0001752724-24-195967.txt : 20240828 0001752724-24-195967.hdr.sgml : 20240828 20240828093015 ACCESSION NUMBER: 0001752724-24-195967 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240828 DATE AS OF CHANGE: 20240828 PERIOD START: 20241231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TRANSAMERICA SERIES TRUST CENTRAL INDEX KEY: 0000778207 ORGANIZATION NAME: 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: 241251576 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 2024-12-31 2024-06-30 N 991619709.52 9333858.80 982285850.72 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2351225.55000000 0.00000000 0.00000000 635803.43000000 EUR USD UST Securities Portfolio VaR Designated Reference Portfolio is the Fund's Securities Portfolio Honeywell International Inc ISRPG12PN4EIEOEMW547 Honeywell International, Inc. 438516106 10863.00000000 NS USD 2319685.02000000 0.236151728979 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKP3 191000.00000000 PA USD 186432.61000000 0.018979466095 Long DBT CORP US N 2 2028-04-27 Fixed 4.38000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 Public Service Co. of Colorado 744448CK5 183000.00000000 PA USD 149287.12000000 0.015197930407 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 Cencora, Inc. 03073EAT2 1001000.00000000 PA USD 855930.12000000 0.087136562068 Long DBT CORP US N 2 2031-03-15 Fixed 2.70000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 Future 000000000 56.00000000 NC 119821.00000000 0.012198180388 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX Futures TPU4 Index 2024-09-12 1554602000.00000000 JPY 119821.00000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Interest Only STRIPS 31396VKQ0 56097.33000000 PA USD 5041.10000000 0.000513200917 Long ABS-MBS USGSE US N 2 2035-08-25 Floating 1.15000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 Veralto Corp. 92338CAC7 308000.00000000 PA USD 309377.35000000 0.031495653711 Long DBT CORP US N 2 2028-09-18 Fixed 5.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TL2 862300.00000000 PA USD 790318.16000000 0.080457044089 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QEDV1 1778880.85000000 PA USD 1545364.26000000 0.157323273960 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Hong Kong Exchanges & Clearing Ltd 213800YTVSXYQN17BW16 Hong Kong Exchanges & Clearing Ltd. 000000000 20900.00000000 NS 669630.75000000 0.068170660252 Long EC CORP HK N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEF8 790000.00000000 PA USD 625845.55000000 0.063713179777 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 CF Industries, Inc. 12527GAD5 209000.00000000 PA USD 183039.04000000 0.018633989267 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 200000.00000000 PA USD 151552.69000000 0.015428573046 Long DBT CORP US N 2 2051-05-17 Fixed 4.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAJ7 55000.00000000 PA USD 52209.32000000 0.005315084194 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 Zoetis, Inc. 98978VAH6 119000.00000000 PA USD 106348.73000000 0.010826658036 Long DBT CORP US N 2 2043-02-01 Fixed 4.70000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 Engie SA 29286DAC9 200000.00000000 PA USD 193473.89000000 0.019696292057 Long DBT CORP FR N 2 2054-04-10 Fixed 5.88000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 Braskem Netherlands Finance BV 10554TAG0 248000.00000000 PA USD 233852.37000000 0.023806956990 Long DBT CORP NL N 2 2033-02-13 Fixed 7.25000000 N N N N N Nexstar Media Group Inc 52990083ZRR5UT591988 Nexstar Media Group, Inc. 65336K103 1622.00000000 NS USD 269268.22000000 0.027412409514 Long EC CORP US N 1 N N N BOSTON UNIVERSITY 549300M1CR2B2GU2ZU17 Trustees of Boston University 10115CAB0 339000.00000000 PA USD 238918.50000000 0.024322706045 Long DBT CORP US N 2 2050-10-01 Fixed 3.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140FXLX8 962300.65000000 PA USD 963870.84000000 0.098125290035 Long ABS-MBS USGSE US N 2 2059-01-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828V98 185000.00000000 PA USD 174434.76000000 0.017758044653 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NCB9 303000.00000000 PA USD 303649.58000000 0.030912547480 Long DBT CORP CA N 2 2029-04-05 Fixed 5.30000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 45262BAH6 765000.00000000 PA USD 751390.80000000 0.076494108049 Long DBT CORP GB N 2 2034-07-01 Fixed 5.88000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VEU4 374000.00000000 PA USD 353873.93000000 0.036025555060 Long DBT CORP US N 2 2029-12-03 Fixed 4.02000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 CaixaBank SA 12803RAH7 200000.00000000 PA USD 201001.30000000 0.020462607687 Long DBT CORP ES N 2 2035-06-15 Fixed 6.04000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS 3137ABAC5 13325.42000000 PA USD 12514.42000000 0.001274010003 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 Entergy Louisiana LLC 29364WBE7 172000.00000000 PA USD 138598.69000000 0.014109812321 Long DBT CORP US N 2 2030-12-15 Fixed 1.60000000 N N N N N N LB-UBS Commercial Mortgage Trust N/A LB-UBS Commercial Mortgage Trust 50179MAH4 269796.51000000 PA USD 103076.86000000 0.010493570677 Long ABS-MBS CORP US N 2 2039-09-15 Variable 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418ENL0 2283074.97000000 PA USD 2296467.03000000 0.233788059587 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 LVMH Moet Hennessy Louis Vuitton SE 000000000 5353.00000000 NS 4090924.55000000 0.416469864347 Long EC CORP FR N 2 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 92735LAA0 531000.00000000 PA USD 532043.95000000 0.054163861732 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RN0 235000.00000000 PA USD 179380.27000000 0.018261514188 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272BP2 303000.00000000 PA USD 316049.03000000 0.032174853151 Long DBT CORP US N 2 2030-10-06 Fixed 6.38000000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 Cisco Systems, Inc. 17275R102 4808.00000000 NS USD 228428.08000000 0.023254746042 Long EC CORP US N 1 N N N Hess Corp UASVRYNXNK17ULIGK870 Hess Corp. 42809HAC1 342000.00000000 PA USD 354654.65000000 0.036105034979 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XECK8 1422536.43000000 PA USD 1228355.02000000 0.125050668204 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 Federal Farm Credit Banks Funding Corp. 3133EMRX2 1525000.00000000 PA USD 1149790.72000000 0.117052558494 Long DBT USGSE US N 2 2036-02-25 Fixed 2.10000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GGL7 605000.00000000 PA USD 579543.72000000 0.058999497913 Long DBT CORP US N 2 2028-04-24 Fixed 3.71000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 Salesforce, Inc. 79466L302 3614.00000000 NS USD 929159.40000000 0.094591548816 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 Intuit, Inc. 461202103 1515.00000000 NS USD 995673.15000000 0.101362872046 Long EC CORP US N 1 N N N NISOURCE INC 549300D8GOWWH0SJB189 NiSource, Inc. 65473PAQ8 368000.00000000 PA USD 361671.65000000 0.036819389155 Long DBT CORP US N 2 2034-04-01 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418AJX7 146676.25000000 PA USD 134462.97000000 0.013688782130 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds, Principal Only STRIPS 912833PB0 1241000.00000000 PA USD 1118179.73000000 0.113834453502 Long DBT UST US N 2 2026-11-15 None 0.00000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 United Parcel Service, Inc. 911312106 1023.00000000 NS USD 139997.55000000 0.014252220969 Long EC CORP US N 1 N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 Southern Co. Gas Capital Corp. 8426EPAF5 763000.00000000 PA USD 759621.44000000 0.077332014855 Long DBT CORP US N 2 2032-09-15 Fixed 5.15000000 N N N N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 ITOCHU Corp. 000000000 20900.00000000 NS 1020253.59000000 0.103865243427 Long EC CORP JP N 2 N N N L'Oreal SA 529900JI1GG6F7RKVI53 L'Oreal SA 000000000 1256.00000000 NS 551563.91000000 0.056151059245 Long EC CORP FR N 2 N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 EnLink Midstream LLC 29336TAD2 219000.00000000 PA USD 224261.26000000 0.022830549766 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N AMETEK Inc 549300WZDEF9KKE40E98 AMETEK, Inc. 031100100 3137.00000000 NS USD 522969.27000000 0.053240028818 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YCB3 109000.00000000 PA USD 91240.02000000 0.009288540594 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 Puget Sound Energy, Inc. 745332CN4 216000.00000000 PA USD 214776.12000000 0.021864930645 Long DBT CORP US N 2 2054-06-15 Fixed 5.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS 31395WWM5 28625.42000000 PA USD 25803.35000000 0.002626867727 Long ABS-MBS USGSE US N 2 2035-06-15 Floating 0.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418AM96 265941.26000000 PA USD 243795.83000000 0.024819234627 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YDS5 308000.00000000 PA USD 306908.13000000 0.031244278819 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2A0 132000.00000000 PA USD 125746.09000000 0.012801374458 Long DBT CORP US N 2 2028-05-22 Fixed 3.58000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAN5 600000.00000000 PA USD 550151.74000000 0.056007295594 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide, Inc. 035240AS9 147000.00000000 PA USD 130040.78000000 0.013238588329 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N US CELLULAR CORP 549300B164AZXESI6E03 U.S. Cellular Corp. 911684AD0 329000.00000000 PA USD 349158.49000000 0.035545507424 Long DBT CORP US N 2 2033-12-15 Fixed 6.70000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc. 00206RMN9 158000.00000000 PA USD 110830.49000000 0.011282916262 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 Alnylam Pharmaceuticals, Inc. 02043Q107 1257.00000000 NS USD 305451.00000000 0.031095938089 Long EC CORP US N 1 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp. 00130HCB9 172000.00000000 PA USD 167679.43000000 0.017070329362 Long DBT CORP US N 2 2025-07-15 Fixed 3.30000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas & Electric Co. 694308KQ9 316000.00000000 PA USD 316927.63000000 0.032264297583 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N RWE FINANCE US LLC 529900J7MYLKI84UP772 RWE Finance U.S. LLC 749983AA0 150000.00000000 PA USD 150477.01000000 0.015319065207 Long DBT CORP US N 2 2034-04-16 Fixed 5.88000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A JetBlue Pass-Through Trust 477143AH4 139518.97000000 PA USD 120442.11000000 0.012261411473 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2V4 566000.00000000 PA USD 540006.91000000 0.054974517815 Long DBT CORP US N 2 2028-03-24 Fixed 3.53000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YAM1 161000.00000000 PA USD 141925.23000000 0.014448465270 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 Future 000000000 89.00000000 NC USD 139410.24000000 0.014192430838 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU4 Comdty 2024-09-19 10390402.26000000 USD 139410.24000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3133KJJU7 310636.68000000 PA USD 259022.40000000 0.026369350613 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3133KMY82 2049347.89000000 PA USD 1697404.61000000 0.172801492432 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Welltower Inc 254900F33BIAR82QTA19 Welltower, Inc. 95040Q104 13489.00000000 NS USD 1406228.25000000 0.143158760657 Long EC US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Interest Only STRIPS 31397QW95 109773.23000000 PA USD 13574.59000000 0.001381938871 Long ABS-MBS USGSE US N 2 2041-01-25 Floating 1.08000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 KBC Group NV 000000000 8704.00000000 NS 614290.33000000 0.062536819557 Long EC CORP BE N 2 N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LAK7 55000.00000000 PA USD 48006.31000000 0.004887203655 Long DBT CORP US N 2 2042-09-01 Fixed 4.38000000 N N N N N N ICE Futures Europe - Financial Products Division N/A Future 000000000 95.00000000 NC 7116.88000000 0.000724522296 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Futures Z U4 Index 2024-09-20 7795770.00000000 GBP 7116.88000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GYG3 975000.00000000 PA USD 895477.13000000 0.091162580560 Long DBT CORP US N 2 2027-09-10 Fixed 1.54000000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 Northwestern Mutual Life Insurance Co. 668131AA3 282000.00000000 PA USD 293968.89000000 0.029927020712 Long DBT CORP US N 2 2040-03-30 Fixed 6.06000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 Kinetik Holdings LP 49461MAA8 468000.00000000 PA USD 461174.24000000 0.046949087138 Long DBT CORP US N 2 2030-06-15 Fixed 5.88000000 N N N N N N NORTHERN NATURAL GAS CO 5493007M02M6CT9EXE41 Northern Natural Gas Co. 665501AM4 113000.00000000 PA USD 75436.21000000 0.007679659637 Long DBT CORP US N 2 2051-10-16 Fixed 3.40000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP 013092AB7 79000.00000000 PA USD 78078.69000000 0.007948672979 Long DBT CORP US N 2 2028-02-15 Fixed 5.88000000 N N N N N N Volvo AB 549300HGV012CNC8JD22 Volvo AB 000000000 31861.00000000 NS 814936.98000000 0.082963322682 Long EC CORP SE N 2 N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBF1 291000.00000000 PA USD 224783.53000000 0.022883718607 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 528000.00000000 PA USD 512995.40000000 0.052224655340 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 Progressive Corp. 743315103 4429.00000000 NS USD 919947.59000000 0.093653755607 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QE1 270000.00000000 PA USD 275336.72000000 0.028030203203 Long DBT UST US N 2 2040-02-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797GB7 903000.00000000 PA USD 901686.88000000 0.091794753975 Long STIV UST US N 2 2024-07-11 None 0.00000000 N N N N N N Pool Corp 5493005VZK1KMN6CO617 Pool Corp. 73278L105 505.00000000 NS USD 155201.65000000 0.015800049434 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DWF57 2275910.95000000 PA USD 2205799.81000000 0.224557831957 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co. 842400GJ6 183000.00000000 PA USD 173548.11000000 0.017667780704 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 Vertex Pharmaceuticals, Inc. 92532F100 506.00000000 NS USD 237172.32000000 0.024144939054 Long EC CORP US N 1 N N N Liberty Broadband Corp 549300MIX43II8JLN536 Liberty Broadband Corp. 530307305 3378.00000000 NS USD 185181.96000000 0.018852145723 Long EC CORP US N 1 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746U109 16500.00000000 NS USD 808500.00000000 0.082308016491 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 Mondelez International, Inc. 609207105 11030.00000000 NS USD 721803.20000000 0.073481990957 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 Union Pacific Corp. 907818108 2137.00000000 NS USD 483517.62000000 0.049223718293 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Future 000000000 -273.00000000 NC USD -7616.70000000 -0.00077540565 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Canadian Dollar Currency Futures CDU4 Curncy 2024-09-17 -19975983.30000000 USD -7616.70000000 N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 13109.00000000 NS USD 1916011.44000000 0.195056402227 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122EB0 275000.00000000 PA USD 296822.24000000 0.030217501329 Long DBT CORP US N 2 2053-11-15 Fixed 6.25000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 McDonald's Corp. 580135101 1392.00000000 NS USD 354737.28000000 0.036113446991 Long EC CORP US N 1 N N N AID-ISRAEL 213800T8ZHTFZIBYPE21 Israel Government AID Bonds 465139MX8 1000000.00000000 PA USD 945652.63000000 0.096270615046 Long DBT NUSS IL N 2 2025-08-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418AWG9 377534.11000000 PA USD 346079.93000000 0.035232099673 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XCA1 185000.00000000 PA USD 137565.26000000 0.014004605675 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418DB92 911851.40000000 PA USD 816438.14000000 0.083116145814 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven, Inc. 817826AF7 195000.00000000 PA USD 127787.27000000 0.013009173440 Long DBT CORP US N 2 2041-02-10 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Principal Only STRIPS 31396VD39 4984.29000000 PA USD 4245.52000000 0.000432208200 Long ABS-MBS USGSE US N 2 2037-05-25 None 0.00000000 N N N N N N PIEDMONT HEALTHCARE INC 254900D1I6W7J0DSAY11 Piedmont Healthcare, Inc. 72014TAC3 535000.00000000 PA USD 432501.00000000 0.044030054966 Long DBT CORP US N 2 2032-01-01 Fixed 2.04000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 Celanese U.S. Holdings LLC 15089QAW4 203000.00000000 PA USD 208687.18000000 0.021245056095 Long DBT CORP US N 2 2028-11-15 Fixed 6.35000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GA46 1561000.00000000 PA USD 1630662.20000000 0.166006890845 Long DBT CORP US N 2 2029-10-24 Fixed 6.48000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324P102 6529.00000000 NS USD 3324958.54000000 0.338491950949 Long EC CORP US N 1 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 Exact Sciences Corp. 30063P105 1116.00000000 NS USD 47151.00000000 0.004800130223 Long EC CORP US N 1 N N N VMWARE LLC 549300BUDHS3LRWBE814 VMware LLC 928563AF2 653000.00000000 PA USD 632171.59000000 0.064357191904 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3128MT6K9 978.47000000 PA USD 983.15000000 0.000100087973 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N BP PLC 213800LH1BZH3DI6G760 BP PLC 000000000 336203.00000000 NS 2019571.62000000 0.205599176504 Long EC CORP GB N 2 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NDS7 915000.00000000 PA USD 574012.52000000 0.058436403169 Long DBT CORP US N 2 2051-11-01 Fixed 2.89000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 Duke Energy Carolinas LLC 26442CAN4 152000.00000000 PA USD 122865.54000000 0.012508124789 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 189408.40000000 0.019282411516 Long DBT CORP SA N 2 2025-11-24 Fixed 1.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS 3137ACX95 8457.13000000 PA USD 8609.49000000 0.000876475009 Long ABS-MBS USGSE US N 2 2038-10-15 Variable 5.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U3D3 487000.00000000 PA USD 482365.65000000 0.049106443877 Long DBT CORP US N 2 2034-04-24 Fixed 5.39000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 ASML Holding NV 000000000 1723.00000000 NS 1779187.79000000 0.181127294941 Long EC CORP NL N 2 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172109 4938.00000000 NS USD 500367.54000000 0.050939096764 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 General Motors Co. 37045VAP5 98000.00000000 PA USD 90377.27000000 0.009200709745 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KDB3 210000.00000000 PA USD 211343.41000000 0.021515469233 Long DBT CORP US N 2 2054-06-15 Fixed 6.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175AZ7 70000.00000000 PA USD 68399.96000000 0.006963345746 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023DL6 49000.00000000 PA USD 50262.83000000 0.005116924972 Long DBT CORP US N 2 2034-05-01 Fixed 6.53000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13608JAA5 335000.00000000 PA USD 334617.36000000 0.034065171533 Long DBT CORP CA N 2 2029-04-08 Fixed 5.26000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 SMBC Aviation Capital Finance DAC 78448TAM4 310000.00000000 PA USD 303872.49000000 0.030935240467 Long DBT CORP IE N 2 2034-04-03 Fixed 5.55000000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 NNN REIT, Inc. 637417AR7 103000.00000000 PA USD 64530.59000000 0.006569430879 Long DBT US N 2 2052-04-15 Fixed 3.00000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 Norfolk Southern Corp. 655844CF3 213000.00000000 PA USD 139228.79000000 0.014173958618 Long DBT CORP US N 2 2050-05-15 Fixed 3.05000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GMA4 616000.00000000 PA USD 616917.28000000 0.062804251893 Long DBT CORP US N 2 2035-01-23 Fixed 5.47000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 New York Life Insurance Co. 64952GAQ1 103000.00000000 PA USD 83341.56000000 0.008484450828 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468L6 483000.00000000 PA USD 423688.50000000 0.043132912857 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 International Business Machines Corp. 459200101 1849.00000000 NS USD 319784.55000000 0.032555141638 Long EC CORP US N 1 N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 26442UAM6 227000.00000000 PA USD 141455.24000000 0.014400618709 Long DBT CORP US N 2 2051-08-15 Fixed 2.90000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HBS5 310000.00000000 PA USD 232300.54000000 0.023648975482 Long DBT CORP IT N 2 2042-06-01 Fixed 4.95000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAZ8 400000.00000000 PA USD 437670.78000000 0.044556355940 Long DBT CORP ES N 2 2033-11-07 Fixed 6.94000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBH4 409000.00000000 PA USD 377433.61000000 0.038424009642 Long DBT CORP FR N 2 2028-01-19 Fixed 2.80000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746101 43577.00000000 NS USD 2588038.03000000 0.263470967041 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140FXHG0 1305772.77000000 PA USD 1330462.01000000 0.135445502856 Long ABS-MBS USGSE US N 2 2058-01-01 Fixed 5.50000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 Northern Trust Corp. 665859104 5306.00000000 NS USD 445597.88000000 0.045363361354 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom, Inc. 11135FBP5 619000.00000000 PA USD 496962.71000000 0.050592473630 Long DBT CORP US N 2 2035-11-15 Fixed 3.14000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 000000000 51800.00000000 NS 556667.29000000 0.056670600476 Long EC CORP JP N 2 N N N AIR PRODUCTS & CHEMICALS 7QEON6Y1RL5XR3R1W237 Air Products & Chemicals, Inc. 009158BK1 620000.00000000 PA USD 609592.48000000 0.062058562642 Long DBT CORP US N 2 2034-02-08 Fixed 4.85000000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 Westlake Corp. 960413AZ5 93000.00000000 PA USD 58921.47000000 0.005998403617 Long DBT CORP US N 2 2051-08-15 Fixed 3.13000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAE2 352000.00000000 PA USD 332764.76000000 0.033876570629 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N NextEra Energy Inc 254900RHL9MEUS5NKX63 NextEra Energy, Inc. 65339F101 27884.00000000 NS USD 1974466.04000000 0.201007276909 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 Hilton Worldwide Holdings, Inc. 43300A203 3478.00000000 NS USD 758899.60000000 0.077258529117 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209SBM4 472000.00000000 PA USD 341639.69000000 0.034780068322 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GLG2 736000.00000000 PA USD 735185.67000000 0.074844371367 Long DBT CORP US N 2 2029-04-25 Fixed 5.20000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 Equitable Holdings, Inc. 054561AN5 152000.00000000 PA USD 146211.13000000 0.014884784290 Long DBT CORP US N 2 2029-02-15 Fixed 4.57000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co. Ltd. 874060BM7 200000.00000000 PA USD 196782.57000000 0.020033126798 Long DBT CORP JP N 2 2054-07-05 Fixed 5.65000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp. 89788MAM4 653000.00000000 PA USD 626365.25000000 0.063766086983 Long DBT CORP US N 2 2034-01-26 Fixed 5.12000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JBD9 78000.00000000 PA USD 57283.06000000 0.005831607974 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Interactive Brokers Group Inc 5493004DT6DCDUZNDM53 Interactive Brokers Group, Inc. 45841N107 4122.00000000 NS USD 505357.20000000 0.051447060917 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418APN2 88194.71000000 PA USD 80850.05000000 0.008230806739 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CV9 830000.00000000 PA USD 729986.95000000 0.074315124203 Long DBT CORP GB N 2 2029-08-17 Fixed 2.