS USD 3026301.75000000 0.204750639214 Long EC RF US N 1 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BT9 458000.00000000 PA USD 438900.74000000 0.029694727918 Long DBT CORP US N 2 2050-10-01 Fixed 2.80000000 N N N N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 Fortune Brands Home & Security Inc 34964C106 7137.00000000 NS USD 710916.57000000 0.048098515666 Long EC CORP US N 1 N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven Inc 817826AD2 153000.00000000 PA USD 147645.23000000 0.009989240239 Long DBT CORP US N 2 2028-02-10 Fixed 1.30000000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 Koninklijke Ahold Delhaize NV 000000000 8877.00000000 NS 263884.41000000 0.017853639884 Long EC CORP NL N 2 N N N PTT Exploration & Production PCL 2549001O8YYGP5N7Q076 PTT Exploration & Production PCL 000000000 27800.00000000 NS 101918.88000000 0.006895530436 Long EC CORP TH N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375GBA8 1045.02000000 PA USD 106.19000000 0.000007184501 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 7.50000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 ORIX Corp 686330AH4 126000.00000000 PA USD 129265.43000000 0.008745717250 Long DBT CORP JP N 2 2022-07-18 Fixed 2.90000000 N N N N N N SART 2018 1 N/A SART 2018 1 000000000 828531.44000000 PA USD 829359.97000000 0.056112046327 Long ABS-O CORP US N 2 2025-06-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375UFZ8 542891.24000000 PA USD 546269.11000000 0.036958954755 Long ABS-MBS USGA US N 2 2064-04-20 Floating 0.71000000 N N N N N N AptarGroup Inc VNPEQDQFAA7IY1T2PX43 AptarGroup Inc 038336103 3785.00000000 NS USD 533079.40000000 0.036066577928 Long EC CORP US N 1 N N N Lojas Renner SA N/A Lojas Renner SA 000000000 13339.00000000 NS 118618.35000000 0.008025367260 Long EC CORP BR N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCV9 164000.00000000 PA USD 177869.13000000 0.012034100057 Long DBT CORP US N 2 2024-06-15 Fixed 3.85000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AN8 315000.00000000 PA USD 348366.21000000 0.023569428983 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N N Thornburg Mortgage Securities Trust N/A Thornburg Mortgage Securities Trust 2004-3 885220FS7 45167.66000000 PA USD 45772.08000000 0.003096803759 Long ABS-MBS CORP US N 2 2034-09-25 Floating 0.83000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 Entergy Mississippi LLC 29366WAB2 60000.00000000 PA USD 65663.13000000 0.004442573461 Long DBT CORP US N 2 2051-06-01 Fixed 3.50000000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 Organon & Co 68622V106 1009.00000000 NS USD 30532.34000000 0.002065727957 Long EC CORP US N 1 N N N JD.com Inc 549300HVTWB0GJZ16V92 JD.com Inc 000000000 9804.00000000 NS 385629.30000000 0.026090539608 Long EC CORP KY N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38377KBE9 500000.00000000 PA USD 527068.40000000 0.035659891420 Long ABS-MBS USGA US N 2 2025-09-16 Fixed 4.00000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886FAF4 264000.00000000 PA USD 240589.70000000 0.016277588599 Long DBT CORP US N 2 2050-09-15 Fixed 2.80000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62928CAA0 280000.00000000 PA USD 288902.79000000 0.019546309591 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138LFE79 386315.22000000 PA USD 407484.49000000 0.027569197221 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 2.39000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 Lincoln National Corp 534187BD0 100000.00000000 PA USD 107284.56000000 0.007258556499 Long DBT CORP US N 2 2023-09-01 Fixed 4.00000000 N N N N N N Transcanada Trust 549300Y0MFCAXLBWUV51 Transcanada Trust 89356BAB4 235000.00000000 PA USD 262318.75000000 0.017747711952 Long DBT CORP CA N 2 2076-08-15 Fixed 5.88000000 N N N N N MortgageIT Trust N/A MortgageIT Trust 2005-5 61915RAU0 102060.70000000 PA USD 102521.88000000 0.006936327636 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.61000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BWP3 3632.85000000 PA USD 3652.89000000 0.000247143749 Long ABS-MBS USGA US N 2 2060-03-20 Floating 0.56000000 N N N N N N Colony American Finance Ltd N/A Corevest American Finance 2019-3 Trust 21872NAG5 1500000.00000000 PA USD 1596235.80000000 0.107996600268 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.16000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAE5 200000.00000000 PA USD 216556.00000000 0.014651539432 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PAT9 660000.00000000 PA USD 723098.24000000 0.048922691484 Long DBT CORP US N 2 2030-03-20 Fixed 3.55000000 N N N N N N Yageo Corp 5493001P0TOZH7GGNQ21 Yageo Corp 000000000 6000.00000000 NS 119515.48000000 0.008086064426 Long EC CORP TW N 2 N N N FEDEX CORP 549300E707U7WNPZN687 FedEx Corp 31428XCE4 200000.00000000 PA USD 205794.13000000 0.013923423090 Long DBT CORP US N 2 2041-05-15 Fixed 3.25000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824100 6678.00000000 NS USD 774180.54000000 0.052378769047 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418AS33 335221.29000000 PA USD 361830.20000000 0.024480362785 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N DXC Technology Co 549300DOVZ3EDJB7O259 DXC Technology Co 23355LAC0 79000.00000000 PA USD 85693.64000000 0.005797778614 Long DBT CORP US N 2 2024-04-15 Fixed 4.25000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158109 4608.00000000 NS USD 67368.96000000 0.004557984881 Long EC CORP CO N 1 N N MVW Owner Trust N/A MVW 2021-1W LLC 55389TAA9 774136.70000000 PA USD 773773.48000000 0.052351228570 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.14000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 FedEx Corp 31428X106 2662.00000000 NS USD 794154.46000000 0.053730145488 Long EC CORP US N 1 N N N CIMB Group Holdings Bhd 549300FYDN5UD7USZW18 CIMB Group Holdings Bhd 000000000 38500.00000000 NS 42752.02000000 0.002892475419 Long EC CORP MY N 2 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AG3 797000.00000000 PA USD 848756.73000000 0.057424373826 Long DBT CORP CH N 2 2024-06-12 Fixed 4.21000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BP5 560000.00000000 PA USD 591253.15000000 0.040002442056 Long DBT CORP GB N 2 2028-05-22 Fixed 3.07000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMF6 1298000.00000000 PA USD 1287691.70000000 0.087121417646 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 Bunge Ltd Finance Corp 120568BB5 680000.00000000 PA USD 688266.97000000 0.046566110619 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368JKF6 300000.00000000 PA USD 328381.12000000 0.022217296813 Long DBT CORP FR N 2 2026-08-19 Fixed 4.25000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 Conagra Brands Inc 205887CD2 90000.00000000 PA USD 114469.26000000 0.007744652084 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GE7 210000.00000000 PA USD 208580.52000000 0.014111942008 Long DBT CORP US N 2 2045-02-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31393JLU0 34053.83000000 PA USD 39157.18000000 0.002649259160 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 5.30000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 ITC Holdings Corp 465685AQ8 1121000.00000000 PA USD 1181028.64000000 0.079904910001 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N COMM Mortgage Trust N/A COMM 2018-HOME Mortgage Trust 20048JAA8 1565000.00000000 PA USD 1716214.53000000 0.116114006822 Long ABS-MBS CORP US N 2 2033-04-10 Variable 3.94000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BZ2 1185000.00000000 PA USD 1173664.16000000 0.079406651032 Long DBT CORP GB N 2 2027-01-14 Fixed 1.46000000 N N N N N N West Japan Railway Co 353800QGUXHZ7EBCR121 West Japan Railway Co 000000000 1400.00000000 NS 79819.97000000 0.005400383448 Long EC CORP JP N 2 N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582BE1 290000.00000000 PA USD 345420.50000000 0.023370130943 Long DBT CORP NL N 2 2035-05-11 Fixed 4.13000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A Cleveland Electric Illuminating Co/The 186108CK0 127000.00000000 PA USD 135826.26000000 0.009189603633 Long DBT CORP US N 2 2028-04-01 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967JL6 80000.00000000 PA USD 87797.78000000 0.005940138512 Long DBT CORP US N 2 2025-03-26 Fixed 3.88000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 Johnson & Johnson 478160CS1 215000.00000000 PA USD 200557.63000000 0.013569136964 Long DBT CORP US N 2 2050-09-01 Fixed 2.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2N2 1080000.00000000 PA USD 1122102.64000000 0.075918150859 Long DBT CORP US N 2 2026-04-30 Fixed 2.19000000 N N N N N N Nabtesco Corp 529900DVHQXYRTGW7739 Nabtesco Corp 000000000 5600.00000000 NS 211710.70000000 0.014323720743 Long EC CORP JP N 2 N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378MRL1 282613.05000000 PA USD 321017.73000000 0.021719111591 Long ABS-MBS USGA US N 2 2042-11-20 Variable 4.86000000 N N N N N N Impac Secured Assets Corp. N/A Impac Secured Assets Trust 2006-1 45254TTN4 10813.95000000 PA USD 10779.26000000 0.000729292898 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.79000000 N N N N N N Cognex Corp 549300JQTYZCLC43S226 Cognex Corp 192422103 4282.00000000 NS USD 359902.10000000 0.024349913233 Long EC CORP US N 1 N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 Entergy Louisiana LLC 29364WAY4 118000.00000000 PA USD 123493.35000000 0.008355195363 Long DBT CORP US N 2 2026-10-01 Fixed 2.40000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAT8 320000.00000000 PA USD 316104.02000000 0.021386664483 Long DBT US N 2 2031-01-15 Fixed 2.25000000 N N N N N Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 Duke Energy Ohio Inc 26442EAG5 30000.00000000 PA USD 37076.31000000 0.002508473641 Long DBT CORP US N 2 2049-02-01 Fixed 4.30000000 N N N N N N Match Group Inc 15OMOPB0A8K0EFUVD031 Match Group Inc 57667L107 1720.00000000 NS USD 277350.00000000 0.018764681937 Long EC CORP US N 1 N N N Fomento Economico Mexicano SAB de CV 549300A8MDWDJNMLV153 Fomento Economico Mexicano SAB de CV 344419106 1399.00000000 NS USD 118229.49000000 0.007999058141 Long EC CORP MX N 1 N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 Steel Dynamics Inc 858119BN9 267000.00000000 PA USD 266256.56000000 0.018014132548 Long DBT CORP US N 2 2027-10-15 Fixed 1.65000000 N N N N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 Lundin Energy Finance BV 55037AAB4 930000.00000000 PA USD 940493.59000000 0.063631018859 Long DBT CORP NL N 2 2031-07-15 Fixed 3.10000000 N N N N N N Wipro Ltd 335800IFS1IJHESG8362 Wipro Ltd 97651M109 7151.00000000 NS USD 55849.31000000 0.003778599381 Long EC CORP IN N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PEE8 150000.00000000 PA USD 157463.29000000 0.010653501185 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co Ltd 874060AZ9 200000.00000000 PA USD 202294.20000000 0.013686628162 Long DBT CORP JP N 2 2050-07-09 Fixed 3.18000000 N N N N N N Mega Financial Holding Co Ltd N/A Mega Financial Holding Co Ltd 000000000 64000.00000000 NS 75456.26000000 0.005105147716 Long EC CORP TW N 2 N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd 052528AL0 485000.00000000 PA USD 504788.00000000 0.034152465353 Long DBT CORP AU N 2 2030-07-22 Fixed 2.95000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214EG4 225000.00000000 PA USD 266417.89000000 0.018025047659 Long DBT CORP AU N 2 2039-07-24 Fixed 4.42000000 N N N N N N BASF SE 529900PM64WH8AF1E917 BASF SE 000000000 2273.00000000 NS 179069.76000000 0.012115331137 Long EC CORP DE N 2 N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 Entergy Louisiana LLC 29364WBD9 330000.00000000 PA USD 325319.49000000 0.022010155968 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RBF5 244000.00000000 PA USD 282377.65000000 0.019104837889 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QAV2 390000.00000000 PA USD 421111.90000000 0.028491187537 Long DBT CORP US N 2 2027-01-16 Fixed 3.02000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBK0 160000.00000000 PA USD 176584.59000000 0.011947191874 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 Parker-Hannifin Corp 701094104 1695.00000000 NS USD 520551.45000000 0.035218973828 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206RCG5 126000.00000000 PA USD 151155.09000000 0.010226707002 Long DBT CORP US N 2 2044-06-15 Fixed 4.80000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585ABH4 45000.00000000 PA USD 50767.07000000 0.003434750032 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N Chacha Food Co Ltd 300300AJZ9YPIRBJZN87 Chacha Food Co Ltd 000000000 7800.00000000 NS 52028.57000000 0.003520099396 Long EC CORP CN N 2 N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 26442UAK0 35000.00000000 PA USD 32294.61000000 0.002184957941 Long DBT CORP US N 2 2050-08-15 Fixed 2.50000000 N N N N N N Banc of America Mortgage Securities N/A Banc of America Mortgage 2003-J Trust 05948XYP0 13347.70000000 PA USD 13567.62000000 0.000917945101 Long ABS-MBS CORP US N 2 2033-11-25 Variable 2.52000000 N N N N N N Lonza Group AG 549300EFW4H2TCZ71055 Lonza Group AG 000000000 1132.00000000 NS 802340.56000000 0.054283992839 Long EC CORP CH N 2 N N N Minth Group Ltd 254900B2AH0G13K9G204 Minth Group Ltd 000000000 16000.00000000 NS 76040.34000000 0.005144664844 Long EC CORP KY N 2 N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 Alimentation Couche-Tard Inc 01626PAQ9 435000.00000000 PA USD 454921.43000000 0.030778640492 Long DBT CORP CA N 2 2051-05-13 Fixed 3.63000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBX6 2752000.00000000 PA USD 2991704.02000000 0.202409858975 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N ACC Trust N/A ACC Trust 2019-2 00108GAA3 215482.72000000 PA USD 216561.99000000 0.014651944698 Long ABS-O CORP US N 2 2023-02-21 Fixed 2.82000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687CX2 60000.00000000 PA USD 75726.09000000 0.005123403617 Long DBT CORP US N 2 2024-07-15 Fixed 9.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828SA9 1246826.63000000 PA USD 1274782.83000000 0.086248041624 Long DBT UST US N 2 2022-01-15 Fixed 0.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 31300LUY9 32631.08000000 PA USD 34531.82000000 0.002336320962 Long ABS-MBS USGSE US N 2 2040-07-01 Floating 2.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L5G20 1412780.53000000 PA USD 1509055.56000000 0.102098242688 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 3.38000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38148YAA6 388000.00000000 PA USD 455342.80000000 0.030807149142 Long DBT CORP US N 2 2038-10-31 Fixed 4.02000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAE1 340000.00000000 PA USD 347844.08000000 0.023534103209 Long DBT CORP KY N 2 2022-05-01 Fixed 3.63000000 N N N N N N CONNECTICUT LIGHT & PWR 549300O45IUXEDS1VZ32 Connecticut Light and Power Co/The 207597EG6 244000.00000000 PA USD 303828.28000000 0.020556124167 Long DBT CORP US N 2 2044-04-15 Fixed 4.30000000 N N N N N N Colony American Finance Ltd N/A Colony American Finance 2016-2 Ltd 19625HAA5 34407.17000000 PA USD 34406.65000000 0.002327852330 Long ABS-O CORP KY N 2 2048-11-15 Fixed 2.55000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967JC6 786000.00000000 PA USD 887942.68000000 0.060075579480 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N China Molybdenum Co Ltd 2549008KG3638J59U652 China Molybdenum Co Ltd 000000000 90000.00000000 NS 53436.88000000 0.003615381492 Long EC CORP CN N 2 N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BU2 1248000.00000000 PA USD 1410960.37000000 0.095461411824 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BT5 530000.00000000 PA USD 613744.45000000 0.041524136993 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 Corning Inc 219350BK0 110000.00000000 PA USD 147863.40000000 0.010004000977 Long DBT CORP US N 2 2048-11-15 Fixed 5.35000000 N N N N N N Nidec Corp 353800IF171MZTNL6Y31 Nidec Corp 000000000 2600.00000000 NS 301318.69000000 0.020386332719 Long EC CORP JP N 2 N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 ERAC USA Finance LLC 26884TAN2 130000.00000000 PA USD 158661.03000000 0.010734536736 Long DBT CORP US N 2 2045-02-15 Fixed 4.50000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 International Flavors & Fragrances Inc 459506AK7 110000.00000000 PA USD 127291.88000000 0.008612192685 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKH4 1275000.00000000 PA USD 1252943.47000000 0.084770455022 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JJ7 180000.00000000 PA USD 160555.00000000 0.010862677153 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 Smithfield Foods Inc 832248BC1 380000.00000000 PA USD 383534.00000000 0.025948777797 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N AIR CANADA 2013-1A PTT N/A Air Canada 2013-1 Class A Pass Through Trust 009089AA1 168280.63000000 PA USD 173324.47000000 0.011726621783 Long DBT CORP CA N 2 2025-05-15 Fixed 4.13000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 VMware Inc 928563AB1 319000.00000000 PA USD 327244.07000000 0.022140367368 Long DBT CORP US N 2 2022-08-21 Fixed 2.95000000 N N N N N N Magazine Luiza SA N/A Magazine Luiza SA 000000000 29285.00000000 NS 124528.08000000 0.008425202139 Long EC CORP BR N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 Regions Financial Corp 7591EPAP5 170000.00000000 PA USD 181240.51000000 0.012262197672 Long DBT CORP US N 2 2023-08-14 Fixed 3.80000000 N N N N N N FannieMae Grantor Trust N/A Fannie Mae Grantor Trust 2017-T1 3136AV6R5 1180353.21000000 PA USD 1285392.96000000 0.086965891686 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 2.90000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456B101 7284.00000000 NS USD 132787.32000000 0.008983997927 Long EC CORP US N 1 N N N HUTCH WHAMPOA INT 12 II 2549005GEGKY2Q53V676 Hutchison Whampoa International 12 II Ltd 44842CAB9 200000.00000000 PA USD 207420.00000000 0.014033424652 Long DBT CORP KY N 2 2022-11-08 Fixed 3.25000000 N N N N N N Structured Asset Securities Corporation N/A Structured Asset Securities Corp 86359BBS9 4280.42000000 PA USD 4289.74000000 0.000290231140 Long ABS-MBS CORP US N 2 2033-12-25 Variable 2.24000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDA1 450000.00000000 PA USD 467853.23000000 0.031653567890 Long DBT CORP US N 2 2027-08-20 Fixed 2.70000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 TSMC Global Ltd 872882AK1 310000.00000000 PA USD 312281.60000000 0.021128050834 Long DBT CORP VG N 2 2031-04-23 Fixed 2.25000000 N N N N N N GTP ACQUISITION PARTNERS N/A GTP Acquisition Partners I LLC 36246MAU3 36000.00000000 PA USD 38249.70000000 0.002587861744 Long DBT CORP US N 2 2025-06-16 Fixed 3.48000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141G104 2818.00000000 NS USD 1069515.54000000 0.072360262972 Long EC CORP US N 1 N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 PacifiCorp 695114CW6 188000.00000000 PA USD 197653.54000000 0.013372654811 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N Hangzhou Robam Appliances Co Ltd N/A Hangzhou Robam Appliances Co Ltd 000000000 8400.00000000 NS 60450.83000000 0.004089924636 Long EC CORP CN N 2 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LU3 100000.00000000 PA USD 115310.15000000 0.007801544218 Long DBT CORP US N 2 2039-01-24 Fixed 3.88000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810PT9 450000.00000000 PA USD 639263.67000000 0.043250692056 Long DBT UST US N 2 2037-02-15 Fixed 4.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96950FAP9 132000.00000000 PA USD 159515.67000000 0.010792359154 Long DBT CORP US N 2 2045-01-15 Fixed 4.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 86765BAP4 214000.00000000 PA USD 248135.41000000 0.016788109053 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WAB6 180000.00000000 PA USD 241718.63000000 0.016353968668 Long DBT CORP GB N 2 2032-11-30 Fixed 6.25000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PCQ3 143000.00000000 PA USD 180877.86000000 0.012237661844 Long DBT CORP US N 2 2035-07-15 Fixed 4.63000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A Bear Stearns ARM Trust 2006-1 07387AGZ2 82052.85000000 PA USD 83292.82000000 0.005635346223 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.37000000 N N N N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 FinecoBank Banca Fineco SpA 000000000 30046.00000000 NS 523717.61000000 0.035433186864 Long EC CORP IT N 2 N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NAL7 270000.00000000 PA USD 309589.66000000 0.020945922123 Long DBT CORP US N 2 2028-12-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398TDU2 41188.68000000 PA USD 47724.12000000 0.003228873021 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137F1G51 322000.00000000 PA USD 358503.50000000 0.024255288087 Long ABS-MBS USGSE US N 2 2027-05-25 Fixed 3.33000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AJ5 150000.00000000 PA USD 147876.03000000 0.010004855486 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 Banco Bilbao Vizcaya Argentaria SA 05946KAJ0 200000.00000000 PA USD 198325.39000000 0.013418110198 Long DBT CORP ES N 2 2025-09-18 Fixed 1.13000000 N N N N N N IAA Inc 549300PZCOPC5178W747 IAA Inc 449253103 6827.00000000 NS USD 372344.58000000 0.025191734685 Long EC CORP US N 1 N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Co 532457BY3 577000.00000000 PA USD 523793.98000000 0.035438353832 Long DBT CORP US N 2 2050-05-15 Fixed 2.