0001752724-21-180500.txt : 20210824 0001752724-21-180500.hdr.sgml : 20210824 20210824091732 ACCESSION NUMBER: 0001752724-21-180500 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210824 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FRANKLIN TEMPLETON VARIABLE INSURANCE PRODUCTS TRUST CENTRAL INDEX KEY: 0000837274 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05583 FILM NUMBER: 211198834 BUSINESS ADDRESS: STREET 1: ONE FRANKLIN PARKWAY CITY: SAN MATEO STATE: CA ZIP: 94403-1906 BUSINESS PHONE: 650-312-2000 MAIL ADDRESS: STREET 1: ONE FRANKLIN PARKWAY CITY: SAN MATEO STATE: CA ZIP: 94403-1906 FORMER COMPANY: FORMER CONFORMED NAME: FRANKLIN VALUEMARK FUNDS DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: FRANKLIN VALUEMARK ANNUITY FUNDS DATE OF NAME CHANGE: 19881129 0000837274 S000017299 Franklin Allocation VIP Fund C000047853 CLASS 1 C000047854 CLASS 2 C000061795 CLASS 4 NPORT-P 1 primary_doc.xml NPORT-P false 0000837274 XXXXXXXX S000017299 C000047853 C000061795 C000047854 Franklin Templeton Variable Insurance Products Trust 811-05583 0000837274 549300PIBKZH7YTTWU55 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin Allocation VIP Fund S000017299 549300R5W9YDCLEGMF76 2021-12-31 2021-06-30 N 731105713.71 858146.50 730247567.21 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 957282.61000000 AUD CAD CHF DKK EUR GBP HKD INR JPY KRW NOK NZD SEK SGD THB TWD USD ZAR N CBRE Group, Inc. 52990016II9MJ2OSWA10 CBRE Group, Inc., Class A 12504L109 2096.00000000 NS USD 179690.08000000 0.024606734492 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810FD5 109000.00000000 PA USD 242798.88000000 0.033248844762 Long DBT UST US N 2 2028-04-15 Fixed 3.62500000 N N N N N N Host Hotels & Resorts, Inc. N6EL63S0K3PB1YFTDI24 Host Hotels & Resorts, Inc. 44107P104 5012.00000000 NS USD 85655.08000000 0.011729594708 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866F104 5655.00000000 NS USD 671248.50000000 0.091920675965 Long EC CORP US N 1 N N N STERIS Irish FinCo. UnLtd Co. N/A STERIS Irish FinCo. UnLtd Co. 85917PAA5 200000.00000000 PA USD 203912.73000000 0.027923780804 Long DBT CORP IE N 2 2031-03-15 Fixed 2.70000000 N N N N N N CTS Eventim AG & Co. KGaA 529900FDHSN08UBJII80 CTS Eventim AG & Co. KGaA N/A 18000.00000000 NS 1124492.91000000 0.153987902252 Long EC CORP DE N 2 N N N Partners Group Holding AG 549300I3IVVWZWDHI788 Partners Group Holding AG N/A 751.00000000 NS 1138475.91000000 0.155902732322 Long EC CORP CH N 2 N N N Suzano Austria GmbH 254900287ZNSGVP1R341 Suzano Austria GmbH 86964WAJ1 225000.00000000 PA USD 236250.00000000 0.032352042048 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389X105 24822.00000000 NS USD 1932144.48000000 0.264587595598 Long EC CORP US N 1 N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 Walgreens Boots Alliance, Inc. 931427108 5034.00000000 NS USD 264838.74000000 0.036266980116 Long EC CORP US N 1 N N N NTT Finance Corp. 3538007PR116187GD960 NTT Finance Corp. 62954WAE5 500000.00000000 PA USD 507521.78000000 0.069499961764 Long DBT CORP JP N 2 2031-04-03 Fixed 2.06500000 N N N N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 Eaton Corp. plc N/A 1265.00000000 NS USD 187447.70000000 0.025669061893 Long EC CORP IE N 1 N N N Match Group, Inc. 15OMOPB0A8K0EFUVD031 Match Group, Inc. 57667L107 3121.00000000 NS USD 503261.25000000 0.068916525380 Long EC CORP US N 1 N N N Monster Beverage Corp. 52990090AP0E7HCB6F33 Monster Beverage Corp. 61174X109 23070.00000000 NS USD 2107444.50000000 0.288593155887 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38148LAC0 625000.00000000 PA USD 675980.01000000 0.092568608284 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 Synchrony Financial 87165B103 6859.00000000 NS USD 332798.68000000 0.045573404820 Long EC CORP US N 1 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 Cadence Design Systems, Inc. 127387108 11961.00000000 NS USD 1636504.02000000 0.224102632241 Long EC CORP US N 1 N N N Mitsui & Co. Ltd. 2NRSB4GOU9DD6CNW5R48 Mitsui & Co. Ltd. N/A 6000.00000000 NS 135166.40000000 0.018509667963 Long EC CORP JP N 2 N N N Carter's, Inc. 5299003WAQK4R3L3ZU36 Carter's, Inc. 146229109 285.00000000 NS USD 29403.45000000 0.004026504341 Long EC CORP US N 1 N N N Pool Corp. 5493005VZK1KMN6CO617 Pool Corp. 73278L105 289.00000000 NS USD 132552.74000000 0.018151753727 Long EC CORP US N 1 N N N Thungela Resources Ltd. 213800EGYK3BN3SRIF27 Thungela Resources Ltd. N/A 353.00000000 NS 971.80000000 0.000133078156 Long EC CORP ZA N 1 N N N Foot Locker, Inc. 549300X383CBNP6MTV94 Foot Locker, Inc. 344849104 960.00000000 NS USD 59164.80000000 0.008102019459 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAJ9 100000.00000000 PA USD 112961.53000000 0.015468936162 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp. 30231G102 19271.00000000 NS USD 1215614.68000000 0.166466104727 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 Alphabet, Inc., Class A 02079K305 2503.00000000 NS USD 6111800.37000000 0.836949090203 Long EC CORP US N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGG3 700000.00000000 PA USD 706260.79000000 0.096715254074 Long DBT CORP US N 2 2026-03-20 Fixed 1.45000000 N N N N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 Xerox Holdings Corp. 98421M106 478.00000000 NS USD 11228.22000000 0.001537590880 Long EC CORP US N 1 N N N Experian plc 635400RXXHHYT1JTSZ26 Experian plc N/A 30000.00000000 NS 1158358.85000000 0.158625499353 Long EC CORP JE N 2 N N N SimCorp A/S 5299000WVEJNSG42AK88 SimCorp A/S N/A 7500.00000000 NS 942116.68000000 0.129013326754 Long EC CORP DK N 2 N N N Expeditors International of Washington, Inc. 984500B055A804AB6E40 Expeditors International of Washington, Inc. 302130109 1289.00000000 NS USD 163187.40000000 0.022346859794 Long EC CORP US N 1 N N N Walmart, Inc. Y87794H0US1R65VBXU25 Walmart, Inc. 931142103 13667.00000000 NS USD 1927320.34000000 0.263926978540 Long EC CORP US N 1 N N N Ingredion, Inc. PKSTQ48QDN0XSVS7YK88 Ingredion, Inc. 457187102 452.00000000 NS USD 40906.00000000 0.005601661934 Long EC CORP US N 1 N N N Flex Ltd. 549300EAQH74YHD07T53 Flex Ltd. 33938XAB1 300000.00000000 PA USD 348595.22000000 0.047736580805 Long DBT CORP SG N 2 2030-05-12 Fixed 4.87500000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 PayPal Holdings, Inc. 70450Y103 3200.00000000 NS USD 932736.00000000 0.127728737743 Long EC CORP US N 1 N N N Republic of Kazakhstan 5493007OEK8EF02UO833 Republic of Kazakhstan 486661AG6 350000.00000000 PA USD 407368.50000000 0.055784985570 Long DBT NUSS KZ N 2 2025-07-21 Fixed 5.12500000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 Republic of Peru 715638DF6 200000.00000000 PA USD 204252.00000000 0.027970240391 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 Discover Card Execution Note Trust, Series 2019-A1, Class A1 254683CK9 500000.00000000 PA USD 507818.90000000 0.069540649336 Long ABS-O CORP US N 2 2024-07-15 Fixed 3.04000000 N N N N N N Landstar System, Inc. 254900CUQXQRL09MEI52 Landstar System, Inc. 515098101 279.00000000 NS USD 44087.58000000 0.006037347055 Long EC CORP US N 1 N N N Oji Holdings Corp. 529900LVC9GIIYUGE243 Oji Holdings Corp. N/A 40500.00000000 NS 232763.53000000 0.031874605332 Long EC CORP JP N 2 N N N Amphenol Corp. 549300D3L3G0R4U4VT04 Amphenol Corp., Class A 032095101 12066.00000000 NS USD 825435.06000000 0.113034961986 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31418D2N1 2385000.00000000 PA USD 2499886.12000000 0.342334056592 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 Simon Property Group LP 828807DE4 595000.00000000 PA USD 648927.46000000 0.088864035861 Long DBT CORP US N 2 2027-12-01 Fixed 3.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GFH7 400000.00000000 PA USD 438654.01000000 0.060069218946 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N AMETEK, Inc. 549300WZDEF9KKE40E98 AMETEK, Inc. 031100100 2718.00000000 NS USD 362853.00000000 0.049689039209 Long EC CORP US N 1 N N N Kinnevik AB 2138006PZH76JOS6MN27 Kinnevik AB, Class B N/A 8221.00000000 NS 329224.28000000 0.045083926983 Long EC CORP SE N 2 N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co. 59562VAM9 200000.00000000 PA USD 281911.15000000 0.038604873560 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 15 Year 31418D2S0 1067000.00000000 PA USD 1117258.61000000 0.152997238219 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 91282CCA7 350000.00000000 PA USD 387877.71000000 0.053115919506 Long DBT UST US N 2 2026-04-15 Fixed 0.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 15 Year 31418DTM4 338426.26000000 PA USD 349453.22000000 0.047854075205 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.00000000 N N N N N N CNH Industrial NV 549300WGC2HZ5J67V817 CNH Industrial NV N/A 10669.00000000 NS 176988.84000000 0.024236827063 Long EC CORP NL N 2 N N N Siemens Healthineers AG 529900QBVWXMWANH7H45 Siemens Healthineers AG N/A 2586.00000000 NS 158569.40000000 0.021714471518 Long EC CORP DE N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RB6 490000.00000000 PA USD 563691.40000000 0.077191821693 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N CoStar Group, Inc. N/A CoStar Group, Inc. 22160N109 6000.00000000 NS USD 496920.00000000 0.068048155490 Long EC CORP US N 1 N N N Rio Tinto Ltd. 529900X2VMAQT2PE0V24 Rio Tinto Ltd. N/A 3758.00000000 NS 356208.01000000 0.048779075206 Long EC CORP AU N 2 N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 NVIDIA Corp. 67066G104 3177.00000000 NS USD 2541917.70000000 0.348089855295 Long EC CORP US N 1 N N N Fox Corp. 549300DDU6FDRBIELS05 Fox Corp. 35137LAH8 400000.00000000 PA USD 469986.38000000 0.064359869324 Long DBT CORP US N 2 2029-01-25 Fixed 4.70900000 N N N N N N Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. N/A Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. 03522AAJ9 100000.00000000 PA USD 126796.74000000 0.017363527890 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Equifax, Inc. 5493004MCF8JDC86VS77 Equifax, Inc. 294429105 1990.00000000 NS USD 476624.90000000 0.065268947327 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135106 2388.00000000 NS USD 8215102.08000000 1.124974933006 Long EC CORP US N 1 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738AU2 870000.00000000 PA USD 958157.89000000 0.131210007814 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Gentex Corp. 549300S3UD8XV1MN0287 Gentex Corp. 371901109 1869.00000000 NS USD 61845.21000000 0.008469074431 Long EC CORP US N 1 N N N Umicore SA 529900F3AIQECS8ZSV61 Umicore SA N/A 22000.00000000 NS 1346032.15000000 0.184325454878 Long EC CORP BE N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YE4 700000.00000000 PA USD 716652.34000000 0.098138271482 Long DBT UST US N 2 2024-08-31 Fixed 1.25000000 N N N N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 ServiceNow, Inc. 81762PAE2 250000.00000000 PA USD 234847.74000000 0.032160016759 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N Carlisle Cos., Inc. XR64VGX1ZPX6G7ZN7Z11 Carlisle Cos., Inc. 142339100 2400.00000000 NS USD 459312.00000000 0.062898121215 Long EC CORP US N 1 N N N CF Hippolyta LLC N/A CF Hippolyta LLC, Series 2021-1A, Class A1 12530MAE5 108000.00000000 PA USD 108840.13000000 0.014904552221 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.53000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 EPR Properties 26884U109 565.00000000 NS USD 29764.20000000 0.004075905396 Long EC CORP US N 1 N N N Flowers Foods, Inc. 7YNCQQNDK8FBM9BBTK25 Flowers Foods, Inc. 343498101 1300.00000000 NS USD 31460.00000000 0.004308128012 Long EC CORP US N 1 N N N Haemonetics Corp. 549300ZEL6TXZS6F5F95 Haemonetics Corp. 405024100 4024.00000000 NS USD 268159.36000000 0.036721705355 Long EC CORP US N 1 N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 Mohawk Industries, Inc. 608190AL8 290000.00000000 PA USD 317687.07000000 0.043504023055 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 Aker BP ASA 00973RAF0 500000.00000000 PA USD 540085.00000000 0.073959164569 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582BE1 500000.00000000 PA USD 595655.04000000 0.081568918096 Long DBT CORP NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N Xylem, Inc. 549300DF5MV96DRYLQ48 Xylem, Inc. 98419M100 2100.00000000 NS USD 251916.00000000 0.034497341903 Long EC CORP US N 1 N N N nVent Electric plc N/A nVent Electric plc N/A 10500.00000000 NS USD 328020.00000000 0.044919013048 Long EC CORP IE N 1 N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 Export-Import Bank of India 30216JAE5 200000.00000000 PA USD 203634.46000000 0.027885674549 Long DBT NUSS IN N 2 2030-01-15 Fixed 3.25000000 N N N N N N Anglo American plc 549300S9XF92D1X8ME43 Anglo American plc N/A 3532.00000000 NS 140563.19000000 0.019248703633 Long EC CORP GB N 2 N N N Horizon Therapeutics plc 529900P0GSQ79OOZEV53 Horizon Therapeutics plc N/A 595.00000000 NS USD 55715.80000000 0.007629713880 Long EC CORP IE N 1 N N N Kasikornbank PCL 5493004COSQ54937AW41 Kasikornbank PCL N/A 104292.00000000 NS 385052.15000000 0.052728987714 Long EC CORP TH N 2 N N N NVR, Inc. 529900RWXR4JI3JYTV70 NVR, Inc. 62944T105 25.00000000 NS USD 124332.50000000 0.017026075208 Long EC CORP US N 1 N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 Cheniere Corpus Christi Holdings LLC 16412XAG0 200000.00000000 PA USD 232773.06000000 0.031875910369 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAB9 600000.00000000 PA USD 668790.74000000 0.091584110653 Long DBT CORP FR N 2 2024-07-21 Fixed 5.15000000 N N N N N N Greenville City School District N/A Greenville City School District 396352GY6 160000.00000000 PA USD 163999.44000000 0.022458060439 Long DBT MUN US N 2 2051-01-01 Fixed 3.54100000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828W71 18837000.00000000 PA USD 19725135.16000000 2.701157257580 Long DBT UST US N 2 2024-03-31 Fixed 2.12500000 N N N N N N Doximity, Inc. N/A Doximity, Inc., Class A 26622P107 300.00000000 NS USD 17460.00000000 0.002390969964 Long EC CORP US N 1 N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV N/A 108740.00000000 NS 1443574.71000000 0.197682919439 Long EC CORP NL N 2 N N N Symrise AG 529900D82I6R9601CF26 Symrise AG N/A 8400.00000000 NS 1170696.01000000 0.160314948322 Long EC CORP DE N 2 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 Northrop Grumman Corp. 666807102 5729.00000000 NS USD 2082090.47000000 0.285121178555 Long EC CORP US N 1 N N N NN Group NV 724500OHYNDT9OY6Q215 NN Group NV N/A 4987.00000000 NS 235602.46000000 0.032263368010 Long EC CORP NL N 2 N N N Zalando SE 529900YRFFGH5AXU4S86 Zalando SE N/A 1225.00000000 NS 148163.89000000 0.020289542430 Long EC CORP DE N 2 N N N KLA Corp. 549300H0BF5JCG96TJ81 KLA Corp. 482480100 1187.00000000 NS USD 384837.27000000 0.052699562077 Long EC CORP US N 1 N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 AstraZeneca plc 046353AG3 300000.00000000 PA USD 358358.61000000 0.049073578070 Long DBT CORP GB N 2 2042-09-18 Fixed 4.00000000 N N N N N N N/A N/A CDS N/A 200000.00000000 PA USD 1876.78000000 0.000257005991 N/A DCR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Nordstrom, Inc. Nordstrom, Inc. Y Payout of notional amount upon default event with regard to the reference instrument 2026-06-20 0.00000000 USD 12929.56000000 USD 200000.00000000 USD 1876.78000000 N N N Sony Group Corp. 529900R5WX9N2OI2N910 Sony Group Corp. N/A 9322.00000000 NS 904010.21000000 0.123795032067 Long EC CORP JP N 2 N N N Quidel Corp. 549300X2FQ6S98OQLQ46 Quidel Corp. 74838J101 50.00000000 NS USD 6406.00000000 0.000877236746 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122108 7967.00000000 NS USD 532354.94000000 0.072900611231 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31418DYD8 2821945.88000000 PA USD 2961474.74000000 0.405543937833 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N CSL Ltd. 529900ECSECK5ZDQTE14 CSL Ltd. N/A 7544.00000000 NS 1613101.46000000 0.220897888939 Long EC CORP AU N 2 N N N Manulife Financial Corp. 5493007GBX87QOZACS27 Manulife Financial Corp. 56501RAE6 200000.00000000 PA USD 220984.63000000 0.030261604409 Long DBT CORP CA N 2 2032-02-24 Variable 4.06100000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd. N/A 46993.00000000 NS 1332423.35000000 0.182461867704 Long EC CORP KY N 2 N N N Waters Corp. 5T547R1474YC9HOD8Q74 Waters Corp. 941848103 1976.00000000 NS USD 682925.36000000 0.093519703545 Long EC CORP US N 1 N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Co. 532457108 8835.00000000 NS USD 2027809.20000000 0.277687909012 Long EC CORP US N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 Danaher Corp. 235851102 7054.00000000 NS USD 1893011.44000000 0.259228722559 Long EC CORP US N 1 N N N Stryker Corp. 5493002F0SC4JTBU5137 Stryker Corp. 863667101 9392.00000000 NS USD 2439384.16000000 0.334048926629 Long EC CORP US N 1 N N N Iida Group Holdings Co. Ltd. 35380051BV8PV1I4S949 Iida Group Holdings Co. Ltd. N/A 7300.00000000 NS 187787.63000000 0.025715611859 Long EC CORP JP N 2 N N N CNP Assurances 969500QKVPV2H8UXM738 CNP Assurances N/A 8227.00000000 NS 140228.13000000 0.019202820563 Long EC CORP FR N 2 N N N Adyen NV 724500973ODKK3IFQ447 Adyen NV N/A 837.00000000 NS 2052774.25000000 0.281106619477 Long EC CORP NL N 2 N N N J M Smucker Co. (The) 5493000WDH6A0LHDJD55 J M Smucker Co. (The) 832696405 659.00000000 NS USD 85386.63000000 0.011692833202 Long EC CORP US N 1 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NCG4 500000.00000000 PA USD 596294.17000000 0.081656440469 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 Suzano Austria GmbH 86964WAK8 200000.00000000 PA USD 198324.00000000 0.027158460898 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 Alphabet, Inc., Class C 02079K107 1573.00000000 NS USD 3942441.36000000 0.539877369953 Long EC CORP US N 1 N N N Goodman Group N/A Goodman Group N/A 39407.00000000 NS 623517.81000000 0.085384441934 Long EC CORP AU N 2 N N N Informa plc 5493006VM2LKUPSEDU20 Informa plc N/A 50910.00000000 NS 353837.87000000 0.048454508565 Long EC CORP GB N 2 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia N/A 8163.00000000 NS 611144.78000000 0.083690080931 Long EC CORP AU N 2 N N N Premier, Inc. N/A Premier, Inc., Class A 74051N102 339.00000000 NS USD 11793.81000000 0.001615042696 Long EC CORP US N 1 N N N Neurocrine Biosciences, Inc. 549300FECER0XBN49756 Neurocrine Biosciences, Inc. 64125C109 1509.00000000 NS USD 146855.88000000 0.020110423723 Long EC CORP US N 1 N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 Cummins, Inc. 231021106 1093.00000000 NS USD 266484.33000000 0.036492326981 Long EC CORP US N 1 N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 AutoZone, Inc. 053332AW2 100000.00000000 PA USD 111597.15000000 0.015282098155 Long DBT CORP US N 2 2029-04-18 Fixed 3.75000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 Intel Corp. 458140100 26947.00000000 NS USD 1512804.58000000 0.207163248181 Long EC CORP US N 1 N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 Intuit, Inc. 461202103 8391.00000000 NS USD 4113016.47000000 0.563235901724 Long EC CORP US N 1 N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 Amadeus IT Group SA N/A 19009.00000000 NS 1340183.56000000 0.183524549779 Long EC CORP ES N 2 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 15 Year 3140QE5Z1 2634996.18000000 PA USD 2729711.30000000 0.373806284686 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828XT2 1705000.00000000 PA USD 1782124.62000000 0.244043896894 Long DBT UST US N 2 2024-05-31 Fixed 2.00000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 International Business Machines Corp. 459200101 3317.00000000 NS USD 486239.03000000 0.066585504948 Long EC CORP US N 1 N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 Canadian Natural Resources Ltd. 136385AV3 200000.00000000 PA USD 217442.13000000 0.029776494953 Long DBT CORP CA N 2 2025-02-01 Fixed 3.90000000 N N N N N N BlackRock, Inc. 549300LRIF3NWCU26A80 BlackRock, Inc. 09247X101 1169.00000000 NS USD 1022839.93000000 0.140067557350 Long EC CORP US N 1 N N N Julius Baer Group Ltd. 5299007MF0604ZGJER92 Julius Baer Group Ltd. N/A 860.00000000 NS 56169.38000000 0.007691827062 Long EC CORP CH N 2 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179TG41 2842551.51000000 PA USD 3008798.25000000 0.412024412692 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 Biogen, Inc. 09062X103 1189.00000000 NS USD 411715.03000000 0.056380198782 Long EC CORP US N 1 N N N JBS Finance Luxembourg Sarl N/A JBS Finance Luxembourg Sarl 46592QAA7 200000.00000000 PA USD 200138.00000000 0.027406869805 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 Constellation Brands, Inc., Class A 21036P108 2304.00000000 NS USD 538882.56000000 0.073794502603 Long EC CORP US N 1 N N N WP Carey, Inc. 54930042CRNE713E3Q67 WP Carey, Inc. 92936U109 1022.00000000 NS USD 76261.64000000 0.010443258344 Long EC CORP US N 1 N N N SVB Financial Group 549300D2KJ20JMXE7542 SVB Financial Group 78486QAE1 100000.00000000 PA USD 106624.11000000 0.014601090751 Long DBT CORP US N 2 2030-06-05 Fixed 3.