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XDGD2 982758.48000000 PA USD 814195.88000000 0.082887876212 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135CB0 178000.00000000 PA USD 123070.06000000 0.012528945612 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS 31394FX75 2007.01000000 PA USD 1989.80000000 0.000202568325 Long ABS-MBS USGSE US N 2 2025-10-25 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38375BYQ9 291.85000000 PA USD 289.85000000 0.000029507703 Long ABS-MBS USGA US N 2 2062-07-20 Floating 5.99000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBZ7 173000.00000000 PA USD 175375.35000000 0.017853799876 Long DBT CORP US N 2 2034-02-20 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TB4 216100.00000000 PA USD 126350.97000000 0.012862953274 Long DBT UST US N 2 2051-11-15 Fixed 1.88000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967PK1 585000.00000000 PA USD 583586.78000000 0.059411095005 Long DBT CORP US N 2 2029-08-15 Fixed 7.13000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 Virginia Electric & Power Co. 927804GN8 145000.00000000 PA USD 144862.67000000 0.014747506532 Long DBT CORP US N 2 2053-08-15 Fixed 5.70000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287Y109 14732.00000000 NS USD 2526832.64000000 0.257240052694 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DVMC6 3950116.72000000 PA USD 3425766.06000000 0.348754495189 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 Duke Energy Ohio, Inc. 26442EAK6 31000.00000000 PA USD 30088.87000000 0.003063148062 Long DBT CORP US N 2 2053-04-01 Fixed 5.65000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 Pfizer Investment Enterprises Pte Ltd. 716973AE2 391000.00000000 PA USD 381690.72000000 0.038857397744 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 226373AR9 1134000.00000000 PA USD 1141949.34000000 0.116254279664 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAB9 929000.00000000 PA USD 866052.79000000 0.088167083885 Long DBT CORP US N 2 2027-05-04 Fixed 1.59000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 Kinder Morgan Energy Partners LP 494550BN5 291000.00000000 PA USD 255698.94000000 0.026031011218 Long DBT CORP US N 2 2042-08-15 Fixed 5.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings, Inc. 55903VBB8 575000.00000000 PA USD 531319.19000000 0.054090078729 Long DBT CORP US N 2 2029-03-15 Fixed 4.05000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280DZ9 580000.00000000 PA USD 584328.64000000 0.059486618846 Long DBT CORP GB N 2 2027-08-14 Fixed 5.89000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAU4 91000.00000000 PA USD 96430.88000000 0.009816987583 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas & Electric Co. 694308KC0 116000.00000000 PA USD 106293.07000000 0.010820991661 Long DBT CORP US N 2 2032-03-01 Fixed 4.40000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 Duke Energy Indiana LLC 26443TAD8 45000.00000000 PA USD 42679.15000000 0.004344880868 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N SDR Commercial Mortgage Trust N/A SDR Commercial Mortgage Trust 811304AE4 246000.00000000 PA USD 244770.00000000 0.024918408406 Long ABS-MBS CORP US N 2 2039-05-15 Floating 7.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Principal Only STRIPS 31395DEB1 4157.28000000 PA USD 3329.85000000 0.000338989918 Long ABS-MBS USGSE US N 2 2034-12-25 None 0.00000000 N N N N N N EMERA US FINANCE LP N/A Emera US Finance LP 29103DAT3 266000.00000000 PA USD 219954.69000000 0.022392126471 Long DBT CORP US N 2 2031-06-15 Fixed 2.64000000 N N N N N N Rio Tinto Ltd 529900X2VMAQT2PE0V24 Rio Tinto Ltd. 000000000 3267.00000000 NS 259350.40000000 0.026402742115 Long EC CORP AU N 2 N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 TotalEnergies Capital International SA 89153VAX7 484000.00000000 PA USD 353620.43000000 0.035999747908 Long DBT CORP FR N 2 2041-06-29 Fixed 2.99000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NDH1 174000.00000000 PA USD 142081.34000000 0.014464357793 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 SAP SE 000000000 1866.00000000 NS 378735.55000000 0.038556551509 Long EC CORP DE N 2 N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 McDonald's Corp. 58013MFW9 323000.00000000 PA USD 313670.90000000 0.031932751527 Long DBT CORP US N 2 2053-08-14 Fixed 5.45000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC/AerCap Global Aviation Trust 00774MAV7 584000.00000000 PA USD 544821.10000000 0.055464618532 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CET4 26587000.00000000 PA USD 25218184.79000000 2.567295942572 Long DBT UST US N 2 2027-05-31 Fixed 2.63000000 N N N N N N EVERGY MISSOURI WEST INC EZIFUDC0VSUS6T6LCG85 Evergy Missouri West, Inc. 30037EAB9 275000.00000000 PA USD 276964.36000000 0.028195902424 Long DBT CORP US N 2 2034-06-01 Fixed 5.65000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co. 084659BF7 65000.00000000 PA USD 54261.33000000 0.005523985707 Long DBT CORP US N 2 2053-05-01 Fixed 4.60000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172AU3 245000.00000000 PA USD 191414.83000000 0.019486672831 Long DBT CORP US N 2 2042-08-21 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31371NH57 5381.56000000 PA USD 5402.63000000 0.000550005886 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 6.00000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 Cencora, Inc. 03073EAR6 90000.00000000 PA USD 79449.90000000 0.008088266764 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific, Inc. 883556102 1127.00000000 NS USD 623231.00000000 0.063447009803 Long EC CORP US N 1 N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 TotalEnergies Capital SA 89157XAC5 170000.00000000 PA USD 169347.89000000 0.017240184196 Long DBT CORP FR N 2 2064-04-05 Fixed 5.64000000 N N N N N N Expedia Group Inc N/A Expedia Group, Inc. 30212P303 4575.00000000 NS USD 576404.25000000 0.058679889319 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp. 126650DZ0 366000.00000000 PA USD 352137.79000000 0.035848810174 Long DBT CORP US N 2 2053-06-01 Fixed 5.88000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HCD7 375000.00000000 PA USD 401670.72000000 0.040891428875 Long DBT CORP IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N Ferguson PLC 213800DU1LGY3R2S2X42 Ferguson PLC 000000000 1547.00000000 NS 297929.85000000 0.030330259748 Long EC CORP JE N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3133KLA98 286514.92000000 PA USD 237805.95000000 0.024209444717 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 Niagara Mohawk Power Corp. 65364UAL0 266000.00000000 PA USD 254534.14000000 0.025912430665 Long DBT CORP US N 2 2028-12-15 Fixed 4.28000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS, Interest Only STRIPS 38376R5T9 1373031.90000000 PA USD 42313.69000000 0.004307675812 Long ABS-MBS USGA US N 2 2067-06-20 Variable 1.20000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XBH7 94000.00000000 PA USD 79436.14000000 0.008086865950 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353T100 43966.00000000 NS USD 3195448.88000000 0.325307432419 Long EC CORP US N 1 N N N Teradyne Inc C3X4YJ278QNZHRJULN75 Teradyne, Inc. 880770102 3506.00000000 NS USD 519904.74000000 0.052928049367 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 Future 000000000 273.00000000 NC -482710.78000000 -0.04914157927 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKU4 Comdty 2024-09-06 31924901.19000000 EUR -482710.78000000 N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 Kimco Realty OP LLC 49447BAA1 393000.00000000 PA USD 416308.04000000 0.042381557231 Long DBT US N 2 2034-03-01 Fixed 6.40000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397E25 410000.00000000 PA USD 410859.03000000 0.041826829705 Long DBT CORP US N 2 2031-03-05 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QN3C4 1761477.63000000 PA USD 1512978.02000000 0.154026245913 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DPBH0 1561080.26000000 PA USD 1340604.34000000 0.136478026128 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy, Inc. 25278XAZ2 119000.00000000 PA USD 117960.41000000 0.012008766074 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280DR7 485000.00000000 PA USD 513024.50000000 0.052227617818 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833EG1 54000.00000000 PA USD 33368.19000000 0.003396993856 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N Liberty Media Corp-Liberty SiriusXM N/A Liberty Media Corp.-Liberty SiriusXM 531229789 11180.00000000 NS USD 247748.80000000 0.025221660254 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XB4P2 1357944.82000000 PA USD 1128316.98000000 0.114866459612 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NatWest Markets PLC 63906YAJ7 400000.00000000 PA USD 401475.66000000 0.040871571111 Long DBT CORP GB N 2 2029-05-17 Fixed 5.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XFCX7 397350.71000000 PA USD 370770.48000000 0.037745680621 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 4.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023CN3 232000.00000000 PA USD 198769.77000000 0.020235430435 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 Galaxy Pipeline Assets Bidco Ltd. 36321PAE0 274734.00000000 PA USD 220007.99000000 0.022397552590 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MY4 277000.00000000 PA USD 231214.13000000 0.023538375293 Long DBT CORP US N 2 2032-05-01 Fixed 2.56000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 EOG Resources, Inc. 26875P101 9326.00000000 NS USD 1173863.62000000 0.119503260597 Long EC CORP US N 1 N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 Anheuser-Busch InBev Finance, Inc. 035242AM8 173000.00000000 PA USD 165341.82000000 0.016832352810 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 Arch Capital Group Ltd. 000000000 2382.00000000 NS USD 240319.98000000 0.024465381418 Long EC CORP BM N 1 N N N Sony Group Corp 529900R5WX9N2OI2N910 Sony Group Corp. 000000000 13100.00000000 NS 1110597.30000000 0.113062536652 Long EC CORP JP N 2 N N N Airbus SE MINO79WLOO247M1IL051 Airbus SE 000000000 7408.00000000 NS 1017563.67000000 0.103591400533 Long EC CORP NL N 2 N N N Shell PLC 21380068P1DRHMJ8KU70 Shell PLC 000000000 81364.00000000 NS 2914831.00000000 0.296739589383 Long EC CORP GB N 2 N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 Take-Two Interactive Software, Inc. 874054AM1 60000.00000000 PA USD 60384.39000000 0.006147333788 Long DBT CORP US N 2 2029-06-12 Fixed 5.40000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 Mexico Government International Bonds 91086QBB3 232000.00000000 PA USD 185857.08000000 0.018920875207 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 LYB International Finance III LLC 50249AAJ2 241000.00000000 PA USD 166509.33000000 0.016951209251 Long DBT CORP US N 2 2051-04-01 Fixed 3.63000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 COPT Defense Properties LP 22003BAN6 147000.00000000 PA USD 124715.80000000 0.012696487474 Long DBT US N 2 2029-01-15 Fixed 2.00000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 State Street Navigator Securities Lending Government Money Market Portfolio 857509301 2394890.00000000 NS USD 2394890.00000000 0.243807848626 Long STIV RF US N 1 N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05581KAF8 820000.00000000 PA USD 819699.30000000 0.083448142859 Long DBT CORP FR N 2 2029-06-12 Fixed 5.34000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 Micron Technology, Inc. 595112103 10213.00000000 NS USD 1343315.89000000 0.136754071028 Long EC CORP US N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 780097BQ3 370000.00000000 PA USD 361913.54000000 0.036844014370 Long DBT CORP GB N 2 2025-12-29 Fixed 6.00000000 N N N N N N Regency Centers Corp 529900053A7X7FJ97S58 Regency Centers Corp. 758849103 7580.00000000 NS USD 471476.00000000 0.047997840919 Long EC US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XFPX3 1562411.14000000 PA USD 1302162.04000000 0.132564470825 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co. Ltd. 874060BN5 200000.00000000 PA USD 196259.18000000 0.019979843938 Long DBT CORP JP N 2 2064-07-05 Fixed 5.80000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. 969457100 16985.00000000 NS USD 721862.50000000 0.073488027896 Long EC CORP US N 1 N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 AIB Group PLC 00135TAE4 200000.00000000 PA USD 199150.95000000 0.020274235840 Long DBT CORP IE N 2 2035-03-28 Fixed 5.87000000 N N N N N N KINROSS GOLD CORP 549300UEBMAQDN0K0R06 Kinross Gold Corp. 496902AT4 157000.00000000 PA USD 164409.44000000 0.016737433393 Long DBT CORP CA N 2 2033-07-15 Fixed 6.25000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 Federal Farm Credit Banks Funding Corp. 3133EMVU3 4647000.00000000 PA USD 3649000.06000000 0.371480466437 Long DBT USGSE US N 2 2036-04-14 Fixed 2.50000000 N N N N N N HubSpot Inc 529900BLNVEW0MVKJB37 HubSpot, Inc. 443573100 826.00000000 NS USD 487166.54000000 0.049595190610 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS 3137H5PG6 3258825.29000000 PA USD 2822229.06000000 0.287312400757 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 226373AT5 187000.00000000 PA USD 195176.01000000 0.019869573592 Long DBT CORP US N 2 2031-02-01 Fixed 7.38000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NDA6 187000.00000000 PA USD 165703.30000000 0.016869152688 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 Mitsui Fudosan Co. Ltd. 000000000 58900.00000000 NS 537601.16000000 0.054729604382 Long EC CORP JP N 2 N N N CNA Financial Corp 549300YX2GSZD7YG1R84 CNA Financial Corp. 126117100 6155.00000000 NS USD 283560.85000000 0.028867447270 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YCA5 930000.00000000 PA USD 810297.87000000 0.082491045697 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 Ohio Power Co. 677415CU3 213000.00000000 PA USD 130970.96000000 0.013333283779 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 Deutsche Boerse AG 000000000 3409.00000000 NS 697681.29000000 0.071026299471 Long EC CORP DE N 2 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272BU1 886000.00000000 PA USD 874003.37000000 0.088976479642 Long DBT CORP US N 2 2034-04-04 Fixed 5.63000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co. 723787AR8 755000.00000000 PA USD 634907.19000000 0.064635685176 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 Hess Corp. 42809HAD9 352000.00000000 PA USD 352074.12000000 0.035842328355 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAS0 339000.00000000 PA USD 344395.31000000 0.035060599696 Long DBT CORP KY N 2 2028-05-04 Fixed 6.38000000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 Chubb Ltd. 000000000 1623.00000000 NS USD 413994.84000000 0.042146065699 Long EC CORP CH N 1 N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 Constellation Energy Generation LLC 210385AE0 338000.00000000 PA USD 360560.68000000 0.036706288677 Long DBT CORP US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3133KKUD9 4090295.12000000 PA USD 3408344.96000000 0.346980968676 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CT7 242000.00000000 PA USD 255468.99000000 0.026007601536 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bonds 91087BAZ3 247000.00000000 PA USD 240561.08000000 0.024489926208 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 Hasbro, Inc. 418056BA4 280000.00000000 PA USD 279927.38000000 0.028497547816 Long DBT CORP US N 2 2034-05-14 Fixed 6.05000000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 Darden Restaurants, Inc. 237194AN5 303000.00000000 PA USD 313119.49000000 0.031876616136 Long DBT CORP US N 2 2033-10-10 Fixed 6.30000000 N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co. Ltd. 000000000 14495.00000000 NS 858221.94000000 0.087369877044 Long EC CORP KR N 2 N N N EnLink Midstream LLC 54930000GY1H533OBE23 EnLink Midstream LLC 29336TAA8 346000.00000000 PA USD 338768.63000000 0.034487784767 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. 693475105 3953.00000000 NS USD 614612.44000000 0.062569611437 Long EC CORP US N 1 N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 Regency Centers LP 75884RAZ6 193000.00000000 PA USD 173369.51000000 0.017649598624 Long DBT US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Cooper Cos Inc/The QJKMVPIGLH7530PCUE20 Cooper Cos., Inc. 216648501 4340.00000000 NS USD 378882.00000000 0.038571460611 Long EC CORP US N 1 N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 Puget Energy, Inc. 745310AM4 134000.00000000 PA USD 119661.58000000 0.012181950896 Long DBT CORP US N 2 2028-06-15 Fixed 2.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38378GKK3 63355.11000000 PA USD 59409.20000000 0.006048056169 Long ABS-MBS USGA US N 2 2042-11-16 Variable 4.00000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper, Inc. 49271VAV2 294000.00000000 PA USD 293173.26000000 0.029846022905 Long DBT CORP US N 2 2034-03-15 Fixed 5.30000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 General Dynamics Corp. 369550108 1890.00000000 NS USD 548364.60000000 0.055825358738 Long EC CORP US N 1 N N N American Homes 4 Rent N/A American Homes 4 Rent Trust 02666AAA6 206281.05000000 PA USD 202423.88000000 0.020607431110 Long ABS-O CORP US N 2 2052-04-17 Fixed 3.47000000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 DBS Group Holdings Ltd. 000000000 58980.00000000 NS 1556706.64000000 0.158477966353 Long EC CORP SG N 2 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. 693475BU8 187000.00000000 PA USD 204098.48000000 0.020777911017 Long DBT CORP US N 2 2034-10-20 Fixed 6.88000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 Xcel Energy, Inc. 98389B100 4891.00000000 NS USD 261228.31000000 0.026593919662 Long EC CORP US N 1 N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 202712BS3 375000.00000000 PA USD 328925.58000000 0.033485729205 Long DBT CORP AU N 2 2032-03-14 Fixed 3.78000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 State Street Corp. 857477CH4 175000.00000000 PA USD 176077.62000000 0.017925293321 Long DBT CORP US N 2 2029-03-15 Fixed 6.70000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 S&P Global, Inc. 78409VAR5 182000.00000000 PA USD 93101.89000000 0.009478085216 Long DBT CORP US N 2 2060-08-15 Fixed 2.30000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 45262BAB9 612000.00000000 PA USD 587655.01000000 0.059825254488 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 REMICS 38375BUB6 4.19000000 PA USD 4.18000000 0.000000425538 Long ABS-MBS USGA US N 2 2062-05-20 Floating 5.50000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 Federation des Caisses Desjardins du Quebec 31429KAK9 330000.00000000 PA USD 333955.79000000 0.033997821484 Long DBT CORP CA N 2 2028-03-14 Fixed 5.70000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BE6 70000.00000000 PA USD 69686.02000000 0.007094270975 Long DBT CORP US N 2 2054-09-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QEN81 279344.94000000 PA USD 232930.97000000 0.023713155374 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 Regal Rexnord Corp. 758750AP8 147000.00000000 PA USD 150659.22000000 0.015337614798 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 Barrick Gold Corp. 725906AN1 62000.00000000 PA USD 66651.01000000 0.006785296759 Long DBT CORP CA N 2 2035-10-15 Fixed 6.45000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YAR0 140000.00000000 PA USD 132351.95000000 0.013473873201 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599DJ1 263000.00000000 PA USD 263587.81000000 0.026834124690 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N PHILLIPS 66 RVJMT2IZVVSKIRJJBH76 Phillips 66 Co. 718547AK8 677000.00000000 PA USD 612947.91000000 0.062400156690 Long DBT CORP US N 2 2029-12-15 Fixed 3.15000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175BU7 278000.00000000 PA USD 227629.13000000 0.023173410248 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 Entergy Arkansas LLC 29366MAG3 80000.00000000 PA USD 79788.03000000 0.008122689534 Long DBT CORP US N 2 2054-06-01 Fixed 5.75000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAN8 200000.00000000 PA USD 176187.85000000 0.017936515106 Long DBT CORP NL N 2 2028-07-12 Fixed 1.88000000 N N N N N N Monongahela Power Co N/A Monongahela Power Co. 610202BR3 39000.00000000 PA USD 37195.57000000 0.003786633999 Long DBT CORP US N 2 2027-05-15 Fixed 3.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DVLR4 623256.18000000 PA USD 520078.16000000 0.052945704106 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WDS9 241000.00000000 PA USD 193137.65000000 0.019662061696 Long DBT CORP US N 2 2030-08-07 Fixed 1.20000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 DTE Energy Co. 233331BL0 343000.00000000 PA USD 348719.12000000 0.035500778082 Long DBT CORP US N 2 2034-06-01 Fixed 5.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SU3 1574000.00000000 PA USD 925708.75000000 0.094240261052 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023CR4 492000.00000000 PA USD 315195.02000000 0.032087912064 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 Panama Government International Bonds 698299BH6 200000.00000000 PA USD 134397.89000000 0.013682156767 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings, Inc. 55903VBE2 187000.00000000 PA USD 146301.79000000 0.014894013783 Long DBT CORP US N 2 2052-03-15 Fixed 5.14000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAJ0 95000.00000000 PA USD 88920.75000000 0.009052431116 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122EG9 98000.00000000 PA USD 98476.22000000 0.010025210067 Long DBT CORP US N 2 2031-02-22 Fixed 5.10000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 Commonwealth Edison Co. 202795JD3 91000.00000000 PA USD 81301.47000000 0.008276762812 Long DBT CORP US N 2 2044-01-15 Fixed 4.70000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCG5 250000.00000000 PA USD 238127.43000000 0.024242172461 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N TENNESSEE GAS PIPELINE N/A Tennessee Gas Pipeline Co. LLC 880451AZ2 80000.00000000 PA USD 69956.55000000 0.007121811838 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co. 842400HV8 83000.00000000 PA USD 80812.80000000 0.008227014564 Long DBT CORP US N 2 2053-03-01 Fixed 5.70000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 Moody's Corp. 615369105 1452.00000000 NS USD 611190.36000000 0.062221232195 Long EC CORP US N 1 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 036752AX1 130000.00000000 PA USD 136964.69000000 0.013943465631 Long DBT CORP US N 2 2052-10-15 Fixed 6.10000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 EnLink Midstream LLC 29336TAC4 205000.00000000 PA USD 203826.11000000 0.020750182836 Long DBT CORP US N 2 2028-01-15 Fixed 5.63000000 N N N N N N MID-ATLANTIC INTERSTATE N/A Mid-Atlantic Interstate Transmission LLC 59524QAA3 34000.00000000 PA USD 32678.75000000 0.003326806547 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YDW6 81000.00000000 PA USD 80551.70000000 0.008200433706 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179YRK2 988505.85000000 PA USD 1003649.60000000 0.102174901457 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 6.50000000 N N N N N N TD SYNNEX Corp 5493004HI6PFLF46NS53 TD SYNNEX Corp. 87162W100 3729.00000000 NS USD 430326.60000000 0.043808693740 Long EC CORP US N 1 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank AS 23636ABC4 225000.00000000 PA USD 217835.32000000 0.022176367484 Long DBT CORP DK N 2 2028-04-01 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DVLQ6 1334881.63000000 PA USD 1117164.26000000 0.113731075244 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GBD9 355000.00000000 PA USD 349712.86000000 0.035601944153 Long DBT CORP NL N 2 2029-06-26 Fixed 5.13000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 Air Lease Corp. 00912X302 4187.00000000 NS USD 199008.11000000 0.020259694248 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS 31397AJ95 9116.21000000 PA USD 7522.89000000 0.000765855478 Long ABS-MBS USGSE US N 2 2036-08-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RC4 1010000.00000000 PA USD 881580.08000000 0.089747814177 Long DBT UST US N 2 2043-08-15 Fixed 3.63000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL 47214BAB4 426000.00000000 PA USD 466171.80000000 0.047457855537 Long DBT CORP LU N 2 2053-11-15 Fixed 7.25000000 N N N N N N Graphic Packaging Holding Co N/A Graphic Packaging Holding Co. 388689101 16057.00000000 NS USD 420853.97000000 0.042844348179 Long EC CORP US N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 046353AD0 85000.00000000 PA USD 94925.93000000 0.009663778617 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N Hitachi Ltd 549300T6IPOCDWLKC615 Hitachi Ltd. 000000000 49000.00000000 NS 1096705.82000000 0.111648337314 Long EC CORP JP N 2 N N N Axalta Coating Systems Ltd 529900AGLPA40GV6H619 Axalta Coating Systems Ltd. 000000000 10909.00000000 NS USD 372760.53000000 0.037948274397 Long EC CORP BM N 1 N N N RTX CORP I07WOS4YJ0N7YRFE7309 RTX Corp. 75513ECN9 880000.00000000 PA USD 722830.58000000 0.073586581693 Long DBT CORP US N 2 2032-03-15 Fixed 2.38000000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 Medtronic PLC 000000000 3156.00000000 NS USD 248408.76000000 0.025288846400 Long EC CORP IE N 1 N N N Next PLC 213800WQD8ECPZP9PH98 Next PLC 000000000 4364.00000000 NS 498473.65000000 0.050746292398 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140FXRT1 1383883.86000000 PA USD 1152085.31000000 0.117286155466 Long ABS-MBS USGSE US N 2 2060-07-01 Fixed 3.