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468C6 871000.00000000 PA USD 970148.14000000 0.065637358137 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671D857 10425.00000000 NS USD 386871.75000000 0.026174600106 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 ServiceNow Inc 81762P102 448.00000000 NS USD 246198.40000000 0.016657056677 Long EC CORP US N 1 N N N CF Industries Inc 5FVKT86LAD2F40NPC183 CF Industries Inc 12527GAE3 187000.00000000 PA USD 231730.40000000 0.015678194524 Long DBT CORP US N 2 2044-03-15 Fixed 5.38000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189T107 3395.00000000 NS USD 83245.40000000 0.005632137925 Long EC CORP US N 1 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 Boston Scientific Corp 101137AX5 238000.00000000 PA USD 270922.78000000 0.018329835213 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 KeyCorp 49326EEH2 130000.00000000 PA USD 146412.80000000 0.009905857665 Long DBT CORP US N 2 2025-10-29 Fixed 4.15000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 Coca-Cola Femsa SAB de CV 191241AJ7 200000.00000000 PA USD 193270.00000000 0.013076077440 Long DBT CORP MX N 2 2032-09-01 Fixed 1.85000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F020497 1975000.00000000 PA USD 2032339.05000000 0.137502058275 Long ABS-MBS USGSE US N 2 2036-09-15 Fixed 2.00000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 Healthpeak Properties Inc 42250PAA1 489000.00000000 PA USD 518629.94000000 0.035088970136 Long DBT US N 2 2030-01-15 Fixed 3.00000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92553PAU6 65000.00000000 PA USD 89117.43000000 0.006029422134 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N CSL Ltd 529900ECSECK5ZDQTE14 CSL Ltd 000000000 2784.00000000 NS 595437.12000000 0.040285517110 Long EC CORP AU N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833LV0 1000000.00000000 PA USD 973015.17000000 0.065831332920 Long DBT UST US N 2 2025-05-15 None 0.00000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 000000000 9163.00000000 NS 180178.41000000 0.012190339122 Long EC CORP AU N 2 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAX9 870000.00000000 PA USD 889013.08000000 0.060147999583 Long DBT CORP DK N 2 2023-01-12 Fixed 5.00000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 CommonSpirit Health 20268JAG8 140000.00000000 PA USD 153997.54000000 0.010419018775 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 FactSet Research Systems Inc 303075105 1351.00000000 NS USD 453409.11000000 0.030676321387 Long EC CORP US N 1 N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 000000000 17600.00000000 NS 606759.98000000 0.041051588379 Long EC CORP JP N 2 N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38373MA91 26988.71000000 PA USD 38755.26000000 0.002622066440 Long ABS-MBS USGA US N 2 2037-04-20 Floating 22.95000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 Duke Energy Carolinas LLC 26442CAZ7 30000.00000000 PA USD 31485.62000000 0.002130224066 Long DBT CORP US N 2 2049-08-15 Fixed 3.20000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBP4 665000.00000000 PA USD 639460.29000000 0.043263994784 Long DBT CORP US N 2 2051-06-04 Fixed 2.94000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust 9292276K7 28116.34000000 PA USD 28752.26000000 0.001945293001 Long ABS-MBS CORP US N 2 2033-08-25 Variable 2.66000000 N N N N N N Impac CMB Trust N/A Impac CMB Trust Series 2005-4 45254NPS0 340819.51000000 PA USD 345032.72000000 0.023343894894 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.57000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810QH4 250000.00000000 PA USD 349560.55000000 0.023650234500 Long DBT UST US N 2 2040-05-15 Fixed 4.38000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp 655844BV9 127000.00000000 PA USD 150278.63000000 0.010167408307 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N Vale SA 254900SMTWBX7RU2SR20 Vale SA 91912E105 21522.00000000 NS USD 490916.82000000 0.033213982279 Long EC CORP BR N 1 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/The 00130HCC7 292000.00000000 PA USD 319302.00000000 0.021603030366 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N Chase Mortgage Finance Corporation N/A Chase Mortgage Finance Trust Series 2007-A2 16163LAD4 7920.45000000 PA USD 8049.03000000 0.000544573599 Long ABS-MBS CORP US N 2 2035-06-25 Variable 2.77000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 Consumers Energy Co 210518DB9 70000.00000000 PA USD 84905.33000000 0.005744443887 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RAU6 734000.00000000 PA USD 766531.63000000 0.051861266385 Long DBT CORP FR N 2 2024-10-16 Fixed 2.63000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 59562VAM9 122000.00000000 PA USD 171787.42000000 0.011622629519 Long DBT CORP US N 2 2036-04-01 Fixed 6.13000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust 2004-8F 36242DCH4 7120.14000000 PA USD 7284.70000000 0.000492861289 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 3128HXYS8 263159.13000000 PA USD 268268.58000000 0.018150259879 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 0.62000000 N N N N N N Trip.com Group Ltd 2549004RMYDSRQL4KW41 Trip.com Group Ltd 89677Q107 2625.00000000 NS USD 93082.50000000 0.006297687061 Long EC CORP KY N 1 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400FV0 325000.00000000 PA USD 349201.30000000 0.023625928706 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N Delta Electronics Inc 529900UVZWNWGDLJSM52 Delta Electronics Inc 000000000 14000.00000000 NS 152247.64000000 0.010300625708 Long EC CORP TW N 2 N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust 26209BAF6 30417.24000000 PA USD 30463.27000000 0.002061054884 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.66000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFU3 570000.00000000 PA USD 544360.94000000 0.036829853608 Long DBT CORP US N 2 2050-11-20 Fixed 2.88000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AX4 809000.00000000 PA USD 932699.97000000 0.063103725546 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Dexcom Inc 549300YSK3QDSFR5EU59 Dexcom Inc 252131107 1131.00000000 NS USD 482937.00000000 0.032674091223 Long EC CORP US N 1 N N N Givaudan SA 213800SVRMQA1TD91D41 Givaudan SA 000000000 111.00000000 NS 516220.48000000 0.034925953188 Long EC CORP CH N 2 N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LAZ4 310000.00000000 PA USD 364352.63000000 0.024651022949 Long DBT CORP US N 2 2046-08-01 Fixed 3.90000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAP8 510000.00000000 PA USD 510491.75000000 0.034538364234 Long DBT CORP GB N 2 2027-05-11 Fixed 1.63000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 Prosus NV 000000000 4251.00000000 NS 415700.24000000 0.028125050603 Long EC CORP NL N 2 N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LAX4 202000.00000000 PA USD 235152.57000000 0.015909728440 Long DBT CORP US N 2 2039-10-01 Fixed 4.63000000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 Siemens Financieringsmaatschappij NV 82620KAS2 250000.00000000 PA USD 266806.33000000 0.018051328362 Long DBT CORP NL N 2 2024-03-16 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SR0 18015000.00000000 PA USD 15567493.27000000 1.053250621155 Long DBT UST US N 2 2040-05-15 Fixed 1.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132G7CD5 101400.89000000 PA USD 108893.43000000 0.007367407892 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 Credit Agricole SA/London 22535WAB3 500000.00000000 PA USD 562863.35000000 0.038081672028 Long DBT CORP FR N 2 2027-01-10 Fixed 4.13000000 N N N N N Bear Stearns Commercial Mortgage Securities Trust N/A Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8 07383F6S2 661.79000000 PA USD 0.87000000 0.000000058861 Long ABS-MBS CORP US N 2 2041-06-11 Variable 0.72000000 N N N N N N China Shenhua Energy Co Ltd 529900N9JOX4C108MA40 China Shenhua Energy Co Ltd 000000000 45500.00000000 NS 89191.56000000 0.006034437551 Long EC CORP CN N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128ME4Y4 889373.20000000 PA USD 960395.89000000 0.064977549702 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BL5 490000.00000000 PA USD 487180.37000000 0.032961185106 Long DBT CORP US N 2 2025-11-24 Fixed 1.25000000 N N N N N N Capitec Bank Holdings Ltd N/A Capitec Bank Holdings Ltd 000000000 1164.00000000 NS 137469.38000000 0.009300772280 Long EC CORP ZA N 2 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BK0 710000.00000000 PA USD 740175.00000000 0.050078054635 Long DBT CORP US N 2 2026-06-01 Fixed 4.00000000 N N N N N Carlsberg AS 5299001O0WJQYB5GYZ19 Carlsberg AS 000000000 3465.00000000 NS 645897.55000000 0.043699520786 Long EC CORP DK N 2 N N N Suzuki Motor Corp 353800D83H0V3ZV1SV24 Suzuki Motor Corp 000000000 5200.00000000 NS 220038.71000000 0.014887169306 Long EC CORP JP N 2 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 Deere & Co 244199105 4206.00000000 NS USD 1483498.26000000 0.100369111245 Long EC CORP US N 1 N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 Nissan Motor Co Ltd 654744AB7 520000.00000000 PA USD 555474.70000000 0.037581777789 Long DBT CORP JP N 2 2025-09-17 Fixed 3.52000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBJ3 80000.00000000 PA USD 89372.78000000 0.006046698361 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375UET3 345455.22000000 PA USD 348159.31000000 0.023555430740 Long ABS-MBS USGA US N 2 2064-03-20 Floating 0.76000000 N N N N N N Swiss Re AG 529900PS9YW3YY29F326 Swiss Re AG 000000000 2340.00000000 NS 211124.78000000 0.014284079126 Long EC CORP CH N 2 N N N Nordea Bank Abp 529900ODI3047E2LIV03 Nordea Bank Abp 65557FAH9 270000.00000000 PA USD 304264.78000000 0.020585656468 Long DBT CORP FI N 2 2033-09-13 Fixed 4.63000000 N N N N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 Zurich Insurance Group AG 000000000 1557.00000000 NS 624651.07000000 0.042262046693 Long EC CORP CH N 2 N N N ML-CFC Commercial Mortgage Trust N/A ML-CFC Commercial Mortgage Trust 2006-4 55312VBD9 1333.99000000 PA USD 0.04000000 0.000000002706 Long ABS-MBS CORP US N 2 2049-12-12 Variable 1.39000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 Analog Devices Inc 032654105 5093.00000000 NS USD 876810.88000000 0.059322434767 Long EC CORP US N 1 N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAN5 150000.00000000 PA USD 176025.49000000 0.011909364819 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd 55608JAR9 200000.00000000 PA USD 198403.96000000 0.013423426012 Long DBT CORP AU N 2 2027-01-12 Fixed 1.34000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828VS6 1400000.00000000 PA USD 1465734.37000000 0.099167258907 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBN4 472000.00000000 PA USD 542768.33000000 0.036722102319 Long DBT CORP US N 2 2030-04-02 Fixed 4.91000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513105 6870.00000000 NS USD 500204.70000000 0.033842372811 Long EC CORP US N 1 N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 ABN AMRO Bank NV 00080QAF2 300000.00000000 PA USD 336280.80000000 0.022751765832 Long DBT CORP NL N 2 2025-07-28 Fixed 4.75000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833DD9 300000.00000000 PA USD 353984.90000000 0.023949572955 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 Leidos Inc 52532XAB1 90000.00000000 PA USD 93591.90000000 0.006332151560 Long DBT CORP US N 2 2023-05-15 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828G38 245000.00000000 PA USD 259020.51000000 0.017524562774 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAH2 919000.00000000 PA USD 1015324.70000000 0.068693870773 Long DBT CORP XX N 2 2027-01-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828YB0 40000.00000000 PA USD 40942.19000000 0.002770027666 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 Royal Dutch Shell PLC 000000000 8301.00000000 NS 160644.00000000 0.010868698630 Long EC CORP GB N 2 N N N LHFC Depositor, LLC N/A LHOME Mortgage Trust 2019-RTL3 501878AA0 1660000.00000000 PA USD 1674100.04000000 0.113264664800 Long ABS-MBS CORP US N 2 2024-07-25 Fixed 3.87000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 Abbott Laboratories 002824BP4 170000.00000000 PA USD 166424.65000000 0.011259800338 Long DBT CORP US N 2 2028-01-30 Fixed 1.15000000 N N N N N Kasikornbank PCL 5493004COSQ54937AW41 Kasikornbank PCL 000000000 800.00000000 NS 2945.40000000 0.000199277065 Long EC CORP TH N 2 N N N SUMITOMO LIFE INSUR 549300I5OQCDADQSPI57 Sumitomo Life Insurance Co 86564CAB6 200000.00000000 PA USD 215750.00000000 0.014597007853 Long DBT CORP JP N 2 2077-09-14 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BGT1 255000.00000000 PA USD 307013.13000000 0.020771601713 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAD4 142000.00000000 PA USD 148097.38000000 0.010019831373 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2003-1 81743PAA4 63236.59000000 PA USD 64074.83000000 0.004335113773 Long ABS-MBS CORP US N 2 2033-04-20 Floating 0.85000000 N N N N N N Thornburg Mortgage Securities Trust N/A Thornburg Mortgage Securities Trust 2003-4 885220DW0 40971.22000000 PA USD 41710.62000000 0.002822017370 Long ABS-MBS CORP US N 2 2043-09-25 Floating 0.73000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BK4 364000.00000000 PA USD 394940.00000000 0.026720474074 Long DBT CORP US N 2 2025-10-15 Fixed 4.88000000 N N N N N N Hundsun Technologies Inc 3003003LS77D1DRDDE25 Hundsun Technologies Inc 000000000 2400.00000000 NS 34636.19000000 0.002343382328 Long EC CORP CN N 2 N N N Ayala Corp 254900QJ68UH8GKNGI69 Ayala Corp 000000000 2560.00000000 NS 41954.32000000 0.002838505392 Long EC CORP PH N 2 N N N CF Industries Inc 5FVKT86LAD2F40NPC183 CF Industries Inc 12527GAC7 505000.00000000 PA USD 527093.75000000 0.035661606526 Long DBT CORP US N 2 2023-06-01 Fixed 3.45000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 Life Storage LP 53227JAB0 350000.00000000 PA USD 392374.49000000 0.026546899243 Long DBT US N 2 2029-06-15 Fixed 4.00000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 VMware Inc 928563AC9 297000.00000000 PA USD 330236.91000000 0.022342854084 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 Duke Energy Corp 26441C204 6735.00000000 NS USD 664879.20000000 0.044983763169 Long EC CORP US N 1 N N N Allianz SE 529900K9B0N5BT694847 Allianz SE 000000000 3708.00000000 NS 924638.94000000 0.062558340062 Long EC CORP DE N 2 N N N Snowflake Inc 254900CJNSY1K7T53Z16 Snowflake Inc 833445109 389.00000000 NS USD 94060.20000000 0.006363835356 Long EC CORP US N 1 N N N PROLOGIS LP GL16H1DHB0QSHP25F723 Prologis LP 74340XBQ3 130000.00000000 PA USD 111060.48000000 0.007514024096 Long DBT US N 2 2050-10-15 Fixed 2.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L8M27 975266.56000000 PA USD 1046017.35000000 0.070770444831 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 3.04000000 N N N N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 Facebook Inc 30303M102 10550.00000000 NS USD 3668340.50000000 0.248189084987 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081103 5937.00000000 NS USD 232492.92000000 0.015729784375 Long EC CORP US N 1 N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 Fomento Economico Mexicano SAB de CV 344419AC0 340000.00000000 PA USD 357598.40000000 0.024194051694 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N Hoya Corp 353800X4VR3BHEUCJB42 Hoya Corp 000000000 5200.00000000 NS 689463.97000000 0.046647096104 Long EC CORP JP N 2 N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189TAR5 200000.00000000 PA USD 292317.84000000 0.019777361789 Long DBT CORP US N 2 2030-08-15 Fixed 7.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810QB7 350000.00000000 PA USD 479212.89000000 0.032422128939 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAV9 300000.00000000 PA USD 304740.68000000 0.020617854457 Long DBT US N 2 2032-03-15 Fixed 2.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828K74 700000.00000000 PA USD 736804.68000000 0.049850028737 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N Union Carbide Corp QE84C8O80MNLK8IFRL44 Union Carbide Corp 905581AS3 40000.00000000 PA USD 66510.09000000 0.004499876273 Long DBT CORP US N 2 2096-10-01 Fixed 7.75000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738AT5 155000.00000000 PA USD 167810.04000000 0.011353531734 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAT8 430000.00000000 PA USD 476837.90000000 0.032261444129 Long DBT CORP DK N 2 2024-01-12 Fixed 5.38000000 N N N N N N PTT PCL 549300QOGMPTKB6W7G56 PTT PCL 000000000 53100.00000000 NS 65443.06000000 0.004427684174 Long EC CORP TH N 2 N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAS5 801000.00000000 PA USD 930161.25000000 0.062931963248 Long DBT CORP US N 2 2028-04-15 Fixed 4.88000000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 Banco Nacional de Panama 059626AC5 300000.00000000 PA USD 290559.00000000 0.019658363869 Long DBT CORP PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AT7 1019000.00000000 PA USD 1243142.22000000 0.084107331391 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AR9 380000.00000000 PA USD 401850.00000000 0.027187984267 Long DBT CORP CH N 2 2027-02-11 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJZ3 365000.00000000 PA USD 368160.90000000 0.024908679251 Long DBT CORP US N 2 2029-06-14 Fixed 2.09000000 N N N N N N Jazz Pharmaceuticals PLC 635400GAUMJCLEZRRV50 Jazz Pharmaceuticals PLC 000000000 1046.00000000 NS USD 185811.44000000 0.012571453297 Long EC CORP IE N 1 N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 Kroger Co/The 501044DN8 250000.00000000 PA USD 284699.83000000 0.019261949730 Long DBT CORP US N 2 2050-01-15 Fixed 3.95000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 780082AD5 103000.00000000 PA USD 118054.15000000 0.007987195154 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 Mexico Government International Bond 91086QBG2 200000.00000000 PA USD 225788.00000000 0.015276149289 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.13000000 N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AG1 269000.00000000 PA USD 287001.78000000 0.019417692869 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Outfront Media Inc 549300RZWDYU5722I639 Outfront Media Inc 69007J106 15787.00000000 NS USD 379361.61000000 0.025666486212 Long EC US N 1 N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GEG0 230000.00000000 PA USD 247181.03000000 0.016723538521 Long DBT CORP US N 2 2030-04-09 Fixed 2.95000000 N N N N N N Countrywide Alternative Loan Trust N/A Alternative Loan Trust 2004-28CB 12667FYS8 208419.20000000 PA USD 211177.23000000 0.014287627739 Long ABS-MBS CORP US N 2 2035-01-25 Fixed 6.00000000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 Waste Connections Inc 94106B101 5061.00000000 NS USD 604435.23000000 0.040894302660 Long EC CORP CA N 1 N N N Regional Management Issuance Trust N/A Regional Management Issuance Trust 2019-1 75907TAB8 1600000.00000000 PA USD 1625703.36000000 0.109990288355 Long ABS-O CORP US N 2 2028-11-15 Fixed 3.43000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 000000000 18828.00000000 NS 288143.18000000 0.019494916622 Long EC CORP CH N 2 N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 Teck Resources Ltd 878742AZ8 419000.00000000 PA USD 510953.48000000 0.034569603523 Long DBT CORP CA N 2 2043-02-01 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AHNE6 309335.78000000 PA USD 275024.47000000 0.018607343445 Long ABS-MBS USGSE US N 2 2043-12-25 None 0.00000000 N N N N N N Mizuho Bank Ltd RB0PEZSDGCO3JS6CEU02 Mizuho Bank Ltd 60688XAP5 230000.00000000 PA USD 249492.50000000 0.016879925755 Long DBT CORP JP N 2 2024-09-25 Fixed 3.60000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 Aetna Inc 00817YAZ1 253000.00000000 PA USD 283152.23000000 0.019157243684 Long DBT CORP US N 2 2047-08-15 Fixed 3.88000000 N N N N N N Chemed Corp 54930020031IDJT2IM79 Chemed Corp 16359R103 723.00000000 NS USD 343063.50000000 0.023210663284 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343V104 13803.00000000 NS USD 773382.09000000 0.052324748278 Long EC CORP US N 1 N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 BHP Group Ltd 000000000 22651.00000000 NS 825064.44000000 0.055821423452 Long EC CORP AU N 2 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 Molina Healthcare Inc 60855R100 2442.00000000 NS USD 617972.52000000 0.041810195723 Long EC CORP US N 1 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 Suncor Energy Inc 867229AD8 300000.00000000 PA USD 398483.80000000 0.026960237116 Long DBT CORP CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N Rohm Co Ltd 5493009V2FGDEP7JFE59 Rohm Co Ltd 000000000 2500.00000000 NS 231108.51000000 0.015636119283 Long EC CORP JP N 2 N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 Welltower Inc 95040QAJ3 517000.00000000 PA USD 551133.29000000 0.037288050809 Long DBT US N 2 2030-01-15 Fixed 3.10000000 N N N N N N American Tower Truste I 5493004YGM0MQZJOEJ36 American Tower Trust #1 03027WAJ1 450000.00000000 PA USD 452158.52000000 0.030591710161 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.07000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389X105 6115.00000000 NS USD 475991.60000000 0.032204185970 Long EC CORP US N 1 N N N Business Jet Securities, LLC N/A Business Jet Securities 2019-1 LLC 12326QAA2 1165278.35000000 PA USD 1198720.67000000 0.081101900503 Long ABS-O CORP US N 2 2034-07-15 Fixed 4.21000000 N N N N N N Progress Residential Trust N/A Progress Residential 2018-SFR2 Trust 74332UAJ6 771000.00000000 PA USD 775284.52000000 0.052453461074 Long ABS-O CORP US N 2 2035-08-17 Fixed 4.66000000 N N N N N N CarMax Inc N/A CarMax Inc 143130102 1715.00000000 NS USD 221492.25000000 0.014985511530 Long EC CORP US N 1 N N N Cullen/Frost Bankers Inc 529900V2E9G9AY665O34 Cullen/Frost Bankers Inc 229899109 2344.00000000 NS USD 262528.00000000 0.017761869189 Long EC CORP US N 1 N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 000000000 51569.00000000 NS 328856.18000000 0.022249437969 Long EC CORP GB N 2 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513E101 7458.00000000 NS USD 636241.98000000 0.043046253434 Long EC CORP US N 1 N N N Carter's Inc 5299003WAQK4R3L3ZU36 Carter's Inc 146229109 4717.00000000 NS USD 486652.89000000 0.032925497367 Long EC CORP US N 1 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280AU3 200000.00000000 PA USD 221713.56000000 0.015000484711 Long DBT CORP GB N 2 2025-08-18 Fixed 4.25000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 Voya Financial Inc 929089100 1233.00000000 NS USD 75829.50000000 0.005130400032 Long EC CORP US N 1 N N N ACTIVISION BLIZZARD 549300TPQQDBP9GNOF40 Activision Blizzard Inc 00507VAP4 130000.00000000 PA USD 121695.65000000 0.008233568290 Long DBT CORP US N 2 2030-09-15 Fixed 1.35000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 Hasbro Inc 418056AZ0 371000.00000000 PA USD 412899.80000000 0.027935581103 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJP5 