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CAV3 750000.00000000 PA USD 713320.31000000 0.097681983758 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N Snowflake, Inc. 254900CJNSY1K7T53Z16 Snowflake, Inc., Class A 833445109 1400.00000000 NS USD 338520.00000000 0.046356881583 Long EC CORP US N 1 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562M209 97200.00000000 NS USD 669708.00000000 0.091709720110 Long EC CORP JP N 1 N N N Sanofi 549300E9PC51EN656011 Sanofi N/A 2935.00000000 NS 308384.73000000 0.042230161913 Long EC CORP FR N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828Y87 1345000.00000000 PA USD 1397959.38000000 0.191436362512 Long DBT UST US N 2 2024-07-31 Fixed 1.75000000 N N N N N N Next plc 213800WQD8ECPZP9PH98 Next plc N/A 3959.00000000 NS 430904.09000000 0.059007945982 Long EC CORP GB N 2 N N N Fortescue Metals Group Ltd. 529900VEJFORCO6I4826 Fortescue Metals Group Ltd. N/A 11370.00000000 NS 198581.97000000 0.027193787273 Long EC CORP AU N 2 N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 Republic Services, Inc. 760759100 3514.00000000 NS USD 386575.14000000 0.052937545752 Long EC CORP US N 1 N N N CH Robinson Worldwide, Inc. 529900WNWN5L0OVDHA79 CH Robinson Worldwide, Inc. 12541W209 1007.00000000 NS USD 94325.69000000 0.012916946832 Long EC CORP US N 1 N N N Mettler-Toledo International, Inc. 5493000BD5GJNUDIUG10 Mettler-Toledo International, Inc. 592688105 2534.00000000 NS USD 3510451.56000000 0.480720746994 Long EC CORP US N 1 N N N Intermediate Capital Group plc 549300OGASR5WRKJ8R68 Intermediate Capital Group plc N/A 44000.00000000 NS 1294272.66000000 0.177237517537 Long EC CORP GB N 2 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833100 70671.00000000 NS USD 9679100.16000000 1.325454625885 Long EC CORP US N 1 N N N ResMed, Inc. 529900T3QE5253CCXF22 ResMed, Inc. 761152107 1030.00000000 NS USD 253915.60000000 0.034771166848 Long EC CORP US N 1 N N N Seria Co. Ltd. N/A Seria Co. Ltd. N/A 11368.00000000 NS 419242.97000000 0.057411073836 Long EC CORP JP N 2 N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 Koninklijke Philips NV N/A 3193.00000000 NS 158495.30000000 0.021704324275 Long EC CORP NL N 2 N N N Logitech International SA 549300SN6PRK6IJJC215 Logitech International SA N/A 2789.00000000 NS 338702.78000000 0.046381911451 Long EC CORP CH N 2 N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 Charles River Laboratories International, Inc. 159864107 269.00000000 NS USD 99508.48000000 0.013626677371 Long EC CORP US N 1 N N N Moody's Corp. 549300GCEDD8YCF5WU84 Moody's Corp. 615369105 1137.00000000 NS USD 412014.69000000 0.056421234181 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828WZ9 1020000.00000000 PA USD 1034147.56000000 0.141616022625 Long DBT UST US N 2 2022-04-30 Fixed 1.75000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918BH6 420000.00000000 PA USD 432098.04000000 0.059171445329 Long DBT CORP US N 2 2022-11-03 Fixed 2.65000000 N N N N N N Cerner Corp. 549300L4UJ40IEVVI304 Cerner Corp. 156782104 11676.00000000 NS USD 912596.16000000 0.124970790862 Long EC CORP US N 1 N N N Spirit Realty Capital, Inc. 549300LTU6LVPZSHMJ25 Spirit Realty Capital, Inc. 84860W300 761.00000000 NS USD 36406.24000000 0.004985465427 Long EC CORP US N 1 N N N Check Point Software Technologies Ltd. 2549003ZVBH73EPNS513 Check Point Software Technologies Ltd. N/A 1400.00000000 NS USD 162582.00000000 0.022263956403 Long EC CORP IL N 1 N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 Automatic Data Processing, Inc. 053015103 3838.00000000 NS USD 762303.56000000 0.104389743181 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179VTW0 1069146.76000000 PA USD 1107441.26000000 0.151652851680 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N NextEra Energy, Inc. N/A NextEra Energy, Inc. 65339F101 15342.00000000 NS USD 1124261.76000000 0.153956248604 Long EC CORP US N 1 N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 Gaming and Leisure Properties, Inc. 36467J108 18.00000000 NS USD 833.94000000 0.000114199627 Long EC CORP US N 1 N N N Kirin Holdings Co. Ltd. 353800GBVL72LLMTYM96 Kirin Holdings Co. Ltd. 497350108 14343.00000000 NS 279940.81000000 0.038335055475 Long EC CORP JP N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YM6 4650000.00000000 PA USD 4799126.94000000 0.657191773789 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N N Komatsu Ltd. 5493004LQ0B4T7QPQV17 Komatsu Ltd. N/A 19826.00000000 NS 491204.83000000 0.067265520907 Long EC CORP JP N 2 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 Southwest Airlines Co. 844741108 1457.00000000 NS USD 77352.13000000 0.010592589893 Long EC CORP US N 1 N N N Gilroy Unified School District N/A Gilroy Unified School District 376087GM8 140000.00000000 PA USD 144565.25000000 0.019796745171 Long DBT MUN US N 2 2047-08-01 Fixed 3.36400000 N N N N N N Sundrug Co. Ltd. N/A Sundrug Co. Ltd. N/A 16943.00000000 NS 538592.30000000 0.073754754440 Long EC CORP JP N 2 N N N Sartorius Stedim Biotech 52990006IVXY7GCSSR39 Sartorius Stedim Biotech N/A 881.00000000 NS 417004.04000000 0.057104475074 Long EC CORP FR N 2 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162CT5 100000.00000000 PA USD 103909.59000000 0.014229364761 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N Sartorius AG 529900EQV2DY4FOAMU38 Sartorius AG N/A 382.00000000 NS 198850.89000000 0.027230613141 Long EP CORP DE N 2 N N N Budweiser Brewing Co. APAC Ltd. 549300YF1MR4GTF18132 Budweiser Brewing Co. APAC Ltd. N/A 16400.00000000 NS 51639.22000000 0.007071467584 Long EC CORP KY N 2 N N N Fox Corp. 549300DDU6FDRBIELS05 Fox Corp., Class A 35137L105 2729.00000000 NS USD 101327.77000000 0.013875810690 Long EC CORP US N 1 N N N Jack Henry & Associates, Inc. 529900X1QS8C54W0JB21 Jack Henry & Associates, Inc. 426281101 570.00000000 NS USD 93200.70000000 0.012762890858 Long EC CORP US N 1 N N N Dollar Tree, Inc. 549300PMSTQITB1WHR43 Dollar Tree, Inc. 256746AG3 350000.00000000 PA USD 386665.89000000 0.052949973045 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 Deutsche Boerse AG N/A 5400.00000000 NS 942629.28000000 0.129083522126 Long EC CORP DE N 2 N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 Oriental Republic of Uruguay 917288BK7 150000.00000000 PA USD 174901.50000000 0.023950987015 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 Exelon Corp. 30161NAX9 850000.00000000 PA USD 969109.23000000 0.132709682786 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N Mirati Therapeutics, Inc. 529900GYRW59IDQV6N54 Mirati Therapeutics, Inc. 60468T105 1100.00000000 NS USD 177683.00000000 0.024331885237 Long EC CORP US N 1 N N N Seer, Inc. N/A Seer, Inc. 81578P106 100.00000000 NS USD 3278.00000000 0.000448888862 Long EC CORP US N 1 N N N Atlassian Corp. plc 549300AGBII4MWBVJY22 Atlassian Corp. plc, Class A N/A 900.00000000 NS USD 231174.00000000 0.031656935316 Long EC CORP GB N 1 N N N Nitto Denko Corp. 3538009GX5P09USH2J25 Nitto Denko Corp. N/A 6700.00000000 NS 498996.94000000 0.068332571364 Long EC CORP JP N 2 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746UCY3 1050000.00000000 PA USD 1207563.92000000 0.165363634775 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 3140QEXU1 844298.04000000 PA USD 883074.08000000 0.120928041345 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N State of New Jersey N/A State of New Jersey 646039YR2 110000.00000000 PA USD 125051.33000000 0.017124511688 Long DBT MUN US N 2 2032-06-01 Fixed 3.00000000 N N N N N N Prudential plc 5493001Z3ZE83NGK8Y12 Prudential plc 74435KAA3 425000.00000000 PA USD 460260.77000000 0.063028045647 Long DBT CORP GB N 2 2030-04-14 Fixed 3.12500000 N N N N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 Fair Isaac Corp. 303250104 76.00000000 NS USD 38203.68000000 0.005231606610 Long EC CORP US N 1 N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 Georgia Power Co. 373334JW2 700000.00000000 PA USD 828699.47000000 0.113481989836 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N Tosoh Corp. 529900YSLFVJF2MDBX02 Tosoh Corp. N/A 24925.00000000 NS 429815.90000000 0.058858929395 Long EC CORP JP N 2 N N N Daimler AG 529900R27DL06UVNT076 Daimler AG N/A 7310.00000000 NS 653266.73000000 0.089458254889 Long EC CORP DE N 2 N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 Ross Stores, Inc. 778296103 10825.00000000 NS USD 1342300.00000000 0.183814374778 Long EC CORP US N 1 N N N ABIOMED, Inc. 5493001EZN4ZTB4Z5887 ABIOMED, Inc. 003654100 122.00000000 NS USD 38077.42000000 0.005214316583 Long EC CORP US N 1 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 Adecco Group AG N/A 7499.00000000 NS 510245.38000000 0.069872931169 Long EC CORP CH N 2 N N N Snap-on, Inc. HHWAT5TDOYZMM26KKQ73 Snap-on, Inc. 833034101 1133.00000000 NS USD 253146.19000000 0.034665803950 Long EC CORP US N 1 N N N Marqeta, Inc. N/A Marqeta, Inc., Class A 57142B104 3700.00000000 NS USD 103859.00000000 0.014222436973 Long EC CORP US N 1 N N N TBS Holdings, Inc. N/A TBS Holdings, Inc. N/A 13400.00000000 NS 206444.70000000 0.028270508423 Long EC CORP JP N 2 N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353T100 4138.00000000 NS USD 207396.56000000 0.028400855999 Long EC CORP US N 1 N N N Yamada Holdings Co. Ltd. 353800MDZ4K1DQKLO464 Yamada Holdings Co. Ltd. N/A 33600.00000000 NS 155384.57000000 0.021278341343 Long EC CORP JP N 2 N N N Valeo SA 5493006IH2N2WMIBB742 Valeo SA N/A 13525.00000000 NS 407995.69000000 0.055870872882 Long EC CORP FR N 2 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 Kroger Co. (The) 501044101 32264.00000000 NS USD 1236033.84000000 0.169262301649 Long EC CORP US N 1 N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 BP Capital Markets America, Inc. 10373QAC4 100000.00000000 PA USD 114144.80000000 0.015630972991 Long DBT CORP US N 2 2028-09-21 Fixed 3.93700000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 Capital One Multi-Asset Execution Trust, Series 2017-A6, Class A6 14041NFQ9 600000.00000000 PA USD 615206.88000000 0.084246344339 Long ABS-O CORP US N 2 2025-07-15 Fixed 2.29000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 Credit Suisse Group Funding Guernsey Ltd. 225433AH4 1200000.00000000 PA USD 1249016.41000000 0.171040132974 Long DBT CORP GG N 2 2022-09-15 Fixed 3.80000000 N N N N N N Coloplast A/S 529900NN7SOJ5QG82X67 Coloplast A/S, Class B N/A 2513.00000000 NS 412635.14000000 0.056506198517 Long EC CORP DK N 2 N N N Just Eat Takeaway.com NV 724500FVZIBSSQ7SHI95 Just Eat Takeaway.com NV N/A 8182.00000000 NS 756764.95000000 0.103631286700 Long EC CORP NL N 2 N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 23549.00000000 NS USD 3879462.26000000 0.531253020783 Long EC CORP US N 1 N N N Citrix Systems, Inc. HCTKJGUQOPZ5NBK7NP58 Citrix Systems, Inc. 177376100 624.00000000 NS USD 73176.48000000 0.010020776964 Long EC CORP US N 1 N N N Tokyo Gas Co. Ltd. 353800678EIJLOQSWZ83 Tokyo Gas Co. Ltd. N/A 17500.00000000 NS 330109.05000000 0.045205087263 Long EC CORP JP N 2 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 Merck & Co., Inc. 58933Y105 17785.00000000 NS USD 1383139.45000000 0.189406923364 Long EC CORP US N 1 N N N Mastercard, Inc. AR5L2ODV9HN37376R084 Mastercard, Inc., Class A 57636Q104 7095.00000000 NS USD 2590313.55000000 0.354717176244 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc N/A 147333.00000000 NS 349657.97000000 0.047882113642 Long EC CORP GB N 2 N N N DTE Energy Co. 549300IX8SD6XXD71I78 DTE Energy Co. 233331107 3151.00000000 NS USD 408369.60000000 0.055922076065 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206R102 13913.00000000 NS USD 400416.14000000 0.054832930362 Long EC CORP US N 1 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162CU2 980000.00000000 PA USD 1011225.61000000 0.138477093989 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N Hormel Foods Corp. MSD54751OJP1FS2ND863 Hormel Foods Corp. 440452100 2078.00000000 NS USD 99224.50000000 0.013587789190 Long EC CORP US N 1 N N N 10X Genomics, Inc. 5493003Z6741WNLG7H43 10X Genomics, Inc., Class A 88025U109 1300.00000000 NS USD 254566.00000000 0.034860232533 Long EC CORP US N 1 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 Pfizer, Inc. 717081103 23458.00000000 NS USD 918615.28000000 0.125795048316 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA N/A 16027.00000000 NS 1005933.63000000 0.137752410986 Long EC CORP FR N 2 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 Kroger Co. (The) 501044DM0 400000.00000000 PA USD 547129.16000000 0.074923790857 Long DBT CORP US N 2 2049-01-15 Fixed 5.40000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 State of Illinois 452151LF8 125000.00000000 PA USD 147081.10000000 0.020141265319 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N Sonova Holding AG 5299004A0QNX7FBNHS61 Sonova Holding AG N/A 1474.00000000 NS 555189.19000000 0.076027530241 Long EC CORP CH N 2 N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 Taiwan Semiconductor Manufacturing Co. Ltd. N/A 49586.00000000 NS 1065957.22000000 0.145972033028 Long EC CORP TW N 2 N N N Pentair plc 549300EVR9D56WPSRP15 Pentair plc N/A 9200.00000000 NS USD 620908.00000000 0.085027054916 Long EC CORP IE N 1 N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 Las Vegas Sands Corp. 517834107 9944.00000000 NS USD 523949.36000000 0.071749552278 Long EC CORP US N 1 N N N United States International Development Finance Corp. 254900QI8QTIK0FY6E92 United States International Development Finance Corp. 6903536M4 400000.00000000 PA USD 409483.99000000 0.056074680476 Long DBT UST US N 2 2024-03-20 Fixed 2.12000000 N N N N N N Teleflex, Inc. UUL85LWXB4NGSWWXIQ25 Teleflex, Inc. 879369106 2284.00000000 NS USD 917688.36000000 0.125668116020 Long EC CORP US N 1 N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAD4 235000.00000000 PA USD 248283.53000000 0.033999911968 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 Cie de Saint-Gobain N/A 7935.00000000 NS 523721.16000000 0.071718302602 Long EC CORP FR N 2 N N N Tesla, Inc. 54930043XZGB27CTOV49 Tesla, Inc. 88160R101 146.00000000 NS USD 99236.20000000 0.013589391386 Long EC CORP US N 1 N N N ZOZO, Inc. 549300GC7XPQMZA0OW13 ZOZO, Inc. N/A 3300.00000000 NS 111898.98000000 0.015323430713 Long EC CORP JP N 2 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 3138ERPJ3 426842.23000000 PA USD 461820.74000000 0.063241667721 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Pandora A/S 5299007OWYZ6I1E46843 Pandora A/S N/A 1640.00000000 NS 221281.89000000 0.030302311152 Long EC CORP DK N 2 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 Deutsche Post AG N/A 12328.00000000 NS 839665.78000000 0.114983714797 Long EC CORP DE N 2 N N N State Grid Overseas Investment 2016 Ltd. 3003006V8BHG5158QO96 State Grid Overseas Investment 2016 Ltd. 857006AG5 600000.00000000 PA USD 661796.69000000 0.090626346422 Long DBT CORP VG N 2 2027-05-04 Fixed 3.50000000 N N N N N N Arista Networks, Inc. 635400H1WKBLOQERUU95 Arista Networks, Inc. 040413106 176.00000000 NS USD 63766.56000000 0.008732183832 Long EC CORP US N 1 N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 Atmos Energy Corp. 049560105 777.00000000 NS USD 74677.47000000 0.010226322325 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SN9 707000.00000000 PA USD 577503.01000000 0.079083181640 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GVR2 400000.00000000 PA USD 447465.48000000 0.061275860419 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N Lululemon Athletica, Inc. 549300D9GZ4BMLDW5T40 Lululemon Athletica, Inc. 550021109 824.00000000 NS USD 300735.28000000 0.041182647297 Long EC CORP US N 1 N N N Fox Corp. 549300DDU6FDRBIELS05 Fox Corp. 35137LAJ4 100000.00000000 PA USD 129534.61000000 0.017738451426 Long DBT CORP US N 2 2039-01-25 Fixed 5.47600000 N N N N N N Lundin Energy AB 549300IULC8F8IGXKI15 Lundin Energy AB N/A 8575.00000000 NS 304026.46000000 0.041633341027 Long EC CORP SE N 2 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CJ6 525000.00000000 PA USD 532295.99000000 0.072892538626 Long DBT CORP GB N 2 2026-04-18 Variable 1.64500000 N N N N N N Ipsen SA 549300M6SGDPB4Z94P11 Ipsen SA N/A 1809.00000000 NS 188255.26000000 0.025779649046 Long EC CORP FR N 2 N N N Sun Hung Kai Properties Ltd. 529900LUMD393RD3S874 Sun Hung Kai Properties Ltd. N/A 38000.00000000 NS 564750.43000000 0.077336845113 Long EC CORP HK N 2 N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co. 075887109 5200.00000000 NS USD 1264588.00000000 0.173172504337 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179VSG6 557248.27000000 PA USD 577175.51000000 0.079038333835 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 Royalty Pharma plc 78081BAC7 100000.00000000 PA USD 98493.31000000 0.013487660133 