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119CR8 161000.00000000 PA USD 157597.22000000 0.016043926509 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QKF78 1411164.30000000 PA USD 1215143.62000000 0.123705703294 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38375BWC2 1012.28000000 PA USD 1005.90000000 0.000102403999 Long ABS-MBS USGA US N 2 2061-05-20 Floating 6.09000000 N Y N N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 Advanced Micro Devices, Inc. 007903107 13028.00000000 NS USD 2113271.88000000 0.215138177797 Long EC CORP US N 1 N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 Coterra Energy, Inc. 127097103 9618.00000000 NS USD 256512.06000000 0.026113789566 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GA95 558000.00000000 PA USD 572756.77000000 0.058308563599 Long DBT CORP US N 2 2035-04-25 Fixed 5.85000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746UDU0 100000.00000000 PA USD 104041.50000000 0.010591774270 Long DBT CORP US N 2 2054-06-01 Fixed 7.00000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 Svenska Handelsbanken AB 86959LAP8 480000.00000000 PA USD 483305.43000000 0.049202116639 Long DBT CORP SE N 2 2028-06-15 Fixed 5.50000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc. 882508104 3423.00000000 NS USD 665876.19000000 0.067788433429 Long EC CORP US N 1 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 Danaher Corp. 235851AW2 149000.00000000 PA USD 94654.12000000 0.009636107445 Long DBT CORP US N 2 2051-12-10 Fixed 2.80000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 CME Group, Inc. 12572Q105 4521.00000000 NS USD 888828.60000000 0.090485737868 Long EC CORP US N 1 N N N Energizer Holdings Inc 5493000D6NN0V57UME20 Energizer Holdings, Inc. 29272W109 6211.00000000 NS USD 183472.94000000 0.018678161745 Long EC CORP US N 1 N N N MGIC Investment Corp 254900S8483WM4M98R28 MGIC Investment Corp. 552848103 19304.00000000 NS USD 416001.20000000 0.042350319888 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XBX2 317000.00000000 PA USD 222494.95000000 0.022650733474 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DWEE9 3319658.63000000 PA USD 3221501.97000000 0.327959724517 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738ECK9 385000.00000000 PA USD 398713.32000000 0.040590355618 Long DBT CORP GB N 2 2029-09-13 Fixed 6.49000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 Duke Energy Ohio, Inc. 26442EAJ9 87000.00000000 PA USD 86405.58000000 0.008796378359 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 Regency Centers LP 75884RBA0 241000.00000000 PA USD 222162.37000000 0.022616875712 Long DBT US N 2 2030-06-15 Fixed 3.70000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 Cisco Systems, Inc. 17275RBU5 125000.00000000 PA USD 123134.54000000 0.012535509893 Long DBT CORP US N 2 2054-02-26 Fixed 5.30000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 Mexico Government International Bonds 91087BAQ3 200000.00000000 PA USD 154934.17000000 0.015772819071 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 REMICS 38375BEL2 366.06000000 PA USD 375.45000000 0.000038222071 Long ABS-MBS USGA US N 2 2060-07-20 Variable 5.14000000 N Y N N N N INTEL CORP KNX4USFCNGPY45LOCE31 Intel Corp. 458140BJ8 220000.00000000 PA USD 148359.60000000 0.015103505755 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122EH7 87000.00000000 PA USD 86986.69000000 0.008855537309 Long DBT CORP US N 2 2034-02-22 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QLR40 3659865.42000000 PA USD 3151404.78000000 0.320823595055 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NBS3 408000.00000000 PA USD 425121.31000000 0.043278777729 Long DBT CORP CA N 2 2084-01-15 Fixed 8.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Coupon 912834JH2 2494000.00000000 PA USD 1152823.02000000 0.117361256823 Long DBT UST US N 2 2040-11-15 None 0.00000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546104 4602.00000000 NS USD 649664.34000000 0.066138012628 Long EC CORP US N 1 N N N UBS AG STAMFORD CT 254900R882POXXVAK772 UBS AG 22550L2M2 825000.00000000 PA USD 883118.94000000 0.089904475296 Long DBT CORP CH N 2 2028-02-15 Fixed 7.50000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co. 797440BQ6 45000.00000000 PA USD 38228.81000000 0.003891821303 Long DBT CORP US N 2 2042-04-01 Fixed 4.30000000 N N N N N N Wachovia Bank Commercial Mortgage Trust N/A Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS 92976BGA4 27700.34000000 PA USD 0.28000000 0.000000028504 Long ABS-MBS CORP US N 2 2045-03-15 Variable 0.00000000 N N N N N N Prologis Inc 529900DFH19P073LZ636 Prologis, Inc. 74340W103 12164.00000000 NS USD 1366138.84000000 0.139077524022 Long EC US N 1 N N N WP CAREY INC 54930042CRNE713E3Q67 WP Carey, Inc. 92936UAJ8 281000.00000000 PA USD 228269.20000000 0.023238571525 Long DBT US N 2 2032-02-01 Fixed 2.45000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 000000000 1123193.00000000 NS 777213.66000000 0.079122961959 Long EC CORP GB N 2 N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 Coca-Cola Co. 191216DS6 170000.00000000 PA USD 169861.33000000 0.017292454113 Long DBT CORP US N 2 2054-05-13 Fixed 5.30000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KeyCorp 49326EEN9 186000.00000000 PA USD 170064.41000000 0.017313128339 Long DBT CORP US N 2 2033-06-01 Fixed 4.79000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAH4 349000.00000000 PA USD 341896.94000000 0.034806257236 Long DBT CORP KY N 2 2025-02-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QK7 1225000.00000000 PA USD 1140398.44000000 0.116096392833 Long DBT UST US N 2 2040-08-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QS0 2100000.00000000 PA USD 1904355.47000000 0.193869785318 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U3A9 373000.00000000 PA USD 367901.39000000 0.037453597619 Long DBT CORP US N 2 2028-07-25 Fixed 4.81000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 Southern Co. 842587107 31469.00000000 NS USD 2441050.33000000 0.248507125314 Long EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot, Inc. 437076DF6 80000.00000000 PA USD 78499.29000000 0.007991491472 Long DBT CORP US N 2 2054-06-25 Fixed 5.30000000 N N N N N N TOLL BROS FINANCE CORP N/A Toll Brothers Finance Corp. 88947EAT7 263000.00000000 PA USD 254027.39000000 0.025860841812 Long DBT CORP US N 2 2028-02-15 Fixed 4.35000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 036752AL7 153000.00000000 PA USD 137813.72000000 0.014029899738 Long DBT CORP US N 2 2029-09-15 Fixed 2.88000000 N N N N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 American Homes 4 Rent 02665T306 11327.00000000 NS USD 420911.32000000 0.042850186602 Long EC US N 1 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397C27 230000.00000000 PA USD 224512.94000000 0.022856171636 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162DF4 364000.00000000 PA USD 289435.31000000 0.029465487035 Long DBT CORP US N 2 2052-02-22 Fixed 4.20000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings, Inc. 98956P102 2747.00000000 NS USD 298131.91000000 0.030350830135 Long EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot, Inc. 437076DD1 255000.00000000 PA USD 253250.85000000 0.025781787431 Long DBT CORP US N 2 2031-06-25 Fixed 4.85000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia 06418GAK3 442000.00000000 PA USD 446712.98000000 0.045476882281 Long DBT CORP CA N 2 2029-08-01 Fixed 5.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179XLJ3 6783615.97000000 PA USD 6746400.71000000 0.686806259609 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Daikin Industries Ltd 549300Y7FWSTSHMW5Y57 Daikin Industries Ltd. 000000000 4800.00000000 NS 667387.66000000 0.067942306153 Long EC CORP JP N 2 N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAS4 885000.00000000 PA USD 896791.38000000 0.091296375626 Long DBT CORP GB N 2 2026-11-21 Fixed 6.83000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WCA6 110000.00000000 PA USD 107052.83000000 0.010898337782 Long DBT CORP GB N 2 2054-06-28 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QNS29 5175931.92000000 PA USD 4445621.90000000 0.452579246330 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp. 00130HCH6 625000.00000000 PA USD 624070.24000000 0.063532447254 Long DBT CORP US N 2 2028-06-01 Fixed 5.45000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 Pfizer Investment Enterprises Pte Ltd. 716973AH5 857000.00000000 PA USD 814309.32000000 0.082899424785 Long DBT CORP SG N 2 2063-05-19 Fixed 5.34000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAG6 333000.00000000 PA USD 323901.45000000 0.032974255891 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 413500.00000000 NS 390137.98000000 0.039717357194 Long EC CORP JP N 2 N N N NXP Semiconductors NV 724500M9BY5293JDF951 NXP Semiconductors NV 000000000 1444.00000000 NS USD 388565.96000000 0.039557320276 Long EC CORP NL N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 CBRE Group, Inc. 12504L109 2991.00000000 NS USD 266528.01000000 0.027133446929 Long EC CORP US N 1 N N N KGS-Alpha SBA COOF Trust N/A KGS-Alpha SBA COOF Trust, Interest Only STRIPS 48248XAA6 141599.26000000 PA USD 4122.05000000 0.000419638539 Long ABS-O USGA US N 2 2039-03-25 Variable 1.79000000 N N N N N N 3i Group PLC 35GDVHRBMFE7NWATNM84 3i Group PLC 000000000 27579.00000000 NS 1068887.28000000 0.108816316474 Long EC CORP GB N 2 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KCT5 441000.00000000 PA USD 436524.82000000 0.044439693362 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCH2 3305000.00000000 PA USD 2925441.41000000 0.297819764771 Long DBT UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N Manulife Financial Corp 5493007GBX87QOZACS27 Manulife Financial Corp. 56501RAE6 203000.00000000 PA USD 194444.67000000 0.019795120723 Long DBT CORP CA N 2 2032-02-24 Fixed 4.06000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 Southern Co. Gas Capital Corp. 8426EPAE8 279000.00000000 PA USD 176570.88000000 0.017975508847 Long DBT CORP US N 2 2051-09-30 Fixed 3.15000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738108 6645.00000000 NS USD 990370.80000000 0.100823075001 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020107 4418.00000000 NS USD 317256.58000000 0.032297785799 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 Procter & Gamble Co. 742718109 4082.00000000 NS USD 673203.44000000 0.068534372098 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 U.S. Bancorp 91159HJR2 174000.00000000 PA USD 175023.80000000 0.017818010905 Long DBT CORP US N 2 2035-01-23 Fixed 5.68000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 TotalEnergies SE 000000000 10324.00000000 NS 689151.19000000 0.070157906631 Long EC CORP FR N 2 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Future 000000000 -114.00000000 NC -78083.70000000 -0.00794918301 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE S&P ASX Share Price Index 200 Futures XPU4 Index 2024-09-19 -22033150.50000000 AUD -78083.70000000 N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAY3 290000.00000000 PA USD 254621.07000000 0.025921280431 Long DBT US N 2 2028-03-01 Fixed 1.70000000 N N N N N N Rayonier Inc HGV8VDVNL0W6SF2U9C50 Rayonier, Inc. 754907103 7855.00000000 NS USD 228501.95000000 0.023262266257 Long EC US N 1 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy, Inc. 25278XAV1 156000.00000000 PA USD 163696.96000000 0.016664900535 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 Novo Nordisk AS 000000000 26276.00000000 NS 3794302.85000000 0.386272778664 Long EC CORP DK N 2 N N N Mexico Government International Bonds 254900EGTWEU67VP6075 Mexico Government International Bonds 91087BAR1 417000.00000000 PA USD 338909.39000000 0.034502114608 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFM2 321000.00000000 PA USD 318281.92000000 0.032402168856 Long DBT CORP US N 2 2039-02-07 Fixed 5.94000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAM9 67000.00000000 PA USD 63936.98000000 0.006508999386 Long DBT US N 2 2028-03-01 Fixed 4.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp. 26884LAM1 125000.00000000 PA USD 119449.20000000 0.012160329899 Long DBT CORP US N 2 2026-05-15 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBW0 330000.00000000 PA USD 306912.89000000 0.031244763403 Long DBT UST US N 2 2026-04-30 Fixed 0.75000000 N N N N N N Goodman Group N/A Goodman Group 000000000 12398.00000000 NS 287406.96000000 0.029258994190 Long EC AU N 2 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 Sempra 816851BS7 210000.00000000 PA USD 208738.43000000 0.021250273517 Long DBT CORP US N 2 2054-10-01 Fixed 6.88000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 State Street Corp. 857477103 7957.00000000 NS USD 588818.00000000 0.059943650778 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2S1 395000.00000000 PA USD 363946.37000000 0.037050963294 Long DBT CORP US N 2 2028-06-02 Fixed 2.39000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 ITC Holdings Corp. 465685AT2 170000.00000000 PA USD 170369.10000000 0.017344146805 Long DBT CORP US N 2 2034-05-09 Fixed 5.65000000 N N N N N N RFC PRINCIPAL STRIP N/A Resolution Funding Corp., Principal Only STRIPS 76116FAC1 400000.00000000 PA USD 305869.37000000 0.031138529561 Long DBT USGA US N 2 2030-04-15 None 0.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599CF0 191000.00000000 PA USD 151330.39000000 0.015405942159 Long DBT CORP US N 2 2045-06-15 Fixed 4.63000000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 Applied Materials, Inc. 038222AS4 150000.00000000 PA USD 149885.80000000 0.015258878043 Long DBT CORP US N 2 2029-06-15 Fixed 4.80000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209SBR3 343000.00000000 PA USD 371282.72000000 0.037797828374 Long DBT CORP US N 2 2033-11-01 Fixed 6.88000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661107 3447.00000000 NS USD 759925.62000000 0.077362981401 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas & Electric Co. 694308JM0 199030.00000000 PA USD 188761.66000000 0.019216571211 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABS3 1144000.00000000 PA USD 1024628.06000000 0.104310579170 Long DBT CORP US N 2 2029-02-15 Fixed 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QNPA4 1867385.00000000 PA USD 1610776.39000000 0.163982448573 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 KeyCorp 49326EEP4 134000.00000000 PA USD 136121.31000000 0.013857606713 Long DBT CORP US N 2 2035-03-06 Fixed 6.40000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp. 89788MAK8 58000.00000000 PA USD 59412.24000000 0.006048365652 Long DBT CORP US N 2 2033-10-28 Fixed 6.12000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 Intel Corp. 458140BW9 89000.00000000 PA USD 56777.89000000 0.005780179970 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N RELX PLC 549300WSX3VBUFFJOO66 RELX PLC 000000000 17971.00000000 NS 826676.40000000 0.084158435082 Long EC CORP GB N 2 N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 Huntington Bancshares, Inc. 446150BD5 93000.00000000 PA USD 91733.84000000 0.009338813129 Long DBT CORP US N 2 2035-02-02 Fixed 5.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418EM23 3640896.20000000 PA USD 3668329.04000000 0.373448221544 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 TotalEnergies Capital SA 89157XAB7 329000.00000000 PA USD 326046.17000000 0.033192595593 Long DBT CORP FR N 2 2054-04-05 Fixed 5.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS 31398QCA3 9673.24000000 PA USD 7849.14000000 0.000799068824 Long ABS-MBS USGSE US N 2 2036-12-15 None 0.00000000 N N N N N N Albertsons Cos Inc 549300YKWOC0AOR16R51 Albertsons Cos., Inc. 013091103 14664.00000000 NS USD 289614.00000000 0.029483678278 Long EC CORP US N 1 N N N Sprint Capital Corp 549300L17W0GQBR1PO80 Sprint Capital Corp. 852060AD4 324000.00000000 PA USD 343491.19000000 0.034968557243 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 Ralph Lauren Corp. 751212101 793.00000000 NS USD 138822.58000000 0.014132605076 Long EC CORP US N 1 N N N CDW Corp/DE 9845001B052ABF0B6755 CDW Corp. 12514G108 960.00000000 NS USD 214886.40000000 0.021876157519 Long EC CORP US N 1 N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA 61690U8B9 815000.00000000 PA USD 820726.20000000 0.083552684730 Long DBT CORP US N 2 2028-05-26 Fixed 5.50000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 03522AAH3 802000.00000000 PA USD 766497.91000000 0.078032062605 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 Prudential Financial, Inc. 744320BP6 181000.00000000 PA USD 182897.79000000 0.018619609542 Long DBT CORP US N 2 2054-03-15 Fixed 6.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746TD3 216000.00000000 PA USD 206681.88000000 0.021040909817 Long DBT CORP US N 2 2026-03-15 Fixed 3.90000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122EL8 263000.00000000 PA USD 258164.65000000 0.026282028781 Long DBT CORP US N 2 2064-02-22 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DNB44 3972196.76000000 PA USD 3558147.72000000 0.362231392968 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAP6 767000.00000000 PA USD 689451.20000000 0.070188448657 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M8J4 352000.00000000 PA USD 304971.88000000 0.031047162063 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 35456.00000000 NS USD 15847059.20000000 1.613283871327 Long EC CORP US N 1 N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 Santos Finance Ltd. 803014AA7 314000.00000000 PA USD 274562.67000000 0.027951402313 Long DBT CORP AU N 2 2031-04-29 Fixed 3.65000000 N N N N N N Wal-Mart de Mexico SAB de CV N/A Wal-Mart de Mexico SAB de CV 000000000 215594.00000000 NS 736401.70000000 0.074968167306 Long EC CORP MX N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119CP2 357000.00000000 PA USD 355790.03000000 0.036220620478 Long DBT CORP US N 2 2028-06-01 Fixed 5.20000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 Nutrien Ltd. 67077MBC1 375000.00000000 PA USD 374623.79000000 0.038137960525 Long DBT CORP CA N 2 2027-06-21 Fixed 5.20000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 Bank of Ireland Group PLC 06279JAD1 435000.00000000 PA USD 432768.86000000 0.044057324014 Long DBT CORP IE N 2 2030-03-20 Fixed 5.60000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GLS6 1322000.00000000 PA USD 1350287.67000000 0.137463821657 Long DBT CORP US N 2 2029-09-15 Fixed 5.82000000 N N N N N N KGS-Alpha SBA COOF Trust N/A KGS-Alpha SBA COOF Trust, Interest Only STRIPS 48247KAA5 147524.43000000 PA USD 2411.92000000 0.000245541559 Long ABS-O USGA US N 2 2038-08-25 Variable 0.87000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL 47214BAA6 123000.00000000 PA USD 130393.28000000 0.013274474014 Long DBT CORP LU N 2 2034-03-15 Fixed 6.75000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 New York Life Insurance Co. 64952GAT5 87000.00000000 PA USD 65318.03000000 0.006649594917 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 Industria de Diseno Textil SA 000000000 15725.00000000 NS 780734.67000000 0.079481412607 Long EC CORP ES N 2 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Protected Indexed Bonds 912810PZ5 72992.00000000 PA USD 74291.69000000 0.007563143655 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 Engie SA 29286DAB1 205000.00000000 PA USD 203673.14000000 0.020734609976 Long DBT CORP FR N 2 2034-04-10 Fixed 5.63000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 Entergy Arkansas LLC 29364DAT7 61000.00000000 PA USD 53061.36000000 0.005401824729 Long DBT CORP US N 2 2044-12-15 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DWHH9 2701914.87000000 PA USD 2717527.53000000 0.276653433214 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 21684AAF3 960000.00000000 PA USD 924094.51000000 0.094075925996 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 Southern Power Co. 843646AJ9 308000.00000000 PA USD 286291.86000000 0.029145473264 Long DBT CORP US N 2 2043-07-15 Fixed 5.25000000 N N N N N N Vertiv Holdings Co 549300KTTIRAOGXCRV69 Vertiv Holdings Co. 92537N108 3350.00000000 NS USD 290009.50000000 0.029523941507 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M8R6 128000.00000000 PA USD 132331.72000000 0.013471813719 Long DBT CORP US N 2 2063-05-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418AHQ4 51681.87000000 PA USD 49272.75000000 0.005016131502 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 Packaging Corp. of America 695156109 3242.00000000 NS USD 591859.52000000 0.060253287733 Long EC CORP US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119CL1 257000.00000000 PA USD 208874.70000000 0.021264146261 Long DBT CORP US N 2 2052-03-15 Fixed 4.63000000 N N N N N N TOLL BROS FINANCE CORP N/A Toll Brothers Finance Corp. 88947EAU4 199000.00000000 PA USD 184186.05000000 0.018750758739 Long DBT CORP US N 2 2029-11-01 Fixed 3.80000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272BV9 98000.00000000 PA USD 94710.40000000 0.009641836938 Long DBT CORP US N 2 2054-04-04 Fixed 5.89000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122DR6 61000.00000000 PA USD 40642.96000000 0.004137589884 Long DBT CORP US N 2 2040-11-13 Fixed 2.35000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 Intel Corp. 458140BG4 78000.00000000 PA USD 57586.82000000 0.005862531762 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 120000.00000000 PA USD 106272.84000000 0.010818932179 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N Trade Desk Inc/The 549300GXPD31VT3E0P46 Trade Desk, Inc. 88339J105 6784.00000000 NS USD 662593.28000000 0.067454222160 Long EC CORP US N 1 N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd. 632525AU5 415000.00000000 PA USD 343537.14000000 0.034973235107 Long DBT CORP AU N 2 2030-08-21 Fixed 2.33000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 639057AQ1 200000.00000000 PA USD 202028.40000000 0.020567169918 Long DBT CORP GB N 2 2033-11-10 Fixed 8.