600000.00000000 PA USD 616880.38000000 0.041736304756 Long DBT CORP US N 2 2032-03-11 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L74C7 875765.38000000 PA USD 960086.30000000 0.064956603757 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.14000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAK4 615000.00000000 PA USD 681011.85000000 0.046075250625 Long DBT CORP US N 2 2028-07-22 Fixed 3.59000000 N N N N N N Credit Acceptance Auto Loan Trust N/A Credit Acceptance Auto Loan Trust 2021-2 22537CAA7 950000.00000000 PA USD 950645.91000000 0.064317894849 Long ABS-O CORP US N 2 2030-02-15 Fixed 0.96000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582CH3 100000.00000000 PA USD 106533.29000000 0.007207727790 Long DBT CORP NL N 2 2050-04-06 Fixed 3.25000000 N N N N N N Alstom SA 96950032TUYMW11FB530 Alstom SA 000000000 7413.00000000 NS 374364.64000000 0.025328405979 Long EC CORP FR N 2 N N N Naspers Ltd 21380044BQ8812EEKT59 Naspers Ltd 000000000 2053.00000000 NS 431042.30000000 0.029163049075 Long EC CORP ZA N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38145GAH3 460000.00000000 PA USD 500400.85000000 0.033855643740 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N XILINX INC 6EY4K7ZMF9UX1CU6KC79 Xilinx Inc 983919AK7 445000.00000000 PA USD 452823.77000000 0.030636719011 Long DBT CORP US N 2 2030-06-01 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418XEZ7 28553.51000000 PA USD 32425.03000000 0.002193781773 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 Leidos Inc 52532XAF2 80000.00000000 PA USD 90842.40000000 0.006146128510 Long DBT CORP US N 2 2030-05-15 Fixed 4.38000000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 CF Industries Inc 12527GAF0 312000.00000000 PA USD 377498.16000000 0.025540410688 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBJ3 50000.00000000 PA USD 53069.38000000 0.003590517527 Long DBT CORP US N 2 2026-09-06 Fixed 3.22000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468V4 590000.00000000 PA USD 580934.34000000 0.039304301845 Long DBT CORP US N 2 2026-12-10 Fixed 0.99000000 N N N N N N CAMILLO 2016 SFR1 N/A CAMILLO 2016 SFR1 12/23 5 133715AA0 973572.42000000 PA USD 999128.70000000 0.067598097242 Long ABS-O CORP US N 3 2023-12-05 Fixed 5.00000000 N N N N N N CVS Pass-Through Trust N/A CVS Pass-Through Trust 126650AN0 56878.82000000 PA USD 62211.36000000 0.004209036896 Long DBT CORP US N 2 2025-10-10 Fixed 6.20000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YBD0 882000.00000000 PA USD 912861.71000000 0.061761527460 Long DBT CORP JP N 2 2026-05-25 Fixed 2.23000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128M8RN6 293705.04000000 PA USD 327989.87000000 0.022190825993 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 Alphabet Inc 02079KAE7 329000.00000000 PA USD 300345.13000000 0.020320464524 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2006-HYB2 126694D21 312747.93000000 PA USD 297551.41000000 0.020131449679 Long ABS-MBS CORP US N 2 2036-04-20 Variable 2.88000000 N N N N N N American Homes 4 Rent N/A American Homes 4 Rent 2015-SFR1 02666AAE8 292500.00000000 PA USD 320337.99000000 0.021673122390 Long ABS-O CORP US N 2 2052-04-17 Fixed 5.64000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CP1 665000.00000000 PA USD 744841.38000000 0.050393768125 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DF1 190000.00000000 PA USD 237600.95000000 0.016075378600 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 Corporate Office Properties LP 22003BAM8 444000.00000000 PA USD 447187.13000000 0.030255360595 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 CommonSpirit Health 20268JAF0 140000.00000000 PA USD 145430.78000000 0.009839417092 Long DBT CORP US N 2 2030-10-01 Fixed 2.78000000 N N N N N N PERNOD RIC INTL FIN LLC 5493009254WI1A8WXT48 Pernod Ricard International Finance LLC 71427QAB4 270000.00000000 PA USD 256315.72000000 0.017341564670 Long DBT CORP US N 2 2031-04-01 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828XG0 500000.00000000 PA USD 510078.13000000 0.034510379927 Long DBT UST US N 2 2022-06-30 Fixed 2.13000000 N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp 539830BQ1 220000.00000000 PA USD 221097.03000000 0.014958772112 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N Nippon Steel Corp 35380065QWQ4U2V3PA33 Nippon Steel Corp 000000000 12600.00000000 NS 212485.71000000 0.014376155631 Long EC CORP JP N 2 N N N EBAY INC OML71K8X303XQONU6T67 eBay Inc 278642AY9 1100000.00000000 PA USD 1119808.12000000 0.075762910412 Long DBT CORP US N 2 2031-05-10 Fixed 2.60000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGK4 435000.00000000 PA USD 460589.68000000 0.031162137548 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A BAMLL Commercial Mortgage Securities Trust 2014-520M 05525MAG1 150000.00000000 PA USD 160639.04000000 0.010868363051 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.35000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136AMST7 909115.72000000 PA USD 955834.72000000 0.064668954410 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 2.72000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 Dow Chemical Co/The 260543BC6 150000.00000000 PA USD 152248.98000000 0.010300716369 Long DBT CORP US N 2 2021-09-15 Fixed 8.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131Y1WR7 818127.15000000 PA USD 900179.70000000 0.060903500116 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Orsted AS W9NG6WMZIYEU8VEDOG48 Orsted AS 000000000 3751.00000000 NS 526351.21000000 0.035611368462 Long EC CORP DK Y 2 N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 Crowdstrike Holdings Inc 22788C105 962.00000000 NS USD 241760.22000000 0.016356782525 Long EC CORP US N 1 N N N Samsung SDI Co Ltd 9884002AESDO4YW87G32 Samsung SDI Co Ltd 000000000 128.00000000 NS 79335.79000000 0.005367625259 Long EC CORP KR N 2 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 O'Reilly Automotive Inc 67103HAF4 142000.00000000 PA USD 159033.82000000 0.010759758606 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 124857AJ2 80000.00000000 PA USD 98019.69000000 0.006631722756 Long DBT CORP US N 2 2042-07-01 Fixed 4.85000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F022683 11340000.00000000 PA USD 11713865.63000000 0.792525555460 Long ABS-MBS USGSE US N 2 2051-08-12 Fixed 2.50000000 N N N N N N MTN Group 2549009JD6Q6XHZS5E05 MTN Group 000000000 11921.00000000 NS 86176.81000000 0.005830468469 Long EC CORP ZA N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468Y8 320000.00000000 PA USD 314679.86000000 0.021290310023 Long DBT CORP US N 2 2052-01-25 Fixed 2.80000000 N N N N N N Vericrest Opportunity Loan Transferee N/A VOLT XCIII LLC 92873CAA2 1591386.02000000 PA USD 1589544.79000000 0.107543906291 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 Qorvo Inc 74736KAH4 205000.00000000 PA USD 223392.60000000 0.015114083599 Long DBT CORP US N 2 2029-10-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L8CB8 944026.99000000 PA USD 1042765.78000000 0.070550453207 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.30000000 N N N N N N Blackstone Group Inc/The 5299004LW4QWGZUB8Y96 Blackstone Group Inc/The 09260D107 3929.00000000 NS USD 381663.06000000 0.025822195522 Long EC CORP US N 1 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VAM5 50000.00000000 PA USD 76873.12000000 0.005201008279 Long DBT CORP US N 2 2038-04-15 Fixed 7.55000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 Phillips 66 718546AW4 430000.00000000 PA USD 423203.77000000 0.028632717284 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N Structured Asset Mortgage Investments Inc N/A Structured Asset Mortgage Investments II Trust 2004-AR5 86359LDX4 21881.81000000 PA USD 21501.76000000 0.001454745583 Long ABS-MBS CORP US N 2 2034-10-19 Floating 0.75000000 N N N N N N ESTEE LAUDER CO INC 549300VFZ8XJ9NUPU221 Estee Lauder Cos Inc/The 29736RAQ3 770000.00000000 PA USD 813679.84000000 0.055051175037 Long DBT CORP US N 2 2030-04-15 Fixed 2.60000000 N N N N N N Nien Made Enterprise Co Ltd N/A Nien Made Enterprise Co Ltd 000000000 4000.00000000 NS 59362.94000000 0.004016321211 Long EC CORP TW N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132XVEG4 604066.05000000 PA USD 645407.26000000 0.043666349212 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AN7 160000.00000000 PA USD 182140.36000000 0.012323078865 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N WEX Inc T9M5IGROL1TL1G5OV478 WEX Inc 96208T104 2568.00000000 NS USD 497935.20000000 0.033688825143 Long EC CORP US N 1 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 Allstate Corp/The 020002101 1300.00000000 NS USD 169572.00000000 0.011472740744 Long EC CORP US N 1 N N N Xinyi Solar Holdings Ltd 529900QF7VIH03SB7Q08 Xinyi Solar Holdings Ltd 000000000 60000.00000000 NS 129515.86000000 0.008762660604 Long EC CORP KY N 2 N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDL7 350000.00000000 PA USD 352787.72000000 0.023868575292 Long DBT CORP US N 2 2031-06-10 Fixed 2.70000000 N N N N N N Landstar System Inc 254900CUQXQRL09MEI52 Landstar System Inc 515098101 1878.00000000 NS USD 296761.56000000 0.020078010761 Long EC CORP US N 1 N N N HANOVER INSURANCE GROUP JJYR6MFKFF6CF8DBZ078 Hanover Insurance Group Inc/The 410867AG0 130000.00000000 PA USD 130189.62000000 0.008808245216 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N CADILLAC FAIRVIEW PRP TR N/A Ontario Teachers' Cadillac Fairview Properties Trust 68327LAB2 201000.00000000 PA USD 221577.05000000 0.014991248847 Long DBT CORP CA N 2 2027-03-20 Fixed 3.88000000 N N N N N N AIR CANADA 2017-1A PTT N/A Air Canada 2017-1 Class A Pass Through Trust 00908PAB3 695856.00000000 PA USD 677629.79000000 0.045846430433 Long DBT CORP CA N 2 2030-01-15 Fixed 3.55000000 N N N N N N Top Glove Corp Bhd N/A Top Glove Corp Bhd 000000000 12800.00000000 NS 12857.04000000 0.000869869357 Long EC CORP MY N 2 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGR4 245000.00000000 PA USD 269873.75000000 0.018258860941 Long DBT CORP US N 2 2028-07-21 Fixed 3.59000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687FM3 108000.00000000 PA USD 106681.31000000 0.007217742386 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAC6 305000.00000000 PA USD 349995.33000000 0.023679650431 Long DBT CORP US N 2 2049-08-15 Fixed 4.15000000 N N N N N N Banc of America Funding Corporation N/A Banc of America Funding 2005-E Trust 05946XXQ1 239.34000000 PA USD 239.23000000 0.000016185595 Long ABS-MBS CORP US N 2 2035-03-20 Variable 2.98000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A NRZ Excess Spread-Collateralized Notes 62955WAA2 1150659.21000000 PA USD 1148154.22000000 0.077680723827 Long ABS-O CORP US N 2 2026-05-25 Fixed 3.23000000 N N N N N N NYSE Liffe N/A MSCI EMGMKT SEP21 XNLI 20210917 000000000 -535.00000000 NC USD 89700.00000000 0.006068837100 N/A DE US N 1 NYSE Liffe N/A Short ICE US MSCI Emerging Markets EM Index MESU1 Index 2021-09-17 -36598100.00000000 USD 89700.00000000 N N N Sendas Distribuidora SA N/A Sendas Distribuidora SA 000000000 3152.00000000 NS 54842.19000000 0.003710460616 Long EC CORP BR N 1 N N N Heineken NV 724500K5PTPSST86UQ23 Heineken NV 423012AA1 150000.00000000 PA USD 153426.82000000 0.010380405545 Long DBT CORP NL N 2 2022-04-01 Fixed 3.40000000 N N N N N N Eclat Textile Co Ltd N/A Eclat Textile Co Ltd 000000000 4000.00000000 NS 94176.76000000 0.006371721461 Long EC CORP TW N 2 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308HP5 170000.00000000 PA USD 173923.04000000 0.011767119261 Long DBT CORP US N 2 2026-03-01 Fixed 2.95000000 N N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 Avangrid Inc 05351WAA1 108000.00000000 PA USD 115474.30000000 0.007812650122 Long DBT CORP US N 2 2024-12-01 Fixed 3.15000000 N N N N N N Konami Holdings Corp 353800FC4A5QCMIZFV94 Konami Holdings Corp 000000000 5500.00000000 NS 330212.88000000 0.022341228285 Long EC CORP JP N 2 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 AmerisourceBergen Corp 03073E105 1096.00000000 NS USD 125481.04000000 0.008489676599 Long EC CORP US N 1 N N N Wiwynn Corp 254900FV2R15PMKXFL69 Wiwynn Corp 000000000 3000.00000000 NS 107348.59000000 0.007262888580 Long EC CORP TW N 2 N N N Bridgestone Corp 549300DHPOF90OYYD780 Bridgestone Corp 000000000 7500.00000000 NS 341261.98000000 0.023088777761 Long EC CORP JP N 2 N N Ecopetrol SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AK5 107000.00000000 PA USD 112746.97000000 0.007628127028 Long DBT CORP CO N 2 2025-01-16 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EN4Y2 1046424.48000000 PA USD 1143368.97000000 0.077356967944 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XAX8 655000.00000000 PA USD 692766.21000000 0.046870515910 Long DBT US N 2 2027-01-15 Fixed 2.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAE3 200000.00000000 PA USD 205225.53000000 0.013884953293 Long DBT CORP CH N 2 2023-08-15 Fixed 2.86000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 Baidu Inc 056752108 1191.00000000 NS USD 242844.90000000 0.016430168771 Long EC CORP KY N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BL4 380000.00000000 PA USD 435387.17000000 0.029457010148 Long DBT CORP GB N 2 2030-05-08 Fixed 4.45000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 369604BW2 305000.00000000 PA USD 340441.56000000 0.023033270566 Long DBT CORP US N 2 2030-05-01 Fixed 3.63000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31395NXA0 58476.15000000 PA USD 58713.01000000 0.003972348866 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 0.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31396NGH3 4371.91000000 PA USD 4140.45000000 0.000280130619 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBA9 140000.00000000 PA USD 157205.14000000 0.010636035518 Long DBT CORP US N 2 2042-06-01 Fixed 5.15000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBT2 126000.00000000 PA USD 141725.74000000 0.009588745027 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 SoftBank Group Corp 000000000 4800.00000000 NS 335928.71000000 0.022727944463 Long EC CORP JP N 2 N N N Zai Lab Ltd 549300P2UYQ9U5LY1T58 Zai Lab Ltd 98887Q104 740.00000000 NS USD 130972.60000000 0.008861219331 Long EC CORP KY N 1 N N N China Gas Holdings Ltd 254900KTSZLZ21VV8T33 China Gas Holdings Ltd 000000000 37000.00000000 NS 112939.99000000 0.007641186192 Long EC CORP BM N 2 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UBS4 490000.00000000 PA USD 498918.27000000 0.033755336756 Long DBT US N 2 2031-05-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31393BGN9 26395.21000000 PA USD 29821.62000000 0.002017642740 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 5.50000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A Penske Truck Leasing Co Lp / PTL Finance Corp 709599AH7 100000.00000000 PA USD 104319.09000000 0.007057921557 Long DBT CORP US N 2 2022-07-11 Fixed 4.88000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122DS4 575000.00000000 PA USD 551749.99000000 0.037329774910 Long DBT CORP US N 2 2050-11-13 Fixed 2.55000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585ABG6 78000.00000000 PA USD 83175.10000000 0.005627381635 Long DBT CORP US N 2 2023-05-01 Fixed 4.50000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 124857AM5 81000.00000000 PA USD 87521.41000000 0.005921440134 Long DBT CORP US N 2 2024-08-15 Fixed 3.70000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 Bayer AG 000000000 4508.00000000 NS 273735.97000000 0.018520167340 Long EC CORP DE N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 31300LLL7 15116.48000000 PA USD 15913.80000000 0.001076680711 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 2.41000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDE3 347000.00000000 PA USD 343437.37000000 0.023235958224 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N UNITED AIR 2016-2 AA PTT N/A United Airlines 2016-2 Class AA Pass Through Trust 90932EAA1 611237.37000000 PA USD 624334.35000000 0.042240618353 Long DBT CORP US N 2 2028-10-07 Fixed 2.88000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 24703TAG1 405000.00000000 PA USD 489127.61000000 0.033092929614 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N Tatneft PJSC 253400PAT768SVJMV121 Tatneft PJSC 876629205 1748.00000000 NS USD 74377.40000000 0.005032155234 Long EC CORP RU N 1 N N LPL Financial Holdings Inc 549300XROQ4Y8G2L7682 LPL Financial Holdings Inc 50212V100 3840.00000000 NS USD 518323.20000000 0.035068217014 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31398LZP6 11621.04000000 PA USD 10818.54000000 0.000731950467 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828Z60 7336000.00000000 PA USD 7391593.09000000 0.500093359820 Long DBT UST US N 2 2022-01-31 Fixed 1.38000000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 LyondellBasell Industries NV 000000000 874.00000000 NS USD 89908.38000000 0.006082935475 Long EC CORP NL N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PEF5 590000.00000000 PA USD 630499.38000000 0.042657726077 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468Q5 800000.00000000 PA USD 830934.34000000 0.056218563551 Long DBT CORP US N 2 2026-04-28 Fixed 2.19000000 N N N N N N Sanofi 549300E9PC51EN656011 Sanofi 000000000 5106.00000000 NS 534970.33000000 0.036194512668 Long EC CORP FR N 2 N N N Isuzu Motors Ltd 529900C0QSXVCC7AR494 Isuzu Motors Ltd 000000000 24500.00000000 NS 323520.41000000 0.021888435529 Long EC CORP JP N 2 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209S103 12222.00000000 NS USD 582744.96000000 0.039426803047 Long EC CORP US N 1 N N N Mitsubishi Electric Corp 549300TRXM9Y6561AX39 Mitsubishi Electric Corp 000000000 11600.00000000 NS 168369.41000000 0.011391377056 Long EC CORP JP N 2 N N N LKQ Corp DS830JTTZQN6GK0I2E41 LKQ Corp 501889208 10638.00000000 NS USD 523602.36000000 0.035425389389 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBP4 275000.00000000 PA USD 335525.63000000 0.022700673260 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 293791AT6 100000.00000000 PA USD 129238.16000000 0.008743872243 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAR2 629000.00000000 PA USD 605368.68000000 0.040957457130 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N Capgemini SE 96950077L0TN7BAROX36 Capgemini SE 000000000 4024.00000000 NS 772976.28000000 0.052297292372 Long EC CORP FR N 2 N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XBG4 275000.00000000 PA USD 265585.13000000 0.017968705577 Long DBT US N 2 2030-10-15 Fixed 1.88000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2004-AR10 Trust 92922FWZ7 453186.52000000 PA USD 461280.57000000 0.031208881125 Long ABS-MBS CORP US N 2 2044-07-25 Floating 1.19000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2006-A2 466247K93 9863.03000000 PA USD 9961.05000000 0.000673935226 Long ABS-MBS CORP US N 2 2033-11-25 Variable 2.51000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 Cox Communications Inc 224044CF2 230000.00000000 PA USD 279124.01000000 0.018884706215 Long DBT CORP US N 2 2035-02-01 Fixed 4.80000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 BP Capital Markets PLC 05565QDN5 794000.00000000 PA USD 869989.29000000 0.058860906132 Long DBT CORP GB N 2 2027-09-19 Fixed 3.28000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CBM6 300000.00000000 PA USD 307523.33000000 0.020806120338 Long DBT CORP US N 2 2041-06-15 Fixed 3.30000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VER1 979000.00000000 PA USD 1138074.47000000 0.076998757710 Long DBT CORP US N 2 2028-09-21 Fixed 4.33000000 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 Charter Communications Operating LLC / Charter Communications Operating Capital 161175BR4 230000.00000000 PA USD 271907.85000000 0.018396482140 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N ENEOS Holdings Inc 3538001KQ5SAOZSQTT44 ENEOS Holdings Inc 000000000 14800.00000000 NS 61933.66000000 0.004190248534 Long EC CORP JP N 2 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAJ1 420000.00000000 PA USD 441546.72000000 0.029873747111 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DA0 925000.00000000 PA USD 966607.17000000 0.065397786564 Long DBT CORP US N 2 2026-02-01 Fixed 2.75000000 N N N N N N Accton Technology Corp 529900M1YRZ0GWMDF920 Accton Technology Corp 000000000 12000.00000000 NS 142341.86000000 0.009630429887 Long EC CORP TW N 2 N N N Opteum Mortgage Acceptance Corporation N/A Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5 68383NCU5 441930.84000000 PA USD 440139.74000000 0.029778554999 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138LA5W5 903600.62000000 PA USD 969946.66000000 0.065623726595 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 3.08000000 N N N N N N RWE AG 529900GB7KCA94ACC940 RWE AG 000000000 11727.00000000 NS 424945.72000000 0.028750572477 Long EC CORP DE N 2 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AQ0 505000.00000000 PA USD 536807.32000000 0.036318797986 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A8Q52 99324.66000000 PA USD 100502.22000000 0.006799683404 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 0.59000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 Evergy Metro Inc 30037DAA3 212000.00000000 PA USD 215884.49000000 0.014606107049 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N DT Auto Owner Trust N/A DT Auto Owner Trust 2021-2 23345EAE5 582000.00000000 PA USD 583828.35000000 0.039500102015 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.10000000 N N N N N N Residential Accredit Loans, Inc. N/A RALI Series 2004-QA4 Trust 76110HZL6 16635.95000000 PA USD 16766.69000000 0.001134384730 Long ABS-MBS CORP US N 2 2034-09-25 Variable 3.09000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 124857AR4 93000.00000000 PA USD 98814.32000000 0.006685485075 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N Autobio Diagnostics Co Ltd 300300HTZSCUCA32U369 Autobio Diagnostics Co Ltd 000000000 4940.00000000 NS 57928.76000000 0.003919288827 Long EC CORP CN N 2 N N N Osaka Exchange 3538001249AILNPRUX57 TOPIX INDX FUTR SEP21 XOSE 20210909 000000000 21.00000000 NC -23887.39000000 -0.00161615026 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TOPIX Index TPU1 Index 