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Nucor Corp. 549300GGJCRSI2TIEJ46 Nucor Corp. 670346105 12158.00000000 NS USD 1166316.94000000 0.159715279087 Long EC CORP US N 1 N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 Honda Motor Co. Ltd. N/A 27000.00000000 NS 868485.74000000 0.118930316100 Long EC CORP JP N 2 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 30 Year 3132DV6U4 0.01000000 PA USD 0.01000000 0.000000001369 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Orion OYJ 74370029VAHCXDR7B745 Orion OYJ, Class B N/A 5131.00000000 NS 220623.12000000 0.030212099280 Long EC CORP FI N 2 N N N Aptiv plc N/A Aptiv plc N/A 2500.00000000 NS USD 393325.00000000 0.053861870639 Long EC CORP JE N 1 N N N LKQ Corp. DS830JTTZQN6GK0I2E41 LKQ Corp. 501889208 1764.00000000 NS USD 86824.08000000 0.011889677405 Long EC CORP US N 1 N N N Grand Canyon Education, Inc. 529900XFER799IYOSW74 Grand Canyon Education, Inc. 38526M106 125.00000000 NS USD 11246.25000000 0.001540059906 Long EC CORP US N 1 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 United Parcel Service, Inc., Class B 911312106 11144.00000000 NS USD 2317617.68000000 0.317374241841 Long EC CORP US N 1 N N N Russian Federation 5493004EHVGF71PDBU58 Russian Federation N/A 400000.00000000 PA USD 476504.00000000 0.065252391298 Long DBT NUSS RU N 2 2035-03-28 Fixed 5.10000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp. 913017BT5 300000.00000000 PA USD 374038.14000000 0.051220730721 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YV6 320000.00000000 PA USD 330250.00000000 0.045224388937 Long DBT UST US N 2 2024-11-30 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YB0 235000.00000000 PA USD 240397.66000000 0.032920022030 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 Genuine Parts Co. 372460105 678.00000000 NS USD 85746.66000000 0.011742135660 Long EC CORP US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG N/A 52795.00000000 NS 808672.90000000 0.110739554133 Long EC CORP CH N 2 N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 L Brands, Inc. 501797104 8194.00000000 NS USD 590459.64000000 0.080857460745 Long EC CORP US N 1 N N N Simon Property Group, Inc. 529900GQL5X8H7AO3T64 Simon Property Group, Inc. 828806109 2067.00000000 NS USD 269702.16000000 0.036932976172 Long EC CORP US N 1 N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Co. 42824C109 48721.00000000 NS USD 710352.18000000 0.097275528450 Long EC CORP US N 1 N N N Morningstar, Inc. 529900YGNQPOVAXQ7F29 Morningstar, Inc. 617700109 130.00000000 NS USD 33424.30000000 0.004577118980 Long EC CORP US N 1 N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 Steel Dynamics, Inc. 858119100 1193.00000000 NS USD 71102.80000000 0.009736807514 Long EC CORP US N 1 N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 Omega Healthcare Investors, Inc. 681936100 364.00000000 NS USD 13209.56000000 0.001808915303 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 3140X5VH3 649943.15000000 PA USD 707097.76000000 0.096829868629 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 3140QBLZ9 1103151.87000000 PA USD 1204130.07000000 0.164893403835 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N EDP Finance BV 5299007L43AQDFOW5739 EDP Finance BV 26835PAH3 700000.00000000 PA USD 694318.02000000 0.095079812816 Long DBT CORP NL N 2 2028-01-24 Fixed 1.71000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 Johnson Controls International plc N/A 16236.00000000 NS USD 1114276.68000000 0.152588893141 Long EC CORP IE N 1 N N N Publicis Groupe SA 2138004KW8BV57III342 Publicis Groupe SA N/A 1446.00000000 NS 92544.60000000 0.012673044616 Long EC CORP FR N 2 N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 Teradyne, Inc. 880770102 952.00000000 NS USD 127529.92000000 0.017463929457 Long EC CORP US N 1 N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 Pertamina Persero PT 69370PAE1 200000.00000000 PA USD 217112.29000000 0.029731326710 Long DBT NUSS ID N 2 2049-07-30 Fixed 4.70000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd. 89352HAW9 500000.00000000 PA USD 574953.92000000 0.078734109611 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25000000 N N N N N N Prudential plc 5493001Z3ZE83NGK8Y12 Prudential plc N/A 26103.00000000 NS 496665.78000000 0.068013342639 Long EC CORP GB N 2 N N N PTC, Inc. 54930050SSMU8SKDJ030 PTC, Inc. 69370C100 4921.00000000 NS USD 695140.46000000 0.095192437635 Long EC CORP US N 1 N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 Lamb Weston Holdings, Inc. 513272104 3086.00000000 NS USD 248916.76000000 0.034086626395 Long EC CORP US N 1 N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456BAH4 300000.00000000 PA USD 389014.95000000 0.053271652993 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 Progressive Corp. (The) 743315103 1637.00000000 NS USD 160769.77000000 0.022015789879 Long EC CORP US N 1 N N N Bill.com Holdings, Inc. 549300IBF9VZZIGOZW63 Bill.com Holdings, Inc. 090043100 4500.00000000 NS USD 824310.00000000 0.112880896426 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PAF3 1200000.00000000 PA USD 1320113.57000000 0.180776168148 Long DBT CORP US N 2 2028-05-01 Variable 3.54000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 ASML Holding NV N/A 1822.00000000 NS USD 1258710.48000000 0.172367637568 Long EC CORP NL N 1 N N N CK Asset Holdings Ltd. 5299006GJZSGP78B8S35 CK Asset Holdings Ltd. N/A 121830.00000000 NS 838552.25000000 0.114831228155 Long EC CORP KY N 2 N N N Dassault Aviation SA 969500CVFTUT88V8QN95 Dassault Aviation SA N/A 361.00000000 NS 425287.98000000 0.058238876662 Long EC CORP FR N 2 N N N Aon Corp. LTS3U8DGK38SETRUWX71 Aon Corp. 037389BE2 500000.00000000 PA USD 525505.47000000 0.071962645765 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CL1 300000.00000000 PA USD 301206.14000000 0.041247126799 Long DBT CORP GB N 2 2028-09-22 Variable 2.01300000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 Bayer AG N/A 19522.00000000 NS 1186944.64000000 0.162540033448 Long EC CORP DE N 2 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 Home Depot, Inc. (The) 437076102 4530.00000000 NS USD 1444571.70000000 0.197819447111 Long EC CORP US N 1 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 General Mills, Inc. 370334104 4456.00000000 NS USD 271504.08000000 0.037179730846 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179WBZ0 623287.82000000 PA USD 652959.37000000 0.089416165054 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.00000000 N N N N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 Illumina, Inc. 452327109 2546.00000000 NS USD 1204792.66000000 0.164984138817 Long EC CORP US N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 30 Year 3132AC3B4 604116.16000000 PA USD 669160.49000000 0.091634744167 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2019-2, Class A 90932MAA3 191136.67000000 PA USD 190872.06000000 0.026137993273 Long ABS-O CORP US N 2 2028-05-01 Fixed 2.90000000 N N N N N N IAC/InterActiveCorp 549300TO56L57RP6P031 IAC/InterActiveCorp 44891N208 1107.00000000 NS USD 170666.19000000 0.023371004254 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CAM3 2340000.00000000 PA USD 2291189.05000000 0.313755108935 Long DBT UST US N 2 2025-09-30 Fixed 0.25000000 N N N N N N McCormick & Co., Inc. 549300JQQA6MQ4OJP259 McCormick & Co., Inc. 579780206 8000.00000000 NS USD 706560.00000000 0.096756227850 Long EC CORP US N 1 N N N Newmont Corp. 549300VSP3RIX7FGDZ51 Newmont Corp. 651639106 2249.00000000 NS USD 142541.62000000 0.019519629561 Long EC CORP US N 1 N N N Exelixis, Inc. 254900PJQB59O2O95R37 Exelixis, Inc. 30161Q104 1828.00000000 NS USD 33306.16000000 0.004560940904 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179VTX8 982049.80000000 PA USD 1025616.30000000 0.140447753070 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 3.00000000 N N N N N N Baidu, Inc. 254900AL64IANZYI1E02 Baidu, Inc. 056752108 1985.00000000 NS USD 404741.50000000 0.055425244557 Long EC CORP KY N 1 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179WG28 400000.00000000 PA USD 410890.07000000 0.056267228875 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.00000000 N N N N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 Caterpillar, Inc. 149123CJ8 200000.00000000 PA USD 221403.31000000 0.030318938390 Long DBT CORP US N 2 2050-04-09 Fixed 3.25000000 N N N N N N Tokyo Electron Ltd. 549300H5LSF8DP3RIJ34 Tokyo Electron Ltd. N/A 1500.00000000 NS 648634.96000000 0.088823980951 Long EC CORP JP N 2 N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591CS9 630000.00000000 PA USD 937435.31000000 0.128372260599 Long DBT UST US N 2 2036-04-01 Fixed 5.88000000 N N N N N N Bank Leumi Le-Israel BM 7JDSZWRGUQY2DSTWCR57 Bank Leumi Le-Israel BM N/A 13913.00000000 NS 105738.88000000 0.014479867478 Long EC CORP IL N 2 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 Skyworks Solutions, Inc. 83088M102 4894.00000000 NS USD 938424.50000000 0.128507720140 Long EC CORP US N 1 N N N Trane Technologies plc 549300BURLR9SLYY2705 Trane Technologies plc N/A 4853.00000000 NS USD 893631.42000000 0.122373762012 Long EC CORP IE N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YDB2 300000.00000000 PA USD 377800.03000000 0.051735883413 Long DBT CORP US N 2 2045-03-15 Fixed 4.75000000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 Ashtead Capital, Inc. 045054AD5 375000.00000000 PA USD 384609.38000000 0.052668354852 Long DBT CORP US N 2 2025-08-15 Fixed 4.12500000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 FedEx Corp. 31428XAW6 400000.00000000 PA USD 514212.52000000 0.070416190767 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N American Water Works Co., Inc. 549300DXHIJQMD5WFW18 American Water Works Co., Inc. 030420103 2819.00000000 NS USD 434492.47000000 0.059499338239 Long EC CORP US N 1 N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 Lincoln National Corp. 534187109 1251.00000000 NS USD 78612.84000000 0.010765231344 Long EC CORP US N 1 N N N Danimer Scientific, Inc. N/A Danimer Scientific, Inc. 236272100 800.00000000 NS USD 20040.00000000 0.002744274804 Long EC CORP US N 1 N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 California Health Facilities Financing Authority 13032UVL9 55000.00000000 PA USD 58816.51000000 0.008054324675 Long DBT MUN US N 2 2033-06-01 Fixed 2.98400000 N N N N N N Persol Holdings Co. Ltd. 3538000H6OI725NB2008 Persol Holdings Co. Ltd. N/A 4100.00000000 NS 80967.93000000 0.011087737040 Long EC CORP JP N 2 N N N Enphase Energy, Inc. 5493008U7KIGMI59Z314 Enphase Energy, Inc. 29355A107 637.00000000 NS USD 116972.31000000 0.016018171816 Long EC CORP US N 1 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. (The) 693475105 8787.00000000 NS USD 1676208.12000000 0.229539706158 Long EC CORP US N 1 N N N Weyerhaeuser Co. 08IRJODWFYBI7QWRGS31 Weyerhaeuser Co. 962166104 28617.00000000 NS USD 984997.14000000 0.134885370965 Long EC CORP US N 1 N N N Hitachi Ltd. 549300T6IPOCDWLKC615 Hitachi Ltd. N/A 32446.00000000 NS 1859556.11000000 0.254647354335 Long EC CORP JP N 2 N N N WW Grainger, Inc. 549300TWZSP6O1IH2V34 WW Grainger, Inc. 384802104 2419.00000000 NS USD 1059522.00000000 0.145090794899 Long EC CORP US N 1 N N N Mercury Systems, Inc. 549300P3B84SGK7HH679 Mercury Systems, Inc. 589378108 3300.00000000 NS USD 218724.00000000 0.029952034052 Long EC CORP US N 1 N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 DAE Funding LLC 23371DAJ3 200000.00000000 PA USD 199974.00000000 0.027384411667 Long DBT CORP US N 2 2024-08-01 Fixed 1.55000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HBN4 1035000.00000000 PA USD 1151221.75000000 0.157648145874 Long DBT CORP US N 2 2027-03-09 Fixed 3.75000000 N N N N N N Church & Dwight Co., Inc. POOXSI30AWAQGYJZC921 Church & Dwight Co., Inc. 171340102 1747.00000000 NS USD 148879.34000000 0.020387516054 Long EC CORP US N 1 N N N Chipotle Mexican Grill, Inc. N/A Chipotle Mexican Grill, Inc. 169656105 66.00000000 NS USD 102322.44000000 0.014012020661 Long EC CORP US N 1 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 Adobe, Inc. 00724F101 3838.00000000 NS USD 2247686.32000000 0.307797851157 Long EC CORP US N 1 N N N Sumitomo Chemical Co. Ltd. 353800RSAU9BD8U4DM91 Sumitomo Chemical Co. Ltd. N/A 31700.00000000 NS 168496.48000000 0.023073884469 Long EC CORP JP N 2 N N N PTC Therapeutics, Inc. 549300UJLWOIWFDGB318 PTC Therapeutics, Inc. 69366J200 1500.00000000 NS USD 63405.00000000 0.008682671856 Long EC CORP US N 1 N N N Bimbo Bakeries USA, Inc. 549300HOXXHHT7926W92 Bimbo Bakeries USA, Inc. 09031WAA1 400000.00000000 PA USD 431422.80000000 0.059078978057 Long DBT CORP US N 2 2051-05-17 Fixed 4.00000000 N N N N N N Imperial Brands plc 549300DFVPOB67JL3A42 Imperial Brands plc N/A 44572.00000000 NS 961163.86000000 0.131621644926 Long EC CORP GB N 2 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209S103 11121.00000000 NS USD 530249.28000000 0.072612262444 Long EC CORP US N 1 N N N Alexion Pharmaceuticals, Inc. M1YXUUZR0EIMU8T0EM75 Alexion Pharmaceuticals, Inc. 015351109 2512.00000000 NS USD 461479.52000000 0.063194941102 Long EC CORP US N 1 N N N NewMarket Corp. 54930082CG88ERDREQ47 NewMarket Corp. 651587107 49.00000000 NS USD 15777.02000000 0.002160502918 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179WBY3 3329318.73000000 PA USD 3449719.35000000 0.472404086627 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179V7F1 2245688.51000000 PA USD 2353685.44000000 0.322313355865 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.00000000 N N N N N N Veeva Systems, Inc. 549300YZEXPDB92M2F02 Veeva Systems, Inc., Class A 922475108 1580.00000000 NS USD 491301.00000000 0.067278690414 Long EC CORP US N 1 N N N American Well Corp. N/A American Well Corp., Class A 03044L105 1600.00000000 NS USD 20128.00000000 0.002756325512 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SF6 1161000.00000000 PA USD 1390342.85000000 0.190393355956 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Lennox International, Inc. S7DWAC87RDMPBF77GJ92 Lennox International, Inc. 526107107 172.00000000 NS USD 60337.60000000 0.008262622528 Long EC CORP US N 1 N N N Shinhan Financial Group Co. Ltd. 988400EB8A6G49E5KO54 Shinhan Financial Group Co. Ltd. N/A 20957.00000000 NS 754127.21000000 0.103270074952 Long EC CORP KR N 2 N N N Wolters Kluwer NV 724500TEM53I0U077B74 Wolters Kluwer NV N/A 4415.00000000 NS 443806.07000000 0.060774741324 Long EC CORP NL N 2 N N N Orange SA 969500MCOONR8990S771 Orange SA 35177PAL1 300000.00000000 PA USD 472314.70000000 0.064678709140 Long DBT CORP FR N 2 2031-03-01 Fixed 9.00000000 N N N N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 General Dynamics Corp. 369550108 3963.00000000 NS USD 746074.38000000 0.102167321535 Long EC CORP US N 1 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 Dollar General Corp. 256677105 1663.00000000 NS USD 359856.57000000 0.049278708503 Long EC CORP US N 1 N N N Sinopec Group Overseas Development 2018 Ltd. 549300C6OZZ8LTVR8209 Sinopec Group Overseas Development 2018 Ltd. 82939GAQ1 200000.00000000 PA USD 202995.40000000 0.027798161762 Long DBT CORP VG N 2 2050-05-13 Fixed 3.35000000 N N N N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 Autodesk, Inc. 052769106 3342.00000000 NS USD 975529.80000000 0.133588914746 Long EC CORP US N 1 N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 Deere & Co. 244199105 3207.00000000 NS USD 1131140.97000000 0.154898286662 Long EC CORP US N 1 N N N Sinopharm Group Co. Ltd. 529900N54X78YH9JYK92 Sinopharm Group Co. Ltd., Class H N/A 87600.00000000 NS 259884.62000000 0.035588563614 Long EC CORP CN N 2 N N N Bio-Rad Laboratories, Inc. 549300ZC1GPV35XYDK53 Bio-Rad Laboratories, Inc., Class A 090572207 190.00000000 NS USD 122415.10000000 0.016763506719 Long EC CORP US N 1 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 Sysco Corp. 871829107 1099.00000000 NS USD 85447.25000000 0.011701134496 Long EC CORP US N 1 N N N TransDigm Group, Inc. N/A TransDigm Group, Inc. 893641100 135.00000000 NS USD 87384.15000000 0.011966373312 Long EC CORP US N 1 N N N MarketAxess Holdings, Inc. 5493002U1CA1XJOVID83 MarketAxess Holdings, Inc. 57060D108 945.00000000 NS USD 438092.55000000 0.059992332692 Long EC CORP US N 1 N N N Huntsman Corp. 5299000V56320A7RIQ67 Huntsman Corp. 447011107 586.00000000 NS USD 15540.72000000 0.002128144029 Long EC CORP US N 1 N N N Nu Skin Enterprises, Inc. 54930050DETB6CP71D38 Nu Skin Enterprises, Inc., Class A 67018T105 333.00000000 NS USD 18864.45000000 0.002583295151 Long EC CORP US N 1 N N N Randstad NV 7245009EAAUUQJ0U4T57 Randstad NV N/A 5578.00000000 NS 427647.00000000 0.058561920532 Long EC CORP NL N 2 N N N Lincoln Electric Holdings, Inc. BIMGBY40SIN95O01BN93 Lincoln Electric Holdings, Inc. 533900106 160.00000000 NS USD 21073.60000000 0.002885815844 Long EC CORP US N 1 N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 Consolidated Edison, Inc. 209115104 2170.00000000 NS USD 155632.40000000 0.021312279148 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MF5 1100000.00000000 PA USD 1172705.84000000 0.160590174162 Long DBT CORP US N 2 2025-04-24 Variable 3.35200000 N N N N N N Duck Creek Technologies, Inc. N/A Duck Creek Technologies, Inc. 264120106 300.00000000 NS USD 13053.00000000 0.001787475999 Long EC CORP US N 1 N N N African Export-Import Bank (The) 21380068LJCDYA42GJ76 African Export-Import Bank (The) 00831TAA9 500000.00000000 PA USD 527401.50000000 0.072222287848 Long DBT NUSS US N 2 2029-09-21 Fixed 3.99400000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 30 Year 3132DVKT1 471631.40000000 PA USD 512794.55000000 0.070222014153 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 Southern Co. (The) 842587107 6910.00000000 NS USD 418124.10000000 0.057257855934 Long EC CORP US N 1 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156RAP3 250000.00000000 PA USD 321918.16000000 0.044083427929 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 Sherwin-Williams Co. (The) 824348BL9 400000.00000000 PA USD 405125.56000000 0.055477837680 Long DBT CORP US N 2 2030-05-15 Fixed 2.30000000 N N N N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 Kimco Realty Corp. 49446R109 6723.00000000 NS USD 140174.55000000 0.019195483325 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179WG36 1275943.00000000 PA USD 1323936.72000000 0.181299709776 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 Sherwin-Williams Co. (The) 824348106 2424.00000000 NS USD 660418.80000000 0.090437658357 Long EC CORP US N 1 N N N Celanese Corp. 549300FHJQTDPPN41627 Celanese Corp. 150870103 1101.00000000 NS USD 166911.60000000 0.022856851223 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967424 1110.00000000 NS USD 78532.50000000 0.010754229596 Long EC CORP US N 1 N N N 3i Group plc 35GDVHRBMFE7NWATNM84 3i Group plc N/A 29983.00000000 NS 486625.30000000 0.066638400708 Long EC CORP GB N 2 N N N BP plc 213800LH1BZH3DI6G760 