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SX7 2253600.00000000 PA USD 1494154.40000000 0.152109938151 Long DBT UST US N 2 2051-05-15 Fixed 2.38000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 Duke Energy Indiana LLC 26443TAA4 158000.00000000 PA USD 120281.50000000 0.012245060835 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 Take-Two Interactive Software, Inc. 874054AK5 65000.00000000 PA USD 64426.87000000 0.006558871834 Long DBT CORP US N 2 2028-03-28 Fixed 4.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHX0 1146000.00000000 PA USD 1020882.28000000 0.103929246181 Long DBT CORP US N 2 2030-10-22 Fixed 2.88000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAP3 200000.00000000 PA USD 163417.00000000 0.016636399667 Long DBT CORP NL N 2 2031-07-12 Fixed 2.25000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 Solventum Corp. 83444MAC5 857000.00000000 PA USD 854917.13000000 0.087033436282 Long DBT CORP US N 2 2029-03-01 Fixed 5.40000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd. 893526DJ9 94000.00000000 PA USD 95880.84000000 0.009760991663 Long DBT CORP CA N 2 2040-06-01 Fixed 6.10000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAF5 200000.00000000 PA USD 187205.92000000 0.019058191651 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N JPMorgan High Yield Fund 15QB5UY3VV3GNSMNPX63 JPMorgan High Yield Fund 4812C0126 7289750.09000000 NS USD 46508605.58000000 4.734732312993 Long EC RF US N 1 N N N Federal Realty Investment Trust 549300FHEI1SLVZ0RB48 Federal Realty Investment Trust 313745101 3656.00000000 NS USD 369146.32000000 0.037580335676 Long EC US N 1 N N N Stryker Corp 5493002F0SC4JTBU5137 Stryker Corp. 863667101 4118.00000000 NS USD 1401149.50000000 0.142641726842 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Principal Only STRIPS 31395BTU7 6945.76000000 PA USD 5704.80000000 0.000580767807 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N Trane Technologies PLC 549300BURLR9SLYY2705 Trane Technologies PLC 000000000 2914.00000000 NS USD 958502.02000000 0.097578726121 Long EC CORP IE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DWDR1 897340.68000000 PA USD 735459.13000000 0.074872210513 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 WP Carey, Inc. 92936UAG4 395000.00000000 PA USD 328189.79000000 0.033410823311 Long DBT US N 2 2031-02-01 Fixed 2.40000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036P108 1652.00000000 NS USD 425026.56000000 0.043269131861 Long EC CORP US N 1 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FirstEnergy Corp. 337932AL1 311000.00000000 PA USD 270354.54000000 0.027523000540 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TX6 9984000.00000000 PA USD 9565920.00000000 0.973842796675 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 NVIDIA Corp. 67066G104 105367.00000000 NS USD 13017039.18000000 1.325178324665 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 Best Buy Co., Inc. 086516101 3196.00000000 NS USD 269390.84000000 0.027424892642 Long EC CORP US N 1 N N N Chevron Corp N/A Chevron Corp. 166764100 13141.00000000 NS USD 2055515.22000000 0.209258355751 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VFW9 105000.00000000 PA USD 64713.71000000 0.006588073110 Long DBT CORP US N 2 2056-10-30 Fixed 2.99000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds, Principal Only STRIPS 912833PA2 47000.00000000 PA USD 42662.02000000 0.004343136976 Long DBT UST US N 2 2026-08-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3131XXNF4 3099366.49000000 PA USD 2900452.09000000 0.295275768033 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co. 254687FY7 202000.00000000 PA USD 161754.74000000 0.016467176014 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAN1 396000.00000000 PA USD 337945.89000000 0.034404027071 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS 31398LYU6 11125.08000000 PA USD 8938.81000000 0.000910000891 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 Take-Two Interactive Software, Inc. 874054109 2731.00000000 NS USD 424643.19000000 0.043230103506 Long EC CORP US N 1 N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 Southern Co. Gas Capital Corp. 8426EPAD0 116000.00000000 PA USD 94014.00000000 0.009570941079 Long DBT CORP US N 2 2031-01-15 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DVLA1 571613.59000000 PA USD 479681.00000000 0.048833137487 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 Prologis LP 74340XCH2 205000.00000000 PA USD 202983.88000000 0.020664440992 Long DBT US N 2 2034-01-15 Fixed 5.13000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 Entergy Corp. 29364G103 1642.00000000 NS USD 175694.00000000 0.017886239516 Long EC CORP US N 1 N N N JBS USA HOLD/FOOD/LUX CO N/A JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL 46590XAP1 115000.00000000 PA USD 94507.99000000 0.009621230920 Long DBT CORP LU N 2 2032-05-15 Fixed 3.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020BA4 350000.00000000 PA USD 349958.09000000 0.035626909391 Long DBT CORP US N 2 2029-06-15 Fixed 5.45000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy, Inc. 25278XBA6 92000.00000000 PA USD 89576.37000000 0.009119175434 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175CD4 89000.00000000 PA USD 76116.89000000 0.007748955148 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Saia Inc 549300WNPG4N9GBOYB29 Saia, Inc. 78709Y105 927.00000000 NS USD 439666.83000000 0.044759560537 Long EC CORP US N 1 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAB8 1025000.00000000 PA USD 921485.99000000 0.093810369896 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 Hubbell, Inc. 443510607 983.00000000 NS USD 359266.84000000 0.036574571417 Long EC CORP US N 1 N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 GE Capital Funding LLC 36166NAK9 200000.00000000 PA USD 191249.59000000 0.019469850844 Long DBT CORP US N 2 2032-05-15 Fixed 4.55000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet, Inc. 02079K107 17660.00000000 NS USD 3239197.20000000 0.329761158386 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GJF7 225000.00000000 PA USD 185495.92000000 0.018884107906 Long DBT CORP US N 2 2031-07-23 Fixed 1.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179XFJ0 2436283.33000000 PA USD 2377734.28000000 0.242061338688 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS 31396JLG8 3506.71000000 PA USD 2989.58000000 0.000304349288 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N Cigna Group/The 549300VIWYMSIGT1U456 Cigna Group 125523100 1140.00000000 NS USD 376849.80000000 0.038364575823 Long EC CORP US N 1 N N N SREIT Trust N/A SREIT Trust 78472UAA6 842039.35000000 PA USD 834149.61000000 0.084919232969 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.17000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DBJ7 56000.00000000 PA USD 49299.47000000 0.005018851688 Long DBT CORP US N 2 2030-05-15 Fixed 3.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179XX68 1375752.63000000 PA USD 1367222.95000000 0.139187890062 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL 46590XAL0 260000.00000000 PA USD 255990.70000000 0.026060713366 Long DBT CORP LU N 2 2030-01-15 Fixed 5.50000000 N N N N N N MARVELL TECHNOLOGY INC N/A Marvell Technology, Inc. 573874AJ3 339000.00000000 PA USD 292900.45000000 0.029818249930 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 Cie Financiere Richemont SA 000000000 4317.00000000 NS 673893.09000000 0.068604580785 Long EC CORP CH N 2 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XEP7 143000.00000000 PA USD 144819.57000000 0.014743118807 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N IBM INTERNAT CAPITAL 2549007KTXQQBYZO7485 IBM International Capital Pte. Ltd. 449276AG9 200000.00000000 PA USD 188008.79000000 0.019139926515 Long DBT CORP SG N 2 2054-02-05 Fixed 5.30000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 M&T Bank Corp. 55261F104 8045.00000000 NS USD 1217691.20000000 0.123965055498 Long EC CORP US N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251526CP2 460000.00000000 PA USD 424685.95000000 0.043234456618 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Principal Only STRIPS 31398NR22 53612.54000000 PA USD 43192.14000000 0.004397104973 Long ABS-MBS USGSE US N 2 2040-10-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3138X0AZ1 258851.42000000 PA USD 237293.13000000 0.024157237918 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Lamar Advertising Co 529900Y8WW4MKVPTB543 Lamar Advertising Co. 512816109 3752.00000000 NS USD 448476.56000000 0.045656420651 Long EC US N 1 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 O'Reilly Automotive, Inc. 67103H107 993.00000000 NS USD 1048667.58000000 0.106757883077 Long EC CORP US N 1 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 W.R. Berkley Corp. 084423102 3666.00000000 NS USD 288074.28000000 0.029326929609 Long EC CORP US N 1 N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 AutoZone, Inc. 053332BK7 355000.00000000 PA USD 351911.89000000 0.035825812795 Long DBT CORP US N 2 2034-07-15 Fixed 5.40000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 94973VBB2 103000.00000000 PA USD 91210.25000000 0.009285509908 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QMCK8 7494231.37000000 PA USD 6441509.05000000 0.655767264211 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp. 126650100 6917.00000000 NS USD 408518.02000000 0.041588507021 Long EC CORP US N 1 N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LAW1 55000.00000000 PA USD 45711.06000000 0.004653539493 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N P4 SFR HOLDCO LLC N/A P4 SFR Holdco LLC 000000000 1000000.00000000 PA USD 950000.00000000 0.096713191918 Long ABS-O CORP US N 2 2026-10-11 Fixed 7.25000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404121AJ4 215000.00000000 PA USD 217069.86000000 0.022098441084 Long DBT CORP US N 2 2028-09-01 Fixed 5.63000000 N N N N N N Brixmor Property Group Inc 5299007UXW6Y0W2EGZ95 Brixmor Property Group, Inc. 11120U105 17447.00000000 NS USD 402851.23000000 0.041011608759 Long EC US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XGV55 4194947.18000000 PA USD 3603213.51000000 0.366819241808 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 Electronic Arts, Inc. 285512AE9 423000.00000000 PA USD 346156.50000000 0.035239894756 Long DBT CORP US N 2 2031-02-15 Fixed 1.85000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 Welltower OP LLC 95040QAH7 200000.00000000 PA USD 191258.67000000 0.019470775218 Long DBT US N 2 2029-03-15 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS 3136BRQC4 1350132.04000000 PA USD 1328002.16000000 0.135195081862 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 5.00000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 Southwestern Energy Co. 845467AT6 632000.00000000 PA USD 581088.23000000 0.059156734220 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 Electronic Arts, Inc. 285512AF6 128000.00000000 PA USD 83377.91000000 0.008488151380 Long DBT CORP US N 2 2051-02-15 Fixed 2.95000000 N N N N N N Garmin Ltd 2549001E0HIPIJQ0W046 Garmin Ltd. 000000000 2653.00000000 NS USD 432226.76000000 0.044002136413 Long EC CORP CH N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135BU9 129000.00000000 PA USD 76435.47000000 0.007781387662 Long DBT CORP US N 2 2060-06-03 Fixed 2.70000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613BE7 200000.00000000 PA USD 223982.40000000 0.022802160881 Long DBT CORP CH N 2 2033-11-13 Fixed 9.25000000 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 MDC Holdings, Inc. 552676AT5 135000.00000000 PA USD 128524.44000000 0.013084219823 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 2582.00000000 NS USD 656060.38000000 0.066789150990 Long EC CORP US N 1 N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 Berry Global, Inc. 08576PAP6 740000.00000000 PA USD 724300.17000000 0.073736190892 Long DBT CORP US N 2 2034-01-15 Fixed 5.65000000 N N N N N N Dick's Sporting Goods Inc 529900SSBV5I4LWSK313 Dick's Sporting Goods, Inc. 253393102 1938.00000000 NS USD 416379.30000000 0.042388811738 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31371NNB7 9056.48000000 PA USD 9137.30000000 0.000930207840 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association, Interest Only STRIPS 3136FAQR4 6810.84000000 PA USD 6052.25000000 0.000616139385 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 178000.00000000 PA USD 108349.02000000 0.011030294279 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 Mexico Government International Bonds 91087BAG5 265000.00000000 PA USD 198950.98000000 0.020253878222 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 Aker BP ASA 00973RAM5 380000.00000000 PA USD 384580.38000000 0.039151574841 Long DBT CORP NO N 2 2033-06-13 Fixed 6.00000000 N N N N N N CoreVest American Finance Ltd N/A CoreVest American Finance Ltd. 21872NAA8 397897.22000000 PA USD 391433.86000000 0.039849282132 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.71000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 Coca-Cola Co. 191216100 30584.00000000 NS USD 1946671.60000000 0.198177709530 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas & Electric Co. 694308HD2 331000.00000000 PA USD 269870.81000000 0.027473755200 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp. 126650ED8 401000.00000000 PA USD 400632.49000000 0.040785733573 Long DBT CORP US N 2 2034-06-01 Fixed 5.70000000 N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773DF4 149000.00000000 PA USD 135998.95000000 0.013845150054 Long DBT CORP US N 2 2033-04-25 Fixed 4.34000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 New York & Presbyterian Hospital 649322AH7 282000.00000000 PA USD 191057.28000000 0.019450273040 Long DBT CORP US N 2 2040-08-01 Fixed 2.26000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc. 882508CJ1 205000.00000000 PA USD 197315.07000000 0.020087337087 Long DBT CORP US N 2 2054-02-08 Fixed 5.15000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 Pfizer Investment Enterprises Pte Ltd. 716973AG7 54000.00000000 PA USD 52374.86000000 0.005331936723 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAV9 324000.00000000 PA USD 311212.99000000 0.031682528031 Long DBT US N 2 2030-11-15 Fixed 4.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175BZ6 671000.00000000 PA USD 452292.09000000 0.046044854424 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N MongoDB Inc 549300TPTG69WKWE1Z37 MongoDB, Inc. 60937P106 852.00000000 NS USD 212965.92000000 0.021680646203 Long EC CORP US N 1 N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 Northwestern Mutual Life Insurance Co. 668138AA8 220000.00000000 PA USD 167383.57000000 0.017040209820 Long DBT CORP US N 2 2047-09-30 Fixed 3.85000000 N N N N N N FORTIS INC 549300MQYQ9Y065XPR71 Fortis, Inc. 349553AM9 648000.00000000 PA USD 614824.47000000 0.062591196803 Long DBT CORP CA N 2 2026-10-04 Fixed 3.06000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage 74460D109 2685.00000000 NS USD 772340.25000000 0.078626832447 Long EC US N 1 N N N NRZ Excess Spread Collateralized Notes N/A NRZ Excess Spread-Collateralized Notes 62955MAB2 889006.96000000 PA USD 836363.79000000 0.085144643933 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.10000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Future 000000000 -107.00000000 NC USD 160180.45000000 0.016306908002 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Swiss Franc Currency Futures SFU4 Curncy 2024-09-16 -15184317.95000000 USD 160180.45000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 Future 000000000 717.00000000 NC USD 524934.65000000 0.053440111105 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU4 Comdty 2024-09-19 78333862.23000000 USD 524934.65000000 N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 Federal Home Loan Banks 3130AL5Y6 3000000.00000000 PA USD 2215971.18000000 0.225593311598 Long DBT USGSE US N 2 2036-02-11 Fixed 1.93000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDG3 39680000.00000000 PA USD 36621850.10000000 3.728227386473 Long DBT UST US N 2 2026-10-31 Fixed 1.13000000 N N N N N N Techtronic Industries Co Ltd 549300HZW2SBE758OK89 Techtronic Industries Co. Ltd. 000000000 33500.00000000 NS 382658.58000000 0.038955929144 Long EC CORP HK N 2 N N N NiSource Inc 549300D8GOWWH0SJB189 NiSource, Inc. 65473QAZ6 43000.00000000 PA USD 41969.83000000 0.004272669709 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS, Interest Only STRIPS 38377WFA7 31746.08000000 PA USD 1709.07000000 0.000173989068 Long ABS-MBS USGA US N 2 2041-05-20 Floating 1.15000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 013092AE1 516000.00000000 PA USD 487825.37000000 0.049662261717 Long DBT CORP US N 2 2030-02-15 Fixed 4.88000000 N N N N N N OHIOHEALTH CORP JGYGIL4QGKKPZU7C1D18 OhioHealth Corp. 67777JAL2 401000.00000000 PA USD 334941.63000000 0.034098183309 Long DBT CORP US N 2 2031-11-15 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XMKS4 1142712.82000000 PA USD 904354.79000000 0.092066356176 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 Leidos, Inc. 52532XAH8 649000.00000000 PA USD 535510.93000000 0.054516811945 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 31295NJF6 8355.02000000 PA USD 8411.87000000 0.000856356629 Long ABS-MBS USGSE US N 2 2031-12-01 Floating 6.94000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp. 30231G102 20657.00000000 NS USD 2378033.84000000 0.242091834902 Long EC CORP US N 1 N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 American Water Capital Corp. 03040WBC8 294000.00000000 PA USD 285031.64000000 0.029017178634 Long DBT CORP US N 2 2054-03-01 Fixed 5.45000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GGF0 1539000.00000000 PA USD 1484111.12000000 0.151087498502 Long DBT CORP US N 2 2028-01-20 Fixed 3.82000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFM8 2480000.00000000 PA USD 2452681.26000000 0.249691193067 Long DBT UST US N 2 2027-09-30 Fixed 4.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS 31398LQT8 11835.15000000 PA USD 9530.43000000 0.000970229795 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 Rogers Communications, Inc. 775109CH2 323000.00000000 PA USD 289077.58000000 0.029429068920 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas & Electric Co. 694308KL0 134000.00000000 PA USD 137205.92000000 0.013968023656 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Future 000000000 -44.00000000 NC USD -64223.72000000 -0.00653819048 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-Mini Standard & Poor's 500 Index Futures ESU4 Index 2024-09-20 -12083076.28000000 USD -64223.72000000 N N N Air Liquide SA 969500MMPQVHK671GT54 Air Liquide SA 000000000 4536.00000000 NS 783471.04000000 0.079759984267 Long EC CORP FR N 2 N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 Newell Brands, Inc. 651229106 22339.00000000 NS USD 143192.99000000 0.014577527498 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U3E1 476000.00000000 PA USD 480566.86000000 0.048923321011 Long DBT CORP US N 2 2029-07-25 Fixed 5.57000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128284N7 355000.00000000 PA USD 335544.34000000 0.034159541212 Long DBT UST US N 2 2028-05-15 Fixed 2.88000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHD4 1117000.00000000 PA USD 1050452.70000000 0.106939614291 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 Nestle SA 000000000 44284.00000000 NS 4520817.50000000 0.460234411061 Long EC CORP CH N 2 N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAU1 586000.00000000 PA USD 517750.46000000 0.052708736425 Long DBT US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3133KMLZ6 2633563.31000000 PA USD 2181410.78000000 0.222074946758 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBX9 215000.00000000 PA USD 213237.75000000 0.021708319410 Long DBT CORP FR N 2 2035-01-19 Fixed 6.07000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 Ovintiv, Inc. 69047QAC6 155000.00000000 PA USD 160070.65000000 0.016295729993 Long DBT CORP US N 2 2033-07-15 Fixed 6.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YCZ0 432000.00000000 PA USD 390793.02000000 0.039784042467 Long DBT CORP US N 2 2042-10-01 Fixed 4.63000000 N N N N N N Keyence Corp 529900M7PQBS7A89DZ11 Keyence Corp. 000000000 1900.00000000 NS 833146.87000000 0.084817150668 Long EC CORP JP N 2 N N N Eurex Deutschland 529900LN3S50JPU47S06 Future 000000000 182.00000000 NC -126309.08000000 -0.01285868873 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGU4 Index 2024-09-20 9083261.10000000 EUR -126309.08000000 N N N KLA CORP 549300H0BF5JCG96TJ81 KLA Corp. 482480AP5 292000.00000000 PA USD 284307.91000000 0.028943500488 Long DBT CORP US N 2 2034-02-01 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31417GGE0 120346.05000000 PA USD 110319.20000000 0.011230865223 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc. 00206RMT6 130000.00000000 PA USD 130251.02000000 0.013259991468 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAP4 600000.00000000 PA USD 642567.60000000 0.065415540652 Long DBT CORP ES N 2 2028-11-21 Fixed 9.63000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122EK0 349000.00000000 PA USD 345930.64000000 0.035216901449 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 17327CAR4 195000.00000000 PA USD 198582.06000000 0.020216320926 Long DBT CORP US N 2 2034-05-25 Fixed 6.17000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 Berry Global, Inc. 08576BAA0 545000.00000000 PA USD 544849.63000000 0.055467522982 Long DBT CORP US N 2 2031-06-15 Fixed 5.80000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 KeyBank NA 49327V2B9 590000.00000000 PA USD 531219.54000000 0.054079934024 Long DBT CORP US N 2 2029-04-13 Fixed 3.90000000 N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGN8 639000.00000000 PA USD 523417.22000000 0.053285631633 Long DBT CORP US N 2 2032-03-15 Fixed 2.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Principal Only STRIPS 31395DUD9 7649.43000000 PA USD 6375.41000000 0.000649038158 Long ABS-MBS USGSE US N 2 2036-06-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Interest Only STRIPS 31395DP45 43232.30000000 PA USD 3462.63000000 0.000352507368 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 1.15000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies, Inc. 502431AU3 602000.00000000 PA USD 598816.99000000 0.060961581556 Long DBT CORP US N 2 2034-06-01 Fixed 5.35000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62912XAF1 384000.00000000 PA USD 375598.52000000 0.038237191315 Long DBT CORP US N 2 2027-08-15 Fixed 4.88000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAL5 349000.00000000 PA USD 339012.86000000 0.034512648202 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 Albemarle Corp. 012653AD3 44000.00000000 PA USD 43298.12000000 0.004407894093 Long DBT CORP US N 2 2027-06-01 Fixed 4.65000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAV3 630000.00000000 PA USD 626066.15000000 0.063735637598 Long DBT CORP KY N 2 2029-11-15 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38375BE73 18.58000000 PA USD 16.58000000 0.000001687899 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 1.65000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc. 882508CC6 160000.00000000 PA USD 150597.38000000 0.015331319278 Long DBT CORP US N 2 2053-03-14 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TR9 40200.00000000 PA USD 34427.53000000 0.003504838227 Long DBT UST US N 2 2053-05-15 Fixed 3.63000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251526CU1 555000.00000000 PA USD 577500.35000000 0.058791475981 Long DBT CORP DE N 2 2029-11-20 Fixed 6.