2021-09-09 410683770.00000000 JPY -23887.39000000 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918CE2 367000.00000000 PA USD 389537.76000000 0.026354974469 Long DBT CORP US N 2 2052-03-17 Fixed 2.92000000 N N N N N N Hutchmed China Ltd 2138006X34YDQ6OBYE79 Hutchmed China Ltd 44842L103 1247.00000000 NS USD 48969.69000000 0.003313144609 Long EC CORP KY N 1 N N N Vinci SA 213800WFQ334R8UXUG83 Vinci SA 000000000 4539.00000000 NS 484336.96000000 0.032768808383 Long EC CORP FR N 2 N N N Aspen Technology Inc 529900B0MZWTVFG7CB96 Aspen Technology Inc 045327103 2788.00000000 NS USD 383461.52000000 0.025943874015 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810QD3 265000.00000000 PA USD 368815.82000000 0.024952989204 Long DBT UST US N 2 2039-11-15 Fixed 4.38000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UBR6 610000.00000000 PA USD 613347.77000000 0.041497298796 Long DBT US N 2 2028-05-15 Fixed 2.00000000 N N N N N N China Vanke Co Ltd 529900E66UJ2DWY7KW55 China Vanke Co Ltd 000000000 32500.00000000 NS 101715.54000000 0.006881773052 Long EC CORP CN N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371NPU3 4623.51000000 PA USD 5239.94000000 0.000354518865 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132J9AP3 133008.24000000 PA USD 143339.69000000 0.009697940118 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBC5 291000.00000000 PA USD 294204.56000000 0.019905011692 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWV2 398000.00000000 PA USD 445481.40000000 0.030139955940 Long DBT CORP US N 2 2029-04-23 Fixed 3.81000000 N N N N N N Impac CMB Trust N/A Impac CMB Trust Series 2005-8 45254NRH2 480952.93000000 PA USD 463084.61000000 0.031330937143 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.79000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BD74 357164.00000000 PA USD 357711.85000000 0.024201727386 Long ABS-MBS USGA US N 2 2062-12-20 Floating 0.45000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136AJLC8 851082.00000000 PA USD 904391.82000000 0.061188479716 Long ABS-MBS USGSE US N 2 2024-01-25 Variable 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136B2HA3 1342000.00000000 PA USD 1516307.41000000 0.102588881443 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.48000000 N N N N N N ABIOMED Inc 5493001EZN4ZTB4Z5887 ABIOMED Inc 003654100 148.00000000 NS USD 46192.28000000 0.003125233251 Long EC CORP US N 1 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UniCredit SpA 904678AW9 480000.00000000 PA USD 478419.65000000 0.032368460663 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98000000 N N N N N N Entergy Texas Inc LWXX58X12AJXISQ28573 Entergy Texas Inc 29365TAF1 45000.00000000 PA USD 48780.26000000 0.003300328335 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 Yum! Brands Inc 988498101 3374.00000000 NS USD 388111.22000000 0.026258458985 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CT0 190000.00000000 PA USD 212959.81000000 0.014408231837 Long DBT CORP US N 2 2025-05-01 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810PW2 2253000.00000000 PA USD 3103507.50000000 0.209974152257 Long DBT UST US N 2 2038-02-15 Fixed 4.38000000 N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 Anheuser-Busch InBev Finance Inc 03524BAF3 45000.00000000 PA USD 54751.20000000 0.003704304502 Long DBT CORP US N 2 2044-02-01 Fixed 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137ABB59 50215.62000000 PA USD 54084.74000000 0.003659213786 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000000 N N N N N N Countrywide Alternative Loan Trust N/A Alternative Loan Trust 2004-27CB 12667FWU5 194711.74000000 PA USD 192148.48000000 0.013000198709 Long ABS-MBS CORP US N 2 2034-12-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376RHF6 454266.93000000 PA USD 457852.32000000 0.030976935854 Long ABS-MBS USGA US N 2 2065-09-20 Floating 0.63000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 Commonwealth Edison Co 202795JJ0 170000.00000000 PA USD 193401.09000000 0.013084946602 Long DBT CORP US N 2 2046-06-15 Fixed 3.65000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787AQ0 580000.00000000 PA USD 559061.95000000 0.037824480530 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 salesforce.com Inc 79466LAK0 405000.00000000 PA USD 407966.90000000 0.027601835657 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 Quanta Services Inc 74762EAF9 370000.00000000 PA USD 384035.18000000 0.025982686156 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 Alliant Energy Finance LLC 01882YAC0 90000.00000000 PA USD 88692.35000000 0.006000662477 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N American Homes 4 Rent N/A American Homes 4 Rent 2014-SFR2 Trust 02665UAE5 150000.00000000 PA USD 164734.70000000 0.011145463312 Long ABS-O CORP US N 2 2036-10-17 Fixed 6.23000000 N N N N N N DELMARVA PWR & LIGHT CO NJ98T8DDD027ZFXUDB24 Delmarva Power & Light Co 247109BR1 337000.00000000 PA USD 382436.07000000 0.025874495096 Long DBT CORP US N 2 2042-06-01 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BC7 120000.00000000 PA USD 176669.76000000 0.011952954225 Long DBT CORP US N 2 2055-10-23 Fixed 6.83000000 N N N N N N Country Garden Services Holdings Co Ltd 549300P2JRKENZSEBB42 Country Garden Services Holdings Co Ltd 000000000 15000.00000000 NS 162088.02000000 0.010966396759 Long EC CORP KY N 2 N N N GAIF BOND ISSUER P/L 2138007UNQRHCRSBNZ86 GAIF Bond Issuer Pty Ltd 361435AA8 184000.00000000 PA USD 200225.32000000 0.013546653851 Long DBT CORP AU N 2 2026-09-30 Fixed 3.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810FT0 6024000.00000000 PA USD 8275705.30000000 0.559909781012 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31394MJJ0 48566.54000000 PA USD 50538.44000000 0.003419281601 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 5.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122DD7 386000.00000000 PA USD 430693.87000000 0.029139475330 Long DBT CORP US N 2 2027-11-15 Fixed 3.45000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PDT6 685000.00000000 PA USD 766672.83000000 0.051870819560 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 CSX Corp 126408HN6 223000.00000000 PA USD 288657.34000000 0.019529703169 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFT6 577000.00000000 PA USD 555801.02000000 0.037603855636 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 Devon Energy Corp 25179MAZ6 141000.00000000 PA USD 156995.67000000 0.010621863396 Long DBT CORP US N 2 2028-06-15 Fixed 5.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828U24 245000.00000000 PA USD 258666.41000000 0.017500605414 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N JPMorgan Value Advantage Fund 549300P7ZUUEK5GQXK57 JPMorgan Value Advantage Fund 46641U382 1504776.08200000 NS USD 64946135.70000000 4.394063744322 Long EC RF US N 1 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper Inc 26138EAX7 550000.00000000 PA USD 606600.85000000 0.041040822114 Long DBT CORP US N 2 2027-06-15 Fixed 3.43000000 N N N N N N Structured Asset Securities Corporation N/A Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003 26A 86359AS95 130716.10000000 PA USD 134779.24000000 0.009118765352 Long ABS-MBS CORP US N 2 2033-09-25 Variable 2.36000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2005-AR10 Trust 92922FW53 522688.67000000 PA USD 526445.39000000 0.035617740403 Long ABS-MBS CORP US N 2 2035-09-25 Variable 3.10000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 DJ US REAL ESTATE SEP21 XCBT 20210917 000000000 145.00000000 NC USD -171830.00000000 -0.01162551035 N/A DE US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Dow Jones U.S. Real Estate Index DJEU1 Index 2021-09-17 5926880.00000000 USD -171830.00000000 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 Atmos Energy Corp 049560AN5 180000.00000000 PA USD 194164.60000000 0.013136603434 Long DBT CORP US N 2 2027-06-15 Fixed 3.00000000 N N N N N N MASTR Alternative Loans Trust N/A MASTR Alternative Loan Trust 2004-4 576434PX6 19642.79000000 PA USD 20223.61000000 0.001368269728 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.50000000 N N N N N N MULTICARE HEALTH SYSTEM 549300OSCVFLGLKTTI33 MultiCare Health System 62548LAA0 120000.00000000 PA USD 118026.78000000 0.007985343381 Long DBT CORP US N 2 2050-08-15 Fixed 2.80000000 N N N N N N LL ABS Trust 2019-1 N/A LL ABS Trust 2019-1 50202AAA6 29792.45000000 PA USD 29814.48000000 0.002017159669 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.87000000 N N N N N N HERO Funding Trust 549300Z5C0ID42MSJA91 Hero Funding 2017-3 42771AAB2 399857.69000000 PA USD 417954.01000000 0.028277534026 Long ABS-O CORP KY N 2 2048-09-20 Fixed 3.95000000 N N N N N N CK Hutchison Holdings Ltd 254900Z8HM1VEPOQ2G79 CK Hutchison Holdings Ltd 000000000 16500.00000000 NS 128569.22000000 0.008698613738 Long EC CORP KY N 2 N N N Southern Power Co 5LADC78JBG2BMZD5XF57 Southern Power Co 843646AH3 465000.00000000 PA USD 567547.29000000 0.038398573576 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N INTACT US HOLDINGS INC N/A Intact US Holdings Inc 68245JAB6 250000.00000000 PA USD 262021.84000000 0.017727623898 Long DBT CORP US N 2 2022-11-09 Fixed 4.60000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBT1 120000.00000000 PA USD 117859.18000000 0.007974004060 Long DBT CORP US N 2 2040-09-25 Fixed 3.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AGZH8 297263.63000000 PA USD 258783.83000000 0.017508549704 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N CHILDREN'S HOSPITAL/DC 549300C1PQZDYQ6KZS51 Children's Hospital/DC 16876DAA6 180000.00000000 PA USD 178887.93000000 0.012103029056 Long DBT CORP US N 2 2050-07-15 Fixed 2.93000000 N N N N N N LEHMAN BROTHERS HOLDINGS 549300FDK6ZP3YIHRJ47 Lehman Brothers Holdings Inc 52522L590 899000.00000000 PA USD 699.87000000 0.000047351137 Long DBT CORP US N 2 2009-01-27 None 0.00000000 Y N N N N Coeur Mining Inc Coeur Mining Inc USD XXXX N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378AS36 63769.44000000 PA USD 74126.74000000 0.005015196319 Long ABS-MBS USGA US N 2 2038-12-20 Variable 5.88000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 Duke Energy Ohio Inc 26442EAH3 70000.00000000 PA USD 70343.54000000 0.004759236179 Long DBT CORP US N 2 2030-06-01 Fixed 2.13000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 International Flavors & Fragrances Inc 459506AS0 410000.00000000 PA USD 426521.96000000 0.028857216220 Long DBT CORP US N 2 2050-12-01 Fixed 3.47000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 084659BC4 165000.00000000 PA USD 159936.11000000 0.010820804883 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F022691 27590000.00000000 PA USD 28438177.02000000 1.924043074331 Long ABS-MBS USGSE US N 2 2051-09-15 Fixed 2.50000000 N N N N N N GlaxoSmithKline PLC 5493000HZTVUYLO1D793 GlaxoSmithKline PLC 000000000 15049.00000000 NS 295480.50000000 0.019991338025 Long EC CORP GB N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWZ3 275000.00000000 PA USD 313891.15000000 0.021236948234 Long DBT CORP US N 2 2029-05-01 Fixed 4.22000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WCX9 137000.00000000 PA USD 149024.47000000 0.010082555545 Long DBT CORP US N 2 2028-01-10 Fixed 3.00000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven Inc 817826AG5 235000.00000000 PA USD 219415.04000000 0.014844973635 Long DBT CORP US N 2 2051-02-10 Fixed 2.80000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2004-9 81744FDV6 89421.80000000 PA USD 87417.96000000 0.005914441013 Long ABS-MBS CORP US N 2 2034-10-20 Floating 0.77000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833LP3 346000.00000000 PA USD 343268.29000000 0.023224518770 Long DBT UST US N 2 2023-11-15 None 0.00000000 N N N N N Envestnet Inc 549300HLWZ5OKIDM8737 Envestnet Inc 29404K106 3823.00000000 NS USD 290012.78000000 0.019621408237 Long EC CORP US N 1 N N N Aurizon Holdings Ltd 5299005PC1O6NOWL3H48 Aurizon Holdings Ltd 000000000 30082.00000000 NS 83923.20000000 0.005677995872 Long EC CORP AU N 2 N N N Impac Secured Assets Corp. N/A Impac Secured Assets CMN Owner Trust 45254TNG5 25193.50000000 PA USD 26025.99000000 0.001760841624 Long ABS-MBS CORP US N 2 2033-08-25 Variable 5.14000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 Public Service Electric and Gas Co 74456QCD6 222000.00000000 PA USD 219884.68000000 0.014876748091 Long DBT CORP US N 2 2050-05-01 Fixed 2.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAQ1 815000.00000000 PA USD 861947.81000000 0.058316843344 Long DBT CORP US N 2 2024-04-24 Fixed 3.74000000 N N N N N N AMER AIRLINE 16-3 AA PTT N/A American Airlines 2016-3 Class AA Pass Through Trust 023771R91 379195.97000000 PA USD 385505.79000000 0.026082183286 Long DBT CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886FAE7 1024000.00000000 PA USD 971357.98000000 0.065719212339 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NatWest Markets PLC 63906YAB4 565000.00000000 PA USD 562286.92000000 0.038042672476 Long DBT CORP GB N 2 2024-08-12 Fixed 0.80000000 N N N N N N AGC Inc JE4WFFEELMVPFZ0G1E77 AGC Inc 000000000 3200.00000000 NS 134227.46000000 0.009081433546 Long EC CORP JP N 2 N N COOF Securitization Trust N/A COOF Securitization Trust 2014-1 Ltd 12631UAA3 96717.35000000 PA USD 8408.41000000 0.000568888189 Long ABS-O USGA US N 2 2040-06-25 Variable 3.02000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828YX2 420000.00000000 PA USD 438014.06000000 0.029634737768 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31397SHK3 537043.28000000 PA USD 579291.13000000 0.039193127109 Long ABS-MBS USGSE US N 2 2031-04-25 Fixed 3.50000000 N N N N N N Longfor Group Holdings Ltd 254900UJX27B2F1JYR13 Longfor Group Holdings Ltd 000000000 21500.00000000 NS 120455.16000000 0.008149640400 Long EC CORP KY Y 2 N N N PTC Inc 54930050SSMU8SKDJ030 PTC Inc 69370C100 2105.00000000 NS USD 297352.30000000 0.020117978485 Long EC CORP US N 1 N N N HARTFORD HEALTHCARE CORP 549300W3L482NUDOFF24 Hartford HealthCare Corp 41652PAC3 580000.00000000 PA USD 609380.97000000 0.041228916823 Long DBT CORP US N 2 2054-07-01 Fixed 3.45000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 617446448 9797.00000000 NS USD 898286.93000000 0.060775440887 Long EC CORP US N 1 N N N Realtek Semiconductor Corp 5299002E7F36O00MYY75 Realtek Semiconductor Corp 000000000 9000.00000000 NS 163122.48000000 0.011036385267 Long EC CORP TW N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBZ3 4280000.00000000 PA USD 4296718.75000000 0.290703301673 Long DBT UST US N 2 2028-04-30 Fixed 1.25000000 N N N N N N BOE Technology Group Co Ltd N/A BOE Technology Group Co Ltd 000000000 101100.00000000 NS 97635.05000000 0.006605699149 Long EC CORP CN N 2 N N N WestRock Co N/A WestRock Co 96145D105 3544.00000000 NS USD 188611.68000000 0.012760909265 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284M9 175000.00000000 PA USD 189847.66000000 0.012844532022 Long DBT UST US N 2 2025-04-30 Fixed 2.88000000 N N N N N N China CYTS Tours Holding Co Ltd N/A China CYTS Tours Holding Co Ltd 000000000 17100.00000000 NS 27787.88000000 0.001880045898 Long EC CORP CN N 2 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526BY4 133000.00000000 PA USD 142499.10000000 0.009641068281 Long DBT CORP DE N 2 2024-05-30 Fixed 3.70000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787107 3442.00000000 NS USD 559393.84000000 0.037846935227 Long EC CORP US N 1 N N N TEXAS HEALTH RESOURCES 54930008C10TUBW7Z611 Texas Health Resources 882484AC2 110000.00000000 PA USD 99735.38000000 0.006747801275 Long DBT CORP US N 2 2050-11-15 Fixed 2.33000000 N N N N N N Driven Brands Holdings Inc N/A Driven Brands Holdings Inc 26210V102 8882.00000000 NS USD 274631.44000000 0.018580752196 Long EC CORP US N 1 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 Ingersoll Rand Inc 45687V106 9394.00000000 NS USD 458521.14000000 0.031022186240 Long EC CORP US N 1 N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 OHIO ST UNIV 677632PA3 91000.00000000 PA USD 129032.15000000 0.008729934214 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31396HVT3 8946.74000000 PA USD 8399.54000000 0.000568288071 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BX1 77000.00000000 PA USD 74082.23000000 0.005012184904 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 000000000 63694.00000000 NS 243153.28000000 0.016451032851 Long EC CORP ES N 2 N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAG7 270000.00000000 PA USD 288607.29000000 0.019526316934 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N SLG Office Trust N/A SLG Office Trust 2021-OVA 78449RAA3 1390000.00000000 PA USD 1449620.71000000 0.098077056258 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.59000000 N N N N N N TIME WARNER ENTERTAINMEN N/A Time Warner Entertainment Co LP 88731EAJ9 260000.00000000 PA USD 394414.23000000 0.026684902028 Long DBT CORP US N 2 2033-07-15 Fixed 8.38000000 N N N N N N BeiGene Ltd 549300JFUK6FRD5MH739 BeiGene Ltd 07725L102 425.00000000 NS USD 145855.75000000 0.009868169307 Long EC CORP KY N 1 N N N OFFICE PPTY INCOME TRST N/A Office Properties Income Trust 38376AAB9 251000.00000000 PA USD 259172.46000000 0.017534843262 Long DBT US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31359GQB5 18450.30000000 PA USD 18520.16000000 0.001253019332 Long ABS-MBS USGSE US N 2 2024-02-25 Floating 0.74000000 N N N N N N Oversea-Chinese Banking Corp Ltd 5493007O3QFXCPOGWK22 Oversea-Chinese Banking Corp Ltd 000000000 29600.00000000 NS 263047.52000000 0.017797018378 Long EC CORP SG N 2 N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650CX6 827000.00000000 PA USD 950882.44000000 0.064333897770 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31419ADA2 18103.58000000 PA USD 20158.65000000 0.001363874727 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31359KWV5 32121.87000000 PA USD 32381.89000000 0.002190863048 Long ABS-MBS USGSE US N 2 2023-07-25 Floating 1.34000000 N N N N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 Monolithic Power Systems Inc 609839105 929.00000000 NS USD 346935.05000000 0.023472600923 Long EC CORP US N 1 N N N Merck KGaA 529900OAREIS0MOPTW25 Merck KGaA 000000000 1410.00000000 NS 270347.47000000 0.018290911437 Long EC CORP DE N 2 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 QUALCOMM Inc 747525103 3853.00000000 NS USD 550709.29000000 0.037259364221 Long EC CORP US N 1 N N N FTF 2019 1 A FRN 15 AUG 2020 N/A FTF 2019 1 A FRN 15 AUG 2020 FTF 2019 1 A FRN 15 AUG 2020 000000000 373346.38000000 PA USD 282809.88000000 0.019134081294 Long ABS-O CORP US N 2 2024-08-15 None 0.00000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd 000000000 70248.00000000 NS 1990464.05000000 0.134668919439 Long EC CORP KY N 2 N N N Fuyao Glass Industry Group Co Ltd 549300AS5CSLWETN0P64 Fuyao Glass Industry Group Co Ltd 000000000 9600.00000000 NS 67632.63000000 0.004575824014 Long EC CORP CN Y 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137GAFL6 332460.27000000 PA USD 356694.76000000 0.024132914080 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 4.00000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co 797440BY9 110000.00000000 PA USD 116458.75000000 0.007879255102 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CY9 295000.00000000 PA USD 349660.84000000 0.023657019825 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 Kroger Co/The 501044DF5 536000.00000000 PA USD 590912.73000000 0.039979410244 Long DBT CORP US N 2 2046-10-15 Fixed 3.88000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 3132HTZ66 351406.31000000 PA USD 368806.81000000 0.024952379614 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 3.00000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582CG5 1078000.00000000 PA USD 1150261.80000000 0.077823316466 Long DBT CORP NL N 2 2030-04-06 Fixed 2.75000000 N N N N N Diageo PLC 213800ZVIELEA55JMJ32 Diageo PLC 000000000 22566.00000000 NS 1080370.09000000 0.073094649770 Long EC CORP GB N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622AAUG7 999334.56000000 PA USD 1068363.39000000 0.072282311906 Long ABS-MBS USGA US N 2 2070-10-20 Variable 2.93000000 N N N N N N Siemens AG W38RGI023J3WT1HWRP32 Siemens AG 000000000 3935.00000000 NS 623461.13000000 0.042181538867 Long EC CORP DE N 2 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AM2 394000.00000000 PA USD 471427.13000000 0.031895367410 Long DBT CORP US N 2 2038-04-15 Fixed 4.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) SEP21 XCBT 20210930 000000000 -172.00000000 NC USD 32838.54000000 0.002221758638 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 5 Year US Treasury Note FVU1 Comdty 2021-09-30 -21262744.88000000 USD 32838.54000000 N N N Bidvest Group Ltd/The 5299002ARE4TRMIRGM72 Bidvest Group Ltd/The 000000000 4985.00000000 NS 66487.61000000 0.004498355343 Long EC CORP ZA N 2 N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd 000000000 15159.00000000 NS 320023.11000000 0.021651818539 Long EC CORP AU N 2 N N N Structured Asset Mortgage Investments Inc N/A Structured Asset Mortgage Investments II Trust 2005-AR5 86359LPF0 68896.29000000 PA USD 69818.81000000 0.004723734497 Long ABS-MBS CORP US N 2 2035-07-19 Floating 0.59000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DCE3 314000.00000000 PA USD 327737.50000000 0.022173751384 Long DBT CORP US N 2 2028-03-01 Fixed 4.13000000 N N N N N N NN Group NV 724500OHYNDT9OY6Q215 NN Group NV 000000000 9454.00000000 NS 445937.05000000 0.030170783873 Long EC CORP NL N 2 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122DJ4 171000.00000000 PA USD 233882.28000000 0.015823784370 Long DBT CORP US N 2 2045-08-15 Fixed 5.00000000 N N N N N N SK Hynix Inc 988400XAIK6XISWQV045 SK Hynix Inc 000000000 3263.00000000 NS 369429.03000000 0.024994477182 Long EC CORP KR N 2 N N N COMM Mortgage Trust N/A COMM 2013-SFS Mortgage Trust 12625EAC3 156000.00000000 PA USD 159839.16000000 0.010814245532 Long ABS-MBS CORP US N 2 2035-04-12 Variable 3.09000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 Brixmor Operating Partnership LP 11120VAK9 230000.00000000 PA USD 229925.57000000 0.015556085056 Long DBT US N 2 2028-04-01 Fixed 2.25000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513EAC5 390000.00000000 PA USD 400737.11000000 0.027112689416 Long DBT CORP US N 2 2050-07-01 Fixed 3.13000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 Lam Research Corp 512807108 2350.00000000 NS USD 1529145.00000000 0.103457434871 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38377UD88 249114.48000000 PA USD 340228.13000000 0.023018830523 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 5.00000000 N Y N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 17308CC53 771000.00000000 PA USD 817446.41000000 0.055306010040 Long DBT CORP US N 2 2030-11-05 Fixed 2.98000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BS1 719000.00000000 PA USD 693532.11000000 0.046922334442 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N Exelixis Inc 254900PJQB59O2O95R37 Exelixis Inc 30161Q104 6567.00000000 NS USD 119650.74000000 0.008095215719 Long EC CORP US N 1 N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp 655844BM9 130000.00000000 PA USD 149500.74000000 0.010114778566 Long DBT CORP US N 2 2042-10-01 Fixed 3.95000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 Ameren Corp 023608AK8 170000.00000000 PA USD 168365.20000000 0.011391092220 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 United Overseas Bank Ltd 000000000 3700.00000000 NS 71044.84000000 0.004806684066 Long EC CORP SG N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31396JMX0 96124.30000000 PA USD 102711.02000000 0.006949124289 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 5.