BP plc N/A 352504.00000000 NS 1545981.06000000 0.211706430725 Long EC CORP GB N 2 N N N Airbnb, Inc. 549300HMUDNO0RY56D37 Airbnb, Inc., Class A 009066101 1100.00000000 NS USD 168454.00000000 0.023068067264 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCJ8 200000.00000000 PA USD 199914.06000000 0.027376203492 Long DBT UST US N 2 2026-06-30 Fixed 0.87500000 N N N N N N Cognex Corp. 549300JQTYZCLC43S226 Cognex Corp. 192422103 1487.00000000 NS USD 124982.35000000 0.017115065576 Long EC CORP US N 1 N N N Cenovus Energy, Inc. 549300EIRQ0Z2B9C1W06 Cenovus Energy, Inc. 15135U109 39020.00000000 NS 373282.68000000 0.051117278134 Long EC CORP CA N 1 N N N Mitsubishi Gas Chemical Co., Inc. 529900G5O4J27ZPLJJ89 Mitsubishi Gas Chemical Co., Inc. N/A 7400.00000000 NS 156819.18000000 0.021474796636 Long EC CORP JP N 2 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 LyondellBasell Industries NV, Class A N/A 11322.00000000 NS USD 1164694.14000000 0.159493053081 Long EC CORP NL N 1 N N N CyberAgent, Inc. 3538006T5KZABPGS8Q08 CyberAgent, Inc. N/A 59000.00000000 NS 1263721.15000000 0.173053798019 Long EC CORP JP N 2 N N N Watsco, Inc. 549300F1Y3LN5BX5WN75 Watsco, Inc. 942622200 214.00000000 NS USD 61340.96000000 0.008400022506 Long EC CORP US N 1 N N N Williams-Sonoma, Inc. 549300IARG6YWVTZ1I92 Williams-Sonoma, Inc. 969904101 669.00000000 NS USD 106805.85000000 0.014625978201 Long EC CORP US N 1 N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 Oriental Republic of Uruguay 760942AZ5 100000.00000000 PA USD 108820.00000000 0.014901795621 Long DBT NUSS UY N 2 2024-08-14 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 30 Year 3132DWBZ5 1407000.00000000 PA USD 1457061.47000000 0.199529794473 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 S&P Global, Inc. 78409V104 3904.00000000 NS USD 1602396.80000000 0.219431994292 Long EC CORP US N 1 N N N Bancolombia SA 54930052NWJRPNMP1W58 Bancolombia SA 05968LAM4 650000.00000000 PA USD 668362.50000000 0.091525467527 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N Olink Holding AB 8945004Z7ZHV3LML4J27 Olink Holding AB 680710100 200.00000000 NS USD 6884.00000000 0.000942693999 Long EC CORP SE N 1 N N N FFCB N/A FFCB 3133EJFB0 800000.00000000 PA USD 906652.12000000 0.124156814854 Long DBT UST US N 2 2028-03-07 Fixed 3.17000000 N N N N N N Qurate Retail, Inc. 549300PSXEKU4PHLCR04 Qurate Retail, Inc., Series A 74915M100 659.00000000 NS USD 8626.31000000 0.001181285688 Long EC CORP US N 1 N N N Fresenius Medical Care AG & Co. KGaA 549300CP8NY40UP89Q40 Fresenius Medical Care AG & Co. KGaA N/A 9601.00000000 NS 797874.42000000 0.109260811788 Long EC CORP DE N 2 N N N Clorox Co. (The) 54930044KVSC06Z79I06 Clorox Co. (The) 189054109 1004.00000000 NS USD 180629.64000000 0.024735397707 Long EC CORP US N 1 N N N Linde plc 8945002PAZHZLBGKGF02 Linde plc N/A 9285.00000000 NS USD 2684293.50000000 0.367586777489 Long EC CORP IE N 1 N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 AstraZeneca plc 046353108 8514.00000000 NS USD 509988.60000000 0.069837767751 Long EC CORP GB N 1 N N N Wuxi Biologics Cayman, Inc. 5493001TD2TH6VDTJU11 Wuxi Biologics Cayman, Inc. N/A 39000.00000000 NS 714096.83000000 0.097788320299 Long EC CORP KY N 2 N N N Ardagh Group SA 6354006L1NWUUOPYX274 Ardagh Group SA N/A 29.00000000 NS USD 711.08000000 0.000097375196 Long EC CORP LU N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040W108 1995.00000000 NS USD 160078.80000000 0.021921168544 Long EC CORP US N 1 N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co. Ltd. 874060AZ9 400000.00000000 PA USD 405144.13000000 0.055480380653 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 Nasdaq, Inc. 631103108 3600.00000000 NS USD 632880.00000000 0.086666498926 Long EC CORP US N 1 N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 AutoZone, Inc. 053332102 211.00000000 NS USD 314858.42000000 0.043116668118 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828WE6 1320000.00000000 PA USD 1396106.25000000 0.191182595148 Long DBT UST US N 2 2023-11-15 Fixed 2.75000000 N N N N N N Valvoline, Inc. 549300CMHPBEY6VPOT75 Valvoline, Inc. 92047W101 886.00000000 NS USD 28759.56000000 0.003938330135 Long EC CORP US N 1 N N N Xilinx, Inc. 6EY4K7ZMF9UX1CU6KC79 Xilinx, Inc. 983919101 1830.00000000 NS USD 264691.20000000 0.036246776009 Long EC CORP US N 1 N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 Interpublic Group of Cos., Inc. (The) 460690100 5193.00000000 NS USD 168720.57000000 0.023104571322 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 Discover Financial Services 254709108 733.00000000 NS USD 86706.57000000 0.011873585602 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 3140QEL34 294881.52000000 PA USD 312148.16000000 0.042745525492 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 Otis Worldwide Corp. 68902V107 3146.00000000 NS USD 257248.42000000 0.035227562754 Long EC CORP US N 1 N N N Brown-Forman Corp. 549300873K3LXF7ARU34 Brown-Forman Corp., Class A 115637100 341.00000000 NS USD 24040.50000000 0.003292102716 Long EC CORP US N 1 N N N American Airlines Pass-Through Trust N/A American Airlines Pass-Through Trust, Series 2016-3, Class A 023771S25 438525.43100000 PA USD 427491.78000000 0.058540664727 Long ABS-O CORP US N 2 2028-10-15 Fixed 3.25000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 Walt Disney Co. (The) 254687FX9 200000.00000000 PA USD 210123.07000000 0.028774223898 Long DBT CORP US N 2 2031-01-13 Fixed 2.65000000 N N N N N N Invesco Ltd. ECPGFXU8A2SHKVVGJI15 Invesco Ltd. N/A 15244.00000000 NS USD 407472.12000000 0.055799175279 Long EC CORP BM N 1 N N N Rollins, Inc. 549300F2A0BXT4SGWD84 Rollins, Inc. 775711104 8524.00000000 NS USD 291520.80000000 0.039920817691 Long EC CORP US N 1 N N N Fortive Corp. 549300MU9YQJYHDQEF63 Fortive Corp. 34959J108 4517.00000000 NS USD 315015.58000000 0.043138189587 Long EC CORP US N 1 N N N Hoya Corp. 353800X4VR3BHEUCJB42 Hoya Corp. N/A 5600.00000000 NS 740780.71000000 0.101442407104 Long EC CORP JP N 2 N N N Fox Corp. 549300DDU6FDRBIELS05 Fox Corp., Class B 35137L204 5798.00000000 NS USD 204089.60000000 0.027948001357 Long EC CORP US N 1 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 Broadcom, Inc. 11135F101 187.00000000 NS USD 89169.08000000 0.012210801378 Long EC CORP US N 1 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738BC1 200000.00000000 PA USD 207287.60000000 0.028385935031 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828ZJ2 750000.00000000 PA USD 837195.07000000 0.114645376115 Long DBT UST US N 2 2025-04-15 Fixed 0.12500000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 Roper Technologies, Inc. 776696106 5600.00000000 NS USD 2633120.00000000 0.360579085536 Long EC CORP US N 1 N N N Lazard Ltd. 254900RIBCDJSUFG1A11 Lazard Ltd., Class A N/A 764.00000000 NS USD 34571.00000000 0.004734147918 Long EC CORP BM N 1 N N N Canadian Pacific Railway Ltd. N/A Canadian Pacific Railway Ltd. 13645T100 8760.00000000 NS USD 673731.60000000 0.092260711333 Long EC CORP CA N 1 N N N Amdocs Ltd. 549300HQV672RJ7RQV66 Amdocs Ltd. N/A 970.00000000 NS USD 75039.20000000 0.010275857581 Long EC CORP GG N 1 N N N Osaka Gas Co. Ltd. 353800024KMNOPQRWZ02 Osaka Gas Co. Ltd. N/A 18300.00000000 NS 341488.56000000 0.046763395776 Long EC CORP JP N 2 N N N Deciphera Pharmaceuticals, Inc. 529900QR4WAPYY0CBF25 Deciphera Pharmaceuticals, Inc. 24344T101 2400.00000000 NS USD 87864.00000000 0.012032083904 Long EC CORP US N 1 N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 BAE Systems plc N/A 84963.00000000 NS 613988.82000000 0.084079543372 Long EC CORP GB N 2 N N N Investor AB 549300VEBQPHRZBKUX38 Investor AB, Class B N/A 35887.00000000 NS 827268.14000000 0.113285983705 Long EC CORP SE N 2 N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824100 15260.00000000 NS USD 1769091.80000000 0.242259184341 Long EC CORP US N 1 N N N Romania 315700IASY927EDWBK92 Romania Government Bond 77586RAF7 200000.00000000 PA USD 245520.80000000 0.033621584107 Long DBT NUSS RO N 2 2048-06-15 Fixed 5.12500000 N N N N N N International Paper Co. 824LMFJDH41EY779Q875 International Paper Co. 460146103 680.00000000 NS USD 41690.80000000 0.005709132337 Long EC CORP US N 1 N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 Facebook, Inc., Class A 30303M102 13530.00000000 NS USD 4704516.30000000 0.644235805943 Long EC CORP US N 1 N N N Medtronic plc 549300GX3ZBSQWUXY261 Medtronic plc N/A 11800.00000000 NS USD 1464734.00000000 0.200580469661 Long EC CORP IE N 1 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 Koninklijke Ahold Delhaize NV N/A 7317.00000000 NS 217915.45000000 0.029841311328 Long EC CORP NL N 2 N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 Air Products and Chemicals, Inc. 009158106 8768.00000000 NS USD 2522378.24000000 0.345414124368 Long EC CORP US N 1 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040H105 5057.00000000 NS USD 782267.33000000 0.107123579060 Long EC CORP US N 1 N N N Costco Wholesale Corp. 29DX7H14B9S6O3FD6V18 Costco Wholesale Corp. 22160K105 1045.00000000 NS USD 413475.15000000 0.056621229370 Long EC CORP US N 1 N N N Housing Development Finance Corp. Ltd. 335800OX2H9AP7NHLT64 Housing Development Finance Corp. Ltd. N/A 24973.00000000 NS 833035.42000000 0.114075754224 Long EC CORP IN N 2 N N N BWX Technologies, Inc. 549300NP85N265KWMS58 BWX Technologies, Inc. 05605H100 5858.00000000 NS USD 340466.96000000 0.046623498014 Long EC CORP US N 1 N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc., Class A 928563402 206.00000000 NS USD 32953.82000000 0.004512691514 Long EC CORP US N 1 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd. 01609WAU6 300000.00000000 PA USD 337557.16000000 0.046225030408 Long DBT CORP KY N 2 2037-12-06 Fixed 4.00000000 N N N N N N Generac Holdings, Inc. 529900S2H2AHJHSFFI84 Generac Holdings, Inc. 368736104 452.00000000 NS USD 187647.80000000 0.025696463559 Long EC CORP US N 1 N N N N/A N/A S&P 500 E-Mini Index N/A 132.00000000 NC USD 518081.41000000 0.070945996024 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2021-09-17 28304760.00000000 USD 518081.41000000 N N N Brother Industries Ltd. 549300O5FACQ67KI6R92 Brother Industries Ltd. 114813108 8400.00000000 NS 167791.93000000 0.022977403490 Long EC CORP JP N 2 N N N Iovance Biotherapeutics, Inc. 549300220Z2GHH33XL82 Iovance Biotherapeutics, Inc. 462260100 1600.00000000 NS USD 41632.00000000 0.005701080273 Long EC CORP US N 1 N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VAG8 700000.00000000 PA USD 985051.92000000 0.134892872531 Long DBT CORP US N 2 2039-10-15 Fixed 6.12500000 N N N N N N Sekisui House Ltd. 529900GMNDOYQSAJAE76 Sekisui House Ltd. N/A 19400.00000000 NS 398410.49000000 0.054558276930 Long EC CORP JP N 2 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 ASML Holding NV N/A 2407.00000000 NS 1661738.44000000 0.227558230197 Long EC CORP NL N 2 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 15 Year 3132CWPH1 369946.91000000 PA USD 383192.86000000 0.052474376801 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.00000000 N N N N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 Keysight Technologies, Inc. 49338L103 2862.00000000 NS USD 441921.42000000 0.060516657616 Long EC CORP US N 1 N N N Burberry Group plc 213800PE1KEFCNFR1R50 Burberry Group plc N/A 2611.00000000 NS 74677.89000000 0.010226379840 Long EC CORP GB N 2 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172109 20091.00000000 NS USD 1991219.01000000 0.272677253497 Long EC CORP US N 1 N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456BAP6 400000.00000000 PA USD 456860.76000000 0.062562448752 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N Sage Group plc (The) 2138005RN5XYLTF8G138 Sage Group plc (The) N/A 105000.00000000 NS 994657.26000000 0.136208226451 Long EC CORP GB N 2 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 AP Moller - Maersk A/S, Class A N/A 139.00000000 NS 386682.83000000 0.052952292806 Long EC CORP DK N 2 N N N Okta, Inc. 549300N8J06I8MRHU620 Okta, Inc. 679295105 1000.00000000 NS USD 244680.00000000 0.033506445072 Long EC CORP US N 1 N N N Hawaiian Electric Industries, Inc. JJ8FWOCWCV22X7GUPJ23 Hawaiian Electric Industries, Inc. 419870100 755.00000000 NS USD 31921.40000000 0.004371312063 Long EC CORP US N 1 N N N Sonoco Products Co. GKOMIK4RDJGHEF0VNP11 Sonoco Products Co. 835495102 687.00000000 NS USD 45960.30000000 0.006293797071 Long EC CORP US N 1 N N N Chemed Corp. 54930020031IDJT2IM79 Chemed Corp. 16359R103 94.00000000 NS USD 44603.00000000 0.006107928598 Long EC CORP US N 1 N N N Robert Half International, Inc. 529900VPCUY9H3HLIC08 Robert Half International, Inc. 770323103 5087.00000000 NS USD 452590.39000000 0.061977664880 Long EC CORP US N 1 N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GCT4 940000.00000000 PA USD 1010875.91000000 0.138429206120 Long DBT CORP US N 2 2024-01-11 Fixed 3.60000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 Realty Income Corp. 756109104 2245.00000000 NS USD 149831.30000000 0.020517877323 Long EC CORP US N 1 N N N Associated Banc-Corp. 549300N3CIN473IW5094 Associated Banc-Corp. 045487105 245.00000000 NS USD 5017.60000000 0.000687109444 Long EC CORP US N 1 N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 DBS Group Holdings Ltd. N/A 35600.00000000 NS 791974.76000000 0.108452913171 Long EC CORP SG N 2 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31418D2L5 1572000.00000000 PA USD 1588787.66000000 0.217568360558 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N STERIS Irish FinCo. UnLtd Co. N/A STERIS Irish FinCo. UnLtd Co. 85917PAB3 250000.00000000 PA USD 265973.28000000 0.036422343865 Long DBT CORP IE N 2 2051-03-15 Fixed 3.75000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650CN8 200000.00000000 PA USD 260557.95000000 0.035680769330 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 Bayerische Motoren Werke AG N/A 2748.00000000 NS 247228.64000000 0.033855455478 Long EP CORP DE N 2 N N N Procore Technologies, Inc. N/A Procore Technologies, Inc. 74275K108 300.00000000 NS USD 28485.00000000 0.003900731926 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YCB3 370000.00000000 PA USD 444159.07000000 0.060823081095 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N State of California N/A State of California 13063DRE0 500000.00000000 PA USD 530467.60000000 0.072642159155 Long DBT MUN US N 2 2029-10-01 Fixed 2.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp., Class A 20030N101 13901.00000000 NS USD 792635.02000000 0.108543329083 Long EC CORP US N 1 N N N Massachusetts State College Building Authority N/A Massachusetts State College Building Authority 575831FJ6 230000.00000000 PA USD 239305.98000000 0.032770527523 Long DBT MUN US N 2 2043-05-01 Fixed 3.37300000 N N N N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 Fortinet, Inc. 34959E109 384.00000000 NS USD 91464.96000000 0.012525198865 Long EC CORP US N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 30 Year 3132ACJR2 2701105.72000000 PA USD 2911532.74000000 0.398704887319 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 Xcel Energy, Inc. 98389B100 3257.00000000 NS USD 214571.16000000 0.029383344722 Long EC CORP US N 1 N N N BHP Group Ltd. WZE1WSENV6JSZFK0JC28 BHP Group Ltd. N/A 8375.00000000 NS 304624.14000000 0.041715187243 Long EC CORP AU N 2 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 Allstate Corp. (The) 020002BC4 500000.00000000 PA USD 614964.90000000 0.084213207631 Long DBT CORP US N 2 2046-12-15 Fixed 4.20000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. N/A 23000.00000000 NS 792926.81000000 0.108583286765 Long EC CORP JP N 2 N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 Hanesbrands, Inc. 410345102 1692.00000000 NS USD 31589.64000000 0.004325880895 Long EC CORP US N 1 N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 Motorola Solutions, Inc. 620076307 1150.00000000 NS USD 249377.50000000 0.034149720067 Long EC CORP US N 1 N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 Continental Resources, Inc. 212015AT8 300000.00000000 PA USD 359625.00000000 0.049246997340 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N Hong Kong Exchanges & Clearing Ltd. 213800YTVSXYQN17BW16 Hong Kong Exchanges & Clearing Ltd. N/A 4200.00000000 NS 250023.46000000 0.034238177739 Long EC CORP HK N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828XX3 1365000.00000000 PA USD 1427758.00000000 0.195516981378 Long DBT UST US N 2 2024-06-30 Fixed 2.00000000 N N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2020-1, Class B N/A 291150.00000000 PA USD 309207.94000000 0.042342892175 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 Las Vegas Sands Corp. 517834AF4 650000.00000000 PA USD 692515.95000000 0.094833037602 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Hakuhodo DY Holdings, Inc. N/A Hakuhodo DY Holdings, Inc. N/A 10800.00000000 NS 168220.77000000 0.023036128780 Long EC CORP JP N 2 N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 Lumen Technologies, Inc. 550241103 1936.00000000 NS USD 26310.24000000 0.003602920595 Long EC CORP US N 1 N N N Santander Consumer USA Holdings, Inc. 5493004SHNXEHHZ58X76 Santander Consumer USA Holdings, Inc. 80283M101 642.00000000 NS USD 23317.44000000 0.003193086981 Long EC CORP US N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 30 Year 3132DVK20 1966994.47000000 PA USD 2127317.50000000 0.291314561735 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N James Hardie Industries plc 635400NSGXKTVOO7JU45 James Hardie Industries plc N/A 2306.00000000 NS 78231.75000000 0.010713044933 Long EC CORP IE N 2 N N N Nintendo Co. Ltd. 353800FEEXU6I9M0ZF27 Nintendo Co. Ltd. N/A 1000.00000000 NS 578725.11000000 0.079250535843 Long EC CORP JP N 2 N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group, Inc. 744573106 4973.00000000 NS USD 297087.02000000 0.040683055081 Long EC CORP US N 1 N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBV4 400000.00000000 PA USD 431894.20000000 0.059143531508 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 Laboratory Corp. of America Holdings 50540R409 2900.00000000 NS USD 799965.00000000 0.109547095522 Long EC CORP US N 1 N N N SAP SE 529900D6BF99LW9R2E68 SAP SE N/A 3633.00000000 NS 510333.33000000 0.069884975029 Long EC CORP DE N 2 N N N CK Hutchison Holdings Ltd. 254900Z8HM1VEPOQ2G79 CK Hutchison Holdings Ltd. N/A 180500.00000000 NS 1405149.05000000 0.192420914919 Long EC CORP KY N 2 N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 American Express Credit Account Master Trust, Series 2019-1, Class A 02588QAB4 600000.00000000 PA USD 612111.66000000 0.083822485344 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.87000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 Netflix, Inc. 64110L106 602.00000000 NS USD 317982.42000000 0.043544468243 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179S5L7 1485607.00000000 PA USD 1576847.07000000 0.215933217829 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Schwab US TIPS ETF 5493001H0ESLTZTZWE77 Schwab US TIPS ETF 808524870 234247.00000000 NS USD 14642779.97000000 2.005180246740 Long RF US N 1 N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2016-1, Class A 90931MAA4 81532.17600000 PA USD 83119.78000000 0.011382411079 Long ABS-O CORP US N 2 2028-07-07 Fixed 3.