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31371NGL3 5487.01000000 PA USD 5508.49000000 0.000560782790 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 6.00000000 N N N N N N Sandvik AB 5299008ZUAXN43LVZF54 Sandvik AB 000000000 16842.00000000 NS 337507.39000000 0.034359386298 Long EC CORP SE N 2 N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591ES7 264000.00000000 PA USD 227032.60000000 0.023112681490 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N RELX PLC 549300WSX3VBUFFJOO66 RELX PLC 000000000 23497.00000000 NS 1081050.73000000 0.110054596552 Long EC CORP GB N 2 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128286F2 150000.00000000 PA USD 144416.02000000 0.014702036061 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 Post Holdings, Inc. 737446104 4600.00000000 NS USD 479136.00000000 0.048777654656 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3138WMME8 209930.63000000 PA USD 192441.17000000 0.019591157691 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 Martin Marietta Materials, Inc. 573284106 872.00000000 NS USD 472449.60000000 0.048096956670 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132E0K92 3553731.50000000 PA USD 3619241.91000000 0.368450986782 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 Biogen, Inc. 09062XAH6 1120000.00000000 PA USD 954158.42000000 0.097136533046 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N London Stock Exchange Group PLC 213800QAUUUP6I445N30 London Stock Exchange Group PLC 000000000 5624.00000000 NS 668273.76000000 0.068032514110 Long EC CORP GB N 2 N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 Carlisle Cos., Inc. 142339100 1354.00000000 NS USD 548654.34000000 0.055854855243 Long EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot, Inc. 437076CC4 112000.00000000 PA USD 87571.46000000 0.008915068860 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAP5 325000.00000000 PA USD 328277.95000000 0.033419798295 Long DBT CORP US N 2 2029-04-01 Fixed 6.38000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172DJ5 839000.00000000 PA USD 824668.05000000 0.083953978304 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 TJX Cos., Inc. 872540109 17595.00000000 NS USD 1937209.50000000 0.197214435958 Long EC CORP US N 1 N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 Dow Chemical Co. 260543CV3 232000.00000000 PA USD 198859.05000000 0.020244519439 Long DBT CORP US N 2 2049-05-15 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS 31397KTW1 116265.33000000 PA USD 10636.50000000 0.001082831437 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.92000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XBW4 228000.00000000 PA USD 175902.29000000 0.017907444138 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 Tennessee Valley Authority, Interest Only STRIPS 88059ENP5 1000000.00000000 PA USD 829687.44000000 0.084464969071 Long DBT USGA US N 2 2028-07-15 None 0.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 Kroger Co. 501044DG3 80000.00000000 PA USD 66259.22000000 0.006745411221 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N MONONGAHELA POWER CO N/A Monongahela Power Co. 609935AA9 220000.00000000 PA USD 224374.95000000 0.022842123790 Long DBT CORP US N 2 2034-02-15 Fixed 5.85000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 Berkshire Hathaway, Inc. 084670702 4473.00000000 NS USD 1819616.40000000 0.185243063275 Long EC CORP US N 1 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AQ8 435000.00000000 PA USD 438415.27000000 0.044632147523 Long DBT CORP FR N 2 2035-01-10 Fixed 6.25000000 N N N N N N Texas Roadhouse Inc 5299002Y1CNRPDGXTQ75 Texas Roadhouse, Inc. 882681109 1024.00000000 NS USD 175831.04000000 0.017900190649 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023CJ2 201000.00000000 PA USD 162130.32000000 0.016505411320 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N DoorDash Inc 549300NUQ43FGGSK5051 DoorDash, Inc. 25809K105 4096.00000000 NS USD 445562.88000000 0.045359798237 Long EC CORP US N 1 N N N Recruit Holdings Co Ltd 353800R2LRSMVVC4I806 Recruit Holdings Co. Ltd. 000000000 12800.00000000 NS 684751.07000000 0.069709959631 Long EC CORP JP N 2 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NDU2 842000.00000000 PA USD 511004.18000000 0.052021942454 Long DBT CORP US N 2 2056-11-01 Fixed 2.94000000 N N N N N N First Citizens BancShares Inc/NC 549300N3Z00ZHE2XC526 First Citizens BancShares, Inc. 31946M103 349.00000000 NS USD 587579.89000000 0.059817607020 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3128P7RY1 40908.71000000 PA USD 39147.55000000 0.003985352122 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 Atlas Copco AB 000000000 34678.00000000 NS 651746.16000000 0.066349948899 Long EC CORP SE N 2 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023DC6 186000.00000000 PA USD 163053.36000000 0.016599379893 Long DBT CORP US N 2 2031-02-01 Fixed 3.63000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp. 89788MAS1 67000.00000000 PA USD 66838.50000000 0.006804383871 Long DBT CORP US N 2 2035-01-24 Fixed 5.71000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DVLF0 9694328.40000000 PA USD 8101650.68000000 0.824775260079 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 Crown Castle, Inc. 22822VBD2 397000.00000000 PA USD 400622.85000000 0.040784752188 Long DBT US N 2 2029-06-01 Fixed 5.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468U6 412000.00000000 PA USD 331195.27000000 0.033716791273 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix, Inc. 64110L106 1273.00000000 NS USD 859122.24000000 0.087461530609 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TZ1 11270000.00000000 PA USD 11104471.88000000 1.130472547462 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 000000000 17579.00000000 NS 2745701.42000000 0.279521629878 Long EC CORP GB N 2 N N N Kimco Realty Corp 254900ARY41P4V1JL861 Kimco Realty Corp. 49446R109 24587.00000000 NS USD 478463.02000000 0.048709143030 Long EC US N 1 N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 Koninklijke KPN NV 000000000 197241.00000000 NS 756222.52000000 0.076985993379 Long EC CORP NL N 2 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280EG0 205000.00000000 PA USD 205712.38000000 0.020942211460 Long DBT CORP GB N 2 2032-05-17 Fixed 5.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Principal Only STRIPS 31398FRR4 4247.49000000 PA USD 3672.32000000 0.000373854514 Long ABS-MBS USGSE US N 2 2037-03-25 None 0.00000000 N N N N N N Intuitive Surgical Inc 54930052SRG011710797 Intuitive Surgical, Inc. 46120E602 1909.00000000 NS USD 849218.65000000 0.086453311872 Long EC CORP US N 1 N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 Public Service Co. of Colorado 744448CU3 129000.00000000 PA USD 76625.60000000 0.007800743535 Long DBT CORP US N 2 2051-01-15 Fixed 2.70000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967LP4 715000.00000000 PA USD 681688.28000000 0.069398157318 Long DBT CORP US N 2 2028-07-24 Fixed 3.67000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas & Electric Co. 694308KP1 361000.00000000 PA USD 389278.81000000 0.039629890801 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAL4 210000.00000000 PA USD 196379.02000000 0.019992044052 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co. 842400HZ9 388000.00000000 PA USD 379613.04000000 0.038645882939 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 Alliant Energy Finance LLC 01882YAE6 515000.00000000 PA USD 527451.17000000 0.053696301296 Long DBT CORP US N 2 2029-03-30 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3128UNDW9 2033.15000000 PA USD 2051.28000000 0.000208827196 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XHRT6 2885259.27000000 PA USD 2590425.56000000 0.263714025617 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.50000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833EK2 500000.00000000 PA USD 319533.46000000 0.032529579833 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 Mastercard, Inc. 57636Q104 13346.00000000 NS USD 5887721.36000000 0.599389816689 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds, Principal Only STRIPS 9128334Z0 170000.00000000 PA USD 106022.32000000 0.010793428401 Long DBT UST US N 2 2035-02-15 None 0.00000000 N N N N N N FELLS POINT FUNDING TR N/A Fells Point Funding Trust 314382AA0 1229000.00000000 PA USD 1157072.82000000 0.117793900742 Long DBT CORP US N 2 2027-01-31 Fixed 3.05000000 N N N N N N Pernod Ricard SA 52990097YFPX9J0H5D87 Pernod Ricard SA 000000000 2806.00000000 NS 380744.52000000 0.038761071405 Long EC CORP FR N 2 N N N Shin-Etsu Chemical Co Ltd 353800PX8Q64N86H5W41 Shin-Etsu Chemical Co. Ltd. 000000000 102000.00000000 NS 3954726.83000000 0.402604478838 Long EC CORP JP N 2 N N N Booz Allen Hamilton Holding Corp 529900JPV47PIUWMA015 Booz Allen Hamilton Holding Corp. 099502106 3035.00000000 NS USD 467086.50000000 0.047550975070 Long EC CORP US N 1 N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAY4 78000.00000000 PA USD 67897.17000000 0.006912160034 Long DBT CORP US N 2 2040-11-15 Fixed 5.88000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 Broadcom, Inc. 11135F101 1179.00000000 NS USD 1892919.87000000 0.192705602815 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418EDC1 899404.41000000 PA USD 738649.87000000 0.075197038566 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 060505104 77197.00000000 NS USD 3070124.69000000 0.312549008799 Long EC CORP US N 1 N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 Union Electric Co. 906548CY6 366000.00000000 PA USD 364109.69000000 0.037067589819 Long DBT CORP US N 2 2034-04-01 Fixed 5.20000000 N N N N N N SSE PLC 549300KI75VYLLMSK856 SSE PLC 000000000 51644.00000000 NS 1168242.00000000 0.118930960793 Long EC CORP GB N 2 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAM3 236000.00000000 PA USD 221843.39000000 0.022584402476 Long DBT CORP KY N 2 2026-02-21 Fixed 2.13000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp. 126650DP2 576000.00000000 PA USD 384290.24000000 0.039122037614 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ADC8 195000.00000000 PA USD 194069.53000000 0.019756930211 Long DBT CORP US N 2 2029-06-24 Fixed 5.30000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NBT7 409000.00000000 PA USD 331356.61000000 0.033733216227 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797LJ4 548600.00000000 PA USD 541849.19000000 0.055162068109 Long STIV UST US N 2 2024-09-24 None 0.00000000 N N N N N N Emera US Finance LP N/A Emera US Finance LP 29103DAM8 188000.00000000 PA USD 155232.80000000 0.015803220608 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 Consolidated Edison Co. of New York, Inc. 209111GK3 317000.00000000 PA USD 317937.18000000 0.032367073165 Long DBT CORP US N 2 2054-05-15 Fixed 5.70000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas & Electric Co. 694308GZ4 323000.00000000 PA USD 257030.35000000 0.026166553230 Long DBT CORP US N 2 2042-04-15 Fixed 4.45000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc. 00206RMM1 910000.00000000 PA USD 725163.73000000 0.073824104202 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TS7 1710000.00000000 PA USD 1549487.11000000 0.157742993942 Long DBT UST US N 2 2043-05-15 Fixed 3.88000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 Duke Energy Florida LLC 26444HAJ0 181000.00000000 PA USD 150277.64000000 0.015298768672 Long DBT CORP US N 2 2030-06-15 Fixed 1.75000000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 NNN REIT, Inc. 637417AT3 100000.00000000 PA USD 99259.51000000 0.010104951621 Long DBT US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Interest Only STRIPS 31394VX47 107219.03000000 PA USD 9160.25000000 0.000932544227 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 1.25000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot, Inc. 437076DE9 250000.00000000 PA USD 247955.18000000 0.025242670432 Long DBT CORP US N 2 2034-06-25 Fixed 4.95000000 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 Stellantis NV 000000000 20434.00000000 NS 404193.82000000 0.041148288932 Long EC CORP NL N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3128P7SE4 79694.27000000 PA USD 76258.88000000 0.007763410207 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 Tesla, Inc. 88160R101 2669.00000000 NS USD 528141.72000000 0.053766601607 Long EC CORP US N 1 N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 Duke Energy Ohio, Inc. 26442EAL4 167000.00000000 PA USD 161662.89000000 0.016457825375 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PBA4 98000.00000000 PA USD 97318.14000000 0.009907313632 Long DBT US N 2 2034-04-01 Fixed 5.50000000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 NNN REIT, Inc. 637417AS5 125000.00000000 PA USD 124623.77000000 0.012687118511 Long DBT US N 2 2033-10-15 Fixed 5.60000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NDL2 91000.00000000 PA USD 56544.15000000 0.005756384453 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 Cardinal Health, Inc. 14149YBP2 223000.00000000 PA USD 222424.02000000 0.022643512561 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 Deutsche Telekom AG 000000000 27369.00000000 NS 688218.60000000 0.070062965835 Long EC CORP DE N 2 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas & Electric Co. 694308KR7 294000.00000000 PA USD 292688.95000000 0.029796718519 Long DBT CORP US N 2 2034-05-15 Fixed 5.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179WQB7 4977971.46000000 PA USD 4349193.18000000 0.442762478642 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CL4 429000.00000000 PA USD 405120.98000000 0.041242676935 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 Entegris, Inc. 29362U104 4009.00000000 NS USD 542818.60000000 0.055260757304 Long EC CORP US N 1 N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 Extra Space Storage LP 30225VAK3 429000.00000000 PA USD 432549.04000000 0.044034945599 Long DBT US N 2 2030-07-01 Fixed 5.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 Home Depot, Inc. 437076102 796.00000000 NS USD 274015.04000000 0.027895651739 Long EC CORP US N 1 N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441CCF0 310000.00000000 PA USD 302729.73000000 0.030818903660 Long DBT CORP US N 2 2054-06-15 Fixed 5.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179XDF0 931948.29000000 PA USD 910286.28000000 0.092670201788 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DTCE8 2572556.73000000 PA USD 2593807.51000000 0.264058319490 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251526CE7 450000.00000000 PA USD 427062.83000000 0.043476430988 Long DBT CORP DE N 2 2026-11-24 Fixed 2.13000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U3L5 509000.00000000 PA USD 513544.63000000 0.052280568800 Long DBT CORP US N 2 2028-04-22 Fixed 5.71000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot, Inc. 437076CD2 98000.00000000 PA USD 70020.12000000 0.007128283477 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QMZD9 1951470.03000000 PA USD 1618232.05000000 0.164741459811 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. 969457CK4 657000.00000000 PA USD 659354.60000000 0.067124513655 Long DBT CORP US N 2 2028-08-15 Fixed 5.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U3F8 630000.00000000 PA USD 630851.21000000 0.064222772784 Long DBT CORP US N 2 2034-07-25 Fixed 5.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XGJR1 274812.91000000 PA USD 234679.12000000 0.023891122917 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Labcorp Holdings Inc N/A Labcorp Holdings, Inc. 504922105 2255.00000000 NS USD 458915.05000000 0.046719094005 Long EC CORP US N 1 N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BV0 72000.00000000 PA USD 66786.11000000 0.006799050393 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591EJ7 155000.00000000 PA USD 144315.02000000 0.014691753922 Long DBT USGA US N 2 2060-09-15 Fixed 4.63000000 N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 Mexico Government International Bonds 91087BAN0 205000.00000000 PA USD 125281.28000000 0.012754055238 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC/AerCap Global Aviation Trust 00774MAW5 840000.00000000 PA USD 763758.81000000 0.077753213022 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 Rio Tinto PLC 000000000 7611.00000000 NS 500391.38000000 0.050941523756 Long EC CORP GB N 2 N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co. 797440CD4 150000.00000000 PA USD 142501.67000000 0.014507148799 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 Silgan Holdings, Inc. 827048109 4369.00000000 NS USD 184939.77000000 0.018827489967 Long EC CORP US N 1 N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co. Ltd. 874060BK1 500000.00000000 PA USD 497481.85000000 0.050645323826 Long DBT CORP JP N 2 2034-07-05 Fixed 5.30000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAQ2 400000.00000000 PA USD 443455.60000000 0.045145270053 Long DBT CORP ES N 2 2033-05-21 Fixed 9.63000000 N N N N N N MEXICO CITY ARPT TRUST N/A Mexico City Airport Trust 59284MAD6 200000.00000000 PA USD 165757.20000000 0.016874639890 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CGG0 11008700.00000000 PA USD 10932155.19000000 1.112930129451 Long DBT UST US N 2 2025-01-31 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS, Principal Only STRIPS 38375PCK5 4859.25000000 PA USD 4430.90000000 0.000451080507 Long ABS-MBS USGA US N 2 2038-01-20 None 0.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAM2 140000.00000000 PA USD 138648.97000000 0.014114930994 Long DBT CORP US N 2 2030-05-15 Fixed 7.13000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 Exelon Corp. 30161NBL4 145000.00000000 PA USD 140063.17000000 0.014258901306 Long DBT CORP US N 2 2053-03-15 Fixed 5.60000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773DL1 98000.00000000 PA USD 97238.63000000 0.009899219247 Long DBT CORP US N 2 2032-01-29 Fixed 5.63000000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAX5 430000.00000000 PA USD 427117.06000000 0.043481951784 Long DBT US N 2 2034-07-01 Fixed 5.63000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 Eni SpA 26874RAC2 405000.00000000 PA USD 390006.23000000 0.039703944601 Long DBT CORP IT N 2 2040-10-01 Fixed 5.70000000 N N N N N N Fortune Brands Innovations Inc 54930032LHW54PQUJD44 Fortune Brands Innovations, Inc. 34964C106 5176.00000000 NS USD 336129.44000000 0.034219106358 Long EC CORP US N 1 N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 PG&E Corp. 69331C108 25959.00000000 NS USD 453244.14000000 0.046141776313 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122DX3 161000.00000000 PA USD 116582.23000000 0.011868462720 Long DBT CORP US N 2 2062-03-15 Fixed 3.90000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175CE2 147000.00000000 PA USD 98183.01000000 0.009995360304 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS, Interest Only STRIPS 38375GBA8 384.83000000 PA USD 22.44000000 0.000002284467 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 7.50000000 N N N N N N SART 2018 1 N/A SART 000000000 35927.59000000 PA USD 35859.33000000 0.003650600278 Long ABS-O CORP US N 2 2025-06-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBH3 130000.00000000 PA USD 121158.98000000 0.012334391247 Long DBT UST US N 2 2026-01-31 Fixed 0.38000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558CA9 207000.00000000 PA USD 207815.61000000 0.021156327340 Long DBT CORP US N 2 2053-10-15 Fixed 5.55000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 Entergy Mississippi LLC 29366WAB2 46000.00000000 PA USD 32130.95000000 0.003271038667 Long DBT CORP US N 2 2051-06-01 Fixed 3.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp. 126650CY4 178000.00000000 PA USD 159342.51000000 0.016221602895 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Transcanada Trust 549300Y0MFCAXLBWUV51 Transcanada Trust 89356BAB4 200000.00000000 PA USD 195785.82000000 0.019931654299 Long DBT CORP CA N 2 2076-08-15 Fixed 5.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38375BWP3 3496.15000000 PA USD 3454.93000000 0.000351723482 Long ABS-MBS USGA US N 2 2060-03-20 Floating 5.50000000 N Y N N N N Arista Networks Inc 635400H1WKBLOQERUU95 Arista Networks, Inc. 040413106 1341.00000000 NS USD 469993.68000000 0.047846935762 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SZ2 25000.00000000 PA USD 15125.00000000 0.001539775818 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 FedEx Corp. 31428XCE4 140000.00000000 PA USD 103214.27000000 0.010507559477 Long DBT CORP US N 2 2041-05-15 Fixed 3.25000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co. 345370DA5 837000.00000000 PA USD 692678.32000000 0.070516980316 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418AS33 179554.55000000 PA USD 164595.15000000 0.016756339295 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Legrand SA 969500XXRPGD7HCAFA90 Legrand SA 000000000 18501.00000000 NS 1835536.96000000 0.186863829775 Long EC CORP FR N 2 N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 Norfolk Southern Corp. 655844CU0 161000.00000000 PA USD 164852.57000000 0.016782545516 Long DBT CORP US N 2 2064-03-15 Fixed 5.95000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 FedEx Corp. 31428X106 2476.00000000 NS USD 742403.84000000 0.075579205325 Long EC CORP US N 1 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co. 842400GE7 162000.00000000 PA USD 118807.50000000 0.012095002683 Long DBT CORP US N 2 2045-02-01 Fixed 3.60000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 WP Carey, Inc. 92936UAF6 299000.00000000 PA USD 279417.48000000 0.028445638282 Long DBT US N 2 2029-07-15 Fixed 3.85000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 ITC Holdings Corp. 465685AQ8 1105000.00000000 PA USD 973705.12000000 0.099126452782 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources, Inc. 212015AU5 250000.00000000 PA USD 232086.27000000 0.023627162076 Long DBT CORP US N 2 2026-11-15 Fixed 2.27000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 Dow Chemical Co. 260543CG6 170000.00000000 PA USD 140666.67000000 0.014320339634 Long DBT CORP US N 2 2042-11-15 Fixed 4.38000000 N N N N N N Kenvue Inc 5493008HSF8L4M2LIJ82 Kenvue, Inc. 49177J102 10848.00000000 NS USD 197216.64000000 0.020077316583 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom, Inc. 11135FBK6 593000.00000000 PA USD 512107.22000000 0.052134235632 Long DBT CORP US N 2 2033-04-15 Fixed 3.42000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 Amphenol Corp. 032095AQ4 321000.00000000 PA USD 320665.95000000 0.032644871120 Long DBT CORP US N 2 2034-04-05 Fixed 5.25000000 N N N N N N FREMF Mortgage Trust N/A FREMF Mortgage Trust 30307MAS7 1441000.00000000 PA USD 1312002.98000000 0.133566311582 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.79000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 Aker BP ASA 55037AAB4 383000.00000000 PA USD 326349.56000000 0.033223481714 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324PEE8 104000.00000000 PA USD 77049.20000000 0.007843867438 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. 