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BV5 689000.00000000 PA USD 682000.12000000 0.046142114055 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AN0 333000.00000000 PA USD 407283.61000000 0.027555606273 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAE0 1151000.00000000 PA USD 1256143.85000000 0.084986983281 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 AutoZone Inc 053332102 78.00000000 NS USD 116393.16000000 0.007874817476 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397PGA2 12694.24000000 PA USD 11779.18000000 0.000796944532 Long ABS-MBS USGSE US N 2 2032-09-15 None 0.00000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2018-3 35563PGL7 2184698.75000000 PA USD 2385505.77000000 0.161396275588 Long ABS-MBS USGSE US N 2 2057-08-25 Variable 4.00000000 N N N N N N Huazhu Group Ltd 549300Y5ML31FVN83730 Huazhu Group Ltd 000000000 16500.00000000 NS 88510.88000000 0.005988384752 Long EC CORP KY N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31283G7D3 23164.80000000 PA USD 25970.24000000 0.001757069743 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NBH3 589000.00000000 PA USD 702142.49000000 0.047504887325 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 Corning Inc 219350BP9 464000.00000000 PA USD 520134.73000000 0.035190779784 Long DBT CORP US N 2 2049-11-15 Fixed 3.90000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 CSX Corp 126408HT3 515000.00000000 PA USD 467932.48000000 0.031658929711 Long DBT CORP US N 2 2051-05-15 Fixed 2.50000000 N N N N N N Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 529900MUF4C20K50JS49 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 000000000 1809.00000000 NS 495392.83000000 0.033516815897 Long EC CORP DE N 2 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 Ameriprise Financial Inc 03076C106 388.00000000 NS USD 96565.44000000 0.006533332496 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CP8 90000.00000000 PA USD 91133.73000000 0.006165839038 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189TAZ7 200000.00000000 PA USD 289282.17000000 0.019571977322 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMC3 725000.00000000 PA USD 728995.03000000 0.049321650881 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 03523TBT4 745000.00000000 PA USD 892333.61000000 0.060372656837 Long DBT CORP US N 2 2048-10-06 Fixed 4.44000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 152147204.38000000 PA USD 152147204.38000000 10.29383053141 Long RA CORP US N 2 Repurchase N 0.00000000 2021-07-01 155593400.00000000 USD 155190194.75577600 USD UST N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136BBSN3 1980000.00000000 PA USD 246027.28000000 0.016645479203 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 2.11000000 N N N N N N Lotte Chemical Corp 988400TPNFJZDPI94Y56 Lotte Chemical Corp 000000000 301.00000000 NS 70161.61000000 0.004746927333 Long EC CORP KR N 2 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BF2 844000.00000000 PA USD 1007225.02000000 0.068145870344 Long DBT CORP US N 2 2037-08-22 Fixed 3.88000000 N N N N N N Skshu Paint Co Ltd N/A Skshu Paint Co Ltd 000000000 3200.00000000 NS 87163.10000000 0.005897197938 Long EC CORP CN N 2 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225433AC5 350000.00000000 PA USD 379775.13000000 0.025694463754 Long DBT CORP CH N 2 2025-03-26 Fixed 3.75000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YBA6 272000.00000000 PA USD 285817.90000000 0.019337595044 Long DBT CORP JP N 2 2030-09-13 Fixed 2.87000000 N N N N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 Deutsche Post AG 000000000 11953.00000000 NS 812978.84000000 0.055003747447 Long EC CORP DE N 2 N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKG6 475000.00000000 PA USD 471872.68000000 0.031925512007 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 Eni SpA 26874RAJ7 206000.00000000 PA USD 234551.40000000 0.015869055053 Long DBT CORP IT N 2 2029-05-09 Fixed 4.25000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448ET1 72000.00000000 PA USD 82297.04000000 0.005567974689 Long DBT CORP US N 2 2040-03-19 Fixed 3.50000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216DP2 285000.00000000 PA USD 292149.69000000 0.019765985256 Long DBT CORP US N 2 2032-01-05 Fixed 2.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023BR5 200000.00000000 PA USD 204363.86000000 0.013826655245 Long DBT CORP US N 2 2026-06-15 Fixed 2.25000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 Otis Worldwide Corp 68902V107 3195.00000000 NS USD 261255.15000000 0.017675751917 Long EC CORP US N 1 N N N NEW ENGLAND POWER CO 549300DTVRGN9GYD5U85 New England Power Co 644188BF0 92000.00000000 PA USD 99801.58000000 0.006752280171 Long DBT CORP US N 2 2047-12-05 Fixed 3.80000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBU3 57000.00000000 PA USD 66627.78000000 0.004507838831 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust 92925DAB6 177374.56000000 PA USD 175967.25000000 0.011905424473 Long ABS-MBS CORP US N 2 2046-12-25 Floating 0.94000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAN1 10000000.00000000 PA USD 9998046.90000000 0.676438327297 Long DBT UST US N 2 2022-09-30 Fixed 0.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38377ULE6 113517.37000000 PA USD 121244.63000000 0.008203053609 Long ABS-MBS USGA US N 2 2033-01-16 Fixed 5.50000000 N N N N N N Copart Inc 549300KVYX3JWMYEHU61 Copart Inc 217204106 1882.00000000 NS USD 248104.06000000 0.016785988005 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807102 1192.00000000 NS USD 433208.56000000 0.029309611830 Long EC CORP US N 1 N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 Florida Power & Light Co 341081FH5 130000.00000000 PA USD 153363.25000000 0.010376104586 Long DBT CORP US N 2 2042-12-15 Fixed 3.80000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 Hartford Financial Services Group Inc/The 416515104 5255.00000000 NS USD 325652.35000000 0.022032676293 Long EC CORP US N 1 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278X109 3555.00000000 NS USD 333778.95000000 0.022582498050 Long EC CORP US N 1 N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co Ltd 000000000 8000.00000000 NS 267806.83000000 0.018119019238 Long EC CORP JP N 2 N N N Jiangsu Hengshun Vinegar Industry Co Ltd N/A Jiangsu Hengshun Vinegar Industry Co Ltd 000000000 12000.00000000 NS 35509.06000000 0.002402438135 Long EC CORP CN N 2 N N N Kinsale Capital Group Inc 529900QTUQHNZ6HOA508 Kinsale Capital Group Inc 49714P108 2648.00000000 NS USD 436310.96000000 0.029519511052 Long EC CORP US N 1 N N N Raia Drogasil SA N/A Raia Drogasil SA 000000000 16504.00000000 NS 81992.41000000 0.005547364322 Long EC CORP BR N 1 N N N EDP FINANCE BV 5299007L43AQDFOW5739 EDP Finance BV 26835PAH3 620000.00000000 PA USD 614659.95000000 0.041586077020 Long DBT CORP NL N 2 2028-01-24 Fixed 1.71000000 N N N N N N ENI USA INC N/A Eni USA Inc 51808BAE2 150000.00000000 PA USD 195806.87000000 0.013247714572 Long DBT CORP US N 2 2027-11-15 Fixed 7.30000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 McKesson Corp 58155Q103 1134.00000000 NS USD 216866.16000000 0.014672523942 Long EC CORP US N 1 N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd 55607PAG0 390000.00000000 PA USD 391480.05000000 0.026486384074 Long DBT CORP AU N 2 2032-06-23 Fixed 2.69000000 N N N N N N Tongwei Co Ltd 3003009CW4QYMCG0BH89 Tongwei Co Ltd 000000000 7600.00000000 NS 50894.46000000 0.003443368863 Long EC CORP CN N 2 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 SVB Financial Group 78486QAJ0 940000.00000000 PA USD 956732.00000000 0.064729661725 Long DBT CORP US N 2 2026-05-15 Fixed 4.00000000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A Chase Funding Trust Series 2003-5 161546GR1 576893.50000000 PA USD 557048.77000000 0.037688274717 Long ABS-O CORP US N 2 2033-07-25 Floating 0.69000000 N N N N N N MLCC Mortgage Investors Inc N/A Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E 589929Y36 170141.74000000 PA USD 172054.83000000 0.011640721690 Long ABS-MBS CORP US N 2 2028-10-25 Floating 0.71000000 N N N N N N Advantech Co Ltd 2549002OSTKE9HB9IY03 Advantech Co Ltd 000000000 8998.00000000 NS 111415.34000000 0.007538032875 Long EC CORP TW N 2 N N N MRCD Mortgage Trust N/A MRCD 2019-MARK Mortgage Trust 55348UAG3 1230000.00000000 PA USD 1281733.19000000 0.086718282456 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.72000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818FD5 698000.00000000 PA USD 775645.73000000 0.052477899476 Long DBT CORP US N 2 2039-08-15 Fixed 3.55000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 Regions Financial Corp 7591EP100 18028.00000000 NS USD 363805.04000000 0.024613974627 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MU2 385000.00000000 PA USD 396935.00000000 0.026855449882 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N FannieMae Whole Loan N/A Fannie Mae Trust 2002-W8 31392DP89 743998.79000000 PA USD 852537.20000000 0.057680149262 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 6.50000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd 556079AD3 390000.00000000 PA USD 388011.72000000 0.026251727109 Long DBT CORP AU N 2 2036-03-03 Fixed 3.05000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGG3 290000.00000000 PA USD 292860.07000000 0.019814047469 Long DBT CORP US N 2 2026-03-20 Fixed 1.45000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 DuPont de Nemours Inc 26078JAE0 385000.00000000 PA USD 507315.01000000 0.034323435387 Long DBT CORP US N 2 2038-11-15 Fixed 5.32000000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 National Retail Properties Inc 637417106 8466.00000000 NS USD 396886.08000000 0.026852140099 Long EC US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XBK5 83000.00000000 PA USD 79311.11000000 0.005365955483 Long DBT US N 2 2051-01-15 Fixed 2.95000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAM2 277000.00000000 PA USD 270875.53000000 0.018326638417 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.66000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 Schlumberger Holdings Corp 806851AK7 329000.00000000 PA USD 367665.61000000 0.024875169392 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 Keysight Technologies Inc 49338L103 1841.00000000 NS USD 284268.81000000 0.019232788189 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BR95 23717.89000000 PA USD 23882.00000000 0.001615785592 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 1.65000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 Kroger Co/The 501044101 955.00000000 NS USD 36586.05000000 0.002475304098 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BK84 20512.89000000 PA USD 20620.61000000 0.001395129576 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 1.65000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 Realty Income Corp 756109AV6 175000.00000000 PA USD 193136.60000000 0.013067051990 Long DBT US N 2 2025-04-15 Fixed 3.88000000 N N N N N N MASTR Seasoned Securitization Trust N/A MASTR Seasoned Securitization Trust 2004-2 55265WCB7 37625.87000000 PA USD 39268.63000000 0.002656799538 Long ABS-MBS CORP US N 2 2032-08-25 Variable 6.50000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 Niagara Mohawk Power Corp 65364UAN6 250000.00000000 PA USD 246231.33000000 0.016659284624 Long DBT CORP US N 2 2030-06-27 Fixed 1.96000000 N N N N N N Morgan Stanley Capital Inc N/A Morgan Stanley ABS Capital I Inc Trust 2004-NC8 61744CHT6 238983.48000000 PA USD 239799.13000000 0.016224100967 Long ABS-O CORP US N 2 2034-09-25 Floating 1.74000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828M56 52000.00000000 PA USD 55339.38000000 0.003744099024 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 Atlas Copco AB 000000000 8882.00000000 NS 543831.93000000 0.036794062354 Long EC CORP SE N 2 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AY4 757000.00000000 PA USD 755982.09000000 0.051147515663 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136ALYF2 842310.20000000 PA USD 895588.43000000 0.060592868346 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.02000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96949LAE5 146000.00000000 PA USD 177562.56000000 0.012013358436 Long DBT CORP US N 2 2048-03-01 Fixed 4.85000000 N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833DQ0 554000.00000000 PA USD 571820.27000000 0.038687670784 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810QZ4 1440000.00000000 PA USD 1721756.25000000 0.116488943231 Long DBT UST US N 2 2043-02-15 Fixed 3.13000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31397NZN8 21306.17000000 PA USD 23294.78000000 0.001576056021 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 5.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABX2 433000.00000000 PA USD 427141.51000000 0.028899133144 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 Duquesne Light Holdings Inc 266233AG0 435000.00000000 PA USD 472050.24000000 0.031937525192 Long DBT CORP US N 2 2027-08-01 Fixed 3.62000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 24703TAD8 670000.00000000 PA USD 804676.35000000 0.054442025492 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 Chevron USA Inc 166756AS5 200000.00000000 PA USD 221686.81000000 0.014998674885 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 Cimarex Energy Co 171798AD3 670000.00000000 PA USD 738621.83000000 0.049972971740 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Clicks Group Ltd 378900E967958A677472 Clicks Group Ltd 000000000 3781.00000000 NS 65052.79000000 0.004401279659 Long EC CORP ZA N 2 N N Certara Inc N/A Certara Inc 15687V109 7038.00000000 NS USD 199386.54000000 0.013489904473 Long EC CORP US N 1 N N N Rakuten Group Inc 529900IMXUCQKUL1H943 Rakuten Group Inc 000000000 11900.00000000 NS 134322.88000000 0.009087889382 Long EC CORP JP N 2 N N Synopsys Inc QG7T915N9S0NY5UKNE63 Synopsys Inc 871607107 859.00000000 NS USD 236903.61000000 0.016028198635 Long EC CORP US N 1 N N N S-Oil Corp 988400QTUXYDN8W3MZ32 S-Oil Corp 000000000 1450.00000000 NS 131976.20000000 0.008929119943 Long EC CORP KR N 2 N N N Haier Smart Home Co Ltd 3003002BYTNGNJTWSH07 Haier Smart Home Co Ltd 000000000 31400.00000000 NS 109596.49000000 0.007414974856 Long EC CORP CN N 2 N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 Phillips 66 Partners LP 718549AH1 205000.00000000 PA USD 215524.46000000 0.014581748482 Long DBT CORP US N 2 2029-12-15 Fixed 3.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468W2 380000.00000000 PA USD 379848.16000000 0.025699404748 Long DBT CORP US N 2 2024-01-25 Fixed 0.53000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 Eni SpA 26874RAG3 200000.00000000 PA USD 213579.77000000 0.014450176500 Long DBT CORP IT N 2 2023-09-12 Fixed 4.00000000 N N N N N N ALEXANDER FUNDING TRUST N/A Alexander Funding Trust 014621AA4 1665000.00000000 PA USD 1695913.52000000 0.114740500438 Long DBT CORP US N 2 2023-11-15 Fixed 1.84000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GT4 71000.00000000 PA USD 71062.36000000 0.004807869418 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833100 67775.00000000 NS USD 9282464.00000000 0.628024101522 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BZQ8 152613.45000000 PA USD 153259.07000000 0.010369056075 Long ABS-MBS USGA US N 2 2062-10-20 Floating 0.62000000 N N N N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 Nintendo Co Ltd 000000000 1200.00000000 NS 697997.21000000 0.047224429922 Long EC CORP JP N 2 N N N EastGroup Properties Inc 31TIGQQZC4P6JMHKSW85 EastGroup Properties Inc 277276101 2468.00000000 NS USD 405862.60000000 0.027459464933 Long EC US N 1 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 Erste Group Bank AG 000000000 13549.00000000 NS 497073.64000000 0.033630534538 Long EC CORP AT N 2 N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 Park Aerospace Holdings Ltd 70014LAA8 1040000.00000000 PA USD 1088203.62000000 0.073624643276 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 Nordea Bank Abp 65557FAD8 200000.00000000 PA USD 208878.09000000 0.014132074716 Long DBT CORP FI N 2 2022-09-21 Fixed 4.25000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2018-2 35563PFP9 2201233.08000000 PA USD 2389027.10000000 0.161634518376 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 4.00000000 N N N N N N Moelis & Co 549300891QNU7VTQUR83 Moelis & Co 60786M105 5793.00000000 NS USD 329563.77000000 0.022297311419 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31398LNP9 4.44000000 PA USD 0.03000000 0.000000002029 Long ABS-MBS USGSE US N 2 2024-12-15 Fixed 4.50000000 N N N N N N Al Rajhi Bank 558600BQZS4Y1DTU8589 Al Rajhi Bank 000000000 7390.00000000 NS 218709.01000000 0.014797205731 Long EC CORP SA N 2 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 Danaher Corp 235851102 630.00000000 NS USD 169066.80000000 0.011438560404 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 Lennar Corp 526057BZ6 105000.00000000 PA USD 114843.75000000 0.007769988971 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 Reynolds American Inc 761713BA3 120000.00000000 PA USD 145109.42000000 0.009817674824 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 WEA Finance LLC 92928QAH1 520000.00000000 PA USD 536977.16000000 0.036330288859 Long DBT US N 2 2027-01-15 Fixed 2.88000000 N N N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 TotalEnergies Capital International SA 89153VAV1 100000.00000000 PA USD 101451.15000000 0.006863885206 Long DBT CORP FR N 2 2050-05-29 Fixed 3.13000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GAY8 545000.00000000 PA USD 559659.94000000 0.037864938768 Long DBT CORP US N 2 2039-08-16 Fixed 3.00000000 N N N N N N Commerce Bancshares Inc/MO N/A Commerce Bancshares Inc/MO 200525103 3489.00000000 NS USD 260139.84000000 0.017600293336 Long EC CORP US N 1 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 Adecco Group AG 000000000 1585.00000000 NS 107682.36000000 0.007285470473 Long EC CORP CH N 2 N N N FMC GMSR ISSUER TR N/A FMC GMSR ISSUER TR 02/24 3.69 30259RAG0 1965000.00000000 PA USD 1965237.77000000 0.132962183832 Long ABS-MBS CORP US N 2 2024-02-25 Fixed 3.69000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SP4 290000.00000000 PA USD 244642.19000000 0.016551768104 Long DBT UST US N 2 2050-08-15 Fixed 1.38000000 N N N N N N Gold Key Resorts LLC 549300MORAF4RGEXUA95 Gold Key Resorts 2014-A LLC 38061LAA7 25385.58000000 PA USD 25692.45000000 0.001738275292 Long ABS-O CORP US N 2 2031-03-17 Fixed 3.22000000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A Chase Funding Trust Series 2003-2 161546EW2 246763.22000000 PA USD 239140.58000000 0.016179545419 Long ABS-O CORP US N 2 2033-02-25 Floating 0.65000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 Taiwan Semiconductor Manufacturing Co Ltd 000000000 98000.00000000 NS 2092777.03000000 0.141591113518 Long EC CORP TW N 2 N N N Han's Laser Technology Industry Group Co Ltd 300300MZXZR87BGKOZ23 Han's Laser Technology Industry Group Co Ltd 000000000 6300.00000000 NS 39380.79000000 0.002664387953 Long EC CORP CN N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397FVL3 10156.36000000 PA USD 9039.70000000 0.000611599406 Long ABS-MBS USGSE US N 2 2037-03-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31406PHB8 6954.78000000 PA USD 7744.27000000 0.000523954438 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Business Jet Securities, LLC N/A Business Jet Securities 2020-1 LLC 12327FAA5 592323.35000000 PA USD 603158.72000000 0.040807937763 Long ABS-O CORP US N 2 2035-11-15 Fixed 2.98000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 Welltower Inc 42217KAX4 140000.00000000 PA USD 198279.55000000 0.013415008799 Long DBT US N 2 2041-03-15 Fixed 6.50000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 Nomura Holdings Inc 65535HAS8 200000.00000000 PA USD 203349.30000000 0.013758013112 Long DBT CORP JP N 2 2030-07-16 Fixed 2.68000000 N N N N N N SART 2017 1 4.75 15 JUL 2024 N/A SART 2017 1 4.75 15 JUL 2024 000000000 704894.85000000 PA USD 706657.09000000 0.047810331829 Long DBT CORP US N 2 2024-07-15 Fixed 4.75000000 N N N N N N MASTR Alternative Loans Trust N/A MASTR Alternative Loan Trust 2003-8 576434KC7 582.39000000 PA USD 574.10000000 0.000038841910 Long ABS-MBS CORP US N 2 2018-11-25 None 0.