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810ST6 307000.00000000 PA USD 275892.27000000 0.037780648972 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N Koninklijke DSM NV 724500SNT1MK246AHP04 Koninklijke DSM NV N/A 7000.00000000 NS 1308642.01000000 0.179205254322 Long EC CORP NL N 2 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp., Series L 06051GGC7 960000.00000000 PA USD 1076127.21000000 0.147364710040 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 BA Credit Card Trust, Series 2018-A3, Class A3 05522RDA3 500000.00000000 PA USD 500580.20000000 0.068549382767 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.10000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp 902973304 1462.00000000 NS USD 83290.14000000 0.011405740154 Long EC CORP US N 1 N N N PPL Corp. 9N3UAJSNOUXFKQLF3V18 PPL Corp. 69351T106 7100.00000000 NS USD 198587.00000000 0.027194476081 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 3140QCXK7 1322692.96000000 PA USD 1449043.46000000 0.198431809302 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.50000000 N N N N N N Olympus Corp. 5299000Y52IFDI1I2A21 Olympus Corp. N/A 6800.00000000 NS 135270.53000000 0.018523927510 Long EC CORP JP N 2 N N N DexCom, Inc. 549300YSK3QDSFR5EU59 DexCom, Inc. 252131107 239.00000000 NS USD 102053.00000000 0.013975123585 Long EC CORP US N 1 N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 Activision Blizzard, Inc. 00507V109 3991.00000000 NS USD 380901.04000000 0.052160535290 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746101 6173.00000000 NS USD 279575.17000000 0.038284984785 Long EC CORP US N 1 N N N Galapagos NV 549300QKJ78IY0IOV655 Galapagos NV N/A 2593.00000000 NS 179297.13000000 0.024552923974 Long EC CORP BE N 2 N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 Rockwell Automation, Inc. 773903109 859.00000000 NS USD 245691.18000000 0.033644915920 Long EC CORP US N 1 N N N SBM Offshore NV 549300RDGCRYZ5QE6513 SBM Offshore NV N/A 45729.00000000 NS 695772.76000000 0.095279024709 Long EC CORP NL N 2 N N N Centene Corp. 549300Z7JJ4TQSQGT333 Centene Corp. 15135BAW1 450000.00000000 PA USD 462838.50000000 0.063381039634 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Array Technologies, Inc. N/A Array Technologies, Inc. 04271T100 15100.00000000 NS USD 235560.00000000 0.032257553544 Long EC CORP US N 1 N N N Taisei Corp. 529900TF7XJKIOWMLQ79 Taisei Corp. N/A 17000.00000000 NS 557997.06000000 0.076412039567 Long EC CORP JP N 2 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGJ7 200000.00000000 PA USD 204577.73000000 0.028014845812 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Sinopec Engineering Group Co. Ltd. 529900MZVFFC7D57VV51 Sinopec Engineering Group Co. Ltd., Class H N/A 547500.00000000 NS 354367.32000000 0.048527011374 Long EC CORP CN N 2 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 KeyCorp 493267108 25252.00000000 NS USD 521453.80000000 0.071407810640 Long EC CORP US N 1 N N N United Mexican States 254900EGTWEU67VP6075 United Mexican States 91087BAA8 200000.00000000 PA USD 220208.00000000 0.030155252805 Long DBT NUSS MX N 2 2025-01-30 Fixed 3.60000000 N N N N N N Delta Air Lines, Inc. / SkyMiles IP Ltd. N/A Delta Air Lines, Inc. / SkyMiles IP Ltd. 830867AA5 525000.00000000 PA USD 564423.79000000 0.077292115077 Long DBT CORP US N 2 2025-10-20 Fixed 4.50000000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 Cisco Systems, Inc. 17275R102 11375.00000000 NS USD 602875.00000000 0.082557618411 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. N/A 39100.00000000 NS 210621.65000000 0.028842499373 Long EC CORP JP N 2 N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 Starbucks Corp. 855244109 785.00000000 NS USD 87770.85000000 0.012019327956 Long EC CORP US N 1 N N N Stellantis NV 549300LKT9PW7ZIBDF31 Stellantis NV N/A 31674.00000000 NS 623187.52000000 0.085339212067 Long EC CORP NL N 2 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc. 713448108 11543.00000000 NS USD 1710326.31000000 0.234211846337 Long EC CORP US N 1 N N N Epiroc AB 5493004Q73OEYW1SPE91 Epiroc AB, Class B N/A 8308.00000000 NS 163119.32000000 0.022337536929 Long EC CORP SE N 2 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773100 2141.00000000 NS USD 81850.43000000 0.011208586467 Long EC CORP US N 1 N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 Arch Capital Group Ltd. 03939AAA5 800000.00000000 PA USD 864235.58000000 0.118348299783 Long DBT CORP BM N 2 2050-06-30 Fixed 3.63500000 N N N N N N Casey's General Stores, Inc. 549300CAFWSI86V66Q65 Casey's General Stores, Inc. 147528103 248.00000000 NS USD 48270.72000000 0.006610185664 Long EC CORP US N 1 N N N Mitsubishi Chemical Holdings Corp. 353800YNKX4RQUGAR072 Mitsubishi Chemical Holdings Corp. N/A 18900.00000000 NS 159038.88000000 0.021778762044 Long EC CORP JP N 2 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 Cognizant Technology Solutions Corp., Class A 192446102 4226.00000000 NS USD 292692.76000000 0.040081305730 Long EC CORP US N 1 N N N Cochlear Ltd. 5493001OLLWY8KV5UC08 Cochlear Ltd. N/A 7200.00000000 NS 1358131.40000000 0.185982324486 Long EC CORP AU N 2 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46625H100 8192.00000000 NS USD 1274183.68000000 0.174486535418 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128286Z8 178000.00000000 PA USD 184890.55000000 0.025318886128 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAP4 500000.00000000 PA USD 636141.95000000 0.087113189904 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd. 01609WAV4 800000.00000000 PA USD 927338.50000000 0.126989604846 Long DBT CORP KY N 2 2047-12-06 Fixed 4.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAG5 200000.00000000 PA USD 224034.23000000 0.030679216208 Long DBT CORP US N 2 2024-12-01 Fixed 4.87500000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 Huntington Ingalls Industries, Inc. 446413106 1689.00000000 NS USD 355956.75000000 0.048744667696 Long EC CORP US N 1 N N N NiSource, Inc. 549300D8GOWWH0SJB189 NiSource, Inc. 65473P105 3472.00000000 NS USD 85064.00000000 0.011648652295 Long EC CORP US N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 05531GAB7 860000.00000000 PA USD 980318.92000000 0.134244736171 Long DBT CORP US N 2 2029-03-19 Fixed 3.87500000 N N N N N N JB Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 JB Hunt Transport Services, Inc. 445658107 3011.00000000 NS USD 490642.45000000 0.067188508668 Long EC CORP US N 1 N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 Berkshire Hathaway, Inc., Class B 084670702 2702.00000000 NS USD 750939.84000000 0.102833596949 Long EC CORP US N 1 N N N Republic of Colombia 549300MHDRBVRF6B9117 Republic of Colombia 195325CU7 500000.00000000 PA USD 532975.00000000 0.072985522161 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 3140QFDC0 341008.53000000 PA USD 353482.33000000 0.048405820967 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 617446448 1029.00000000 NS USD 94349.01000000 0.012920140269 Long EC CORP US N 1 N N N Unilever plc 549300MKFYEKVRWML317 Unilever plc N/A 11471.00000000 NS 670340.18000000 0.091796290751 Long EC CORP GB N 2 N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BU7 350000.00000000 PA USD 358218.37000000 0.049054373624 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABN4 200000.00000000 PA USD 199920.00000000 0.027377016915 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N Kurita Water Industries Ltd. 52990086GS2ON69UMX34 Kurita Water Industries Ltd. N/A 1400.00000000 NS 67302.15000000 0.009216347033 Long EC CORP JP N 2 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 T-Mobile US, Inc. 872590104 629.00000000 NS USD 91098.07000000 0.012474956999 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828X70 1345000.00000000 PA USD 1404947.07000000 0.192393255806 Long DBT UST US N 2 2024-04-30 Fixed 2.00000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 AstraZeneca plc 046353AM0 450000.00000000 PA USD 561039.37000000 0.076828653074 Long DBT CORP GB N 2 2045-11-16 Fixed 4.37500000 N N N N N N Evercore, Inc. 529900P6KLPT95DW3W58 Evercore, Inc., Class A 29977A105 110.00000000 NS USD 15484.70000000 0.002120472658 Long EC CORP US N 1 N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide, Inc. 035240AV2 420000.00000000 PA USD 467626.66000000 0.064036729596 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Certara, Inc. N/A Certara, Inc. 15687V109 1000.00000000 NS USD 28330.00000000 0.003879506248 Long EC CORP US N 1 N N N Norsk Hydro ASA 549300N1SDN71ZZ8BO45 Norsk Hydro ASA N/A 8286.00000000 NS 52905.12000000 0.007244819753 Long EC CORP NO N 2 N N N Walmart, Inc. Y87794H0US1R65VBXU25 Walmart, Inc. 931142EB5 350000.00000000 PA USD 422147.86000000 0.057808869067 Long DBT CORP US N 2 2038-06-28 Fixed 3.95000000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 Atlas Copco AB, Class B N/A 5088.00000000 NS 267985.70000000 0.036697924379 Long EC CORP SE N 2 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 Novo Nordisk A/S, Class B N/A 11708.00000000 NS 980162.47000000 0.134223311930 Long EC CORP DK N 2 N N N United Mexican States 254900EGTWEU67VP6075 United Mexican States 91087BAC4 500000.00000000 PA USD 565922.50000000 0.077497348216 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N N HP, Inc. WHKXQACZ14C5XRO8LW03 HP, Inc. 40434L105 58788.00000000 NS USD 1774809.72000000 0.243042195509 Long EC CORP US N 1 N N N Vertex Pharmaceuticals, Inc. 54930015RAQRRZ5ZGJ91 Vertex Pharmaceuticals, Inc. 92532F100 2913.00000000 NS USD 587348.19000000 0.080431379216 Long EC CORP US N 1 N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661107 9497.00000000 NS USD 1842133.09000000 0.252261448406 Long EC CORP US N 1 N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 Analog Devices, Inc. 032654105 10900.00000000 NS USD 1876544.00000000 0.256973673622 Long EC CORP US N 1 N N N LEG Immobilien SE 391200SO40AKONBO0Z96 LEG Immobilien SE N/A 2736.00000000 NS 393899.06000000 0.053940482336 Long EC CORP DE N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBZ3 1200000.00000000 PA USD 1203937.50000000 0.164867033326 Long DBT UST US N 2 2028-04-30 Fixed 1.25000000 N N N N N N Maxim Integrated Products, Inc. SO0H5YEO14Y4PVKQH532 Maxim Integrated Products, Inc. 57772K101 3386.00000000 NS USD 356748.96000000 0.048853152823 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31418DYX4 541292.12000000 PA USD 547077.77000000 0.074916753518 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Schneider National, Inc. 529900V6GZ6G6E3BLV72 Schneider National, Inc., Class B 80689H102 168.00000000 NS USD 3657.36000000 0.000500838368 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAT7 325000.00000000 PA USD 421609.42000000 0.057735135169 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 Colgate-Palmolive Co. 194162103 23216.00000000 NS USD 1888621.60000000 0.258627578482 Long EC CORP US N 1 N N N Kakaku.com, Inc. 353800KA15Y0DCPWYY65 Kakaku.com, Inc. N/A 2000.00000000 NS 60173.64000000 0.008240169868 Long EC CORP JP N 2 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 Applied Materials, Inc. 038222105 8402.00000000 NS USD 1196444.80000000 0.163840984033 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RS9 5129000.00000000 PA USD 5558153.07000000 0.761132706163 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830BL2 200000.00000000 PA USD 265201.04000000 0.036316593427 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 Roche Holding AG N/A 4656.00000000 NS 1754558.35000000 0.240268975726 Long EC CORP CH N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SP4 185000.00000000 PA USD 156014.26000000 0.021364571003 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp 91159HHW3 300000.00000000 PA USD 325322.27000000 0.044549586278 Long DBT CORP US N 2 2029-07-30 Fixed 3.00000000 N N N N N N Colbun SA 5493003VQJLE2QB8IF36 Colbun SA 192714AD5 200000.00000000 PA USD 204397.00000000 0.027990096671 Long DBT CORP CL N 2 2030-03-06 Fixed 3.15000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd. 01609W102 2245.00000000 NS USD 509121.10000000 0.069718972422 Long EC CORP KY N 1 N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co. Ltd. 874060AW6 300000.00000000 PA USD 361493.51000000 0.049502870838 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N N/A N/A U.S. Treasury 10 Year Notes N/A -164.00000000 NC USD -87390.68000000 -0.01196726753 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Notes 2021-09-21 -21730000.00000000 USD -87390.68000000 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 Vodafone Group plc 92857WAQ3 300000.00000000 PA USD 415642.86000000 0.056918075275 Long DBT CORP GB N 2 2037-02-27 Fixed 6.15000000 N N N N N N Evraz plc 5493005B7DAN39RXLK23 Evraz plc N/A 23591.00000000 NS 193559.85000000 0.026506058861 Long EC CORP GB N 2 N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 Corp. Nacional del Cobre de Chile 21987BAX6 200000.00000000 PA USD 236732.98000000 0.032418181262 Long DBT NUSS CL N 2 2047-08-01 Fixed 4.50000000 N N N N N N Keywords Studios plc 2138007VR9ZYCWS7VE12 Keywords Studios plc N/A 33000.00000000 NS 1136739.76000000 0.155664984183 Long EC CORP GB N 1 N N N Epiroc AB 5493004Q73OEYW1SPE91 Epiroc AB, Class A N/A 20522.00000000 NS 467188.54000000 0.063976733504 Long EC CORP SE N 2 N N N Exelon Corp. 3SOUA6IRML7435B56G12 Exelon Corp. 30161N101 2907.00000000 NS USD 128809.17000000 0.017639109773 Long EC CORP US N 1 N N N Colbun SA 5493003VQJLE2QB8IF36 Colbun SA 192714AC7 200000.00000000 PA USD 218829.00000000 0.029966412738 Long DBT CORP CL N 2 2027-10-11 Fixed 3.95000000 N N N N N N Hargreaves Lansdown plc 2138008ZCE93ZDSESG90 Hargreaves Lansdown plc N/A 8348.00000000 NS 183706.10000000 0.025156687710 Long EC CORP GB N 2 N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide, Inc. 03523TBW7 250000.00000000 PA USD 361688.40000000 0.049529559048 Long DBT CORP US N 2 2059-01-23 Fixed 5.80000000 N N N N N N Brown-Forman Corp. 549300873K3LXF7ARU34 Brown-Forman Corp., Class B 115637209 7385.00000000 NS USD 553431.90000000 0.075786887194 Long EC CORP US N 1 N N N KDDI Corp. 5299003FU7V4I45FU310 KDDI Corp. N/A 20400.00000000 NS 635633.25000000 0.087043528597 Long EC CORP JP N 2 N N N Chevron Corp. N/A Chevron Corp. 166764100 4700.00000000 NS USD 492278.00000000 0.067412480657 Long EC CORP US N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 15 Year 3132D53K6 78983.51000000 PA USD 83226.28000000 0.011396995174 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.00000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BX6 300000.00000000 PA USD 338067.46000000 0.046294910819 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N F5 Networks, Inc. 54930015FPK9KT966303 F5 Networks, Inc. 315616102 448.00000000 NS USD 83623.68000000 0.011451415075 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828ZV5 1045000.00000000 PA USD 1010955.86000000 0.138440154461 Long DBT UST US N 2 2027-06-30 Fixed 0.50000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 Target Corp. 87612E106 11982.00000000 NS USD 2896528.68000000 0.396650233436 Long EC CORP US N 1 N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 Stanley Black & Decker, Inc. 854502101 3668.00000000 NS USD 751903.32000000 0.102965535766 Long EC CORP US N 1 N N N CK Hutchison International 19 Ltd. 254900FPY8WXG61CMU70 CK Hutchison International 19 Ltd. 12564CAA4 635000.00000000 PA USD 676641.73000000 0.092659224129 Long DBT CORP KY N 2 2024-04-11 Fixed 3.25000000 N N N N N N Twilio, Inc. 5493004W8TRGD63APX93 Twilio, Inc., Class A 90138F102 1862.00000000 NS USD 733925.92000000 0.100503713118 Long EC CORP US N 1 N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 Halliburton Co. 406216101 3643.00000000 NS USD 84226.16000000 0.011533918602 Long EC CORP US N 1 N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 Campbell Soup Co. 134429109 539.00000000 NS USD 24573.01000000 0.003365024561 Long EC CORP US N 1 N N N voestalpine AG 529900ZAXBMQDIWPNB72 voestalpine AG N/A 2749.00000000 NS 112139.24000000 0.015356331884 Long EC CORP AT N 2 N N N American National Group, Inc. 549300I1RRC5M591MY93 American National Group, Inc. 02772A109 56.00000000 NS USD 8318.80000000 0.001139175311 Long EC CORP US N 1 N N N Erie Indemnity Co. 549300WA5KP94KRUFZ80 Erie Indemnity Co., Class A 29530P102 1967.00000000 NS USD 380319.45000000 0.052080892436 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128283F5 5375000.00000000 PA USD 5751040.05000000 0.787546622301 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Co., Inc. 025537101 2855.00000000 NS USD 241504.45000000 0.033071585698 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828SV3 1670000.00000000 PA USD 1694340.85000000 0.232022799675 Long DBT UST US N 2 2022-05-15 Fixed 1.75000000 N N N N N N FUCHS PETROLUB SE 529900SNF9E1P5ZO4P98 FUCHS PETROLUB SE N/A 3301.00000000 NS 160654.68000000 0.022000029471 Long EP CORP DE N 2 N N N Crown Castle International Corp. 54930012H97VSM0I2R19 Crown Castle International Corp. 22822V101 4785.00000000 NS USD 933553.50000000 0.127840686079 Long EC CORP US N 1 N N N Vontier Corp. N/A Vontier Corp. 928881101 1875.00000000 NS USD 61087.50000000 0.008365313729 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBQ3 611400.00000000 PA USD 602240.94000000 0.082470790324 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 E.ON SE N/A 87614.00000000 NS 1013751.13000000 0.138822938345 Long EC CORP DE N 2 N N N Broadridge Financial Solutions, Inc. 549300KZDJZQ2YIHRC28 Broadridge Financial Solutions, Inc. 11133T103 865.00000000 NS USD 139723.45000000 0.019133709754 Long EC CORP US N 1 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd. 01609WAX0 200000.00000000 PA USD 196802.50000000 0.026950106900 Long DBT CORP KY N 2 2031-02-09 Fixed 2.12500000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 Charles Schwab Corp. (The) 808513105 12731.00000000 NS USD 926944.11000000 0.126935597134 Long EC CORP US N 1 N N N Southern Copper Corp. 2549007U6NAP46Q9TU15 Southern Copper Corp. 84265V105 123.00000000 NS USD 7911.36000000 0.001083380534 Long EC CORP US N 1 N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 Quest Diagnostics, Inc. 74834LBC3 600000.00000000 PA USD 627116.37000000 0.085877228238 Long DBT CORP US N 2 2031-06-30 Fixed 2.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RJ9 160000.00000000 PA USD 188412.50000000 0.025801181470 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 Lennar Corp., Class A 526057104 1973.00000000 NS USD 196017.55000000 0.026842615956 Long EC CORP US N 1 N N N CSX Corp. 549300JVQR4N1MMP3Q88 CSX Corp. 126408HF3 200000.00000000 PA USD 229328.42000000 0.031404201848 Long DBT CORP US N 2 2046-11-01 Fixed 3.