693475BW4 210000.00000000 PA USD 211574.15000000 0.021538959341 Long DBT CORP US N 2 2035-01-22 Fixed 5.68000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DVL52 10280800.62000000 PA USD 8590393.75000000 0.874530946740 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 Entergy Louisiana LLC 29364WBD9 331000.00000000 PA USD 201674.86000000 0.020531178358 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N Domino's Pizza Inc 25490005ZWM1IF9UXU57 Domino's Pizza, Inc. 25754A201 573.00000000 NS USD 295857.09000000 0.030119245816 Long EC CORP US N 1 N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 Duke Energy Indiana LLC 26443TAE6 495000.00000000 PA USD 494082.47000000 0.050299255520 Long DBT CORP US N 2 2034-03-01 Fixed 5.25000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co. 842400HX4 266000.00000000 PA USD 266502.14000000 0.027130813276 Long DBT CORP US N 2 2053-12-01 Fixed 5.88000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397E74 200000.00000000 PA USD 200046.41000000 0.020365396676 Long DBT CORP US N 2 2027-05-17 Fixed 5.85000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254CX6 915000.00000000 PA USD 967065.66000000 0.098450533446 Long DBT CORP GB N 2 2030-02-08 Fixed 7.02000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 31300LUY9 15413.23000000 PA USD 15863.36000000 0.001614943347 Long ABS-MBS USGSE US N 2 2040-07-01 Floating 6.42000000 N N N N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Future 000000000 -1.00000000 NC USD 50.43000000 0.000005133943 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short ICE U.S. MSCI Emerging Markets EM Index Futures MESU4 Index 2024-09-20 -54460.43000000 USD 50.43000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38148YAA6 273000.00000000 PA USD 232780.98000000 0.023697885888 Long DBT CORP US N 2 2038-10-31 Fixed 4.02000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172DH9 348000.00000000 PA USD 344196.17000000 0.035040326575 Long DBT CORP US N 2 2031-02-13 Fixed 5.13000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BU2 540000.00000000 PA USD 527738.68000000 0.053725570780 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N Corpay Inc 549300DG6RR0NQSFLN74 Corpay, Inc. 219948106 1151.00000000 NS USD 306637.91000000 0.031216769515 Long EC CORP US N 1 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy, Inc. 15189TBG1 420000.00000000 PA USD 421765.55000000 0.042937150086 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 Smithfield Foods, Inc. 832248BC1 707000.00000000 PA USD 600797.77000000 0.061163231615 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QQEM3 1298255.64000000 PA USD 1311719.24000000 0.133537425896 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 6.00000000 N N N N N N TechnipFMC PLC 549300D5I93QWCJTCK36 TechnipFMC PLC 000000000 25340.00000000 NS USD 662641.00000000 0.067459080217 Long EC CORP GB N 1 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456B101 33594.00000000 NS USD 667512.78000000 0.067955043790 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAT7 321000.00000000 PA USD 337546.37000000 0.034363354593 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N MARVELL TECHNOLOGY INC N/A Marvell Technology, Inc. 573874AP9 485000.00000000 PA USD 495480.04000000 0.050441532842 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings, Inc. 55903VBD4 610000.00000000 PA USD 497945.13000000 0.050692487287 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 UDR, Inc. 90265EAP5 375000.00000000 PA USD 361722.25000000 0.036824540405 Long DBT US N 2 2029-01-26 Fixed 4.40000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558BZ5 578000.00000000 PA USD 583272.97000000 0.059379148093 Long DBT CORP US N 2 2033-10-15 Fixed 5.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABV6 526000.00000000 PA USD 485919.22000000 0.049468209243 Long DBT CORP US N 2 2029-04-15 Fixed 3.38000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 PECO Energy Co. 693304AY3 260000.00000000 PA USD 163302.09000000 0.016624701443 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 Coca-Cola Femsa SAB de CV 191241AJ7 200000.00000000 PA USD 155236.82000000 0.015803629858 Long DBT CORP MX N 2 2032-09-01 Fixed 1.85000000 N N N N N N AMER AIRLINE 21-1B PTT N/A American Airlines Pass-Through Trust 02376LAA3 39790.00000000 PA USD 36758.63000000 0.003742152039 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918CW2 466000.00000000 PA USD 295234.53000000 0.030055867116 Long DBT CORP US N 2 2050-09-15 Fixed 2.50000000 N N N N N N EQUINIX EU 2 FINANCING C 254900FSZR46BPMCKI50 Equinix Europe 2 Financing Corp. LLC 29390XAA2 415000.00000000 PA USD 415481.09000000 0.042297370943 Long DBT US N 2 2034-06-15 Fixed 5.50000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings, Inc. 55903VBC6 892000.00000000 PA USD 779665.74000000 0.079372591942 Long DBT CORP US N 2 2032-03-15 Fixed 4.28000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFF7 91000.00000000 PA USD 91601.74000000 0.009325364906 Long DBT CORP US N 2 2029-07-20 Fixed 5.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179W2T4 6794498.43000000 PA USD 5512603.44000000 0.561201552069 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.00000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 FirstEnergy Transmission LLC 33767BAD1 415000.00000000 PA USD 379237.45000000 0.038607646615 Long DBT CORP US N 2 2028-09-15 Fixed 2.87000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank AS 23636ABH3 200000.00000000 PA USD 200676.38000000 0.020429529739 Long DBT CORP DK N 2 2030-03-01 Fixed 5.71000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122EF1 232000.00000000 PA USD 231667.95000000 0.023584575694 Long DBT CORP US N 2 2029-02-22 Fixed 4.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38373MA91 14946.14000000 PA USD 15897.64000000 0.001618433166 Long ABS-MBS USGA US N 2 2037-04-20 Floating 4.19000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05571AAS4 285000.00000000 PA USD 305257.06000000 0.031076194345 Long DBT CORP FR N 2 2034-10-19 Fixed 7.00000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 Fidelity National Information Services, Inc. 31620M106 13297.00000000 NS USD 1002061.92000000 0.102013270298 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QH4 250000.00000000 PA USD 247578.13000000 0.025204285475 Long DBT UST US N 2 2040-05-15 Fixed 4.38000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558BG7 338000.00000000 PA USD 320034.80000000 0.032580617929 Long DBT CORP US N 2 2035-09-01 Fixed 4.60000000 N N N N N N Middleby Corp/The JDFO86U9VQRBKW5KYA35 Middleby Corp. 596278101 1114.00000000 NS USD 136587.54000000 0.013905070494 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CEF4 2291000.00000000 PA USD 2171885.89000000 0.221105280953 Long DBT UST US N 2 2027-03-31 Fixed 2.50000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 Southwestern Energy Co. 845467AR0 48000.00000000 PA USD 46660.78000000 0.004750224180 Long DBT CORP US N 2 2029-02-01 Fixed 5.38000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05583JAN2 250000.00000000 PA USD 250153.04000000 0.025466419964 Long DBT CORP FR N 2 2027-01-18 Fixed 5.98000000 N N N N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LAZ4 217000.00000000 PA USD 172077.82000000 0.017518100242 Long DBT CORP US N 2 2046-08-01 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SR0 300.00000000 PA USD 185.47000000 0.000018881469 Long DBT UST US N 2 2040-05-15 Fixed 1.13000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324PFC1 110000.00000000 PA USD 107462.10000000 0.010940002843 Long DBT CORP US N 2 2054-04-15 Fixed 5.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132G7CD5 53176.73000000 PA USD 50717.47000000 0.005163208852 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 Crown Castle, Inc. 22822VBA8 165000.00000000 PA USD 163061.96000000 0.016600255402 Long DBT US N 2 2028-01-11 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3128ME4Y4 405364.75000000 PA USD 391376.36000000 0.039843428439 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 UniCredit SpA 000000000 23061.00000000 NS 854646.22000000 0.087005856734 Long EC CORP IT N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFQ3 455000.00000000 PA USD 462976.54000000 0.047132567333 Long DBT CORP US N 2 2030-04-18 Fixed 5.66000000 N N N N N N Carlsberg AS 5299001O0WJQYB5GYZ19 Carlsberg AS 000000000 4894.00000000 NS 587232.21000000 0.059782212028 Long EC CORP DK N 2 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 Deere & Co. 244199105 1903.00000000 NS USD 711017.89000000 0.072384010161 Long EC CORP US N 1 N N N Nordea Bank Abp 529900ODI3047E2LIV03 Nordea Bank Abp 65557FAH9 270000.00000000 PA USD 256147.18000000 0.026076643556 Long DBT CORP FI N 2 2033-09-13 Fixed 4.63000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 Analog Devices, Inc. 032654105 3955.00000000 NS USD 902768.30000000 0.091904846164 Long EC CORP US N 1 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 293791AP4 228000.00000000 PA USD 250530.61000000 0.025504857859 Long DBT CORP US N 2 2034-10-15 Fixed 6.65000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 Charles Schwab Corp. 808513105 13506.00000000 NS USD 995257.14000000 0.101320520831 Long EC CORP US N 1 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 Crown Castle, Inc. 22822VAH4 544000.00000000 PA USD 517156.02000000 0.052648220436 Long DBT US N 2 2027-09-01 Fixed 3.65000000 N N N N N N Apple Hospitality REIT Inc 549300EVZAR0FBZO4F16 Apple Hospitality, Inc. 03784Y200 15393.00000000 NS USD 223814.22000000 0.022785039592 Long EC US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YB0 40000.00000000 PA USD 35076.56000000 0.003570911662 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 Canadian Pacific Railway Co. 13648TAA5 395000.00000000 PA USD 337232.88000000 0.034331440257 Long DBT CORP CA N 2 2030-03-05 Fixed 2.05000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866FAU8 382000.00000000 PA USD 369037.29000000 0.037569236055 Long DBT CORP US N 2 2027-09-15 Fixed 4.00000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 BHP Billiton Finance USA Ltd. 055451BD9 320000.00000000 PA USD 324649.85000000 0.033050445525 Long DBT CORP AU N 2 2030-09-08 Fixed 5.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 94974BGT1 155000.00000000 PA USD 125566.37000000 0.012783078358 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N MASSACHUSETTS ELECTRIC 549300XN8GZY5U5O1B96 Massachusetts Electric Co. 575634AU4 332000.00000000 PA USD 263964.90000000 0.026872513719 Long DBT CORP US N 2 2030-11-24 Fixed 1.73000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 Tucson Electric Power Co. 898813AS9 116000.00000000 PA USD 94245.08000000 0.009594465799 Long DBT CORP US N 2 2030-08-01 Fixed 1.50000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746UDM8 350000.00000000 PA USD 328293.60000000 0.033421391518 Long DBT CORP US N 2 2027-01-15 Fixed 4.35000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 Bimbo Bakeries USA, Inc. 09031WAC7 219000.00000000 PA USD 225225.95000000 0.022928758449 Long DBT CORP US N 2 2029-01-15 Fixed 6.05000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAF0 250000.00000000 PA USD 203824.75000000 0.020750044383 Long DBT CORP FR N 2 2032-10-19 Fixed 3.12000000 N N N N N N Allianz SE 529900K9B0N5BT694847 Allianz SE 000000000 2233.00000000 NS 620576.71000000 0.063176794162 Long EC CORP DE N 2 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 165167DG9 348000.00000000 PA USD 344502.77000000 0.035071539485 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc. 00206RKJ0 89000.00000000 PA USD 60752.21000000 0.006184779100 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Snowflake Inc 254900CJNSY1K7T53Z16 Snowflake, Inc. 833445109 2057.00000000 NS USD 277880.13000000 0.028289130887 Long EC CORP US N 1 N N N PROLOGIS LP GL16H1DHB0QSHP25F723 Prologis LP 74340XBQ3 91000.00000000 PA USD 48625.52000000 0.004950241313 Long DBT US N 2 2050-10-15 Fixed 2.13000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M102 16018.00000000 NS USD 8076595.96000000 0.822224605401 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 Future 000000000 30.00000000 NC USD 34809.01000000 0.003543674173 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNU4 Comdty 2024-09-19 3725503.49000000 USD 34809.01000000 N N N Hoya Corp 353800X4VR3BHEUCJB42 Hoya Corp. 000000000 5200.00000000 NS 604549.69000000 0.061545189677 Long EC CORP JP N 2 N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 CenterPoint Energy Resources Corp. 15189WAS9 450000.00000000 PA USD 446494.56000000 0.045454646391 Long DBT CORP US N 2 2034-07-01 Fixed 5.40000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 Entergy Corp. 29364GAQ6 360000.00000000 PA USD 356872.18000000 0.036330786984 Long DBT CORP US N 2 2054-12-01 Fixed 7.13000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAV9 128000.00000000 PA USD 106122.54000000 0.010803631134 Long DBT US N 2 2032-03-15 Fixed 2.65000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023DN2 134000.00000000 PA USD 137876.25000000 0.014036265502 Long DBT CORP US N 2 2064-05-01 Fixed 7.01000000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 Ross Stores, Inc. 778296103 8602.00000000 NS USD 1250042.64000000 0.127258540788 Long EC CORP US N 1 N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 ConocoPhillips Co. 20826FBH8 207000.00000000 PA USD 207143.11000000 0.021087864581 Long DBT CORP US N 2 2063-09-15 Fixed 5.70000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175CR3 180000.00000000 PA USD 180562.47000000 0.018381866120 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 John Deere Capital Corp. 24422EXT1 475000.00000000 PA USD 473966.74000000 0.048251406619 Long DBT CORP US N 2 2029-06-11 Fixed 4.85000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GBE7 570000.00000000 PA USD 556605.01000000 0.056664260163 Long DBT CORP NL N 2 2034-06-26 Fixed 5.50000000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 Banco Nacional de Panama 059626AC5 300000.00000000 PA USD 230712.96000000 0.023487354503 Long DBT CORP PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N ITT Inc 549300KDSERHTJOXUS80 ITT, Inc. 45073V108 3337.00000000 NS USD 431073.66000000 0.043884746958 Long EC CORP US N 1 N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 Baxter International, Inc. 071813CS6 1787000.00000000 PA USD 1468382.65000000 0.149486287410 Long DBT CORP US N 2 2032-02-01 Fixed 2.54000000 N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GEG0 230000.00000000 PA USD 204816.38000000 0.020850995649 Long DBT CORP US N 2 2030-04-09 Fixed 2.95000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 000000000 28558.00000000 NS 840735.82000000 0.085589731276 Long EC CORP CH N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Principal Only STRIPS 3136AHNE6 165660.65000000 PA USD 123780.28000000 0.012601248395 Long ABS-MBS USGSE US N 2 2043-12-25 None 0.00000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 Aetna, Inc. 00817YAZ1 151000.00000000 PA USD 110129.04000000 0.011211506296 Long DBT CORP US N 2 2047-08-15 Fixed 3.88000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343V104 7984.00000000 NS USD 329260.16000000 0.033519790574 Long EC CORP US N 1 N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 BHP Group Ltd. 000000000 35420.00000000 NS 1008471.90000000 0.102665827799 Long EC CORP AU N 2 N N N RTX CORP I07WOS4YJ0N7YRFE7309 RTX Corp. 75513ECX7 285000.00000000 PA USD 312419.84000000 0.031805389416 Long DBT CORP US N 2 2054-03-15 Fixed 6.40000000 N N N N N N NEWMONT / NEWCREST FIN N/A Newmont Corp./Newcrest Finance Pty. Ltd. 65163LAE9 250000.00000000 PA USD 204511.22000000 0.020819929336 Long DBT CORP US N 2 2050-05-13 Fixed 4.20000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 Welltower OP LLC 95040QAJ3 362000.00000000 PA USD 324637.11000000 0.033049148551 Long DBT US N 2 2030-01-15 Fixed 3.10000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389X105 3559.00000000 NS USD 502530.80000000 0.051159323900 Long EC CORP US N 1 N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 Bath & Body Works, Inc. 070830104 9456.00000000 NS USD 369256.80000000 0.037591582911 Long EC CORP US N 1 N N N RTX Corp I07WOS4YJ0N7YRFE7309 RTX Corp. 75513E101 5985.00000000 NS USD 600834.15000000 0.061166935221 Long EC CORP US N 1 N N N Carter's Inc 5299003WAQK4R3L3ZU36 Carter's, Inc. 146229109 6361.00000000 NS USD 394191.17000000 0.040129985554 Long EC CORP US N 1 N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 Sherwin-Williams Co. 824348BJ4 151000.00000000 PA USD 136188.35000000 0.013864431611 Long DBT CORP US N 2 2029-08-15 Fixed 2.95000000 N N N N N N Columbia Sportswear Co 549300OTMCIEUXAH5Z60 Columbia Sportswear Co. 198516106 2542.00000000 NS USD 201021.36000000 0.020464649862 Long EC CORP US N 1 N N N XILINX INC 6EY4K7ZMF9UX1CU6KC79 Xilinx, Inc. 983919AK7 283000.00000000 PA USD 245134.23000000 0.024955488244 Long DBT CORP US N 2 2030-06-01 Fixed 2.38000000 N N N N N N KKR & Co Inc 54930013V5I303TF9571 KKR & Co., Inc. 48251W104 4688.00000000 NS USD 493365.12000000 0.050226226880 Long EC CORP US N 1 N N N CVS Pass-Through Trust N/A CVS Pass-Through Trust 126650AN0 16733.90000000 PA USD 16707.04000000 0.001700832806 Long DBT CORP US N 2 2025-10-10 Fixed 6.20000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Future 000000000 223.00000000 NC USD -33031.70000000 -0.00336273804 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Australian Dollar Currency Futures ADU4 Curncy 2024-09-16 14936121.70000000 USD -33031.70000000 N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 Teck Resources Ltd. 878744AB7 127000.00000000 PA USD 113958.01000000 0.011601308307 Long DBT CORP CA N 2 2042-03-01 Fixed 5.20000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 COPT Defense Properties LP 22003BAM8 311000.00000000 PA USD 257632.40000000 0.026227843942 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N PERNOD RIC INTL FIN LLC 5493009254WI1A8WXT48 Pernod Ricard International Finance LLC 71427QAB4 270000.00000000 PA USD 215601.76000000 0.021948983571 Long DBT CORP US N 2 2031-04-01 Fixed 1.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179YW75 1219274.29000000 PA USD 1238000.45000000 0.126032605385 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 6.50000000 N N N N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 Crowdstrike Holdings, Inc. 22788C105 1609.00000000 NS USD 616552.71000000 0.062767137442 Long EC CORP US N 1 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 Paramount Global 124857AJ2 55000.00000000 PA USD 39534.26000000 0.004024720499 Long DBT CORP US N 2 2042-07-01 Fixed 4.85000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WEG4 227000.00000000 PA USD 183699.06000000 0.018701181521 Long DBT CORP US N 2 2031-08-01 Fixed 1.85000000 N N N N N N HESS MIDSTREAM OPERATION N/A Hess Midstream Operations LP 428102AF4 241000.00000000 PA USD 232767.15000000 0.023696477947 Long DBT CORP US N 2 2030-10-15 Fixed 5.50000000 N N N N N N Blackstone Inc 5299004LW4QWGZUB8Y96 Blackstone, Inc. 09260D107 4912.00000000 NS USD 608105.60000000 0.061907193262 Long EC CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661EM5 315000.00000000 PA USD 306607.01000000 0.031213623791 Long DBT CORP US N 2 2053-04-15 Fixed 5.63000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 Future 000000000 -210.00000000 NC USD -106317.69000000 -0.01082349806 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU4 Comdty 2024-09-30 -22275088.56000000 USD -106317.69000000 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135BT2 127000.00000000 PA USD 78151.55000000 0.007956090372 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XEV4 138000.00000000 PA USD 138372.01000000 0.014086735536 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GGR4 172000.00000000 PA USD 163771.19000000 0.016672457399 Long DBT CORP US N 2 2028-07-21 Fixed 3.59000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TD0 1686600.00000000 PA USD 1081795.78000000 0.110130445145 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AT4 350000.00000000 PA USD 332928.37000000 0.033893226676 Long DBT CORP US N 2 2026-12-15 Fixed 5.00000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 Union Electric Co. 906548CU4 71000.00000000 PA USD 54630.82000000 0.005561601030 Long DBT CORP US N 2 2052-04-01 Fixed 3.90000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp. 03027XCG3 406000.00000000 PA USD 404392.24000000 0.041168488755 Long DBT US N 2 2029-02-15 Fixed 5.20000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A NRZ Excess Spread-Collateralized Notes 62955WAA2 510740.99000000 PA USD 483285.39000000 0.049200076499 Long ABS-O CORP US N 2 2026-05-25 Fixed 3.23000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TG3 830000.00000000 PA USD 612287.11000000 0.062332885030 Long DBT UST US N 2 2052-05-15 Fixed 2.88000000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 Dover Corp. 260003108 3234.00000000 NS USD 583575.30000000 0.059409926303 Long EC CORP US N 1 N N N Cencora Inc AI8GXW8LG5WK7E9UD086 Cencora, Inc. 03073E105 3240.00000000 NS USD 729972.00000000 0.074313602243 Long EC CORP US N 1 N N N Bridgestone Corp 549300DHPOF90OYYD780 Bridgestone Corp. 000000000 11400.00000000 NS 447950.77000000 0.045602893462 Long EC CORP JP N 2 N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 PacifiCorp 695114CY2 94000.00000000 PA USD 55713.85000000 0.005671857123 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABW4 233000.00000000 PA USD 209777.50000000 0.021356054334 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TJ7 763900.00000000 PA USD 578445.37000000 0.058887682193 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS 31396NGH3 1511.55000000 PA USD 1296.78000000 0.000132016561 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179WVV7 7158412.21000000 PA USD 6249120.70000000 0.636181483772 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp. 126650DG2 147000.00000000 PA USD 133511.57000000 0.013591926413 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 31300LLL7 8000.14000000 PA USD 8129.68000000 0.000827628739 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 6.36000000 N N N N N N UNITED AIR 2016-2 AA PTT N/A United Airlines Pass-Through Trust 90932EAA1 408528.37000000 PA USD 372401.80000000 0.037911754478 Long DBT CORP US N 2 2028-10-07 Fixed 2.