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBQ5 20000.00000000 PA USD 22914.98000000 0.001550359874 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N Indymac Home Equity Loan Asset-Backed Trust N/A Home Equity Mortgage Loan Asset-Backed Trust Series SPMD 2004-B 456606FH0 105323.64000000 PA USD 104960.75000000 0.007101334377 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.39000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AL3 116000.00000000 PA USD 127901.60000000 0.008653444540 Long DBT CORP CO N 2 2026-06-26 Fixed 5.38000000 N N N N N N Roku Inc 549300KR6ITU0YIR1T71 Roku Inc 77543R102 897.00000000 NS USD 411947.25000000 0.027871134383 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397JR97 100385.84000000 PA USD 116588.36000000 0.007888024132 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 5.50000000 N N N N N N Amoy Diagnostics Co Ltd N/A Amoy Diagnostics Co Ltd 000000000 2500.00000000 NS 40269.60000000 0.002724522212 Long EC CORP CN N 2 N N N Diamond Resorts Owner Trust N/A Diamond Resorts Owner Trust 2018-1 252724AA7 329211.12000000 PA USD 342934.81000000 0.023201956498 Long ABS-O CORP US N 2 2031-01-21 Fixed 3.70000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738AV0 145000.00000000 PA USD 175023.69000000 0.011841585990 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCF0 758000.00000000 PA USD 774107.50000000 0.052373827377 Long DBT CORP US N 2 2026-09-01 Fixed 3.95000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 Starbucks Corp 855244AM1 223000.00000000 PA USD 245554.74000000 0.016613508542 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 Lennox International Inc 526107107 1318.00000000 NS USD 462354.40000000 0.031281533291 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886F107 1232.00000000 NS USD 688121.28000000 0.046556253663 Long EC CORP US N 1 N N N JB HUNT TRANSPRT SVCS 549300XCD1MPI1C5GK90 JB Hunt Transport Services Inc 445658CF2 215000.00000000 PA USD 239217.32000000 0.016184737421 Long DBT CORP US N 2 2026-03-01 Fixed 3.88000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RBE3 230000.00000000 PA USD 231712.53000000 0.015676985492 Long DBT US N 2 2032-04-01 Fixed 2.55000000 N N N N N N FREMF Mortgage Trust N/A FREMF 2016-K722 Mortgage Trust 30295AAN8 440000.00000000 PA USD 463187.96000000 0.031337929499 Long ABS-MBS USGSE US N 2 2049-07-25 Variable 3.99000000 N N N N N N Saudi National Bank/The 5586006ZEFQ542K7CY16 Saudi National Bank/The 000000000 13811.00000000 NS 212103.02000000 0.014350263956 Long EC CORP SA N 2 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PED0 260000.00000000 PA USD 266398.08000000 0.018023707373 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N Credicorp Ltd 529900UYAEYQCQ2BKB17 Credicorp Ltd 000000000 801.00000000 NS USD 97009.11000000 0.006563349897 Long EC CORP BM N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AR8 514000.00000000 PA USD 569167.91000000 0.038508219939 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFM6 378000.00000000 PA USD 414931.69000000 0.028073052780 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92556HAD9 21000.00000000 PA USD 24264.66000000 0.001641675237 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N ICU Medical Inc 5493003NRW7LS2QZRH60 ICU Medical Inc 44930G107 1331.00000000 NS USD 273919.80000000 0.018532604735 Long EC CORP US N 1 N N N LFT CRE 2021-FL1, LLC N/A LFT CRE 2021-FL1 Ltd 50203JAG3 1420000.00000000 PA USD 1420004.12000000 0.096073285242 Long ABS-CBDO CORP KY N 2 2039-06-15 Floating 2.05000000 N N N N N N Home Equity Asset Trust N/A Home Equity Asset Trust 22541N3S6 475807.28000000 PA USD 476500.53000000 0.032238618671 Long ABS-MBS CORP US N 2 2033-08-25 Floating 1.38000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 Southwestern Electric Power Co 845437BN1 120000.00000000 PA USD 131954.55000000 0.008927655168 Long DBT CORP US N 2 2045-04-01 Fixed 3.90000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 BOC Aviation Ltd 09681LAD2 210000.00000000 PA USD 213751.28000000 0.014461780360 Long DBT CORP SG N 2 2022-09-18 Fixed 2.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 22535WAH0 762000.00000000 PA USD 750533.10000000 0.050778853092 Long DBT CORP FR N 2 2027-01-26 Fixed 1.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CT4 200000.00000000 PA USD 205740.35000000 0.013919784494 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80000000 N N N N N N KGS-Alpha SBA COOF Trust N/A KGS-Alpha SBA COOF Trust 2014-2 48249GAA2 165694.18000000 PA USD 13557.43000000 0.000917255676 Long ABS-O USGA US N 2 2040-04-25 Variable 3.57000000 N N N N N N Postal Savings Bank of China Co Ltd 300300C1040311005298 Postal Savings Bank of China Co Ltd 000000000 194000.00000000 NS 130677.59000000 0.008841259825 Long EC CORP CN Y 2 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GY3 280000.00000000 PA USD 253754.08000000 0.017168251673 Long DBT CORP US N 2 2051-02-01 Fixed 2.95000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017CA5 198000.00000000 PA USD 235727.46000000 0.015948623799 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 Seven & i Holdings Co Ltd 000000000 6900.00000000 NS 328991.40000000 0.022258586555 Long EC CORP JP N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828WE6 400000.00000000 PA USD 422937.50000000 0.028614702242 Long DBT UST US N 2 2023-11-15 Fixed 2.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398PQB8 10335.19000000 PA USD 10425.81000000 0.000705379515 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 0.69000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A BAMLL Commercial Mortgage Securities Trust 2012-PARK 05524UAA7 100000.00000000 PA USD 103165.64000000 0.006979882536 Long ABS-MBS CORP US N 2 2030-12-10 Fixed 2.96000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 Appalachian Power Co 037735CZ8 239000.00000000 PA USD 247365.31000000 0.016736006362 Long DBT CORP US N 2 2031-04-01 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31398QK30 198750.51000000 PA USD 210064.16000000 0.014212320709 Long ABS-MBS USGSE US N 2 2025-06-15 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PDY5 541000.00000000 PA USD 548303.50000000 0.037096595575 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Magnitogorsk Iron & Steel Works PJSC 253400XSJ4C01YMCXG44 Magnitogorsk Iron & Steel Works PJSC 000000000 54851.00000000 NS USD 45448.50000000 0.003074911292 Long EC CORP RU N 2 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBV1 120000.00000000 PA USD 120660.00000000 0.008163499270 Long DBT CORP GB N 2 2081-06-04 Fixed 3.25000000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 Bon Secours Mercy Health Inc 09778PAC9 205000.00000000 PA USD 212429.56000000 0.014372356688 Long DBT CORP US N 2 2050-06-01 Fixed 3.21000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 Taiwan Semiconductor Manufacturing Co Ltd 874039100 2595.00000000 NS USD 311815.20000000 0.021096495587 Long EC CORP TW N 1 N N N Jiangsu Hengli Hydraulic Co Ltd N/A Jiangsu Hengli Hydraulic Co Ltd 000000000 8051.00000000 NS 107056.76000000 0.007243144224 Long EC CORP CN N 2 N N N KINDER MORGAN INC/DELAWA 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAJ0 250000.00000000 PA USD 303670.18000000 0.020545427588 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31359VLW1 11667.96000000 PA USD 13143.64000000 0.000889259866 Long ABS-MBS USGSE US N 2 2029-03-25 Fixed 6.00000000 N N N N N N Signature Bank/New York NY VLP5AP0XK2GM6GKD1007 Signature Bank/New York NY 82669G104 2560.00000000 NS USD 628864.00000000 0.042547081096 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36241KZU5 70497.16000000 PA USD 73768.13000000 0.004990933825 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.00000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 Teck Resources Ltd 878742AW5 275000.00000000 PA USD 359649.26000000 0.024332806825 Long DBT CORP CA N 2 2041-07-15 Fixed 6.25000000 N N N N N N Vericrest Opportunity Loan Transferee N/A VOLT XCII LLC 91835MAA9 456573.70000000 PA USD 456594.61000000 0.030891842909 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136BDXR4 3669681.17000000 PA USD 504136.03000000 0.034108354989 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 2.12000000 N N N N N N Vericrest Opportunity Loan Transferee N/A VOLT C LLC 91835DAA9 795990.67000000 PA USD 796325.22000000 0.053877012699 Long ABS-MBS CORP US N 2 2051-05-25 Variable 1.99000000 N N N N N N GLENCORE FINANCE CANADA 5493005TTO0UJ33KCK70 Glencore Finance Canada Ltd 98417EAR1 128000.00000000 PA USD 165297.92000000 0.011183569113 Long DBT CORP CA N 2 2042-10-25 Fixed 5.55000000 N N N N N N Kunlun Energy Co Ltd 5299007GRIKP15GM4927 Kunlun Energy Co Ltd 000000000 62000.00000000 NS 57174.50000000 0.003868257823 Long EC CORP BM N 2 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122DL9 235000.00000000 PA USD 306759.63000000 0.020754450651 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 Anthem Inc 94973VAY3 89000.00000000 PA USD 110446.06000000 0.007472454253 Long DBT CORP US N 2 2042-05-15 Fixed 4.63000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 Vonovia SE 000000000 4446.00000000 NS 287420.99000000 0.019446055379 Long EC CORP DE N 2 N N N Vericrest Opportunity Loan Transferee N/A VOLT XCVI LLC 92873FAA5 953898.85000000 PA USD 954394.02000000 0.064571480903 Long ABS-MBS CORP US N 2 2051-03-27 Variable 2.12000000 N N N N N N China Pacific Insurance Group Co Ltd 529900BA5ILEL308WX03 China Pacific Insurance Group Co Ltd 000000000 30200.00000000 NS 95100.65000000 0.006434229130 Long EC CORP CN N 2 N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 Nomura Holdings Inc 65535HAP4 450000.00000000 PA USD 472843.71000000 0.031991209029 Long DBT CORP JP N 2 2025-01-16 Fixed 2.65000000 N N N N N N MASTR Asset Securitization Trust N/A MASTR Asset Securitization Trust 2003-11 55265K2U2 32437.08000000 PA USD 32942.62000000 0.002228800383 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 5.25000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 Alimentation Couche-Tard Inc 01626PAM8 190000.00000000 PA USD 197339.56000000 0.013351411851 Long DBT CORP CA N 2 2030-01-25 Fixed 2.95000000 N N N N N Tianma Microelectronics Co Ltd 300300KWFVVYL0LL8S83 Tianma Microelectronics Co Ltd 000000000 31100.00000000 NS 68250.62000000 0.004617635393 Long EC CORP CN N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140K1J72 1108071.22000000 PA USD 1237840.76000000 0.083748650264 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 Florida Power & Light Co 341081EQ6 100000.00000000 PA USD 135701.02000000 0.009181130264 Long DBT CORP US N 2 2034-04-01 Fixed 5.63000000 N N N N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 Mid-America Apartment Communities Inc 59522J103 4100.00000000 NS USD 690522.00000000 0.046718679289 Long EC US N 1 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAL9 400000.00000000 PA USD 404648.10000000 0.027377295450 Long DBT CORP ES N 2 2026-03-25 Fixed 1.85000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 Prudential Financial Inc 744320102 1946.00000000 NS USD 199406.62000000 0.013491263027 Long EC CORP US N 1 N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust 2017-1 26208EAG9 134067.87000000 PA USD 134692.40000000 0.009112890014 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.84000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 Celanese US Holdings LLC 15089QAJ3 350000.00000000 PA USD 373994.07000000 0.025303334307 Long DBT CORP US N 2 2024-05-08 Fixed 3.50000000 N N N N N N MercadoLibre Inc 549300DKPDN9M5S8GB14 MercadoLibre Inc 58733R102 32.00000000 NS USD 49849.28000000 0.003372655071 Long EC CORP US N 1 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 ArcelorMittal SA 000000000 4896.00000000 NS 150070.43000000 0.010153322109 Long EC CORP LU N 2 N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 Union Electric Co 906548CR1 423000.00000000 PA USD 453584.96000000 0.030688218878 Long DBT CORP US N 2 2030-03-15 Fixed 2.95000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VCZ5 315000.00000000 PA USD 405036.30000000 0.027403559915 Long DBT CORP US N 2 2055-03-15 Fixed 4.67000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 Evergy Metro Inc 485134BM1 50000.00000000 PA USD 65595.71000000 0.004438012023 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 BP Capital Markets PLC 05565QCS5 230000.00000000 PA USD 250516.21000000 0.016949186951 Long DBT CORP GB N 2 2024-11-04 Fixed 3.54000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CW3 500000.00000000 PA USD 673782.36000000 0.045586124682 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N China Merchants Bank Co Ltd 549300MKO5B60FFIHF58 China Merchants Bank Co Ltd 000000000 33000.00000000 NS 281577.22000000 0.019050683159 Long EC CORP CN N 2 N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 Duke Energy Carolinas LLC 26442CBB9 270000.00000000 PA USD 280632.29000000 0.018986751985 Long DBT CORP US N 2 2031-04-15 Fixed 2.55000000 N N N N N N ANR Pipeline Co N/A ANR Pipeline Co 001814AR3 50000.00000000 PA USD 51508.60000000 0.003484919762 Long DBT CORP US N 2 2021-11-01 Fixed 9.63000000 N N N N N N American Homes 4 Rent N/A American Homes 4 Rent 2014-SFR3 Trust 02665XAE9 175000.00000000 PA USD 191616.79000000 0.012964226133 Long ABS-O CORP US N 2 2036-12-17 Fixed 6.42000000 N N N N N N VM DEBT 2019 1 TR N/A VM DEBT 2019 1 TR 06/24 7.5 91834VAA0 1073978.38000000 PA USD 1073978.38000000 0.072662205547 Long ABS-O CORP US N 2 2024-06-15 Fixed 7.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAV3 8485000.00000000 PA USD 8075333.59000000 0.546353222846 Long DBT UST US N 2 2030-11-15 Fixed 0.88000000 N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 Texas Eastern Transmission LP 882384AC4 129000.00000000 PA USD 131660.00000000 0.008907726785 Long DBT CORP US N 2 2022-10-15 Fixed 2.80000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABM8 500000.00000000 PA USD 504500.00000000 0.034132980124 Long DBT CORP US N 2 2023-09-18 Fixed 1.25000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810PX0 1600000.00000000 PA USD 2236124.99000000 0.151289613160 Long DBT UST US N 2 2038-05-15 Fixed 4.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBD6 694000.00000000 PA USD 748887.64000000 0.050667526128 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N GRAY OAK PIPELINE LLC N/A Gray Oak Pipeline LLC 38937LAB7 509000.00000000 PA USD 535098.16000000 0.036203161268 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 Shire Acquisitions Investments Ireland DAC 82481LAD1 605000.00000000 PA USD 657041.86000000 0.044453511889 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAD4 250000.00000000 PA USD 263987.50000000 0.017860614649 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N Goodgreen Trust N/A GOODGREEN 2017 R1 10/51 5 38218AAA3 752501.85000000 PA USD 748739.34000000 0.050657492587 Long ABS-O CORP US N 2 2051-10-20 Fixed 5.00000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 DTE Electric Co 23338VAE6 93000.00000000 PA USD 106288.52000000 0.007191167374 Long DBT CORP US N 2 2045-03-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31392JK65 27578.07000000 PA USD 28397.39000000 0.001921283545 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 5.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863BA7 330000.00000000 PA USD 337725.58000000 0.022849515380 Long DBT CORP GB N 2 2031-03-17 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RB6 2530000.00000000 PA USD 2911575.38000000 0.196988591826 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N BVRT FINANCING TRUST N/A BVRT FINANCING TRUST BVRT 2020 3F A 144A 07326VAA1 1069537.86000000 PA USD 1069537.86000000 0.072361773077 Long ABS-MBS CORP US N 3 2022-11-10 Variable 3.15000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 TWDC Enterprises 18 Corp 25468PCX2 120000.00000000 PA USD 136573.01000000 0.009240126532 Long DBT CORP US N 2 2042-12-01 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31419AN52 132813.53000000 PA USD 148259.39000000 0.010030792491 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N CarMax Auto Owner Trust N/A CarMax Auto Owner Trust 2017-3 14314WAH4 906000.00000000 PA USD 911568.00000000 0.061673998862 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.46000000 N N N N N N Focus Financial Partners Inc 5493006FFJCGLZ246V12 Focus Financial Partners Inc 34417P100 7002.00000000 NS USD 339597.00000000 0.022976130131 Long EC CORP US N 1 N N N SPAR Group Ltd/The N/A SPAR Group Ltd/The 000000000 6088.00000000 NS 77118.93000000 0.005217639058 Long EC CORP ZA N 2 N N N Siam Cement PCL/The 529900SEH9QK8ZZDCQ89 Siam Cement PCL/The 000000000 7100.00000000 NS 96586.58000000 0.006534762765 Long EC CORP TH N 2 N N N Prudential PLC 5493001Z3ZE83NGK8Y12 Prudential PLC 000000000 20653.00000000 NS 392399.26000000 0.026548575108 Long EC CORP GB N 2 N N N T-Mobile US Inc 549300QHIJYOHPACPG31 T-Mobile US Inc 872590104 7274.00000000 NS USD 1053493.42000000 0.071276253649 Long EC CORP US N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 Novartis AG 000000000 18750.00000000 NS 1708727.37000000 0.115607447687 Long EC CORP CH N 2 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 Kimberly-Clark Corp 494368103 3451.00000000 NS USD 461674.78000000 0.031235552209 Long EC CORP US N 1 N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591CS9 874000.00000000 PA USD 1301003.51000000 0.088022055398 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 Mettler-Toledo International Inc 592688105 175.00000000 NS USD 242434.50000000 0.016402402319 Long EC CORP US N 1 N N N UNITED AIR 2019-1 AA PTT N/A United Airlines 2019-1 Class AA Pass Through Trust 90931CAA6 379161.70000000 PA USD 415051.10000000 0.028081131708 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31394VX39 51159.71000000 PA USD 46121.34000000 0.003120433660 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828YQ7 10000000.00000000 PA USD 10362109.40000000 0.701069720907 Long DBT UST US N 2 2026-10-31 Fixed 1.63000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38144GAE1 374000.00000000 PA USD 380657.20000000 0.025754142005 Long DBT CORP US N 2 2026-05-10 Fixed 3.80000000 N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust 2003-10 36228FXX9 7193.36000000 PA USD 7472.84000000 0.000505590285 Long ABS-MBS CORP US N 2 2033-10-25 Variable 2.82000000 N N N N N N ACRE TL 2017 A FRN 15 DEC 2020 N/A ACRE TL 2017 A FRN 15 DEC 2020 ACRE TL 2017 99T1RDOZC 000000000 646363.63000000 PA USD 646363.63000000 0.043731054382 Long LON CORP US N 2 2020-12-15 None 0.00000000 N N N N N N Koninklijke DSM NV 724500SNT1MK246AHP04 Koninklijke DSM NV 000000000 1514.00000000 NS 282568.52000000 0.019117751589 Long EC CORP NL N 2 N N N DCC PLC 213800UPS1QEE4TD3T45 DCC PLC 000000000 2277.00000000 NS 186403.63000000 0.012611519123 Long EC CORP IE N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622A2MQ2 550166.56000000 PA USD 596053.03000000 0.040327187762 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 4.25000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PBE7 392000.00000000 PA USD 420776.58000000 0.028468500776 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYA6 1075000.00000000 PA USD 1072434.61000000 0.072557758628 Long DBT CORP US N 2 2027-03-09 Fixed 1.43000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AT7 250000.00000000 PA USD 277315.91000000 0.018762375508 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N Sumitomo Electric Industries Ltd 5493005SP87FL5TOS202 Sumitomo Electric Industries Ltd 000000000 21800.00000000 NS 321618.43000000 0.021759753179 Long EC CORP JP N 2 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162CR9 423000.00000000 PA USD 441130.79000000 0.029845606516 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N GOODMAN US FIN THREE N/A Goodman US Finance Three LLC 38239JAA9 151000.00000000 PA USD 163766.62000000 0.011079965878 Long DBT US N 2 2028-03-15 Fixed 3.70000000 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 Healthcare Trust of America Holdings LP 42225UAG9 635000.00000000 PA USD 675092.24000000 0.045674747294 Long DBT US N 2 2030-02-15 Fixed 3.10000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 Travelers Cos Inc/The 89417E109 830.00000000 NS USD 124259.30000000 0.008407017278 Long EC CORP US N 1 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 AIA Group Ltd 000000000 88600.00000000 NS 1101181.05000000 0.074502657865 Long EC CORP HK N 2 N N N Kimberly-Clark de Mexico SAB de CV 549300JGHL56QT00KT54 Kimberly-Clark de Mexico SAB de CV 000000000 35601.00000000 NS 63240.26000000 0.004278649232 Long EC CORP MX N 1 N N N CONAGRA BRANDS INC 54930035UDEIH090K650 Conagra Brands Inc 205887CF7 350000.00000000 PA USD 341745.52000000 0.023121492649 Long DBT CORP US N 2 2027-11-01 Fixed 1.38000000 N N N N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 Charter Communications Inc 16119P108 1094.00000000 NS USD 789266.30000000 0.053399427018 Long EC CORP US N 1 N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co Ltd 874060AY2 535000.00000000 PA USD 541064.91000000 0.036606853952 Long DBT CORP JP N 2 2040-07-09 Fixed 3.03000000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 Encompass Health Corp 29261A100 5891.00000000 NS USD 459674.73000000 0.031100234733 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RAZ5 1030000.00000000 PA USD 1020672.19000000 0.069055666154 Long DBT CORP FR N 2 2026-12-14 Fixed 1.49000000 N N N N N N AIR CANADA 2015-2AA PTT N/A Air Canada 2015-2 Class AA Pass Through Trust 009088AA3 948616.60000000 PA USD 985774.10000000 0.066694564445 Long DBT CORP CA N 2 2027-12-15 Fixed 3.75000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 Tyson Foods Inc 902494AY9 140000.00000000 PA USD 181528.79000000 0.012281701845 Long DBT CORP US N 2 2044-08-15 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132G7FN0 429861.03000000 PA USD 461621.03000000 0.031231915643 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L83S1 1190026.35000000 PA USD 1291491.52000000 0.087378502246 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 2.94000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BN1 996000.00000000 PA USD 1088748.46000000 0.073661505541 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828TJ9 500000.00000000 PA USD 508515.63000000 0.034404665791 Long DBT UST US N 2 2022-08-15 Fixed 1.63000000 N N N N N Goodgreen Trust N/A Goodgreen 2017-1 Trust 38217VAA8 103302.57000000 PA USD 109256.87000000 0.007391997169 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.74000000 N N N N N N CK Asset Holdings Ltd 5299006GJZSGP78B8S35 CK Asset Holdings Ltd 000000000 22000.00000000 NS 151874.61000000 0.010275387600 Long EC CORP KY N 2 N N N Ayala Land Inc 254900EWT10TQ6DKTV34 Ayala Land Inc 000000000 57900.00000000 NS 42759.30000000 0.002892967962 Long EC CORP PH N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31339DMW5 30805.14000000 PA USD 36023.11000000 0.002437217240 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Hon Hai Precision Industry Co Ltd 30030004CM3GSZXX7O56 Hon Hai Precision Industry Co Ltd 000000000 38000.00000000 NS 152750.11000000 0.010334621345 Long EC CORP TW N 2 N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust 2019-3 26209WAG8 1000000.00000000 PA USD 1039945.10000000 0.070359614328 Long ABS-O CORP US N 2 2026-10-15 Fixed 3.18000000 N N N N N N Fubon Financial Holding Co Ltd 549300G7Y2TS2XNIB476 Fubon Financial Holding Co Ltd 000000000 61000.00000000 NS 161790.94000000 0.010946297203 Long EC CORP TW N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT SEP21 XCBT 20210921 000000000 -139.00000000 NC USD -252904.41000000 -0.01711076551 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYU1 Comdty 2021-09-21 -20208329.97000000 USD -252904.41000000 N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 Shire Acquisitions Investments Ireland DAC 82481LAC3 134000.00000000 PA USD 140211.58000000 0.009486301433 Long DBT CORP IE N 2 2023-09-23 Fixed 2.88000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 000000000 26700.00000000 NS 2008268.61000000 0.135873523389 Long EC CORP KY N 2 N N N NIO Inc 549300JBU4TV5OCKJV96 NIO Inc 62914V106 3088.00000000 NS USD 164281.60000000 0.011114807904 Long EC CORP KY N 1 N N N APT Pipelines Ltd 261700SS8OEHDOCOUJ33 APT Pipelines Ltd 00205GAD9 216000.00000000 PA USD 244092.96000000 0.016514608824 Long DBT CORP AU N 2 2027-07-15 Fixed 4.