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128286R6 125000.00000000 PA USD 131430.66000000 0.017998096248 Long DBT UST US N 2 2024-04-30 Fixed 2.25000000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 Tyson Foods, Inc., Class A 902494103 1995.00000000 NS USD 147151.20000000 0.020150864803 Long EC CORP US N 1 N N N MSC Industrial Direct Co., Inc. 0XVKH0LN6YGOWO2EGO17 MSC Industrial Direct Co., Inc., Class A 553530106 301.00000000 NS USD 27008.73000000 0.003698571719 Long EC CORP US N 1 N N N Burlington Northern Santa Fe LLC N/A Burlington Northern Santa Fe LLC 12189LAS0 200000.00000000 PA USD 267354.12000000 0.036611435902 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 Akamai Technologies, Inc. 00971T101 451.00000000 NS USD 52586.60000000 0.007201201669 Long EC CORP US N 1 N N N Avery Dennison Corp. 549300PW7VPFCYKLIV37 Avery Dennison Corp. 053611109 254.00000000 NS USD 53400.96000000 0.007312720014 Long EC CORP US N 1 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441CAT2 200000.00000000 PA USD 214265.59000000 0.029341500009 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N Templeton Global Bond VIP Fund V3KXZG7K26O0II8UD472 Templeton Global Bond VIP Fund 355150707 511020.99200000 NS USD 7210506.20000000 0.987405713318 Long RF US N 1 N N N Reliance Steel & Aluminum Co. 549300E287ZOFT3C5Z56 Reliance Steel & Aluminum Co. 759509102 261.00000000 NS USD 39384.90000000 0.005393362712 Long EC CORP US N 1 N N N Edwards Lifesciences Corp. YA13X31F3V31L8TMPR58 Edwards Lifesciences Corp. 28176E108 5021.00000000 NS USD 520024.97000000 0.071212146859 Long EC CORP US N 1 N N N Aisin Corp. 3538004IOK08PDY6I723 Aisin Corp. N/A 1800.00000000 NS 77186.41000000 0.010569896219 Long EC CORP JP N 2 N N N Marubeni Corp. 4P4N3ORD02UGQT1T1W12 Marubeni Corp. N/A 74600.00000000 NS 649709.07000000 0.088971069425 Long EC CORP JP N 2 N N N Wynn Resorts Ltd. 254900CEKKWIHTEAB172 Wynn Resorts Ltd. 983134107 659.00000000 NS USD 80595.70000000 0.011036763916 Long EC CORP US N 1 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 Micron Technology, Inc. 595112103 18028.00000000 NS USD 1532019.44000000 0.209794528430 Long EC CORP US N 1 N N N Lawson, Inc. 529900IWO8XQO92PR233 Lawson, Inc. N/A 2300.00000000 NS 106537.66000000 0.014589252300 Long EC CORP JP N 2 N N N EXOR NV 5493002ENHZ6NYET7405 EXOR NV N/A 3505.00000000 NS 281311.87000000 0.038522808240 Long EC CORP NL N 2 N N N GrafTech International Ltd. 549300GY32W00XP57351 GrafTech International Ltd. 384313508 313.00000000 NS USD 3637.06000000 0.000498058489 Long EC CORP US N 1 N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 Verisk Analytics, Inc. 92345Y106 6296.00000000 NS USD 1100037.12000000 0.150638929781 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YCX5 400000.00000000 PA USD 437759.73000000 0.059946756368 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Organon & Co. 549300AMCKY57OK2CO56 Organon & Co. 68622V106 1805.00000000 NS USD 54619.30000000 0.007479559323 Long EC CORP US N 1 N N N Ingersoll Rand, Inc. 5299004C02FMZCUOIR50 Ingersoll Rand, Inc. 45687V106 3926.00000000 NS USD 191628.06000000 0.026241519808 Long EC CORP US N 1 N N N BASF SE 529900PM64WH8AF1E917 BASF SE N/A 1743.00000000 NS 137603.63000000 0.018843421899 Long EC CORP DE N 2 N N N Allegion plc 984500560CAC2E6FB757 Allegion plc N/A 3111.00000000 NS USD 433362.30000000 0.059344572917 Long EC CORP IE N 1 N N N IDEXX Laboratories, Inc. OGMTXK0LUU1HKV2P0J84 IDEXX Laboratories, Inc. 45168D104 3383.00000000 NS USD 2136533.65000000 0.292576620030 Long EC CORP US N 1 N N N T Rowe Price Group, Inc. 549300SIV6FPS9Y7IH33 T Rowe Price Group, Inc. 74144T108 7306.00000000 NS USD 1446368.82000000 0.198065544473 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179WDS4 1709150.59000000 PA USD 1791845.81000000 0.245375115297 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 Duke Energy Florida LLC 341099CL1 200000.00000000 PA USD 296531.40000000 0.040606968556 Long DBT CORP US N 2 2038-06-15 Fixed 6.40000000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 Ameren Corp. 023608102 1333.00000000 NS USD 106693.32000000 0.014610568359 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179VXY1 5969920.91000000 PA USD 6182316.73000000 0.846605590706 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N Maravai LifeSciences Holdings, Inc. N/A Maravai LifeSciences Holdings, Inc., Class A 56600D107 1646.00000000 NS USD 68687.58000000 0.009406067624 Long EC CORP US N 1 N N N Toyota Motor Corp. 5493006W3QUS5LMH6R84 Toyota Motor Corp. N/A 8300.00000000 NS 725602.32000000 0.099363880494 Long EC CORP JP N 2 N N N Trex Co., Inc. N/A Trex Co., Inc. 89531P105 346.00000000 NS USD 35364.66000000 0.004842831607 Long EC CORP US N 1 N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 Coca-Cola Co. (The) 191216100 7663.00000000 NS USD 414644.93000000 0.056781418880 Long EC CORP US N 1 N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 Caterpillar, Inc. 149123101 2711.00000000 NS USD 589994.93000000 0.080793823422 Long EC CORP US N 1 N N N KB Financial Group, Inc. 529900TKE4MXG3Q6GW86 KB Financial Group, Inc. N/A 18904.00000000 NS 935088.45000000 0.128050881918 Long EC CORP KR N 2 N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 CMS Energy Corp. 125896100 1421.00000000 NS USD 83952.68000000 0.011496468289 Long EC CORP US N 1 N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co. Ltd. 874060205 64604.00000000 NS USD 1087285.32000000 0.148892700068 Long EC CORP JP N 1 N N N Genmab A/S 529900MTJPDPE4MHJ122 Genmab A/S N/A 2600.00000000 NS 1065441.84000000 0.145901456963 Long EC CORP DK N 2 N N N FedEx Corp. 549300E707U7WNPZN687 FedEx Corp. 31428XBE5 100000.00000000 PA USD 124948.13000000 0.017110379494 Long DBT CORP US N 2 2045-11-15 Fixed 4.75000000 N N N N N N WH Group Ltd. 254900A4AYEDRWYSE928 WH Group Ltd. N/A 62000.00000000 NS 55651.00000000 0.007620840177 Long EC CORP KY N 2 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 TJX Cos., Inc. (The) 872540109 6092.00000000 NS USD 410722.64000000 0.056244301034 Long EC CORP US N 1 N N N AppLovin Corp. 549300LLVXMUAOL3SQ07 AppLovin Corp., Class A 03831W108 900.00000000 NS USD 67653.00000000 0.009264392383 Long EC CORP US N 1 N N N Cabot Oil & Gas Corp. FCNMH6O7VWU7LHXMK351 Cabot Oil & Gas Corp. 127097103 7293.00000000 NS USD 127335.78000000 0.017437343952 Long EC CORP US N 1 N N N West Pharmaceutical Services, Inc. 5493007NKRGM1RJQ1P16 West Pharmaceutical Services, Inc. 955306105 4779.00000000 NS USD 1716138.90000000 0.235007821601 Long EC CORP US N 1 N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 ServiceNow, Inc. 81762P102 3955.00000000 NS USD 2173470.25000000 0.297634712882 Long EC CORP US N 1 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA 94988J6A0 1100000.00000000 PA USD 1103712.50000000 0.151142235805 Long DBT CORP US N 2 2022-09-09 Variable 2.08200000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 Norfolk Southern Corp. 655844108 2900.00000000 NS USD 769689.00000000 0.105401104305 Long EC CORP US N 1 N N N CF Hippolyta LLC N/A CF Hippolyta LLC, Series 2020-1, Class A1 12530MAA3 152700.61000000 PA USD 155310.66000000 0.021268220117 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N City of Austin TX Electric Utility Revenue N/A City of Austin 052414JQ3 355000.00000000 PA USD 445530.75000000 0.061010918763 Long DBT MUN US N 2 2032-11-15 Fixed 6.26200000 N N N N N N Wheaton Precious Metals Corp. 549300XSFG5ZCGVYD886 Wheaton Precious Metals Corp. 962879102 18417.00000000 NS 811699.84000000 0.111154062875 Long EC CORP CA N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 3132XCSG1 1963898.06000000 PA USD 2170944.82000000 0.297288880850 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QA9 21000.00000000 PA USD 26275.43000000 0.003598153719 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N Geberit AG 52990093Z5OHD6T7BS47 Geberit AG N/A 1101.00000000 NS 827039.65000000 0.113254694316 Long EC CORP CH N 2 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NBH3 300000.00000000 PA USD 358280.82000000 0.049062925518 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N Nomura Real Estate Master Fund, Inc. 353800TNNZOQ1CPZE086 Nomura Real Estate Master Fund, Inc. N/A 49.00000000 NS 78428.39000000 0.010739972787 Long EC CORP JP N 2 N N N VICI Properties, Inc. 254900RKH6RY9KCJQH63 VICI Properties, Inc. 925652109 914.00000000 NS USD 28352.28000000 0.003882557268 Long EC CORP US N 1 N N N FLIR Systems, Inc. VOBD35NEPH6WISIRTJ85 FLIR Systems, Inc. 302445AE1 575000.00000000 PA USD 580040.03000000 0.079430600805 Long DBT CORP US N 2 2030-08-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBL4 200000.00000000 PA USD 194187.50000000 0.026592009165 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Swire Pacific Ltd. 549300KZOZHII0DGF611 Swire Pacific Ltd., Class A N/A 53000.00000000 NS 359104.55000000 0.049175726989 Long EC CORP HK N 2 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 30 Year 3133KHSV9 3058411.26000000 PA USD 3227811.77000000 0.442016093573 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N County of Broward FL Airport System Revenue N/A County of Broward 114894ZW1 70000.00000000 PA USD 73195.54000000 0.010023387038 Long DBT MUN US N 2 2043-10-01 Fixed 3.47700000 N N N N N N Dow, Inc. 5493003S21INSLK2IP73 Dow, Inc. 260557103 10680.00000000 NS USD 675830.40000000 0.092548120712 Long EC CORP US N 1 N N N Mitsui Fudosan Co. Ltd. 353800ND4ZKNZDYKMF33 Mitsui Fudosan Co. Ltd. N/A 6800.00000000 NS 157255.13000000 0.021534495568 Long EC CORP JP N 2 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 Procter & Gamble Co. (The) 742718109 9140.00000000 NS USD 1233260.20000000 0.168882479774 Long EC CORP US N 1 N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 Agilent Technologies, Inc. 00846U101 5882.00000000 NS USD 869418.42000000 0.119058037169 Long EC CORP US N 1 N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 Schlumberger Holdings Corp. 806851AJ0 610000.00000000 PA USD 656923.29000000 0.089958983706 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 89832Q109 1459.00000000 NS USD 80974.50000000 0.011088636735 Long EC CORP US N 1 N N N Domino's Pizza, Inc. 25490005ZWM1IF9UXU57 Domino's Pizza, Inc. 25754A201 671.00000000 NS USD 313014.79000000 0.042864201683 Long EC CORP US N 1 N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc N/A 139495.00000000 NS 890294.09000000 0.121916748507 Long EC CORP GB N 2 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179VXX3 6013680.42000000 PA USD 6130909.54000000 0.839565897278 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Allfunds Group plc 9598005U8TZQ8Q64SC71 Allfunds Group plc N/A 12147.00000000 NS 211429.55000000 0.028953133087 Long EC CORP GB N 1 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 Anthem, Inc. 94973VBF3 400000.00000000 PA USD 528479.57000000 0.072369918604 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N Persimmon plc 213800XI72Y57UWN6F31 Persimmon plc N/A 1765.00000000 NS 72306.04000000 0.009901579032 Long EC CORP GB N 2 N N N Astellas Pharma, Inc. 529900IB708DY2HBBB35 Astellas Pharma, Inc. N/A 8600.00000000 NS 149882.79000000 0.020524928357 Long EC CORP JP N 2 N N N Boston Beer Co., Inc. (The) 529900Q02MQ0DCQNRM58 Boston Beer Co., Inc. (The), Class A 100557107 26.00000000 NS USD 26540.80000000 0.003634493450 Long EC CORP US N 1 N N N Xinyi Glass Holdings Ltd. 52990082YXVVZFK1QJ17 Xinyi Glass Holdings Ltd. N/A 50000.00000000 NS 203721.24000000 0.027897558190 Long EC CORP KY N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810FT0 780000.00000000 PA USD 1071037.50000000 0.146667725863 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 Metropolitan Transportation Authority 59261AJ99 95000.00000000 PA USD 111072.18000000 0.015210208837 Long DBT MUN US N 2 2045-11-15 Fixed 4.00000000 N N N N N N Nippon Express Co. Ltd. 529900NTHOQWZAW95H82 Nippon Express Co. Ltd. N/A 3100.00000000 NS 236410.68000000 0.032374045545 Long EC CORP JP N 2 N N N Hubbell, Inc. 54930088VDQ6840Y6597 Hubbell, Inc. 443510607 84.00000000 NS USD 15694.56000000 0.002149210857 Long EC CORP US N 1 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 Atlas Copco AB, Class A N/A 11426.00000000 NS 701701.32000000 0.096090880888 Long EC CORP SE N 2 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156R108 2408.00000000 NS USD 144118.80000000 0.019735608370 Long EC CORP US N 1 N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 Estee Lauder Cos., Inc. (The), Class A 518439104 2381.00000000 NS USD 757348.48000000 0.103711195217 Long EC CORP US N 1 N N N Western Union Co. (The) 28ID94QU1140NC23S047 Western Union Co. (The) 959802109 736.00000000 NS USD 16905.92000000 0.002315094326 Long EC CORP US N 1 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 ArcelorMittal SA N/A 26366.00000000 NS 811800.06000000 0.111167786987 Long EC CORP LU N 2 N N N Coinbase Global, Inc. 5493004G3J2SC154DU06 Coinbase Global, Inc., Class A 19260Q107 200.00000000 NS USD 50660.00000000 0.006937373334 Long EC CORP US N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 Siemens AG N/A 2329.00000000 NS 369826.98000000 0.050644055058 Long EC CORP DE N 2 N N N Republic of Panama 549300SHS4T08CL0LP14 Notas del Tesoro N/A 450000.00000000 PA USD 486389.25000000 0.066606076054 Long DBT NUSS PA N 2 2026-04-17 Fixed 3.75000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343V104 6527.00000000 NS USD 365707.81000000 0.050079976493 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141G104 5483.00000000 NS USD 2080962.99000000 0.284966781601 Long EC CORP US N 1 N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 National Retail Properties, Inc. 637417106 1212.00000000 NS USD 56818.56000000 0.007780725681 Long EC CORP US N 1 N N N Kellogg Co. LONOZNOJYIBXOHXWDB86 Kellogg Co. 487836108 1342.00000000 NS USD 86330.86000000 0.011822135927 Long EC CORP US N 1 N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 Tencent Holdings Ltd. 88032WAU0 500000.00000000 PA USD 498734.89000000 0.068296686273 Long DBT CORP KY N 2 2030-06-03 Fixed 2.39000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 United Parcel Service, Inc. 911312BN5 100000.00000000 PA USD 118066.22000000 0.016167971699 Long DBT CORP US N 2 2047-11-15 Fixed 3.75000000 N N N N N N REA Group Ltd. N/A REA Group Ltd. N/A 2468.00000000 NS 312656.15000000 0.042815089572 Long EC CORP AU N 2 N N N Foothill-Eastern Transportation Corridor Agency N/A Foothill-Eastern Transportation Corridor Agency 345105JE1 35000.00000000 PA USD 37132.32000000 0.005084894721 Long DBT MUN US N 2 2049-01-15 Fixed 4.09400000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 Walt Disney Co. (The) 254687106 9161.00000000 NS USD 1610228.97000000 0.220504530559 Long EC CORP US N 1 N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 AstraZeneca plc N/A 4913.00000000 NS 590311.24000000 0.080837138869 Long EC CORP GB N 2 N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 Marsh & McLennan Cos., Inc. 571748BJ0 250000.00000000 PA USD 341870.21000000 0.046815658873 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N Kimberly-Clark de Mexico SAB de CV 549300JGHL56QT00KT54 Kimberly-Clark de Mexico SAB de CV 494386AD7 500000.00000000 PA USD 496577.50000000 0.068001253588 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43100000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 Humana, Inc. 444859102 358.00000000 NS USD 158493.76000000 0.021704113387 Long EC CORP US N 1 N N N Fisher & Paykel Healthcare Corp. Ltd. N/A Fisher & Paykel Healthcare Corp. Ltd. N/A 8367.00000000 NS 181980.15000000 0.024920336358 Long EC CORP NZ N 2 N N N Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc. N/A Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc. 05723KAF7 485000.00000000 PA USD 555133.72000000 0.076019934187 Long DBT CORP US N 2 2047-12-15 Fixed 4.08000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162100 5948.00000000 NS USD 1449825.00000000 0.198538833280 Long EC CORP US N 1 N N N Transcontinental Gas Pipe Line Co. LLC N/A Transcontinental Gas Pipe Line Co. LLC 893574AH6 400000.00000000 PA USD 508491.30000000 0.069632727698 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YDA4 400000.00000000 PA USD 510033.31000000 0.069843890332 Long DBT CORP US N 2 2044-06-15 Fixed 4.85000000 N N N N N N Otsuka Holdings Co. Ltd. N/A Otsuka Holdings Co. Ltd. N/A 6200.00000000 NS 257459.64000000 0.035256487191 Long EC CORP JP N 2 N N N Paychex, Inc. 529900K900DW6SUBM174 Paychex, Inc. 704326107 2555.00000000 NS USD 274151.50000000 0.037542268171 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 55313.00000000 NS USD 14984291.70000000 2.051946815413 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31418D2M3 2294000.00000000 PA USD 2375621.19000000 0.325317234410 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Renesas Electronics Corp. 5299000EPC47VJQOFB81 Renesas Electronics Corp. N/A 10100.00000000 NS 109012.67000000 0.014928179824 Long EC CORP JP N 2 N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 Quest Diagnostics, Inc. 74834L100 906.00000000 NS USD 119564.82000000 0.016373189774 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YBX6 200000.00000000 PA USD 217376.26000000 0.029767474725 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CAE1 900000.00000000 PA USD 838617.19000000 0.114840121029 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 DXC Technology Co. 23355L106 19831.00000000 NS USD 772219.14000000 0.105747581323 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RH3 725000.00000000 PA USD 870311.53000000 0.119180339528 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 060505104 3425.00000000 NS USD 141212.75000000 0.019337654288 Long EC CORP US N 1 N N N Essex Portfolio LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAV9 360000.00000000 PA USD 365982.81000000 0.050117634954 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 Valero Energy Corp. 91913YAW0 435000.00000000 PA USD 486171.18000000 0.066576213578 Long DBT CORP US N 2 2029-04-01 Fixed 4.00000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage 74460D109 6190.00000000 NS USD 1861271.10000000 0.254882204826 Long EC CORP US N 1 N N N Republic of the Philippines 529900RAHBALMYIJ3T08 Republic of Philippines 718286BZ9 310000.00000000 PA USD 345121.14000000 0.047260840774 Long DBT NUSS PH N 2 2040-01-20 Fixed 3.95000000 N N N N N N Inpex Corp. 353800VHYYADPR6MXQ47 Inpex Corp. N/A 25200.00000000 NS 188623.66000000 0.025830097691 Long EC CORP JP N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828U57 1120000.00000000 PA USD 1168584.38000000 0.160025782004 Long DBT UST US N 2 2023-11-30 Fixed 2.12500000 N N N N N N Galp Energia SGPS SA 2138003319Y7NM75FG53 