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS 31398LZP6 6601.56000000 PA USD 5554.12000000 0.000565428077 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324PEF5 193000.00000000 PA USD 133321.22000000 0.013572548143 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N Sanofi SA 549300E9PC51EN656011 Sanofi SA 000000000 6734.00000000 NS 648627.53000000 0.066032461887 Long EC CORP FR N 2 N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 ABN AMRO Bank NV 00084DBA7 300000.00000000 PA USD 303948.99000000 0.030943028424 Long DBT CORP NL N 2 2027-09-18 Fixed 6.34000000 N N N N N N Capgemini SE 96950077L0TN7BAROX36 Capgemini SE 000000000 2009.00000000 NS 399540.88000000 0.040674604007 Long EC CORP FR N 2 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CKQ3 1700000.00000000 PA USD 1704250.00000000 0.173498376134 Long DBT UST US N 2 2034-05-15 Fixed 4.38000000 N N N N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 Palo Alto Networks, Inc. 697435105 2287.00000000 NS USD 775315.87000000 0.078929760561 Long EC CORP US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119CC1 286000.00000000 PA USD 235210.16000000 0.023945184574 Long DBT CORP US N 2 2031-07-15 Fixed 2.38000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc. 00206RLJ9 348000.00000000 PA USD 235982.25000000 0.024023785930 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 Cox Communications, Inc. 224044CF2 161000.00000000 PA USD 145872.11000000 0.014850270915 Long DBT CORP US N 2 2035-02-01 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XFZR5 931289.25000000 PA USD 799892.25000000 0.081431718619 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DQYY6 5550406.09000000 PA USD 5646482.12000000 0.574830851514 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A Marvell Technology, Inc. 573874AQ7 729000.00000000 PA USD 754309.64000000 0.076791255768 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N HESS MIDSTREAM OPERATION N/A Hess Midstream Operations LP 428102AE7 103000.00000000 PA USD 94527.43000000 0.009623209978 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas & Electric Co. 694308JQ1 222559.00000000 PA USD 183913.56000000 0.018723018341 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122DW5 290000.00000000 PA USD 213779.10000000 0.021763430659 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 Evergy Metro, Inc. 30037DAA3 149000.00000000 PA USD 126830.02000000 0.012911722174 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL 46590XAQ9 47000.00000000 PA USD 35144.17000000 0.003577794587 Long DBT CORP LU N 2 2052-02-02 Fixed 4.38000000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 Vinci SA 000000000 21970.00000000 NS 2314761.55000000 0.235650503191 Long EC CORP FR N 2 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc. 174610105 11597.00000000 NS USD 417839.91000000 0.042537506744 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YDX4 62000.00000000 PA USD 61579.14000000 0.006268963352 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp. 054989AC2 410000.00000000 PA USD 433967.40000000 0.044179339413 Long DBT CORP US N 2 2043-08-02 Fixed 7.08000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBW9 70000.00000000 PA USD 66176.59000000 0.006736999209 Long DBT CORP US N 2 2053-03-01 Fixed 5.65000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHQ5 602000.00000000 PA USD 570506.53000000 0.058079481607 Long DBT CORP US N 2 2030-02-07 Fixed 3.97000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BC0 604000.00000000 PA USD 675601.60000000 0.068778512843 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 Future 000000000 -235.00000000 NC USD -133029.46000000 -0.01354284599 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYU4 Comdty 2024-09-19 -26546814.29000000 USD -133029.46000000 N N N US BANCORP N1GZ7BBF3NP8GI976H15 US Bancorp 91159HJN1 285000.00000000 PA USD 289399.01000000 0.029461791573 Long DBT CORP US N 2 2034-06-12 Fixed 5.84000000 N N N N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Future 000000000 -136.00000000 NC USD 105408.48000000 0.010730937427 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short ICE U.S. mini MSCI EAFE Index Futures MFSU4 Index 2024-09-20 -16039168.48000000 USD 105408.48000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GA79 517000.00000000 PA USD 531736.57000000 0.054132569415 Long DBT CORP US N 2 2029-05-10 Fixed 7.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UniCredit SpA 904678AW9 480000.00000000 PA USD 447505.08000000 0.045557520722 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 35000.00000000 PA USD 32931.93000000 0.003352581122 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 14061.00000000 NS USD 1862520.06000000 0.189610800016 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS 3137ABB59 24740.65000000 PA USD 24532.29000000 0.002497469548 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 Commonwealth Edison Co. 202795JJ0 119000.00000000 PA USD 88846.30000000 0.009044851855 Long DBT CORP US N 2 2046-06-15 Fixed 3.65000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 Alliant Energy Finance LLC 01882YAC0 68000.00000000 PA USD 62913.88000000 0.006404844369 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 Intuit, Inc. 46124HAG1 204000.00000000 PA USD 205216.76000000 0.020891755678 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N IBM INTERNAT CAPITAL 2549007KTXQQBYZO7485 IBM International Capital Pte. Ltd. 449276AD6 295000.00000000 PA USD 289275.62000000 0.029449230057 Long DBT CORP SG N 2 2031-02-05 Fixed 4.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599CS2 370000.00000000 PA USD 336306.02000000 0.034237082795 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N COLUMBIA PIPELINES OPCO N/A Columbia Pipelines Operating Co. LLC 19828TAB2 418000.00000000 PA USD 427944.21000000 0.043566158434 Long DBT CORP US N 2 2033-11-15 Fixed 6.04000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324PDT6 529000.00000000 PA USD 428905.76000000 0.043664047454 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XB4Y3 3308981.54000000 PA USD 2849276.08000000 0.290065878268 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 Union Electric Co. 906548CW0 58000.00000000 PA USD 56103.36000000 0.005711510550 Long DBT CORP US N 2 2053-03-15 Fixed 5.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828U24 245000.00000000 PA USD 230577.54000000 0.023473568292 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 Cheniere Corpus Christi Holdings LLC 16412XAJ4 214000.00000000 PA USD 197904.56000000 0.020147349150 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N AMER AIRLN 15-1 A PTT N/A American Airlines Pass-Through Trust 023770AA8 155079.36000000 PA USD 146416.67000000 0.014905708953 Long DBT CORP US N 2 2027-05-01 Fixed 3.38000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 Southern Power Co. 843646AH3 326000.00000000 PA USD 302708.55000000 0.030816747464 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS, Principal Only STRIPS 3136AGZH8 170678.70000000 PA USD 126209.05000000 0.012848505341 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N LEHMAN BROTHERS HOLDINGS 549300FDK6ZP3YIHRJ47 Lehman Brothers Holdings, Inc. 52522L590 899000.00000000 PA USD 33.35000000 0.000003395142 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 36179WLQ9 7940389.05000000 PA USD 6942950.81000000 0.706815720180 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 Mohawk Industries, Inc. 608190AM6 123000.00000000 PA USD 125543.39000000 0.012780738917 Long DBT CORP US N 2 2028-09-18 Fixed 5.85000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 BHP Billiton Finance USA Ltd. 055451BE7 245000.00000000 PA USD 245581.33000000 0.025001004526 Long DBT CORP AU N 2 2033-09-08 Fixed 5.25000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 Canadian Pacific Railway Co. 13648TAF4 254000.00000000 PA USD 220905.71000000 0.022488943502 Long DBT CORP CA N 2 2048-05-01 Fixed 4.70000000 N N N N N N JETBLUE 2019-1 CLASS B N/A JetBlue Pass-Through Trust 477165AA2 162529.74000000 PA USD 166072.84000000 0.016906773102 Long DBT CORP US N 2 2027-11-15 Fixed 8.00000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven, Inc. 817826AG5 232000.00000000 PA USD 139126.00000000 0.014163494251 Long DBT CORP US N 2 2051-02-10 Fixed 2.80000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 Public Service Electric & Gas Co. 74456QCD6 155000.00000000 PA USD 97886.04000000 0.009965127760 Long DBT CORP US N 2 2050-05-01 Fixed 2.70000000 N N N N N N COOF Securitization Trust N/A COOF Securitization Trust Ltd., Interest Only STRIPS 12631UAA3 43917.90000000 PA USD 3006.56000000 0.000306077909 Long ABS-O USGA US N 2 2040-06-25 Variable 2.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YX2 130000.00000000 PA USD 121331.64000000 0.012351968615 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QEXU1 3113430.67000000 PA USD 2598607.78000000 0.264547003104 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 617446448 9360.00000000 NS USD 909698.40000000 0.092610353629 Long EC CORP US N 1 N N N DELL INT LLC / EMC CORP N/A Dell International LLC/EMC Corp. 24703DBF7 125000.00000000 PA USD 91815.69000000 0.009347145734 Long DBT CORP US N 2 2041-12-15 Fixed 3.38000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEC5 567000.00000000 PA USD 524204.85000000 0.053365815013 Long DBT CORP US N 2 2027-07-20 Fixed 1.51000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBZ3 530000.00000000 PA USD 471078.90000000 0.047957414804 Long DBT UST US N 2 2028-04-30 Fixed 1.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFR1 134000.00000000 PA USD 137651.95000000 0.014013431008 Long DBT CORP US N 2 2035-04-19 Fixed 5.83000000 N N N N N N Westrock Co 5493004Z9TCQW68YVL89 Westrock Co. 96145D105 6621.00000000 NS USD 332771.46000000 0.033877252711 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 Ovintiv, Inc. 292505AG9 62000.00000000 PA USD 63899.14000000 0.006505147147 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 Ingersoll Rand, Inc. 45687V106 6140.00000000 NS USD 557757.60000000 0.056781597697 Long EC CORP US N 1 N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 Nationwide Building Society 63861VAJ6 695000.00000000 PA USD 709090.55000000 0.072187800473 Long DBT CORP GB N 2 2027-10-18 Fixed 6.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS 31396HVT3 3375.41000000 PA USD 2870.70000000 0.000292246905 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140X8QJ9 1364322.56000000 PA USD 1185685.04000000 0.120706720872 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDF5 34110000.00000000 PA USD 30094080.30000000 3.063678488083 Long DBT UST US N 2 2028-10-31 Fixed 1.38000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 000000000 117686.00000000 NS 545798.36000000 0.055564106883 Long EC CORP ES N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFK6 321000.00000000 PA USD 320381.32000000 0.032615894829 Long DBT CORP US N 2 2030-01-16 Fixed 5.17000000 N N N N N N TIME WARNER CABLE ENTRMN N/A Time Warner Cable Enterprises LLC 88731EAJ9 183000.00000000 PA USD 202435.60000000 0.020608624246 Long DBT CORP US N 2 2033-07-15 Fixed 8.38000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 Nordea Bank Abp 000000000 50191.00000000 NS 597454.32000000 0.060822857171 Long EC CORP FI N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31419ADA2 178.44000000 PA USD 178.47000000 0.000018168845 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 5.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 CaixaBank SA 12803RAB0 395000.00000000 PA USD 402533.09000000 0.040979221038 Long DBT CORP ES N 2 2027-09-13 Fixed 6.68000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 Entergy Louisiana LLC 29364WBN7 129000.00000000 PA USD 127545.79000000 0.012984589964 Long DBT CORP US N 2 2054-03-15 Fixed 5.70000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 26442UAQ7 166000.00000000 PA USD 165826.27000000 0.016881671448 Long DBT CORP US N 2 2033-03-15 Fixed 5.25000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co. 797440BY9 78000.00000000 PA USD 53348.46000000 0.005431052474 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N Natera Inc N/A Natera, Inc. 632307104 5332.00000000 NS USD 577402.28000000 0.058781492126 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967LW9 250000.00000000 PA USD 239789.03000000 0.024411328924 Long DBT CORP US N 2 2029-04-23 Fixed 4.08000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023CY9 205000.00000000 PA USD 197026.75000000 0.020057985143 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 Future 000000000 -216.00000000 NC -218701.45000000 -0.02226454242 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU4 Comdty 2024-09-06 -28225707.52000000 EUR -218701.45000000 N N N Diageo PLC 213800ZVIELEA55JMJ32 Diageo PLC 000000000 34008.00000000 NS 1070223.45000000 0.108952343069 Long EC CORP GB N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFB6 411000.00000000 PA USD 409347.21000000 0.041672921349 Long DBT CORP US N 2 2038-01-19 Fixed 5.95000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co. 797440CE2 250000.00000000 PA USD 248970.23000000 0.025346005932 Long DBT CORP US N 2 2028-08-15 Fixed 4.95000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide, Inc. 035240AM2 276000.00000000 PA USD 251943.60000000 0.025648704989 Long DBT CORP US N 2 2038-04-15 Fixed 4.38000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 Kenvue, Inc. 49177JAR3 37000.00000000 PA USD 35135.56000000 0.003576918060 Long DBT CORP US N 2 2063-03-22 Fixed 5.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBX7 770000.00000000 PA USD 759956.23000000 0.077366097602 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan, Inc. 35671DCE3 126000.00000000 PA USD 120714.96000000 0.012289188519 Long DBT CORP US N 2 2028-03-01 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418ELY4 3398594.04000000 PA USD 3357693.22000000 0.341824451358 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Cie Generale des Etablissements Michelin SCA 549300SOSI58J6VIW052 Cie Generale des Etablissements Michelin SCA 000000000 21077.00000000 NS 815090.20000000 0.082978920993 Long EC CORP FR N 2 N N N SK Hynix Inc 988400XAIK6XISWQV045 SK Hynix, Inc. 000000000 10282.00000000 NS 1766576.83000000 0.179843456841 Long EC CORP KR N 2 N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 Vale Overseas Ltd. 91911TAR4 211000.00000000 PA USD 212638.68000000 0.021647332071 Long DBT CORP KY N 2 2033-06-12 Fixed 6.13000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 RTX Corp. 75513EAC5 107000.00000000 PA USD 70676.33000000 0.007195087860 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 846.00000000 NS USD 900863.10000000 0.091710890403 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38377UD88 289339.55000000 PA USD 285814.15000000 0.029096840781 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 5.00000000 N Y N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967PG0 1035000.00000000 PA USD 1027616.00000000 0.104614761502 Long DBT CORP US N 2 2035-02-13 Fixed 5.83000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613BH0 325000.00000000 PA USD 325391.97000000 0.033125995835 Long DBT CORP CH N 2 2035-02-08 Fixed 5.70000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 17308CC53 541000.00000000 PA USD 482188.36000000 0.049088395159 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 365000.00000000 PA USD 252552.67000000 0.025710710361 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 ITC Holdings Corp. 465685AS4 171000.00000000 PA USD 168865.83000000 0.017191108868 Long DBT CORP US N 2 2033-06-01 Fixed 5.40000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp. 655844BM9 91000.00000000 PA USD 73230.90000000 0.007455151669 Long DBT CORP US N 2 2042-10-01 Fixed 3.95000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175BV5 761000.00000000 PA USD 465036.54000000 0.047342282255 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 AutoZone, Inc. 053332102 546.00000000 NS USD 1618398.60000000 0.164758415161 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS 31397PGA2 6380.08000000 PA USD 5530.33000000 0.000563006175 Long ABS-MBS USGSE US N 2 2032-09-15 None 0.00000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 Constellation Energy Generation LLC 210385AF7 172000.00000000 PA USD 167552.96000000 0.017057454291 Long DBT CORP US N 2 2054-03-15 Fixed 5.75000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 CSX Corp. 126408HT3 361000.00000000 PA USD 214287.34000000 0.021815171199 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 000000000 6904.00000000 NS 3452924.23000000 0.351519288144 Long EC CORP DE N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GYM0 456000.00000000 PA USD 421104.48000000 0.042869850939 Long DBT CORP US N 2 2027-10-21 Fixed 1.95000000 N N N N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 HCA Healthcare, Inc. 40412C101 2134.00000000 NS USD 685611.52000000 0.069797556332 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023CP8 63000.00000000 PA USD 48198.46000000 0.004906765170 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QEY22 4616624.25000000 PA USD 3864409.73000000 0.393409894601 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association, Interest Only STRIPS 3136BBSN3 1783890.72000000 PA USD 100189.19000000 0.010199596169 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 2.10000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 Take-Two Interactive Software, Inc. 874054AN9 500000.00000000 PA USD 499880.61000000 0.050889525654 Long DBT CORP US N 2 2034-06-12 Fixed 5.60000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135BF2 591000.00000000 PA USD 523366.87000000 0.053280505834 Long DBT CORP US N 2 2037-08-22 Fixed 3.88000000 N N N N N N MDC Holdings Inc 5299005FV4VNV75R8R35 MDC Holdings, Inc. 552676AQ1 236000.00000000 PA USD 249074.24000000 0.025356594500 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 Vale Overseas Ltd. 91911TAS2 223000.00000000 PA USD 220368.60000000 0.022434263899 Long DBT CORP KY N 2 2054-06-28 Fixed 6.40000000 N N N N N Terumo Corp 353800JX1R4582QVK932 Terumo Corp. 000000000 38500.00000000 NS 634846.79000000 0.064629536253 Long EC CORP JP N 2 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 Otis Worldwide Corp. 68902V107 16948.00000000 NS USD 1631414.48000000 0.166083475477 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 General Motors Co. 37045VAT7 125000.00000000 PA USD 121946.37000000 0.012414550195 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N Copart Inc 549300KVYX3JWMYEHU61 Copart, Inc. 217204106 9290.00000000 NS USD 503146.40000000 0.051221994049 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp. 666807102 568.00000000 NS USD 247619.60000000 0.025208507260 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565AM34 300000.00000000 PA USD 302633.70000000 0.030809127483 Long DBT CORP FR N 2 2029-08-16 Fixed 7.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 226373AQ1 754000.00000000 PA USD 750823.78000000 0.076436383507 Long DBT CORP US N 2 2027-05-01 Fixed 5.63000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan, Inc. 35671DCH6 54000.00000000 PA USD 51977.05000000 0.005291438328 Long DBT CORP US N 2 2030-08-01 Fixed 4.63000000 N N N N N Shimano Inc 529900L32YT3P9DECR10 Shimano, Inc. 000000000 3300.00000000 NS 509593.51000000 0.051878331508 Long EC CORP JP N 2 N N N McKesson Corp 549300WZWOM80UCFSF54 McKesson Corp. 58155Q103 627.00000000 NS USD 366193.08000000 0.037279685921 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738ECF0 643000.00000000 PA USD 644024.74000000 0.065563882400 Long DBT CORP GB N 2 2027-05-09 Fixed 5.83000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 Constellation Energy Generation LLC 30161MAN3 125000.00000000 PA USD 120923.57000000 0.012310425718 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XER3 223000.00000000 PA USD 223757.00000000 0.022779214404 Long DBT CORP US N 2 2031-02-08 Fixed 5.75000000 N N N N N N MRCD Mortgage Trust N/A MRCD Mortgage Trust 55348UAG3 1230000.00000000 PA USD 1064073.00000000 0.108326206594 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 386000.00000000 PA USD 315528.80000000 0.032121891989 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 25759.00000000 NS USD 516210.36000000 0.052551949070 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MU2 433000.00000000 PA USD 414698.82000000 0.042217733228 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XGKQ1 2597717.44000000 PA USD 2256785.16000000 0.229748311893 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 Cencora, Inc. 03073EAU9 79000.00000000 PA USD 77726.18000000 0.007912786277 Long DBT CORP US N 2 2034-02-15 Fixed 5.13000000 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 Marathon Oil Corp. 565849AR7 473000.00000000 PA USD 482529.54000000 0.049123128430 Long DBT CORP US N 2 2034-04-01 Fixed 5.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38375BR95 5013.07000000 PA USD 4656.40000000 0.000474037165 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 1.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38375BK84 1076.61000000 PA USD 970.90000000 0.000098840882 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 1.65000000 N Y N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GFS3 310000.00000000 PA USD 304990.12000000 0.031049018956 Long DBT CORP US N 2 2034-01-08 Fixed 5.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828M56 52000.00000000 PA USD 50147.50000000 0.005105183991 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 Public Service Co. of Colorado 744448CX7 120000.00000000 PA USD 97941.97000000 0.009970821622 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QZ4 2500000.00000000 PA USD 2033300.78000000 0.206996851121 Long DBT UST US N 2 2043-02-15 Fixed 3.13000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 Duquesne Light Holdings, Inc. 266233AG0 335000.00000000 PA USD 315019.60000000 0.032070053718 Long DBT CORP US N 2 2027-08-01 Fixed 3.62000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 Synopsys, Inc. 871607107 916.00000000 NS USD 545074.96000000 0.055490462333 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QEY55 979987.72000000 PA USD 820518.19000000 0.083531508613 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 Phillips 66 Partners LP 718549AH1 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2029-12-15 Fixed 3.15000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 Antero Resources Corp. 03674XAS5 295000.00000000 PA USD 285542.68000000 0.029069204223 Long DBT CORP US N 2 2030-03-01 Fixed 5.38000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833100 52037.00000000 NS USD 10960032.94000000 1.115768178068 Long EC CORP US N 1 N N N EastGroup Properties Inc 31TIGQQZC4P6JMHKSW85 EastGroup Properties, Inc. 277276101 1097.00000000 NS USD 186599.70000000 0.018996476419 Long EC US N 1 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 Erste Group Bank AG 000000000 7988.00000000 NS 378462.24000000 0.038528727632 Long EC CORP AT N 2 N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 45262BAG8 895000.00000000 PA USD 887240.06000000 0.090324019158 Long DBT CORP GB N 2 2030-02-01 Fixed 5.50000000 N N N N N N COLUMBIA PIPELINES OPCO N/A Columbia Pipelines Operating Co. LLC 19828TAA4 125000.00000000 PA USD 127796.39000000 0.013010101886 Long DBT CORP US N 2 2030-08-15 Fixed 5.93000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBY0 486000.00000000 PA USD 492856.66000000 0.050174463944 Long DBT CORP US N 2 2031-02-20 Fixed 5.83000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 FirstEnergy Transmission LLC 33767BAC3 688000.00000000 PA USD 571598.92000000 0.058190690579 Long DBT CORP US N 2 2049-04-01 Fixed 4.55000000 N N N N N N AMER AIRLINE 16-1 A PTT N/A American Airlines Pass-Through Trust 02376WAA9 194858.46000000 PA USD 182604.71000000 0.018589773014 Long DBT CORP US N 2 2028-01-15 Fixed 4.10000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122EC8 125000.00000000 PA USD 136511.83000000 0.013897362962 Long DBT CORP US N 2 2063-11-15 Fixed 6.40000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp. 30231GAY8 302000.00000000 PA USD 230356.39000000 0.023451054479 Long DBT CORP US N 2 2039-08-16 Fixed 3.00000000 N N N N N N Dassault Systemes SE 96950065LBWY0APQIM86 Dassault Systemes SE 000000000 12827.00000000 NS 484918.98000000 0.049366381450 Long EC CORP FR N 2 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 Taiwan Semiconductor Manufacturing Co. Ltd. 000000000 71000.00000000 NS 2114143.92000000 0.215226954399 Long EC CORP TW N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS 31397FVL3 4183.28000000 PA USD 3518.68000000 0.000358213446 Long ABS-MBS USGSE US N 2 2037-03-15 None 0.00000000 N N N N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 Eastman Chemical Co. 277432AX8 254000.00000000 PA USD 256664.26000000 0.026129284038 Long DBT CORP US N 2 2033-03-08 Fixed 5.75000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 Veralto Corp. 92338CAE3 343000.00000000 PA USD 343002.26000000 0.034918782526 Long DBT CORP US N 2 2033-09-18 Fixed 5.45000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 Corp. Nacional del Cobre de Chile 21987BBK3 627000.00000000 PA USD 647549.57000000 0.065922721937 Long DBT CORP CL N 2 2036-01-26 Fixed 6.44000000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals, Inc. 75886F107 3731.00000000 NS USD 3921392.93000000 0.399210975819 Long EC CORP US N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 639057AN8 590000.00000000 PA USD 593283.06000000 0.060398208888 Long DBT CORP GB N 2 2035-03-01 Fixed 5.78000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. 