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119CB3 645000.00000000 PA USD 645225.75000000 0.043654068782 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361702 7746.00000000 NS USD 335091.96000000 0.022671332429 Long EC CORP US N 1 N N N Centex Home Equity N/A Centex Home Equity Loan Trust 2004-A 152314JD3 536733.37000000 PA USD 531973.51000000 0.035991756677 Long ABS-MBS CORP US N 2 2034-01-25 Floating 0.69000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAR1 129000.00000000 PA USD 144210.10000000 0.009756829488 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N KE Holdings Inc 254900RHVY072XPAZE03 KE Holdings Inc 482497104 2900.00000000 NS USD 138272.00000000 0.009355075178 Long EC CORP KY N 1 N N N Five9 Inc 254900MXP6EWY0SFFR59 Five9 Inc 338307101 1032.00000000 NS USD 189258.48000000 0.012804669843 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBQ7 419000.00000000 PA USD 420622.90000000 0.028458103242 Long DBT CORP GB N 2 2024-12-10 Fixed 1.01000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833LQ1 654000.00000000 PA USD 647513.14000000 0.043808826834 Long DBT UST US N 2 2024-02-15 None 0.00000000 N N N N N N Credito Real USA Auto Receivables Trust N/A Credito Real USA Auto Receivables Trust 2021-1 22551EAA4 589150.68000000 PA USD 589253.37000000 0.039867142847 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.35000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368BGS1 117000.00000000 PA USD 129111.31000000 0.008735289946 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80000000 N N N N N N Shenzhen Mindray Bio-Medical Electronics Co Ltd N/A Shenzhen Mindray Bio-Medical Electronics Co Ltd 000000000 1200.00000000 NS 89153.36000000 0.006031853052 Long EC CORP CN N 2 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LS8 2441000.00000000 PA USD 2674569.31000000 0.180953461050 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GBN1 1277000.00000000 PA USD 1347413.44000000 0.091162014206 Long DBT CORP US N 2 2030-10-15 Fixed 2.61000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAA6 869000.00000000 PA USD 955048.55000000 0.064615764469 Long DBT CORP NL N 2 2027-05-25 Fixed 3.63000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 Park Aerospace Holdings Ltd 70014LAB6 155000.00000000 PA USD 170402.98000000 0.011528962397 Long DBT CORP KY N 2 2024-02-15 Fixed 5.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206RGQ9 335000.00000000 PA USD 387805.68000000 0.026237787051 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 Cheniere Corpus Christi Holdings LLC 16412XAG0 875000.00000000 PA USD 1018892.41000000 0.068935251495 Long DBT CORP US N 2 2027-06-30 Fixed 5.13000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027XAU4 965000.00000000 PA USD 1083521.35000000 0.073307854715 Long DBT US N 2 2029-03-15 Fixed 3.95000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBE0 681000.00000000 PA USD 681505.75000000 0.046108666440 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280AH2 375000.00000000 PA USD 522012.20000000 0.035317803859 Long DBT CORP GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CS6 360000.00000000 PA USD 359725.01000000 0.024337931846 Long DBT CORP GB N 2 2025-05-24 Fixed 0.98000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2003-S3 Trust 929227T30 18670.65000000 PA USD 19087.62000000 0.001291412000 Long ABS-MBS CORP US N 2 2033-06-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BS37 429616.48000000 PA USD 431173.67000000 0.029171937181 Long ABS-MBS USGA US N 2 2063-04-20 Floating 0.59000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834107 4191.00000000 NS USD 220823.79000000 0.014940285500 Long EC CORP US N 1 N N N Yamato Holdings Co Ltd N/A Yamato Holdings Co Ltd 000000000 2300.00000000 NS 65421.49000000 0.004426224812 Long EC CORP JP N 2 N N N NORDSTROM INC 549300S3IZB5P35KNV16 Nordstrom Inc 655664AW0 339000.00000000 PA USD 354077.61000000 0.023955845440 Long DBT CORP US N 2 2031-08-01 Fixed 4.25000000 N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 Healthpeak Properties Inc 40414LAR0 236000.00000000 PA USD 260835.87000000 0.017647384670 Long DBT US N 2 2029-07-15 Fixed 3.50000000 N N N N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 Enable Midstream Partners LP 292480AJ9 435000.00000000 PA USD 474404.04000000 0.032096776349 Long DBT CORP US N 2 2044-05-15 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJL4 320000.00000000 PA USD 312330.06000000 0.021131329495 Long DBT CORP US N 2 2031-10-24 Fixed 1.92000000 N N N N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 National Retail Properties Inc 637417AK2 80000.00000000 PA USD 86475.77000000 0.005850695220 Long DBT US N 2 2027-10-15 Fixed 3.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BH1 200000.00000000 PA USD 225839.55000000 0.015279637009 Long DBT CORP GB N 2 2026-11-23 Fixed 4.38000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 Nationwide Building Society 63859UBF9 550000.00000000 PA USD 544863.00000000 0.036863821505 Long DBT CORP GB N 2 2025-08-28 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132H3XT5 141871.85000000 PA USD 153196.98000000 0.010364855249 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGB4 245000.00000000 PA USD 261961.90000000 0.017723568535 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136AW7J0 930000.00000000 PA USD 1021632.90000000 0.069120664955 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 3.06000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AT5 540000.00000000 PA USD 528903.32000000 0.035784036688 Long DBT CORP CH N 2 2027-02-02 Fixed 1.31000000 N N N N N N Alexion Pharmaceuticals Inc M1YXUUZR0EIMU8T0EM75 Alexion Pharmaceuticals Inc 015351109 710.00000000 NS USD 130434.10000000 0.008824786011 Long EC CORP US N 1 N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05583JAG7 698000.00000000 PA USD 727020.62000000 0.049188068131 Long DBT CORP FR N 2 2025-01-14 Fixed 2.38000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCL3 244000.00000000 PA USD 302656.91000000 0.020476872732 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N Performance Food Group Co 549300EUK8GR9IT1YK57 Performance Food Group Co 71377A103 10109.00000000 NS USD 490185.41000000 0.033164497238 Long EC CORP US N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857L108 354.00000000 NS USD 774583.86000000 0.052406056487 Long EC CORP US N 1 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 T Rowe Price Group Inc 74144T108 3209.00000000 NS USD 635285.73000000 0.042981556383 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828XX3 161000.00000000 PA USD 168383.36000000 0.011392320872 Long DBT UST US N 2 2024-06-30 Fixed 2.00000000 N N N N N N Thor Industries Inc 254900XZO1228PDSG060 Thor Industries Inc 885160101 2915.00000000 NS USD 329395.00000000 0.022285892939 Long EC CORP US N 1 N N N Chase Mortgage Finance Corporation N/A Chase Mortgage Finance Trust Series 2007-A1 161630AW8 167754.08000000 PA USD 173167.66000000 0.011716012481 Long ABS-MBS CORP US N 2 2037-02-25 Variable 2.70000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYB4 370000.00000000 PA USD 378420.86000000 0.025602837845 Long DBT CORP US N 2 2032-04-22 Fixed 2.62000000 N N N N N N AMER AIRLN 14-1 A PTT N/A American Airlines 2014-1 Class A Pass Through Trust 02377AAA6 113916.60000000 PA USD 115819.80000000 0.007836025632 Long DBT CORP US N 2 2028-04-01 Fixed 3.70000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2003-2 81743PAP1 18632.97000000 PA USD 18550.53000000 0.001255074076 Long ABS-MBS CORP US N 2 2033-06-20 Floating 0.75000000 N N N N N N Innovent Biologics Inc 25490058ONL9SCIE1R22 Innovent Biologics Inc 000000000 12500.00000000 NS 145779.40000000 0.009863003692 Long EC CORP KY Y 2 N N N HACKENSACK MERIDIAN HLTH 5493001CB3OCWTEJY668 Hackensack Meridian Health Inc 404530AC1 480000.00000000 PA USD 471025.61000000 0.031868201752 Long DBT CORP US N 2 2041-09-01 Fixed 2.68000000 N N N N N N Aptiv PLC N/A Aptiv PLC 000000000 840.00000000 NS USD 132157.20000000 0.008941365868 Long EC CORP JE N 1 N N N XPeng Inc N/A XPeng Inc 98422D105 2385.00000000 NS USD 105941.70000000 0.007167702557 Long EC CORP KY N 1 N N N Bid Corp Ltd N/A Bid Corp Ltd 000000000 4930.00000000 NS 106889.17000000 0.007231805580 Long EC CORP ZA N 2 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AN5 250000.00000000 PA USD 237222.14000000 0.016049749434 Long DBT CORP FR N 2 2041-01-11 Fixed 2.81000000 N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967JT9 358000.00000000 PA USD 399989.37000000 0.027062099536 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N VNO Mortgage Trust N/A VNDO 2012-6AVE Mortgage Trust 91830CAA6 544235.00000000 PA USD 559017.89000000 0.037821499561 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 3.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 Merck & Co Inc 58933Y105 8341.00000000 NS USD 648679.57000000 0.043887744043 Long EC CORP US N 1 N N N Safran SA 969500UIC89GT3UL7L24 Safran SA 000000000 3441.00000000 NS 477053.03000000 0.032275999189 Long EC CORP FR N 2 N N N Equinix Inc 549300EVUN2BTLJ3GT74 Equinix Inc 29444U700 663.00000000 NS USD 532123.80000000 0.036001924854 Long EC US N 1 N N N NYSE Liffe N/A MSCI EAFE SEP21 XNLI 20210917 000000000 162.00000000 NC USD -453600.00000000 -0.03068923644 N/A DE US N 1 NYSE Liffe N/A Long MSCI EAFE Index MFSU1 Index 2021-09-17 19116810.00000000 USD -453600.00000000 N N N PACIFIC LIFE INSURANCE C 8WC3XYHE06SQFW7CQK10 Pacific Life Insurance Co 69448FAA9 124000.00000000 PA USD 142472.28000000 0.009639253719 Long DBT CORP US N 2 2067-10-24 Fixed 4.30000000 N N N N N N StepStone Group Inc N/A StepStone Group Inc 85914M107 7721.00000000 NS USD 265602.40000000 0.017969874014 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31395VG60 29800.42000000 PA USD 31518.28000000 0.002132433745 Long ABS-MBS USGSE US N 2 2025-06-15 Fixed 5.00000000 N N N N N N Kyowa Kirin Co Ltd 529900TBXKVTQGYA3582 Kyowa Kirin Co Ltd 000000000 9200.00000000 NS 326279.31000000 0.022075094555 Long EC CORP JP N 2 N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAC9 345000.00000000 PA USD 365737.79000000 0.024744738784 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBH3 984000.00000000 PA USD 968519.63000000 0.065527177960 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N International Container Terminal Services Inc 254900FU1MWK0I0Q4J61 International Container Terminal Services Inc 000000000 14720.00000000 NS 49363.19000000 0.003339767657 Long EC CORP PH N 2 N N N Allegro.eu SA 222100VRLXV3FPMG4982 Allegro.eu SA 000000000 6246.00000000 NS 107490.83000000 0.007272512118 Long EC CORP LU Y 2 N N N AIR CANADA 2017-1AA PTT N/A Air Canada 2017-1 Class AA Pass Through Trust 00908PAA5 151728.00000000 PA USD 153620.05000000 0.010393478916 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N PEPPERDINE UNIV 549300G0RVHY0VSFWD76 Pepperdine University 71338QAC0 230000.00000000 PA USD 230114.14000000 0.015568843145 Long DBT CORP US N 2 2059-12-01 Fixed 3.30000000 N N N N N N Cooper Cos Inc/The QJKMVPIGLH7530PCUE20 Cooper Cos Inc/The 216648402 520.00000000 NS USD 206060.40000000 0.013941438132 Long EC CORP US N 1 N N N UDR INC P3CH2EG5X6Z1XWU1OO74 UDR Inc 90265EAU4 240000.00000000 PA USD 224458.06000000 0.015186169476 Long DBT US N 2 2033-03-15 Fixed 1.90000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 046353AG3 90000.00000000 PA USD 107233.46000000 0.007255099224 Long DBT CORP GB N 2 2042-09-18 Fixed 4.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital 549300TPZNMN50BJ3745 Charter Communications Operating LLC / Charter Communications Operating Capital 161175BT0 1034000.00000000 PA USD 1188444.97000000 0.080406676987 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N GRAY OAK PIPELINE LLC N/A Gray Oak Pipeline LLC 38937LAA9 305000.00000000 PA USD 311030.15000000 0.021043381423 Long DBT CORP US N 2 2023-09-15 Fixed 2.00000000 N N N N N N Broadridge Financial Solutions Inc 549300KZDJZQ2YIHRC28 Broadridge Financial Solutions Inc 11133T103 2954.00000000 NS USD 477159.62000000 0.032283210754 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810ST6 2100000.00000000 PA USD 1887375.00000000 0.127694218756 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 HP Inc 40434LAB1 165000.00000000 PA USD 176787.88000000 0.011960945875 Long DBT CORP US N 2 2027-06-17 Fixed 3.00000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 Alimentation Couche-Tard Inc 01626PAP1 600000.00000000 PA USD 619896.04000000 0.041940335406 Long DBT CORP CA N 2 2041-05-13 Fixed 3.44000000 N N N N N STERIS PLC N/A STERIS PLC 000000000 2006.00000000 NS USD 413837.80000000 0.027999043413 Long EC CORP IE N 1 N N N Mississippi Power Co LNZ0J6YZ5SC6ILIRU850 Mississippi Power Co 605417CB8 140000.00000000 PA USD 157602.01000000 0.010662886570 Long DBT CORP US N 2 2028-03-30 Fixed 3.95000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 S&P Global Inc 78409V104 3174.00000000 NS USD 1302768.30000000 0.088141455878 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AA6 522000.00000000 PA USD 559980.35000000 0.037886616762 Long DBT CORP CH N 2 2030-08-13 Fixed 3.13000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAE3 195000.00000000 PA USD 196540.62000000 0.013297357930 Long DBT CORP GB N 2 2040-09-02 Fixed 3.30000000 N N N N N N Equity LifeStyle Properties Inc 529900PEQG66LENB6798 Equity LifeStyle Properties Inc 29472R108 1374.00000000 NS USD 102101.94000000 0.006907915735 Long EC US N 1 N N N West Pharmaceutical Services Inc 5493007NKRGM1RJQ1P16 West Pharmaceutical Services Inc 955306105 1464.00000000 NS USD 525722.40000000 0.035568825035 Long EC CORP US N 1 N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 Dow Chemical Co/The 260543DC4 469000.00000000 PA USD 464253.83000000 0.031410043116 Long DBT CORP US N 2 2030-11-15 Fixed 2.10000000 N N N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 HDFC Bank Ltd 40415F101 1287.00000000 NS USD 94105.44000000 0.006366896160 Long EC CORP IN N 1 N N N HERO Funding Trust N/A HERO Funding Trust 2017-1A 42771XAC0 307005.71000000 PA USD 323315.02000000 0.021874539448 Long ABS-O CORP US N 2 2047-09-20 Fixed 4.46000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A PRPM 2021-2 LLC 69359UAA3 874008.29000000 PA USD 875544.97000000 0.059236787034 Long ABS-MBS CORP US N 2 2026-03-25 Variable 2.12000000 N N N N N N ASB BANK LIMITED 549300IBZWZL1KTPF918 ASB Bank Ltd 00216LAC7 535000.00000000 PA USD 570784.67000000 0.038617605146 Long DBT CORP NZ N 2 2024-05-23 Fixed 3.13000000 N N N N N N NAVER Corp 988400ULUQYDB2HQYJ61 NAVER Corp 000000000 643.00000000 NS 238380.77000000 0.016128138918 Long EC CORP KR N 2 N N N Morgan Stanley Capital Inc N/A Morgan Stanley ABS Capital I Inc Trust 2004-NC2 61744CBJ4 176969.21000000 PA USD 175599.29000000 0.011880529386 Long ABS-MBS CORP US N 2 2033-12-25 Floating 0.92000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076CG5 280000.00000000 PA USD 259212.44000000 0.017537548191 Long DBT CORP US N 2 2051-03-15 Fixed 2.38000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160CL6 156000.00000000 PA USD 177622.19000000 0.012017392826 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N Waters Corp 5T547R1474YC9HOD8Q74 Waters Corp 941848103 230.00000000 NS USD 79490.30000000 0.005378078949 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Co 532457108 4794.00000000 NS USD 1100318.88000000 0.074444325989 Long EC CORP US N 1 N N N Nutrien Ltd 5493002QQ7GD21OWF963 Nutrien Ltd 67077MAN8 200000.00000000 PA USD 228670.07000000 0.015471141634 Long DBT CORP CA N 2 2035-03-15 Fixed 4.13000000 N N N N N N Tokio Marine Holdings Inc 5299009QN2NZ191KLS29 Tokio Marine Holdings Inc 000000000 11500.00000000 NS 528754.67000000 0.035773979468 Long EC CORP JP N 2 N N N Zillow Group Inc 2549002XEELQDIR6FU05 Zillow Group Inc 98954M200 1333.00000000 NS USD 162919.26000000 0.011022636002 Long EC CORP US N 1 N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136B1LF9 529000.00000000 PA USD 595476.73000000 0.040288197006 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 3.19000000 N N N N N N InterContinental Hotels Group PLC 2138007ZFQYRUSLU3J98 InterContinental Hotels Group PLC 000000000 6806.00000000 NS 452848.98000000 0.030638424645 Long EC CORP GB N 2 N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAH8 150000.00000000 PA USD 152276.56000000 0.010302582350 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N Transcanada Trust 549300Y0MFCAXLBWUV51 Transcanada Trust 89356BAC2 850000.00000000 PA USD 902360.00000000 0.061051012775 Long DBT CORP CA N 2 2077-03-15 Fixed 5.30000000 N N N N N N UBS-BAMLL Trust N/A UBS-BAMLL Trust 90269PAA9 174000.00000000 PA USD 175186.98000000 0.011852633709 Long ABS-MBS CORP US N 2 2030-06-10 Fixed 3.66000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd 89352HAM1 655000.00000000 PA USD 777966.80000000 0.052634936217 Long DBT CORP CA N 2 2034-03-01 Fixed 4.63000000 N N N N N N CarNow Auto Receivables Trust N/A CarNow Auto Receivables Trust 2021-1 14369GAA8 1225888.64000000 PA USD 1226564.10000000 0.082985704750 Long ABS-O CORP US N 2 2024-10-15 Fixed 0.97000000 N N N N N N DraftKings Inc 5493008P45UYYL683Z97 DraftKings Inc 26142R104 4192.00000000 NS USD 218696.64000000 0.014796368813 Long EC CORP US N 1 N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 Puget Energy Inc 745310AL6 561000.00000000 PA USD 567232.71000000 0.038377290022 Long DBT CORP US N 2 2028-06-15 Fixed 2.38000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 Global Payments Inc 37940X102 1793.00000000 NS USD 336259.22000000 0.022750305793 Long EC CORP US N 1 N N N VSE VOI Mortgage LLC 549300E4XED7XGXU7L27 VSE 2018-A Voi Mortgage LLC 918286AA3 238413.17000000 PA USD 250700.91000000 0.016961683207 Long ABS-O CORP US N 2 2036-02-20 Fixed 3.56000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828P46 9400.00000000 PA USD 9746.99000000 0.000659452558 Long DBT UST US N 2 2026-02-15 Fixed 1.63000000 N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABF1 383000.00000000 PA USD 427634.82000000 0.028932509041 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 023135106 2081.00000000 NS USD 7158972.96000000 0.484354968791 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375UZD5 1058157.76000000 PA USD 1068348.67000000 0.072281315994 Long ABS-MBS USGA US N 2 2067-03-20 Floating 0.67000000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 Schneider Electric SE 000000000 7007.00000000 NS 1102378.57000000 0.074583678532 Long EC CORP FR N 2 N N N Lennar Corp 529900G61XVRLX5TJX09 Lennar Corp 526057CD4 460000.00000000 PA USD 531699.28000000 0.035973203085 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N UiPath Inc 5493000YP61KBELDHT53 UiPath Inc 90364P105 1122.00000000 NS USD 76217.46000000 0.005156648260 Long EC CORP US N 1 N N N China Lesso Group Holdings Ltd N/A China Lesso Group Holdings Ltd 000000000 31000.00000000 NS 76498.85000000 0.005175686276 Long EC CORP KY N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VCK8 109000.00000000 PA USD 141120.77000000 0.009547814544 Long DBT CORP US N 2 2046-08-21 Fixed 4.86000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BR61 711.26000000 PA USD 714.12000000 0.000048315250 Long ABS-MBS USGA US N 2 2062-04-20 Floating 0.66000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AQUG1 48761.89000000 PA USD 48766.13000000 0.003299372341 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 0.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376RN28 354421.38000000 PA USD 363201.25000000 0.024573123979 Long ABS-MBS USGA US N 2 2066-12-20 Floating 1.11000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05583JAH5 590000.00000000 PA USD 592837.52000000 0.040109635851 Long DBT CORP FR N 2 2026-10-06 Fixed 1.65000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AC2 2053000.00000000 PA USD 2284818.19000000 0.154584051273 Long DBT CORP CH N 2 2028-01-09 Fixed 4.28000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 000000000 12217.00000000 NS 127973.15000000 0.008658285402 Long EC CORP CH N 2 N N N Aetna Inc 549300QKBENKLBXQ8968 Aetna Inc 00817YAG3 70000.00000000 PA USD 103395.50000000 0.006995434185 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 Infineon Technologies AG 000000000 19905.00000000 NS 798231.69000000 0.054005998829 Long EC CORP DE N 2 N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBH7 680000.00000000 PA USD 734115.56000000 0.049668090819 Long DBT CORP GB N 2 2025-05-07 Fixed 3.93000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 CSX Corp 126408GH0 50000.00000000 PA USD 68882.05000000 0.004660356082 Long DBT CORP US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 Halliburton Co 406216AS0 40000.00000000 PA USD 51616.30000000 0.003492206426 Long DBT CORP US N 2 2096-08-15 Fixed 7.60000000 N N N N N N UNITED AIR 2014-2 A PTT N/A United Airlines 2014-2 Class A Pass Through Trust 90932QAA4 207134.90000000 PA USD 218993.04000000 0.014816422362 Long DBT CORP US N 2 2028-03-03 Fixed 3.