Galp Energia SGPS SA N/A 19129.00000000 NS 208000.75000000 0.028483593693 Long EC CORP PT N 2 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746SA0 225000.00000000 PA USD 225288.56000000 0.030850983983 Long DBT CORP US N 2 2021-07-26 Fixed 2.10000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 Evergy, Inc. 30034W106 1217.00000000 NS USD 73543.31000000 0.010071010613 Long EC CORP US N 1 N N N Avalara, Inc. 549300Q16CMW239SS315 Avalara, Inc. 05338G106 2880.00000000 NS USD 465984.00000000 0.063811783965 Long EC CORP US N 1 N N N Rio Tinto plc 213800YOEO5OQ72G2R82 Rio Tinto plc N/A 7305.00000000 NS 603345.49000000 0.082622047246 Long EC CORP GB N 2 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CK3 200000.00000000 PA USD 200319.68000000 0.027431749038 Long DBT CORP GB N 2 2031-08-18 Variable 2.35700000 N N N N N N FactSet Research Systems, Inc. 549300ZSJE7NBK6K9P30 FactSet Research Systems, Inc. 303075105 286.00000000 NS USD 95984.46000000 0.013144098564 Long EC CORP US N 1 N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 NIKE, Inc., Class B 654106103 19444.00000000 NS USD 3003903.56000000 0.411354134526 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 15 Year 31418DTN2 328144.18000000 PA USD 342351.06000000 0.046881506405 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828ZW3 600000.00000000 PA USD 589476.56000000 0.080722837907 Long DBT UST US N 2 2025-06-30 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828XD7 1465000.00000000 PA USD 1488988.58000000 0.203901888463 Long DBT UST US N 2 2022-05-31 Fixed 1.87500000 N N N N N N AVEVA Group plc 213800XHATUM2LFMKG16 AVEVA Group plc N/A 23000.00000000 NS 1180582.88000000 0.161668854921 Long EC CORP GB N 2 N N N Graco, Inc. 4T5VJ4S81BRT6Q7GGT78 Graco, Inc. 384109104 1122.00000000 NS USD 84935.40000000 0.011631041829 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SE9 990000.00000000 PA USD 1264415.63000000 0.173148900013 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 Carrier Global Corp. 14448CAS3 430000.00000000 PA USD 457034.49000000 0.062586239314 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 Equinor ASA N/A 38987.00000000 NS 825359.22000000 0.113024576467 Long EC CORP NO N 2 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 30 Year 31329NPB8 855969.83000000 PA USD 928754.69000000 0.127183537707 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271AU3 300000.00000000 PA USD 366332.30000000 0.050165494066 Long DBT CORP US N 2 2030-12-15 Fixed 4.90000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254AZ3 470000.00000000 PA USD 520025.39000000 0.071212204374 Long DBT CORP GB N 2 2026-04-12 Fixed 4.05000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp. (The) 064058100 3232.00000000 NS USD 165575.36000000 0.022673866704 Long EC CORP US N 1 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 TE Connectivity Ltd. N/A 7749.00000000 NS USD 1047742.29000000 0.143477683055 Long EC CORP CH N 1 N N N ManpowerGroup, Inc. ERO1WSFOSR0JJ6CRQ987 ManpowerGroup, Inc. 56418H100 3611.00000000 NS USD 429384.01000000 0.058799786439 Long EC CORP US N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650CD0 500000.00000000 PA USD 664505.85000000 0.090997338414 Long DBT CORP US N 2 2043-12-05 Fixed 5.30000000 N N N N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 Emerson Electric Co. 291011104 6857.00000000 NS USD 659917.68000000 0.090369035054 Long EC CORP US N 1 N N N Techtronic Industries Co. Ltd. 549300HZW2SBE758OK89 Techtronic Industries Co. Ltd. N/A 20500.00000000 NS 357250.64000000 0.048921852812 Long EC CORP HK N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828Q29 150000.00000000 PA USD 153377.93000000 0.021003552341 Long DBT UST US N 2 2023-03-31 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828D56 1640000.00000000 PA USD 1736574.22000000 0.237806231472 Long DBT UST US N 2 2024-08-15 Fixed 2.37500000 N N N N N N Covestro AG 3912005AWHKLQ1CPLV11 Covestro AG N/A 10762.00000000 NS 695913.52000000 0.095298300363 Long EC CORP DE N 2 N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 Nippon Telegraph & Telephone Corp. N/A 39200.00000000 NS 1024983.67000000 0.140361120806 Long EC CORP JP N 2 N N N Fresenius SE & Co. KGaA XDFJ0CYCOO1FXRFTQS51 Fresenius SE & Co. KGaA N/A 1980.00000000 NS 103344.73000000 0.014152012911 Long EC CORP DE N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBH3 7603000.00000000 PA USD 7451831.00000000 1.020452697770 Long DBT UST US N 2 2026-01-31 Fixed 0.37500000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 AIA Group Ltd. N/A 67846.00000000 NS 841663.48000000 0.115257279557 Long EC CORP HK N 2 N N N 3M Co. LUZQVYP4VS22CLWDAR65 3M Co. 88579Y101 4896.00000000 NS USD 972492.48000000 0.133172984569 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 3140QEZN5 458178.37000000 PA USD 485617.06000000 0.066500332463 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 Honeywell International, Inc. 438516106 8421.00000000 NS USD 1847146.35000000 0.252947963532 Long EC CORP US N 1 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 TotalEnergies SE N/A 13382.00000000 NS 606279.79000000 0.083023869879 Long EC CORP FR N 2 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 MercadoLibre, Inc. 58733R102 780.00000000 NS USD 1215076.20000000 0.166392365351 Long EC CORP US N 1 N N N EI du Pont de Nemours & Co. GLU7INWNWH88J9XBXD45 EI du Pont de Nemours & Co. 263534CN7 180000.00000000 PA USD 184786.07000000 0.025304578652 Long DBT CORP US N 2 2025-07-15 Fixed 1.70000000 N N N N N N BT Group plc 213800LRO7NS5CYQMN21 BT Group plc N/A 67054.00000000 NS 180210.55000000 0.024678007581 Long EC CORP GB N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 Bayerische Motoren Werke AG N/A 7792.00000000 NS 826142.71000000 0.113131867478 Long EC CORP DE N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 Nestle SA N/A 6195.00000000 NS 772188.67000000 0.105743408766 Long EC CORP CH N 2 N N N Admiral Group plc 213800FGVM7Z9EJB2685 Admiral Group plc N/A 5305.00000000 NS 230848.76000000 0.031612396995 Long EC CORP GB N 2 N N N Maricopa County Union High School District No. 210-Phoenix N/A Maricopa County Union High School District No. 210-Phoenix 567505RC8 200000.00000000 PA USD 259675.12000000 0.035559874713 Long DBT MUN US N 2 2031-07-01 Fixed 5.00000000 N N N N N N DSV PANALPINA A/S 529900X41C0BSLK67H70 DSV PANALPINA A/S N/A 5700.00000000 NS 1330734.36000000 0.182230577649 Long EC CORP DK N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828WJ5 150000.00000000 PA USD 158915.04000000 0.021761803412 Long DBT UST US N 2 2024-05-15 Fixed 2.50000000 N N N N N N China Overseas Land & Investment Ltd. 529900I6W35GYKRIZ151 China Overseas Land & Investment Ltd. N/A 149500.00000000 NS 339007.59000000 0.046423652090 Long EC CORP HK N 2 N N N SEI Investments Co. 5LJTIFADGZ6XH1RVOC11 SEI Investments Co. 784117103 731.00000000 NS USD 45300.07000000 0.006203385267 Long EC CORP US N 1 N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 Martin Marietta Materials, Inc. 573284106 1663.00000000 NS USD 585060.03000000 0.080118038904 Long EC CORP US N 1 N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 Tencent Holdings Ltd. 88032WAG1 500000.00000000 PA USD 548163.52000000 0.075065435971 Long DBT CORP KY N 2 2028-01-19 Fixed 3.59500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128282R0 2038800.00000000 PA USD 2180958.51000000 0.298660154162 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N Downer EDI Ltd. 254900DIW3F7OMWAO951 Downer EDI Ltd. N/A 56234.00000000 NS 235533.07000000 0.032253865754 Long EC CORP AU N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2K9 200000.00000000 PA USD 211128.56000000 0.028911915558 Long DBT CORP FR N 2 2031-01-13 Variable 3.05200000 N N N N N N Hikma Pharmaceuticals plc 549300BNS685UXH4JI75 Hikma Pharmaceuticals plc N/A 34000.00000000 NS 1150707.50000000 0.157577724551 Long EC CORP GB N 2 N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp. 75513E101 26111.00000000 NS USD 2227529.41000000 0.305037566713 Long EC CORP US N 1 N N N STERIS plc N/A STERIS plc N/A 464.00000000 NS USD 95723.20000000 0.013108321656 Long EC CORP IE N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2G7 200000.00000000 PA USD 211964.85000000 0.029026436994 Long DBT CORP US N 2 2030-10-30 Variable 2.87900000 N N N N N N Old Dominion Freight Line, Inc. 5299009TWK32WE417T96 Old Dominion Freight Line, Inc. 679580100 1119.00000000 NS USD 284002.20000000 0.038891221655 Long EC CORP US N 1 N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 HCA Healthcare, Inc. 40412C101 3884.00000000 NS USD 802978.16000000 0.109959717232 Long EC CORP US N 1 N N N Unum Group 549300E32YFDO6TZ8R31 Unum Group 91529Y106 2811.00000000 NS USD 79832.40000000 0.010932237721 Long EC CORP US N 1 N N N Ecolab, Inc. 82DYEISM090VG8LTLS26 Ecolab, Inc. 278865100 6934.00000000 NS USD 1428195.98000000 0.195576958298 Long EC CORP US N 1 N N N Yara International ASA 213800WKOUWXWFJ5Z514 Yara International ASA 984851AG0 100000.00000000 PA USD 107134.08000000 0.014670925972 Long DBT CORP NO N 2 2030-06-04 Fixed 3.14800000 N N N N N N Alliant Energy Corp. 5493009ML300G373MZ12 Alliant Energy Corp. 018802108 1598.00000000 NS USD 89104.48000000 0.012201955063 Long EC CORP US N 1 N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 Royal Dutch Shell plc, Class B N/A 45105.00000000 NS 875677.48000000 0.119915151973 Long EC CORP GB N 2 N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 Masco Corp. 574599106 1493.00000000 NS USD 87952.63000000 0.012044220884 Long EC CORP US N 1 N N N Intuitive Surgical, Inc. 54930052SRG011710797 Intuitive Surgical, Inc. 46120E602 1922.00000000 NS USD 1767548.08000000 0.242047787540 Long EC CORP US N 1 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABD6 325000.00000000 PA USD 359900.13000000 0.049284673603 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group, Inc. 744573AN6 1000000.00000000 PA USD 1061246.21000000 0.145326907976 Long DBT CORP US N 2 2024-06-15 Fixed 2.87500000 N N N N N N AGC, Inc. JE4WFFEELMVPFZ0G1E77 AGC, Inc. N/A 9500.00000000 NS 397994.85000000 0.054501359247 Long EC CORP JP N 2 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287Y109 17056.00000000 NS USD 1921187.84000000 0.263087194845 Long EC CORP US N 1 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 Omnicom Group, Inc. 681919106 1587.00000000 NS USD 126944.13000000 0.017383711456 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CAZ4 5143000.00000000 PA USD 5051189.43000000 0.691709176012 Long DBT UST US N 2 2025-11-30 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RQ3 620000.00000000 PA USD 671828.13000000 0.092000050416 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N WRKCo, Inc. 549300JEB576INN13W07 WRKCo, Inc. 92940PAG9 235000.00000000 PA USD 246457.03000000 0.033749791312 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 California Health Facilities Financing Authority 13032UVK1 65000.00000000 PA USD 69671.02000000 0.009540739761 Long DBT MUN US N 2 2032-06-01 Fixed 2.93400000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 Anthem, Inc. 036752AG8 400000.00000000 PA USD 457486.69000000 0.062648163519 Long DBT CORP US N 2 2028-03-01 Fixed 4.10100000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 Union Pacific Corp. 907818108 10508.00000000 NS USD 2311024.44000000 0.316471364475 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135BJ4 500000.00000000 PA USD 611073.15000000 0.083680271929 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 WEC Energy Group, Inc. 92939U106 889.00000000 NS USD 79076.55000000 0.010828731727 Long EC CORP US N 1 N N N Shopify, Inc. 549300HGQ43STJLLP808 Shopify, Inc., Class A 82509L107 760.00000000 NS USD 1110344.80000000 0.152050462042 Long EC CORP CA N 1 N N N PACCAR, Inc. KDTEY8BWE486IKZ3CC07 PACCAR, Inc. 693718108 1581.00000000 NS USD 141104.25000000 0.019322796314 Long EC CORP US N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 NXP Semiconductors NV N/A 6677.00000000 NS USD 1373592.44000000 0.188099557147 Long EC CORP NL N 1 N N N Donaldson Co., Inc. OZE6KXY9QQPR8EJ8WL20 Donaldson Co., Inc. 257651109 5700.00000000 NS USD 362121.00000000 0.049588799231 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 3140QEY55 841660.51000000 PA USD 879942.43000000 0.120499193631 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals, Inc. 75886F107 975.00000000 NS USD 544576.50000000 0.074574229953 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828WU0 800000.00000000 PA USD 967788.14000000 0.132528772906 Long DBT UST US N 2 2024-07-15 Fixed 0.12500000 N N N N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 Booking Holdings, Inc. 09857L108 177.00000000 NS USD 387291.93000000 0.053035702875 Long EC CORP US N 1 N N N NetApp, Inc. QTX3D84DZDD5JYOCYH15 NetApp, Inc. 64110D104 1599.00000000 NS USD 130830.18000000 0.017915866601 Long EC CORP US N 1 N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 Qorvo, Inc. 74736K101 479.00000000 NS USD 93716.35000000 0.012833503897 Long EC CORP US N 1 N N N Tradeweb Markets, Inc. N/A Tradeweb Markets, Inc., Class A 892672106 4000.00000000 NS USD 338240.00000000 0.046318538422 Long EC CORP US N 1 N N N Alcon, Inc. 549300LDT5AP8S0NBM78 Alcon, Inc. N/A 16000.00000000 NS 1122200.73000000 0.153674011443 Long EC CORP CH N 2 N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 Cellnex Telecom SA N/A 18000.00000000 NS 1148159.95000000 0.157228863409 Long EC CORP ES N 2 N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 United Rentals, Inc. 911363109 262.00000000 NS USD 83580.62000000 0.011445518445 Long EC CORP US N 1 N N N County of Sarasota FL N/A County of Sarasota 80329KHE4 500000.00000000 PA USD 653784.45000000 0.089529151394 Long DBT MUN US N 2 2034-10-01 Fixed 5.00000000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 Royalty Pharma plc 78081BAD5 200000.00000000 PA USD 196336.39000000 0.026886277861 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851109 653.00000000 NS USD 86509.44000000 0.011846590647 Long EC CORP US N 1 N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 Tractor Supply Co. 892356106 1445.00000000 NS USD 268856.70000000 0.036817198998 Long EC CORP US N 1 N N N Allison Transmission Holdings, Inc. 529900RP7DJ882LI9T83 Allison Transmission Holdings, Inc. 01973R101 596.00000000 NS USD 23685.04000000 0.003243426074 Long EC CORP US N 1 N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 Commonwealth Edison Co. 202795JM3 200000.00000000 PA USD 240949.17000000 0.032995545732 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N N/A N/A CDS N/A 200000.00000000 PA USD -1130.88000000 -0.00015486254 N/A DCR US N 2 JP MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 Nordstrom, Inc. Nordstrom, Inc. Y Payout of notional amount upon default event with regard to the reference instrument 2026-06-20 0.00000000 USD 9921.90000000 USD 200000.00000000 USD -1130.88000000 N N N Hershey Co. (The) 21X2CX66SU2BR6QTAD08 Hershey Co. (The) 427866108 1229.00000000 NS USD 214067.22000000 0.029314335249 Long EC CORP US N 1 N N N Paymentus Holdings, Inc. N/A Paymentus Holdings, Inc., Class A 70439P108 1600.00000000 NS USD 56800.00000000 0.007778184077 Long EC CORP US N 1 N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 Imperial Brands Finance plc 453140AF2 585000.00000000 PA USD 644698.88000000 0.088284974705 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N Fujitsu Ltd. 3538000246DHJLRTUZ24 Fujitsu Ltd. N/A 4400.00000000 NS 823309.50000000 0.112743888096 Long EC CORP JP N 2 N N N Southern Co. (The) 549300FC3G3YU2FBZD92 Southern Co. (The), Series A 842587DE4 700000.00000000 PA USD 772576.97000000 0.105796582514 Long DBT CORP US N 2 2030-04-30 Fixed 3.70000000 N N N N N N Tyler Technologies, Inc. 25490040SMU4Z8LBCW70 Tyler Technologies, Inc. 902252105 909.00000000 NS USD 411204.33000000 0.056310263596 Long EC CORP US N 1 N N N Bell Canada 549300JYAVAQRV5MNZ86 Bell Canada 0778FPAB5 275000.00000000 PA USD 333291.54000000 0.045640897000 Long DBT CORP CA N 2 2049-07-29 Fixed 4.30000000 N N N N N N Copart, Inc. 549300KVYX3JWMYEHU61 Copart, Inc. 217204106 1406.00000000 NS USD 185352.98000000 0.025382211228 Long EC CORP US N 1 N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 EOG Resources, Inc. 26875P101 24617.00000000 NS USD 2054042.48000000 0.281280290716 Long EC CORP US N 1 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 United Parcel Service, Inc. 911312BW5 100000.00000000 PA USD 146646.83000000 0.020081796446 Long DBT CORP US N 2 2050-04-01 Fixed 5.30000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558103 7101.00000000 NS USD 488974.86000000 0.066960149126 Long EC CORP US N 1 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BU2 408000.00000000 PA USD 461543.04000000 0.063203639522 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 30 Year 3132AD3M8 1092888.18000000 PA USD 1207624.35000000 0.165371910051 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324P102 5729.00000000 NS USD 2294120.76000000 0.314156576894 Long EC CORP US N 1 N N N BHP Group plc 549300C116EOWV835768 BHP Group plc N/A 4268.00000000 NS 126303.41000000 0.017295971348 Long EC CORP GB N 2 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific, Inc. 883556102 2196.00000000 NS USD 1107816.12000000 0.151704184956 Long EC CORP US N 1 N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 California Health Facilities Financing Authority 13032UVM7 40000.00000000 PA USD 42735.40000000 0.005852179715 Long DBT MUN US N 2 2034-06-01 Fixed 3.03400000 N N N N N N Guardant Health, Inc. 254900M8C3E5VC8BR186 Guardant Health, Inc. 40131M109 700.00000000 NS USD 86933.00000000 0.011904592894 Long EC CORP US N 1 N N N CaixaBank SA 7CUNS533WID6K7DGFI87 CaixaBank SA N/A 81512.00000000 NS 250972.71000000 0.034368167902 Long EC CORP ES N 2 N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 AutoZone, Inc. 053332BA9 265000.00000000 PA USD 252490.67000000 0.034576037132 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 Deutsche Telekom AG N/A 25784.00000000 NS 545377.75000000 0.074683953016 Long EC CORP DE N 2 N N N GN Store Nord A/S 5493008U3H3W0NKPFL10 GN Store Nord A/S N/A 12000.00000000 NS 1049508.27000000 0.143719516110 Long EC CORP DK N 2 N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 Synopsys, Inc. 871607107 2652.00000000 NS USD 731395.08000000 0.100157140241 Long EC CORP US N 1 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 Republic of Indonesia 455780BX3 500000.00000000 PA USD 567018.27000000 0.077647402807 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 O'Reilly Automotive, Inc. 67103H107 700.00000000 NS USD 396347.00000000 0.054275702898 Long EC CORP US N 1 N N N Dover Corp. 549300FMC2ALGA7N9E80 Dover Corp. 260003108 6387.00000000 NS USD 961882.20000000 0.131720014306 Long EC CORP US N 1 N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 Visa, Inc., Class A 