693475BC8 241000.00000000 PA USD 216248.22000000 0.022014795371 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N Northern Natural Gas Co 5493007M02M6CT9EXE41 Northern Natural Gas Co. 665501AL6 70000.00000000 PA USD 56397.47000000 0.005741451936 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DM3Q6 900798.32000000 PA USD 751852.53000000 0.076541113714 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 Huntington Bancshares, Inc. 446150BC7 256000.00000000 PA USD 261496.41000000 0.026621213143 Long DBT CORP US N 2 2029-08-21 Fixed 6.21000000 N N N N N N LFT CRE LLC N/A LFT CRE Ltd. 50203JAG3 1420000.00000000 PA USD 1382104.32000000 0.140702863528 Long ABS-CBDO CORP KY N 2 2039-06-15 Floating 7.39000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 Southwestern Electric Power Co. 845437BN1 85000.00000000 PA USD 63571.36000000 0.006471778042 Long DBT CORP US N 2 2045-04-01 Fixed 3.90000000 N N N N N N KGS-Alpha SBA COOF Trust N/A KGS-Alpha SBA COOF Trust, Interest Only STRIPS 48249GAA2 45466.62000000 PA USD 2005.58000000 0.000204174782 Long ABS-O USGA US N 2 2040-04-25 Variable 3.30000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co. 842400GY3 196000.00000000 PA USD 122238.45000000 0.012444284920 Long DBT CORP US N 2 2051-02-01 Fixed 2.95000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 Mexico Government International Bonds 91087BAX8 350000.00000000 PA USD 330191.74000000 0.033614628548 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.34000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324PDY5 161000.00000000 PA USD 116121.08000000 0.011821516100 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 Taiwan Semiconductor Manufacturing Co. Ltd. 874039100 16188.00000000 NS USD 2813636.28000000 0.286437626881 Long EC CORP TW N 1 N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAS1 297000.00000000 PA USD 298351.05000000 0.030373139324 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N IAC Inc 549300TO56L57RP6P031 IAC, Inc. 44891N208 8898.00000000 NS USD 416871.30000000 0.042438898992 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M8Q8 160000.00000000 PA USD 164220.05000000 0.016718152855 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association, Interest Only STRIPS 3136BDXR4 2937874.95000000 PA USD 217422.72000000 0.022134363417 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 2.03000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 94973VAY3 118000.00000000 PA USD 104262.58000000 0.010614280957 Long DBT CORP US N 2 2042-05-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QTKY4 3192561.40000000 PA USD 3266998.78000000 0.332591452641 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAG6 603000.00000000 PA USD 574461.16000000 0.058482076228 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG 25160PAN7 460000.00000000 PA USD 471168.95000000 0.047966582197 Long DBT CORP DE N 2 2027-07-13 Fixed 7.15000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co. 797440CA0 217000.00000000 PA USD 141394.92000000 0.014394477930 Long DBT CORP US N 2 2051-08-15 Fixed 2.95000000 N N N N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 Mid-America Apartment Communities, Inc. 59522J103 4818.00000000 NS USD 687094.98000000 0.069948577544 Long EC US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 Digital Realty Trust, Inc. 253868103 7359.00000000 NS USD 1118935.95000000 0.113911439239 Long EC US N 1 N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 Roche Holdings, Inc. 771196CG5 550000.00000000 PA USD 566406.64000000 0.057662099030 Long DBT CORP US N 2 2030-11-13 Fixed 5.49000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023CW3 404000.00000000 PA USD 365772.95000000 0.037236915275 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 Roche Holdings, Inc. 771196CL4 200000.00000000 PA USD 198738.47000000 0.020232243990 Long DBT CORP US N 2 2034-03-08 Fixed 4.99000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 Union Electric Co. 906548CX8 174000.00000000 PA USD 163240.44000000 0.016618425265 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N Murphy USA Inc 549300Y081F8XIKQIO72 Murphy USA, Inc. 626755102 722.00000000 NS USD 338950.12000000 0.034506261059 Long EC CORP US N 1 N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 Bimbo Bakeries USA, Inc. 09031WAE3 640000.00000000 PA USD 624604.35000000 0.063586821447 Long DBT CORP US N 2 2036-01-09 Fixed 5.38000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBD6 419000.00000000 PA USD 354494.11000000 0.036088691467 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746UDT3 150000.00000000 PA USD 153418.45000000 0.015618513682 Long DBT CORP US N 2 2055-02-01 Fixed 6.88000000 N N N N N N UNIVERSITY OF MIAMI 5493008ZSVWUNRYQE312 University of Miami 914453AA3 328000.00000000 PA USD 265468.26000000 0.027025560818 Long DBT CORP US N 2 2052-04-01 Fixed 4.06000000 N N N N N N Goodgreen Trust N/A Goodgreen Trust 38218AAA3 757.29000000 PA USD 733.92000000 0.000074715521 Long ABS-O CORP US N 2 2051-10-20 Fixed 5.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773100 4813.00000000 NS USD 175626.37000000 0.017879354555 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RB6 1100000.00000000 PA USD 858128.91000000 0.087360406277 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N elf Beauty Inc 549300U2K9TCON25C029 elf Beauty, Inc. 26856L103 2277.00000000 NS USD 479809.44000000 0.048846213110 Long EC CORP US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162CU2 576000.00000000 PA USD 502707.28000000 0.051177290157 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31419AN52 72211.16000000 PA USD 70257.57000000 0.007152456685 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 T-Mobile US, Inc. 872590104 1663.00000000 NS USD 292987.34000000 0.029827095624 Long EC CORP US N 1 N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591CS9 874000.00000000 PA USD 963509.60000000 0.098088514590 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 116.00000000 NS USD 162120.44000000 0.016504405502 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YQ7 900000.00000000 PA USD 840515.63000000 0.085567315194 Long DBT UST US N 2 2026-10-31 Fixed 1.63000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas & Electric Co. 694308KJ5 100000.00000000 PA USD 101772.01000000 0.010360732563 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023DM4 277000.00000000 PA USD 285577.62000000 0.029072761232 Long DBT CORP US N 2 2054-05-01 Fixed 6.86000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036PBE7 87000.00000000 PA USD 78959.20000000 0.008038311856 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. 38141GYA6 754000.00000000 PA USD 703551.00000000 0.071623855671 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 239543.75000000 0.024386358596 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XGV89 3052913.22000000 PA USD 2629241.31000000 0.267665599384 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 Future 000000000 292.00000000 NC USD 82834.53000000 0.008432833470 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU4 Comdty 2024-09-30 59549040.47000000 USD 82834.53000000 N N N Travelers Cos Inc/The 549300Y650407RU8B149 Travelers Cos., Inc. 89417E109 3974.00000000 NS USD 808073.16000000 0.082264562744 Long EC CORP US N 1 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 AIA Group Ltd. 000000000 155000.00000000 NS 1051984.56000000 0.107095562786 Long EC CORP HK N 2 N N N Kraft Heinz Co/The 9845007488EC87F5AF14 Kraft Heinz Co. 500754106 11656.00000000 NS USD 375556.32000000 0.038232895213 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XHXF9 3201290.36000000 PA USD 2658155.69000000 0.270609180418 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280EF2 410000.00000000 PA USD 411493.75000000 0.041891446333 Long DBT CORP GB N 2 2028-05-17 Fixed 5.60000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 CaixaBank SA 12803RAC8 245000.00000000 PA USD 259202.63000000 0.026387698632 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N AIR CANADA 2015-2AA PTT N/A Air Canada Pass-Through Trust 009088AA3 668281.42000000 PA USD 627901.99000000 0.063922532279 Long DBT CORP CA N 2 2027-12-15 Fixed 3.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc. 00206RLV2 346000.00000000 PA USD 233543.54000000 0.023775517058 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 Weyerhaeuser Co. 962166104 21011.00000000 NS USD 596502.29000000 0.060725937318 Long EC US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119CV9 305000.00000000 PA USD 302187.09000000 0.030763661084 Long DBT CORP US N 2 2054-04-01 Fixed 6.00000000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 Met Tower Global Funding 58989V2H6 430000.00000000 PA USD 432405.71000000 0.044020354124 Long DBT CORP US N 2 2029-04-12 Fixed 5.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC/AerCap Global Aviation Trust 00774MBD6 255000.00000000 PA USD 258803.89000000 0.026347105561 Long DBT CORP IE N 2 2027-01-15 Fixed 6.10000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 Federal Home Loan Banks 3130ALDV3 4510000.00000000 PA USD 3416182.35000000 0.347778841311 Long DBT USGSE US N 2 2036-02-22 Fixed 2.09000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967LS8 1288000.00000000 PA USD 1217711.53000000 0.123967125160 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U3K7 366000.00000000 PA USD 365877.18000000 0.037247526240 Long DBT CORP US N 2 2035-01-23 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GJL4 225000.00000000 PA USD 184170.78000000 0.018749204202 Long DBT CORP US N 2 2031-10-24 Fixed 1.92000000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 NNN REIT, Inc. 637417AK2 55000.00000000 PA USD 52167.62000000 0.005310838994 Long DBT US N 2 2027-10-15 Fixed 3.50000000 N N N N N N SMURFIT KAPPA TREASURY 635400B3DOXSWFOWJT40 Smurfit Kappa Treasury ULC 83272GAC5 270000.00000000 PA USD 267557.37000000 0.027238239235 Long DBT CORP IE N 2 2034-04-03 Fixed 5.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132H3XT5 74656.03000000 PA USD 67789.32000000 0.006901180542 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings, Inc. 09857L108 267.00000000 NS USD 1057720.50000000 0.107679500750 Long EC CORP US N 1 N N N ENI SPA BUCRF72VH5RBN7X3VL35 Eni SpA 26874RAP3 200000.00000000 PA USD 197474.44000000 0.020103561489 Long DBT CORP IT N 2 2054-05-15 Fixed 5.95000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International, Inc. 571903BN2 457000.00000000 PA USD 463440.72000000 0.047179822417 Long DBT CORP US N 2 2028-10-15 Fixed 5.55000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 Keurig Dr. Pepper, Inc. 49271V100 17362.00000000 NS USD 579890.80000000 0.059034831823 Long EC CORP US N 1 N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 Cheniere Energy, Inc. 16411RAK5 309000.00000000 PA USD 299876.47000000 0.030528432205 Long DBT CORP US N 2 2028-10-15 Fixed 4.63000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 Merck & Co., Inc. 58933Y105 3551.00000000 NS USD 439613.80000000 0.044754161904 Long EC CORP US N 1 N N N Safran SA 969500UIC89GT3UL7L24 Safran SA 000000000 9048.00000000 NS 1912798.07000000 0.194729270364 Long EC CORP FR N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEH4 86000.00000000 PA USD 71209.51000000 0.007249367375 Long DBT CORP US N 2 2032-10-20 Fixed 2.51000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NiSource, Inc. 65473PAR6 210000.00000000 PA USD 211049.38000000 0.021485535991 Long DBT CORP US N 2 2054-11-30 Fixed 6.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS 31395VG60 1480.31000000 PA USD 1472.45000000 0.000149900357 Long ABS-MBS USGSE US N 2 2025-06-15 Fixed 5.00000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 Santos Finance Ltd. 803014AB5 320000.00000000 PA USD 338724.80000000 0.034483322726 Long DBT CORP AU N 2 2033-09-19 Fixed 6.88000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 Merck & Co., Inc. 58933YBN4 103000.00000000 PA USD 98441.33000000 0.010021658148 Long DBT CORP US N 2 2063-05-17 Fixed 5.15000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 Southern Co. Gas Capital Corp. 8426EPAG3 133000.00000000 PA USD 136526.32000000 0.013898838092 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967PL9 265000.00000000 PA USD 263500.17000000 0.026825202644 Long DBT CORP US N 2 2035-06-11 Fixed 5.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAQ3 175000.00000000 PA USD 176834.53000000 0.018002349302 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 19510550.74000000 PA USD 19510550.74000000 1.986239619118 Long RA CORP US N 2 Repurchase N 2.50000000 2024-07-01 20068300.00000000 USD 19901070.76000000 USD UST N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 HDFC Bank Ltd. 40415F101 8340.00000000 NS USD 536512.20000000 0.054618744595 Long EC CORP IN N 1 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co. Ltd. 796050888 441.00000000 NS USD 652680.00000000 0.066445016949 Long EC CORP KR N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NEJ6 245000.00000000 PA USD 246128.42000000 0.025056700126 Long DBT CORP US N 2 2034-06-01 Fixed 5.30000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468X0 203000.00000000 PA USD 163380.15000000 0.016632648213 Long DBT CORP US N 2 2032-04-28 Fixed 1.93000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HBZ9 730000.00000000 PA USD 754588.02000000 0.076819595787 Long DBT CORP IT N 2 2033-06-20 Fixed 6.63000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group, Inc. 744573AV8 546000.00000000 PA USD 555435.29000000 0.056545178737 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot, Inc. 437076CG5 452000.00000000 PA USD 261009.37000000 0.026571630835 Long DBT CORP US N 2 2051-03-15 Fixed 2.38000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Co. 532457108 2118.00000000 NS USD 1917594.84000000 0.195217597667 Long EC CORP US N 1 N N N ENGIE SA LAXUQCHT4FH58LRZDY46 Engie SA 29286DAA3 240000.00000000 PA USD 239262.36000000 0.024357712149 Long DBT CORP FR N 2 2029-04-10 Fixed 5.25000000 N N N N N N Tokio Marine Holdings Inc 5299009QN2NZ191KLS29 Tokio Marine Holdings, Inc. 000000000 39700.00000000 NS 1481748.40000000 0.150846965668 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DVLE3 1533838.77000000 PA USD 1283916.63000000 0.130707026784 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N InterContinental Hotels Group PLC 2138007ZFQYRUSLU3J98 InterContinental Hotels Group PLC 000000000 6769.00000000 NS 712429.94000000 0.072527761595 Long EC CORP GB N 2 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AA5 178000.00000000 PA USD 156341.87000000 0.015916127661 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 Ingersoll Rand, Inc. 45687VAE6 196000.00000000 PA USD 197185.92000000 0.020074189183 Long DBT CORP US N 2 2031-06-15 Fixed 5.31000000 N N N N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 Henry Schein, Inc. 806407102 6961.00000000 NS USD 446200.10000000 0.045424669374 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828P46 9400.00000000 PA USD 8928.90000000 0.000908992020 Long DBT UST US N 2 2026-02-15 Fixed 1.63000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABF1 477000.00000000 PA USD 446194.93000000 0.045424143050 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 Virginia Electric & Power Co. 927804GD0 497000.00000000 PA USD 280132.67000000 0.028518447027 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135106 57862.00000000 NS USD 11181831.50000000 1.138348016700 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418EGT1 3976632.01000000 PA USD 3859529.03000000 0.392913022942 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DVLC7 784087.71000000 PA USD 654439.78000000 0.066624168465 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CKK6 12230000.00000000 PA USD 12248153.97000000 1.246903226899 Long DBT UST US N 2 2026-04-30 Fixed 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38375BR61 611.10000000 PA USD 609.07000000 0.000062005372 Long ABS-MBS USGA US N 2 2062-04-20 Floating 5.99000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38376RN28 199719.24000000 PA USD 200126.35000000 0.020373534837 Long ABS-MBS USGA US N 2 2066-12-20 Floating 6.44000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05583JAH5 935000.00000000 PA USD 884672.88000000 0.090062671609 Long DBT CORP FR N 2 2026-10-06 Fixed 1.65000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 Aetna, Inc. 00817YAG3 201000.00000000 PA USD 214877.87000000 0.021875289137 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 11752.00000000 NS 431756.21000000 0.043954232842 Long EC CORP DE N 2 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CKN0 6090000.00000000 PA USD 6194671.88000000 0.630638410953 Long DBT UST US N 2 2031-04-30 Fixed 4.63000000 N N N N N N UNITED AIR 2014-2 A PTT N/A United Airlines Pass-Through Trust 90932QAA4 135226.48000000 PA USD 130484.47000000 0.013283757462 Long DBT CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N Liberty Media Corp-Liberty Live N/A Liberty Media Corp.-Liberty Live 531229722 3281.00000000 NS USD 125563.87000000 0.012782823849 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBC5 700000.00000000 PA USD 645689.37000000 0.065733347327 Long DBT CORP FR N 2 2027-06-09 Fixed 1.79000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAP3 208000.00000000 PA USD 198114.95000000 0.020168767559 Long DBT CORP US N 2 2029-01-24 Fixed 3.77000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BZ1 161000.00000000 PA USD 144210.97000000 0.014681161282 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix, Inc. 64110LAU0 124000.00000000 PA USD 125293.31000000 0.012755279932 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp. 084664DB4 68000.00000000 PA USD 52841.08000000 0.005379399485 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 Zoetis, Inc. 98978VAS2 424000.00000000 PA USD 357614.29000000 0.036406336275 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 7741.00000000 NS USD 204130.17000000 0.020781137165 Long EC CORP GB N 1 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NatWest Markets PLC 63906YAH1 300000.00000000 PA USD 299869.89000000 0.030527762339 Long DBT CORP GB N 2 2027-05-17 Fixed 5.42000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XCD5 294000.00000000 PA USD 265954.81000000 0.027075093243 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N Loews Corp R8V1FN4M5ITGZOG7BS19 Loews Corp. 540424108 14060.00000000 NS USD 1050844.40000000 0.106979490667 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMICS 3136BKYQ9 4228400.50000000 PA USD 3669526.89000000 0.373570166699 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179XQX7 2948787.04000000 PA USD 2932300.78000000 0.298518071684 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.50000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 Federal Farm Credit Banks Funding Corp. 3133EMSR4 2660000.00000000 PA USD 2056741.58000000 0.209383203320 Long DBT USGSE US N 2 2036-03-10 Fixed 2.35000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association, Interest Only STRIPS 3136BBTD4 2432230.40000000 PA USD 164198.66000000 0.016715975281 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 2.06000000 N N N N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LBK6 213000.00000000 PA USD 205362.26000000 0.020906568067 Long DBT CORP US N 2 2054-04-15 Fixed 5.20000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 Extra Space Storage LP 30225VAR8 339000.00000000 PA USD 346665.72000000 0.035291735063 Long DBT US N 2 2031-01-15 Fixed 5.90000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 Mohawk Industries, Inc. 608190104 3930.00000000 NS USD 446408.70000000 0.045445905555 Long EC CORP US N 1 N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LBL4 175000.00000000 PA USD 176474.21000000 0.017965667516 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N PEPSICO SINGAPORE FIN 254900DOMTCMUFROFJ76 Pepsico Singapore Financing I Pte. Ltd. 713466AD2 384000.00000000 PA USD 375332.34000000 0.038210093296 Long DBT CORP SG N 2 2034-02-16 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS 31398W2B9 10736.85000000 PA USD 8596.55000000 0.000875157673 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122108 13769.00000000 NS USD 571826.57000000 0.058213866114 Long EC CORP US N 1 N N N McDonald's Corp UE2136O97NLB5BYP9H04 McDonald's Corp. 58013MEN0 266000.00000000 PA USD 208776.54000000 0.021254153243 Long DBT CORP US N 2 2042-02-15 Fixed 3.70000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAK7 150000.00000000 PA USD 148804.95000000 0.015148843881 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VFR0 1378000.00000000 PA USD 1116895.50000000 0.113703714573 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 American Express Co. 025816109 2519.00000000 NS USD 583274.45000000 0.059379298762 Long EC CORP US N 1 N N N LEIDOS INC 5493006I78VIN6J1BQ95 Leidos, Inc. 52532XAJ4 216000.00000000 PA USD 218276.40000000 0.022221270910 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 Regal Rexnord Corp. 758750AM5 355000.00000000 PA USD 359414.49000000 0.036589602684 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bonds 80413TAV1 200000.00000000 PA USD 159695.60000000 0.016257548643 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.25000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040H105 10039.00000000 NS USD 1389899.55000000 0.141496444133 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VFX7 412000.00000000 PA USD 335075.71000000 0.034111833103 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 16640.00000000 NS USD 1226368.00000000 0.124848382891 Long EC CORP US N 1 N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GFP9 545000.00000000 PA USD 538520.78000000 0.054823224787 Long DBT CORP US N 2 2033-03-28 Fixed 5.15000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YDV8 160000.00000000 PA USD 158760.93000000 0.016162396097 Long DBT CORP US N 2 2044-03-15 Fixed 5.35000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3136BBHB1 272489.95000000 PA USD 242579.33000000 0.024695390839 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 70000.00000000 PA USD 49103.55000000 0.004998906373 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 806.00000000 NS USD 252721.30000000 0.025727877462 Long EC CORP IE N 1 N N N Confluent Inc 254900MRZ83YWUV7SN74 Confluent, Inc. 20717M103 10370.00000000 NS USD 306226.10000000 0.031174845873 Long EC CORP US N 1 N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 Banco Bilbao Vizcaya Argentaria SA 05946KAM3 400000.00000000 PA USD 425726.40000000 0.043340377924 Long DBT CORP ES N 2 2029-03-19 Fixed 9.38000000 N N N N N N Timken Co/The B0I35MLPFXZSE70ASS73 Timken Co. 887389104 3204.00000000 NS USD 256736.52000000 0.026136640348 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SS8 0.00000000 PA USD 0.00000000 0.000000 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613BF4 200000.00000000 PA USD 215188.00000000 0.021906861413 Long DBT CORP CH N 2 2028-11-13 Fixed 9.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CKP5 12990000.00000000 PA USD 13147300.85000000 1.338439400339 Long DBT UST US N 2 2029-04-30 Fixed 4.63000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAQ5 330000.00000000 PA USD 353279.19000000 0.035965008529 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825C104 9326.00000000 NS USD 1066707.88000000 0.108594446231 Long EC CORP US N 1 N N N Aetna Inc 549300QKBENKLBXQ8968 Aetna, Inc. 00817YAM0 234000.00000000 PA USD 184623.90000000 0.018795333340 Long DBT CORP US N 2 2042-11-15 Fixed 4.13000000 N N N N N N Heineken NV 724500K5PTPSST86UQ23 Heineken NV 000000000 18308.00000000 NS 1770508.59000000 0.180243723219 Long EC CORP NL N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179XDE3 9499702.23000000 PA USD 9065520.71000000 0.922900467654 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N 2024-07-30 TRANSAMERICA SERIES TRUST Vincent Toner Vincent Toner Treasurer