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526CK3 1001000.00000000 PA USD 1019038.02000000 0.068945103038 Long DBT CORP DE Y 2 2032-05-28 Fixed 3.04000000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 Foundation Finance Trust 2019-1 35041JAA3 313363.50000000 PA USD 323590.87000000 0.021893202644 Long ABS-O CORP US N 2 2034-11-15 Fixed 3.86000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BW8 60000.00000000 PA USD 66703.92000000 0.004512990239 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCB5 310000.00000000 PA USD 315134.38000000 0.021321061504 Long DBT UST US N 2 2031-05-15 Fixed 1.63000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBC5 700000.00000000 PA USD 698614.00000000 0.047266160112 Long DBT CORP FR N 2 2027-06-09 Fixed 1.79000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BZ1 5000.00000000 PA USD 6419.70000000 0.000434337943 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBE1 530000.00000000 PA USD 562286.05000000 0.038042613615 Long DBT CORP US N 2 2044-06-15 Fixed 4.70000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 Graphic Packaging International LLC 38869PAP9 323000.00000000 PA USD 321503.00000000 0.021751943526 Long DBT CORP US N 2 2026-04-15 Fixed 1.51000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 Zoetis Inc 98978VAS2 260000.00000000 PA USD 259082.15000000 0.017528733154 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 000000000 4037.00000000 NS USD 165476.63000000 0.011195660104 Long EC CORP GB N 1 N N DELMARVA PWR & LIGHT CO NJ98T8DDD027ZFXUDB24 Delmarva Power & Light Co 247109BT7 140000.00000000 PA USD 167577.18000000 0.011337777114 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 639057AC2 723000.00000000 PA USD 723386.18000000 0.048942172654 Long DBT CORP GB N 2 2027-06-14 Fixed 1.64000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31398LKA5 197772.56000000 PA USD 206663.88000000 0.013982267806 Long ABS-MBS USGSE US N 2 2024-12-15 Fixed 4.00000000 N N N N N N Altice USA Inc 54930064K3612MGCER95 Altice USA Inc 02156K103 3485.00000000 NS USD 118977.90000000 0.008049693351 Long EC CORP US N 1 N N N Telenor ASA 549300IM1QSBY4SLPM26 Telenor ASA 000000000 3499.00000000 NS 58965.86000000 0.003989455951 Long EC CORP NO N 2 N N N Q2 Holdings Inc 549300M9RKR9DZXWS696 Q2 Holdings Inc 74736L109 3976.00000000 NS USD 407858.08000000 0.027594473217 Long EC CORP US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABT3 240000.00000000 PA USD 238025.14000000 0.016104078043 Long DBT CORP US N 2 2028-01-10 Fixed 1.80000000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAP4 925000.00000000 PA USD 1173524.41000000 0.079397195960 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCD5 690000.00000000 PA USD 708846.18000000 0.047958439193 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N FLEX INTERMEDIATE HOLDCO 549300290TQIGM30A243 Flex Intermediate Holdco LLC 33939HAB5 185000.00000000 PA USD 188221.93000000 0.012734539931 Long DBT CORP US N 2 2039-12-30 Fixed 4.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L8D35 939000.29000000 PA USD 1028776.75000000 0.069603996749 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.12000000 N N N N N N X5 Retail Group NV 213800J17UJJJDGUVF56 X5 Retail Group NV 98387E205 2332.00000000 NS USD 81759.92000000 0.005531634736 Long EC CORP NL Y 1 N N N PRUDENTIAL INSURANCE CO X574KRZ6V5A7UBU45C31 Prudential Insurance Co of America/The 743917AH9 300000.00000000 PA USD 377023.22000000 0.025508277650 Long DBT CORP US N 2 2025-07-01 Fixed 8.30000000 N N N N N N Meituan 21380033K525E5JLIA77 Meituan 000000000 18400.00000000 NS 759290.60000000 0.051371359679 Long EC CORP KY Y 2 N N N Catalent Inc N/A Catalent Inc 148806102 6503.00000000 NS USD 703104.36000000 0.047569964609 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617LNS47 1564480.51000000 PA USD 1657980.31000000 0.112174051472 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.50000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 Motorola Solutions Inc 620076307 327.00000000 NS USD 70909.95000000 0.004797557807 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680BA0 250000.00000000 PA USD 257059.27000000 0.017391871067 Long DBT CORP US N 2 2025-09-15 Fixed 2.20000000 N N N N N N Anhui Conch Cement Co Ltd 300300JVKW56SSAEQZ33 Anhui Conch Cement Co Ltd 000000000 9000.00000000 NS 47757.04000000 0.003231100291 Long EC CORP CN N 2 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAS0 260000.00000000 PA USD 251324.14000000 0.017003849108 Long DBT CORP US N 2 2050-08-01 Fixed 3.25000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136BBTD4 2849998.13000000 PA USD 369805.78000000 0.025019966974 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 2.12000000 N N N N N N Vericrest Opportunity Loan Transferee N/A VOLT XCIX LLC 92872VAA1 725620.20000000 PA USD 727328.60000000 0.049208905149 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.12000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92553PBC5 298000.00000000 PA USD 341233.84000000 0.023086873892 Long DBT CORP US N 2 2057-02-28 Fixed 6.25000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 Southern Power Co 843646AW0 96000.00000000 PA USD 94238.98000000 0.006375931082 Long DBT CORP US N 2 2026-01-15 Fixed 0.90000000 N N N N N N Fast Retailing Co Ltd 353800ZCXKHDPY0N5218 Fast Retailing Co Ltd 000000000 100.00000000 NS 75277.92000000 0.005093081758 Long EC CORP JP N 2 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918BT0 493000.00000000 PA USD 592417.87000000 0.040081243572 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967HQ7 96000.00000000 PA USD 103267.20000000 0.006986753786 Long DBT CORP US N 2 2024-05-15 Fixed 6.30000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABN6 315000.00000000 PA USD 319731.79000000 0.021632108688 Long DBT CORP US N 2 2025-10-15 Fixed 1.80000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 Lear Corp 521865AZ8 380000.00000000 PA USD 479691.31000000 0.032454497423 Long DBT CORP US N 2 2049-05-15 Fixed 5.25000000 N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FG6Q3 629000.00000000 PA USD 701101.96000000 0.047434488138 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.34000000 N N N N N N Intertek Group PLC 2138003GAT25WW1RN369 Intertek Group PLC 000000000 1711.00000000 NS 130885.49000000 0.008855325725 Long EC CORP GB N 2 N N N Structured Adjustable Rate Mortgage Loan Trust N/A Structured Adjustable Rate Mortgage Loan Trust 863579BA5 247518.46000000 PA USD 260682.43000000 0.017637003373 Long ABS-MBS CORP US N 2 2034-09-25 Variable 2.69000000 N N N N N N Morgan Stanley Capital Inc N/A Morgan Stanley ABS Capital I Inc Trust 2004-NC8 61744CHS8 375987.91000000 PA USD 376686.98000000 0.025485528645 Long ABS-O CORP US N 2 2034-09-25 Floating 1.59000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 Teck Resources Ltd 878742BG9 200000.00000000 PA USD 215714.91000000 0.014594633767 Long DBT CORP CA N 2 2030-07-15 Fixed 3.90000000 N N N N N Lennar Corp 529900G61XVRLX5TJX09 Lennar Corp 526057CV4 1165000.00000000 PA USD 1351900.95000000 0.091465625880 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N Denso Corp 549300RYPA10CQM3QK38 Denso Corp 000000000 2000.00000000 NS 136441.78000000 0.009231247898 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 S+P500 EMINI FUT SEP21 XCME 20210917 000000000 207.00000000 NC USD 616997.29000000 0.041744214541 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 Index ESU1 Index 2021-09-17 43770012.71000000 USD 616997.29000000 N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 CRH America Finance Inc 12636YAA0 200000.00000000 PA USD 219800.04000000 0.014871021598 Long DBT CORP US N 2 2027-05-09 Fixed 3.40000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967NA5 965000.00000000 PA USD 961674.91000000 0.065064084418 Long DBT CORP US N 2 2027-06-09 Fixed 1.46000000 N N N N N N DAI-ICHI LIFE INSURANCE 3538001235ACEIORUV72 Dai-ichi Life Insurance Co Ltd/The 23380YAD9 221000.00000000 PA USD 238956.25000000 0.016167074195 Long DBT CORP JP N 2 2026-07-24 Fixed 4.00000000 N N N N N N Poly Developments and Holdings Group Co Ltd 300300W9OF1ZRGUDVU96 Poly Developments and Holdings Group Co Ltd 000000000 30000.00000000 NS 55900.77000000 0.003782081013 Long EC CORP CN N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31398W2B9 18836.27000000 PA USD 17436.47000000 0.001179700067 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N TIM SA/Brazil N/A TIM SA/Brazil 88706T108 4533.00000000 NS USD 52220.16000000 0.003533061810 Long EC CORP BR N 1 N N Yuanta Financial Holding Co Ltd 21380045JG57LJEFFE13 Yuanta Financial Holding Co Ltd 000000000 153440.00000000 NS 147864.12000000 0.010004049690 Long EC CORP TW N 2 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122108 16308.00000000 NS USD 1089700.56000000 0.073725921815 Long EC CORP US N 1 N N N McDonald's Corp UE2136O97NLB5BYP9H04 McDonald's Corp 58013MEN0 380000.00000000 PA USD 428308.83000000 0.028978110567 Long DBT CORP US N 2 2042-02-15 Fixed 3.70000000 N N N N N N TVC Mortgage Trust 2020-RTL1 N/A TVC Mortgage Trust 2020-RTL1 90114YAA7 2000000.00000000 PA USD 2015255.40000000 0.136346228967 Long ABS-MBS CORP US N 2 2024-09-25 Fixed 3.47000000 N N N N N N Morgan Stanley Capital I Trust 5493004BO35O1811XR94 Morgan Stanley Capital I Trust 2007-HQ11 61751NAP7 14473.09000000 PA USD 0.01000000 0.000000000676 Long ABS-MBS CORP US N 2 2044-02-12 Variable 0.30000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A Credit Suisse First Boston Mortgage Securities Corp 22541QZQ8 116781.21000000 PA USD 117903.54000000 0.007977005326 Long ABS-MBS CORP US N 2 2033-11-25 Variable 2.76000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAK7 380000.00000000 PA USD 430689.01000000 0.029139146517 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918CD4 190000.00000000 PA USD 189541.06000000 0.012823788372 Long DBT CORP US N 2 2060-06-01 Fixed 2.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ASMM5 312719.93000000 PA USD 336264.83000000 0.022750685349 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.00000000 N N N N N N Impala Platinum Holdings Ltd 254900BZFIFB4PD2Z778 Impala Platinum Holdings Ltd 000000000 3693.00000000 NS 60900.88000000 0.004120373689 Long EC CORP ZA N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137A5DZ4 424645.77000000 PA USD 446358.72000000 0.030199312820 Long ABS-MBS USGSE US N 2 2026-01-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ELJW4 702514.11000000 PA USD 725233.29000000 0.049067142662 Long ABS-MBS USGSE US N 2 2023-06-01 Variable 2.79000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DN7 270000.00000000 PA USD 260536.50000000 0.017627130180 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376RUS3 252339.34000000 PA USD 253319.55000000 0.017138852656 Long ABS-MBS USGA US N 2 2066-05-20 Floating 0.69000000 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 Utah Acquisition Sub Inc 62854AAN4 220000.00000000 PA USD 242438.62000000 0.016402681066 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 Astrazeneca Finance LLC 04636NAB9 170000.00000000 PA USD 172900.81000000 0.011697958198 Long DBT CORP US N 2 2031-05-28 Fixed 2.25000000 N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 Niagara Mohawk Power Corp 65364UAK2 141000.00000000 PA USD 151502.20000000 0.010250191439 Long DBT CORP US N 2 2024-10-01 Fixed 3.51000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YBP3 1064000.00000000 PA USD 1048855.35000000 0.070962455530 Long DBT CORP JP N 2 2027-05-22 Fixed 1.23000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust 2017-3 30165YAE3 602364.86000000 PA USD 611087.83000000 0.041344397930 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31396YWQ1 81646.22000000 PA USD 83628.18000000 0.005658035690 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 0.99000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31283NB84 157312.43000000 PA USD 171886.05000000 0.011629302533 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N Vericrest Opportunity Loan Transferee N/A VOLT CI LLC 92873EAA8 813099.35000000 PA USD 813643.39000000 0.055048708938 Long ABS-MBS CORP US N 2 2051-05-25 Variable 1.99000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJS9 540000.00000000 PA USD 544393.74000000 0.036832072759 Long DBT CORP US N 2 2027-07-22 Fixed 1.73000000 N N N N N N Reynolds Consumer Products Inc N/A Reynolds Consumer Products Inc 76171L106 10444.00000000 NS USD 316975.40000000 0.021445619480 Long EC CORP US N 1 N N Discover Bank X05BVSK68TQ7YTOSNR22 Discover Bank 25466AAJ0 350000.00000000 PA USD 381872.98000000 0.025836398090 Long DBT CORP US N 2 2026-07-27 Fixed 3.45000000 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 LSEGA Financing PLC 50220PAC7 540000.00000000 PA USD 546550.20000000 0.036977972474 Long DBT CORP GB N 2 2028-04-06 Fixed 2.00000000 N N N N N MASSACHUSETTS ELECTRIC 549300XN8GZY5U5O1B96 Massachusetts Electric Co 575634AT7 113000.00000000 PA USD 125695.59000000 0.008504192418 Long DBT CORP US N 2 2046-08-15 Fixed 4.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 80413TAV1 200000.00000000 PA USD 194290.00000000 0.013145087628 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.25000000 N N N N N N Drive Auto Receivables Trust 549300RZ091I85JWZO63 Drive Auto Receivables Trust 2017-3 26207KAG6 366207.58000000 PA USD 369527.47000000 0.025001137341 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.53000000 N N N N N N Daimler AG 529900R27DL06UVNT076 Daimler AG 000000000 2160.00000000 NS 192859.89000000 0.013048330608 Long EC CORP DE N 2 N N N Yunnan Energy New Material Co Ltd N/A Yunnan Energy New Material Co Ltd 000000000 4000.00000000 NS 144921.03000000 0.009804928913 Long EC CORP CN N 2 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040H105 4181.00000000 NS USD 646758.89000000 0.043757796506 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFX7 345000.00000000 PA USD 329805.61000000 0.022313673599 Long DBT CORP US N 2 2030-10-30 Fixed 1.68000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group Inc 744573106 1998.00000000 NS USD 119360.52000000 0.008075580290 Long EC CORP US N 1 N N N American International Group Inc ODVCVCQG2BP6VHV36M30 American International Group Inc 026874784 4145.00000000 NS USD 197302.00000000 0.013348870653 Long EC CORP US N 1 N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 26442UAC8 128000.00000000 PA USD 144601.18000000 0.009783288806 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 PPL Capital Funding Inc 69352PAC7 703000.00000000 PA USD 690697.50000000 0.046730553101 Long DBT CORP US N 2 2067-03-30 Variable 2.81000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAY7 534000.00000000 PA USD 536634.07000000 0.036307076403 Long DBT CORP DK N 2 2023-12-08 Fixed 1.17000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A Asset Backed Securities Corp Home Equity Loan Trust Series 2003-HE6 04541GGC0 306241.87000000 PA USD 309660.05000000 0.020950684503 Long ABS-MBS CORP US N 2 2033-11-25 Floating 2.57000000 N N N N N N China Resources Land Ltd 5299001HL0TU7X15HK51 China Resources Land Ltd 000000000 26000.00000000 NS 105315.35000000 0.007125325566 Long EC CORP KY N 2 N N N WP Carey Inc 54930042CRNE713E3Q67 WP Carey Inc 92936UAE9 80000.00000000 PA USD 89902.19000000 0.006082516678 Long DBT US N 2 2026-10-01 Fixed 4.25000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GAZ5 540000.00000000 PA USD 549888.23000000 0.037203813727 Long DBT CORP US N 2 2049-08-16 Fixed 3.10000000 N N N N N N Pennsylvania Electric Co O1PLQWO3TX952VMBJ146 Pennsylvania Electric Co 708696BZ1 150000.00000000 PA USD 160404.74000000 0.010852511005 Long DBT CORP US N 2 2029-06-01 Fixed 3.60000000 N N N N N N CONTL AIRLINES 2012-1 A N/A Continental Airlines 2012-1 Class A Pass Through Trust 210795PZ7 303125.13000000 PA USD 322006.98000000 0.021786041324 Long DBT CORP US N 2 2024-04-11 Fixed 4.15000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 Banco Bilbao Vizcaya Argentaria SA 000000000 53233.00000000 NS 329996.77000000 0.022326606920 Long EC CORP ES N 2 N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RME9 934000.00000000 PA USD 948018.96000000 0.064140163170 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 Healthpeak Properties Inc 42250PAB9 210000.00000000 PA USD 219953.90000000 0.014881431312 Long DBT US N 2 2031-01-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31393BFN0 84546.19000000 PA USD 93449.78000000 0.006322536141 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132H4CL3 121978.45000000 PA USD 134173.27000000 0.009077767211 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136BBHB1 470000.00000000 PA USD 472382.29000000 0.031959990715 Long ABS-MBS USGSE US N 2 2028-11-25 Fixed 1.59000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJE0 2218000.00000000 PA USD 2154639.75000000 0.145776562462 Long DBT CORP US N 2 2041-06-19 Fixed 2.68000000 N N N N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 Eaton Corp PLC 000000000 5596.00000000 NS USD 829215.28000000 0.056102257029 Long EC CORP IE N 1 N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136AX7E9 965920.60000000 PA USD 1066717.89000000 0.072170982235 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 3.18000000 N N N N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 Mitsubishi Corp 000000000 23300.00000000 NS 635063.68000000 0.042966533136 Long EC CORP JP N 2 N N N Confluent Inc 254900MRZ83YWUV7SN74 Confluent Inc 20717M103 1242.00000000 NS USD 58995.00000000 0.003991427477 Long EC CORP US N 1 N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 3128HXRT4 311273.23000000 PA USD 321912.62000000 0.021779657205 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.00000000 N N N N N N LG Chem Ltd 988400IES4EIG7O06940 LG Chem Ltd 000000000 298.00000000 NS 224925.63000000 0.015217803881 Long EC CORP KR N 2 N N N MASS MUTUAL LIFE R6ZXK5P01NP6HXSY1S07 Massachusetts Mutual Life Insurance Co 575767AB4 250000.00000000 PA USD 276484.70000000 0.018706138294 Long DBT CORP US N 2 2023-11-15 Fixed 7.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SS8 1140000.00000000 PA USD 1024396.88000000 0.069307667680 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 Svenska Handelsbanken AB 000000000 52412.00000000 NS 591358.21000000 0.040009550105 Long EC CORP SE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A3FM8 123484.11000000 PA USD 124343.57000000 0.008412718738 Long ABS-MBS USGSE US N 2 2041-07-25 Floating 0.59000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAM2 488000.00000000 PA USD 560393.06000000 0.037914539502 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd 55608JAP3 600000.00000000 PA USD 712204.70000000 0.048185666738 Long DBT CORP AU N 2 2030-01-15 Fixed 5.03000000 N N N N N N China Construction Bank Corp 5493001KQW6DM7KEDR62 China Construction Bank Corp 000000000 547000.00000000 NS 430453.49000000 0.029123211930 Long EC CORP CN N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375UDS6 464104.19000000 PA USD 470454.95000000 0.031829592582 Long ABS-MBS USGA US N 2 2064-02-20 Floating 0.80000000 N Y N N N N Wells Fargo Home Equity Trust N/A Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1 86359BMW8 489191.91000000 PA USD 471950.88000000 0.031930802788 Long ABS-MBS CORP US N 2 2034-04-25 Floating 0.69000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825C104 7664.00000000 NS USD 466737.60000000 0.031578087659 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBD3 755000.00000000 PA USD 763999.60000000 0.051689956713 Long DBT CORP FR N 2 2032-06-09 Fixed 2.89000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661DR5 255000.00000000 PA USD 285488.62000000 0.019315316932 Long DBT CORP US N 2 2029-04-05 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EJNY0 101348.19000000 PA USD 102661.54000000 0.006945776619 Long ABS-MBS USGSE US N 2 2022-07-01 Variable 3.09000000 N N N N N N Specialty Underwriting & Residential Finance N/A Specialty Underwriting & Residential Finance Trust Series 2003-BC4 84751PBK4 286918.58000000 PA USD 285724.34000000 0.019331265051 Long ABS-O CORP US N 2 2034-11-25 Floating 0.99000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136AWWF0 823000.00000000 PA USD 924281.43000000 0.062534151991 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 3.28000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 000000000 57470.00000000 NS 331746.19000000 0.022444967511 Long EC CORP GB N 2 N N N Synchrony Card Issuance Trust N/A Synchrony Card Issuance Trust 87166PAA9 1000000.00000000 PA USD 1006501.20000000 0.068096898820 Long ABS-O CORP US N 2 2024-09-15 Fixed 3.38000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90351DAB3 340000.00000000 PA USD 378760.00000000 0.025625783056 Long DBT CORP CH N 2 2025-09-24 Fixed 4.13000000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 Westlake Chemical Corp 960413AF9 150000.00000000 PA USD 153476.96000000 0.010383797869 Long DBT CORP US N 2 2022-07-15 Fixed 3.60000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2004-3 12669FPC1 14657.15000000 PA USD 15258.16000000 0.001032322045 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 5.75000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 Aetna Inc 00817YAM0 334000.00000000 PA USD 382661.49000000 0.025889746348 Long DBT CORP US N 2 2042-11-15 Fixed 4.13000000 N N N N N N Heineken NV 724500K5PTPSST86UQ23 Heineken NV 000000000 764.00000000 NS 92584.32000000 0.006263981673 Long EC CORP NL N 2 N N Rosneft Oil Co PJSC 253400JT3MQWNDKMJE44 Rosneft Oil Co PJSC 000000000 11625.00000000 NS USD 90774.36000000 0.006141525125 Long EC CORP RU N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833LN8 6260000.00000000 PA USD 6233902.87000000 0.421767458393 Long DBT UST US N 2 2023-05-15 None 0.00000000 N N N N N N 2021-07-23 TRANSAMERICA SERIES TRUST Vincent Toner Vincent Toner Treasurer