92826C839 13705.00000000 NS USD 3204503.10000000 0.438824207555 Long EC CORP US N 1 N N N DiaSorin SpA 8156002878BDF0EE4348 DiaSorin SpA N/A 755.00000000 NS 142869.88000000 0.019564581439 Long EC CORP IT N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828X88 1280000.00000000 PA USD 1378300.01000000 0.188744211126 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N Barratt Developments plc 2138006R85VEOF5YNK29 Barratt Developments plc N/A 29020.00000000 NS 279444.64000000 0.038267110025 Long EC CORP GB N 2 N N N CSX Corp. 549300JVQR4N1MMP3Q88 CSX Corp. 126408HN6 525000.00000000 PA USD 681814.60000000 0.093367596225 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N TAL Education Group 5493003PJZS0EC085V72 TAL Education Group 874080104 29000.00000000 NS USD 731670.00000000 0.100194787747 Long EC CORP KY N 1 N N N Illinois Tool Works, Inc. 76NA4I14SZCFAYMNSV04 Illinois Tool Works, Inc. 452308109 5742.00000000 NS USD 1283681.52000000 0.175787168302 Long EC CORP US N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 30 Year 3133KKL98 375893.00000000 PA USD 380723.31000000 0.052136196968 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Keyence Corp. 529900M7PQBS7A89DZ11 Keyence Corp. N/A 400.00000000 NS 201467.51000000 0.027588932719 Long EC CORP JP N 2 N N N Reliance Industries Ltd. 5493003UOETFYRONLG31 Reliance Industries Ltd. 759470AU1 625000.00000000 PA USD 646086.93000000 0.088475054079 Long DBT CORP IN N 2 2026-01-15 Fixed 2.06000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 McDonald's Corp. 580135101 6336.00000000 NS USD 1463552.64000000 0.200418694387 Long EC CORP US N 1 N N N Albemarle Corp. HDBLS2Q6GV1LSKQPBS54 Albemarle Corp. 012653101 7750.00000000 NS USD 1305565.00000000 0.178783889001 Long EC CORP US N 1 N N N CoreSite Realty Corp. 549300H0YYORITFM2B74 CoreSite Realty Corp. 21870Q105 107.00000000 NS USD 14402.20000000 0.001972235259 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 15 Year 31418D2R2 1866000.00000000 PA USD 1926799.97000000 0.263855719144 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 Institutional Fiduciary Trust - Money Market Portfolio 457756500 22555127.41000000 NS USD 22555127.41000000 3.088696001573 Long STIV RF US N 1 N N N Cirrus Logic, Inc. 549300NKSJEM5ZZSSV18 Cirrus Logic, Inc. 172755100 152.00000000 NS USD 12938.24000000 0.001771760780 Long EC CORP US N 1 N N N Paycom Software, Inc. 254900LSB0HNJUDC6Q18 Paycom Software, Inc. 70432V102 800.00000000 NS USD 290776.00000000 0.039818824883 Long EC CORP US N 1 N N N Electricite de France SA 549300X3UK4GG3FNMO06 Electricite de France SA 268317AU8 655000.00000000 PA USD 763671.14000000 0.104577019395 Long DBT NUSS FR N 2 2028-09-21 Fixed 4.50000000 N N N N N N AutoNation, Inc. N/A AutoNation, Inc. 05329WAQ5 100000.00000000 PA USD 118402.14000000 0.016213972537 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Anheuser-Busch InBev SA 5493008H3828EMEXB082 Anheuser-Busch InBev SA N/A 4895.00000000 NS 352904.51000000 0.048326694376 Long EC CORP BE N 2 N N N Toro Co. (The) YJKE4YIT6BWQHVEW0D14 Toro Co. (The) 891092108 815.00000000 NS USD 89552.20000000 0.012263265777 Long EC CORP US N 1 N N N Aflac, Inc. 549300N0B7DOGLXWPP39 Aflac, Inc. 001055AY8 700000.00000000 PA USD 925913.00000000 0.126794397075 Long DBT CORP US N 2 2049-01-15 Fixed 4.75000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MS7 700000.00000000 PA USD 720322.88000000 0.098640914717 Long DBT CORP US N 2 2031-06-03 Variable 2.57200000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 Yum! Brands, Inc. 988498101 3386.00000000 NS USD 389491.58000000 0.053336922639 Long EC CORP US N 1 N N N University of Pittsburgh-of the Commonwealth System of Higher Education 5493002C83QSGL8ETT42 University of Pittsburgh-of the Commonwealth System of Higher Education 91335VKU9 250000.00000000 PA USD 262344.83000000 0.035925464428 Long DBT MUN US N 2 2041-09-15 Fixed 3.00500000 N N N N N N Catalent, Inc. N/A Catalent, Inc. 148806102 12889.00000000 NS USD 1393558.68000000 0.190833731267 Long EC CORP US N 1 N N N Accenture plc N/A Accenture plc, Class A N/A 16509.00000000 NS USD 4866688.11000000 0.666443590985 Long EC CORP IE N 1 N N N People's United Financial, Inc. ROPY7PEPIPIDJNF0BO69 People's United Financial, Inc. 712704105 750.00000000 NS USD 12855.00000000 0.001760361907 Long EC CORP US N 1 N N N Sprouts Farmers Market, Inc. 529900P8F4G77Q52XE24 Sprouts Farmers Market, Inc. 85208M102 726.00000000 NS USD 18041.10000000 0.002470545717 Long EC CORP US N 1 N N N Federal Agricultural Mortgage Corp. 549300MS654K78GYF580 Federal Agricultural Mortgage Corp. 31422BAM2 800000.00000000 PA USD 811564.78000000 0.111135567777 Long DBT UST US N 2 2022-01-03 Fixed 2.90000000 N N N N N N PulteGroup, Inc. N/A PulteGroup, Inc. 745867101 2874.00000000 NS USD 156834.18000000 0.021476850734 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RT7 5575000.00000000 PA USD 5766205.11000000 0.789623323502 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746U109 3792.00000000 NS USD 278977.44000000 0.038203131722 Long EC CORP US N 1 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 Northrop Grumman Corp. 666807BU5 100000.00000000 PA USD 140684.35000000 0.019265295266 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N International Consolidated Airlines Group SA 959800TZHQRUSH1ESL13 International Consolidated Airlines Group SA N/A 148274.00000000 NS 358043.54000000 0.049030432428 Long EC CORP ES N 2 N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650100 2800.00000000 NS USD 233632.00000000 0.031993533493 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31418DTS1 0.01000000 PA USD 0.01000000 0.000000001369 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 Truist Bank 89788KAA4 400000.00000000 PA USD 406366.84000000 0.055647818390 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N Fastenal Co. 529900PP0C7H2HHPSJ32 Fastenal Co. 311900104 16164.00000000 NS USD 840528.00000000 0.115101787084 Long EC CORP US N 1 N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 FinecoBank Banca Fineco SpA N/A 72897.00000000 NS 1272256.39000000 0.174222612594 Long EC CORP IT N 2 N N N Vimeo, Inc. N/A Vimeo, Inc. 92719V100 1821.00000000 NS USD 89229.00000000 0.012219006814 Long EC CORP US N 1 N N N Dell Technologies, Inc. 549300TJB5YBRUPOG437 Dell Technologies, Inc., Class C 24703L202 458.00000000 NS USD 45648.86000000 0.006251148521 Long EC CORP US N 1 N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 Electronic Arts, Inc. 285512109 3060.00000000 NS USD 440119.80000000 0.060269944024 Long EC CORP US N 1 N N N STORE Capital Corp. 5493004EA6C9IHDZ7N66 STORE Capital Corp. 862121100 1406.00000000 NS USD 48521.06000000 0.006644467188 Long EC CORP US N 1 N N N boohoo Group plc 213800SZF3KFCECWY243 boohoo Group plc N/A 280000.00000000 NS 1202260.26000000 0.164637352315 Long EC CORP JE N 2 N N N Republic of Peru 254900STKLK2DBJJZ530 Republic of Peru 715638AU6 200000.00000000 PA USD 276111.00000000 0.037810601828 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.55000000 N N N N N N N/A N/A U.S. Treasury Long Bonds N/A -5.00000000 NC USD 1242.90000000 0.000170202552 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bonds 2021-09-21 -803750.00000000 USD 1242.90000000 N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 QUALCOMM, Inc. 747525103 5013.00000000 NS USD 716508.09000000 0.098118517907 Long EC CORP US N 1 N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAF5 300000.00000000 PA USD 328928.79000000 0.045043462624 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N Henderson Land Development Co. Ltd. 529900SYQB7IVR9QGN76 Henderson Land Development Co. Ltd. N/A 68000.00000000 NS 321790.91000000 0.044066002332 Long EC CORP HK N 2 N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RJX1 100000.00000000 PA USD 103513.48000000 0.014175121513 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 Lam Research Corp. 512807108 945.00000000 NS USD 614911.50000000 0.084205895043 Long EC CORP US N 1 N N N Sumitomo Dainippon Pharma Co. Ltd. 529900D60UKVYLJ2OJ79 Sumitomo Dainippon Pharma Co. Ltd. N/A 4300.00000000 NS 90197.20000000 0.012351591987 Long EC CORP JP N 2 N N N Mitsui Chemicals, Inc. 353800H2UB5ZEZRZQC02 Mitsui Chemicals, Inc. N/A 8800.00000000 NS 304224.04000000 0.041660397604 Long EC CORP JP N 2 N N N Fortune Brands Home & Security, Inc. 54930032LHW54PQUJD44 Fortune Brands Home & Security, Inc. 34964C106 869.00000000 NS USD 86561.09000000 0.011853663591 Long EC CORP US N 1 N N N L'Oreal SA 529900JI1GG6F7RKVI53 L'Oreal SA N/A 3286.00000000 NS 1467631.21000000 0.200977213194 Long EC CORP FR N 2 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAK4 1060000.00000000 PA USD 1174944.40000000 0.160896722256 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N Auto Trader Group plc 213800QLK9BZILB1DI86 Auto Trader Group plc N/A 25763.00000000 NS 225648.80000000 0.030900315198 Long EC CORP GB N 2 N N N Continental AG 529900A7YD9C0LLXM621 Continental AG N/A 3659.00000000 NS 538361.72000000 0.073723178846 Long EC CORP DE N 2 N N N Kingfisher plc 213800KBMEV7I92FY281 Kingfisher plc N/A 82374.00000000 NS 415779.53000000 0.056936790845 Long EC CORP GB N 2 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810EW4 705000.00000000 PA USD 871638.87000000 0.119362105283 Long DBT UST US N 2 2026-02-15 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SQ2 425000.00000000 PA USD 365765.63000000 0.050087894355 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N Isuzu Motors Ltd. 529900C0QSXVCC7AR494 Isuzu Motors Ltd. N/A 57700.00000000 NS 765728.22000000 0.104858715644 Long EC CORP JP N 2 N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 Oriental Republic of Uruguay 760942AZ5 300000.00000000 PA USD 326460.00000000 0.044705386865 Long DBT NUSS UY N 2 2024-08-14 Fixed 4.50000000 N N N N N N Alphawave IP Group plc 213800ZXTO21EU4VMH37 Alphawave IP Group plc N/A 10511.00000000 NS 52347.30000000 0.007168431960 Long EC CORP GB N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 3140X83H8 969336.78000000 PA USD 1035342.58000000 0.141779668497 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.50000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830109 3577.00000000 NS USD 1353357.95000000 0.185328648908 Long EC CORP US N 1 N N N Ascential plc 213800VDXQDA7KD2IQ21 Ascential plc N/A 220000.00000000 NS 1264652.17000000 0.173181291768 Long EC CORP GB N 2 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc. 174610105 15151.00000000 NS USD 694976.37000000 0.095169967173 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179TG33 1250973.71000000 PA USD 1318967.67000000 0.180619248762 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N Westlake Chemical Corp. GOXNEVUM0LL78B1OS344 Westlake Chemical Corp. 960413AW2 100000.00000000 PA USD 107861.14000000 0.014770489467 Long DBT CORP US N 2 2030-06-15 Fixed 3.37500000 N N N N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 Caterpillar, Inc. 149123CH2 500000.00000000 PA USD 533539.13000000 0.073062774045 Long DBT CORP US N 2 2030-04-09 Fixed 2.60000000 N N N N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 Eastman Chemical Co. 277432100 780.00000000 NS USD 91065.00000000 0.012470428398 Long EC CORP US N 1 N N N Cable One, Inc. 549300648QS85T0XSH18 Cable One, Inc. 12685J105 361.00000000 NS USD 690524.41000000 0.094560316392 Long EC CORP US N 1 N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 Packaging Corp. of America 695156109 578.00000000 NS USD 78272.76000000 0.010718660837 Long EC CORP US N 1 N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 Imperial Brands Finance plc 45262BAB9 300000.00000000 PA USD 321588.90000000 0.044038339111 Long DBT CORP GB N 2 2026-07-26 Fixed 3.50000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 NBCUniversal Media LLC 63946BAG5 200000.00000000 PA USD 288641.14000000 0.039526477452 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 Booz Allen Hamilton Holding Corp. 099502106 665.00000000 NS USD 56644.70000000 0.007756917317 Long EC CORP US N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc. 882508104 29991.00000000 NS USD 5767269.30000000 0.789769053532 Long EC CORP US N 1 N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAH1 1200000.00000000 PA USD 1293790.56000000 0.177171498830 Long DBT CORP NL N 2 2023-09-14 Fixed 4.25000000 N N N N N N Clarivate plc 549300WDHIIODXFO0R55 Clarivate plc N/A 43000.00000000 NS USD 1183790.00000000 0.162108037486 Long EC CORP JE N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RHW5 920000.00000000 PA USD 1026490.48000000 0.140567463157 Long DBT CORP US N 2 2027-02-15 Fixed 3.80000000 N N N N N N N/A N/A U.S. Treasury 10 Year Notes N/A 30.00000000 NC USD 14576.40000000 0.001996090182 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Notes 2021-09-21 3975000.00000000 USD 14576.40000000 N N N salesforce.com, Inc. RCGZFPDMRW58VJ54VR07 salesforce.com, Inc. 79466L302 2353.00000000 NS USD 574767.31000000 0.078708555263 Long EC CORP US N 1 N N N Rolls-Royce Holdings plc 213800EC7997ZBLZJH69 Rolls-Royce Holdings plc N/A 212176.00000000 NS 290493.60000000 0.039780153066 Long EC CORP GB N 2 N N N NVR, Inc. 529900RWXR4JI3JYTV70 NVR, Inc. 62944TAF2 200000.00000000 PA USD 212376.87000000 0.029082858955 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RG5 15000.00000000 PA USD 18708.40000000 0.002561925686 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 Fidelity National Information Services, Inc. 31620M106 594.00000000 NS USD 84151.98000000 0.011523760403 Long EC CORP US N 1 N N N Mitsubishi Electric Corp. 549300TRXM9Y6561AX39 Mitsubishi Electric Corp. N/A 45700.00000000 NS 663497.55000000 0.090859261953 Long EC CORP JP N 2 N N N Extra Space Storage, Inc. N/A Extra Space Storage, Inc. 30225T102 789.00000000 NS USD 129253.98000000 0.017700021993 Long EC CORP US N 1 N N N Garmin Ltd. 2549001E0HIPIJQ0W046 Garmin Ltd. N/A 1048.00000000 NS USD 151582.72000000 0.020757716534 Long EC CORP CH N 1 N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 DR Horton, Inc. 23331A109 2289.00000000 NS USD 206856.93000000 0.028326959142 Long EC CORP US N 1 N N N Commonwealth Financing Authority N/A Commonwealth Financing Authority 20281PNE8 625000.00000000 PA USD 642760.50000000 0.088019533218 Long DBT MUN US N 2 2042-06-01 Fixed 2.99100000 N N N N N N Workday, Inc. 549300J0DYC0N31V7G13 Workday, Inc., Class A 98138H101 3220.00000000 NS USD 768742.80000000 0.105271531809 Long EC CORP US N 1 N N N Align Technology, Inc. 549300N5YSE0U3LCP840 Align Technology, Inc. 016255101 262.00000000 NS USD 160082.00000000 0.021921606752 Long EC CORP US N 1 N N N Singapore Exchange Ltd. 549300IQ650PPXM76X03 Singapore Exchange Ltd. N/A 24400.00000000 NS 203216.90000000 0.027828493941 Long EC CORP SG N 2 N N N Ferguson plc 213800DU1LGY3R2S2X42 Ferguson plc N/A 11049.00000000 NS 1537328.24000000 0.210521514761 Long EC CORP JE N 2 N N N Qualtrics International, Inc. 549300NW34K5PVZGTN68 Qualtrics International, Inc., Class A 747601201 700.00000000 NS USD 26775.00000000 0.003666564765 Long EC CORP US N 1 N N N MTU Aero Engines AG 529900807L67JY81RD65 MTU Aero Engines AG N/A 5700.00000000 NS 1413402.05000000 0.193551079587 Long EC CORP DE N 2 N N N Makita Corp. 529900CDR9E94BCM6294 Makita Corp. N/A 2800.00000000 NS 131855.71000000 0.018056302536 Long EC CORP JP N 2 N N N Sumitomo Metal Mining Co. Ltd. 353800CF81IXL9974H84 Sumitomo Metal Mining Co. Ltd. N/A 21890.00000000 NS 851395.47000000 0.116589976910 Long EC CORP JP N 2 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 IHS Markit Ltd. N/A 3909.00000000 NS USD 440387.94000000 0.060306663079 Long EC CORP BM N 1 N N N H&R Block, Inc. 549300CE3KUCWLZBG404 H&R Block, Inc. 093671105 22721.00000000 NS USD 533489.08000000 0.073055920205 Long EC CORP US N 1 N N N UniCredit SpA 549300TRUWO2CD2G5692 UniCredit SpA 904678AW9 500000.00000000 PA USD 498711.64000000 0.068293502422 Long DBT CORP IT N 2 2027-06-03 Variable 1.98200000 N N N N N N Aspen Technology, Inc. 529900B0MZWTVFG7CB96 Aspen Technology, Inc. 045327103 381.00000000 NS USD 52402.74000000 0.007176023906 Long EC CORP US N 1 N N N Pernod Ricard SA 52990097YFPX9J0H5D87 Pernod Ricard SA N/A 2100.00000000 NS 466790.23000000 0.063922188989 Long EC CORP FR N 2 N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 Jefferies Financial Group, Inc. 47233W109 658.00000000 NS USD 22503.60000000 0.003081639845 Long EC CORP US N 1 N N N CyberArk Software Ltd. 529900YEXNDM894PWS93 CyberArk Software Ltd. N/A 8700.00000000 NS USD 1133349.00000000 0.155200653982 Long EC CORP IL N 1 N N N Cigna Corp. 549300VIWYMSIGT1U456 Cigna Corp. 125523AZ3 550000.00000000 PA USD 594508.54000000 0.081411916546 Long DBT CORP US N 2 2027-10-15 Fixed 3.05000000 N N N N N N Radian Group, Inc. 54930005OUP720S5U385 Radian Group, Inc. 750236AW1 350000.00000000 PA USD 381668.00000000 0.052265562685 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 Samsung Electronics Co. Ltd. N/A 22131.00000000 NS 1579008.23000000 0.216229166778 Long EC CORP KR N 2 N N N Taylor Wimpey plc 21380089BTRXTD8S3R66 Taylor Wimpey plc N/A 48185.00000000 NS 106050.28000000 0.014522510551 Long EC CORP GB N 2 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Pool, 30 Year 3133KJ7M8 798478.18000000 PA USD 828086.86000000 0.113398099108 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Tecnicas Reunidas SA 213800JEZBUPZKWJGF49 Tecnicas Reunidas SA N/A 14784.00000000 NS 187471.94000000 0.025672381315 Long EC CORP ES N 2 N N N FTI Consulting, Inc. 549300K17GM8EQD0FQ48 FTI Consulting, Inc. 302941109 99.00000000 NS USD 13524.39000000 0.001852028080 Long EC CORP US N 1 N N N Monolithic Power Systems, Inc. 529900TB7O85LSZ1XU31 Monolithic Power Systems, Inc. 609839105 2129.00000000 NS USD 795075.05000000 0.108877466451 Long EC CORP US N 1 N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 Zoetis, Inc. 98978V103 1376.00000000 NS USD 256431.36000000 0.035115674671 Long EC CORP US N 1 N N N eBay, Inc. OML71K8X303XQONU6T67 eBay, Inc. 278642103 1140.00000000 NS USD 80039.40000000 0.010960584272 Long EC CORP US N 1 N N N A O Smith Corp. 549300XG4US7UJNECY36 A O Smith Corp. 831865209 2728.00000000 NS USD 196579.68000000 0.026919593960 Long EC CORP US N 1 N N N Cintas Corp. N/A Cintas Corp. 172908105 3285.00000000 NS USD 1254870.00000000 0.171841722772 Long EC CORP US N 1 N N N Toyota Industries Corp. 35380000WKGEAHEMW830 Toyota Industries Corp. N/A 3975.00000000 NS 343769.82000000 0.047075791202 Long EC CORP JP N 2 N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 Best Buy Co., Inc. 086516101 5315.00000000 NS USD 611118.70000000 0.083686509540 Long EC CORP US N 1 N N N EMS-Chemie Holding AG 529900G1XFTGSE0DIX60 EMS-Chemie Holding AG N/A 261.00000000 NS 256538.70000000 0.035130373796 Long EC CORP CH N 2 N N N 2021-07-30 Franklin Templeton Variable Insurance Products Trust Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer