0001752724-20-269630.txt : 20201223
0001752724-20-269630.hdr.sgml : 20201223
20201223124154
ACCESSION NUMBER: 0001752724-20-269630
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201031
FILED AS OF DATE: 20201223
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
IRS NUMBER: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 201411224
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES
DATE OF NAME CHANGE: 20030204
0001217286
S000031462
JPMorgan Global Allocation Fund
C000097802
Class A
GAOAX
C000097803
Class C
GAOCX
C000097804
Class I
GAOSX
C000097805
Class R2
GAONX
C000195049
Class R6
GAOZX
C000205203
Class R5
GAORX
C000205204
Class R4
GAOFX
C000205205
Class R3
GAOTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000031462
C000097804
C000205204
C000097802
C000097803
C000097805
C000195049
C000205203
C000205205
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Global Allocation Fund
S000031462
05BPHY57BRZ28M05ST85
2020-10-31
2020-10-31
N
3760847716.06
132560423.04
3628287293.02
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
35057534.15999999
AUD
USD
SEK
DKK
JPY
EUR
CAD
GBP
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446104
18463.00000000
NS
USD
1585971.70000000
0.043711304312
Long
EC
CORP
US
N
1
N
N
N
Wynn Las Vegas LLC
N/A
Wynn Las Vegas LLC
983130AU9
685000.00000000
PA
USD
653318.75000000
0.018006257422
Long
DBT
CORP
US
Y
2
2023-05-30
Fixed
4.25000000
N
N
N
N
N
N
Maruichi Steel Tube Ltd.
N/A
Maruichi Steel Tube Ltd.
N/A
1600.00000000
NS
36706.51000000
0.001011675951
Long
EC
CORP
JP
N
2
N
N
N
Ashtead Capital, Inc.
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AJ2
600000.00000000
PA
USD
625500.00000000
0.017239538919
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
246000.00000000
PA
USD
247537.50000000
0.006822433837
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC04, Class X1
3137FMCG5
12998617.31000000
PA
USD
727588.50000000
0.020053221843
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Variable
1.25413200
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CV5
1185000.00000000
PA
USD
1362893.80000000
0.037563006728
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
ACE Securities Corp. Home Equity Loan Trust
N/A
ACE Securities Corp. Home Equity Loan Trust, Series 2003-NC1, Class M1
004421CQ4
172082.96000000
PA
USD
171189.97000000
0.004718203278
Long
ABS-O
CORP
US
N
3
2033-07-25
Floating
1.31924900
N
N
N
N
N
N
Itochu Techno-Solutions Corp.
N/A
Itochu Techno-Solutions Corp.
N/A
2700.00000000
NS
91603.97000000
0.002524716556
Long
EC
CORP
JP
N
2
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKE1
500000.00000000
PA
USD
459408.55000000
0.012661857038
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
25499.00000000
NS
1396279.20000000
0.038483148858
Long
EC
CORP
DE
N
2
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LG4
200000.00000000
PA
USD
206451.64000000
0.005690057686
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.75000000
N
N
N
N
N
N
ORIX Corp.
35380016EMHNBOVYE123
ORIX Corp.
N/A
36700.00000000
NS
429215.20000000
0.011829691679
Long
EC
CORP
JP
N
2
N
N
N
Wyndham Destinations, Inc.
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations, Inc.
98310WAN8
887000.00000000
PA
USD
913610.00000000
0.025180200083
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000100
N
N
N
N
N
N
Mitsubishi Estate Co. Ltd.
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co. Ltd.
N/A
32700.00000000
NS
487749.17000000
0.013442958911
Long
EC
CORP
JP
N
2
N
N
N
Penn Virginia Corp.
5493003S4AVU6OSXB118
Penn Virginia Corp.
70788V300
187.00000000
NS
USD
1436.16000000
0.000039582312
Long
EC
CORP
US
N
1
N
N
N
FREMF Mortgage Trust
549300N4KKOO3PDIN555
FREMF Mortgage Trust, Series 2015-KF10, Class B
30293LAE6
429135.85000000
PA
USD
426819.63000000
0.011763666863
Long
ABS-MBS
USGSE
US
Y
2
2022-07-25
Floating
6.24825000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
190000.00000000
PA
USD
180025.00000000
0.004961707424
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
CommScope Holding Co., Inc.
254900AW4CEPCQWSRI58
CommScope Holding Co., Inc.
20337X109
107986.00000000
NS
USD
961075.40000000
0.026488404097
Long
EC
CORP
US
N
1
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
N/A
6637.00000000
NS
71690.43000000
0.001975875232
Long
EC
CORP
IT
Y
2
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
-6700.00000000
NS
USD
-205891.00000000
-0.00567460576
Short
EC
CORP
US
N
1
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154BA6
2900000.00000000
PA
USD
2991531.25000000
0.082450230877
Long
DBT
NUSS
KR
N
2
2021-09-15
Fixed
4.37500000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CA2
160000.00000000
PA
USD
170437.90000000
0.004697475316
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.80000000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AH3
1100000.00000000
PA
USD
1033770.77000000
0.028491976696
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.95000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2114.32000000
-0.00005827322
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
389807.22000000
CHF
423808.99000000
USD
2020-12-29
-2114.32000000
N
N
N
HAT Holdings I LLC
N/A
HAT Holdings I LLC
418751AD5
2645000.00000000
PA
USD
2641693.75000000
0.072808284919
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
N
PCCW Ltd.
254900SI7GPUPA1TJX39
PCCW Ltd.
N/A
117000.00000000
NS
70391.40000000
0.001940072389
Long
EC
CORP
HK
N
2
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
9994.00000000
NS
USD
1312512.02000000
0.036174423743
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717AG7
1083000.00000000
PA
USD
806835.00000000
0.022237351533
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
6.37499900
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
124385.00000000
NS
USD
1480181.50000000
0.040795598045
Long
EC
CORP
US
N
1
N
N
N
Bolivarian Republic of Venezuela
529900XM8PJTJK5OJI77
Bolivarian Republic of Venezuela
N/A
30000.00000000
PA
USD
2625.00000000
0.000072348184
Long
DBT
NUSS
VE
Y
2
2022-08-23
Fixed
12.75000000
Y
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
1090000.00000000
PA
1689429.89000000
0.046562737555
Long
DBT
NUSS
BE
Y
2
2038-06-22
Fixed
1.90000000
N
N
N
N
N
N
Smith & Nephew plc
213800ZTMDN8S67S1H61
Smith & Nephew plc
N/A
24285.00000000
NS
421688.13000000
0.011622236497
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11958.79000000
0.000329598762
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1591581.17000000
EUR
1865634.74000000
USD
2020-11-04
11958.79000000
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF42, Class B
30306MAG4
372440.20000000
PA
USD
360412.99000000
0.009933419293
Long
ABS-MBS
USGSE
US
Y
2
2024-12-25
Floating
2.34825100
N
N
N
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
39016.00000000
NS
USD
15139768.64000000
0.417270392813
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102AM7
243000.00000000
PA
USD
261723.15000000
0.007213407562
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
James Hardie Industries plc
635400NSGXKTVOO7JU45
James Hardie Industries plc
N/A
12300.00000000
NS
298642.53000000
0.008230950470
Long
EC
CORP
IE
N
2
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
26138EAT6
575000.00000000
PA
USD
705507.93000000
0.019444654544
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2019-M21, Class X2
3136B6XA6
3716524.08000000
PA
USD
388604.96000000
0.010710424192
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
1.34399900
N
N
N
N
N
N
Melco Resorts & Entertainment Ltd.
529900NRV6LBR3T6B421
Melco Resorts & Entertainment Ltd.
585464100
6041.00000000
NS
USD
97380.92000000
0.002683936307
Long
EC
CORP
KY
N
1
N
N
N
Oil Search Ltd.
529900NIUGGGKB5VMO41
Oil Search Ltd.
N/A
617242.00000000
NS
1114410.40000000
0.030714502739
Long
EC
CORP
PG
N
2
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
880000.00000000
PA
USD
902000.00000000
0.024860214397
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Daito Trust Construction Co. Ltd.
353800QQ4DRI3KXS3038
Daito Trust Construction Co. Ltd.
N/A
1800.00000000
NS
163737.30000000
0.004512798650
Long
EC
CORP
JP
N
2
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAB5
241000.00000000
PA
USD
248862.07000000
0.006858940593
Long
DBT
CORP
FR
N
2
2022-02-17
Fixed
2.87500000
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCY4
2878000.00000000
PA
USD
2919531.27000000
0.080465824071
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
1597800.00000000
NS
15206544.44000000
0.419110814881
Long
EC
CORP
HK
N
2
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CJ7
340000.00000000
PA
USD
355931.22000000
0.009809896274
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
1325000.00000000
PA
USD
1518621.95000000
0.041855063487
Long
DBT
CORP
US
N
2
2031-04-01
Variable
3.62200000
N
N
N
N
N
N
Feng TAY Enterprise Co. Ltd.
N/A
Feng TAY Enterprise Co. Ltd.
N/A
226800.00000000
NS
1376731.59000000
0.037944393010
Long
EC
CORP
TW
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
42447.00000000
NS
USD
985619.34000000
0.027164864863
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
1521000.00000000
PA
1807428.17000000
0.049814913319
Long
DBT
NUSS
ES
N
2
2022-10-31
Fixed
0.45000000
N
N
N
N
N
N
Royal Dutch Shell plc
21380068P1DRHMJ8KU70
Royal Dutch Shell plc, Class B
N/A
102981.00000000
NS
1241882.95000000
0.034227800879
Long
EC
CORP
GB
N
2
N
N
N
Countrywide Partnership Trust
N/A
Countrywide Partnership Trust, Series 2004-EC1, Class M2
126673MM1
398376.01000000
PA
USD
386498.15000000
0.010652357952
Long
ABS-O
CORP
US
N
3
2035-01-25
Floating
1.09424900
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AD3
1000000.00000000
PA
USD
1012500.00000000
0.027905728467
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.12500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A45
345000.00000000
PA
USD
344568.75000000
0.009496732815
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
81900000.00000000
PA
780254.05000000
0.021504748300
Long
DBT
NUSS
JP
N
2
2040-06-20
Fixed
0.40000000
N
N
N
N
N
N
N/A
N/A
Australia 3 Year Bond
N/A
-5.00000000
NC
-1729.97000000
-0.00004768007
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
N/A
Australia 3 Year Bond
2020-12-15
-587272.85000000
AUD
-1729.97000000
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAP7
720000.00000000
PA
USD
786744.00000000
0.021683619197
Long
DBT
CORP
CA
Y
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
705000.00000000
PA
USD
727484.66000000
0.020050359887
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
GS Mortgage Securities Corp. Trust
5493006UCJFJVDKIY756
GS Mortgage Securities Corp. Trust, Series 2016-RENT, Class E
36251GAN4
2500000.00000000
PA
USD
2479028.25000000
0.068325026377
Long
ABS-MBS
CORP
US
Y
3
2029-02-10
Variable
4.06666800
N
N
N
N
N
N
Hang Lung Properties Ltd.
529900CIVTNMXQT59E61
Hang Lung Properties Ltd.
N/A
55000.00000000
NS
133896.89000000
0.003690360745
Long
EC
CORP
HK
N
2
N
N
N
MYT Holding LLC
N/A
MYT Holding LLC
55406NAA1
57917.00000000
PA
USD
57627.42000000
0.001588281614
Long
DBT
CORP
US
Y
2
2025-09-25
Fixed
7.50000000
N
N
Y
N
N
N
Raiffeisen Bank International AG
9ZHRYM6F437SQJ6OUG95
Raiffeisen Bank International AG
N/A
4093.00000000
NS
59096.15000000
0.001628761595
Long
EC
CORP
AT
N
2
N
N
N
Woori Bank
549300VUVMRL6RE7R376
Woori Bank
98106JCG8
265000.00000000
PA
USD
265019.83000000
0.007304268063
Long
STIV
CORP
KR
Y
2
2021-02-25
Fixed
0.30000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAR1
209000.00000000
PA
USD
224785.44000000
0.006195359458
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909AR9
203000.00000000
PA
USD
223955.69000000
0.006172490542
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
12.00000000
N
N
N
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
32932.00000000
NS
USD
1150644.08000000
0.031713146922
Long
EC
CORP
US
N
1
N
N
N
ABB Ltd.
5493000LKVGOO9PELI61
ABB Ltd. (Registered)
N/A
51163.00000000
NS
1241471.38000000
0.034216457511
Long
EC
CORP
CH
N
2
N
N
N
Peugeot SA
969500TZ5950IT5FPQ42
Peugeot SA
N/A
46898.00000000
NS
842485.33000000
0.023219917883
Long
EC
CORP
FR
N
2
N
N
N
Washington H Soul Pattinson & Co. Ltd.
549300G2Q3P6ZVNC1465
Washington H Soul Pattinson & Co. Ltd.
N/A
3104.00000000
NS
55274.29000000
0.001523426496
Long
EC
CORP
AU
N
2
N
N
Henderson Land Development Co. Ltd.
529900SYQB7IVR9QGN76
Henderson Land Development Co. Ltd.
N/A
41000.00000000
NS
144815.37000000
0.003991287301
Long
EC
CORP
HK
N
2
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BT5
400000.00000000
PA
USD
397284.76000000
0.010949650011
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.30000000
N
N
N
N
N
N
N/A
N/A
MSCI EAFE E-Mini Index
N/A
36.00000000
NC
USD
-179634.52000000
-0.00495094532
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
MSCI EAFE E-Mini Index
MSDUEAFE Index
2020-12-18
3212820.00000000
USD
-179634.52000000
N
N
N
Wynn Macau Ltd.
254900NMDQ8ENTHU1I31
Wynn Macau Ltd.
N/A
42800.00000000
NS
59133.94000000
0.001629803133
Long
EC
CORP
KY
N
2
N
N
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AL5
100000.00000000
PA
USD
73500.00000000
0.002025749177
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.75000000
N
N
N
N
N
Liberty Interactive LLC
Liberty Interactive LLC
USD
XXXX
N
N
N
N/A
N/A
Foreign Exchange CAD/USD
N/A
1236.00000000
NC
USD
-1050973.40000000
-0.02896610205
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange CAD/USD
2020-12-15
92792700.00000000
USD
-1050973.40000000
N
N
N
Next plc
213800WQD8ECPZP9PH98
Next plc
N/A
3690.00000000
NS
278693.01000000
0.007681117494
Long
EC
CORP
GB
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3
3137FLN67
7480000.00000000
PA
USD
764360.26000000
0.021066696164
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Variable
2.17063100
N
N
N
N
N
N
Ferguson plc
213800DU1LGY3R2S2X42
Ferguson plc
N/A
52820.00000000
NS
5246133.85000000
0.144589814045
Long
EC
CORP
JE
N
2
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAK8
915000.00000000
PA
USD
974852.63000000
0.026868121272
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
264000.00000000
PA
312090.07000000
0.008601580988
Long
DBT
NUSS
IT
Y
2
2025-02-01
Fixed
0.35000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF31, Class B
302951AG3
141499.89000000
PA
USD
138304.62000000
0.003811843132
Long
ABS-MBS
USGSE
US
Y
2
2024-04-25
Floating
3.04825000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KK6
2185000.00000000
PA
USD
2247754.12000000
0.061950830749
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.85000000
N
N
N
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
818150302
121913.00000000
NS
USD
1666488.41000000
0.045930442531
Long
EC
CORP
RU
Y
2
N
N
N
Valeo SA
5493006IH2N2WMIBB742
Valeo SA
N/A
6358.00000000
NS
192338.55000000
0.005301083802
Long
EC
CORP
FR
N
2
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2020-BXLP, Class F
05607QAX6
564483.35000000
PA
USD
545431.70000000
0.015032759424
Long
ABS-MBS
CORP
US
Y
3
2036-12-15
Floating
2.14837900
N
N
N
N
N
N
Mercury NZ Ltd.
254900XLT925U953KK55
Mercury NZ Ltd.
N/A
18835.00000000
NS
66588.50000000
0.001835259851
Long
EC
CORP
NZ
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
190000.00000000
PA
267490.59000000
0.007372365206
Long
DBT
NUSS
FR
Y
2
2036-05-25
Fixed
1.25000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2019-4A, Class A1
69359NAA9
526400.71000000
PA
USD
527689.87000000
0.014543773063
Long
ABS-O
CORP
US
Y
3
2024-11-25
Variable
3.35099900
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BT9
830000.00000000
PA
USD
788907.33000000
0.021743243196
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
Ampol Ltd.
5493009TD1CGVRZ27U11
Ampol Ltd.
N/A
6874.00000000
NS
125341.30000000
0.003454558304
Long
EC
CORP
AU
N
2
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2019-1A, Class D
36256DAD8
560000.00000000
PA
USD
581025.42000000
0.016013765533
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
4.94000000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441AZ0
765000.00000000
PA
USD
641368.35000000
0.017676889898
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.87500000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCE3
271000.00000000
PA
USD
276589.38000000
0.007623138898
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
Astellas Pharma, Inc.
529900IB708DY2HBBB35
Astellas Pharma, Inc.
N/A
51500.00000000
NS
706216.44000000
0.019464181939
Long
EC
CORP
JP
N
2
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
N/A
58939.00000000
NS
6216882.21000000
0.171344816656
Long
EC
CORP
FR
N
2
N
N
N
Credit-Based Asset Servicing and Securitization LLC
N/A
Credit-Based Asset Servicing & Securitization LLC, Series 2005-CB1, Class M2
12673TAJ6
110035.88000000
PA
USD
109016.98000000
0.003004640239
Long
ABS-O
CORP
US
N
3
2035-01-25
Floating
1.24425000
N
N
N
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
N/A
20023.00000000
NS
309401.10000000
0.008527469712
Long
EC
CORP
NO
N
2
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
N/A
4915.00000000
NS
172002.78000000
0.004740605307
Long
EC
CORP
NO
N
2
N
N
N
Informa plc
5493006VM2LKUPSEDU20
Informa plc
N/A
41702.00000000
NS
226259.97000000
0.006235999294
Long
EC
CORP
GB
N
2
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
143209.00000000
NS
3535735.50000000
0.097449160291
Long
EC
CORP
ES
N
2
N
N
N
Sumitomo Electric Industries Ltd.
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd.
N/A
20900.00000000
NS
230737.66000000
0.006359409863
Long
EC
CORP
JP
N
2
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50076QAN6
480000.00000000
PA
USD
607875.21000000
0.016753778323
Long
DBT
CORP
US
N
2
2040-02-09
Fixed
6.50000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAF5
560000.00000000
PA
USD
571200.00000000
0.015742965037
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
Silergy Corp.
N/A
Silergy Corp.
N/A
20000.00000000
NS
1233057.59000000
0.033984563250
Long
EC
CORP
KY
N
2
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
349000.00000000
PA
USD
392520.30000000
0.010818335713
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
69612.00000000
NS
USD
2469833.76000000
0.068071615077
Long
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAK1
175000.00000000
PA
USD
238104.94000000
0.006562461039
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.57600000
N
N
N
N
N
Transocean Pontus Ltd.
N/A
Transocean Pontus Ltd.
89382PAA3
519480.00000000
PA
USD
457142.40000000
0.012599399195
Long
DBT
CORP
KY
Y
2
2025-08-01
Fixed
6.12500000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAG4
335000.00000000
PA
USD
416237.50000000
0.011472010521
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.75000200
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBT9
3095000.00000000
PA
USD
3249750.00000000
0.089567052924
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-805660.30000000
-0.02220497537
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
9669910655.00000000
JPY
91558222.24000000
USD
2020-11-04
-805660.30000000
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205677AB3
1425000.00000000
PA
USD
1501237.50000000
0.041375926952
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Sekisui Chemical Co. Ltd.
529900KQIVT7NWFNMI70
Sekisui Chemical Co. Ltd.
N/A
10100.00000000
NS
157442.00000000
0.004339292544
Long
EC
CORP
JP
N
2
N
N
N
Daicel Corp.
353800ZG4XF6D7NZGS72
Daicel Corp.
N/A
6900.00000000
NS
49242.88000000
0.001357193519
Long
EC
CORP
JP
N
2
N
N
N
LendingTree, Inc.
549300ISY5YHUJZTON08
LendingTree, Inc.
52603B107
3964.00000000
NS
USD
1282710.76000000
0.035353064859
Long
EC
CORP
US
N
1
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
N/A
78738.00000000
NS
1044903.07000000
0.028798796391
Long
EC
CORP
AU
N
2
N
N
N
China Oilfield Services Ltd.
529900J4X53VL8QQW675
China Oilfield Services Ltd., Class H
N/A
2172000.00000000
NS
1311631.37000000
0.036150151960
Long
EC
CORP
CN
N
2
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AF2
520000.00000000
PA
USD
613004.38000000
0.016895144471
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
889000.00000000
PA
USD
942340.00000000
0.025972033742
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust, Series 2004-2, Class M2
35729PEE6
131253.79000000
PA
USD
131053.01000000
0.003611979962
Long
ABS-O
CORP
US
N
2
2034-07-25
Floating
1.07925100
N
N
N
N
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433AP7
815000.00000000
PA
USD
845562.50000000
0.023304728421
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KC02, Class B
30297FAH8
1530000.00000000
PA
USD
1543510.05000000
0.042541009720
Long
ABS-MBS
USGSE
US
Y
2
2025-07-25
Variable
4.08647900
N
N
N
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
81783.00000000
NS
1960471.13000000
0.054032962984
Long
EC
CORP
AU
N
2
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAE3
2156000.00000000
PA
USD
2646490.00000000
0.072940475388
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.37500000
N
N
N
N
N
N
New York and Presbyterian Hospital (The)
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital (The)
649322AH7
640000.00000000
PA
USD
597783.72000000
0.016475644614
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
2.25600000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
N/A
Marriott Ownership Resorts, Inc.
57165PAB1
1222000.00000000
PA
USD
1258660.00000000
0.034690196733
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.50000000
N
N
N
N
N
N
Teck Resources Ltd.
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878742AW5
343000.00000000
PA
USD
391033.99000000
0.010777371206
Long
DBT
CORP
CA
N
2
2041-07-15
Fixed
6.25000000
N
N
N
N
N
N
Nissan Chemical Corp.
3538002E4L1CUGJFFU25
Nissan Chemical Corp.
N/A
3400.00000000
NS
180440.32000000
0.004973154147
Long
EC
CORP
JP
N
2
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AG6
350000.00000000
PA
USD
384689.90000000
0.010602520388
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.30000000
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG (Registered)
N/A
142949.00000000
NS
1348206.21000000
0.037158198927
Long
EC
CORP
CH
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB, Class A
N/A
18224.00000000
NS
272113.66000000
0.007499782625
Long
EC
CORP
SE
N
2
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBX2
1605000.00000000
PA
USD
1764273.41000000
0.048625515774
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
N/A
1177.00000000
NS
137576.22000000
0.003791767544
Long
EC
CORP
BE
N
2
N
N
N
Inpex Corp.
353800VHYYADPR6MXQ47
Inpex Corp.
N/A
28400.00000000
NS
134684.17000000
0.003712059137
Long
EC
CORP
JP
N
2
N
N
N
Wienerberger AG
529900VXIFBHO0SW2I31
Wienerberger AG
N/A
13454.00000000
NS
339394.90000000
0.009354135232
Long
EC
CORP
AT
N
1
N
N
N
SUMCO Corp.
353800SUSRUOM0V6KU92
SUMCO Corp.
N/A
7200.00000000
NS
109813.44000000
0.003026591643
Long
EC
CORP
JP
N
2
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
875000.00000000
PA
USD
923125.00000000
0.025442445028
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Suncorp Group Ltd.
549300BVOKRTHDIWVT46
Suncorp Group Ltd.
N/A
34869.00000000
NS
201378.64000000
0.005550239651
Long
EC
CORP
AU
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
N/A
11698.00000000
NS
96090.47000000
0.002648369939
Long
EC
CORP
NL
Y
2
N
N
N
Ashtead Group plc
2138007UTBN8X9K1A235
Ashtead Group plc
N/A
12467.00000000
NS
450524.14000000
0.012416991919
Long
EC
CORP
GB
N
2
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-27CB, Class A1
12667FWU5
333492.85000000
PA
USD
333947.13000000
0.009203988081
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.00000000
N
N
N
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
504000.00000000
PA
386141.29000000
0.010642522457
Long
DBT
NUSS
AU
Y
2
2024-04-21
Fixed
2.75000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
1087000.00000000
PA
USD
1205330.82000000
0.033220379828
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Asset-Backed Pass-Through Certificates
N/A
Citigroup Mortgage Loan Trust Asset-Backed Pass-Through Certificates, Series 2005-OPT3, Class M3
17307GSL3
166835.12000000
PA
USD
166645.55000000
0.004592953549
Long
ABS-O
CORP
US
N
3
2035-05-25
Floating
0.86924900
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust, Series 2019-A, Class A2
47789JAB2
29071.61000000
PA
USD
29103.55000000
0.000802129149
Long
ABS-O
CORP
US
N
2
2021-12-15
Fixed
2.85000000
N
N
N
N
N
N
Pirelli & C SpA
815600A0C9AFC1F2A709
Pirelli & C SpA
N/A
11062.00000000
NS
46122.96000000
0.001271204738
Long
EC
CORP
IT
Y
2
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AW1
1058000.00000000
PA
USD
1111503.06000000
0.030634372921
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.12500000
N
N
N
N
N
N
Daiwa House Industry Co. Ltd.
N/A
Daiwa House Industry Co. Ltd.
N/A
15700.00000000
NS
412513.74000000
0.011369379177
Long
EC
CORP
JP
N
2
N
N
N
Fiat Chrysler Automobiles NV
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles NV
N/A
30476.00000000
NS
373867.90000000
0.010304252938
Long
EC
CORP
NL
N
2
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HD2
981000.00000000
PA
USD
979635.24000000
0.026999935806
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
Fraport AG Frankfurt Airport Services Worldwide
5299001ERX0K10IZUL40
Fraport AG Frankfurt Airport Services Worldwide
N/A
1150.00000000
NS
41593.79000000
0.001146375318
Long
EC
CORP
DE
N
2
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG (Registered)
N/A
882.00000000
NS
296694.83000000
0.008177269494
Long
EC
CORP
CH
N
2
N
N
N
Neiman Marcus Group Restricted Equity
N/A
Neiman Marcus Group Restricted Equity
N/A
116.00000000
NS
USD
9570.00000000
0.000263760811
Long
EC
CORP
US
N
3
N
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
-4605.00000000
NS
USD
-361446.45000000
-0.00996190270
Short
EC
CORP
US
N
1
N
N
N
Envision Healthcare Corp.
549300OL60X0LPKY8N60
Envision Healthcare Corp.
29373TAA2
321000.00000000
PA
USD
150870.00000000
0.004158160250
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
1964210.00000000
NS
715182.12000000
0.019711286958
Long
EC
CORP
GB
N
2
N
N
N
Marui Group Co. Ltd.
52990081ZYFHQZEEMU57
Marui Group Co. Ltd.
N/A
5300.00000000
NS
95781.24000000
0.002639847185
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Metal Mining Co. Ltd.
353800CF81IXL9974H84
Sumitomo Metal Mining Co. Ltd.
N/A
6500.00000000
NS
202044.37000000
0.005568587977
Long
EC
CORP
JP
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-K75, Class B
30296PAS3
600000.00000000
PA
USD
670019.82000000
0.018466559174
Long
ABS-MBS
USGSE
US
Y
2
2051-04-25
Variable
3.97499800
N
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAQ7
310000.00000000
PA
USD
384052.35000000
0.010584948737
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
JFE Holdings, Inc.
N/A
JFE Holdings, Inc.
N/A
13500.00000000
NS
94853.32000000
0.002614272584
Long
EC
CORP
JP
N
2
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust, Series 2019-3, Class M1
04285AAD7
2000000.00000000
PA
USD
2055114.20000000
0.056641440823
Long
ABS-MBS
CORP
US
Y
3
2048-10-25
Variable
4.20400100
N
N
N
N
N
N
Suzuki Motor Corp.
353800D83H0V3ZV1SV24
Suzuki Motor Corp.
N/A
10200.00000000
NS
438066.56000000
0.012073645900
Long
EC
CORP
JP
N
2
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
334578.00000000
NS
2291766.06000000
0.063163853215
Long
EC
CORP
NL
N
2
N
N
N
SS&C Technologies, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
1191000.00000000
PA
USD
1265830.53000000
0.034887825240
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
347000.00000000
PA
USD
451728.94000000
0.012450197669
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
500000.00000000
PA
USD
502500.00000000
0.013849509683
Long
DBT
CORP
US
Y
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
8365.00000000
NS
USD
1036172.55000000
0.028558172667
Long
EC
CORP
US
N
1
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 1A3
92922FW46
138891.84000000
PA
USD
147395.30000000
0.004062393302
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
3.03487200
N
N
N
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
45953.00000000
NS
USD
2208501.18000000
0.060868972097
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
24.00000000
NC
USD
-142829.80000000
-0.00393656258
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bond
2020-12-21
5133000.00000000
USD
-142829.80000000
N
N
N
Ramsay Health Care Ltd.
549300QBX122KF2JPI10
Ramsay Health Care Ltd.
N/A
5083.00000000
NS
222708.03000000
0.006138103518
Long
EC
CORP
AU
N
2
N
N
N
Venture Corp. Ltd.
254900B1NLZC3J1MAE72
Venture Corp. Ltd.
N/A
7700.00000000
NS
108545.10000000
0.002991634653
Long
EC
CORP
SG
N
2
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747206
13372.00000000
NS
USD
919726.16000000
0.025348768874
Long
EC
CORP
US
N
1
N
N
N
Asset-Backed Securities Corp. Home Equity Loan Trust
N/A
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE2, Class M2
04541GHX3
424346.84000000
PA
USD
422277.09000000
0.011638468949
Long
ABS-O
CORP
US
N
3
2034-04-25
Floating
2.02425100
N
N
N
N
N
N
Seven Bank Ltd.
353800WMG1NLGHB7B594
Seven Bank Ltd.
N/A
16300.00000000
NS
37407.59000000
0.001030998567
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6793.58000000
0.000187239307
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
1521770.61000000
USD
2036497.34000000
CAD
2020-11-04
6793.58000000
N
N
N
Marks & Spencer plc
213800CN1RI3UCIZWB95
Marks & Spencer plc
57069PAA0
2475000.00000000
PA
USD
2585606.71000000
0.071262458046
Long
DBT
CORP
GB
Y
2
2037-12-01
Fixed
7.12500000
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AB6
350000.00000000
PA
USD
388515.07000000
0.010707946714
Long
DBT
CORP
US
Y
2
2035-01-15
Fixed
3.30200000
N
N
N
N
N
N
Obayashi Corp.
529900YT4O5S0LCXWD54
Obayashi Corp.
N/A
18000.00000000
NS
150630.13000000
0.004151549142
Long
EC
CORP
JP
N
2
N
N
N
Home Equity Mortgage Loan Asset-Backed Trust
N/A
Home Equity Mortgage Loan Asset-Backed Trust SPMD, Series 2004-C, Class M1
456606FU1
1924922.19000000
PA
USD
1867224.57000000
0.051462974654
Long
ABS-O
CORP
US
N
3
2035-03-25
Floating
0.98925100
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
15844.00000000
NS
USD
1445606.56000000
0.039842670749
Long
EC
CORP
US
N
1
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
10871.00000000
NS
USD
1376920.86000000
0.037949609520
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91831AAB7
41000.00000000
PA
USD
40897.50000000
0.001127184720
Long
DBT
CORP
CA
Y
2
2023-05-15
Fixed
5.87500000
N
N
N
N
N
N
WestRock Co.
N/A
WestRock Co.
96145D105
37151.00000000
NS
USD
1395020.05000000
0.038448445157
Long
EC
CORP
US
N
1
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
N/A
3295.00000000
NS
164409.09000000
0.004531313998
Long
EC
CORP
NL
N
2
N
N
N
AusNet Services
529900PPFC4A1KRQ2S64
AusNet Services
N/A
51529.00000000
NS
72438.53000000
0.001996493776
Long
EC
CORP
AU
N
2
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BC0
132000.00000000
PA
USD
125235.00000000
0.003451628547
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
GLP Capital LP
N/A
GLP Capital LP
361841AP4
1368000.00000000
PA
USD
1423253.52000000
0.039226593846
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2019-NQM2, Class M1
36166MAD7
2337000.00000000
PA
USD
2353401.07000000
0.064862588872
Long
ABS-MBS
CORP
US
Y
3
2059-09-25
Variable
3.30599900
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
1412000.00000000
PA
USD
1325775.57000000
0.036539983273
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
N/A
3650000.00000000
PA
2752469.74000000
0.075861405608
Long
DBT
NUSS
CA
N
2
2023-05-23
Fixed
0.50000000
N
N
N
N
N
N
Lion Corp.
529900MPGS2GM7VPG855
Lion Corp.
N/A
6200.00000000
NS
126426.62000000
0.003484471040
Long
EC
CORP
JP
N
2
N
N
N
MyoKardia, Inc.
549300OLNNNZ1NI9UY54
MyoKardia, Inc.
62857M105
-1552.00000000
NS
USD
-346918.56000000
-0.00956149643
Short
EC
CORP
US
N
1
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAR4
677000.00000000
PA
USD
629980.58000000
0.017363029140
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
ANA Holdings, Inc.
5493008IRKIY0G3TE305
ANA Holdings, Inc.
N/A
3200.00000000
NS
69794.69000000
0.001923626338
Long
EC
CORP
JP
N
2
N
N
N
Vertical US Newco, Inc.
549300C2AFWPAYWS5574
Vertical US Newco, Inc.
92537RAA7
400000.00000000
PA
USD
411680.00000000
0.011346400291
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
N/A
4767.00000000
NS
762374.30000000
0.021011960697
Long
EC
CORP
NL
N
2
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AM2
1715000.00000000
PA
USD
2000067.75000000
0.055124293874
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust, Series 2004-3, Class M2
68389FFU3
23054.81000000
PA
USD
22529.85000000
0.000620950001
Long
ABS-O
CORP
US
N
3
2034-11-25
Floating
1.00424900
N
N
N
N
N
N
Noble Energy, Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AN5
717000.00000000
PA
USD
934372.42000000
0.025752437570
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.95000000
N
N
N
N
N
N
Colfax Corp.
635400OP2DYYYMOIYL17
Colfax Corp.
15723RAC8
120000.00000000
PA
USD
126300.00000000
0.003480981239
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
6.37500000
N
N
N
N
N
N
National Vision Holdings, Inc.
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845R107
20877.00000000
NS
USD
841969.41000000
0.023205698501
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
662000.00000000
PA
USD
650623.53000000
0.017931973888
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.62500000
N
N
N
N
N
N
Kunlun Energy Co. Ltd.
5299007GRIKP15GM4927
Kunlun Energy Co. Ltd.
N/A
1328000.00000000
NS
859752.08000000
0.023695810462
Long
EC
CORP
BM
N
2
N
N
N
Nagoya Railroad Co. Ltd.
353800P62OOYUY3I8T51
Nagoya Railroad Co. Ltd.
N/A
5200.00000000
NS
138607.26000000
0.003820184257
Long
EC
CORP
JP
N
2
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
1420000.00000000
PA
USD
1444345.90000000
0.039807925430
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8010.57000000
-0.00022078102
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
3843367.59000000
SEK
424262.49000000
USD
2020-12-29
-8010.57000000
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAW9
1075000.00000000
PA
USD
1276834.26000000
0.035191101389
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
791000.00000000
PA
989713.79000000
0.027277712873
Long
DBT
NUSS
IT
Y
2
2041-03-01
Fixed
1.80000000
N
N
N
N
N
N
Toyota Motor Corp.
5493006W3QUS5LMH6R84
Toyota Motor Corp.
N/A
121900.00000000
NS
8002357.89000000
0.220554692716
Long
EC
CORP
JP
N
2
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBR9
865000.00000000
PA
USD
987928.32000000
0.027228503153
Long
DBT
CORP
US
Y
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
N/A
12215.00000000
NS
164294.52000000
0.004528156309
Long
EC
CORP
FR
N
2
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
927000.00000000
PA
USD
851495.85000000
0.023468258746
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
6.25000000
N
N
N
N
N
N
AMP Ltd.
5299000D93LTLU0UJR35
AMP Ltd.
N/A
95032.00000000
NS
102263.19000000
0.002818497592
Long
EC
CORP
AU
N
2
N
N
N
Canadian Pacific Railway Ltd.
N/A
Canadian Pacific Railway Ltd.
13645T100
16831.00000000
NS
5029718.79000000
0.138625152414
Long
EC
CORP
CA
N
1
N
N
FleetCor Technologies, Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
13955.00000000
NS
USD
3082799.05000000
0.084965682180
Long
EC
CORP
US
N
1
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAJ4
479000.00000000
PA
USD
493370.00000000
0.013597875806
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.87500000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
517800000.00000000
PA
5802406.61000000
0.159921366236
Long
DBT
NUSS
JP
N
2
2034-06-20
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1104.92000000
-0.00003045293
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
3482342.19000000
NOK
363607.24000000
USD
2020-12-29
-1104.92000000
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
735000.00000000
PA
USD
792881.25000000
0.021852769253
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2017-C, Class A3
34532AAD5
49496.86000000
PA
USD
49623.73000000
0.001367690207
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
2.01000000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAC0
196000.00000000
PA
USD
181986.00000000
0.005015754963
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
5.12500000
N
N
N
N
N
N
Nibe Industrier AB
549300ZQH0FIF1P0MX67
Nibe Industrier AB, Class B
N/A
8623.00000000
NS
207631.56000000
0.005722577713
Long
EC
CORP
SE
N
2
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
N/A
6987.00000000
NS
2258097.27000000
0.062235900512
Long
EC
CORP
FR
N
2
N
N
N
Methanex Corp.
549300TSJHRXT9QXRD13
Methanex Corp.
59151KAL2
398000.00000000
PA
USD
403264.02000000
0.011114445671
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K153, Class X3
3137BXHE5
5395000.00000000
PA
USD
1586725.61000000
0.043732082987
Long
ABS-MBS
USGSE
US
N
2
2035-04-25
Variable
3.77384000
N
N
N
N
N
N
Mando Corp.
988400P5GM9DGVVOJQ79
Mando Corp.
N/A
53651.00000000
NS
1705273.72000000
0.046999412733
Long
EC
CORP
KR
N
2
N
N
N
China Merchants Bank Co. Ltd.
549300MKO5B60FFIHF58
China Merchants Bank Co. Ltd., Class H
N/A
783000.00000000
NS
4078595.64000000
0.112411044402
Long
EC
CORP
CN
N
2
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SoftBank Corp.
N/A
79600.00000000
NS
926342.85000000
0.025531132878
Long
EC
CORP
JP
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
N/A
77169.00000000
NS
380649.04000000
0.010491149384
Long
EC
CORP
PT
N
2
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2019-1, Class M1
85571KAD7
2000000.00000000
PA
USD
2019547.80000000
0.055661187687
Long
ABS-MBS
CORP
US
Y
3
2049-06-25
Variable
3.76400200
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
49860.00000000
NS
18039503.12000000
0.497190593333
Long
EC
CORP
NL
N
2
N
N
N
OTP Bank Nyrt.
529900W3MOO00A18X956
OTP Bank Nyrt.
N/A
42108.00000000
NS
1313540.83000000
0.036202778995
Long
EC
CORP
HU
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KF62, Class B
30310WAF8
939994.96000000
PA
USD
888334.15000000
0.024483566990
Long
ABS-MBS
USGSE
US
Y
2
2026-04-25
Floating
2.19825000
N
N
N
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
N/A
8148.00000000
NS
584705.37000000
0.016115189420
Long
EC
CORP
CH
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127964M8
3286000.00000000
PA
USD
3284881.38000000
0.090535316382
Long
STIV
UST
US
N
2
2021-03-11
None
0.00000000
N
N
N
N
N
N
Ceridian HCM Holding, Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677J108
18406.00000000
NS
USD
1586965.32000000
0.043738689685
Long
EC
CORP
US
N
1
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
N/A
8281.00000000
NS
223787.25000000
0.006167848131
Long
EC
CORP
ES
N
2
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AF8
656000.00000000
PA
USD
674860.00000000
0.018599960408
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAP9
442000.00000000
PA
USD
470971.19000000
0.012980537426
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
Trend Micro, Inc.
3538005O5UJ5RNAGVE16
Trend Micro, Inc.
N/A
3700.00000000
NS
207255.97000000
0.005712225997
Long
EC
CORP
JP
N
2
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BN3
385000.00000000
PA
USD
392738.50000000
0.010824349569
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2018-2, Class M2
92259BAG5
331103.46000000
PA
USD
333041.54000000
0.009179028922
Long
ABS-MBS
CORP
US
Y
3
2048-10-26
Variable
4.51000100
N
N
N
N
N
N
Bank Central Asia Tbk. PT
254900BR956G2OHVOM21
Bank Central Asia Tbk. PT
N/A
3726700.00000000
NS
7332862.81000000
0.202102596012
Long
EC
CORP
ID
N
2
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AF3
1964000.00000000
PA
USD
2049492.92000000
0.056486511526
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.70000000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
227000.00000000
PA
USD
242935.40000000
0.006695594377
Long
DBT
CORP
NL
Y
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
CapitaLand Mall Trust
54930031292WUTXF0L29
CapitaLand Mall Trust
N/A
125112.00000000
NS
158586.64000000
0.004370840211
Long
EC
CORP
SG
N
2
N
N
N
TOTAL SE
529900S21EQ1BO4ESM68
TOTAL SE
N/A
68622.00000000
NS
2079021.90000000
0.057300366043
Long
EC
CORP
FR
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K737, Class B
30300SAS1
400000.00000000
PA
USD
431161.28000000
0.011883328005
Long
ABS-MBS
USGSE
US
Y
2
2053-01-25
Variable
3.30137600
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAY6
610000.00000000
PA
USD
654828.49000000
0.018047867688
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.70000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG Bank NV
N/A
602000.00000000
PA
466234.77000000
0.012849995944
Long
DBT
NUSS
NL
Y
2
2023-03-06
Fixed
4.75000000
N
N
N
N
N
N
Rohm Co. Ltd.
5493009V2FGDEP7JFE59
Rohm Co. Ltd.
N/A
2400.00000000
NS
184528.62000000
0.005085832655
Long
EC
CORP
JP
N
2
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
1689000.00000000
PA
USD
1754448.75000000
0.048354736224
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
China Development Bank
300300C1020111000029
China Development Bank
N/A
3000000.00000000
PA
USD
3060000.00000000
0.084337312700
Long
DBT
NUSS
CN
Y
2
2022-01-24
Fixed
2.62500000
N
N
N
N
N
N
Wolverine Escrow LLC
N/A
Wolverine Escrow LLC
97789LAB2
940000.00000000
PA
USD
717055.50000000
0.019762919584
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
9.00000000
N
N
N
N
N
N
Yamazaki Baking Co. Ltd.
N/A
Yamazaki Baking Co. Ltd.
984632109
3400.00000000
NS
55847.83000000
0.001539233955
Long
EC
CORP
JP
N
2
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
12009.00000000
NS
USD
474715.77000000
0.013083742594
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
18903.00000000
NS
USD
2384424.42000000
0.065717630039
Long
EC
CORP
US
N
1
N
N
N
Grupo Financiero Banorte SAB de CV
N/A
Grupo Financiero Banorte SAB de CV, Class O
N/A
820351.00000000
NS
3658638.22000000
0.100836508372
Long
EC
CORP
MX
N
1
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
1360000.00000000
PA
USD
1455204.32000000
0.040107196659
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
Kose Corp.
353800NX4GGAVDHHY664
Kose Corp.
N/A
1100.00000000
NS
140223.10000000
0.003864718768
Long
EC
CORP
JP
N
2
N
N
N
Medipal Holdings Corp.
353800PJDODZEA4NP730
Medipal Holdings Corp.
N/A
5000.00000000
NS
89129.47000000
0.002456516334
Long
EC
CORP
JP
N
2
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S, Class B
N/A
27677.00000000
NS
3504486.39000000
0.096587896905
Long
EC
CORP
DK
N
2
N
N
N
Teck Resources Ltd.
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878742AE5
154000.00000000
PA
USD
178238.01000000
0.004912455811
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
6.12500000
N
N
N
N
N
N
Kakaku.com, Inc.
353800KA15Y0DCPWYY65
Kakaku.com, Inc.
N/A
3800.00000000
NS
100424.22000000
0.002767813348
Long
EC
CORP
JP
N
2
N
N
N
Red Electrica Corp. SA
5493009HMD0C90GUV498
Red Electrica Corp. SA
N/A
11970.00000000
NS
210845.42000000
0.005811155594
Long
EC
CORP
ES
N
2
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
N/A
6926.00000000
NS
549435.84000000
0.015143118381
Long
EC
CORP
DK
N
2
N
N
N
Chase Mortgage Finance Trust
N/A
Chase Mortgage Finance Trust, Series 2007-A1, Class 8A1
161630AW8
88549.47000000
PA
USD
89173.30000000
0.002457724342
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
2.87561500
N
N
N
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
31849HVT6
231000.00000000
PA
USD
230538.39000000
0.006353917740
Long
STIV
CORP
AE
Y
2
2021-08-27
None
0.00000000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959WAG8
597000.00000000
PA
USD
616029.38000000
0.016978517141
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Kawasaki Heavy Industries Ltd.
5493008FFSI8SQ74AT93
Kawasaki Heavy Industries Ltd.
N/A
4000.00000000
NS
47788.60000000
0.001317111797
Long
EC
CORP
JP
N
2
N
N
N
Dentsu Group, Inc.
5299007PBBE83ZLJZG91
Dentsu Group, Inc.
N/A
5900.00000000
NS
170085.32000000
0.004687757783
Long
EC
CORP
JP
N
2
N
N
N
Osaka Gas Co. Ltd.
353800024KMNOPQRWZ02
Osaka Gas Co. Ltd.
N/A
10300.00000000
NS
195599.32000000
0.005390954580
Long
EC
CORP
JP
N
2
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
24993.00000000
NS
USD
2796216.84000000
0.077067128762
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
2320000.00000000
PA
USD
2304787.50000000
0.063522739900
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300100
N
N
N
N
N
Ameriquest Mortgage Securities, Inc.
N/A
Ameriquest Mortgage Securities, Inc., Series 2004-FR1W, Class A6
03072SRC1
180072.77000000
PA
USD
184070.53000000
0.005073207139
Long
ABS-O
CORP
US
N
3
2034-05-25
Variable
4.12639200
N
N
N
N
N
N
JD.com, Inc.
549300HVTWB0GJZ16V92
JD.com, Inc.
47215P106
48113.00000000
NS
USD
3922171.76000000
0.108099812480
Long
EC
CORP
KY
N
1
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG (Registered)
N/A
84.00000000
NS
173429.96000000
0.004779940120
Long
EC
CORP
CH
N
2
N
N
N
Ageas SA
5493005DJBML6LY3RV36
Ageas SA
N/A
4937.00000000
NS
198808.28000000
0.005479397411
Long
EC
CORP
BE
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
2270000.00000000
PA
USD
2423416.79000000
0.066792307066
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.69899900
N
N
N
N
N
N
Ping An Bank Co. Ltd.
549300W9MKNIVWXFM679
Ping An Bank Co. Ltd., Class A
N/A
1307200.00000000
NS
3470923.31000000
0.095662857698
Long
EC
CORP
CN
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF49, Class B
30307PAA9
300274.30000000
PA
USD
285192.21000000
0.007860243331
Long
ABS-MBS
USGSE
US
Y
2
2025-06-25
Floating
2.04824900
N
N
N
N
N
N
Avaya Holdings Corp.
549300NZS2OZN6Q63A60
Avaya Holdings Corp.
05351X101
6805.00000000
NS
USD
117046.00000000
0.003225929772
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-2A, Class D
30167LAG4
360000.00000000
PA
USD
376199.53000000
0.010368515490
Long
ABS-O
CORP
US
Y
2
2025-03-17
Fixed
3.71000000
N
N
N
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160AY5
326000.00000000
PA
USD
395310.96000000
0.010895249688
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.70000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AJ5
370000.00000000
PA
USD
375614.32000000
0.010352386392
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
N/A
59850.00000000
NS
2674063.04000000
0.073700421825
Long
EC
CORP
FR
N
2
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BL7
240000.00000000
PA
USD
248839.20000000
0.006858310268
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.62300000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAR1
720000.00000000
PA
USD
741391.20000000
0.020433641002
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Fresenius SE & Co. KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co. KGaA
N/A
11607.00000000
NS
430543.60000000
0.011866303994
Long
EC
CORP
DE
N
2
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
N/A
4116.00000000
NS
235408.12000000
0.006488133408
Long
EC
CORP
DE
N
2
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAE5
870000.00000000
PA
USD
1012323.30000000
0.027900858400
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
N/A
758.00000000
NS
1274003.99000000
0.035113095714
Long
EC
CORP
NL
Y
2
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
620000.00000000
PA
USD
602241.17000000
0.016598497344
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Claire's Stores, Inc.
N/A
Claire's Stores, Inc.
N/A
237.00000000
NS
USD
414750.00000000
0.011431013216
Long
EC
CORP
US
N
3
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
1290000.00000000
PA
USD
1266128.55000000
0.034896039032
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
1115000.00000000
PA
USD
1081550.00000000
0.029808830245
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
2994.00000000
NC
USD
-9736577.82000000
-0.26835189811
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2020-12-18
488807925.00000000
USD
-9736577.82000000
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AK0
1015000.00000000
PA
USD
1086050.00000000
0.029932855705
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
5.50000000
N
N
N
N
N
N
Stanley Electric Co. Ltd.
N/A
Stanley Electric Co. Ltd.
N/A
3700.00000000
NS
105375.32000000
0.002904271671
Long
EC
CORP
JP
N
2
N
N
N
New Albertsons LP
N/A
New Albertsons LP
013104AF1
40000.00000000
PA
USD
45200.00000000
0.001245766841
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
7.45000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DC6
1305000.00000000
PA
USD
1298740.36000000
0.035794860084
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAP6
400000.00000000
PA
USD
443322.52000000
0.012218506534
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
4.00000000
N
N
N
N
N
N
Seibu Holdings, Inc.
353800JY9TYV9WTCN620
Seibu Holdings, Inc.
N/A
5900.00000000
NS
58987.66000000
0.001625771479
Long
EC
CORP
JP
N
2
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 1A4
92922F4D7
190195.55000000
PA
USD
188263.14000000
0.005188760558
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.37246900
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAM0
460000.00000000
PA
USD
519069.57000000
0.014306187136
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.12500000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2018-2, Class M3
92259BAK6
478677.52000000
PA
USD
476252.16000000
0.013126087366
Long
ABS-MBS
CORP
US
Y
3
2048-10-26
Variable
4.72000000
N
N
N
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417M104
8568.00000000
NS
USD
2207887.92000000
0.060852069907
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2020-28
38380N3R8
8909166.87000000
PA
USD
654980.57000000
0.018052059197
Long
ABS-MBS
USGA
US
N
2
2061-11-16
Variable
0.86134000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
N/A
32114.00000000
NS
861594.05000000
0.023746577390
Long
EC
CORP
ES
N
2
N
N
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AG6
55000.00000000
PA
USD
39737.50000000
0.001095213713
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
Liberty Interactive LLC
Liberty Interactive LLC
USD
XXXX
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AQ0
610000.00000000
PA
USD
570206.78000000
0.015715590689
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-28CB, Class 6A1
12667FYV1
82462.59000000
PA
USD
83412.50000000
0.002298949704
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.00000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAT6
360000.00000000
PA
USD
334634.22000000
0.009222925115
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.15000000
N
N
N
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
38728.00000000
NS
USD
1056887.12000000
0.029129091349
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
-1342.00000000
NC
USD
2464762.95000000
0.067931857401
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Long Bond
2020-12-21
-230865937.50000000
USD
2464762.95000000
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCJ0
2532000.00000000
PA
USD
2614290.00000000
0.072053004320
Long
DBT
CORP
US
Y
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1088.93000000
-0.00003001223
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
1306343.46000000
GBP
1691290.22000000
USD
2020-11-04
-1088.93000000
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAC0
1115000.00000000
PA
USD
1042748.00000000
0.028739400047
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.37500000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2019-2A, Class E
96041LAG7
470000.00000000
PA
USD
479467.73000000
0.013214712377
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
4.02000000
N
N
N
N
N
N
Nippon Shinyaku Co. Ltd.
N/A
Nippon Shinyaku Co. Ltd.
N/A
1300.00000000
NS
92892.98000000
0.002560243235
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
MSCI Emerging Markets E-Mini Index
N/A
-311.00000000
NC
USD
-193308.27000000
-0.00532781046
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI Emerging Markets E-Mini Index
MXEF Index
2020-12-18
-17137655.00000000
USD
-193308.27000000
N
N
N
American Home Mortgage Investment Trust
N/A
American Home Mortgage Investment Trust, Series 2006-3, Class 22A1
026929AJ8
2011239.39000000
PA
USD
1805385.62000000
0.049758618163
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
2.01512900
N
N
N
N
N
N
Quicken Loans LLC
549300FGXN1K3HLB1R50
Quicken Loans LLC
74840LAB8
445000.00000000
PA
USD
465140.70000000
0.012819842047
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AQ4
1096000.00000000
PA
USD
909680.00000000
0.025071884515
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
Wanhua Chemical Group Co. Ltd.
3003002H0G2KDG6CR124
Wanhua Chemical Group Co. Ltd., Class A
N/A
108900.00000000
NS
1280932.52000000
0.035304054407
Long
EC
CORP
CN
N
2
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
N/A
562811.00000000
NS
USD
1426420.84000000
0.039313889028
Long
EC
CORP
RU
N
1
N
N
N
Singapore Telecommunications Ltd.
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd.
N/A
226700.00000000
NS
336994.91000000
0.009287988595
Long
EC
CORP
SG
N
2
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2007-10, Class A4
12545CAD2
196576.71000000
PA
USD
140822.48000000
0.003881238408
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.50000000
N
N
N
N
N
N
Jardine Matheson Holdings Ltd.
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd.
N/A
6100.00000000
NS
USD
270386.48000000
0.007452179448
Long
EC
CORP
BM
N
2
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR7, Class A3
92922FQ43
200028.78000000
PA
USD
203685.51000000
0.005613819787
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
2.95191700
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
461962.00000000
NS
925105.45000000
0.025497028633
Long
EC
CORP
ES
N
2
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
143791.00000000
NS
USD
6910595.46000000
0.190464395509
Long
EC
CORP
US
N
1
N
N
N
Aurizon Holdings Ltd.
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd.
N/A
54005.00000000
NS
143202.87000000
0.003946844845
Long
EC
CORP
AU
N
2
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAE6
550000.00000000
PA
USD
618485.04000000
0.017046198110
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.90000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAB0
560000.00000000
PA
USD
591919.01000000
0.016314006091
Long
DBT
CORP
US
Y
2
2040-04-05
Fixed
3.37700000
N
N
N
N
N
N
Novozymes A/S
529900T6WNZXD2R3JW38
Novozymes A/S, Class B
N/A
5782.00000000
NS
347736.43000000
0.009584037919
Long
EC
CORP
DK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11367.71000000
0.000313307880
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
571211.33000000
USD
5179747.74000000
SEK
2020-12-29
11367.71000000
N
N
N
Emirate of Abu Dhabi United Arab Emirates
213800FER4348CINTA77
United Arab Emirates Government Bond
29135LAL4
1569000.00000000
PA
USD
1567038.75000000
0.043189489239
Long
DBT
NUSS
AE
Y
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
9936.00000000
NS
USD
1005721.92000000
0.027718916358
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BF2
950000.00000000
PA
USD
1161140.86000000
0.032002450914
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAF7
320000.00000000
PA
USD
392289.23000000
0.010811967143
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCS7
600000.00000000
PA
USD
610141.02000000
0.016816226795
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
Sensata Technologies, Inc.
N/A
Sensata Technologies, Inc.
81728UAA2
2910000.00000000
PA
USD
3040950.00000000
0.083812271587
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAJ8
430000.00000000
PA
USD
431612.50000000
0.011895764175
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
5.62500000
N
N
N
N
N
N
Facebook, Inc.
BQ4BKCS1HXDV9HN80Z93
Facebook, Inc., Class A
30303M102
12073.00000000
NS
USD
3176527.03000000
0.087548939030
Long
EC
CORP
US
N
1
N
N
N
United States Cellular Corp.
N/A
United States Cellular Corp.
911684AD0
2005000.00000000
PA
USD
2640775.48000000
0.072782976284
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.70000000
N
N
N
N
N
Thai Oil PCL
549300HG5527UPZLTT69
Thai Oil PCL
N/A
1342700.00000000
NS
1474676.63000000
0.040643877149
Long
EC
CORP
TH
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
455532.56000000
0.012555030051
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
50302969.00000000
EUR
59042179.26000000
USD
2020-11-04
455532.56000000
N
N
N
Aeon Co. Ltd.
5299009MXFL34SA71416
Aeon Co. Ltd.
N/A
18100.00000000
NS
462422.31000000
0.012744919921
Long
EC
CORP
JP
N
2
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAE2
8000.00000000
PA
USD
7980.00000000
0.000219938482
Long
DBT
CORP
CA
Y
2
2023-03-01
Fixed
5.50000000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AU1
824000.00000000
PA
USD
862019.74000000
0.023758309923
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.10000000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
458000.00000000
PA
USD
411705.36000000
0.011347099244
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
MISUMI Group, Inc.
353800SJWGE5BEK2V032
MISUMI Group, Inc.
N/A
7800.00000000
NS
231656.67000000
0.006384738894
Long
EC
CORP
JP
N
2
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
124595.00000000
NS
USD
2672562.75000000
0.073659072012
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AH0
3557000.00000000
PA
USD
3515667.66000000
0.096896066272
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAS6
245000.00000000
PA
USD
252961.10000000
0.006971914833
Long
DBT
CORP
FR
Y
2
2022-11-21
Fixed
2.12500000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1119000.00000000
PA
1493591.07000000
0.041165182064
Long
DBT
NUSS
GB
Y
2
2025-06-07
Fixed
0.62500000
N
N
N
N
N
N
Texas Eastern Transmission LP
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AE0
495000.00000000
PA
USD
513878.74000000
0.014163121563
Long
DBT
CORP
US
Y
2
2048-01-15
Fixed
4.15000000
N
N
N
N
N
N
Bear Stearns ALT-A Trust
N/A
Bear Stearns ALT-A Trust, Series 2005-4, Class 23A1
07386HSY8
47095.53000000
PA
USD
46960.61000000
0.001294291388
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
3.39892200
N
N
N
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
N/A
518.00000000
NS
466358.65000000
0.012853410227
Long
EC
CORP
CH
N
2
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CC6
855000.00000000
PA
USD
866699.73000000
0.023887296126
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Trustees of Boston University
549300M1CR2B2GU2ZU17
Trustees of Boston University, Series Ee
10115CAB0
560000.00000000
PA
USD
579708.93000000
0.015977481472
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.17300000
N
N
N
N
N
N
Power Assets Holdings Ltd.
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd.
N/A
39000.00000000
NS
200838.04000000
0.005535340059
Long
EC
CORP
HK
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1020000.00000000
PA
1426337.88000000
0.039311602549
Long
DBT
NUSS
GB
Y
2
2027-07-22
Fixed
1.25000000
N
N
N
N
N
N
Brookfield Property REIT, Inc.
N/A
Brookfield Property REIT, Inc.
11284DAA3
247000.00000000
PA
USD
205010.00000000
0.005650324338
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Sumitomo Heavy Industries Ltd.
353800VSTEIRMBC3S374
Sumitomo Heavy Industries Ltd.
N/A
3000.00000000
NS
64299.86000000
0.001772182156
Long
EC
CORP
JP
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
393150000.00000000
PA
3845506.07000000
0.105986813045
Long
DBT
NUSS
JP
N
2
2024-09-20
Fixed
0.50000000
N
N
N
N
N
N
Brambles Ltd.
N/A
Brambles Ltd.
N/A
42675.00000000
NS
287813.82000000
0.007932498083
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
696.24000000
0.000019189219
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
780113.81000000
EUR
833361.26000000
CHF
2020-12-29
696.24000000
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc., Series Y
156700BA3
220000.00000000
PA
USD
242761.20000000
0.006690793214
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
Tokyo Electric Power Co. Holdings, Inc.
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co. Holdings, Inc.
N/A
40000.00000000
NS
103215.03000000
0.002844731457
Long
EC
CORP
JP
N
2
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBX0
2092000.00000000
PA
USD
2202876.00000000
0.060713935311
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
N/A
20851.00000000
NS
196829.52000000
0.005424860384
Long
EC
CORP
NO
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1839000.00000000
PA
3118021.89000000
0.085936466387
Long
DBT
NUSS
GB
Y
2
2057-07-22
Fixed
1.75000000
N
N
N
N
N
N
Fresenius Medical Care AG & Co. KGaA
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co. KGaA
N/A
5894.00000000
NS
450078.61000000
0.012404712572
Long
EC
CORP
DE
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-172
38379K7D4
2598058.33000000
PA
USD
104195.65000000
0.002871758534
Long
ABS-MBS
USGA
US
N
2
2057-03-16
Variable
0.78718000
N
N
N
N
N
N
ADT Security Corp. (The)
5493009JEEDYLVRA0J13
ADT Security Corp. (The)
74166NAA2
305000.00000000
PA
USD
314058.50000000
0.008655833307
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
Nippon Paint Holdings Co. Ltd.
529900RYRJUN78A7PL87
Nippon Paint Holdings Co. Ltd.
N/A
4100.00000000
NS
369327.85000000
0.010179123651
Long
EC
CORP
JP
N
2
N
N
N
Trade Desk, Inc. (The)
549300GXPD31VT3E0P46
Trade Desk, Inc. (The), Class A
88339J105
4978.00000000
NS
USD
2819788.10000000
0.077716781287
Long
EC
CORP
US
N
1
N
N
N
Tosoh Corp.
529900YSLFVJF2MDBX02
Tosoh Corp.
N/A
7200.00000000
NS
116709.37000000
0.003216651840
Long
EC
CORP
JP
N
2
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBF7
1395000.00000000
PA
USD
1491824.87000000
0.041116503449
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBD2
428000.00000000
PA
USD
504835.54000000
0.013913879999
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
182169.00000000
NS
USD
36883757.43000000
1.016561105868
Long
EC
CORP
US
N
1
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
04021LAA8
2429000.00000000
PA
USD
2398637.50000000
0.066109359769
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
7.12500000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAV8
4856000.00000000
PA
USD
5541910.00000000
0.152741763604
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
795000.00000000
PA
USD
814548.54000000
0.022449946054
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Nisshin Seifun Group, Inc.
529900N4QFZS1P6PYX29
Nisshin Seifun Group, Inc.
N/A
5400.00000000
NS
81317.64000000
0.002241212821
Long
EC
CORP
JP
N
2
N
N
N
TDK Corp.
3538005O8WNU39U8NX03
TDK Corp.
N/A
3700.00000000
NS
435122.67000000
0.011992508719
Long
EC
CORP
JP
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-K94, Class C
30310XAG4
2257000.00000000
PA
USD
2320606.10000000
0.063958719709
Long
ABS-MBS
USGSE
US
Y
2
2052-07-25
Variable
3.96558400
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
59365.00000000
NS
USD
4125867.50000000
0.113713914218
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BN2
520000.00000000
PA
USD
625033.16000000
0.017226672242
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.32700000
N
N
N
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
N/A
696.00000000
NS
152791.94000000
0.004211131249
Long
EC
CORP
IT
N
2
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
1187000.00000000
PA
1448318.42000000
0.039917412901
Long
DBT
NUSS
BE
Y
2
2030-06-22
Fixed
0.10000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
2560000.00000000
PA
3251377.84000000
0.089611918170
Long
DBT
NUSS
ES
Y
2
2025-04-30
Fixed
1.60000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A3
59020USK2
30817.25000000
PA
USD
31710.65000000
0.000873983988
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
3.78586400
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAR5
2742000.00000000
PA
USD
2604900.00000000
0.071794204527
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3690.63000000
-0.00010171824
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
501823.53000000
CHF
544627.43000000
USD
2020-12-29
-3690.63000000
N
N
N
GVC Holdings plc
213800GNI3K45LQR8L28
GVC Holdings plc
N/A
16178.00000000
NS
202662.40000000
0.005585621634
Long
EC
CORP
IM
N
2
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBV5
410000.00000000
PA
USD
485757.04000000
0.013388053391
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.70000000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGL7
5800000.00000000
PA
USD
6511311.71000000
0.179459650908
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.70500100
N
N
N
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
559458.00000000
NS
28121507.98000000
0.775062879780
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, Class M3
61744CKQ8
37463.46000000
PA
USD
34002.04000000
0.000937137477
Long
ABS-O
CORP
US
N
3
2034-12-25
Floating
0.92925000
N
N
N
N
N
N
London Stock Exchange Group plc
213800QAUUUP6I445N30
London Stock Exchange Group plc
N/A
48998.00000000
NS
5281882.62000000
0.145575093520
Long
EC
CORP
GB
N
2
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
197677AH0
450000.00000000
PA
USD
571500.00000000
0.015751233401
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.50000000
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
N/A
770000.00000000
PA
906806.51000000
0.024992687644
Long
DBT
NUSS
JP
Y
2
2021-09-22
Fixed
0.87500000
N
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
N/A
19710.00000000
NS
6546591.13000000
0.180431994527
Long
EC
CORP
CH
N
2
N
N
N
Kingspan Group plc
635400HM7V74SUB9OG75
Kingspan Group plc
N/A
3832.00000000
NS
334050.97000000
0.009206850037
Long
EC
CORP
IE
N
1
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
53005.00000000
NS
USD
8743174.75000000
0.240972504212
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K726, Class X3
3137BYPT1
15362515.00000000
PA
USD
1015634.30000000
0.027992113578
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Variable
2.13779900
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3002.02000000
0.000082739313
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
363947.21000000
CHF
400669.36000000
USD
2020-12-29
3002.02000000
N
N
N
Cenovus Energy, Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAR0
700000.00000000
PA
USD
689424.05000000
0.019001363296
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBG3
250000.00000000
PA
USD
254424.51000000
0.007012248189
Long
DBT
CORP
US
Y
2
2021-11-19
Fixed
2.15000000
N
N
N
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
89941.00000000
NS
USD
922794.66000000
0.025433340457
Long
EC
CORP
US
N
1
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc., Class A
222070203
98583.00000000
NS
USD
285890.70000000
0.007879494563
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BM4
1150000.00000000
PA
USD
1123314.61000000
0.030959913570
Long
DBT
CORP
US
Y
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3955.86000000
0.000109028301
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
3132640.17000000
DKK
494789.73000000
USD
2020-12-29
3955.86000000
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC6, Class M2
61744CEV4
280572.36000000
PA
USD
280459.29000000
0.007729798313
Long
ABS-O
CORP
US
N
3
2034-07-25
Floating
2.02425100
N
N
N
N
N
N
Kongsberg Gruppen ASA
5967007LIEEXZXJ9HK73
Kongsberg Gruppen ASA
N/A
19392.00000000
NS
315107.18000000
0.008684736200
Long
EC
CORP
NO
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canadian Treasury Bills
1350Z76P4
15793000.00000000
PA
11849550.84000000
0.326587998221
Long
STIV
NUSS
CA
N
2
2021-03-04
None
0.00000000
N
N
N
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021AS5
290000.00000000
PA
USD
275494.58000000
0.007592964882
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.60000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAB1
451000.00000000
PA
USD
468593.51000000
0.012915005680
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
4.62500000
N
N
N
N
N
N
X5 Retail Group NV
213800J17UJJJDGUVF56
X5 Retail Group NV
98387E205
40792.00000000
NS
USD
1433820.93000000
0.039517844487
Long
EC
CORP
NL
Y
2
N
N
N
Persimmon plc
213800XI72Y57UWN6F31
Persimmon plc
N/A
155426.00000000
NS
4705759.65000000
0.129696445456
Long
EC
CORP
GB
N
2
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAR2
1192000.00000000
PA
USD
1254580.00000000
0.034577746983
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-30031.03000000
-0.00082769162
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1335654.33000000
USD
1857469.53000000
AUD
2020-11-04
-30031.03000000
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
416700000.00000000
PA
4621889.37000000
0.127384878779
Long
DBT
NUSS
JP
N
2
2034-09-20
Fixed
1.40000000
N
N
N
N
N
N
Shizuoka Bank Ltd. (The)
549300TJ1GRR4PX8GJ82
Shizuoka Bank Ltd. (The)
N/A
11700.00000000
NS
78691.27000000
0.002168826877
Long
EC
CORP
JP
N
2
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJM2
2000000.00000000
PA
USD
1975350.74000000
0.054443063089
Long
DBT
CORP
US
N
2
2051-10-24
Variable
2.83100000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
450000.00000000
PA
USD
555166.50000000
0.015301062324
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co. KGaA (Preference)
N/A
4927.00000000
NS
479449.21000000
0.013214201943
Long
EC
CORP
DE
N
2
N
N
N
Japan Retail Fund Investment Corp.
353800QDHNIP60E1LQ93
Japan Retail Fund Investment Corp.
N/A
72.00000000
NS
103781.39000000
0.002860341026
Long
EC
CORP
JP
N
2
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AZ9
1150000.00000000
PA
USD
1155535.34000000
0.031847955982
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
GPT Group (The)
N/A
GPT Group (The)
N/A
53867.00000000
NS
152564.87000000
0.004204872924
Long
EC
CORP
AU
N
2
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBH8
571000.00000000
PA
USD
573016.28000000
0.015793023917
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-3A, Class E
30167EAE5
810000.00000000
PA
USD
827763.46000000
0.022814165283
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
4.00000000
N
N
N
N
N
N
Admiral Group plc
213800FGVM7Z9EJB2685
Admiral Group plc
N/A
5305.00000000
NS
188984.61000000
0.005208645146
Long
EC
CORP
GB
N
2
N
N
N
Equitrans Midstream Corp.
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp.
294600101
106954.00000000
NS
USD
776486.04000000
0.021400897373
Long
EC
CORP
US
N
1
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
N/A
21938.00000000
NS
822942.84000000
0.022681303147
Long
EC
CORP
FR
Y
2
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AY2
567000.00000000
PA
USD
669938.85000000
0.018464327543
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.00000100
N
N
N
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
N/A
2788.00000000
NS
291929.68000000
0.008045936179
Long
EC
CORP
DE
N
2
N
N
N
Telekomunikasi Indonesia Persero Tbk. PT
529900M5SQZAOKV1PC81
Telekomunikasi Indonesia Persero Tbk. PT
N/A
5713000.00000000
NS
1011543.95000000
0.027879378569
Long
EC
CORP
ID
N
2
N
N
N
N/A
N/A
Euro-Schatz
N/A
-69.00000000
NC
-16139.74000000
-0.00044483081
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Schatz
2020-12-08
-7760430.00000000
EUR
-16139.74000000
N
N
N
Nordson Corp.
14OS6Q5N55N95WM84M53
Nordson Corp.
655663102
5648.00000000
NS
USD
1092492.64000000
0.030110422680
Long
EC
CORP
US
N
1
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890ML34
250000.00000000
PA
USD
249995.83000000
0.006890188394
Long
STIV
CORP
US
Y
2
2020-11-03
None
0.00000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AW0
465000.00000000
PA
USD
479594.16000000
0.013218196941
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K716, Class X3
3137BDDE3
16608264.00000000
PA
USD
137441.69000000
0.003788059734
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Variable
1.79490600
N
N
N
N
N
N
Korea Development Bank (The)
549300ML2LNRZUCS7149
Korea Development Bank (The)
500630CV8
1087000.00000000
PA
USD
1121987.81000000
0.030923345352
Long
DBT
NUSS
KR
N
2
2022-03-19
Fixed
3.00000000
N
N
N
N
N
N
Ambu A/S
5299008W2A69WX355710
Ambu A/S, Class B
N/A
4514.00000000
NS
136911.46000000
0.003773445952
Long
EC
CORP
DK
N
2
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
N/A
7507.00000000
NS
178446.80000000
0.004918210317
Long
EC
CORP
ES
N
2
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AD7
645000.00000000
PA
USD
625650.00000000
0.017243673101
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.00000000
N
N
N
N
N
N
Alnylam Pharmaceuticals, Inc.
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043Q107
6689.00000000
NS
USD
822546.33000000
0.022670374851
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DH7
370000.00000000
PA
USD
333439.18000000
0.009189988362
Long
DBT
CORP
US
N
2
2049-09-13
Fixed
3.25000000
N
N
N
N
N
N
Clear Channel Worldwide Holdings, Inc.
N/A
Clear Channel Worldwide Holdings, Inc.
18453HAA4
3076000.00000000
PA
USD
2983720.00000000
0.082234943350
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7654.59000000
-0.00021096978
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
372366.75000000
USD
3482342.19000000
NOK
2020-12-29
-7654.59000000
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAH0
360000.00000000
PA
USD
399985.52000000
0.011024086234
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
5.80000000
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
9074.00000000
NS
USD
4932263.44000000
0.135939164726
Long
EC
CORP
US
N
1
N
N
N
Resona Holdings, Inc.
52990067JE75XZCYYT81
Resona Holdings, Inc.
N/A
57800.00000000
NS
190565.15000000
0.005252206746
Long
EC
CORP
JP
N
2
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV, Series B
N/A
549223.00000000
NS
1565990.48000000
0.043160597646
Long
EC
CORP
MX
N
1
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBD2
575000.00000000
PA
USD
703366.57000000
0.019385636064
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
6.20000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAB1
392000.00000000
PA
USD
401800.00000000
0.011074095504
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
10395.00000000
NS
USD
1497919.50000000
0.041284478847
Long
EC
CORP
IE
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
25006.00000000
NS
USD
1166779.96000000
0.032157871352
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
173212.00000000
NS
USD
7295689.44000000
0.201078052833
Long
EC
CORP
US
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
2046.00000000
NS
USD
2309893.08000000
0.063663455880
Long
EC
CORP
US
N
1
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
N/A
1396.00000000
NS
0.00000000
0.000000
Long
CORP
SG
N
2
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
3095000.00000000
PA
USD
3214012.04000000
0.088582071386
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE (Registered)
N/A
74408.00000000
NS
13107312.90000000
0.361253446639
Long
EC
CORP
DE
N
2
N
N
N
Cincinnati Bell, Inc.
N/A
Cincinnati Bell, Inc., Term Loan B
17187MAM2
600887.72000000
PA
USD
599920.29000000
0.016534531076
Long
LON
CORP
US
N
2
2024-10-02
Variable
4.25000000
N
N
N
N
N
N
Yamato Holdings Co. Ltd.
N/A
Yamato Holdings Co. Ltd.
N/A
8600.00000000
NS
227646.01000000
0.006274200238
Long
EC
CORP
JP
N
2
N
N
N
Ascendas REIT
549300ILIBAEMQZK3L20
Ascendas REIT
N/A
85320.00000000
NS
180035.60000000
0.004961999573
Long
EC
CORP
SG
N
2
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
N/A
5451.00000000
NS
210143.29000000
0.005791804039
Long
EC
CORP
BE
N
2
N
N
N
MASTR Asset-Backed Securities Trust
N/A
MASTR Asset-Backed Securities Trust, Series 2005-NC1, Class M2
57643LGG5
165466.08000000
PA
USD
162749.59000000
0.004485576164
Long
ABS-O
CORP
US
N
3
2034-12-25
Floating
0.89925100
N
N
N
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
3010.00000000
NS
USD
1803622.10000000
0.049710013412
Long
EC
CORP
US
N
1
N
N
N
Topaz Solar Farms LLC
N/A
Topaz Solar Farms LLC
89054XAC9
2325000.00000000
PA
USD
2628176.75000000
0.072435739999
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
5.75000000
N
N
N
N
N
N
Royal Dutch Shell plc
21380068P1DRHMJ8KU70
Royal Dutch Shell plc, Class A
N/A
113858.00000000
NS
1432275.90000000
0.039475261585
Long
EC
CORP
GB
N
2
N
N
N
JGC Holdings Corp.
5493003WMGG79YLARU68
JGC Holdings Corp.
N/A
6100.00000000
NS
50156.49000000
0.001382373719
Long
EC
CORP
JP
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
4739000.00000000
PA
6604990.69000000
0.182041557257
Long
DBT
NUSS
FR
Y
2
2031-05-25
Fixed
1.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148YAA6
935000.00000000
PA
USD
1089998.72000000
0.030041687219
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.01699900
N
N
N
N
N
N
N/A
N/A
Foreign Exchange JPY/USD
N/A
2008.00000000
NC
USD
3354564.80000000
0.092455875984
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange JPY/USD
2020-12-14
239855600.00000000
USD
3354564.80000000
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAK2
1350000.00000000
PA
USD
1461278.38000000
0.040274605123
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.95000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBA2
680000.00000000
PA
USD
419968.00000000
0.011574827627
Long
DBT
CORP
LU
Y
2
2024-10-15
Fixed
8.50000000
Y
N
N
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAE5
407000.00000000
PA
USD
403133.50000000
0.011110848382
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BM7
333000.00000000
PA
USD
393161.17000000
0.010835998868
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
9648000.00000000
PA
12157939.82000000
0.335087572678
Long
DBT
NUSS
IT
Y
2
2025-07-01
Fixed
1.85000000
N
N
N
N
N
N
Sumitomo Realty & Development Co. Ltd.
N/A
Sumitomo Realty & Development Co. Ltd.
N/A
8700.00000000
NS
232806.32000000
0.006416424643
Long
EC
CORP
JP
N
2
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
N/A
12383.00000000
NS
930986.32000000
0.025659112545
Long
EC
CORP
SE
N
2
N
N
N
Opteum Mortgage Acceptance Corp. Trust
N/A
Opteum Mortgage Acceptance Corp. Trust, Series 2006-1, Class 1AC1
68383NDW0
443719.03000000
PA
USD
423154.34000000
0.011662647023
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.44925100
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
N/A
379264.00000000
NS
3015340.48000000
0.083106442144
Long
EC
CORP
IT
N
2
N
N
N
China Vanke Co. Ltd.
529900E66UJ2DWY7KW55
China Vanke Co. Ltd., Class H
N/A
384700.00000000
NS
1194095.40000000
0.032910718021
Long
EC
CORP
CN
N
2
N
N
N
Z Holdings Corp.
52990078MD2OL792YM35
Z Holdings Corp.
N/A
73400.00000000
NS
511822.61000000
0.014106452126
Long
EC
CORP
JP
N
2
N
N
N
Temasek Financial I Ltd.
549300XMGMDF3VRJMF12
Temasek Financial I Ltd.
N/A
2000000.00000000
PA
2343130.23000000
0.064579512060
Long
DBT
CORP
SG
Y
2
2022-03-01
Fixed
0.50000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
N/A
66871.00000000
NS
6432207.86000000
0.177279452825
Long
EC
CORP
NL
N
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
N/A
5077.00000000
NS
242304.92000000
0.006678217583
Long
EC
CORP
DE
Y
2
N
N
N
Suntory Beverage & Food Ltd.
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd.
N/A
3800.00000000
NS
131053.36000000
0.003611989608
Long
EC
CORP
JP
N
2
N
N
N
Downstream Development Authority of the Quapaw Tribe of Oklahoma
549300NM30NX0VZ5ZB32
Downstream Development Authority of the Quapaw Tribe of Oklahoma
26112TAJ5
372000.00000000
PA
USD
345960.00000000
0.009535077353
Long
DBT
CORP
US
Y
2
2023-02-15
Fixed
10.50000000
N
N
N
N
N
N
Iida Group Holdings Co. Ltd.
35380051BV8PV1I4S949
Iida Group Holdings Co. Ltd.
N/A
4000.00000000
NS
72368.50000000
0.001994563664
Long
EC
CORP
JP
N
2
N
N
N
Intertek Group plc
2138003GAT25WW1RN369
Intertek Group plc
N/A
4480.00000000
NS
322698.19000000
0.008893953646
Long
EC
CORP
GB
N
2
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BC7
970000.00000000
PA
USD
1175381.26000000
0.032394933616
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
ABB Finance USA, Inc.
5493002Y01YAFV45F528
ABB Finance USA, Inc.
00037BAB8
240000.00000000
PA
USD
249379.20000000
0.006873193324
Long
DBT
CORP
US
N
2
2022-05-08
Fixed
2.87500000
N
N
N
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
4488.00000000
NS
USD
2233094.16000000
0.061546784464
Long
EC
CORP
US
N
1
N
N
N
Prestige Auto Receivables Trust
549300L40MNGIY25DE37
Prestige Auto Receivables Trust, Series 2018-1A, Class E
74114NAN7
680000.00000000
PA
USD
704887.39000000
0.019427551708
Long
ABS-O
CORP
US
Y
2
2026-01-15
Fixed
5.03000000
N
N
N
N
N
N
Altice Europe NV
724500354ATKLCM6EW21
Altice Europe NV
N/A
17223.00000000
NS
84679.63000000
0.002333873344
Long
EC
CORP
NL
N
2
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K082, Class X1
3137FJKG3
420708798.91000000
PA
USD
1849057.24000000
0.050962260997
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
0.00923400
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DC0
4217000.00000000
PA
USD
4193335.88000000
0.115573424631
Long
DBT
NUSS
KR
N
2
2025-09-21
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
Euro-Bund
N/A
35.00000000
NC
92184.95000000
0.002540729070
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
Federal Republic of Germany
Euro-Bund
2020-12-08
6164550.00000000
EUR
92184.95000000
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAE1
218000.00000000
PA
USD
223450.00000000
0.006158553112
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RME9
2332000.00000000
PA
USD
2207495.87000000
0.060841264534
Long
DBT
CORP
US
Y
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAP0
773000.00000000
PA
USD
453171.25000000
0.012489949483
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.50000000
Y
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR3, Class A1
939336Z30
371224.10000000
PA
USD
378518.13000000
0.010432418919
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Variable
3.61558800
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
N/A
7550.00000000
NS
611298.26000000
0.016848121734
Long
EC
CORP
NL
N
2
N
N
N
FUCHS PETROLUB SE
529900SNF9E1P5ZO4P98
FUCHS PETROLUB SE (Preference)
N/A
1921.00000000
NS
98876.43000000
0.002725154377
Long
EC
CORP
DE
N
2
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329WAQ5
1885000.00000000
PA
USD
2207959.80000000
0.060854051007
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2017-D, Class A3
89238KAD4
79955.71000000
PA
USD
80223.40000000
0.002211054239
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
1.93000000
N
N
N
N
N
N
Hisamitsu Pharmaceutical Co., Inc.
5299006QL3IBQ4CN7E12
Hisamitsu Pharmaceutical Co., Inc.
N/A
1400.00000000
NS
66967.87000000
0.001845715749
Long
EC
CORP
JP
N
2
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAD7
200000.00000000
PA
USD
200500.00000000
0.005526023266
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
Sea Ltd.
529900OM6JLLW44YKI15
Sea Ltd.
81141R100
36338.00000000
NS
USD
5730502.60000000
0.157939604480
Long
EC
CORP
KY
N
1
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
N/A
18643.00000000
NS
70063.07000000
0.001931023216
Long
EC
CORP
ES
N
2
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAB5
1090000.00000000
PA
USD
1182650.00000000
0.032595268910
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
7.75000000
N
N
N
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2005-6, Class 1A2
05946XM26
48370.78000000
PA
USD
45523.97000000
0.001254695847
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
252100000.00000000
PA
2539131.84000000
0.069981554241
Long
DBT
NUSS
JP
N
2
2047-12-20
Fixed
0.80000000
N
N
N
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
N/A
6751.00000000
NS
314690.95000000
0.008673264396
Long
EC
CORP
FR
N
2
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
1270000.00000000
PA
USD
1281399.90000000
0.035316935967
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67599900
N
N
N
N
N
N
Singapore Technologies Engineering Ltd.
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd.
N/A
43200.00000000
NS
110432.98000000
0.003043666917
Long
EC
CORP
SG
N
2
N
N
N
JSR Corp.
353800TL8FC0AWR22506
JSR Corp.
N/A
5600.00000000
NS
126571.38000000
0.003488460801
Long
EC
CORP
JP
N
2
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057CT9
760000.00000000
PA
USD
862752.00000000
0.023778491897
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Hyatt Hotels Corp.
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
759000.00000000
PA
USD
856637.40000000
0.023609966102
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABE4
253000.00000000
PA
USD
284210.08000000
0.007833174637
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Chiba Bank Ltd.
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd.
16706CNX0
154000.00000000
PA
USD
154008.91000000
0.004244672418
Long
STIV
CORP
JP
N
2
2020-11-13
Fixed
0.37000000
N
N
N
N
N
N
Eisai Co. Ltd.
353800HDEE0ZYEX4QV91
Eisai Co. Ltd.
N/A
7100.00000000
NS
552050.37000000
0.015215178000
Long
EC
CORP
JP
N
2
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BT2
375000.00000000
PA
USD
369679.38000000
0.010188812245
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
ICICI Bank Ltd.
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd.
45104G104
254596.00000000
NS
USD
2685987.80000000
0.074029082679
Long
EC
CORP
IN
N
1
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
N/A
7896.00000000
NS
974831.81000000
0.026867547447
Long
EC
CORP
FR
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
1455000.00000000
PA
1881476.36000000
0.051855771278
Long
DBT
NUSS
ES
Y
2
2030-10-31
Fixed
1.25000000
N
N
N
N
N
N
Marubeni Corp.
4P4N3ORD02UGQT1T1W12
Marubeni Corp.
N/A
45600.00000000
NS
238087.16000000
0.006561971000
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4805.31000000
0.000132440173
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
3538796.12000000
SEK
402822.46000000
USD
2020-12-29
4805.31000000
N
N
N
Bunzl plc
213800Q1Q9DV4L78UM09
Bunzl plc
N/A
9351.00000000
NS
290687.97000000
0.008011713145
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15149.09000000
-0.00041752730
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2549487.37000000
USD
2172900.84000000
EUR
2020-12-29
-15149.09000000
N
N
N
Elisa OYJ
743700TU2S3DXWGU7H32
Elisa OYJ
N/A
3933.00000000
NS
193380.34000000
0.005329796798
Long
EC
CORP
FI
N
2
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBE7
103000.00000000
PA
USD
106213.60000000
0.002927375685
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
Homeward Opportunities Fund I Trust
N/A
Homeward Opportunities Fund I Trust, Series 2019-1, Class M1
43789EAD8
500000.00000000
PA
USD
505489.95000000
0.013931916333
Long
ABS-MBS
CORP
US
Y
3
2059-01-25
Variable
3.95100000
N
N
N
N
N
N
Nippon Sanso Holdings Corp.
353800F1K6653B4VPY57
Nippon Sanso Holdings Corp.
N/A
4200.00000000
NS
61578.87000000
0.001697188370
Long
EC
CORP
JP
N
2
N
N
N
Banque Cantonale Vaudoise
K1MOBB3OPSBBQO554R76
Banque Cantonale Vaudoise (Registered)
N/A
832.00000000
NS
80621.03000000
0.002222013404
Long
EC
CORP
CH
N
2
N
N
N
California Resources Corp.
N/A
California Resources Corp., Term Loan
N/A
196079.97000000
PA
USD
196079.97000000
0.005404201877
Long
LON
CORP
US
N
3
2028-01-01
Variable
10.00000000
N
N
N
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160AV1
335000.00000000
PA
USD
392149.59000000
0.010808118495
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.50000000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAY7
530000.00000000
PA
USD
671392.86000000
0.018504401823
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
Suntec REIT
549300C46QFXSI2F4K13
Suntec REIT
N/A
54400.00000000
NS
53423.91000000
0.001472427778
Long
EC
CORP
SG
N
2
N
N
N
Kobe Bussan Co. Ltd.
353800CJIFNHN2DXRD59
Kobe Bussan Co. Ltd.
N/A
3400.00000000
NS
95659.20000000
0.002636483615
Long
EC
CORP
JP
N
2
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953BX8
860000.00000000
PA
USD
903279.50000000
0.024895478969
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75000000
N
N
N
N
N
Nippon Building Fund, Inc.
52990053R8NL2MB32172
Nippon Building Fund, Inc.
N/A
42.00000000
NS
212133.80000000
0.005846664910
Long
EC
CORP
JP
N
2
N
N
N
Bear Stearns ALT-A Trust
N/A
Bear Stearns ALT-A Trust, Series 2005-7, Class 12A3
07386HVL2
10090.28000000
PA
USD
10070.62000000
0.000277558505
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.82813000
N
N
N
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB, Class B
N/A
273025.00000000
NS
5589088.75000000
0.154042067196
Long
EC
CORP
SE
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
N/A
13145.00000000
NS
1922302.77000000
0.052980996672
Long
EC
CORP
FR
N
2
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
N/A
50706.00000000
NS
613266.50000000
0.016902368816
Long
EC
CORP
FR
N
2
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAP0
174000.00000000
PA
USD
174730.71000000
0.004815790368
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust, Series 2006-16N, Class A4A
52522DAM3
1779119.44000000
PA
USD
1610587.55000000
0.044389747005
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
0.33925000
N
N
N
N
N
N
Sunoco Logistics Partners Operations LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAQ2
325000.00000000
PA
USD
306993.34000000
0.008461108925
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
Fukuoka Financial Group, Inc.
N/A
Fukuoka Financial Group, Inc.
N/A
4700.00000000
NS
78618.53000000
0.002166822074
Long
EC
CORP
JP
N
2
N
N
N
Diamond Sports Group LLC
N/A
Diamond Sports Group LLC
25277LAA4
677000.00000000
PA
USD
394352.50000000
0.010868833368
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
Swire Pacific Ltd.
549300KZOZHII0DGF611
Swire Pacific Ltd., Class A
N/A
14500.00000000
NS
66122.89000000
0.001822427075
Long
EC
CORP
HK
N
2
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG (Registered)
N/A
3991.00000000
NS
935399.68000000
0.025780750102
Long
EC
CORP
DE
N
2
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AX1
185000.00000000
PA
USD
234475.68000000
0.006462434230
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
Structured Asset Investment Loan Trust
N/A
Structured Asset Investment Loan Trust, Series 2003-BC11, Class M1
86358EEM4
76341.85000000
PA
USD
76163.43000000
0.002099156539
Long
ABS-O
CORP
US
N
3
2033-10-25
Floating
1.12425100
N
N
N
N
N
N
Sekisui House Ltd.
529900GMNDOYQSAJAE76
Sekisui House Ltd.
N/A
17200.00000000
NS
285748.99000000
0.007875588863
Long
EC
CORP
JP
N
2
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BE8
343000.00000000
PA
USD
402696.90000000
0.011098815156
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.50000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DAY6
972000.00000000
PA
USD
963495.00000000
0.026555091209
Long
DBT
CORP
US
N
2
2023-03-31
Fixed
6.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
N/A
Citigroup Mortgage Loan Trust, Inc., Series 2019-IMC1, Class B1
17328BAE4
2122850.00000000
PA
USD
2136173.43000000
0.058875531552
Long
ABS-MBS
CORP
US
Y
3
2049-07-25
Variable
3.97000100
N
N
N
N
N
N
Remington Outdoor Co., Inc.
N/A
Remington Outdoor Co., Inc.
75959V104
1676.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Level 3 Financing, Inc.
N/A
Level 3 Financing, Inc.
527298BM4
952000.00000000
PA
USD
982844.80000000
0.027088395174
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.25000000
N
N
N
N
N
N
Ocado Group plc
213800LO8F61YB8MBC74
Ocado Group plc
N/A
12781.00000000
NS
376910.71000000
0.010388116473
Long
EC
CORP
GB
N
2
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2019-B, Class A2
44891JAB4
147693.29000000
PA
USD
148412.11000000
0.004090417820
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
1.93000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FD5
1495000.00000000
PA
USD
1673002.04000000
0.046109966077
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
Isetan Mitsukoshi Holdings Ltd.
529900SY5RZO92EFG035
Isetan Mitsukoshi Holdings Ltd.
N/A
9300.00000000
NS
45292.38000000
0.001248312946
Long
EC
CORP
JP
N
2
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
14063.00000000
NS
USD
1380986.60000000
0.038061666248
Long
EC
CORP
US
N
1
N
N
N
Murata Manufacturing Co. Ltd.
529900QZG6DL8ZRI7140
Murata Manufacturing Co. Ltd.
N/A
15900.00000000
NS
1115045.75000000
0.030732013756
Long
EC
CORP
JP
N
2
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
4100.00000000
NS
94777.17000000
0.002612173798
Long
EC
CORP
AT
N
2
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2019-4, Class A2A
26209AAB7
29773.18000000
PA
USD
29800.68000000
0.000821342897
Long
ABS-O
CORP
US
N
2
2022-06-15
Fixed
2.32000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAE7
620000.00000000
PA
USD
617203.81000000
0.017010885857
Long
DBT
CORP
GB
Y
2
2050-09-15
Fixed
3.00000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932AL1
477000.00000000
PA
USD
465630.45000000
0.012833340151
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BQ3
81000.00000000
PA
USD
81458.78000000
0.002245102810
Long
DBT
CORP
CA
N
2
2022-03-22
Floating
0.82537900
N
N
N
N
N
N
BlueScope Steel Ltd.
529900H6UQI16XACWC95
BlueScope Steel Ltd.
N/A
13979.00000000
NS
144384.75000000
0.003979418892
Long
EC
CORP
AU
N
2
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605HAA8
225000.00000000
PA
USD
233241.75000000
0.006428425622
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
5.37500000
N
N
N
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
292000.00000000
PA
USD
315806.76000000
0.008704017474
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-2, Class E
02530DAE6
350000.00000000
PA
USD
363811.70000000
0.010027091865
Long
ABS-O
CORP
US
Y
2
2025-06-12
Fixed
4.29000000
N
N
N
N
N
N
GLP Capital LP
N/A
GLP Capital LP
361841AQ2
609000.00000000
PA
USD
636746.04000000
0.017549493426
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
Ahern Rentals, Inc.
N/A
Ahern Rentals, Inc.
008674AH6
918000.00000000
PA
USD
589815.00000000
0.016256017023
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
7.37500000
N
N
N
N
N
N
Falck Renewables SpA
81560097DD19407C3F80
Falck Renewables SpA
N/A
56298.00000000
NS
305291.70000000
0.008414209662
Long
EC
CORP
IT
N
2
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BB4
250000.00000000
PA
USD
309808.53000000
0.008538698977
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
862284.00000000
NS
10181484.72000000
0.280614072088
Long
EC
CORP
ES
N
2
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
50680.00000000
NS
USD
8423016.00000000
0.232148540613
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month Sterling
N/A
-286.00000000
NC
-30925.64000000
-0.00085234816
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Sterling
2021-03-17
-35742850.00000000
GBP
-30925.64000000
N
N
N
Shiseido Co. Ltd.
5299008QCD0YDT5OF506
Shiseido Co. Ltd.
N/A
11000.00000000
NS
680977.28000000
0.018768560067
Long
EC
CORP
JP
N
2
N
N
N
Darling Ingredients, Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266AH4
1000000.00000000
PA
USD
1060000.00000000
0.029214886098
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
Structured Asset Mortgage Investments II Trust
N/A
Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1
86364KAA2
2136479.66000000
PA
USD
1646070.20000000
0.045367691890
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.99812900
N
N
N
N
N
N
Covivio
969500P8M3W2XX376054
Covivio
N/A
1442.00000000
NS
85871.95000000
0.002366735130
Long
EC
CORP
FR
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
975000.00000000
PA
2282404.88000000
0.062905847736
Long
DBT
NUSS
GB
Y
2
2046-12-07
Fixed
4.25000000
N
N
N
N
N
N
Subaru Corp.
549300N244BVAEE6HH86
Subaru Corp.
N/A
17100.00000000
NS
313836.02000000
0.008649701488
Long
EC
CORP
JP
N
2
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JS0
365000.00000000
PA
USD
381728.37000000
0.010520897028
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates, Series 2005-12, Class M2
126670EL8
688213.93000000
PA
USD
685476.63000000
0.018892567612
Long
ABS-O
CORP
US
N
3
2036-02-25
Floating
0.63924800
N
N
N
N
N
N
Hikari Tsushin, Inc.
3538001SOIIV8U3OXH94
Hikari Tsushin, Inc.
N/A
700.00000000
NS
164181.31000000
0.004525036104
Long
EC
CORP
JP
N
2
N
N
N
Benesse Holdings, Inc.
549300XOPEJA8L2IV934
Benesse Holdings, Inc.
N/A
2000.00000000
NS
47151.62000000
0.001299555856
Long
EC
CORP
JP
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
459150000.00000000
PA
4421075.73000000
0.121850211214
Long
DBT
NUSS
JP
N
2
2024-06-20
Fixed
0.10000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
1780000.00000000
PA
USD
1820029.30000000
0.050162215751
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
Clicks Group Ltd.
378900E967958A677472
Clicks Group Ltd.
N/A
164971.00000000
NS
2391883.09000000
0.065923200034
Long
EC
CORP
ZA
N
1
N
N
N
Taisho Pharmaceutical Holdings Co. Ltd.
N/A
Taisho Pharmaceutical Holdings Co. Ltd.
N/A
900.00000000
NS
54151.50000000
0.001492481042
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
MSCI EAFE E-Mini Index
N/A
-139.00000000
NC
USD
734396.77000000
0.020240866025
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI EAFE E-Mini Index
MSDUEAFE Index
2020-12-18
-12405055.00000000
USD
734396.77000000
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAP5
254000.00000000
PA
USD
95250.00000000
0.002625205566
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 20-A
8426EPAD0
1000000.00000000
PA
USD
987889.12000000
0.027227422753
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4702.69000000
0.000129611842
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
460293.01000000
EUR
417828.63000000
GBP
2020-12-29
4702.69000000
N
N
N
Mitsui & Co. Ltd.
2NRSB4GOU9DD6CNW5R48
Mitsui & Co. Ltd.
N/A
45800.00000000
NS
717388.04000000
0.019772084789
Long
EC
CORP
JP
N
2
N
N
N
Shimamura Co. Ltd.
N/A
Shimamura Co. Ltd.
N/A
600.00000000
NS
63966.45000000
0.001762992972
Long
EC
CORP
JP
N
2
N
N
N
Temasek Financial I Ltd.
549300XMGMDF3VRJMF12
Temasek Financial I Ltd.
87973PAE4
6158000.00000000
PA
USD
7187540.63000000
0.198097340412
Long
DBT
CORP
SG
Y
2
2028-08-01
Fixed
3.62500000
N
N
N
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
N/A
3042.00000000
NS
323215.39000000
0.008908208305
Long
EC
CORP
DE
N
2
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC, Series A
26442UAJ3
29000.00000000
PA
USD
29005.27000000
0.000799420433
Long
DBT
CORP
US
N
2
2022-02-18
Floating
0.43300100
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
2179000.00000000
PA
2823347.89000000
0.077814893419
Long
DBT
NUSS
ES
Y
2
2027-04-30
Fixed
1.50000000
N
N
N
N
N
N
Coca-Cola Bottlers Japan Holdings, Inc.
353800XN1G90665VTQ16
Coca-Cola Bottlers Japan Holdings, Inc.
N/A
3400.00000000
NS
47994.17000000
0.001322777556
Long
EC
CORP
JP
N
2
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
N/A
12506.00000000
NS
595862.95000000
0.016422705863
Long
EC
CORP
ES
N
2
N
N
N
CK Asset Holdings Ltd.
5299006GJZSGP78B8S35
CK Asset Holdings Ltd.
N/A
71888.00000000
NS
333811.32000000
0.009200244992
Long
EC
CORP
KY
N
2
N
N
N
Antofagasta plc
213800MY6QVH4FVLD628
Antofagasta plc
N/A
10904.00000000
NS
145396.06000000
0.004007291822
Long
EC
CORP
GB
N
2
N
N
N
Citifinancial Mortgage Securities, Inc.
5493007N2TLN2B1X7258
Citifinancial Mortgage Securities, Inc., Series 2004-1, Class AF4
17306UCD8
610181.84000000
PA
USD
634049.59000000
0.017475175993
Long
ABS-O
CORP
US
N
3
2034-04-25
Variable
5.06999900
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
235000.00000000
PA
USD
244938.15000000
0.006750792597
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040CY3
410000.00000000
PA
USD
161950.00000000
0.004463538494
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
7.12500000
Y
N
N
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BM2
355000.00000000
PA
USD
368340.90000000
0.010151922112
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.37500000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
166687.00000000
NS
60675.38000000
0.001672287090
Long
EC
CORP
IT
N
2
N
N
N
Citigroup Mortgage Loan Trust, Inc.
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc., Series 2005-4, Class A
17307GWE4
208007.45000000
PA
USD
211388.20000000
0.005826115269
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
3.02868000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
16676.00000000
NS
USD
1484164.00000000
0.040905360577
Long
EC
CORP
US
N
1
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB, Class B
N/A
16836.00000000
NS
487289.67000000
0.013430294534
Long
EC
CORP
SE
N
2
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JH1
315000.00000000
PA
USD
289498.98000000
0.007978943138
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
Caesars Resort Collection LLC
N/A
Caesars Resort Collection LLC
12770RAA1
506000.00000000
PA
USD
518968.78000000
0.014303409242
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KF63, Class B
30311FAC1
1816847.13000000
PA
USD
1706338.31000000
0.047028754125
Long
ABS-MBS
USGSE
US
Y
2
2029-05-25
Floating
2.49824900
N
N
N
N
N
N
Fluor Corp.
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp.
343412AF9
700000.00000000
PA
USD
626010.00000000
0.017253595138
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.25000000
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAR6
716000.00000000
PA
USD
726740.00000000
0.020029836154
Long
DBT
CORP
LU
Y
2
2024-02-15
Fixed
8.00000000
Y
N
N
N
N
N
MINEBEA MITSUMI, Inc.
353800CCB0CZ75YZ4010
MINEBEA MITSUMI, Inc.
N/A
10100.00000000
NS
182419.73000000
0.005027709088
Long
EC
CORP
JP
N
2
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAN4
424000.00000000
PA
USD
462671.29000000
0.012751782111
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
TerraForm Power Operating LLC
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
362000.00000000
PA
USD
397412.65000000
0.010953174815
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDK4
186000.00000000
PA
USD
187522.34000000
0.005168343211
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.87500000
N
N
N
N
N
N
Microport Scientific Corp.
5299009MK4VZID944A20
Microport Scientific Corp.
N/A
20000.00000000
NS
70663.30000000
0.001947566283
Long
EC
CORP
KY
N
2
N
N
N
Rakuten, Inc.
529900IMXUCQKUL1H943
Rakuten, Inc.
N/A
23800.00000000
NS
231554.63000000
0.006381926548
Long
EC
CORP
JP
N
2
N
N
N
Qantas Airways Ltd.
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd.
N/A
25250.00000000
NS
74283.89000000
0.002047354137
Long
EC
CORP
AU
N
2
N
N
N
Nexon Co. Ltd.
5299005SFO0GAJFLKN43
Nexon Co. Ltd.
N/A
13300.00000000
NS
370683.12000000
0.010216476537
Long
EC
CORP
JP
N
2
N
N
N
Yokogawa Electric Corp.
529900MV0U7C9WWF4L22
Yokogawa Electric Corp.
N/A
6400.00000000
NS
94088.67000000
0.002593197903
Long
EC
CORP
JP
N
2
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
1039000.00000000
PA
USD
1088352.50000000
0.029996315399
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
8510.00000000
NS
USD
1255139.90000000
0.034593178506
Long
EC
CORP
US
N
1
N
N
N
MASTR Asset-Backed Securities Trust
N/A
MASTR Asset-Backed Securities Trust, Series 2003-NC1, Class M5
57643LBS4
86631.62000000
PA
USD
86548.77000000
0.002385389110
Long
ABS-O
CORP
US
N
3
2033-04-25
Floating
6.14925000
N
N
N
N
N
N
Soundview Home Loan Trust
N/A
Soundview Home Loan Trust, Series 2005-OPT1, Class M2
83611MDH8
293276.07000000
PA
USD
290942.88000000
0.008018738774
Long
ABS-O
CORP
US
N
3
2035-06-25
Floating
0.82424900
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BA1
291000.00000000
PA
USD
390397.34000000
0.010759824359
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
Moran Foods Backstop Equity
N/A
Moran Foods Backstop Equity
N/A
24421.66000000
NS
USD
24421.66000000
0.000673090580
Long
EC
CORP
US
N
3
N
N
N
Keisei Electric Railway Co. Ltd.
529900VNP95IIHXPCY17
Keisei Electric Railway Co. Ltd.
N/A
3500.00000000
NS
97909.64000000
0.002698508472
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG (Registered)
N/A
54509.00000000
NS
503725.19000000
0.013883277406
Long
EC
CORP
DE
N
2
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
N/A
5337.00000000
NS
132174.94000000
0.003642901714
Long
EC
CORP
FR
N
2
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057BV5
124000.00000000
PA
USD
136045.98000000
0.003749592273
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
4.75000000
N
N
N
N
N
N
Dairy Farm International Holdings Ltd.
213800NOTG41PZVNNX48
Dairy Farm International Holdings Ltd.
N/A
9400.00000000
NS
USD
35408.19000000
0.000975892677
Long
EC
CORP
BM
N
2
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
62557.00000000
NS
USD
1790381.34000000
0.049345082001
Long
EC
CORP
US
N
1
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QCC8
500000.00000000
PA
USD
547222.87000000
0.015082126243
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
3.15000000
N
N
N
N
N
N
CarMax, Inc.
N/A
CarMax, Inc.
143130102
17039.00000000
NS
USD
1472851.16000000
0.040593564981
Long
EC
CORP
US
N
1
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
46266TAA6
997000.00000000
PA
USD
1044357.50000000
0.028783759819
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AB7
750000.00000000
PA
USD
789375.00000000
0.021756132749
Long
DBT
CORP
NL
Y
2
2026-09-30
Fixed
7.00000000
N
N
N
N
N
N
DSV Panalpina A/S
529900X41C0BSLK67H70
DSV Panalpina A/S
N/A
5773.00000000
NS
936620.16000000
0.025814388011
Long
EC
CORP
DK
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K094, Class X3
3137FMU34
14794212.00000000
PA
USD
2196279.18000000
0.060532118948
Long
ABS-MBS
USGSE
US
N
2
2047-07-25
Variable
2.12442800
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
22507.00000000
NS
305823.09000000
0.008428855415
Long
EC
CORP
FR
N
2
N
N
N
Lasertec Corp.
N/A
Lasertec Corp.
N/A
2000.00000000
NS
173241.62000000
0.004774749241
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Corp.
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp.
N/A
37400.00000000
NS
834445.43000000
0.022998328484
Long
EC
CORP
JP
N
2
N
N
N
SG Holdings Co. Ltd.
N/A
SG Holdings Co. Ltd.
N/A
9000.00000000
NS
217083.95000000
0.005983097050
Long
EC
CORP
JP
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
433100000.00000000
PA
3896638.28000000
0.107396078791
Long
DBT
NUSS
JP
N
2
2049-12-20
Fixed
0.40000000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1064000.00000000
PA
1409258.93000000
0.038840885965
Long
DBT
NUSS
GB
Y
2
2023-07-22
Fixed
0.75000000
N
N
N
N
N
N
Embarq Corp.
N/A
Embarq Corp.
29078EAA3
2903000.00000000
PA
USD
3403767.50000000
0.093811962094
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.99500000
N
N
N
N
N
N
Valvoline, Inc.
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAD3
608000.00000000
PA
USD
620160.00000000
0.017092362040
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
10406.00000000
NS
USD
1412614.50000000
0.038933369546
Long
EC
CORP
US
N
1
N
N
N
Telia Co. AB
213800FSR9RNDUOTXO25
Telia Co. AB
N/A
69843.00000000
NS
267229.94000000
0.007365181376
Long
EC
CORP
SE
N
2
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BC7
281000.00000000
PA
USD
395503.38000000
0.010900553017
Long
DBT
CORP
US
N
2
2055-10-23
Fixed
6.83400000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
085770AA3
863000.00000000
PA
USD
903992.50000000
0.024915130114
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K094, Class X1
3137FMU26
40594042.27000000
PA
USD
2681126.89000000
0.073895110102
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Variable
0.88038400
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CK0
1345000.00000000
PA
USD
1381476.40000000
0.038075165730
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2018-2, Class B2
92535TAE7
4000000.00000000
PA
USD
3906265.20000000
0.107661408387
Long
ABS-MBS
CORP
US
Y
2
2058-06-01
Variable
5.17600100
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
-9160.00000000
NS
USD
-365392.40000000
-0.01007065787
Short
EC
CORP
US
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
751300000.00000000
PA
7615546.22000000
0.209893693772
Long
DBT
NUSS
JP
N
2
2037-03-20
Fixed
0.70000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAC0
1433000.00000000
PA
USD
1526145.00000000
0.042062407873
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Amada Co. Ltd.
529900QF5O6TQGCPDX85
Amada Co. Ltd.
N/A
9200.00000000
NS
80073.64000000
0.002206926671
Long
EC
CORP
JP
N
2
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAR9
1709000.00000000
PA
USD
2156159.85000000
0.059426381536
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG
N/A
1113.00000000
NS
143810.91000000
0.003963603165
Long
EC
CORP
DE
N
2
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
172828.00000000
NS
USD
7300254.72000000
0.201203877489
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
93354.00000000
NS
5280235.40000000
0.145529694138
Long
EC
CORP
GB
N
2
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG (Registered)
N/A
39695.00000000
NS
2051774.95000000
0.056549407042
Long
EC
CORP
DE
N
2
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
N/A
427.00000000
NS
110976.70000000
0.003058652500
Long
EC
CORP
BE
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087D35
198000.00000000
PA
203681.56000000
0.005613710920
Long
DBT
NUSS
CA
N
2
2048-12-01
Fixed
2.75000000
N
N
N
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211KAY6
378000.00000000
PA
USD
395955.00000000
0.010913000212
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
Isuzu Motors Ltd.
529900C0QSXVCC7AR494
Isuzu Motors Ltd.
N/A
15300.00000000
NS
124136.47000000
0.003421351728
Long
EC
CORP
JP
N
2
N
N
N
Bolivarian Republic of Venezuela
529900XM8PJTJK5OJI77
Bolivarian Republic of Venezuela
N/A
180000.00000000
PA
USD
15750.00000000
0.000434089109
Long
DBT
NUSS
VE
Y
2
2028-05-07
Fixed
9.25000000
Y
N
N
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AF2
255000.00000000
PA
USD
235650.60000000
0.006494816451
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Afterpay Ltd.
529900P6ROPAX0QTB720
Afterpay Ltd.
N/A
5939.00000000
NS
404381.00000000
0.011145230995
Long
EC
CORP
AU
N
2
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
N/A
14967.00000000
NS
549666.10000000
0.015149464626
Long
EC
CORP
AT
Y
2
N
N
N
Discovery, Inc.
5493006ZCRFWKF6B1K26
Discovery, Inc., Class C
25470F302
51198.00000000
NS
USD
937947.36000000
0.025850967254
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
72319.00000000
NS
USD
9600347.25000000
0.264597218320
Long
EC
CORP
IE
N
1
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
N/A
49482.00000000
NS
133107.45000000
0.003668602821
Long
EC
CORP
NL
N
2
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAJ7
281000.00000000
PA
USD
281362.16000000
0.007754682506
Long
DBT
CORP
US
Y
2
2021-01-22
Floating
0.86575000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
421924BK6
445000.00000000
PA
USD
445000.00000000
0.012264739918
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.75000000
N
N
N
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
N/A
4300.00000000
NS
79367.54000000
0.002187465699
Long
EC
CORP
JP
N
2
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
N/A
7563.00000000
NS
206236.29000000
0.005684122379
Long
EC
CORP
SE
N
2
N
N
N
Dai Nippon Printing Co. Ltd.
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co. Ltd.
N/A
6800.00000000
NS
126680.11000000
0.003491457532
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-88.00000000
NC
USD
1128.24000000
0.000031095663
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 2 Year Note
2020-12-31
-19433562.54000000
USD
1128.24000000
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAZ4
50000.00000000
PA
USD
53817.30000000
0.001483270084
Long
DBT
CORP
KY
Y
2
2029-06-01
Fixed
4.09100000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAJ0
505000.00000000
PA
USD
566120.95000000
0.015602980257
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBC8
3103000.00000000
PA
USD
3540740.21000000
0.097587096171
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Buckeye Partners LP
N/A
Buckeye Partners LP, 1st Lien Term Loan
11823LAH8
348250.00000000
PA
USD
341222.32000000
0.009404501144
Long
LON
CORP
US
N
2
2026-11-01
Variable
2.89663000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804FK5
52000.00000000
PA
USD
53204.09000000
0.001466369272
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.95000000
N
N
N
N
N
Scout24 AG
5493007EIKM2ENQS7U66
Scout24 AG
N/A
3017.00000000
NS
243398.42000000
0.006708355770
Long
EC
CORP
DE
Y
2
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2019-INV1, Class M1
85572JAD9
500000.00000000
PA
USD
477648.25000000
0.013164565301
Long
ABS-MBS
CORP
US
Y
3
2049-09-27
Variable
3.05600000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series EE
571903BD4
530000.00000000
PA
USD
590274.70000000
0.016268686912
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
76050000.00000000
PA
732148.78000000
0.020178908693
Long
DBT
NUSS
JP
N
2
2030-03-20
Fixed
0.10000000
N
N
N
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
30491.00000000
NS
6682563.83000000
0.184179567115
Long
EC
CORP
IE
N
2
N
N
N
Antler Mortgage Trust
N/A
Antler Mortgage Trust, Series 2018-RTL1, Class A1
03719KAA9
385511.42000000
PA
USD
386313.48000000
0.010647268223
Long
ABS-MBS
CORP
US
Y
2
2022-07-25
Fixed
4.33500000
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
106000.00000000
PA
171506.28000000
0.004726921165
Long
DBT
NUSS
BE
Y
2
2050-06-22
Fixed
1.70000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
1110000.00000000
PA
1358563.07000000
0.037443646555
Long
DBT
NUSS
ES
Y
2
2029-10-31
Fixed
0.60000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659AF8
290000.00000000
PA
USD
361237.29000000
0.009956138001
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K67, Class C
30300YAU3
770000.00000000
PA
USD
814543.65000000
0.022449811280
Long
ABS-MBS
USGSE
US
Y
2
2049-09-25
Variable
3.94397300
N
N
N
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184LAG7
380000.00000000
PA
USD
398544.00000000
0.010984356193
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
Hiwin Technologies Corp.
N/A
Hiwin Technologies Corp.
N/A
119480.00000000
NS
1042506.96000000
0.028732756692
Long
EC
CORP
TW
N
2
N
N
N
BE Semiconductor Industries NV
7245007A1YFLI2GNYX06
BE Semiconductor Industries NV
N/A
10811.00000000
NS
435615.36000000
0.012006087854
Long
EC
CORP
NL
N
2
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AK0
1178000.00000000
PA
USD
1221586.00000000
0.033668392311
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
100268.00000000
NS
1269078.56000000
0.034977344887
Long
EC
CORP
AU
N
2
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
2123183.00000000
NS
5415571.75000000
0.149259728148
Long
EC
CORP
GB
N
2
N
N
N
Revlon Consumer Products Corp.
2MKZBE7NMX7EJWQLHS95
Revlon Consumer Products Corp.
761519BF3
260000.00000000
PA
USD
25079.60000000
0.000691224205
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
6.25000000
N
N
N
N
N
N
CDK Global, Inc.
5493000L10CYRTHIJ385
CDK Global, Inc.
12508EAF8
1035000.00000000
PA
USD
1072596.38000000
0.029562057614
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
CWABS, Inc. Asset-Backed Certificates Trust
N/A
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5, Class M3
1266716M3
61950.77000000
PA
USD
61628.51000000
0.001698556509
Long
ABS-O
CORP
US
N
3
2034-07-25
Floating
1.87425000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBC5
1105000.00000000
PA
USD
915206.26000000
0.025224194946
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAT8
2604000.00000000
PA
USD
2835065.94000000
0.078137857094
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
Flowserve Corp.
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354PAF2
600000.00000000
PA
USD
597151.72000000
0.016458225927
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CS1
305000.00000000
PA
USD
296520.40000000
0.008172461992
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
395.00000000
NC
USD
-1604155.00000000
-0.04421245812
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2020-12-21
67952343.75000000
USD
-1604155.00000000
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
1250000.00000000
PA
1492353.40000000
0.041131070377
Long
DBT
NUSS
IT
N
2
2023-10-15
Fixed
0.65000000
N
N
N
N
N
N
Galaxy Entertainment Group Ltd.
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd.
N/A
60000.00000000
NS
396513.51000000
0.010928393425
Long
EC
CORP
HK
N
2
N
N
N
LEG Immobilien AG
391200SO40AKONBO0Z96
LEG Immobilien AG
N/A
1908.00000000
NS
257871.75000000
0.007107258306
Long
EC
CORP
DE
N
2
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAC8
1005000.00000000
PA
USD
1021331.25000000
0.028149128432
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
8076.00000000
NS
281052.33000000
0.007746143215
Long
EC
CORP
NL
N
2
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-28CB, Class 2A6
12667GXF5
853790.52000000
PA
USD
688728.39000000
0.018982190063
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.00000000
N
N
N
N
N
N
Associated British Foods plc
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods plc
N/A
9852.00000000
NS
216662.72000000
0.005971487440
Long
EC
CORP
GB
N
2
N
N
N
Oriental Land Co. Ltd.
353800PIFKBZ6KTU5994
Oriental Land Co. Ltd.
N/A
5600.00000000
NS
783877.17000000
0.021604605884
Long
EC
CORP
JP
N
2
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
N/A
1042.00000000
NS
94905.31000000
0.002615705492
Long
EC
CORP
FR
N
2
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust, Series 2007-AR21, Class 6A1
45670BAL3
2023983.89000000
PA
USD
1677023.87000000
0.046220812591
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.03705000
N
N
N
N
N
N
UOL Group Ltd.
254900O9PRCWTMR86R25
UOL Group Ltd.
N/A
12900.00000000
NS
58800.74000000
0.001620619737
Long
EC
CORP
SG
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K033, Class X1
3137B4WC6
104896217.68000000
PA
USD
739864.49000000
0.020391563022
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
0.29397200
N
N
N
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
366000.00000000
PA
570423.68000000
0.015721568716
Long
DBT
NUSS
FR
Y
2
2050-05-25
Fixed
1.50000000
N
N
N
N
N
N
Nationslink Funding Corp. Commercial Loan Pass-Through Certificates
N/A
Nationslink Funding Corp. Commercial Loan Pass-Through Certificates, Series 1999-LTL1, Class E
63859CCL5
1284960.02000000
PA
USD
1299303.13000000
0.035810370708
Long
ABS-MBS
CORP
US
Y
3
2026-01-22
Fixed
5.00000000
N
N
N
N
N
N
SMC Corp.
N/A
SMC Corp.
N/A
9200.00000000
NS
4893532.08000000
0.134871681451
Long
EC
CORP
JP
N
2
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAW3
630000.00000000
PA
USD
716862.70000000
0.019757605782
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.89500000
N
N
N
N
N
N
Shenzhou International Group Holdings Ltd.
529900B4W41TCUKJFM73
Shenzhou International Group Holdings Ltd.
N/A
79100.00000000
NS
1376290.79000000
0.037932244027
Long
EC
CORP
KY
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-54
38379RSG9
6497658.78000000
PA
USD
333895.19000000
0.009202556551
Long
ABS-MBS
USGA
US
N
2
2058-12-16
Variable
0.61781000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2017-2, Class A4
43811BAD6
441000.00000000
PA
USD
441781.23000000
0.012176026712
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
1.87000000
N
N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC, 1st Lien Term Loan
90266UAF0
332568.46000000
PA
USD
325501.38000000
0.008971212963
Long
LON
CORP
US
N
2
2026-04-29
Variable
4.25000000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AW6
2713000.00000000
PA
USD
2682478.75000000
0.073932369003
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class G
12482HAS3
2560000.00000000
PA
USD
2425458.43000000
0.066848577141
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
3.39837800
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14171.00000000
0.000390569953
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
875602.84000000
EUR
1033964.37000000
USD
2020-11-04
14171.00000000
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-27, Class 1A6
12667GM42
768433.75000000
PA
USD
693357.00000000
0.019109760170
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.96925000
N
N
N
N
N
N
Japan Airlines Co. Ltd.
3538002MH5L1QZZ93477
Japan Airlines Co. Ltd.
N/A
3100.00000000
NS
54144.09000000
0.001492276813
Long
EC
CORP
JP
N
2
N
N
N
Kyushu Railway Co.
5299002CCI6HLWAN3K50
Kyushu Railway Co.
N/A
4200.00000000
NS
89337.79000000
0.002462257886
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Foreign Exchange AUD/USD
N/A
513.00000000
NC
USD
-1397394.70000000
-0.03851389339
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange AUD/USD
2020-12-14
36063900.00000000
USD
-1397394.70000000
N
N
N
JD Sports Fashion plc
213800HROV6Y9MUU8375
JD Sports Fashion plc
N/A
12159.00000000
NS
116975.46000000
0.003223985604
Long
EC
CORP
GB
N
2
N
N
N
Valmont Industries, Inc.
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253AF8
361000.00000000
PA
USD
393560.03000000
0.010846991933
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
5.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCB4
690000.00000000
PA
USD
697713.80000000
0.019229838864
Long
DBT
CORP
JP
N
2
2030-07-08
Fixed
2.13000000
N
N
N
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
N/A
3589.00000000
NS
531642.93000000
0.014652724193
Long
EC
CORP
DE
N
2
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EB7
287000.00000000
PA
USD
252560.00000000
0.006960860031
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
Structured Asset Investment Loan Trust
N/A
Structured Asset Investment Loan Trust, Series 2004-7, Class M2
86358EKM7
13147.48000000
PA
USD
13105.89000000
0.000361214229
Long
ABS-O
CORP
US
N
3
2034-08-25
Floating
1.27424900
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
N/A
43700.00000000
NS
1350444.16000000
0.037219879544
Long
EC
CORP
JP
N
2
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CK3
660000.00000000
PA
USD
654551.50000000
0.018040233507
Long
DBT
CORP
GB
N
2
2031-08-18
Variable
2.35699900
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBD6
1240000.00000000
PA
USD
1323012.06000000
0.036463817585
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
Blackstone Group, Inc. (The)
5299004LW4QWGZUB8Y96
Blackstone Group, Inc. (The), Class A
09260D107
23403.00000000
NS
USD
1179979.26000000
0.032521660075
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AL3
1400000.00000000
PA
USD
1402625.00000000
0.038658046806
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
6.45000100
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189AQ8
845000.00000000
PA
USD
859787.50000000
0.023696786680
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Persol Holdings Co. Ltd.
3538000H6OI725NB2008
Persol Holdings Co. Ltd.
N/A
4900.00000000
NS
74216.39000000
0.002045493755
Long
EC
CORP
JP
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
990000.00000000
PA
1689069.43000000
0.046552802840
Long
DBT
NUSS
FR
Y
2
2048-05-25
Fixed
2.00000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BQ5
520000.00000000
PA
USD
611614.15000000
0.016856828046
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A1
59020UUK9
36992.24000000
PA
USD
35952.89000000
0.000990905270
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
2.57235100
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
371000.00000000
PA
USD
405317.50000000
0.011171042072
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EZ2
1515000.00000000
PA
USD
1554112.89000000
0.042833236855
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912EAA3
511000.00000000
PA
USD
628402.25000000
0.017319528451
Long
DBT
CORP
BR
N
2
2042-09-11
Fixed
5.62500000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2004-6, Class 1A2
45254NKD8
45297.01000000
PA
USD
45033.88000000
0.001241188372
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
0.92813000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
N/A
27806.00000000
NS
354796.62000000
0.009778625322
Long
EC
CORP
NO
N
2
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAT3
2055000.00000000
PA
USD
2290378.01000000
0.063125596873
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
4.62500000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
88734.00000000
NS
1160905.47000000
0.031995963280
Long
EC
CORP
AU
N
2
N
N
N
Etablissements Franz Colruyt NV
5493000O0NZ1BCXO8K39
Etablissements Franz Colruyt NV
N/A
1532.00000000
NS
90675.27000000
0.002499120457
Long
EC
CORP
BE
N
1
N
N
N
Taiheiyo Cement Corp.
N/A
Taiheiyo Cement Corp.
N/A
3400.00000000
NS
79805.03000000
0.002199523454
Long
EC
CORP
JP
N
2
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599ED3
287000.00000000
PA
USD
251498.10000000
0.006931592778
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2019-B, Class A3
34532DAD9
154000.00000000
PA
USD
156745.50000000
0.004320096159
Long
ABS-O
CORP
US
N
2
2023-10-15
Fixed
2.23000000
N
N
N
N
N
N
Whitbread plc
21380099VMZKRMN3EX36
Whitbread plc
N/A
5604.00000000
NS
156030.82000000
0.004300398711
Long
EC
CORP
GB
N
2
N
N
N
Swire Properties Ltd.
5299001L12PHYVQ92465
Swire Properties Ltd.
N/A
32200.00000000
NS
86408.26000000
0.002381516484
Long
EC
CORP
HK
N
2
N
N
N
Claire's Stores, Inc.
N/A
Claire's Stores, Inc., 1st Lien Term Loan B
17958DAL1
259681.13000000
PA
USD
201252.88000000
0.005546773553
Long
LON
CORP
US
N
2
2026-12-18
Variable
6.64775000
N
N
N
N
N
N
N/A
N/A
Euro-OAT
N/A
58.00000000
NC
165152.45000000
0.004551801901
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
French Republic
Euro-OAT
2020-12-08
9867540.00000000
EUR
165152.45000000
N
N
N
Mitsubishi UFJ Lease & Finance Co. Ltd.
353800MZ3QX9RLMH7B09
Mitsubishi UFJ Lease & Finance Co. Ltd.
N/A
11200.00000000
NS
47454.34000000
0.001307899186
Long
EC
CORP
JP
N
2
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAW4
1440000.00000000
PA
USD
1574524.80000000
0.043395813860
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
N/A
68239.00000000
NS
2525373.98000000
0.069602370927
Long
EC
CORP
DE
N
2
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760AL2
470000.00000000
PA
USD
524684.50000000
0.014460941420
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
8.37500000
N
N
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
DexCom, Inc.
252131107
4477.00000000
NS
USD
1430759.66000000
0.039433472171
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series T
172967KM2
210000.00000000
PA
USD
234586.80000000
0.006465496832
Long
DBT
CORP
US
N
2
2026-08-15
Variable
6.25000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2006-QS3, Class 1A10
761118XN3
537504.51000000
PA
USD
541119.01000000
0.014913896455
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.00000000
N
N
N
N
N
N
Comerica, Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
1842.00000000
NS
USD
83829.42000000
0.002310440525
Long
EC
CORP
US
N
1
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CR0
500000.00000000
PA
USD
623259.65000000
0.017177792155
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
4.05000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AT7
2300000.00000000
PA
USD
2717005.94000000
0.074883980252
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
Claire's Stores, Inc.
549300N5HNYXI6JY7625
Claire's Stores, Inc.
N/A
326.00000000
NS
USD
179300.00000000
0.004941725544
Long
EC
CORP
US
N
3
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040CZ0
500000.00000000
PA
USD
201250.00000000
0.005546694176
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.00000000
Y
N
N
N
N
N
Mr Price Group Ltd.
378900D3417C35C5D733
Mr Price Group Ltd.
N/A
81822.00000000
NS
618981.85000000
0.017059890797
Long
EC
CORP
ZA
N
2
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-412.00000000
NC
USD
982463.35000000
0.027077881949
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2020-12-21
-64709750.00000000
USD
982463.35000000
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
184000.00000000
PA
240778.25000000
0.006636140706
Long
DBT
NUSS
ES
Y
2
2029-04-30
Fixed
1.45000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
879000.00000000
PA
1052596.47000000
0.029010835829
Long
DBT
NUSS
IT
N
2
2023-03-01
Fixed
0.95000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2005-4, Class 2M2
45254NPP6
185995.33000000
PA
USD
173417.19000000
0.004779588163
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
1.27424900
N
N
N
N
N
N
National Express Group plc
213800A8IQEMY8PA5X34
National Express Group plc
N/A
151091.00000000
NS
293104.14000000
0.008078305721
Long
EC
CORP
GB
N
2
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
17715.00000000
NS
USD
1781597.55000000
0.049102990091
Long
EC
CORP
IE
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
N/A
3497.00000000
NS
345404.28000000
0.009519761036
Long
EC
CORP
BE
N
2
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
16318.00000000
NS
USD
7720372.16000000
0.212782823864
Long
EC
CORP
US
N
1
N
N
N
Kurita Water Industries Ltd.
52990086GS2ON69UMX34
Kurita Water Industries Ltd.
N/A
2700.00000000
NS
80335.09000000
0.002214132551
Long
EC
CORP
JP
N
2
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM4, Class B2
64828EAF2
2000000.00000000
PA
USD
1884582.00000000
0.051941366485
Long
ABS-MBS
CORP
US
Y
3
2059-09-25
Variable
5.02426100
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBN1
440000.00000000
PA
USD
424715.83000000
0.011705683582
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
FMG Resources August 2006 Pty. Ltd.
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty. Ltd.
30251GAW7
230000.00000000
PA
USD
246073.55000000
0.006782085599
Long
DBT
CORP
AU
Y
2
2024-05-15
Fixed
5.12500000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BC0
495000.00000000
PA
USD
511087.50000000
0.014086191602
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
Structured Asset Investment Loan Trust
N/A
Structured Asset Investment Loan Trust, Series 2004-BNC1, Class A5
86358EKY1
27025.36000000
PA
USD
26979.61000000
0.000743590785
Long
ABS-O
CORP
US
N
3
2034-09-25
Floating
1.38925100
N
N
N
N
N
N
FHLMC Structured Agency Credit Risk Debt Notes
N/A
FHLMC Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class B1
3137G0PR4
2000000.00000000
PA
USD
2074933.00000000
0.057187670998
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
5.29925000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
8734.00000000
NS
USD
2000697.38000000
0.055141647240
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828F21
250000.00000000
PA
USD
254492.19000000
0.007014113532
Long
DBT
UST
US
N
2
2021-09-30
Fixed
2.12500000
N
N
N
N
N
N
Bear Stearns ARM Trust
N/A
Bear Stearns ARM Trust, Series 2006-1, Class A1
07387AGZ2
197259.88000000
PA
USD
199958.51000000
0.005511099145
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.84000100
N
N
N
N
N
N
Chase Mortgage Finance Trust
N/A
Chase Mortgage Finance Trust, Series 2007-A1, Class 1A1
161630AA6
57072.99000000
PA
USD
56977.69000000
0.001570374267
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
3.44050900
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
N/A
19823.00000000
NS
268800.39000000
0.007408464884
Long
EC
CORP
LU
N
2
N
N
N
CRH plc
549300MIDJNNTH068E74
CRH plc
N/A
21797.00000000
NS
762715.65000000
0.021021368717
Long
EC
CORP
IE
N
2
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
N/A
808478.00000000
NS
2049053.49000000
0.056474400302
Long
EC
CORP
RU
N
2
N
N
N
Eli Lilly and Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co.
532457108
31564.00000000
NS
USD
4117839.44000000
0.113492651144
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAL6
377000.00000000
PA
USD
390325.07000000
0.010757832510
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
3.87500000
N
N
N
N
N
N
NGK Spark Plug Co. Ltd.
549300RG3XQGTFM4HH31
NGK Spark Plug Co. Ltd.
N/A
4300.00000000
NS
75623.85000000
0.002084285060
Long
EC
CORP
JP
N
2
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
1240000.00000000
PA
USD
1493398.10000000
0.041159863577
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-31, Class 2A1
126694UL0
286230.40800000
PA
USD
256852.61000000
0.007079169571
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
3.26634500
N
N
N
N
N
N
Bidvest Group Ltd. (The)
5299002ARE4TRMIRGM72
Bidvest Group Ltd. (The)
N/A
207677.00000000
NS
1707724.65000000
0.047066963337
Long
EC
CORP
ZA
N
2
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
N/A
10619.00000000
NS
232507.47000000
0.006408187974
Long
EC
CORP
DE
N
1
N
N
N
Advanz Pharma Corp. Ltd.
549300WZSXRSISJ4VI31
Advanz Pharma Corp. Ltd.
N/A
15543.00000000
NS
USD
75694.41000000
0.002086229779
Long
EC
CORP
JE
N
1
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc., Term Loan B
71677HAG0
921285.94330000
PA
USD
910285.79000000
0.025088580823
Long
LON
CORP
US
N
2
2022-03-11
Variable
4.50000000
N
N
N
N
N
N
TransAlta Corp.
GJZNVO2UY6DNFNIYH321
TransAlta Corp.
89346DAE7
835000.00000000
PA
USD
868400.00000000
0.023934157630
Long
DBT
CORP
CA
N
2
2040-03-15
Fixed
6.50000000
N
N
N
N
N
N
Rolls-Royce Holdings plc
213800EC7997ZBLZJH69
Rolls-Royce Holdings plc
N/A
53397.00000000
NS
49422.52000000
0.001362144615
Long
EC
CORP
GB
N
2
N
N
N
Hangzhou Tigermed Consulting Co. Ltd.
300300CP4N8WDF6DOO67
Hangzhou Tigermed Consulting Co. Ltd., Class H
N/A
76400.00000000
NS
1226933.25000000
0.033815769009
Long
EC
CORP
CN
Y
1
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAH2
525000.00000000
PA
USD
543217.50000000
0.014971733386
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
5.37500000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
49503.00000000
NS
USD
4620114.99000000
0.127335974714
Long
EC
CORP
US
N
1
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
N/A
767.00000000
NS
290854.10000000
0.008016291889
Long
EC
CORP
FR
N
1
N
N
Shinhan Bank
5493003P813VL21KG928
Shinhan Bank
82460ALE6
48000.00000000
PA
USD
48055.84000000
0.001324477256
Long
STIV
CORP
KR
N
2
2021-08-23
Fixed
0.58000000
N
N
N
N
N
N
Middleby Corp. (The)
JDFO86U9VQRBKW5KYA35
Middleby Corp. (The)
596278101
9682.00000000
NS
USD
963746.28000000
0.026562016791
Long
EC
CORP
US
N
1
N
N
N
Alrosa PJSC
894500DKUWVBYZLLE651
Alrosa PJSC
N/A
1272785.00000000
NS
USD
1145584.14000000
0.031573688836
Long
EC
CORP
RU
N
1
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2019-4A, Class A
36258HAA3
226998.82000000
PA
USD
229655.00000000
0.006329570440
Long
ABS-O
CORP
US
Y
2
2023-11-15
Fixed
2.47000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K087, Class X3
3137FKUS3
11320000.00000000
PA
USD
1721143.74000000
0.047436809739
Long
ABS-MBS
USGSE
US
N
2
2046-01-25
Variable
2.31535100
N
N
N
N
N
N
Wizz Air Holdings plc
213800COXGZCORLJZA85
Wizz Air Holdings plc
N/A
34814.00000000
NS
1441254.57000000
0.039722724624
Long
EC
CORP
JE
Y
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
313450000.00000000
PA
3600116.74000000
0.099223585379
Long
DBT
NUSS
JP
N
2
2045-12-20
Fixed
1.40000000
N
N
N
N
N
N
MortgageIT Trust
N/A
MortgageIT Trust, Series 2005-1, Class 1B1
61913PAW2
178962.37000000
PA
USD
178045.92000000
0.004907161578
Long
ABS-MBS
CORP
US
N
3
2035-02-25
Floating
1.64813000
N
N
N
N
N
N
Bollore SA
969500LEKCHH6VV86P94
Bollore SA
N/A
24499.00000000
NS
87816.56000000
0.002420330941
Long
EC
CORP
FR
N
2
N
N
N
Teck Resources Ltd.
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878742AZ8
350000.00000000
PA
USD
361947.00000000
0.009975698470
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAE7
690000.00000000
PA
USD
648605.36000000
0.017876350675
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.90000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
N/A
126980.00000000
NS
15428897.34000000
0.425239130585
Long
EC
CORP
FR
N
2
N
N
N
Structured Asset Securities Corp. Mortgage Loan Trust
N/A
Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC4, Class A4
86359RAD8
241277.59000000
PA
USD
236208.32000000
0.006510187890
Long
ABS-O
CORP
US
N
3
2036-12-25
Floating
0.31925200
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAY9
295000.00000000
PA
USD
316454.05000000
0.008721857571
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.45000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA
95002MAY5
3970327.79000000
PA
USD
425175.65000000
0.011718356780
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.61880800
N
N
N
N
N
N
CIT Group, Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group, Inc.
125581GY8
1025000.00000000
PA
USD
1101875.00000000
0.030369011905
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
4.75000000
N
N
N
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG (Registered)
N/A
3937.00000000
NS
968521.49000000
0.026693627372
Long
EC
CORP
CH
N
2
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
68010.00000000
NS
USD
5497928.40000000
0.151529577345
Long
EC
CORP
US
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
9150000.00000000
PA
82186.13000000
0.002265149459
Long
DBT
NUSS
JP
N
2
2050-03-20
Fixed
0.40000000
N
N
N
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081TAJ7
219000.00000000
PA
USD
224475.00000000
0.006186803355
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11688.76000000
0.000322156407
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
700000.00000000
EUR
828125.83000000
USD
2020-12-29
11688.76000000
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AH3
600000.00000000
PA
USD
637692.00000000
0.017575565232
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne + Nagel International AG (Registered)
N/A
1499.00000000
NS
299594.92000000
0.008257199493
Long
EC
CORP
CH
N
2
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc., Class B
01626P403
138775.00000000
NS
4273765.86000000
0.117790172465
Long
EC
CORP
CA
N
1
N
N
N
Team Health Holdings, Inc.
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc.
88047PAA2
695000.00000000
PA
USD
427911.50000000
0.011793760125
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.37500000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
78442FET1
455000.00000000
PA
USD
460687.50000000
0.012697106452
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
ACE Securities Corp. Home Equity Loan Trust
N/A
ACE Securities Corp. Home Equity Loan Trust, Series 2002-HE3, Class M1
004421BH5
173614.18000000
PA
USD
175624.25000000
0.004840417415
Long
ABS-O
CORP
US
N
3
2032-10-25
Floating
1.94924900
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
10002.00000000
NS
USD
2664032.70000000
0.073423973485
Long
EC
CORP
US
N
1
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BF9
404000.00000000
PA
USD
471258.12000000
0.012988445565
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
7.15000000
N
N
N
N
N
N
Komatsu Ltd.
5493004LQ0B4T7QPQV17
Komatsu Ltd.
N/A
24300.00000000
NS
547855.04000000
0.015099549615
Long
EC
CORP
JP
N
2
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
N/A
21154.00000000
NS
1094216.12000000
0.030157923880
Long
EC
CORP
BE
N
2
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class X1
3137FJXX2
134030403.26000000
PA
USD
772055.33000000
0.021278781630
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
0.03372500
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AP4
500000.00000000
PA
USD
608922.60000000
0.016782645662
Long
DBT
CORP
US
N
2
2042-03-20
Fixed
4.50000000
N
N
N
N
N
N
Central Japan Railway Co.
353800YAR3OVUITHTG64
Central Japan Railway Co.
N/A
4000.00000000
NS
483676.21000000
0.013330703192
Long
EC
CORP
JP
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class B
N/A
10834.00000000
NS
415113.21000000
0.011441023724
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-418.29000000
-0.00001152857
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
3006469.36000000
SEK
337726.76000000
USD
2020-12-29
-418.29000000
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2018-2A, Class E
23343DAJ8
725000.00000000
PA
USD
748782.68000000
0.020637359159
Long
ABS-O
CORP
US
Y
2
2025-06-16
Fixed
5.54000000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAM0
83000.00000000
PA
USD
85082.75000000
0.002344983820
Long
DBT
CORP
US
Y
2
2023-01-21
Fixed
2.15000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
13196.00000000
NS
USD
1386635.68000000
0.038217361747
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DN4
1225000.00000000
PA
USD
1388662.19000000
0.038273214821
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV, Series L
N/A
1843840.00000000
NS
1120481.70000000
0.030881835133
Long
EC
CORP
MX
N
1
N
N
N/A
N/A
Euro-Buxl 30 Year Bond
N/A
10.00000000
NC
53099.74000000
0.001463493260
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
Federal Republic of Germany
Euro-Buxl 30 Year Bond
2020-12-08
2284000.00000000
EUR
53099.74000000
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
35503.00000000
NS
USD
2486275.09000000
0.068524758080
Long
EC
CORP
US
N
1
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AC2
451000.00000000
PA
USD
445291.52000000
0.012272774563
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG (Registered)
N/A
556.00000000
NS
142915.68000000
0.003938929540
Long
EC
CORP
CH
N
2
N
N
N
Crestwood Midstream Partners LP
N/A
Crestwood Midstream Partners LP
226373AP3
676000.00000000
PA
USD
609245.00000000
0.016791531397
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
Whiting Petroleum Corp.
52990028CHK9KUB1B293
Whiting Petroleum Corp.
966ESCAA3
168000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2021-04-01
Fixed
1.25000000
N
N
N
N
N
Whiting Petroleum Corp.
Whiting Petroleum Corp.
USD
XXXX
N
N
N
EMS-Chemie Holding AG
529900G1XFTGSE0DIX60
EMS-Chemie Holding AG (Registered)
N/A
226.00000000
NS
198784.79000000
0.005478749998
Long
EC
CORP
CH
N
2
N
N
N
Ladder Capital Finance Holdings LLLP
N/A
Ladder Capital Finance Holdings LLLP
505742AG1
124000.00000000
PA
USD
113305.00000000
0.003122823273
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
1590726.43000000
PA
83751.86000000
0.002308302877
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
N/A
N/A
Rec/pay the total return of custom basket plus EURIBOR +/- spread (0.15%). EUR Currency.
Smurfit Kappa Group plc
594727.10000000
USD
-33064.46000000
USD
Bank of Ireland Group plc
583418.42000000
USD
103961.78000000
USD
AIB Group plc
412580.91000000
USD
13484.97000000
USD
Y
2021-10-29
0.00000000
USD
0.00000000
USD
1590726.00000000
USD
84382.28000000
N
N
N
Exela Intermediate LLC
N/A
Exela Intermediate LLC
30162RAA9
1233000.00000000
PA
USD
363735.00000000
0.010024977920
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
10.00000000
N
N
N
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG (Registered)
N/A
4254.00000000
NS
208590.46000000
0.005749006160
Long
EC
CORP
CH
N
2
N
N
N
Halma plc
2138007FRGLUR9KGBT40
Halma plc
N/A
10533.00000000
NS
323232.52000000
0.008908680429
Long
EC
CORP
GB
N
2
N
N
N
Ralph Lauren Corp.
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp.
751212101
14842.00000000
NS
USD
992187.70000000
0.027345896834
Long
EC
CORP
US
N
1
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DZ0
420000.00000000
PA
USD
408923.26000000
0.011270421192
Long
DBT
CORP
US
N
2
2050-08-20
Fixed
2.40000000
N
N
N
N
N
N
Rolls-Royce plc
X57JK1U580XATGR67572
Rolls-Royce plc
77578JAC2
321000.00000000
PA
USD
325012.50000000
0.008957738837
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432AL4
122000.00000000
PA
USD
147502.14000000
0.004065337942
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.80000000
N
N
N
N
N
N
Yangzijiang Shipbuilding Holdings Ltd.
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd.
N/A
71400.00000000
NS
48069.95000000
0.001324866145
Long
EC
CORP
SG
N
2
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AN7
450000.00000000
PA
USD
511240.81000000
0.014090417012
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
16490.00000000
NS
USD
8267426.40000000
0.227860302460
Long
EC
CORP
US
N
1
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAL4
1486000.00000000
PA
USD
1536152.50000000
0.042338226715
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
CSL Ltd.
529900ECSECK5ZDQTE14
CSL Ltd.
N/A
12606.00000000
NS
2552177.37000000
0.070341104876
Long
EC
CORP
AU
N
2
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAX4
690000.00000000
PA
USD
845250.00000000
0.023296115542
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABK0
1290000.00000000
PA
USD
1255686.00000000
0.034608229684
Long
DBT
CORP
US
Y
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
T&D Holdings, Inc.
3538008ARJ1MACEWA242
T&D Holdings, Inc.
N/A
14800.00000000
NS
147912.40000000
0.004076645206
Long
EC
CORP
JP
N
2
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767754CL6
913000.00000000
PA
USD
915282.50000000
0.025226296213
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
1578000.00000000
PA
USD
1722615.81000000
0.047477381774
Long
DBT
CORP
NL
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Shizuoka Bank Ltd.
549300TJ1GRR4PX8GJ82
Shizuoka Bank Ltd.
82487BEA9
250000.00000000
PA
USD
250065.79000000
0.006892116577
Long
STIV
CORP
JP
N
2
2021-02-05
Fixed
0.39000000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG (Preference)
N/A
27578.00000000
NS
4017125.85000000
0.110716862408
Long
EC
CORP
DE
N
2
N
N
N
MS&AD Insurance Group Holdings, Inc.
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings, Inc.
N/A
12300.00000000
NS
336592.61000000
0.009276900719
Long
EC
CORP
JP
N
2
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
N/A
1240.00000000
NS
309431.83000000
0.008528316668
Long
EC
CORP
NL
N
2
N
N
N
Chase Funding Trust
N/A
Chase Funding Trust, Series 2003-2, Class 2M1
161546EX0
682912.91000000
PA
USD
679667.09000000
0.018732449641
Long
ABS-O
CORP
US
N
3
2032-11-25
Floating
0.97425000
N
N
N
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
20939.00000000
NS
USD
1837816.03000000
0.050652439610
Long
EC
CORP
US
N
1
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBM4
1751000.00000000
PA
USD
1815191.66000000
0.050028884523
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.75000000
N
N
N
N
N
N
METRO AG
5299006EQ03K3SSUYS12
METRO AG
N/A
4980.00000000
NS
48835.64000000
0.001345969490
Long
EC
CORP
DE
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCH6
112000.00000000
PA
USD
119560.00000000
0.003295218662
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
435300000.00000000
PA
4856425.42000000
0.133848976880
Long
DBT
NUSS
JP
N
2
2032-03-20
Fixed
1.60000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236THF5
236000.00000000
PA
USD
237401.47000000
0.006543072552
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.50000000
N
N
N
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2003-5, Class 30B1
576434FU3
609678.79000000
PA
USD
622663.18000000
0.017161352718
Long
ABS-MBS
CORP
US
N
3
2033-08-25
Variable
5.92065700
N
N
N
N
N
N
Ryohin Keikaku Co. Ltd.
549300PMNF56J66BY371
Ryohin Keikaku Co. Ltd.
N/A
6600.00000000
NS
138529.55000000
0.003818042476
Long
EC
CORP
JP
N
2
N
N
N
Bear Stearns ALT-A Trust
N/A
Bear Stearns ALT-A Trust, Series 2005-4, Class 23A2
07386HSZ5
363308.49000000
PA
USD
363577.96000000
0.010020649707
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
3.39892200
N
N
N
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
N/A
9192.00000000
NS
628170.05000000
0.017313128737
Long
EC
CORP
DE
N
2
N
N
N
Japan Post Insurance Co. Ltd.
54930042SK2Z708BA841
Japan Post Insurance Co. Ltd.
N/A
6300.00000000
NS
99862.02000000
0.002752318433
Long
EC
CORP
JP
N
2
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
22095.00000000
NS
USD
4460980.50000000
0.122950035091
Long
EC
CORP
US
N
1
N
N
N
Daiwa Securities Group, Inc.
353800WRC7Y23PWFJG38
Daiwa Securities Group, Inc.
N/A
40000.00000000
NS
162072.79000000
0.004466922735
Long
EC
CORP
JP
N
2
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2019-RTL3, Class A2
501878AC6
740000.00000000
PA
USD
729377.52000000
0.020102529405
Long
ABS-MBS
CORP
US
Y
2
2024-07-25
Variable
4.33500100
N
N
N
N
N
N
ACE Securities Corp. Home Equity Loan Trust
N/A
ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Class M2
004421JJ3
102997.65000000
PA
USD
101041.80000000
0.002784834602
Long
ABS-O
CORP
US
N
3
2034-12-25
Floating
1.12425100
N
N
N
N
N
N
Swissquote Group Holding SA
549300O3WME82RDPEN66
Swissquote Group Holding SA (Registered)
N/A
4878.00000000
NS
388422.37000000
0.010705391790
Long
EC
CORP
CH
N
2
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696AB0
375000.00000000
PA
USD
390078.75000000
0.010751043632
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.50000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
36200000.00000000
PA
350188.62000000
0.009651623251
Long
DBT
NUSS
JP
N
2
2027-09-20
Fixed
0.10000000
N
N
N
N
N
N
Nomura Research Institute Ltd.
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd.
N/A
8800.00000000
NS
259402.02000000
0.007149434403
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Heavy Industries Ltd.
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd.
N/A
8900.00000000
NS
191218.60000000
0.005270216621
Long
EC
CORP
JP
N
2
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BP5
885000.00000000
PA
USD
973236.93000000
0.026823590620
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
3.70000000
N
N
N
N
N
N
L E Lundbergforetagen AB
529900BPSFZS6O3A9R04
L E Lundbergforetagen AB, Class B
N/A
2102.00000000
NS
94476.36000000
0.002603883109
Long
EC
CORP
SE
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
N/A
13915.00000000
NS
113006.35000000
0.003114592116
Long
EC
CORP
PT
N
2
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAE4
275000.00000000
PA
USD
312892.31000000
0.008623691696
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class C
12482HAJ3
2900000.00000000
PA
USD
2899208.01000000
0.079905690367
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
1.59837800
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAJ3
585000.00000000
PA
USD
644420.47000000
0.017761010029
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
Croda International plc
2138004WCNBFJEEOXV26
Croda International plc
N/A
3579.00000000
NS
279731.55000000
0.007709740916
Long
EC
CORP
GB
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
53696.00000000
NS
862320.15000000
0.023766589587
Long
EC
CORP
FR
N
2
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211KAU4
100000.00000000
PA
USD
105625.00000000
0.002911153154
Long
DBT
CORP
US
Y
2
2023-04-01
Fixed
5.25000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
N/A
7168.00000000
NS
634494.13000000
0.017487428055
Long
EC
CORP
NL
N
2
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
N/A
25406.00000000
NS
1176724.02000000
0.032431941711
Long
EC
CORP
NL
N
2
N
N
N
Taylor Wimpey plc
21380089BTRXTD8S3R66
Taylor Wimpey plc
N/A
2301578.00000000
NS
3153380.26000000
0.086910985964
Long
EC
CORP
GB
N
2
N
N
N
Foshan Haitian Flavouring & Food Co. Ltd.
N/A
Foshan Haitian Flavouring & Food Co. Ltd., Class A
N/A
52922.00000000
NS
1267324.84000000
0.034929010236
Long
EC
CORP
CN
N
2
N
N
N
Chevron USA, Inc.
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AH9
220000.00000000
PA
USD
198781.26000000
0.005478652707
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34300000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16259.45000000
-0.00044813016
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
747110.81000000
USD
1039759.42000000
AUD
2020-11-04
-16259.45000000
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
34605.00000000
NS
USD
4268872.80000000
0.117655313795
Long
EC
CORP
US
N
1
N
N
N
Orpea
969500LHIH3NT7PK1V89
Orpea
N/A
1429.00000000
NS
142734.60000000
0.003933938756
Long
EC
CORP
FR
N
2
N
N
Nissin Foods Holdings Co. Ltd.
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co. Ltd.
N/A
1800.00000000
NS
155861.04000000
0.004295719368
Long
EC
CORP
JP
N
2
N
N
N
Suofeiya Home Collection Co. Ltd.
N/A
Suofeiya Home Collection Co. Ltd., Class A
N/A
560907.00000000
NS
2369228.80000000
0.065298820315
Long
EC
CORP
CN
N
2
N
N
N
Nitto Denko Corp.
3538009GX5P09USH2J25
Nitto Denko Corp.
N/A
4400.00000000
NS
309125.49000000
0.008519873566
Long
EC
CORP
JP
N
2
N
N
N
PMT Credit Risk Transfer Trust
N/A
PMT Credit Risk Transfer Trust, Series 2019-2R, Class A
69345WAA6
285782.80000000
PA
USD
269036.39000000
0.007414969330
Long
ABS-MBS
CORP
US
Y
2
2023-05-27
Floating
2.90149900
N
N
N
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA (Registered)
N/A
10596.00000000
NS
891401.16000000
0.024568097507
Long
EC
CORP
CH
N
2
N
N
N
LB Commercial Mortgage Trust
N/A
LB Commercial Mortgage Trust, Series 2007-C3, Class AJ
50177AAH2
330570.02000000
PA
USD
326500.70000000
0.008998755435
Long
ABS-MBS
CORP
US
N
2
2044-07-15
Variable
5.90992600
N
N
N
N
N
N
N/A
N/A
MSCI Europe Equity Index
N/A
-2860.00000000
NC
5533280.14000000
0.152503914192
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
MSCI Europe Equity Index
MSDEE15N Index
2020-12-18
-57557500.00000000
EUR
5533280.14000000
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15137TAA8
1685000.00000000
PA
USD
1772973.85000000
0.048865310456
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.37500000
N
N
N
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
N/A
6909.00000000
NS
149122.30000000
0.004109991518
Long
EC
CORP
ES
N
2
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
397000.00000000
PA
USD
475523.52000000
0.013106005164
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
ME Funding LLC
N/A
ME Funding LLC, Series 2019-1, Class A2
55282GAA5
3999600.00000000
PA
USD
3595800.38000000
0.099104621260
Long
ABS-O
CORP
US
Y
2
2049-07-30
Fixed
6.44800000
N
N
N
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
5714.00000000
NS
USD
708193.16000000
0.019518662741
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
9693.00000000
NS
USD
2677594.32000000
0.073797748186
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-HE2, Class M2
61746RDB4
5899.37000000
PA
USD
5909.80000000
0.000162881258
Long
ABS-O
CORP
US
N
3
2033-08-25
Floating
2.62424900
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2017-3A, Class B2
24381FAF2
2000000.00000000
PA
USD
1958189.40000000
0.053970075737
Long
ABS-MBS
CORP
US
Y
3
2047-10-25
Variable
6.25000000
N
N
N
N
N
N
Zebra Technologies Corp.
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp., Class A
989207105
6012.00000000
NS
USD
1705243.68000000
0.046998584794
Long
EC
CORP
US
N
1
N
N
N
Wix.com Ltd.
5493008P6N29Q1AG9464
Wix.com Ltd.
N/A
1429.00000000
NS
USD
353420.28000000
0.009740691721
Long
EC
CORP
IL
N
1
N
N
N
Hughes Satellite Systems Corp.
N/A
Hughes Satellite Systems Corp.
444454AA0
85000.00000000
PA
USD
87337.50000000
0.002407127466
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
7.62500000
N
N
N
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
63692.00000000
NS
2018743.07000000
0.055639008352
Long
EC
CORP
GB
N
2
N
N
N
Kingspan Group plc
635400HM7V74SUB9OG75
Kingspan Group plc
N/A
442.00000000
NS
38354.35000000
0.001057092421
Long
EC
CORP
IE
N
2
N
N
N
CWABS, Inc. Asset-Backed Certificates Trust
N/A
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M2
126673BD3
49907.69000000
PA
USD
48823.53000000
0.001345635724
Long
ABS-O
CORP
US
N
3
2034-10-25
Floating
1.12425100
N
N
N
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB, Class C
N/A
4387.00000000
NS
112018.16000000
0.003087356401
Long
EC
CORP
SE
N
2
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBD9
205000.00000000
PA
USD
244523.62000000
0.006739367647
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
4.12500000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AE1
770000.00000000
PA
USD
817817.00000000
0.022540028778
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019576AA5
170000.00000000
PA
USD
177862.50000000
0.004902106300
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
600000.00000000
PA
USD
477000.00000000
0.013146698744
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087ZS6
64000.00000000
PA
72589.06000000
0.002000642565
Long
DBT
NUSS
CA
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Sompo Holdings, Inc.
353800CWW4SRGEYEB512
Sompo Holdings, Inc.
N/A
9200.00000000
NS
343490.02000000
0.009467001707
Long
EC
CORP
JP
N
2
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
9800.00000000
NS
1308955.11000000
0.036076390988
Long
EC
CORP
JP
N
2
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AN9
183000.00000000
PA
USD
174765.00000000
0.004816735442
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
42409.00000000
NS
USD
12240933.76000000
0.337374986361
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
496160.44000000
0.013674783718
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
47321166.65000000
CAD
36016463.24000000
USD
2020-11-18
496160.44000000
N
N
N
LafargeHolcim Ltd.
529900EHPFPYHV6IQO98
LafargeHolcim Ltd. (Registered)
N/A
149031.00000000
NS
6396358.68000000
0.176291405928
Long
EC
CORP
CH
N
2
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BD4
190000.00000000
PA
USD
236154.97000000
0.006508717500
Long
DBT
CORP
US
N
2
2047-06-02
Fixed
4.55000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5513.44000000
0.000151957095
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
3849311.22000000
DKK
608638.04000000
USD
2020-12-29
5513.44000000
N
N
N
NSK Ltd.
353800FVQK6SULSPBC69
NSK Ltd.
N/A
9900.00000000
NS
79260.16000000
0.002184506176
Long
EC
CORP
JP
N
2
N
N
N
Rio Tinto Ltd.
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
N/A
10306.00000000
NS
670445.20000000
0.018478283163
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1408.82000000
0.000038828788
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
432232.39000000
USD
3855531.89000000
SEK
2020-12-29
1408.82000000
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
N/A
6383.00000000
NS
303082.59000000
0.008353323910
Long
EC
CORP
NL
N
1
N
N
N
Concho Resources, Inc.
SYHS7HRDXLL4I0IQ8776
Concho Resources, Inc.
20605PAL5
350000.00000000
PA
USD
426646.73000000
0.011758901529
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.85000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
780000.00000000
PA
993564.78000000
0.027383850829
Long
DBT
NUSS
ES
Y
2
2040-10-31
Fixed
1.20000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308GZ4
975000.00000000
PA
USD
984592.63000000
0.027136567489
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45000000
N
N
N
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
360000.00000000
PA
306333.97000000
0.008442935888
Long
DBT
NUSS
AU
Y
2
2041-05-21
Fixed
2.75000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCX6
2100000.00000000
PA
USD
2180440.50000000
0.060095585710
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Treasury Wine Estates Ltd.
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd.
N/A
19908.00000000
NS
128343.78000000
0.003537310296
Long
EC
CORP
AU
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K070, Class X3
3137FCJN5
7175000.00000000
PA
USD
870288.04000000
0.023986194303
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
2.03787700
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AF4
170000.00000000
PA
USD
183027.10000000
0.005044448942
Long
DBT
CORP
CA
Y
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAT0
445000.00000000
PA
USD
465399.04000000
0.012826962211
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.00000000
N
N
N
N
N
N
Noble Energy, Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AR6
865000.00000000
PA
USD
1017223.24000000
0.028035906692
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
80007RAG0
830000.00000000
PA
USD
854294.10000000
0.023545381911
Long
DBT
CORP
KY
Y
2
2030-06-18
Fixed
4.37500000
N
N
N
N
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc., Class A
22788C105
13833.00000000
NS
USD
1713078.72000000
0.047214528003
Long
EC
CORP
US
N
1
N
N
N
Haidilao International Holding Ltd.
3003009Q8GV4VNKZWI24
Haidilao International Holding Ltd.
N/A
241000.00000000
NS
1596335.78000000
0.043996950932
Long
EC
CORP
KY
Y
2
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAL6
369000.00000000
PA
USD
306270.00000000
0.008441172797
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
23953.00000000
NS
USD
14463300.46000000
0.398626109013
Long
EC
CORP
US
N
1
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries Ltd.
629571AA8
235000.00000000
PA
USD
91650.00000000
0.002525985199
Long
DBT
CORP
BM
Y
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
10570.00000000
NS
USD
1637504.40000000
0.045131608049
Long
EC
CORP
US
N
1
N
N
N
Sage Group plc (The)
2138005RN5XYLTF8G138
Sage Group plc (The)
N/A
30186.00000000
NS
248368.12000000
0.006845326732
Long
EC
CORP
GB
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
954000.00000000
PA
1127780.03000000
0.031082985963
Long
DBT
NUSS
IT
Y
2
2025-02-01
Fixed
0.35000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-59
38379KKY3
5081922.50000000
PA
USD
220821.22000000
0.006086100745
Long
ABS-MBS
USGA
US
N
2
2056-06-16
Variable
0.92335000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAE9
65000.00000000
PA
USD
66631.50000000
0.001836444984
Long
DBT
CORP
CA
Y
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAA1
1090000.00000000
PA
USD
1170209.55000000
0.032252395014
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865BG4
225000.00000000
PA
USD
201524.04000000
0.005554247051
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.12500000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
850000.00000000
PA
USD
898960.00000000
0.024776428309
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAQ3
350000.00000000
PA
USD
398188.61000000
0.010974561214
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3579.43000000
-0.00009865343
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
1406254.05000000
USD
1202630.64000000
EUR
2020-12-29
-3579.43000000
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
N/A
30.00000000
NS
237854.14000000
0.006555548687
Long
EC
CORP
CH
N
2
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
36431.00000000
NS
3657872.84000000
0.100815413570
Long
EC
CORP
GB
N
2
N
N
N
Goodman Networks, Inc.
549300UMUT10TOBP5N08
Goodman Networks, Inc.
38239H105
2483.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
115000.00000000
PA
191161.59000000
0.005268645356
Long
DBT
NUSS
IT
Y
2
2048-03-01
Fixed
3.45000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
450000.00000000
PA
USD
473977.49000000
0.013063394701
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
62944.00000000
NS
USD
1111591.04000000
0.030636797756
Long
EC
CORP
US
N
1
N
N
N
Outfront Media, Inc.
549300RZWDYU5722I639
Outfront Media, Inc.
69007J106
36398.00000000
NS
USD
477177.78000000
0.013151598577
Long
EC
CORP
US
N
1
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
N/A
57200.00000000
NS
436542.24000000
0.012031633791
Long
EC
CORP
HK
N
2
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
1200000.00000000
PA
1421600.92000000
0.039181046184
Long
DBT
NUSS
ID
Y
2
2021-07-08
Fixed
2.87500000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAB6
430000.00000000
PA
USD
433225.00000000
0.011940206632
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
5.50000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAB8
307000.00000000
PA
USD
390214.16000000
0.010754775696
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
5.75000000
N
N
N
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
18466.00000000
NS
USD
628582.64000000
0.017324500218
Long
EC
CORP
US
N
1
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG (Registered)
N/A
8265.00000000
NS
70707.70000000
0.001948790001
Long
EC
CORP
DE
N
2
N
N
New Oriental Education & Technology Group, Inc.
529900NHZVBZQZ8EKN29
New Oriental Education & Technology Group, Inc.
647581107
10077.00000000
NS
USD
1616149.26000000
0.044543034481
Long
EC
CORP
KY
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Italian Republic Government Bond
465410BX5
5381000.00000000
PA
USD
5625384.68000000
0.155042427065
Long
DBT
NUSS
IT
N
2
2024-10-17
Fixed
2.37500000
N
N
N
N
N
N
ANDRITZ AG
549300VZKC61IR5U8G96
ANDRITZ AG
N/A
2013.00000000
NS
67891.65000000
0.001871176247
Long
EC
CORP
AT
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF48, Class B
30308EAG0
1437446.23000000
PA
USD
1356417.10000000
0.037384501018
Long
ABS-MBS
USGSE
US
Y
2
2028-06-25
Floating
2.19825000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-21, Class A14
12543PAP8
151595.29720000
PA
USD
116392.88000000
0.003207928992
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.00000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BJ0
1000000.00000000
PA
USD
1150628.05000000
0.031712705116
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
S-Oil Corp.
988400QTUXYDN8W3MZ32
S-Oil Corp.
N/A
20447.00000000
NS
987445.30000000
0.027215190536
Long
EC
CORP
KR
N
2
N
N
N
Snowflake, Inc.
254900CJNSY1K7T53Z16
Snowflake, Inc., Class A
833445109
2700.00000000
NS
USD
675054.00000000
0.018605307283
Long
EC
CORP
US
N
1
N
N
UPC Holding BV
213800G1DU7LKI6ZCD69
UPC Holding BV
90320LAG2
200000.00000000
PA
USD
206500.00000000
0.005691390546
Long
DBT
CORP
NL
Y
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AR0
730000.00000000
PA
USD
671600.00000000
0.018510110852
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
20461.00000000
NS
USD
2805203.10000000
0.077314800991
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBJ0
2378000.00000000
PA
USD
2425560.00000000
0.066851376534
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AW6
2015000.00000000
PA
USD
2145975.00000000
0.059145674713
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000200
N
N
N
N
N
N
B&G Foods, Inc.
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508RAE6
435000.00000000
PA
USD
448050.00000000
0.012348801619
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
Sirius XM Holdings, Inc.
54930055RWDMVXAGZK98
Sirius XM Holdings, Inc.
82968B103
-578372.00000000
NS
USD
-3314071.56000000
-0.09133983315
Short
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2019-INV2, Class M1
92537HAD3
2000000.00000000
PA
USD
2023398.40000000
0.055767314895
Long
ABS-MBS
CORP
US
Y
3
2059-07-25
Variable
3.49899800
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
97851.00000000
NS
USD
7150951.08000000
0.197088888020
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAQ3
250000.00000000
PA
USD
259762.27000000
0.007159363331
Long
DBT
CORP
JP
N
2
2022-07-12
Fixed
2.78400000
N
N
N
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AL8
455000.00000000
PA
USD
461825.00000000
0.012728457332
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
N/A
8084.00000000
NS
1154645.29000000
0.031823425124
Long
EC
CORP
NL
N
2
N
N
N
Clariant AG
529900VSEKBY7TMPP349
Clariant AG (Registered)
N/A
5508.00000000
NS
94493.63000000
0.002604359092
Long
EC
CORP
CH
N
2
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBA7
459000.00000000
PA
USD
488979.76000000
0.013476875465
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
N/A
7410.00000000
NS
548483.20000000
0.015116862467
Long
EC
CORP
FR
N
2
N
N
N
Santos Ltd.
5299000RK70B5O2M7077
Santos Ltd.
N/A
49157.00000000
NS
163416.88000000
0.004503967486
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6529.78000000
0.000179968659
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
1985743.97000000
EUR
2322579.76000000
USD
2020-12-29
6529.78000000
N
N
N
Mitsui Chemicals, Inc.
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc.
N/A
5100.00000000
NS
130623.06000000
0.003600130018
Long
EC
CORP
JP
N
2
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659BB6
485000.00000000
PA
USD
472218.70000000
0.013014920315
Long
DBT
CORP
US
Y
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076BZ4
185000.00000000
PA
USD
201066.73000000
0.005541643033
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
3.12500000
N
N
N
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG Energy Corp.
552704AD0
690000.00000000
PA
USD
671025.00000000
0.018494263155
Long
DBT
CORP
CA
Y
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG (Registered)
N/A
9234.00000000
NS
5594974.83000000
0.154204294702
Long
EC
CORP
CH
N
2
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866BG2
310000.00000000
PA
USD
312803.60000000
0.008621246740
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.65000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CV0
143000.00000000
PA
USD
157836.25000000
0.004350158552
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
Eni Finance USA, Inc.
5493004C2UY8KKD61453
Eni Finance USA, Inc.
26876AXJ7
250000.00000000
PA
USD
248784.11000000
0.006856791921
Long
STIV
CORP
US
Y
2
2021-10-18
None
0.00000000
N
N
N
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB, Class B
N/A
11556.00000000
NS
119160.91000000
0.003284219257
Long
EC
CORP
SE
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-K72, Class B
30307TAG8
650000.00000000
PA
USD
724977.24000000
0.019981252349
Long
ABS-MBS
USGSE
US
Y
2
2050-12-25
Variable
3.99149600
N
N
N
N
N
N
SK Hynix, Inc.
988400XAIK6XISWQV045
SK Hynix, Inc.
N/A
42688.00000000
NS
3028409.53000000
0.083466641018
Long
EC
CORP
KR
N
2
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG Energy Corp.
552704AE8
557000.00000000
PA
USD
501149.61000000
0.013812291296
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
413000.00000000
PA
USD
444177.47000000
0.012242069994
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAM0
250000.00000000
PA
USD
259203.36000000
0.007143959093
Long
DBT
CORP
SE
Y
2
2022-12-12
Fixed
2.20000000
N
N
N
N
N
Sinclair Television Group, Inc.
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AR1
769000.00000000
PA
USD
767442.24000000
0.021151639272
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
5.62500000
N
N
N
N
N
N
LG Chem Ltd.
988400IES4EIG7O06940
LG Chem Ltd.
N/A
3361.00000000
NS
1832690.41000000
0.050511171304
Long
EC
CORP
KR
N
2
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851AD0
2265000.00000000
PA
USD
2281987.50000000
0.062894344237
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
Mazda Motor Corp.
52990044YZJLICDQKK92
Mazda Motor Corp.
N/A
15700.00000000
NS
82437.99000000
0.002272091026
Long
EC
CORP
JP
N
2
N
N
N
Woolworths Group Ltd.
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd.
N/A
35065.00000000
NS
943259.20000000
0.025997368009
Long
EC
CORP
AU
N
2
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
375000.00000000
PA
USD
465207.04000000
0.012821670458
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAS0
530000.00000000
PA
USD
605524.67000000
0.016688994588
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
N/A
73500.00000000
NS
104994.29000000
0.002893770022
Long
EC
CORP
SG
N
2
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
N/A
3639.00000000
NS
USD
90356.37000000
0.002490331186
Long
EC
CORP
NL
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DZ7
485000.00000000
PA
USD
494912.72000000
0.013640395041
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2016-40
38379UMP8
9793415.12000000
PA
USD
396359.10000000
0.010924137698
Long
ABS-MBS
USGA
US
N
2
2057-07-16
Variable
0.69621800
N
N
N
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
N/A
37190.00000000
NS
104517.54000000
0.002880630213
Long
EC
CORP
NO
N
2
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057CV4
710000.00000000
PA
USD
809400.00000000
0.022308046045
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
EastGroup Properties, Inc.
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
5773.00000000
NS
USD
768270.84000000
0.021174476494
Long
EC
CORP
US
N
1
N
N
N
MonotaRO Co. Ltd.
N/A
MonotaRO Co. Ltd.
N/A
3400.00000000
NS
188059.88000000
0.005183158466
Long
EC
CORP
JP
N
2
N
N
N
Coles Group Ltd.
549300OHQRG2HN8LZ793
Coles Group Ltd.
N/A
37033.00000000
NS
462626.52000000
0.012750548196
Long
EC
CORP
AU
N
2
N
N
N
SSE plc
549300KI75VYLLMSK856
SSE plc
N/A
28855.00000000
NS
473207.43000000
0.013042170913
Long
EC
CORP
GB
N
2
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EB5
1555000.00000000
PA
USD
1939453.75000000
0.053453698491
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
2533000.00000000
PA
3843801.23000000
0.105939825586
Long
DBT
NUSS
GB
Y
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
-22202.00000000
NS
USD
-267756.12000000
-0.00737968353
Short
EC
CORP
US
N
1
N
N
N
ACE Securities Corp. Home Equity Loan Trust
N/A
ACE Securities Corp. Home Equity Loan Trust, Series 2004-OP1, Class M3
004421EY5
189067.33000000
PA
USD
184583.81000000
0.005087353759
Long
ABS-O
CORP
US
N
2
2034-04-25
Floating
2.02425100
N
N
N
N
N
N
Canon, Inc.
529900JH1GSC035SSP77
Canon, Inc.
N/A
27700.00000000
NS
482151.87000000
0.013288690532
Long
EC
CORP
JP
N
2
N
N
N
Mercari, Inc.
N/A
Mercari, Inc.
N/A
2400.00000000
NS
100901.67000000
0.002780972449
Long
EC
CORP
JP
N
2
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BS7
2880000.00000000
PA
USD
3254400.00000000
0.089695212566
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc., Series 12-A
209111FB4
825000.00000000
PA
USD
972018.20000000
0.026790000942
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.20000000
N
N
N
N
N
N
Morgan Stanley Dean Witter Capital I, Inc. Trust
N/A
Morgan Stanley Dean Witter Capital I, Inc. Trust, Series 2002-AM3, Class A3
61746WWR7
247502.07000000
PA
USD
244907.75000000
0.006749954736
Long
ABS-O
CORP
US
N
3
2033-02-25
Floating
1.12925200
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAJ8
950000.00000000
PA
USD
980875.00000000
0.027034105096
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Taisei Corp.
529900TF7XJKIOWMLQ79
Taisei Corp.
N/A
5300.00000000
NS
164925.01000000
0.004545533379
Long
EC
CORP
JP
N
2
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
N/A
3232058.00000000
NS
USD
1533879.78000000
0.042275587794
Long
EC
CORP
RU
N
1
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
514000.00000000
PA
1038644.78000000
0.028626310325
Long
DBT
NUSS
FR
Y
2
2045-05-25
Fixed
3.25000000
N
N
N
N
N
N
Berkeley Group Holdings plc
2138009OQSSLVVHQAL78
Berkeley Group Holdings plc
N/A
3481.00000000
NS
183025.14000000
0.005044394922
Long
EC
CORP
GB
N
2
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272W109
36620.00000000
NS
USD
1440997.00000000
0.039715625683
Long
EC
CORP
US
N
1
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
988000.00000000
PA
USD
1012700.00000000
0.027911240709
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.62500000
N
N
N
N
N
N
FANUC Corp.
529900QTSW745LOKW705
FANUC Corp.
N/A
5400.00000000
NS
1140614.17000000
0.031436710433
Long
EC
CORP
JP
N
2
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CD4
775000.00000000
PA
USD
786281.81000000
0.021670880680
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAV1
330000.00000000
PA
USD
330483.57000000
0.009108528165
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Cosmos Pharmaceutical Corp.
N/A
Cosmos Pharmaceutical Corp.
N/A
600.00000000
NS
101903.65000000
0.002808588233
Long
EC
CORP
JP
N
2
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group SA
N/A
8165.00000000
NS
151690.62000000
0.004180777533
Long
EC
CORP
ES
N
2
N
N
N
Sumitomo Rubber Industries Ltd.
353800JD4V72SJ3EOX37
Sumitomo Rubber Industries Ltd.
N/A
4700.00000000
NS
41342.24000000
0.001139442294
Long
EC
CORP
JP
N
2
N
N
N
Seven & i Holdings Co. Ltd.
52990037G8JRM3TWGY86
Seven & i Holdings Co. Ltd.
N/A
20800.00000000
NS
632209.42000000
0.017424458675
Long
EC
CORP
JP
N
2
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
N/A
1874.00000000
NS
252494.93000000
0.006959066623
Long
EC
CORP
ES
Y
2
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760AN8
330000.00000000
PA
USD
377338.50000000
0.010399906885
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
8.87500000
N
N
N
N
N
N
Delta Air Lines, Inc.
N/A
Delta Air Lines, Inc.
830867AA5
421667.00000000
PA
USD
427946.55000000
0.011794726145
Long
DBT
CORP
US
Y
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
Shutterfly, Inc.
N/A
Shutterfly, Inc., 1st Lien Term Loan B
82568QAK0
344032.26000000
PA
USD
317245.91000000
0.008743682194
Long
LON
CORP
US
N
2
2026-09-25
Variable
7.00000000
N
N
N
N
N
N
AngloGold Ashanti Ltd.
378900EF3BA9A5F42A59
AngloGold Ashanti Ltd.
N/A
36365.00000000
NS
838048.21000000
0.023097625472
Long
EC
CORP
ZA
N
2
N
N
N
Yamaha Motor Co. Ltd.
3538004LR5NXILJDHY88
Yamaha Motor Co. Ltd.
N/A
7800.00000000
NS
111524.61000000
0.003073753564
Long
EC
CORP
JP
N
2
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HS5
770000.00000000
PA
USD
901850.57000000
0.024856095925
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.80000000
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AT9
3636000.00000000
PA
USD
5441128.56000000
0.149964104839
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2018-4A, Class E
30166EAJ5
1110000.00000000
PA
USD
1153428.86000000
0.031789898837
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
760000.00000000
PA
USD
843235.20000000
0.023240585210
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
53.00000000
NS
USD
85653.83000000
0.002360723478
Long
EC
CORP
US
N
1
N
N
N
Denso Corp.
549300RYPA10CQM3QK38
Denso Corp.
N/A
12000.00000000
NS
559159.10000000
0.015411103224
Long
EC
CORP
JP
N
2
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAH7
560000.00000000
PA
USD
539905.59000000
0.014880453128
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
1369000.00000000
PA
1617642.74000000
0.044584196601
Long
DBT
NUSS
ES
N
2
2022-04-30
Fixed
0.40000000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CQ3
270000.00000000
PA
USD
292598.40000000
0.008064366913
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
REA Group Ltd.
N/A
REA Group Ltd.
N/A
1456.00000000
NS
121083.89000000
0.003337218919
Long
EC
CORP
AU
N
2
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964C106
25119.00000000
NS
USD
2031373.53000000
0.055987119154
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AU2
440000.00000000
PA
USD
493046.02000000
0.013588946524
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB, Class A
N/A
45182.00000000
NS
387717.83000000
0.010685973813
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Short-Term Euro-BTP
N/A
4.00000000
NC
3388.84000000
0.000093400542
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
Republic of Italy
Short-Term Euro-BTP
2020-12-08
454680.00000000
EUR
3388.84000000
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2017-4, Class E
02529JAJ5
445000.00000000
PA
USD
456683.74000000
0.012586757969
Long
ABS-O
CORP
US
Y
2
2024-12-10
Fixed
5.02000000
N
N
N
N
N
N
Showa Denko KK
5493006AIPA1V92YPP18
Showa Denko KK
N/A
3800.00000000
NS
64613.95000000
0.001780838858
Long
EC
CORP
JP
N
2
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAY8
840000.00000000
PA
USD
846310.10000000
0.023325333184
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BP4
434000.00000000
PA
USD
418866.74000000
0.011544475565
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.25000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
37868.00000000
NS
USD
1366277.44000000
0.037656263952
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
2080000.00000000
PA
USD
2099988.80000000
0.057878239246
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
N/A
27706.00000000
NS
131141.22000000
0.003614411136
Long
EC
CORP
DE
N
2
N
N
N
Nippon Steel Corp.
35380065QWQ4U2V3PA33
Nippon Steel Corp.
N/A
22400.00000000
NS
217260.53000000
0.005987963809
Long
EC
CORP
JP
N
2
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE (Preference)
N/A
4235.00000000
NS
226878.93000000
0.006253058583
Long
EC
CORP
DE
N
2
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
1530000.00000000
PA
USD
1713584.29000000
0.047228462125
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
N/A
3535.00000000
NS
905544.60000000
0.024957907874
Long
EC
CORP
CH
N
2
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
972000.00000000
PA
USD
1064038.68000000
0.029326197019
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
630000.00000000
PA
USD
729441.88000000
0.020104303245
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
Texas Competitive Electric Holdings Co. LLC
IZQQS5HJQJVNUDLLD671
Texas Competitive Electric Holdings Co. LLC
882ESCAM8
1000000.00000000
PA
USD
10.00000000
0.000000275612
Long
DBT
CORP
US
N
3
2020-10-01
Fixed
11.50000000
Y
N
N
N
N
N
NovaStar Mortgage Funding Trust
N/A
NovaStar Mortgage Funding Trust, Series 2003-2, Class M3
66987WAT4
510487.86000000
PA
USD
528453.92000000
0.014564831208
Long
ABS-O
CORP
US
N
3
2033-09-25
Floating
3.52424900
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087C93
100000.00000000
PA
114001.35000000
0.003142015523
Long
DBT
NUSS
CA
N
2
2064-12-01
Fixed
2.75000000
N
N
N
N
N
N
Goodman Group
N/A
Goodman Group
N/A
45684.00000000
NS
591294.96000000
0.016296806516
Long
EC
CORP
AU
N
2
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBG4
280000.00000000
PA
USD
275760.78000000
0.007600301677
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106B101
15921.00000000
NS
USD
1581273.72000000
0.043581822284
Long
EC
CORP
CA
N
1
N
N
N
Varian Medical Systems, Inc.
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems, Inc.
92220P105
-27642.00000000
NS
USD
-4776537.60000000
-0.13164717163
Short
EC
CORP
US
N
1
N
N
N
Media General, Inc.
N/A
Media General, Inc., CVR
584CVR997
43760.00000000
NS
USD
0.04000000
0.000000001102
Long
CORP
US
N
3
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
59006.00000000
NS
441919.03000000
0.012179824647
Long
EC
CORP
IT
N
2
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
186000.00000000
PA
USD
183675.00000000
0.005062305853
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055AR3
1005000.00000000
PA
USD
1140816.51000000
0.031442287169
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
4.00000000
N
N
N
N
N
Nomura Real Estate Master Fund, Inc.
353800TNNZOQ1CPZE086
Nomura Real Estate Master Fund, Inc.
N/A
118.00000000
NS
140910.03000000
0.003883651393
Long
EC
CORP
JP
N
2
N
N
N
Altice France Holding SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
723000.00000000
PA
USD
797107.50000000
0.021969249831
Long
DBT
CORP
LU
Y
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
-4565.00000000
NS
USD
-1490655.10000000
-0.04108426316
Short
RF
US
N
1
N
N
N
Cincinnati Bell, Inc.
549300JYVZOCUJOHL272
Cincinnati Bell, Inc.
171871AP1
680000.00000000
PA
USD
702950.00000000
0.019374154889
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871RAH3
350000.00000000
PA
USD
365171.30000000
0.010064564090
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF36, Class B
30305DAA8
437526.58000000
PA
USD
426780.58000000
0.011762590598
Long
ABS-MBS
USGSE
US
Y
2
2024-08-25
Floating
2.79825100
N
N
N
N
N
N
Graphic Packaging Holding Co.
N/A
Graphic Packaging Holding Co.
388689101
96275.00000000
NS
USD
1279494.75000000
0.035264427722
Long
EC
CORP
US
N
1
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP, Series C
29336UAH0
760000.00000000
PA
USD
319200.00000000
0.008797539285
Long
DBT
CORP
US
N
2
2022-12-15
Variable
6.00000100
N
N
N
N
N
N
Nmg Frn
N/A
Nmg Frn
N/A
115283.00000000
PA
USD
115283.00000000
0.003177339352
Long
DBT
CORP
US
N
3
2025-09-18
Fixed
0.00000000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
25849.00000000
NS
USD
2375523.10000000
0.065472298860
Long
EC
CORP
US
N
1
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
N/A
5798.00000000
NS
139597.78000000
0.003847484190
Long
EC
CORP
DE
N
2
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-11CB, Class 2A1
12667GJD6
63829.66000000
PA
USD
63665.45000000
0.001754697047
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.50000000
N
N
N
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
5275.00000000
NS
777290.07000000
0.021423057415
Long
EC
CORP
DE
N
2
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel SE
N/A
741.00000000
NS
64127.16000000
0.001767422335
Long
EC
CORP
FR
N
2
N
N
Kweichow Moutai Co. Ltd.
N/A
Kweichow Moutai Co. Ltd., Class A
N/A
8529.00000000
NS
2132139.25000000
0.058764344656
Long
EC
CORP
CN
N
2
N
N
N
BHP Group plc
549300C116EOWV835768
BHP Group plc
N/A
340904.00000000
NS
6604114.67000000
0.182017413083
Long
EC
CORP
GB
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
62946.00000000
NS
4040563.54000000
0.111362833581
Long
EC
CORP
ES
Y
2
N
N
N
Jardine Strategic Holdings Ltd.
213800BZ6VW56K2S6677
Jardine Strategic Holdings Ltd.
N/A
6200.00000000
NS
USD
134243.40000000
0.003699910981
Long
EC
CORP
BM
N
2
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBN4
545000.00000000
PA
USD
634674.97000000
0.017492412224
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
1010000.00000000
PA
USD
1000936.22000000
0.027587016660
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K059, Class X3
3137BSRH8
15200000.00000000
PA
USD
1489300.56000000
0.041046930403
Long
ABS-MBS
USGSE
US
N
2
2044-11-25
Variable
1.91570800
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust, Series 2018-1, Class A3
05586CAC8
141691.71000000
PA
USD
142215.19000000
0.003919623186
Long
ABS-O
CORP
US
N
2
2021-07-20
Fixed
3.26000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust, Series 2019-1A, Class B
68267DAB2
1045000.00000000
PA
USD
1073711.79000000
0.029592799667
Long
ABS-O
CORP
US
Y
3
2031-02-14
Fixed
3.79000000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAB1
410000.00000000
PA
USD
413587.50000000
0.011398973306
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBD9
100000.00000000
PA
USD
133566.14000000
0.003681244874
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.25000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
27453.00000000
NS
USD
3969429.27000000
0.109402286793
Long
EC
CORP
US
N
1
N
N
N
Pearson plc
2138004JBXWWJKIURC57
Pearson plc
N/A
21230.00000000
NS
140261.89000000
0.003865787868
Long
EC
CORP
GB
N
2
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CT3
520000.00000000
PA
USD
636764.32000000
0.017549997245
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.12500000
N
N
N
N
N
Nintendo Co. Ltd.
353800FEEXU6I9M0ZF27
Nintendo Co. Ltd.
N/A
3100.00000000
NS
1676135.27000000
0.046196321697
Long
EC
CORP
JP
N
2
N
N
N
Elbit Systems Ltd.
529900Q9CB1REUMZSS32
Elbit Systems Ltd.
N/A
733.00000000
NS
82597.08000000
0.002276475739
Long
EC
CORP
IL
N
2
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAL8
710000.00000000
PA
USD
724961.96000000
0.019980831214
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.75000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAW6
633000.00000000
PA
USD
676598.58000000
0.018647877782
Long
DBT
CORP
US
Y
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AH8
400000.00000000
PA
USD
398250.27000000
0.010976260638
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
2.53200000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
550000.00000000
PA
USD
625607.64000000
0.017242505608
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
Isracard Ltd.
N/A
Isracard Ltd.
N/A
0.55000000
NS
1.55000000
0.000000042719
Long
EC
CORP
IL
N
2
N
N
N
Singapore Airlines Ltd.
549300ZG62N2599PWR15
Singapore Airlines Ltd.
N/A
37300.00000000
NS
92564.35000000
0.002551185794
Long
EC
CORP
SG
N
2
N
N
N
PPL Electric Utilities Corp.
N/A
PPL Electric Utilities Corp.
69351UAX1
150000.00000000
PA
USD
150074.96000000
0.004136247983
Long
DBT
CORP
US
N
2
2023-09-28
Floating
0.47283100
N
N
N
N
N
N
Neste OYJ
5493009GY1X8GQ66AM14
Neste OYJ
N/A
31612.00000000
NS
1648677.89000000
0.045439562990
Long
EC
CORP
FI
N
2
N
N
N
China Gas Holdings Ltd.
254900KTSZLZ21VV8T33
China Gas Holdings Ltd.
N/A
526200.00000000
NS
1617039.72000000
0.044567576639
Long
EC
CORP
BM
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
610000.00000000
PA
1180663.06000000
0.032540506433
Long
DBT
NUSS
IT
Y
2
2044-09-01
Fixed
4.75000000
N
N
N
N
N
N
Kerry Properties Ltd.
5299006T5ULIIRZ7LK49
Kerry Properties Ltd.
N/A
18500.00000000
NS
45390.29000000
0.001251011464
Long
EC
CORP
BM
N
2
N
N
N
Evergy Metro, Inc.
1128SIJQ26096WL7IO82
Evergy Metro, Inc.
485134BR0
395000.00000000
PA
USD
482154.03000000
0.013288750064
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BS1
795000.00000000
PA
USD
764989.52000000
0.021084039333
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Ryman Healthcare Ltd.
529900UR74KKRFG56I57
Ryman Healthcare Ltd.
N/A
11061.00000000
NS
102359.37000000
0.002821148429
Long
EC
CORP
NZ
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1018000.00000000
PA
2240312.13000000
0.061745720475
Long
DBT
NUSS
GB
Y
2
2038-12-07
Fixed
4.75000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2019-3A, Class B2
24381NAF5
2000000.00000000
PA
USD
2019043.20000000
0.055647280299
Long
ABS-MBS
CORP
US
Y
3
2059-07-25
Variable
5.66300200
N
N
N
N
N
N
TRI Pointe Group, Inc.
N/A
TRI Pointe Group, Inc.
87265HAG4
360000.00000000
PA
USD
399600.00000000
0.011013460835
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.70000000
N
N
N
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
N/A
1796.00000000
NS
139945.93000000
0.003857079627
Long
EC
CORP
DE
N
2
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
1110000.00000000
PA
USD
1069497.41000000
0.029476646241
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series R
172967KD2
359000.00000000
PA
USD
354695.00000000
0.009775824551
Long
DBT
CORP
US
N
2
2021-02-15
Variable
6.12500000
N
N
N
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
N/A
13701.00000000
NS
210317.93000000
0.005796617329
Long
EC
CORP
IT
N
2
N
N
Stillfront Group AB
529900SYKCO4GYBTIJ54
Stillfront Group AB
N/A
2580.00000000
NS
303210.91000000
0.008356860565
Long
EC
CORP
SE
N
2
N
N
N
Japan Post Bank Co. Ltd.
5493006JVO6N2HC2XZ76
Japan Post Bank Co. Ltd.
N/A
11200.00000000
NS
89328.20000000
0.002461993573
Long
EC
CORP
JP
N
2
N
N
N
Southwestern Public Service Co.
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co.
845743BQ5
440000.00000000
PA
USD
473606.00000000
0.013053155986
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.40000000
N
N
N
N
N
N
Chiba Bank Ltd. (The)
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd. (The)
N/A
14600.00000000
NS
75413.25000000
0.002078480668
Long
EC
CORP
JP
N
2
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AR1
705000.00000000
PA
USD
821895.08000000
0.022652425610
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.00000000
N
N
N
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA
N/A
6656.00000000
NS
102838.17000000
0.002834344738
Long
EC
CORP
NO
N
1
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BN8
1000000.00000000
PA
USD
1174343.99000000
0.032366345197
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
Rentokil Initial plc
549300VN4WV7Z6T14K68
Rentokil Initial plc
N/A
51479.00000000
NS
350479.91000000
0.009659651557
Long
EC
CORP
GB
N
2
N
N
N
Toyota Tsusho Corp.
549300CEE2ENIUJNXB84
Toyota Tsusho Corp.
N/A
5900.00000000
NS
164641.40000000
0.004537716743
Long
EC
CORP
JP
N
2
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AA6
940000.00000000
PA
USD
1031272.61000000
0.028423124375
Long
DBT
CORP
CH
Y
2
2030-08-13
Variable
3.12599900
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFR0
910000.00000000
PA
USD
1097414.05000000
0.030246062711
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Mapfre SA
95980020140005693107
Mapfre SA
N/A
29806.00000000
NS
44972.04000000
0.001239483987
Long
EC
CORP
ES
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7K4
84000.00000000
PA
USD
83924.61000000
0.002313064077
Long
DBT
CORP
CA
N
2
2023-10-26
Floating
0.54000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAG6
495000.00000000
PA
USD
647654.15000000
0.017850134173
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.95000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13480.07000000
-0.00037152708
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
10718330.49000000
SEK
1191057.00000000
USD
2020-11-04
-13480.07000000
N
N
N
Shinsei Bank Ltd.
549300PZYOQ2NW83V760
Shinsei Bank Ltd.
N/A
4200.00000000
NS
50532.50000000
0.001392737011
Long
EC
CORP
JP
N
2
N
N
N
Conn's Receivables Funding LLC
N/A
Conn's Receivables Funding LLC, Series 2018-A, Class B
20826JAB4
82076.89000000
PA
USD
82074.92000000
0.002262084376
Long
ABS-O
CORP
US
Y
3
2023-01-15
Fixed
4.65000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
718000.00000000
PA
USD
785276.60000000
0.021643175872
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.12500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
3975000.00000000
PA
USD
4004812.50000000
0.110377491542
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG (Preference)
N/A
987.00000000
NS
417777.68000000
0.011514459750
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
64956.03000000
0.001790266998
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
59443814.86000000
EUR
69396576.00000000
USD
2020-12-29
64956.03000000
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2018-FNT1, Class E
64829TAE1
244672.08000000
PA
USD
239024.44000000
0.006587803574
Long
ABS-O
CORP
US
Y
3
2023-05-25
Fixed
4.89000000
N
N
N
N
N
N
Mondi plc
213800LOZA69QFDC9N34
Mondi plc
N/A
13479.00000000
NS
255471.76000000
0.007041111669
Long
EC
CORP
GB
N
2
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AT0
487000.00000000
PA
USD
463930.49000000
0.012786487191
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.95000000
N
N
N
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
N/A
28793.00000000
NS
72623.71000000
0.002001597562
Long
EC
CORP
DE
N
2
N
N
N
Bear Stearns ALT-A Trust
N/A
Bear Stearns ALT-A Trust, Series 2003-6, Class 2A2
07386HEF4
1343609.12000000
PA
USD
1365067.50000000
0.037622916537
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
3.57130800
N
N
N
N
N
N
ICA Gruppen AB
549300ZEFN8VKPK9I111
ICA Gruppen AB
N/A
2781.00000000
NS
131648.02000000
0.003628379159
Long
EC
CORP
SE
N
2
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
N/A
5440.00000000
NS
68925.35000000
0.001899666273
Long
EC
CORP
FR
N
2
N
N
Capitec Bank Holdings Ltd.
N/A
Capitec Bank Holdings Ltd.
N/A
34548.00000000
NS
2428022.28000000
0.066919239958
Long
EC
CORP
ZA
N
2
N
N
N
Daiichi Sankyo Co. Ltd.
353800XGIU2IHQGC9504
Daiichi Sankyo Co. Ltd.
N/A
47100.00000000
NS
1243141.32000000
0.034262483083
Long
EC
CORP
JP
N
2
N
N
N
Acacia Communications, Inc.
549300PZLTIVLKOBPB61
Acacia Communications, Inc.
00401C108
-48079.00000000
NS
USD
-3256871.46000000
-0.08976332900
Short
EC
CORP
US
N
1
N
N
N
QBE Insurance Group Ltd.
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
N/A
40789.00000000
NS
235869.92000000
0.006500861176
Long
EC
CORP
AU
N
2
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAF0
300000.00000000
PA
USD
284511.74000000
0.007841488752
Long
DBT
CORP
GB
Y
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWL4
2530000.00000000
PA
USD
2850171.32000000
0.078554179694
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.69100100
N
N
N
N
N
N
New York Times Co. (The)
529900J1WEMMIW7BOH57
New York Times Co. (The), Class A
650111107
29078.00000000
NS
USD
1153233.48000000
0.031784513928
Long
EC
CORP
US
N
1
N
N
N
Auto Trader Group plc
213800QLK9BZILB1DI86
Auto Trader Group plc
N/A
26917.00000000
NS
202373.59000000
0.005577661680
Long
EC
CORP
GB
Y
2
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417EAQ2
675000.00000000
PA
USD
661251.00000000
0.018224879856
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
51job, Inc.
52990088ZF32Q8YHCJ53
51job, Inc.
316827104
25467.00000000
NS
USD
1785236.70000000
0.049203289481
Long
EC
CORP
KY
N
1
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
3009000.00000000
PA
507221.74000000
0.013979646567
Long
DBT
NUSS
DK
N
2
2027-11-15
Fixed
0.50000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
Dexia Credit Local SA
N/A
2800000.00000000
PA
3774541.85000000
0.104030953041
Long
DBT
NUSS
FR
Y
2
2023-12-08
Fixed
1.62500000
N
N
N
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
72427.00000000
NS
885818.66000000
0.024414237034
Long
EC
CORP
GB
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
2800000.00000000
PA
3368431.50000000
0.092838059061
Long
DBT
NUSS
IT
Y
2
2027-01-15
Fixed
0.85000000
N
N
N
N
N
N
Hang Seng Bank Ltd.
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd.
N/A
21300.00000000
NS
328148.78000000
0.009044178520
Long
EC
CORP
HK
N
2
N
N
N
Melrose Industries plc
213800RGNXXZY2M7TR85
Melrose Industries plc
N/A
134875.00000000
NS
209227.45000000
0.005766562377
Long
EC
CORP
GB
N
2
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAK4
255000.00000000
PA
USD
238129.20000000
0.006563129674
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fortescue Metals Group Ltd.
529900VEJFORCO6I4826
Fortescue Metals Group Ltd.
N/A
47012.00000000
NS
575120.78000000
0.015851026491
Long
EC
CORP
AU
N
2
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CH3
555000.00000000
PA
USD
569510.10000000
0.015696389343
Long
DBT
CORP
NL
N
2
2050-04-06
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11239.99000000
-0.00030978776
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
594319.85000000
GBP
650819.37000000
EUR
2020-12-29
-11239.99000000
N
N
N
AEP Transmission Co. LLC
549300X123Z1I0LA3Y84
AEP Transmission Co. LLC, Series M
00115AAM1
505000.00000000
PA
USD
584752.68000000
0.016116493341
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
650000000.00000000
PA
6277735.33000000
0.173022002476
Long
DBT
NUSS
JP
N
2
2026-06-20
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
775.71000000
0.000021379508
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
355352.73000000
USD
325930.59000000
CHF
2020-12-29
775.71000000
N
N
N
Ricoh Co. Ltd.
549300HFIB2GRUMDID72
Ricoh Co. Ltd.
N/A
18600.00000000
NS
122150.26000000
0.003366609370
Long
EC
CORP
JP
N
2
N
N
N
Telstra Corp. Ltd.
PCTXNQGRJVR3OG33JG65
Telstra Corp. Ltd.
N/A
115110.00000000
NS
216773.68000000
0.005974545632
Long
EC
CORP
AU
N
2
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG (Registered)
N/A
716.00000000
NS
364158.43000000
0.010036648164
Long
EC
CORP
CH
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
730000.00000000
PA
878198.21000000
0.024204208186
Long
DBT
NUSS
IT
Y
2
2027-01-15
Fixed
0.85000000
N
N
N
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Class A
25470M109
40759.00000000
NS
USD
1038946.91000000
0.028634637394
Long
EC
CORP
US
N
1
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBC1
1455000.00000000
PA
USD
1583694.75000000
0.043648548808
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Quicken Loans LLC
N/A
Quicken Loans LLC
74841CAA9
166000.00000000
PA
USD
163510.00000000
0.004506533986
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
CK Hutchison International 19 II Ltd.
2549000ZHWNMHC09DR77
CK Hutchison International 19 II Ltd.
12563DAB1
750000.00000000
PA
USD
812343.75000000
0.022389179367
Long
DBT
CORP
KY
Y
2
2049-09-06
Fixed
3.37500000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAU3
415000.00000000
PA
USD
439939.78000000
0.012125274116
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46100000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
25272KAK9
750000.00000000
PA
USD
887878.61000000
0.024471011755
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CL6
495000.00000000
PA
USD
577803.75000000
0.015924972399
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
3.40000000
N
N
N
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Euronext NV
N/A
3175.00000000
NS
330585.96000000
0.009111350157
Long
EC
CORP
NL
Y
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
665000.00000000
PA
1120566.37000000
0.030884168741
Long
DBT
NUSS
ES
Y
2
2048-10-31
Fixed
2.70000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
91850000.00000000
PA
885469.27000000
0.024404607421
Long
DBT
NUSS
JP
N
2
2024-12-20
Fixed
0.10000000
N
N
N
N
N
N
ASM Pacific Technology Ltd.
529900PYFA1HFYKPT360
ASM Pacific Technology Ltd.
N/A
8400.00000000
NS
84708.25000000
0.002334662146
Long
EC
CORP
KY
N
2
N
N
N
Origin Energy Ltd.
ZSN2LWNPYW6ISMRUC664
Origin Energy Ltd.
N/A
48895.00000000
NS
137542.06000000
0.003790826053
Long
EC
CORP
AU
N
2
N
N
N
Bear Stearns ARM Trust
N/A
Bear Stearns ARM Trust, Series 2005-9, Class A1
07387AEG6
107573.54000000
PA
USD
108647.15000000
0.002994447275
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.40999800
N
N
N
N
N
N
DCC plc
213800UPS1QEE4TD3T45
DCC plc
N/A
2735.00000000
NS
177725.71000000
0.004898336202
Long
EC
CORP
IE
N
2
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAH1
1580000.00000000
PA
USD
1583989.50000000
0.043656672475
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Smiths Group plc
213800MJL6IPZS3ASA11
Smiths Group plc
N/A
10956.00000000
NS
188771.92000000
0.005202783152
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
245138.34000000
0.006756310076
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
14049685.29000000
USD
11028850.15000000
GBP
2020-12-29
245138.34000000
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087C93
30000.00000000
PA
34200.41000000
0.000942604794
Long
DBT
NUSS
CA
N
2
2064-12-01
Fixed
2.75000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
80011.00000000
NS
8535945.13000000
0.235261004453
Long
EC
CORP
DE
N
2
N
N
N
HDFC Bank Ltd.
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
40415F101
314619.00000000
NS
USD
18071715.36000000
0.498078401750
Long
EC
CORP
IN
N
1
N
N
N
Obic Co. Ltd.
N/A
Obic Co. Ltd.
N/A
2000.00000000
NS
354086.06000000
0.009759041426
Long
EC
CORP
JP
N
2
N
N
N
Asset-Backed Securities Corp. Home Equity Loan Trust
N/A
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE2, Class M1
04541GDS8
826057.83000000
PA
USD
821216.97000000
0.022633736076
Long
ABS-O
CORP
US
N
3
2033-04-15
Floating
1.49838100
N
N
N
N
N
N
Chugoku Electric Power Co., Inc. (The)
353800MV866ELME96Q46
Chugoku Electric Power Co., Inc. (The)
N/A
8100.00000000
NS
101767.32000000
0.002804830813
Long
EC
CORP
JP
N
2
N
N
N
Korea Electric Power Corp.
988400QG33WS7JEIV602
Korea Electric Power Corp.
N/A
47806.00000000
NS
843268.94000000
0.023241515125
Long
EC
CORP
KR
N
2
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Chr Hansen Holding A/S
N/A
2916.00000000
NS
294253.00000000
0.008109969697
Long
EC
CORP
DK
N
2
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF47, Class B
30296WAG4
564062.32000000
PA
USD
536350.73000000
0.014782476873
Long
ABS-MBS
USGSE
US
Y
2
2025-05-25
Floating
2.14825000
N
N
N
N
N
N
Wells Fargo Home Equity Asset-Backed Securities Trust
N/A
Wells Fargo Home Equity Asset-Backed Securities Trust, Series 2004-2, Class M6
94980GAT8
99653.27000000
PA
USD
99086.17000000
0.002730935066
Long
ABS-O
CORP
US
N
2
2034-10-25
Floating
2.96925100
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDP3
3090000.00000000
PA
USD
2817709.69000000
0.077659497786
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAL5
335000.00000000
PA
USD
373527.04000000
0.010294858423
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CW7
195000.00000000
PA
USD
237884.75000000
0.006556392335
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
Direct Line Insurance Group plc
213800FF2R23ALJQOP04
Direct Line Insurance Group plc
N/A
38022.00000000
NS
129936.71000000
0.003581213379
Long
EC
CORP
GB
N
2
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAJ4
2026000.00000000
PA
USD
2186327.51000000
0.060257838848
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Denbury, Inc.
549300KCWA5W52MS5559
Denbury, Inc.
24790A101
5771.00000000
NS
USD
95740.89000000
0.002638735090
Long
EC
CORP
US
N
1
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAA1
2265000.00000000
PA
USD
2344263.68000000
0.064610751318
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
N/A
66700.00000000
NS
821212.12000000
0.022633602404
Long
EC
CORP
JP
N
2
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
31100.00000000
NS
USD
4916910.00000000
0.135516005291
Long
EC
CORP
US
N
1
N
N
N
Land Securities Group plc
213800V8IAVKS37D6B88
Land Securities Group plc
N/A
19478.00000000
NS
128516.37000000
0.003542067086
Long
EC
CORP
GB
N
2
N
N
N
Hitachi Ltd.
549300T6IPOCDWLKC615
Hitachi Ltd.
N/A
26900.00000000
NS
906645.55000000
0.024988251391
Long
EC
CORP
JP
N
2
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZT8
2807000.00000000
PA
USD
2342924.08000000
0.064573830316
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
Long Gilt
N/A
51.00000000
NC
-40004.02000000
-0.00110255932
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
United Kingdom of Great Britain and Northern Ireland
Long Gilt
2020-12-29
6914580.00000000
GBP
-40004.02000000
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AH4
1150000.00000000
PA
USD
1132750.00000000
0.031219964366
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.00000000
N
N
N
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems A/S
N/A
8532.00000000
NS
1463784.19000000
0.040343668287
Long
EC
CORP
DK
N
2
N
N
Glencore plc
2138002658CPO9NBH955
Glencore plc
N/A
277430.00000000
NS
559642.14000000
0.015424416392
Long
EC
CORP
JE
N
2
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AQ1
87000.00000000
PA
USD
89613.63000000
0.002469860371
Long
DBT
CORP
GB
N
2
2022-06-12
Fixed
2.37500000
N
N
N
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
N/A
17126.00000000
NS
USD
18838.60000000
0.000519214672
Long
CORP
US
N
3
N
N
N
Virgin Media Secured Finance plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
846000.00000000
PA
USD
859747.50000000
0.023695684232
Long
DBT
CORP
GB
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAK9
526000.00000000
PA
USD
718861.21000000
0.019812687142
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.87500000
N
N
N
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
N/A
5301.00000000
NS
USD
1271656.89000000
0.035048406790
Long
EC
CORP
LU
N
1
N
N
N
Cisco Systems, Inc.
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc.
17275R102
32032.00000000
NS
USD
1149948.80000000
0.031693984161
Long
EC
CORP
US
N
1
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAB0
527000.00000000
PA
USD
499337.77000000
0.013762354788
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAE9
525000.00000000
PA
USD
524173.13000000
0.014446847442
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.00000000
N
N
N
N
N
N
Japan Post Holdings Co. Ltd.
5299003D9N4JBS256X18
Japan Post Holdings Co. Ltd.
N/A
43600.00000000
NS
299159.12000000
0.008245188317
Long
EC
CORP
JP
N
2
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
54187.00000000
NS
USD
16534621.18000000
0.455714221192
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAZ5
425000.00000000
PA
USD
422504.91000000
0.011644747945
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.09500000
N
N
N
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
N/A
3669.00000000
NS
625602.79000000
0.017242371936
Long
EC
CORP
FR
N
2
N
N
N
Hino Motors Ltd.
3538009ZU0PHKNHJM202
Hino Motors Ltd.
433406105
7900.00000000
NS
60527.68000000
0.001668216299
Long
EC
CORP
JP
N
2
N
N
N
Boise Cascade Co.
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739DAD2
473000.00000000
PA
USD
505601.53000000
0.013934991613
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.87500000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087XW9
295000.00000000
PA
360653.72000000
0.009940054104
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
5.00000000
N
N
N
N
N
N
Canadian National Railway Co.
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375102
53475.00000000
NS
5312179.13000000
0.146410102094
Long
EC
CORP
CA
N
1
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
Province of Ontario
68329AAE8
773000.00000000
PA
577826.64000000
0.015925603276
Long
DBT
NUSS
CA
Y
2
2027-10-19
Fixed
1.10000000
N
N
N
N
N
N
South32 Ltd.
213800LAZNPXSBKVHR17
South32 Ltd.
N/A
135493.00000000
NS
193346.06000000
0.005328852000
Long
EC
CORP
AU
N
2
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted A/S
N/A
29775.00000000
NS
4725709.87000000
0.130246297725
Long
EC
CORP
DK
Y
1
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBD5
265000.00000000
PA
USD
315890.77000000
0.008706332891
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
3.80000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
1700000.00000000
PA
USD
1780750.00000000
0.049079630585
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
200000.00000000
PA
USD
216301.06000000
0.005961519651
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
Splunk, Inc.
549300XGDSGBP6UEI867
Splunk, Inc.
848637104
10847.00000000
NS
USD
2148139.88000000
0.059205341432
Long
EC
CORP
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp.
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
N/A
35600.00000000
NS
748876.14000000
0.020639935030
Long
EC
CORP
JP
N
2
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073E105
13792.00000000
NS
USD
1324997.44000000
0.036518537067
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola European Partners plc
549300LTH67W4GWMRF57
Coca-Cola European Partners plc
N/A
5676.00000000
NS
USD
202689.96000000
0.005586381221
Long
EC
CORP
GB
N
1
N
N
N
Level 3 Financing, Inc.
N/A
Level 3 Financing, Inc.
527298BS1
259000.00000000
PA
USD
250582.50000000
0.006906357731
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106AL7
830000.00000000
PA
USD
935755.37000000
0.025790553350
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.25000000
N
N
N
N
N
N
Zai Lab Ltd.
549300P2UYQ9U5LY1T58
Zai Lab Ltd.
N/A
13500.00000000
NS
1123186.07000000
0.030956370851
Long
EC
CORP
KY
N
1
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
211000.00000000
PA
274819.70000000
0.007574364370
Long
DBT
NUSS
FR
Y
2
2052-05-25
Fixed
0.75000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2018-3, Class A3
03066MAD8
443967.34000000
PA
USD
450828.63000000
0.012425384033
Long
ABS-O
CORP
US
N
2
2023-07-18
Fixed
3.38000000
N
N
N
N
N
N
Meredith Corp.
549300YC8BC386CCTS24
Meredith Corp.
589433AB7
1210000.00000000
PA
USD
1002787.50000000
0.027638040183
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDT6
955000.00000000
PA
USD
1091699.71000000
0.030088568567
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2019-INV2, Class B1
92537HAE1
1500000.00000000
PA
USD
1452177.00000000
0.040023760047
Long
ABS-MBS
CORP
US
Y
3
2059-07-25
Variable
4.45200100
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAS4
760000.00000000
PA
USD
779000.00000000
0.021470185161
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.12500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAW5
695000.00000000
PA
USD
802718.05000000
0.022123883396
Long
DBT
CORP
US
Y
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
GE Capital Funding LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAB9
465000.00000000
PA
USD
506552.71000000
0.013961207288
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust, Series 2004-1, Class M1
68389FES9
474631.20000000
PA
USD
464378.93000000
0.012798846742
Long
ABS-O
CORP
US
N
3
2034-01-25
Floating
1.04924900
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates, Series 2004-3, Class M1
1266714T0
56800.23000000
PA
USD
55053.55000000
0.001517342634
Long
ABS-O
CORP
US
N
3
2034-06-25
Floating
0.89925100
N
N
N
N
N
N
Chailease Holding Co. Ltd.
529900L76E6T0JCM3J27
Chailease Holding Co. Ltd.
N/A
524680.00000000
NS
2548837.27000000
0.070249047667
Long
EC
CORP
KY
N
2
N
N
N
Horizon Therapeutics plc
529900P0GSQ79OOZEV53
Horizon Therapeutics plc
N/A
18445.00000000
NS
USD
1382083.85000000
0.038091907789
Long
EC
CORP
IE
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
332000.00000000
PA
389528.98000000
0.010735891304
Long
DBT
NUSS
IT
Y
2
2023-01-15
Fixed
0.05000000
N
N
N
N
N
N
FamilyMart Co. Ltd.
529900GD7JL8DBCSE791
FamilyMart Co. Ltd.
N/A
5000.00000000
NS
109901.47000000
0.003029017856
Long
EC
CORP
JP
N
2
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAA0
825000.00000000
PA
USD
867058.50000000
0.023897184262
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
472050000.00000000
PA
4538614.56000000
0.125089723978
Long
DBT
NUSS
JP
N
2
2030-06-20
Fixed
0.10000000
N
N
N
N
N
N
Hanon Systems
5493004WIDNO4WOEYG91
Hanon Systems
N/A
202969.00000000
NS
2012672.76000000
0.055471703243
Long
EC
CORP
KR
N
2
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
79174.00000000
NS
USD
5961010.46000000
0.164292680777
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
19099.00000000
NS
USD
2544177.79000000
0.070120626745
Long
EC
CORP
US
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
627950000.00000000
PA
6028248.03000000
0.166145829785
Long
DBT
NUSS
JP
N
2
2022-12-20
Fixed
0.10000000
N
N
N
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA (Registered)
N/A
257.00000000
NS
1048030.59000000
0.028884994636
Long
EC
CORP
CH
N
2
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB
N/A
6589.00000000
NS
125198.68000000
0.003450627524
Long
EC
CORP
SE
N
2
N
N
N
Santen Pharmaceutical Co. Ltd.
529900TPT3I7C17MIM03
Santen Pharmaceutical Co. Ltd.
N/A
10000.00000000
NS
178159.97000000
0.004910304934
Long
EC
CORP
JP
N
2
N
N
N
Oshkosh Corp.
549300FEKNPCFSA2B506
Oshkosh Corp.
688225AH4
580000.00000000
PA
USD
614211.33000000
0.016928409477
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.10000000
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
10372.00000000
NS
USD
2278313.52000000
0.062793084891
Long
EC
CORP
US
N
1
N
N
N
Summit Materials LLC
N/A
Summit Materials LLC
86614RAL1
225000.00000000
PA
USD
227812.50000000
0.006278788905
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.12500000
N
N
N
N
N
N
Suzuken Co. Ltd.
N/A
Suzuken Co. Ltd.
N/A
2000.00000000
NS
72201.33000000
0.001989956256
Long
EC
CORP
JP
N
2
N
N
N
Bear Stearns Asset-Backed Securities I Trust
N/A
Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE6, Class M2
073879CV8
367185.99000000
PA
USD
365832.40000000
0.010082784808
Long
ABS-O
CORP
US
N
3
2034-08-25
Floating
2.02425100
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CE0
290000.00000000
PA
USD
396883.01000000
0.010938577294
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBL2
438000.00000000
PA
USD
432362.59000000
0.011916437566
Long
DBT
CORP
JP
N
2
2031-09-08
Variable
1.97899900
N
N
N
N
N
N
FUJIFILM Holdings Corp.
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp.
N/A
10000.00000000
NS
509925.67000000
0.014054170158
Long
EC
CORP
JP
N
2
N
N
N
ASX Ltd.
N/A
ASX Ltd.
N/A
5353.00000000
NS
299739.28000000
0.008261178230
Long
EC
CORP
AU
N
2
N
N
N
Toray Industries, Inc.
35380099TCYR5FHT0A11
Toray Industries, Inc.
N/A
38400.00000000
NS
173756.36000000
0.004788936100
Long
EC
CORP
JP
N
2
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG (Registered)
N/A
4646.00000000
NS
1102811.90000000
0.030394834006
Long
EC
CORP
CH
N
2
N
N
N
Concho Resources, Inc.
SYHS7HRDXLL4I0IQ8776
Concho Resources, Inc.
20605PAJ0
795000.00000000
PA
USD
976203.03000000
0.026905339934
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
4.87500000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BM2
93000.00000000
PA
USD
67657.50000000
0.001864722788
Long
DBT
CORP
CA
Y
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
N/A
25401.00000000
NS
845947.32000000
0.023315334527
Long
EC
CORP
DE
N
2
N
N
N
Crown Resorts Ltd.
549300D88XW2GD6R0Y98
Crown Resorts Ltd.
N/A
10298.00000000
NS
59953.87000000
0.001652401399
Long
EC
CORP
AU
N
2
N
N
N
National Securities Clearing Corp.
549300RYC9NELN2ICA34
National Securities Clearing Corp.
637639AA3
250000.00000000
PA
USD
254592.50000000
0.007016878197
Long
DBT
CORP
US
Y
2
2023-04-23
Fixed
1.20000000
N
N
N
N
N
N
Hirose Electric Co. Ltd.
N/A
Hirose Electric Co. Ltd.
N/A
1100.00000000
NS
153542.95000000
0.004231829995
Long
EC
CORP
JP
N
2
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AB0
430000.00000000
PA
USD
430000.00000000
0.011851321719
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.00000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBH4
2442000.00000000
PA
USD
2187688.83000000
0.060295358479
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
InterContinental Hotels Group plc
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
80359.00000000
NS
4083058.57000000
0.112534048167
Long
EC
CORP
GB
N
2
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
67559.00000000
NS
USD
1840982.75000000
0.050739718256
Long
EC
CORP
US
N
1
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96949LAC9
567000.00000000
PA
USD
629290.91000000
0.017344020998
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.10000000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAN4
812000.00000000
PA
USD
874930.00000000
0.024114132353
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust, Series 2004-7, Class M1
437084FS0
110510.30000000
PA
USD
110212.45000000
0.003037588842
Long
ABS-O
CORP
US
N
2
2035-01-25
Floating
1.07925100
N
N
N
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAE3
348000.00000000
PA
USD
347476.26000000
0.009576867318
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBU3
1655000.00000000
PA
USD
1897950.97000000
0.052309831518
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAV5
1245000.00000000
PA
USD
1255149.05000000
0.034593430691
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.87500000
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAK6
320000.00000000
PA
USD
401153.38000000
0.011056273872
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867AP6
677000.00000000
PA
USD
863175.00000000
0.023790150291
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAK1
3885000.00000000
PA
USD
4727928.45000000
0.130307444482
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZN1
958000.00000000
PA
USD
825338.40000000
0.022747327687
Long
DBT
CORP
US
N
2
2028-04-19
Fixed
4.37500000
N
N
N
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
N/A
41303.00000000
NS
259303.09000000
0.007146707773
Long
EC
CORP
ES
N
2
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust, Series 2006-14, Class 1A1A
41162NAA5
1797233.25000000
PA
USD
1716184.32000000
0.047300122107
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
0.32725100
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A78
615000.00000000
PA
USD
609618.75000000
0.016801832400
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29366ELK0
250000.00000000
PA
USD
249961.53000000
0.006889243045
Long
STIV
CORP
US
Y
2
2020-11-19
None
0.00000000
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QNA2
2405000.00000000
PA
USD
2599963.85000000
0.071658158244
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
N/A
1812.00000000
NS
605253.44000000
0.016681519160
Long
EC
CORP
DK
N
2
N
N
N
Imperial Brands plc
549300DFVPOB67JL3A42
Imperial Brands plc
N/A
26275.00000000
NS
415872.99000000
0.011461964183
Long
EC
CORP
GB
N
2
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BJ3
554000.00000000
PA
USD
519929.00000000
0.014329874070
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.87500000
N
N
N
N
N
N
Goodman Networks, Inc.
549300UMUT10TOBP5N08
Goodman Networks, Inc. (Preference)
38239H204
2954.00000000
NS
USD
29.54000000
0.000000814158
Long
EP
CORP
US
N
3
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JN8
350000.00000000
PA
USD
368060.19000000
0.010144185404
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB, Class B
N/A
7813.00000000
NS
572670.98000000
0.015783507031
Long
EC
CORP
SE
N
2
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
N/A
2457.00000000
NS
157828.16000000
0.004349935582
Long
EC
CORP
FR
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-K731, Class B
30296NAN9
1450000.00000000
PA
USD
1575967.88000000
0.043435586896
Long
ABS-MBS
USGSE
US
Y
2
2025-02-25
Variable
3.93230200
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BC6
650000.00000000
PA
USD
574123.45000000
0.015823538866
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
N/A
16809.00000000
NS
261243.82000000
0.007200196646
Long
EC
CORP
FR
N
2
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BJ8
1250000.00000000
PA
USD
1368601.16000000
0.037720308494
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
Telenet Group Holding NV
213800FA3K4S56INQI67
Telenet Group Holding NV
N/A
1267.00000000
NS
48729.45000000
0.001343042765
Long
EC
CORP
BE
N
2
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
7686000.00000000
PA
USD
7850154.67000000
0.216359787305
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
3 Month Sterling
N/A
286.00000000
NC
42487.75000000
0.001171013940
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
3 Month Sterling
2021-09-15
35760725.00000000
GBP
42487.75000000
N
N
N
China Development Bank
300300C1020111000029
China Development Bank
N/A
1270000.00000000
PA
1486501.04000000
0.040969772235
Long
DBT
NUSS
CN
Y
2
2021-11-16
Fixed
0.37500000
N
N
N
N
N
N
Kamigumi Co. Ltd.
N/A
Kamigumi Co. Ltd.
N/A
2400.00000000
NS
42938.16000000
0.001183427786
Long
EC
CORP
JP
N
2
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
1930000.00000000
PA
USD
2282919.80000000
0.062920039556
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.37500000
N
N
N
N
N
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
Refinitiv US Holdings, Inc.
31740LAC7
139000.00000000
PA
USD
151503.05000000
0.004175607876
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2075.01000000
0.000057189793
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
198560.47000000
USD
154795.80000000
GBP
2020-12-29
2075.01000000
N
N
N
Clarios Global LP
N/A
Clarios Global LP
69867DAA6
925000.00000000
PA
USD
966625.00000000
0.026641357807
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBG4
655000.00000000
PA
USD
614999.52000000
0.016950132950
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HY6
911000.00000000
PA
USD
858156.29000000
0.023651828554
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
ABC-Mart, Inc.
353800AXWW4CMTSJWL33
ABC-Mart, Inc.
N/A
1000.00000000
NS
50724.44000000
0.001398027110
Long
EC
CORP
JP
N
2
N
N
N
Eli Lilly and Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co.
532457BY3
1680000.00000000
PA
USD
1558229.45000000
0.042946694243
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
N/A
30628.00000000
NS
410851.22000000
0.011323558109
Long
EC
CORP
IT
N
2
N
N
N
Mitsubishi Gas Chemical Co., Inc.
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co., Inc.
N/A
4400.00000000
NS
80209.26000000
0.002210664523
Long
EC
CORP
JP
N
2
N
N
N
NOVA Chemicals Corp.
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp.
66977WAN9
430000.00000000
PA
USD
427850.00000000
0.011792065110
Long
DBT
CORP
CA
Y
2
2023-08-01
Fixed
5.25000000
N
N
N
N
N
N
Techtronic Industries Co. Ltd.
549300HZW2SBE758OK89
Techtronic Industries Co. Ltd.
N/A
218500.00000000
NS
2943051.26000000
0.081114063532
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
-5.00000000
NC
USD
40614.00000000
0.001119371117
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Ultra Bond
2020-12-21
-1069375.00000000
USD
40614.00000000
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C15, Class D
61763KAE4
385000.00000000
PA
USD
327417.55000000
0.009024024934
Long
ABS-MBS
CORP
US
Y
3
2047-04-15
Variable
4.90634600
N
N
N
N
N
N
BeiGene Ltd.
549300JFUK6FRD5MH739
BeiGene Ltd.
07725L102
1119.00000000
NS
USD
331805.88000000
0.009144972633
Long
EC
CORP
KY
N
1
N
N
Concordia Financial Group Ltd.
N/A
Concordia Financial Group Ltd.
N/A
29300.00000000
NS
96720.87000000
0.002665744528
Long
EC
CORP
JP
N
2
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LBG0
758000.00000000
PA
USD
860253.13000000
0.023709620008
Long
DBT
CORP
US
Y
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG (Registered)
N/A
27274.00000000
NS
1281620.06000000
0.035323003844
Long
EC
CORP
DE
N
2
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
65557.00000000
NS
USD
7312883.35000000
0.201551937854
Long
EC
CORP
US
N
1
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
845000.00000000
PA
USD
866125.00000000
0.023871455870
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LU3
1325000.00000000
PA
USD
1519162.45000000
0.041869960323
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.87799900
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BJ9
506000.00000000
PA
USD
459195.00000000
0.012655971341
Long
DBT
CORP
CA
Y
2
2022-10-15
Fixed
6.00000000
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CR9
700000.00000000
PA
USD
731897.50000000
0.020171983111
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
406000.00000000
PA
USD
391790.00000000
0.010798207759
Long
DBT
CORP
US
Y
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
Toyoda Gosei Co. Ltd.
353800ZV4HXVM4DWPO50
Toyoda Gosei Co. Ltd.
N/A
1800.00000000
NS
45746.85000000
0.001260838690
Long
EC
CORP
JP
N
2
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-4CB, Class 2A6
12668BQA4
2049256.32900000
PA
USD
1924068.08000000
0.053029650758
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
5.50000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
895000.00000000
PA
1783200.52000000
0.049147169890
Long
DBT
NUSS
GB
Y
2
2036-03-07
Fixed
4.25000000
N
N
N
N
N
N
Parsley Energy LLC
N/A
Parsley Energy LLC
701885AH8
618000.00000000
PA
USD
657397.50000000
0.018118672721
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.62500000
N
N
N
N
N
N
Home Equity Mortgage Loan Asset-Backed Trust
N/A
Home Equity Mortgage Loan Asset-Backed Trust SPMD, Series 2004-B, Class M8
456606FH0
105323.65000000
PA
USD
106480.65000000
0.002934735907
Long
ABS-O
CORP
US
N
3
2034-11-25
Floating
3.44925000
N
N
N
N
N
N
N/A
N/A
Euro-Bobl
N/A
-6.00000000
NC
-6635.87000000
-0.00018289262
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bobl
2020-12-08
-815280.00000000
EUR
-6635.87000000
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2018-NQM1, Class B1
64828JAE4
1184000.00000000
PA
USD
1185336.62000000
0.032669315417
Long
ABS-MBS
CORP
US
Y
3
2048-11-25
Variable
5.28300000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-26, Class 1A11
126694MV7
453535.18000000
PA
USD
386216.59000000
0.010644597817
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCD3
2257000.00000000
PA
USD
2374025.45000000
0.065431021809
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
29956.00000000
NS
USD
966081.00000000
0.026626364506
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K728, Class X3
3137FBTD8
8624113.00000000
PA
USD
589655.62000000
0.016251624316
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Variable
1.95324100
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
3197000.00000000
PA
USD
2573585.00000000
0.070931125133
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
Adient Global Holdings Ltd.
213800VA38VCKE6M8790
Adient Global Holdings Ltd.
00687YAA3
930000.00000000
PA
USD
890363.40000000
0.024539495582
Long
DBT
CORP
JE
Y
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
Conn's Receivables Funding LLC
N/A
Conn's Receivables Funding LLC, Series 2019-B, Class B
20824LAB1
540000.00000000
PA
USD
534496.37000000
0.014731368462
Long
ABS-O
CORP
US
Y
3
2024-06-17
Fixed
3.62000000
N
N
N
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
879382109
135135.00000000
NS
439598.44000000
0.012115866371
Long
EC
CORP
ES
N
2
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AM5
500000.00000000
PA
USD
513080.43000000
0.014141119171
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.12500000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AX4
2413000.00000000
PA
USD
2823210.00000000
0.077811093003
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
5.87499800
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2019-2A, Class M1
24381PAD5
250000.00000000
PA
USD
250759.38000000
0.006911232759
Long
ABS-MBS
CORP
US
Y
3
2059-04-25
Variable
3.92100100
N
N
N
N
N
N
MortgageIT Mortgage Loan Trust
N/A
MortgageIT Mortgage Loan Trust, Series 2006-1, Class 1A2
61915RBZ8
2090031.06000000
PA
USD
1617602.95000000
0.044583099941
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.34813100
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-8, Class 5A1
22541SW95
329249.69000000
PA
USD
352389.36000000
0.009712278315
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.00000000
N
N
N
N
N
N
Longfor Group Holdings Ltd.
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd.
N/A
213500.00000000
NS
1169790.56000000
0.032240847141
Long
EC
CORP
KY
N
2
N
N
N
Nissan Auto Receivables Owner Trust
54930039HJHMLGTL9O65
Nissan Auto Receivables Owner Trust, Series 2017-B, Class A3
65478GAD2
26657.78000000
PA
USD
26691.15000000
0.000735640478
Long
ABS-O
CORP
US
N
2
2021-10-15
Fixed
1.75000000
N
N
N
N
N
N
Sampo OYJ
743700UF3RL386WIDA22
Sampo OYJ, Class A
N/A
13077.00000000
NS
493480.14000000
0.013600911398
Long
EC
CORP
FI
N
2
N
N
N
Greif, Inc.
54930070FVGKR0Z1FI24
Greif, Inc.
397624AH0
349000.00000000
PA
USD
366013.75000000
0.010087783034
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
6.50000000
N
N
N
N
N
N
Suncor Energy Ventures Corp.
N/A
Suncor Energy Ventures Corp.
13643EAH8
650000.00000000
PA
USD
645955.27000000
0.017803310979
Long
DBT
CORP
CA
Y
2
2042-04-01
Fixed
6.00000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAB8
550000.00000000
PA
USD
573375.00000000
0.015802910676
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Makita Corp.
529900CDR9E94BCM6294
Makita Corp.
N/A
6100.00000000
NS
269641.87000000
0.007431657093
Long
EC
CORP
JP
N
2
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAX5
430000.00000000
PA
USD
390313.43000000
0.010757511698
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.65000000
N
N
N
N
N
N
Sumitomo Chemical Co. Ltd.
353800RSAU9BD8U4DM91
Sumitomo Chemical Co. Ltd.
N/A
41200.00000000
NS
134772.78000000
0.003714501336
Long
EC
CORP
JP
N
2
N
N
N
Fast Retailing Co. Ltd.
353800ZCXKHDPY0N5218
Fast Retailing Co. Ltd.
N/A
1600.00000000
NS
1116066.99000000
0.030760160369
Long
EC
CORP
JP
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
879000.00000000
PA
1094569.29000000
0.030167657674
Long
DBT
NUSS
IT
N
2
2024-05-15
Fixed
1.85000000
N
N
N
N
N
N
Narragansett Electric Co. (The)
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co. (The)
631005BJ3
435000.00000000
PA
USD
489812.61000000
0.013499829821
Long
DBT
CORP
US
Y
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
Alexion Pharmaceuticals, Inc.
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals, Inc.
015351109
28125.00000000
NS
USD
3238312.50000000
0.089251821547
Long
EC
CORP
US
N
1
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2005-11, Class A2A
17307GW79
55539.61000000
PA
USD
56175.98000000
0.001548278167
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.53000100
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1
576433UE4
130446.45000000
PA
USD
129862.56000000
0.003579169715
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
3.36422200
N
N
N
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194AM7
600000.00000000
PA
USD
607286.91000000
0.016737564061
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.55000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EA4
450000.00000000
PA
USD
430716.76000000
0.011871076494
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
Panasonic Corp.
254900GE1G59KGWPHX32
Panasonic Corp.
N/A
61100.00000000
NS
564413.10000000
0.015555909838
Long
EC
CORP
JP
N
2
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91831AAC5
1333000.00000000
PA
USD
1370324.00000000
0.037767792055
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
New Albertsons LP
N/A
New Albertsons LP
013104AL8
420000.00000000
PA
USD
483059.28000000
0.013313699853
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
8.00000000
N
N
N
N
N
N
Vicinity Centres
N/A
Vicinity Centres
N/A
107371.00000000
NS
91244.68000000
0.002514814088
Long
EC
CORP
AU
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
690000.00000000
PA
1010601.98000000
0.027853416733
Long
DBT
NUSS
IT
Y
2
2047-03-01
Fixed
2.70000000
N
N
N
N
N
N
Dole Food Co.
N/A
Dole Food Co., 1st Lien Term Loan B
256604BF5
396462.61000000
PA
USD
387458.94000000
0.010678838490
Long
LON
CORP
US
N
2
2024-04-06
Variable
3.75000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBD1
200000.00000000
PA
USD
236447.37000000
0.006516776399
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.37500000
N
N
N
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
N/A
8699.00000000
NS
176692.31000000
0.004869854444
Long
EC
CORP
SE
N
2
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
N/A
3800.00000000
NS
191215.05000000
0.005270118779
Long
EC
CORP
JP
N
2
N
N
N
Archrock Partners LP
N/A
Archrock Partners LP
03959KAA8
90000.00000000
PA
USD
88200.00000000
0.002430899013
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAF3
149000.00000000
PA
USD
125160.00000000
0.003449561456
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
5.62500000
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-11, Class 2A2
36242DFT5
159942.02000000
PA
USD
163585.76000000
0.004508622024
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
3.35602800
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BU6
46000.00000000
PA
USD
46027.36000000
0.001268569886
Long
DBT
CORP
US
N
2
2021-09-17
Floating
0.37037900
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAC2
175000.00000000
PA
USD
179156.25000000
0.004937763620
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
610000.00000000
PA
USD
637450.00000000
0.017568895418
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
LABL Escrow Issuer LLC
N/A
LABL Escrow Issuer LLC
50168AAB6
1190000.00000000
PA
USD
1247506.75000000
0.034382799631
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262AM5
2770000.00000000
PA
USD
2659200.00000000
0.073290778409
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.95000000
N
N
N
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
N/A
13152.00000000
NS
2427914.05000000
0.066916257008
Long
EC
CORP
KR
N
2
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBE8
570000.00000000
PA
USD
559482.37000000
0.015420012937
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
N/A
27596.00000000
NS
132368.66000000
0.003648240872
Long
EC
CORP
LU
N
2
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AB0
664000.00000000
PA
USD
689637.04000000
0.019007233559
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
4.87500000
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAY4
1073000.00000000
PA
USD
1062270.00000000
0.029277450053
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fujitsu Ltd.
3538000246DHJLRTUZ24
Fujitsu Ltd.
N/A
5500.00000000
NS
650730.49000000
0.017934921836
Long
EC
CORP
JP
N
2
N
N
N
Bandai Namco Holdings, Inc.
N/A
Bandai Namco Holdings, Inc.
N/A
5400.00000000
NS
403567.87000000
0.011122820146
Long
EC
CORP
JP
N
2
N
N
N
Nabtesco Corp.
529900DVHQXYRTGW7739
Nabtesco Corp.
N/A
3100.00000000
NS
115810.56000000
0.003191879546
Long
EC
CORP
JP
N
2
N
N
N
Grupo Aeroportuario del Pacifico SAB de CV
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV, Class B
N/A
158643.00000000
NS
1320809.65000000
0.036403116493
Long
EC
CORP
MX
N
1
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc., Class B
654106103
22875.00000000
NS
USD
2746830.00000000
0.075705967531
Long
EC
CORP
US
N
1
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BL7
1207000.00000000
PA
USD
1308086.25000000
0.036052444152
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
H Lundbeck A/S
5493006R4KC2OI5D3470
H Lundbeck A/S
N/A
1928.00000000
NS
54353.13000000
0.001498038209
Long
EC
CORP
DK
N
2
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AF3
690000.00000000
PA
USD
727622.25000000
0.020054152034
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
N/A
32441.00000000
NS
1848776.10000000
0.050954512437
Long
EC
CORP
GB
N
2
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class E
12482HAN4
2845000.00000000
PA
USD
2802344.06000000
0.077236002380
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
2.29838000
N
N
N
N
N
N
Kubota Corp.
549300CSY4INHEHQQT13
Kubota Corp.
N/A
28700.00000000
NS
498750.54000000
0.013746170016
Long
EC
CORP
JP
N
2
N
N
N
Stora Enso OYJ
7437000ZP669LKUTZ738
Stora Enso OYJ, Class R
N/A
16151.00000000
NS
235690.78000000
0.006495923860
Long
EC
CORP
FI
N
2
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAV0
365000.00000000
PA
USD
382337.50000000
0.010537685390
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
Kyowa Kirin Co. Ltd.
529900TBXKVTQGYA3582
Kyowa Kirin Co. Ltd.
N/A
7400.00000000
NS
183767.09000000
0.005064843965
Long
EC
CORP
JP
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127964L0
350000.00000000
PA
USD
349641.20000000
0.009636535691
Long
STIV
UST
US
N
2
2021-09-09
None
0.00000000
N
N
N
N
N
N
ams AG
5299001JPPT2QFTV5D76
ams AG
N/A
30190.00000000
NS
646419.05000000
0.017816093318
Long
EC
CORP
AT
N
2
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBA2
200000.00000000
PA
USD
202388.95000000
0.005578085020
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35000000
N
N
N
N
N
N
Hoshizaki Corp.
5299001QAMLGU3SRBG20
Hoshizaki Corp.
N/A
1400.00000000
NS
111802.95000000
0.003081424952
Long
EC
CORP
JP
N
2
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal
03938LAS3
707000.00000000
PA
USD
851967.73000000
0.023481264332
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
6.99999800
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAJ9
1240000.00000000
PA
USD
1379434.58000000
0.038018890694
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAF4
449000.00000000
PA
USD
391168.80000000
0.010781086733
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
N/A
2104.00000000
NS
1271481.03000000
0.035043559875
Long
EC
CORP
FR
N
2
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
9192.00000000
NS
USD
563285.76000000
0.015524838980
Long
EC
CORP
US
N
1
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
N/A
455200.00000000
NS
34779853.72000000
0.958574966952
Long
EC
CORP
KY
N
2
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-14CB, Class A1
021468AA1
624839.27040000
PA
USD
498577.87000000
0.013741411022
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.00000000
N
N
N
N
N
N
Connecticut Light and Power Co. (The)
549300O45IUXEDS1VZ32
Connecticut Light and Power Co. (The)
207597EG6
600000.00000000
PA
USD
759894.41000000
0.020943611920
Long
DBT
CORP
US
N
2
2044-04-15
Fixed
4.30000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2J1
4065000.00000000
PA
USD
4233347.67000000
0.116676198109
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.57199800
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AE6
470000.00000000
PA
USD
476634.05000000
0.013136612718
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Videotron Ltd.
549300LW4GNJRBECSD81
Videotron Ltd.
92660FAG9
116000.00000000
PA
USD
126150.00000000
0.003476847057
Long
DBT
CORP
CA
Y
2
2024-06-15
Fixed
5.37500000
N
N
N
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
1370000.00000000
PA
241809.13000000
0.006664553010
Long
DBT
NUSS
SE
N
2
2039-03-30
Fixed
3.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AN0
875000.00000000
PA
USD
1036559.03000000
0.028568824524
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
18145.00000000
NS
USD
3998069.30000000
0.110191640769
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4878.36000000
0.000134453520
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
911639.32000000
EUR
824113.74000000
GBP
2020-12-29
4878.36000000
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AS9
1020000.00000000
PA
USD
854203.58000000
0.023542887070
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.00000000
N
N
N
N
N
Kansai Paint Co. Ltd.
549300ERRV6FTKH9NN70
Kansai Paint Co. Ltd.
N/A
4900.00000000
NS
126332.37000000
0.003481873396
Long
EC
CORP
JP
N
2
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313AK9
450000.00000000
PA
USD
454384.14000000
0.012523378203
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00000000
N
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BH7
1497000.00000000
PA
USD
1422150.00000000
0.039196179495
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.62500000
N
N
N
N
N
Newcrest Mining Ltd.
5299006MN50OZJUJI655
Newcrest Mining Ltd.
N/A
22442.00000000
NS
465390.74000000
0.012826733453
Long
EC
CORP
AU
N
2
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAN0
250000.00000000
PA
USD
96250.00000000
0.002652766780
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAH5
565000.00000000
PA
USD
640498.29000000
0.017652909989
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.45000000
N
N
N
N
N
N
Tesco plc
2138002P5RNKC5W2JZ46
Tesco plc
N/A
271774.00000000
NS
723339.47000000
0.019936113421
Long
EC
CORP
GB
N
2
N
N
N
Gateway Casinos & Entertainment Ltd.
N/A
Gateway Casinos & Entertainment Ltd., 1st Lien Term Loan
C3604MAM4
250296.57000000
PA
USD
223755.12000000
0.006166962589
Long
LON
CORP
US
N
2
2023-12-01
Variable
7.50000000
N
N
N
N
N
N
Aisin Seiki Co. Ltd.
3538004IOK08PDY6I723
Aisin Seiki Co. Ltd.
N/A
4500.00000000
NS
136341.38000000
0.003757733855
Long
EC
CORP
JP
N
2
N
N
N
Aozora Bank Ltd.
X0XUGKC9FD2CYUQNC010
Aozora Bank Ltd.
N/A
3200.00000000
NS
52572.90000000
0.001448972910
Long
EC
CORP
JP
N
2
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBE5
443000.00000000
PA
USD
480978.18000000
0.013256342212
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
N/A
367.00000000
NS
292249.63000000
0.008054754389
Long
EC
CORP
LU
N
2
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAH8
404000.00000000
PA
USD
409050.00000000
0.011273914300
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.00000000
N
N
N
N
N
N
Constellation Merger Sub, Inc.
N/A
Constellation Merger Sub, Inc.
210374AA2
188000.00000000
PA
USD
155100.00000000
0.004274744182
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
8.50000000
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
285000.00000000
PA
USD
280490.17000000
0.007730649404
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
891160509
93341.00000000
NS
4118129.54000000
0.113500646652
Long
EC
CORP
CA
N
1
N
N
N
Korea Development Bank (The)
549300ML2LNRZUCS7149
Korea Development Bank (The)
500630CY2
1826000.00000000
PA
USD
1910863.53000000
0.052665717339
Long
DBT
NUSS
KR
N
2
2024-10-01
Fixed
2.12500000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
650000.00000000
PA
USD
630530.54000000
0.017378186705
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2005-3, Class 2A2A
17307GTJ7
196263.91000000
PA
USD
196386.05000000
0.005412637813
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
3.15041000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044DF5
800000.00000000
PA
USD
897913.55000000
0.024747586877
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.87500000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AD9
1685000.00000000
PA
USD
1760825.00000000
0.048530473410
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
7228.00000000
NS
USD
2472554.24000000
0.068146594806
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
117800.00000000
NS
5644824.82000000
0.155578220910
Long
EC
CORP
HK
N
2
N
N
N
Mitsui Fudosan Co. Ltd.
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co. Ltd.
N/A
25800.00000000
NS
439311.33000000
0.012107953271
Long
EC
CORP
JP
N
2
N
N
N
Dell, Inc.
3E70L4WYANTIWWIPHC81
Dell, Inc.
24702RAF8
480000.00000000
PA
USD
574348.80000000
0.015829749785
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.50000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
N/A
4712.00000000
NS
508900.94000000
0.014025927356
Long
EC
CORP
FR
N
2
N
N
N
Sinclair Television Group, Inc.
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AU4
104000.00000000
PA
USD
102354.72000000
0.002821020270
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBC3
503000.00000000
PA
USD
504568.98000000
0.013906533282
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
LendLease Corp. Ltd.
549300MQ0F0TIIEK5592
LendLease Corp. Ltd.
N/A
18291.00000000
NS
153866.32000000
0.004240742465
Long
EC
CORP
AU
N
2
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AY8
406000.00000000
PA
USD
442747.06000000
0.012202646159
Long
DBT
CORP
LR
Y
2
2023-06-01
Fixed
10.87500000
N
N
N
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
51284.00000000
NS
USD
672333.24000000
0.018530319836
Long
EC
CORP
BM
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDJ2
150000.00000000
PA
USD
161005.58000000
0.004437509133
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75000000
N
N
N
N
N
N
Sysmex Corp.
5299001ZO4CKWACMZI55
Sysmex Corp.
N/A
4700.00000000
NS
441465.09000000
0.012167313510
Long
EC
CORP
JP
N
2
N
N
N
Julius Baer Group Ltd.
5299007MF0604ZGJER92
Julius Baer Group Ltd.
N/A
6188.00000000
NS
275398.44000000
0.007590315147
Long
EC
CORP
CH
N
2
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
5367.00000000
NS
USD
1226198.49000000
0.033795518132
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
N/A
3700000.00000000
PA
USD
3750872.41000000
0.103378594556
Long
DBT
NUSS
SA
Y
2
2021-10-26
Fixed
2.37500000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
N/A
898.00000000
NS
139695.06000000
0.003850165345
Long
EC
CORP
DE
N
2
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
65153.00000000
NS
5739232.52000000
0.158180211667
Long
EC
CORP
GB
N
2
N
N
N
NXP BV
N/A
NXP BV
62954HAB4
958000.00000000
PA
USD
1109871.88000000
0.030589415621
Long
DBT
CORP
US
Y
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
1498000.00000000
PA
USD
1742923.00000000
0.048037072570
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
Gerdau SA
254900YDV6SEQQPZVG24
Gerdau SA
373737105
340820.00000000
NS
USD
1298524.20000000
0.035788902452
Long
EC
CORP
BR
N
1
N
N
N
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236AW1
856000.00000000
PA
USD
875260.00000000
0.024123227553
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K084, Class X3
3137FJZC6
10000000.00000000
PA
USD
1455239.00000000
0.040108152482
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Variable
2.24081300
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M3
61744CHC3
20843.55000000
PA
USD
20362.89000000
0.000561225954
Long
ABS-O
CORP
US
N
3
2034-09-25
Floating
1.27424900
N
N
N
N
N
N
Magazine Luiza SA
N/A
Magazine Luiza SA
N/A
285304.00000000
NS
1219687.71000000
0.033616073135
Long
EC
CORP
BR
N
1
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DQ0
1750000.00000000
PA
USD
1867632.73000000
0.051474224039
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95000000
N
N
N
N
N
N
CIMIC Group Ltd.
529900Q5XXSXHRQERC81
CIMIC Group Ltd.
N/A
2686.00000000
NS
40595.63000000
0.001118864817
Long
EC
CORP
AU
N
2
N
N
N
Spark New Zealand Ltd.
529900HUN51H3Y7QBB66
Spark New Zealand Ltd.
N/A
50799.00000000
NS
150754.57000000
0.004154978859
Long
EC
CORP
NZ
N
2
N
N
N
Zhejiang Chint Electrics Co. Ltd.
N/A
Zhejiang Chint Electrics Co. Ltd., Class A
N/A
269464.00000000
NS
1182275.46000000
0.032584946133
Long
EC
CORP
CN
N
2
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
435000.00000000
PA
USD
454122.60000000
0.012516169843
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Global Aircraft Leasing Co. Ltd.
N/A
Global Aircraft Leasing Co. Ltd.
37960JAA6
253881.00000000
PA
USD
170100.27000000
0.004688169824
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc.
26907YAA2
235000.00000000
PA
USD
235000.00000000
0.006476885125
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
HOCHTIEF AG
529900Y25S8NZIYTT924
HOCHTIEF AG
N/A
684.00000000
NS
50318.90000000
0.001386849935
Long
EC
CORP
DE
N
2
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAR2
1305000.00000000
PA
USD
1240639.17000000
0.034193520793
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
Toll Brothers, Inc.
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
25108.00000000
NS
USD
1061566.24000000
0.029258053573
Long
EC
CORP
US
N
1
N
N
N
Ping An Insurance Group Co. of China Ltd.
529900M9MC28JLN35U89
Ping An Insurance Group Co. of China Ltd., Class H
N/A
1411000.00000000
NS
14589279.34000000
0.402098239796
Long
EC
CORP
CN
N
2
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
1250000.00000000
PA
USD
1254683.30000000
0.034580594056
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.12500000
N
N
N
N
N
N
Insulet Corp.
549300TZTYD2PYN92D43
Insulet Corp.
45784P101
4173.00000000
NS
USD
927449.25000000
0.025561626605
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG (Preference)
N/A
1573.00000000
NS
81329.63000000
0.002241543280
Long
EC
CORP
DE
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
159779.00000000
NS
USD
7693358.85000000
0.212038304265
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AF4
550000.00000000
PA
USD
548602.88000000
0.015120160993
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CC8
131000.00000000
PA
USD
131167.35000000
0.003615131311
Long
DBT
CORP
US
N
2
2022-08-19
Fixed
0.48300000
N
N
N
N
N
Localiza Rent a Car SA
N/A
Localiza Rent a Car SA
N/A
137265.00000000
NS
1453280.13000000
0.040054163648
Long
EC
CORP
BR
N
1
N
N
N
Yokohama Rubber Co. Ltd. (The)
52990036XNWY2FMYWB76
Yokohama Rubber Co. Ltd. (The)
N/A
3300.00000000
NS
47402.50000000
0.001306470413
Long
EC
CORP
JP
N
2
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BA7
215000.00000000
PA
USD
250830.09000000
0.006913181612
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG (Registered)
N/A
287.00000000
NS
299585.80000000
0.008256948135
Long
EC
CORP
CH
N
2
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CP8
1138000.00000000
PA
USD
1052365.50000000
0.029004470016
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
88505.00000000
NS
USD
2956952.05000000
0.081497186170
Long
EC
CORP
US
N
1
N
N
N
Discovery, Inc.
5493006ZCRFWKF6B1K26
Discovery, Inc., Class A
25470F104
98688.00000000
NS
USD
1997445.12000000
0.055052011009
Long
EC
CORP
US
N
1
N
N
Sunny Optical Technology Group Co. Ltd.
3003004QIVP0DFVVWM94
Sunny Optical Technology Group Co. Ltd.
N/A
100100.00000000
NS
1661971.44000000
0.045805949357
Long
EC
CORP
KY
N
2
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
2109000.00000000
PA
USD
2198632.50000000
0.060596979302
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
78.27000000
0.000002157216
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
416445.06000000
USD
357120.40000000
EUR
2020-12-29
78.27000000
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KG01, Class B
30298CAS0
1675000.00000000
PA
USD
1705431.07000000
0.047003749490
Long
ABS-MBS
USGSE
US
Y
2
2029-04-25
Variable
4.16479000
N
N
N
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696AA2
370000.00000000
PA
USD
377522.10000000
0.010404967123
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BX6
505000.00000000
PA
USD
622458.61000000
0.017155714521
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.66900000
N
N
N
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
N/A
3210.00000000
NS
89260.07000000
0.002460115828
Long
EC
CORP
AT
N
2
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBC3
154000.00000000
PA
USD
154616.00000000
0.004261404555
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
16741.00000000
NS
USD
1259090.61000000
0.034702064867
Long
EC
CORP
US
N
1
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust, Series 2004-1, Class M2
68389FET7
451083.71000000
PA
USD
447519.38000000
0.012334177088
Long
ABS-O
CORP
US
N
3
2034-01-25
Floating
1.79925100
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
370000.00000000
PA
USD
376475.00000000
0.010376107777
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
Smurfit Kappa Group plc
635400CPLP8H5ITDVT56
Smurfit Kappa Group plc
N/A
6291.00000000
NS
237039.28000000
0.006533090156
Long
EC
CORP
IE
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
141900000.00000000
PA
1460541.96000000
0.040254308494
Long
DBT
NUSS
JP
N
2
2057-03-20
Fixed
0.90000000
N
N
N
N
N
N
Yum China Holdings, Inc.
529900DO9BYZ7VA3K502
Yum China Holdings, Inc.
98850P109
25256.00000000
NS
USD
1344376.88000000
0.037052657946
Long
EC
CORP
US
N
1
N
N
N
Orica Ltd.
N/A
Orica Ltd.
N/A
11187.00000000
NS
120089.92000000
0.003309823900
Long
EC
CORP
AU
N
2
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DY8
1650000.00000000
PA
USD
1608750.00000000
0.044339101897
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
KFC Holding Co.
N/A
KFC Holding Co.
48250NAB1
470000.00000000
PA
USD
485662.75000000
0.013385454645
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
LABL Escrow Issuer LLC
N/A
LABL Escrow Issuer LLC
50168AAA8
315000.00000000
PA
USD
338625.00000000
0.009332915854
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
10.50000000
N
N
N
N
N
N
Jiangsu Hengrui Medicine Co. Ltd.
N/A
Jiangsu Hengrui Medicine Co. Ltd., Class A
N/A
167120.00000000
NS
2224029.58000000
0.061296953641
Long
EC
CORP
CN
N
2
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc.
65343HAA9
1219000.00000000
PA
USD
1270807.50000000
0.035024996571
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
N/A
2009.00000000
NS
232644.51000000
0.006411964963
Long
EC
CORP
DE
N
1
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BG5
73000.00000000
PA
USD
70837.74000000
0.001952374061
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
N/A
19074.00000000
NS
254210.16000000
0.007006340443
Long
EC
CORP
DK
N
2
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
4690000.00000000
PA
557377.60000000
0.015362002922
Long
DBT
NUSS
SE
Y
2
2023-11-13
Fixed
1.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BY4
560000.00000000
PA
USD
679500.47000000
0.018727857391
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
Brixmor Property Group, Inc.
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
84339.00000000
NS
USD
924355.44000000
0.025476357447
Long
EC
CORP
US
N
1
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
450000.00000000
PA
USD
473625.00000000
0.013053679649
Long
DBT
CORP
NL
Y
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Global Unichip Corp.
N/A
Global Unichip Corp.
N/A
158000.00000000
NS
1434226.58000000
0.039529024693
Long
EC
CORP
TW
N
2
N
N
N
Enable Midstream Partners LP
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AJ9
102000.00000000
PA
USD
83817.06000000
0.002310099868
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Mortgage-Backed Securities Trust
N/A
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-K, Class 1A2
94981VAB3
28545.09000000
PA
USD
28272.12000000
0.000779213929
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
3.01116600
N
N
N
N
N
N
WiseTech Global Ltd.
254900VE3AF301Q85K83
WiseTech Global Ltd.
N/A
4045.00000000
NS
82499.64000000
0.002273790175
Long
EC
CORP
AU
N
2
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AQK2
250000.00000000
PA
USD
249487.64000000
0.006876182061
Long
STIV
CORP
US
Y
2
2021-03-19
None
0.00000000
N
N
N
N
N
N
CK Hutchison International 16 Ltd.
254900OULDVPV9SGEO05
CK Hutchison International 16 Ltd.
12563TAA8
250000.00000000
PA
USD
252340.00000000
0.006954796564
Long
DBT
CORP
KY
Y
2
2021-10-03
Fixed
1.87500000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2019-RTL2, Class A2
501888AD3
340000.00000000
PA
USD
335800.18000000
0.009255060387
Long
ABS-MBS
CORP
US
Y
2
2024-03-25
Variable
4.33500100
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AH7
635000.00000000
PA
USD
674687.50000000
0.018595206098
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
5.62500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBT7
1700000.00000000
PA
USD
1887674.80000000
0.052026607805
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
Electrolux AB
549300Y3HHZB1ZGFPJ93
Electrolux AB, Series B
N/A
6238.00000000
NS
140656.79000000
0.003876671791
Long
EC
CORP
SE
N
2
N
N
Neiman Marcus Group Unrestricted Equity
N/A
Neiman Marcus Group Unrestricted Equity
N/A
974.00000000
NS
USD
80355.00000000
0.002214681294
Long
EC
CORP
US
N
3
N
N
N
Legal & General Group plc
213800JH9QQWHLO99821
Legal & General Group plc
N/A
1824861.00000000
NS
4375300.90000000
0.120588601360
Long
EC
CORP
GB
N
2
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBL3
255000.00000000
PA
USD
316049.88000000
0.008710718156
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
5.00000000
N
N
N
N
N
N
RFMSI Trust
N/A
RFMSI Trust, Series 2007-S6, Class 2A5
762009BC1
1585425.31600000
PA
USD
1286741.33000000
0.035464152259
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.64924900
N
N
N
N
N
N
Tronox, Inc.
549300EPZ4YXC7E5P181
Tronox, Inc.
897051AA6
563000.00000000
PA
USD
571028.38000000
0.015738234982
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
MFA LLC
N/A
MFA LLC, Series 2017-NPL1, Class A1
552761AA6
386310.28000000
PA
USD
386818.16000000
0.010661177816
Long
ABS-O
CORP
US
Y
3
2047-11-25
Variable
3.35149900
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2019-4, Class A2
02007TAB1
241147.92000000
PA
USD
242084.80000000
0.006672150809
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
1.93000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513EAC5
675000.00000000
PA
USD
708830.55000000
0.019536229982
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.12500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAB6
515000.00000000
PA
USD
485717.10000000
0.013386952597
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.12500000
N
N
N
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255AV6
429000.00000000
PA
USD
386955.28000000
0.010664957010
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
5.55000000
N
N
N
N
N
N
CIT Group, Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group, Inc.
125581GX0
550000.00000000
PA
USD
668250.00000000
0.018417780788
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.12500000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
69346VAA7
768000.00000000
PA
USD
787200.00000000
0.021696187110
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAQ2
768000.00000000
PA
USD
839892.48000000
0.023148455791
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust, Series 2004-2, Class M3
64352VGC9
393131.90000000
PA
USD
388340.41000000
0.010703132873
Long
ABS-O
CORP
US
N
3
2034-08-25
Floating
1.15425000
N
N
N
N
N
N
Concordia Healthcare Corp.
549300WZSXRSISJ4VI31
Concordia Healthcare Corp., Initial Dollar Term Loan
C2620KAK4
533504.69000000
PA
USD
517499.55000000
0.014262915480
Long
LON
CORP
JE
N
2
2024-09-06
Variable
6.50000000
N
N
N
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
N/A
31384.00000000
NS
183198.31000000
0.005049167698
Long
EC
CORP
IL
N
2
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AR5
805000.00000000
PA
USD
861647.85000000
0.023748060184
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BM7
539000.00000000
PA
USD
570843.39000000
0.015733136433
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
Otsuka Holdings Co. Ltd.
N/A
Otsuka Holdings Co. Ltd.
N/A
10600.00000000
NS
392587.44000000
0.010820186173
Long
EC
CORP
JP
N
2
N
N
N
Kingfisher plc
213800KBMEV7I92FY281
Kingfisher plc
N/A
58351.00000000
NS
217006.67000000
0.005980967119
Long
EC
CORP
GB
N
2
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBH1
340000.00000000
PA
USD
382300.20000000
0.010536657357
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
17232.00000000
NS
200012.96000000
0.005512599853
Long
EC
CORP
FR
N
2
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBF1
595000.00000000
PA
USD
623774.31000000
0.017191976809
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
Sony Corp.
529900R5WX9N2OI2N910
Sony Corp.
N/A
110900.00000000
NS
9245342.79000000
0.254812864675
Long
EC
CORP
JP
N
2
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
-2155.00000000
NS
USD
-175783.35000000
-0.00484480240
Short
EC
CORP
US
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S, Class B
N/A
3286.00000000
NS
480554.75000000
0.013244671967
Long
EC
CORP
DK
N
2
N
N
N
Terumo Corp.
353800JX1R4582QVK932
Terumo Corp.
N/A
17900.00000000
NS
658791.60000000
0.018157095808
Long
EC
CORP
JP
N
2
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AM8
1890000.00000000
PA
USD
2015095.83000000
0.055538485992
Long
DBT
NUSS
JP
Y
2
2023-04-24
Fixed
3.25000000
N
N
N
N
N
N
MYT Holding LLC
N/A
MYT Holding LLC (Preference), Series A
55406N202
47346.00000000
NS
USD
45452.16000000
0.001252716676
Long
EP
CORP
US
N
3
N
N
Keppel Corp. Ltd.
254900SQ7IPDOY6IDW33
Keppel Corp. Ltd.
N/A
40300.00000000
NS
129502.57000000
0.003569247954
Long
EC
CORP
SG
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF32, Class B
30300WAC7
380508.68000000
PA
USD
361983.54000000
0.009976705557
Long
ABS-MBS
USGSE
US
Y
2
2024-05-25
Floating
2.69825000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389284AA8
540000.00000000
PA
USD
582525.00000000
0.016055095778
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
N/A
56326.00000000
NS
274650.27000000
0.007569694674
Long
EC
CORP
IT
N
2
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AC5
2590000.00000000
PA
USD
2687125.00000000
0.074060425291
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AT7
1071000.00000000
PA
USD
820926.03000000
0.022625717417
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
American Axle & Manufacturing, Inc.
N/A
American Axle & Manufacturing, Inc., 1st Lien Term Loan B
02406MAP2
107994.24000000
PA
USD
104214.44000000
0.002872276409
Long
LON
CORP
US
N
2
2024-04-06
Variable
3.00000000
N
N
N
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
19628.00000000
NS
USD
2033068.24000000
0.056033827417
Long
EC
CORP
US
N
1
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAY1
1609000.00000000
PA
USD
1705515.87000000
0.047006086681
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Shop Apotheke Europe NV
529900JK6UXHY1YKZ082
Shop Apotheke Europe NV
N/A
2676.00000000
NS
444038.48000000
0.012238239261
Long
EC
CORP
NL
Y
2
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAZ1
615000.00000000
PA
USD
680471.34000000
0.018754615746
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.87500000
N
N
N
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556H206
37521.00000000
NS
USD
1071974.97000000
0.029544930801
Long
EC
CORP
US
N
1
N
N
N
Swiss Prime Site AG
506700XI9H64OPR34158
Swiss Prime Site AG (Registered)
N/A
2100.00000000
NS
176672.86000000
0.004869318378
Long
EC
CORP
CH
N
2
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BJ5
918000.00000000
PA
USD
864890.00000000
0.023837417771
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.30000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DC5
250000.00000000
PA
USD
250182.00000000
0.006895319466
Long
DBT
CORP
US
Y
2
2021-02-22
Floating
0.70612900
N
N
N
N
N
N
N/A
N/A
Canada 10 Year Bond
N/A
21.00000000
NC
-14491.89000000
-0.00039941407
N/A
DIR
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Long
Canada
Canada 10 Year Bond
2020-12-18
3167850.00000000
CAD
-14491.89000000
N
N
N
Sun Hung Kai Properties Ltd.
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd.
N/A
36500.00000000
NS
469821.43000000
0.012948848645
Long
EC
CORP
HK
N
2
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884L109
55402.00000000
NS
USD
838786.28000000
0.023117967576
Long
EC
CORP
US
N
1
N
N
N
Fortum OYJ
635400IUIZZIUJSAMF76
Fortum OYJ
N/A
12331.00000000
NS
231781.31000000
0.006388174124
Long
EC
CORP
FI
N
2
N
N
N
GPMT Ltd.
N/A
GPMT Ltd., Series 2018-FL1, Class AS
36255CAC3
1000000.00000000
PA
USD
982150.00000000
0.027069245643
Long
ABS-MBS
CORP
KY
Y
3
2035-11-21
Floating
1.34338000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
N/A
820.00000000
NS
80243.26000000
0.002211601604
Long
EC
CORP
FR
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2016-K60, Class B
302947AE6
355000.00000000
PA
USD
383965.16000000
0.010582545674
Long
ABS-MBS
USGSE
US
Y
2
2049-12-25
Variable
3.53593100
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2005-1, Class AF6
759950FG8
23793.89000000
PA
USD
24907.97000000
0.000686493874
Long
ABS-O
CORP
US
N
3
2035-05-25
Variable
4.97000200
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
313000.00000000
PA
USD
395553.75000000
0.010901941275
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Suez SA
549300JQIZM6CL7POC81
Suez SA
N/A
9594.00000000
NS
175640.87000000
0.004840875482
Long
EC
CORP
FR
N
2
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
Dexia Credit Local SA
N/A
2100000.00000000
PA
2607459.43000000
0.071864745523
Long
DBT
NUSS
FR
Y
2
2024-11-26
Fixed
1.25000000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAA8
1110000.00000000
PA
USD
1136773.20000000
0.031330848639
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001AAB8
773000.00000000
PA
USD
718302.52000000
0.019797288968
Long
DBT
CORP
US
Y
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien Term Loan B
61647DAD4
554602.73000000
PA
USD
554602.73000000
0.015285524138
Long
LON
CORP
US
N
3
2024-04-01
Variable
8.00000000
N
N
N
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
N/A
31342.00000000
NS
558673.99000000
0.015397733004
Long
EC
CORP
SE
N
2
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AT4
345000.00000000
PA
USD
426591.50000000
0.011757379323
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.55000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
645000.00000000
PA
USD
685312.50000000
0.018888043990
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MAN3
56000.00000000
PA
USD
51818.70000000
0.001428186243
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
N/A
40551.00000000
NS
191118.32000000
0.005267452783
Long
EC
CORP
IL
N
2
N
N
N
Baker Hughes Holdings LLC
549300XU3XH6F05YEQ93
Baker Hughes Holdings LLC
057224AZ0
380000.00000000
PA
USD
447827.94000000
0.012342681376
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.12500000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAC3
1102000.00000000
PA
USD
1124591.00000000
0.030995092427
Long
DBT
CORP
CA
Y
2
2024-05-15
Fixed
4.25000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent, Class A
02665T306
45221.00000000
NS
USD
1278397.67000000
0.035234190866
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
2373000.00000000
PA
416843.29000000
0.011488706828
Long
DBT
NUSS
DK
N
2
2025-11-15
Fixed
1.75000000
N
N
N
N
N
N
Aeon Mall Co. Ltd.
N/A
Aeon Mall Co. Ltd.
N/A
2800.00000000
NS
43678.31000000
0.001203827218
Long
EC
CORP
JP
N
2
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
55387.00000000
NS
621975.06000000
0.017142387296
Long
EC
CORP
FR
N
2
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo SE
N/A
1088.00000000
NS
49479.57000000
0.001363716982
Long
EC
CORP
FR
N
2
N
N
N
NCSoft Corp.
N/A
NCSoft Corp.
N/A
2428.00000000
NS
1668240.34000000
0.045978727847
Long
EC
CORP
KR
N
2
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAW3
300000.00000000
PA
USD
341614.62000000
0.009415313408
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
4.85000000
N
N
N
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
380000.00000000
PA
684388.27000000
0.018862571090
Long
DBT
NUSS
FR
Y
2
2066-05-25
Fixed
1.75000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBS7
840000.00000000
PA
USD
977073.03000000
0.026929318190
Long
DBT
CORP
US
Y
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
SJM Holdings Ltd.
529900XEAB40COT5ZL30
SJM Holdings Ltd.
N/A
54000.00000000
NS
56068.70000000
0.001545321400
Long
EC
CORP
HK
N
2
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BD0
575000.00000000
PA
USD
688278.98000000
0.018969803778
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
M&G plc
254900TWUJUQ44TQJY84
M&G plc
N/A
72179.00000000
NS
137296.52000000
0.003784058673
Long
EC
CORP
GB
N
2
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp., Class A
032095101
11248.00000000
NS
USD
1269224.32000000
0.034981362210
Long
EC
CORP
US
N
1
N
N
N
Crown Americas LLC
N/A
Crown Americas LLC
22819KAB6
385000.00000000
PA
USD
409495.63000000
0.011286196404
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
1100000.00000000
PA
USD
1157750.00000000
0.031908994699
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
N/A
4206.00000000
NS
81765.52000000
0.002253556937
Long
EC
CORP
BE
N
2
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAB7
268000.00000000
PA
USD
272824.00000000
0.007519360457
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
AVEVA Group plc
213800XHATUM2LFMKG16
AVEVA Group plc
N/A
1786.00000000
NS
99136.97000000
0.002732335176
Long
EC
CORP
GB
N
2
N
N
N
Nielsen Finance LLC
N/A
Nielsen Finance LLC
65409QBB7
417000.00000000
PA
USD
417208.50000000
0.011498772459
Long
DBT
CORP
US
Y
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AN1
455000.00000000
PA
USD
447037.50000000
0.012320895891
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
N
Idemitsu Kosan Co. Ltd.
549300P0R46FF6DUA630
Idemitsu Kosan Co. Ltd.
N/A
5400.00000000
NS
109209.45000000
0.003009944945
Long
EC
CORP
JP
N
2
N
N
N
Insurance Australia Group Ltd.
549300PFEWKNHRG25N08
Insurance Australia Group Ltd.
N/A
63907.00000000
NS
214517.82000000
0.005912371393
Long
EC
CORP
AU
N
2
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCK7
2039000.00000000
PA
USD
2084877.50000000
0.057461753483
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Fisher & Paykel Healthcare Corp. Ltd.
N/A
Fisher & Paykel Healthcare Corp. Ltd.
N/A
15952.00000000
NS
369039.78000000
0.010171184093
Long
EC
CORP
NZ
N
2
N
N
N
Tokyo Century Corp.
35380096ZLHOF84DXR74
Tokyo Century Corp.
N/A
1300.00000000
NS
63736.96000000
0.001756667949
Long
EC
CORP
JP
N
2
N
N
N
Zur Rose Group AG
50670038OH136R5Z4663
Zur Rose Group AG
N/A
2357.00000000
NS
655823.94000000
0.018075303498
Long
EC
CORP
CH
N
2
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
71549.00000000
NS
USD
7097660.80000000
0.195620143246
Long
EC
CORP
US
N
1
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BW8
1635000.00000000
PA
USD
1923561.15000000
0.053015679152
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CD4
520000.00000000
PA
USD
550227.60000000
0.015164940247
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
N/A
1917.00000000
NS
187750.62000000
0.005174634885
Long
EC
CORP
FR
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
1738000.00000000
PA
2181034.25000000
0.060111950180
Long
DBT
NUSS
IT
Y
2
2023-10-01
Fixed
2.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-69
38379RYE7
2491682.86000000
PA
USD
137904.68000000
0.003800820300
Long
ABS-MBS
USGA
US
N
2
2059-07-16
Variable
0.78754000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBB7
550000.00000000
PA
USD
551375.00000000
0.015196563983
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.12500000
N
N
N
N
N
N
NOVA Chemicals Corp.
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp.
66977WAQ2
250000.00000000
PA
USD
247300.00000000
0.006815888049
Long
DBT
CORP
CA
Y
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-K96, Class B
30314DAE9
1110000.00000000
PA
USD
1231233.65000000
0.033934293250
Long
ABS-MBS
USGSE
US
Y
2
2056-08-25
Variable
3.81024000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
61685.00000000
NS
4513250.26000000
0.124390653096
Long
EC
CORP
NL
N
2
N
N
Structured Asset Investment Loan Trust
N/A
Structured Asset Investment Loan Trust, Series 2004-8, Class M9
86358EMH6
644378.42000000
PA
USD
633476.70000000
0.017459386449
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
3.89925000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
696000.00000000
PA
1439854.29000000
0.039684131208
Long
DBT
NUSS
ES
Y
2
2041-07-30
Fixed
4.70000000
N
N
N
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012725AD9
358000.00000000
PA
USD
408841.09000000
0.011268156487
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
N/A
84215.00000000
NS
5378266.16000000
0.148231540824
Long
EC
CORP
DE
N
2
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAB2
363000.00000000
PA
USD
394762.50000000
0.010880133465
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
CK Hutchison Holdings Ltd.
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd.
N/A
23000.00000000
NS
138919.57000000
0.003828791900
Long
EC
CORP
KY
N
2
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
N/A
11192.00000000
NS
53365.02000000
0.001470804699
Long
EC
CORP
IT
N
2
N
N
TPG Telecom Ltd.
N/A
TPG Telecom Ltd.
N/A
10262.00000000
NS
51796.08000000
0.001427562809
Long
EC
CORP
AU
N
2
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HH3
386000.00000000
PA
USD
398168.95000000
0.010974019360
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75000000
N
N
N
N
N
N
Korea Development Bank (The)
549300ML2LNRZUCS7149
Korea Development Bank (The)
N/A
2450000.00000000
PA
3236462.64000000
0.089200837161
Long
DBT
NUSS
KR
Y
2
2022-12-15
Fixed
1.75000000
N
N
N
N
N
N
Upjohn, Inc.
N/A
Upjohn, Inc.
91533BAF7
666000.00000000
PA
USD
698427.08000000
0.019249497727
Long
DBT
CORP
US
Y
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
288000.00000000
PA
USD
254880.00000000
0.007024802046
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1256.41000000
-0.00003462818
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
83376742.00000000
JPY
795395.02000000
USD
2020-12-03
-1256.41000000
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
17125.00000000
NS
USD
297461.25000000
0.008198392960
Long
EC
CORP
US
N
1
N
N
N
Siemens Gamesa Renewable Energy SA
9598004BR8D81D3M1D64
Siemens Gamesa Renewable Energy SA
N/A
6592.00000000
NS
187076.37000000
0.005156051737
Long
EC
CORP
ES
N
2
N
N
N
Wesfarmers Ltd.
5493003L32ZX9557ST85
Wesfarmers Ltd.
N/A
31477.00000000
NS
1018898.84000000
0.028082088261
Long
EC
CORP
AU
N
2
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2017-2, Class A3
43811BAC8
23097.38000000
PA
USD
23111.10000000
0.000636969956
Long
ABS-O
CORP
US
N
2
2021-08-16
Fixed
1.68000000
N
N
N
N
N
N
Vivendi SA
969500FU4DRAEVJW7U54
Vivendi SA
N/A
23039.00000000
NS
664986.32000000
0.018327829807
Long
EC
CORP
FR
N
2
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2017-P7, Class B
17325HBS2
960000.00000000
PA
USD
1052465.95000000
0.029007238539
Long
ABS-MBS
CORP
US
N
3
2050-04-14
Variable
4.13700100
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
49944.00000000
NS
USD
9296076.72000000
0.256211153341
Long
EC
CORP
US
N
1
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001AAC6
168000.00000000
PA
USD
156290.40000000
0.004307553051
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
JPMorgan Securities Lending Money Market Fund
5493002FD4HXUJXMRO62
JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares
46645V642
64014196.01000000
NS
USD
64014196.01000000
1.764308910519
Long
STIV
RF
US
N
1
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211KAK6
492000.00000000
PA
USD
634680.00000000
0.017492550857
Long
DBT
CORP
US
Y
2
2033-07-15
Fixed
6.87500000
N
N
N
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB, Class B
N/A
6689.00000000
NS
273907.40000000
0.007549220276
Long
EC
CORP
SE
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K082, Class X3
3137FJKH1
9250000.00000000
PA
USD
1305962.18000000
0.035993902205
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
2.21208100
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CW8
1248000.00000000
PA
USD
1467960.00000000
0.040458758677
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDC1
1340000.00000000
PA
USD
1371838.40000000
0.037809530756
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AX7
290000.00000000
PA
USD
300630.51000000
0.008285741610
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
LB-UBS Commercial Mortgage Trust
N/A
LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ
50179MAH4
1568340.16340000
PA
USD
907917.77000000
0.025023315318
Long
ABS-MBS
CORP
US
N
3
2039-09-15
Variable
5.45199800
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BAM4
430000.00000000
PA
USD
429785.00000000
0.011845396058
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.25000000
N
N
N
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
49800.00000000
NS
741813.76000000
0.020445287268
Long
EC
CORP
SG
N
2
N
N
N
United Overseas Bank Ltd.
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd.
N/A
32600.00000000
NS
452959.07000000
0.012484101544
Long
EC
CORP
SG
N
2
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBF5
670000.00000000
PA
USD
620784.96000000
0.017109586696
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
GMAC Capital Trust I
N/A
GMAC Capital Trust I, Series 2
361860208
625.00000000
NS
USD
16087.50000000
0.000443391018
Long
EP
CORP
US
N
1
N
N
N
Worldline SA
549300CJMQNCA0U4TS33
Worldline SA
N/A
6618.00000000
NS
490172.16000000
0.013509739455
Long
EC
CORP
FR
Y
2
N
N
N
Disco Corp.
N/A
Disco Corp.
N/A
800.00000000
NS
215926.68000000
0.005951201284
Long
EC
CORP
JP
N
2
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
N/A
70.00000000
NS
58565.96000000
0.001614148915
Long
EC
CORP
FR
N
2
N
N
APA Group
549300T9RBSX164T8H40
APA Group
N/A
32756.00000000
NS
241488.44000000
0.006655714404
Long
EC
CORP
AU
N
2
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAW5
4250000.00000000
PA
USD
4275648.75000000
0.117842067198
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CK4
580000.00000000
PA
USD
607245.18000000
0.016736413931
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Level 3 Financing, Inc.
N/A
Level 3 Financing, Inc.
527298BN2
3965000.00000000
PA
USD
4044300.00000000
0.111465814952
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
Beyond Meat, Inc.
549300XQ946NCE51DR09
Beyond Meat, Inc.
08862E109
5861.00000000
NS
USD
834782.23000000
0.023007611100
Long
EC
CORP
US
N
1
N
N
National General Holdings Corp.
549300HUE7OCQI86BK16
National General Holdings Corp.
636220303
-116007.00000000
NS
USD
-3940757.79000000
-0.10861206601
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Euro-BTP
N/A
40.00000000
NC
129766.34000000
0.003576517776
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
Republic of Italy
Euro-BTP
2020-12-08
5977200.00000000
EUR
129766.34000000
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
N/A
17144.00000000
NS
950895.99000000
0.026207847207
Long
EC
CORP
FR
N
2
N
N
N
Deutsche Wohnen SE
529900QE24Q67I3FWZ10
Deutsche Wohnen SE
N/A
9449.00000000
NS
476918.90000000
0.013144463530
Long
EC
CORP
DE
N
2
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAH6
301000.00000000
PA
USD
404939.06000000
0.011160611806
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.87500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CP8
1000000.00000000
PA
USD
927331.60000000
0.025558384028
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1623.87000000
-0.00004475582
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
504070.97000000
USD
387651.78000000
GBP
2020-12-29
-1623.87000000
N
N
N
Dialog Semiconductor plc
529900QA2LORU6646N15
Dialog Semiconductor plc
N/A
15766.00000000
NS
601061.43000000
0.016565982279
Long
EC
CORP
GB
N
2
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106AM5
180000.00000000
PA
USD
205916.34000000
0.005675304168
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.37500000
N
N
N
N
N
N
Macy's, Inc.
529900NZQ81TIOW3CW52
Macy's, Inc.
55616PAA2
1370000.00000000
PA
USD
1430417.00000000
0.039424028046
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
8.37500000
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M1
61744CFB7
246884.05000000
PA
USD
245244.15000000
0.006759226328
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
0.97425000
N
N
N
N
N
N
China Lesso Group Holdings Ltd.
N/A
China Lesso Group Holdings Ltd.
N/A
1189000.00000000
NS
1927638.39000000
0.053128052833
Long
EC
CORP
KY
N
2
N
N
N
Sunoco Logistics Partners Operations LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAP4
185000.00000000
PA
USD
173292.13000000
0.004776141358
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2005-2, Class 2A2
45254NNK9
288317.34000000
PA
USD
273449.54000000
0.007536601098
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
0.94812800
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
500000.00000000
PA
USD
525950.00000000
0.014495820135
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBB5
120000.00000000
PA
USD
124443.18000000
0.003429805027
Long
DBT
CORP
US
N
2
2022-02-25
Fixed
3.20000000
N
N
N
N
N
N
DWS Group GmbH & Co. KGaA
529900VM3464806ERS69
DWS Group GmbH & Co. KGaA
N/A
15314.00000000
NS
519992.55000000
0.014331625585
Long
EC
CORP
DE
Y
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-30.00000000
NC
USD
37671.38000000
0.001038268939
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2020-12-21
-4143750.00000000
USD
37671.38000000
N
N
N
Deutsche Alt-A Securities Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1
25151KAC3
2691086.61550000
PA
USD
2445566.40000000
0.067402777192
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Floating
0.89925100
N
N
N
N
N
N
Exelixis, Inc.
N/A
Exelixis, Inc.
30161Q104
55319.00000000
NS
USD
1132933.12000000
0.031225011376
Long
EC
CORP
US
N
1
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust, Series 2019-2, Class A3
042858AC4
2398043.27000000
PA
USD
2457914.74000000
0.067743112424
Long
ABS-MBS
CORP
US
Y
2
2049-04-25
Variable
3.80000200
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AJ6
332000.00000000
PA
USD
326190.00000000
0.008990192166
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
MYT Holding Co.
549300853MX08B1AUK51
MYT Holding Co.
55406N103
23161.25000000
NS
USD
21424.16000000
0.000590475843
Long
EC
CORP
US
N
3
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
17100.00000000
NS
7760364.69000000
0.213885066514
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17905.51000000
-0.00049349758
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2494433.84000000
USD
2123335.52000000
EUR
2020-12-29
-17905.51000000
N
N
N
Dexus
N/A
Dexus
N/A
30318.00000000
NS
183425.29000000
0.005055423542
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-80.00000000
NC
USD
114525.01000000
0.003156448228
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2020-12-21
-11050000.00000000
USD
114525.01000000
N
N
N
Koito Manufacturing Co. Ltd.
N/A
Koito Manufacturing Co. Ltd.
N/A
2900.00000000
NS
139849.06000000
0.003854409772
Long
EC
CORP
JP
N
2
N
N
N
GSAMP Trust
N/A
GSAMP Trust, Series 2004-OPT, Class M1
36242DNU3
468366.64000000
PA
USD
461242.03000000
0.012712389972
Long
ABS-O
CORP
US
N
3
2034-11-25
Floating
1.01925000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBL2
576000.00000000
PA
USD
546930.01000000
0.015074054666
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Hughes Satellite Systems Corp.
N/A
Hughes Satellite Systems Corp.
444454AF9
300000.00000000
PA
USD
324937.50000000
0.008955671746
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AU3
780000.00000000
PA
USD
876117.45000000
0.024146859916
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.87500000
N
N
N
N
N
N
JPMorgan U.S. Government Money Market Fund
549300NQ5E5B7ZV4T516
JPMorgan U.S. Government Money Market Fund, Share Class IM
4812C2270
9113279.00000000
NS
USD
9113279.00000000
0.251173026389
Long
STIV
RF
US
N
1
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBN1
2485000.00000000
PA
USD
2634391.02000000
0.072607012820
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
N/A
5530.00000000
NS
105374.17000000
0.002904239975
Long
EC
CORP
NO
N
2
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
N/A
5378.00000000
NS
215183.01000000
0.005930704837
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
13736196.31000000
PA
-894482.12000000
-0.02465301250
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
N/A
N/A
Rec/pay the total return of custom basket plus LIBOR +/- spread (0.15%). GBP Currency.
boohoo Group plc
479965.78000000
USD
-75494.09000000
USD
Dunelm Group plc
424727.65000000
USD
-57698.06000000
USD
Computacenter plc
453303.33000000
USD
-39648.32000000
USD
M&G plc
259611.57000000
USD
-31113.67000000
USD
Next plc
1081766.96000000
USD
-12387.42000000
USD
Ferguson plc
715706.94000000
USD
-28026.66000000
USD
Persimmon plc
726031.14000000
USD
-58903.96000000
USD
Pets at Home Group plc
243767.47000000
USD
-13447.53000000
USD
Berkeley Group Holdings plc
495550.70000000
USD
-35102.04000000
USD
Spirent Communications plc
576010.06000000
USD
-4516.20000000
USD
Prudential plc
487728.01000000
USD
-69960.70000000
USD
Centrica plc
644938.54000000
USD
-42445.89000000
USD
Reckitt Benckiser Group plc
752011.85000000
USD
-50571.90000000
USD
Kingfisher plc
419107.63000000
USD
-30789.18000000
USD
3i Group plc
649639.41000000
USD
-58493.03000000
USD
Rio Tinto plc
999666.65000000
USD
-67185.67000000
USD
Intermediate Capital Group plc
470975.73000000
USD
-60098.91000000
USD
AstraZeneca plc
464074.23000000
USD
-22273.52000000
USD
National Express Group plc
267411.90000000
USD
3648.01000000
USD
Hikma Pharmaceuticals plc
697219.42000000
USD
-45776.34000000
USD
Segro plc
684221.28000000
USD
-21615.66000000
USD
Informa plc
403618.65000000
USD
15970.00000000
USD
BHP Group plc
946049.15000000
USD
-86099.96000000
USD
Games Workshop Group plc
393092.26000000
USD
-6857.82000000
USD
Y
2022-04-29
0.00000000
USD
0.00000000
USD
13736196.00000000
USD
-898888.67000000
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates, Series 2004-2, Class M1
1266713Z7
31679.19000000
PA
USD
31518.93000000
0.000868699952
Long
ABS-O
CORP
US
N
3
2034-05-25
Floating
0.89925100
N
N
N
N
N
N
Keihan Holdings Co. Ltd.
353800ADZSZ9AD39RL13
Keihan Holdings Co. Ltd.
N/A
2600.00000000
NS
98774.61000000
0.002722348094
Long
EC
CORP
JP
N
2
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 ETF
464287655
-15197.00000000
NS
USD
-2326508.73000000
-0.06412140335
Short
RF
US
N
1
N
N
N
GLP Capital LP
N/A
GLP Capital LP
361841AK5
480000.00000000
PA
USD
545971.20000000
0.015047628699
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1163.49000000
0.000032067196
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1757543.25000000
DKK
276541.99000000
USD
2020-12-29
1163.49000000
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262AZ6
553000.00000000
PA
USD
553414.75000000
0.015252781968
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.37500000
N
N
N
N
N
N
Iliad SA
969500FZ9BTRZS3JNB97
Iliad SA
N/A
409.00000000
NS
79072.68000000
0.002179338999
Long
EC
CORP
FR
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB, Class B
N/A
10784.00000000
NS
154379.94000000
0.004254898455
Long
EC
CORP
SE
N
2
N
N
N
Commercial Metals Co.
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723AK9
84000.00000000
PA
USD
87570.00000000
0.002413535448
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.87500000
N
N
N
N
N
N
Upjohn, Inc.
N/A
Upjohn, Inc.
91533BAD2
1235000.00000000
PA
USD
1273938.20000000
0.035111282462
Long
DBT
CORP
US
Y
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AV1
510000.00000000
PA
USD
495306.66000000
0.013651252505
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
Evolution Mining Ltd.
254900BCFW5QO5LW8F27
Evolution Mining Ltd.
N/A
44951.00000000
NS
176227.36000000
0.004857039858
Long
EC
CORP
AU
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
959000.00000000
PA
1317599.47000000
0.036314640037
Long
DBT
NUSS
ES
Y
2
2030-07-30
Fixed
1.95000000
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co. LLC
N/A
Transcontinental Gas Pipe Line Co. LLC
893574AN3
1680000.00000000
PA
USD
1798844.43000000
0.049578335030
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
32260.00000000
NS
USD
1625904.00000000
0.044811886950
Long
EC
CORP
US
N
1
N
N
N
Schroders plc
2138001YYBULX5SZ2H24
Schroders plc
N/A
3438.00000000
NS
116470.81000000
0.003210076837
Long
EC
CORP
GB
N
2
N
N
N
Boston Properties, Inc.
549300OF70FSEUQBT254
Boston Properties, Inc.
101121101
7362.00000000
NS
USD
533082.42000000
0.014692398284
Long
EC
CORP
US
N
1
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAY7
550000.00000000
PA
USD
592029.59000000
0.016317053810
Long
DBT
CORP
KY
Y
2
2031-01-15
Fixed
4.12500000
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
N/A
64200.00000000
NS
227302.33000000
0.006264728000
Long
EC
CORP
JP
N
2
N
N
N
Pigeon Corp.
N/A
Pigeon Corp.
N/A
3100.00000000
NS
142759.80000000
0.003934633298
Long
EC
CORP
JP
N
2
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
N/A
4747.00000000
NS
53539.67000000
0.001475618264
Long
EC
CORP
FR
N
2
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG (Registered)
N/A
1839.00000000
NS
197640.36000000
0.005447208118
Long
EC
CORP
CH
N
2
N
N
Woodside Petroleum Ltd.
2549005ZC5RXAOO7FH41
Woodside Petroleum Ltd.
980228100
26495.00000000
NS
326795.85000000
0.009006890127
Long
EC
CORP
AU
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K065, Class X3
3137F1G77
16900000.00000000
PA
USD
2045525.30000000
0.056377159105
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Variable
2.18203900
N
N
N
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
N/A
3186.00000000
NS
245519.64000000
0.006766819167
Long
EC
CORP
NL
N
2
N
N
N
Open Text Holdings, Inc.
N/A
Open Text Holdings, Inc.
683720AA4
882000.00000000
PA
USD
915075.00000000
0.025220577261
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Grupo Aeroportuario del Sureste SAB de CV
5299001W7JIDXCUOUC82
Grupo Aeroportuario del Sureste SAB de CV
40051E202
9632.00000000
NS
USD
1111051.20000000
0.030621919111
Long
EC
CORP
MX
N
1
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
20296.00000000
NS
USD
1990834.64000000
0.054869818159
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AD9
172000.00000000
PA
USD
182320.00000000
0.005024960409
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Pentair Finance SARL
549300H2U8U8TZPV3T89
Pentair Finance SARL
709629AR0
550000.00000000
PA
USD
633977.40000000
0.017473186349
Long
DBT
CORP
LU
N
2
2029-07-01
Fixed
4.50000000
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
N/A
1210000.00000000
PA
851657.19000000
0.023472705472
Long
DBT
NUSS
AU
N
2
2023-06-21
Fixed
0.50000000
N
N
N
N
N
N
Reynolds Group Holdings, Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings, Inc., Term Loan
76173FAU1
136282.53000000
PA
USD
133575.96000000
0.003681515525
Long
LON
CORP
US
N
2
2023-02-05
Variable
2.89775000
N
N
N
N
N
N
Omron Corp.
549300ZHW0TR2QZ0NY83
Omron Corp.
N/A
5200.00000000
NS
375471.42000000
0.010348447895
Long
EC
CORP
JP
N
2
N
N
N
HKT Trust & HKT Ltd.
N/A
HKT Trust & HKT Ltd.
N/A
104000.00000000
NS
134499.80000000
0.003706977676
Long
EC
CORP
HK
N
2
N
N
N
Nexstar Media Group, Inc.
52990083ZRR5UT591988
Nexstar Media Group, Inc., Class A
65336K103
15952.00000000
NS
USD
1314444.80000000
0.036227693505
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBU1
355000.00000000
PA
USD
457968.22000000
0.012622159796
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
Oasis Petroleum, Inc.
529900FA4V2YNIKZ0M71
Oasis Petroleum, Inc.
674215AK4
483000.00000000
PA
USD
105052.50000000
0.002895374360
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
6.25000000
N
N
N
N
N
N
East Ohio Gas Co. (The)
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co. (The)
27409LAE3
565000.00000000
PA
USD
569612.43000000
0.015699209682
Long
DBT
CORP
US
Y
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAV7
4522000.00000000
PA
USD
4844856.33000000
0.133530118723
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
Dexia Credit Local SA
N/A
3500000.00000000
PA
4188551.94000000
0.115441573440
Long
DBT
NUSS
FR
Y
2
2023-01-25
Fixed
0.75000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co., Series B
927804FT6
545000.00000000
PA
USD
681656.67000000
0.018787284879
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.20000000
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAF0
160000.00000000
PA
USD
187400.00000000
0.005164971372
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
N/A
1150.00000000
NS
171233.98000000
0.004719416247
Long
EC
CORP
FR
N
2
N
N
Entercom Media Corp.
549300S5JUSXRHNCHD80
Entercom Media Corp.
124847AC8
230000.00000000
PA
USD
190900.00000000
0.005261435619
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
7.25000000
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2012-K19, Class C
30290MAQ0
480000.00000000
PA
USD
494906.16000000
0.013640214239
Long
ABS-MBS
USGSE
US
Y
2
2045-05-25
Variable
4.02296800
N
N
N
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
N/A
3557.00000000
NS
438615.19000000
0.012088766808
Long
EC
CORP
DE
N
2
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
2546R2UP9
250000.00000000
PA
USD
249375.64000000
0.006873095206
Long
STIV
CORP
US
Y
2
2021-07-23
None
0.00000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
1140000.00000000
PA
USD
1259788.20000000
0.034721291294
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K078, Class X1
3137FGR56
63604084.70000000
PA
USD
571202.84000000
0.015743043311
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
0.08747300
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
N/A
343024.00000000
NS
12998507.34000000
0.358254633391
Long
EC
CORP
KY
N
2
N
N
N
Kirin Holdings Co. Ltd.
353800GBVL72LLMTYM96
Kirin Holdings Co. Ltd.
497350108
22800.00000000
NS
411046.77000000
0.011328947704
Long
EC
CORP
JP
N
2
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
N/A
1596.00000000
NS
115561.48000000
0.003185014599
Long
EC
CORP
DE
N
2
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAH2
665000.00000000
PA
USD
739812.50000000
0.020390130115
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
7.87500000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448ET1
1075000.00000000
PA
USD
1273256.11000000
0.035092483234
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
3.50000000
N
N
N
N
N
N
Medibank Pvt Ltd.
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd.
N/A
76157.00000000
NS
142959.88000000
0.003940147746
Long
EC
CORP
AU
N
2
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBM6
150000.00000000
PA
USD
151303.71000000
0.004170113824
Long
DBT
CORP
US
N
2
2022-03-09
Floating
1.19175100
N
N
N
N
N
N
Perrigo Finance Unlimited Co.
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co.
714295AA0
2476000.00000000
PA
USD
2633105.67000000
0.072571587014
Long
DBT
CORP
IE
N
2
2044-12-15
Fixed
4.90000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series GG
571903BF9
600000.00000000
PA
USD
591286.04000000
0.016296560670
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
Yakult Honsha Co. Ltd.
353800YJPSPGG7KI0S71
Yakult Honsha Co. Ltd.
N/A
3400.00000000
NS
164536.42000000
0.004534823367
Long
EC
CORP
JP
N
2
N
N
N
Home Equity Mortgage Loan Asset-Backed Trust
N/A
Home Equity Mortgage Loan Asset-Backed Trust SPMD, Series 2004-B, Class M3
456606FC1
176427.32000000
PA
USD
174432.51000000
0.004807571614
Long
ABS-O
CORP
US
N
3
2034-11-25
Floating
1.34925100
N
N
N
N
N
N
Cenovus Energy, Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAF6
388000.00000000
PA
USD
430201.15000000
0.011856865657
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AV8
275000.00000000
PA
USD
305937.50000000
0.008432008694
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.87500000
N
N
N
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
96666.00000000
NS
USD
3352376.88000000
0.092395574254
Long
EC
CORP
US
N
1
N
N
N
Sensata Technologies, Inc.
N/A
Sensata Technologies, Inc.
81728UAB0
3324000.00000000
PA
USD
3290760.00000000
0.090697338282
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Sohgo Security Services Co. Ltd.
N/A
Sohgo Security Services Co. Ltd.
N/A
1900.00000000
NS
88530.13000000
0.002439997796
Long
EC
CORP
JP
N
2
N
N
N
Alfresa Holdings Corp.
N/A
Alfresa Holdings Corp.
N/A
5100.00000000
NS
93380.70000000
0.002573685390
Long
EC
CORP
JP
N
2
N
N
N
Transocean Poseidon Ltd.
N/A
Transocean Poseidon Ltd.
89383JAA6
502000.00000000
PA
USD
376500.00000000
0.010376796807
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
6.87500000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AE8
370000.00000000
PA
USD
371034.59000000
0.010226163477
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
4.90000000
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2005-A8, Class 2A3
466247YP2
135117.56000000
PA
USD
127127.69000000
0.003503793380
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
2.90179100
N
N
N
N
N
N
Shimadzu Corp.
N/A
Shimadzu Corp.
N/A
6200.00000000
NS
177278.81000000
0.004886019096
Long
EC
CORP
JP
N
2
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAE3
1375000.00000000
PA
USD
1435156.25000000
0.039554647526
Long
DBT
CORP
LU
Y
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
N/A
17691.00000000
NS
627948.09000000
0.017307011250
Long
EC
CORP
NL
Y
2
N
N
N
BT Group plc
213800LRO7NS5CYQMN21
BT Group plc
N/A
246914.00000000
NS
324284.68000000
0.008937679235
Long
EC
CORP
GB
N
2
N
N
N
Demant A/S
213800RM6L9LN78BVA56
Demant A/S
N/A
3052.00000000
NS
96361.67000000
0.002655844540
Long
EC
CORP
DK
N
2
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
20240.00000000
NS
USD
9628977.60000000
0.265386305503
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
19483.00000000
NS
USD
8506277.80000000
0.234443336842
Long
EC
CORP
US
N
1
N
N
N
Lojas Renner SA
N/A
Lojas Renner SA
N/A
367415.00000000
NS
2399295.92000000
0.066127506623
Long
EC
CORP
BR
N
1
N
N
N
Clear Channel Worldwide Holdings, Inc.
N/A
Clear Channel Worldwide Holdings, Inc.
18451QAP3
1305000.00000000
PA
USD
1129307.85000000
0.031125094536
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
115000.00000000
PA
234657.43000000
0.006467443480
Long
DBT
NUSS
DE
Y
2
2037-01-04
Fixed
4.00000000
N
N
N
N
N
N
HK Electric Investments & HK Electric Investments Ltd.
N/A
HK Electric Investments & HK Electric Investments Ltd.
N/A
73000.00000000
NS
74315.86000000
0.002048235269
Long
EC
CORP
HK
Y
2
N
N
N
Volvo Financial Equipment LLC
N/A
Volvo Financial Equipment LLC, Series 2019-2A, Class A2
92888BAB5
250469.84000000
PA
USD
252210.76000000
0.006951234553
Long
ABS-O
CORP
US
Y
2
2022-08-15
Fixed
2.02000000
N
N
N
N
N
N
Magellan Financial Group Ltd.
549300X5WFW6USQQ9U26
Magellan Financial Group Ltd.
N/A
3528.00000000
NS
136740.13000000
0.003768723889
Long
EC
CORP
AU
N
2
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDH1
1556000.00000000
PA
USD
1815325.89000000
0.050032584065
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
Baloise Holding AG (Registered)
N/A
1282.00000000
NS
175320.40000000
0.004832042940
Long
EC
CORP
CH
N
2
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
5301.00000000
NS
USD
1710791.73000000
0.047151495784
Long
EC
CORP
US
N
1
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAW7
430000.00000000
PA
USD
414186.29000000
0.011415476685
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Booz Allen Hamilton Holding Corp.
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
26102.00000000
NS
USD
2049007.00000000
0.056473118982
Long
EC
CORP
US
N
1
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAJ2
595000.00000000
PA
USD
596731.45000000
0.016446642776
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAC6
1050000.00000000
PA
USD
1211280.40000000
0.033384357471
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.15000000
N
N
N
N
N
N
Coupa Software, Inc.
549300Q95ICR2GFL2K37
Coupa Software, Inc.
22266L106
4862.00000000
NS
USD
1301557.40000000
0.035872501124
Long
EC
CORP
US
N
1
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBD8
233383.00000000
PA
USD
227606.77000000
0.006273118736
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
1468000.00000000
PA
2265364.15000000
0.062436184542
Long
DBT
NUSS
FR
Y
2
2039-06-25
Fixed
1.75000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05970RVX0
141000.00000000
PA
USD
140688.21000000
0.003877537764
Long
STIV
CORP
ES
Y
2
2021-08-31
None
0.00000000
N
N
N
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co., Class B
60871R209
-6603.00000000
NS
USD
-232821.78000000
-0.00641685073
Short
EC
CORP
US
N
1
N
N
N
Renesas Electronics Corp.
5299000EPC47VJQOFB81
Renesas Electronics Corp.
N/A
21200.00000000
NS
174998.64000000
0.004823174844
Long
EC
CORP
JP
N
2
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAE5
1095000.00000000
PA
USD
1108687.50000000
0.030556772671
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CC4
1195000.00000000
PA
USD
1350765.24000000
0.037228728899
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
1423000.00000000
PA
USD
1494150.00000000
0.041180586853
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
Aristocrat Leisure Ltd.
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd.
N/A
15954.00000000
NS
321261.41000000
0.008854354246
Long
EC
CORP
AU
N
2
N
N
N
United Utilities Group plc
2138002IEYQAOC88ZJ59
United Utilities Group plc
N/A
18930.00000000
NS
211615.31000000
0.005832374696
Long
EC
CORP
GB
N
2
N
N
N
Nippon Prologis REIT, Inc.
353800PHBMSDLAFURY41
Nippon Prologis REIT, Inc.
N/A
58.00000000
NS
190903.45000000
0.005261530705
Long
EC
CORP
JP
N
2
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBW4
2075000.00000000
PA
USD
2304275.05000000
0.063508616157
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
140000.00000000
PA
173812.37000000
0.004790479803
Long
DBT
NUSS
IT
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG (Registered)
N/A
182762.00000000
NS
2777753.33000000
0.076558252025
Long
EC
CORP
DE
N
2
N
N
N
Illinois Tool Works, Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
5134.00000000
NS
USD
1005647.92000000
0.027716876828
Long
EC
CORP
US
N
1
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-25, Class 2A1
12669GKF7
336204.38000000
PA
USD
310350.60000000
0.008553639084
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
0.82924900
N
N
N
N
N
N
CLP Holdings Ltd.
25490002BUTSMP94GO68
CLP Holdings Ltd.
N/A
46000.00000000
NS
423869.34000000
0.011682353291
Long
EC
CORP
HK
N
2
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HL4
400000.00000000
PA
USD
389138.15000000
0.010725119555
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Alleghany Corp.
549300DCJE6AYX159479
Alleghany Corp.
017175100
2075.00000000
NS
USD
1134879.75000000
0.031278662860
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AU3
890000.00000000
PA
USD
1107452.46000000
0.030522733470
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC
N/A
Angel Oak Mortgage Trust I LLC, Series 2019-4, Class B1
03463UAE7
2813000.00000000
PA
USD
2887760.82000000
0.079590191922
Long
ABS-MBS
CORP
US
Y
2
2049-07-26
Variable
4.41200200
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2006-A7, Class 2A2
46629DAK1
912512.09210000
PA
USD
842827.56000000
0.023229350157
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
3.45901000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
365000.00000000
PA
USD
379114.55000000
0.010448856978
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Moscow Exchange MICEX-RTS PJSC
253400M5M1222KPNWE87
Moscow Exchange MICEX-RTS PJSC
N/A
588531.00000000
NS
USD
993989.43000000
0.027395554699
Long
EC
CORP
RU
N
1
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GAX7
100000.00000000
PA
USD
105480.22000000
0.002907162842
Long
DBT
CORP
US
Y
2
2023-01-10
Fixed
3.00000000
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
1255000.00000000
PA
1669538.83000000
0.046014515807
Long
DBT
NUSS
BE
Y
2
2031-06-22
Fixed
1.00000000
N
N
N
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
N/A
3510.00000000
NS
390474.71000000
0.010761956770
Long
EC
CORP
NL
Y
2
N
N
N
Lloyds Bank Corporate Markets plc
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets plc
53947CFF0
250000.00000000
PA
USD
250529.49000000
0.006904896712
Long
STIV
CORP
GB
N
2
2021-06-17
Fixed
0.61000000
N
N
N
N
N
N
Nomura Real Estate Holdings, Inc.
N/A
Nomura Real Estate Holdings, Inc.
N/A
3100.00000000
NS
54145.89000000
0.001492326423
Long
EC
CORP
JP
N
2
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FY7
605000.00000000
PA
USD
674388.35000000
0.018586961162
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
Chugai Pharmaceutical Co. Ltd.
529900T9LAII161DCN95
Chugai Pharmaceutical Co. Ltd.
N/A
18600.00000000
NS
717960.05000000
0.019787850079
Long
EC
CORP
JP
N
2
N
N
N
Plantronics, Inc.
5493006O3W5M472F6668
Plantronics, Inc.
727493AB4
271000.00000000
PA
USD
260837.50000000
0.007188997974
Long
DBT
CORP
US
Y
2
2023-05-31
Fixed
5.50000000
N
N
N
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
1110000.00000000
PA
1341795.95000000
0.036981524384
Long
DBT
NUSS
NL
Y
2
2052-01-15
Fixed
0.00000000
N
N
N
N
N
N
Hughes Satellite Systems Corp.
N/A
Hughes Satellite Systems Corp.
444454AD4
250000.00000000
PA
USD
267943.75000000
0.007384854846
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
Embracer Group AB
549300RFXXKT652HB549
Embracer Group AB
N/A
26544.00000000
NS
534227.39000000
0.014723955046
Long
EC
CORP
SE
N
2
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397YZ0
1285000.00000000
PA
USD
1283393.75000000
0.035371888892
Long
DBT
CORP
US
N
2
2021-04-05
Fixed
3.47000000
N
N
N
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
N/A
51194.00000000
NS
417931.29000000
0.011518693428
Long
EC
CORP
IT
Y
2
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
10867.00000000
NS
USD
32993842.05000000
0.909350318357
Long
EC
CORP
US
N
1
N
N
N
Japan Tobacco, Inc.
353800Z0ENYBQO0XRJ31
Japan Tobacco, Inc.
N/A
33200.00000000
NS
625062.27000000
0.017227474549
Long
EC
CORP
JP
N
2
N
N
N
Kao Corp.
353800HM38HFCB8RGL63
Kao Corp.
N/A
13500.00000000
NS
961182.60000000
0.026491358659
Long
EC
CORP
JP
N
2
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BJ1
945000.00000000
PA
USD
1117708.70000000
0.030805407889
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
4.00000000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911363AM1
3885000.00000000
PA
USD
3923850.00000000
0.108146066810
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
N/A
12154.00000000
NS
192008.49000000
0.005291986948
Long
EC
CORP
NO
N
2
N
N
N
PBF Holding Co. LLC
N/A
PBF Holding Co. LLC
69318FAH1
315000.00000000
PA
USD
121668.75000000
0.003353338370
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2019-NPL2, Class A1
74142NAA1
865624.27000000
PA
USD
867629.14000000
0.023912911793
Long
ABS-O
CORP
US
Y
3
2058-12-27
Variable
3.84410200
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
64026.00000000
NS
USD
1228658.94000000
0.033863331119
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
107479.00000000
NS
USD
4418461.69000000
0.121778165100
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKD3
940000.00000000
PA
USD
892117.76000000
0.024587847872
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
Sundrug Co. Ltd.
N/A
Sundrug Co. Ltd.
N/A
2000.00000000
NS
74263.60000000
0.002046794920
Long
EC
CORP
JP
N
2
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
1342000.00000000
PA
USD
1390580.40000000
0.038326083016
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
CyberAgent, Inc.
3538006T5KZABPGS8Q08
CyberAgent, Inc.
N/A
2800.00000000
NS
176115.34000000
0.004853952451
Long
EC
CORP
JP
N
2
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473QBF9
550000.00000000
PA
USD
670252.30000000
0.018472966605
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.37500000
N
N
N
N
N
N
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates
N/A
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1APT
68383NCU5
516221.89000000
PA
USD
484787.33000000
0.013361327007
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
0.42925000
N
N
N
N
N
N
M3, Inc.
N/A
M3, Inc.
N/A
12200.00000000
NS
823935.89000000
0.022708672810
Long
EC
CORP
JP
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
589000.00000000
PA
979079.79000000
0.026984626930
Long
DBT
NUSS
IT
Y
2
2048-03-01
Fixed
3.45000000
N
N
N
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
2178.00000000
NS
USD
2173447.98000000
0.059902863375
Long
EC
CORP
US
N
1
N
N
N
Societe Generale
254900J6B390XMPVLV82
Societe Generale SA
83369XFQ6
250000.00000000
PA
USD
250071.16000000
0.006892264581
Long
STIV
CORP
FR
N
2
2021-09-17
Fixed
0.32000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K721, Class X3
3137BM6R2
22603964.00000000
PA
USD
521095.96000000
0.014362036903
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Variable
1.29645700
N
N
N
N
N
N
Hennes & Mauritz AB
529900O5RR7R39FRDM42
Hennes & Mauritz AB, Class B
N/A
22216.00000000
NS
361196.94000000
0.009955025906
Long
EC
CORP
SE
N
2
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117100
13728.00000000
NS
USD
408957.12000000
0.011271354415
Long
EC
CORP
US
N
1
N
N
N
Virgin Media Secured Finance plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAP0
1450000.00000000
PA
USD
1549194.50000000
0.042697680059
Long
DBT
CORP
GB
Y
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
CDW LLC
N/A
CDW LLC
12513GBD0
917000.00000000
PA
USD
948411.84000000
0.026139381019
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
Development Bank of Japan, Inc.
5493001HGBABMWFZUI25
Development Bank of Japan, Inc.
25159MAV9
1850000.00000000
PA
USD
1988917.74000000
0.054816986070
Long
DBT
NUSS
JP
Y
2
2023-09-06
Fixed
3.12500000
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
53755.00000000
NS
USD
3166169.50000000
0.087263472936
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Ltd.
549300IQ650PPXM76X03
Singapore Exchange Ltd.
N/A
22300.00000000
NS
141434.53000000
0.003898107249
Long
EC
CORP
SG
N
2
N
N
N
Welcia Holdings Co. Ltd.
N/A
Welcia Holdings Co. Ltd.
N/A
2600.00000000
NS
101819.57000000
0.002806270886
Long
EC
CORP
JP
N
1
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AR1
3587000.00000000
PA
USD
2551609.08000000
0.070325442114
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
Foreign Exchange GBP/USD
N/A
340.00000000
NC
USD
-119646.00000000
-0.00329758892
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange GBP/USD
2020-12-14
27533625.00000000
USD
-119646.00000000
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AQ1
2098000.00000000
PA
USD
2624283.30000000
0.072328431793
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
NEC Corp.
5493000QYMPFRTEY4K28
NEC Corp.
N/A
6800.00000000
NS
342517.31000000
0.009440192640
Long
EC
CORP
JP
N
2
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BU9
1100000.00000000
PA
USD
1117679.39000000
0.030804600069
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Hikma Pharmaceuticals plc
549300BNS685UXH4JI75
Hikma Pharmaceuticals plc
N/A
4779.00000000
NS
155382.00000000
0.004282516445
Long
EC
CORP
GB
N
2
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
1035000.00000000
PA
1294032.29000000
0.035665099962
Long
DBT
NUSS
NL
Y
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
Anglo American plc
549300S9XF92D1X8ME43
Anglo American plc
N/A
34064.00000000
NS
799250.21000000
0.022028305518
Long
EC
CORP
GB
N
2
N
N
N
Mirvac Group
N/A
Mirvac Group
N/A
109214.00000000
NS
161961.24000000
0.004463848282
Long
EC
CORP
AU
N
2
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
N/A
17174.00000000
NS
121930.66000000
0.003360556928
Long
EC
CORP
IT
N
2
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CD2
475000.00000000
PA
USD
536432.17000000
0.014784721458
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
Asahi Kasei Corp.
353800GPI4Z3MGDGN142
Asahi Kasei Corp.
N/A
34700.00000000
NS
300695.44000000
0.008287531160
Long
EC
CORP
JP
N
2
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2005-4, Class 2A2
45254NPF8
263741.40000000
PA
USD
249718.67000000
0.006882549529
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.90924800
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
-1372.00000000
NS
USD
-169332.24000000
-0.00466700198
Short
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
49710.00000000
NS
USD
6566691.00000000
0.180985971332
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
124857AN3
515000.00000000
PA
USD
567213.24000000
0.015633085094
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.60000000
N
N
N
N
N
N
Swatch Group AG (The)
529900NTES2LEON1JZ55
Swatch Group AG (The) (Registered)
N/A
1454.00000000
NS
59433.07000000
0.001638047519
Long
EC
CORP
CH
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
207355.00000000
NS
13222128.44000000
0.364417902227
Long
EC
CORP
DK
N
2
N
N
N
Acom Co. Ltd.
N/A
Acom Co. Ltd.
N/A
11000.00000000
NS
49434.27000000
0.001362468459
Long
EC
CORP
JP
N
2
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
1402000.00000000
PA
USD
1486120.00000000
0.040959270310
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Valmont Industries, Inc.
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253AE1
550000.00000000
PA
USD
615967.92000000
0.016976823229
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.25000000
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
720150000.00000000
PA
6935987.90000000
0.191164241964
Long
DBT
NUSS
JP
N
2
2029-12-20
Fixed
0.10000000
N
N
N
N
N
N
Tokyu Fudosan Holdings Corp.
N/A
Tokyu Fudosan Holdings Corp.
N/A
16900.00000000
NS
73849.95000000
0.002035394224
Long
EC
CORP
JP
N
2
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
531.00000000
NS
USD
66157.29000000
0.001823375181
Long
EC
CORP
US
N
1
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-50CB, Class 1A1
12668ALH6
757822.12000000
PA
USD
727293.71000000
0.020045097073
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
-2300.00000000
NS
USD
-319999.00000000
-0.00881956069
Short
EC
CORP
US
N
1
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc., Class A
92826C839
368.00000000
NS
USD
66869.28000000
0.001842998489
Long
EC
CORP
US
N
1
N
N
N
Bellemeade Re Ltd.
2549009SOTYJD2MZFC61
Bellemeade Re Ltd., Series 2018-3A, Class M2
07877TAC5
1440000.00000000
PA
USD
1402120.80000000
0.038644150442
Long
ABS-MBS
CORP
BM
Y
3
2028-10-25
Floating
2.89924900
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2004-9, Class A7
12669FUC5
61073.13000000
PA
USD
60993.02000000
0.001681041634
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
5.25000000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities Trust
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class M7
62547NAA7
367175.19000000
PA
USD
350769.69000000
0.009667638245
Long
ABS-MBS
CORP
US
Y
3
2049-10-15
Floating
1.84925200
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
679000.00000000
PA
804351.62000000
0.022168906567
Long
DBT
NUSS
ES
N
2
2025-01-31
Fixed
0.00000000
N
N
N
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
N/A
5588.00000000
NS
166910.07000000
0.004600244041
Long
EC
CORP
DE
N
2
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2007-9, Class A11
12544XAV7
1639147.52560000
PA
USD
1241377.40000000
0.034213867308
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.75000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
1715000.00000000
PA
USD
1776497.96000000
0.048962439204
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB, Class A
N/A
476111.00000000
NS
3857777.82000000
0.106325037364
Long
EC
CORP
SE
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
636400000.00000000
PA
6130763.76000000
0.168971287687
Long
DBT
NUSS
JP
N
2
2024-09-20
Fixed
0.10000000
N
N
N
N
N
N
DNB ASA
5967007LIEEXZX78M803
DNB ASA
N/A
26345.00000000
NS
355783.67000000
0.009805829617
Long
EC
CORP
NO
N
2
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
10934.00000000
NS
USD
3378059.30000000
0.093103412910
Long
EC
CORP
US
N
1
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAZ7
150000.00000000
PA
USD
150249.13000000
0.004141048320
Long
DBT
CORP
US
Y
2
2023-10-13
Fixed
0.63100000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust, Series 2004-3, Class M4
542514GQ1
377052.05000000
PA
USD
373648.25000000
0.010298199117
Long
ABS-O
CORP
US
N
3
2034-07-25
Floating
1.76175000
N
N
N
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
12407.00000000
NS
USD
1359434.99000000
0.037467677728
Long
EC
CORP
US
N
1
N
N
N
Terna Rete Elettrica Nazionale SpA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale SpA
N/A
39060.00000000
NS
263724.85000000
0.007268576843
Long
EC
CORP
IT
N
2
N
N
N
Pola Orbis Holdings, Inc.
353800E8OIV0XYBABS79
Pola Orbis Holdings, Inc.
N/A
2200.00000000
NS
43382.16000000
0.001195664965
Long
EC
CORP
JP
N
2
N
N
N
Meredith Corp.
549300YC8BC386CCTS24
Meredith Corp., 1st Lien Term Loan B
58943PAQ5
322325.57000000
PA
USD
311395.51000000
0.008582438072
Long
LON
CORP
US
N
2
2025-01-31
Variable
2.64775000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
15291.00000000
NS
USD
1750666.59000000
0.048250495305
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
1135000.00000000
PA
USD
1136828.12000000
0.031332362301
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canadian Treasury Bills
1350Z76S8
7614000.00000000
PA
5711957.31000000
0.157428473786
Long
STIV
NUSS
CA
N
2
2021-04-01
None
0.00000000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
N/A
14961.00000000
NS
278463.86000000
0.007674801842
Long
EC
CORP
FR
N
2
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BS8
895000.00000000
PA
USD
1039893.34000000
0.028660722153
Long
DBT
CORP
GB
Y
2
2031-04-01
Variable
4.64400000
N
N
N
N
N
N
J Sainsbury plc
213800VGZAAJIKJ9Y484
J Sainsbury plc
N/A
48955.00000000
NS
127783.70000000
0.003521873812
Long
EC
CORP
GB
N
2
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-3, Class B1
03464QAE5
2203000.00000000
PA
USD
2207376.92000000
0.060837986127
Long
ABS-MBS
CORP
US
Y
3
2059-05-25
Variable
4.09900000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K071, Class X3
3137FCLG7
8000000.00000000
PA
USD
955684.00000000
0.026339810572
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Variable
2.01058600
N
N
N
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
Province of Ontario
68329AAH1
3000000.00000000
PA
USD
2946398.40000000
0.081206314771
Long
DBT
NUSS
CA
Y
2
2030-09-27
Fixed
1.25000000
N
N
N
N
N
N
JCDecaux SA
9695009KV7AFPDEI5S30
JCDecaux SA
N/A
2353.00000000
NS
36317.05000000
0.001000941961
Long
EC
CORP
FR
N
2
N
N
N
NGK Insulators Ltd.
353800701BNCL25VYY16
NGK Insulators Ltd.
N/A
7300.00000000
NS
104285.27000000
0.002874228570
Long
EC
CORP
JP
N
2
N
N
N
Kobayashi Pharmaceutical Co. Ltd.
529900WBSL04KD6TKP95
Kobayashi Pharmaceutical Co. Ltd.
N/A
1400.00000000
NS
136423.99000000
0.003760010687
Long
EC
CORP
JP
N
2
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BZ9
820000.00000000
PA
USD
848541.41000000
0.023386830795
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Nexi SpA
5493000P70CQRQG8SN85
Nexi SpA
N/A
12200.00000000
NS
187808.07000000
0.005176218276
Long
EC
CORP
IT
Y
2
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HN0
350000.00000000
PA
USD
340103.24000000
0.009373657941
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25000000
N
N
N
N
N
N
Budweiser Brewing Co. APAC Ltd.
N/A
Budweiser Brewing Co. APAC Ltd.
N/A
669800.00000000
NS
1975314.72000000
0.054442070334
Long
EC
CORP
KY
Y
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1027000.00000000
PA
2210483.59000000
0.060923609722
Long
DBT
NUSS
GB
Y
2
2065-07-22
Fixed
2.50000000
N
N
N
N
N
N
Burberry Group plc
213800PE1KEFCNFR1R50
Burberry Group plc
N/A
11190.00000000
NS
196528.00000000
0.005416550127
Long
EC
CORP
GB
N
2
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
21739.00000000
NS
USD
2406724.69000000
0.066332252537
Long
EC
CORP
US
N
1
N
N
N
Quicken Loans LLC
N/A
Quicken Loans LLC
74841CAB7
166000.00000000
PA
USD
163302.50000000
0.004500815035
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
680000.00000000
PA
USD
686024.80000000
0.018907675842
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216CW8
545000.00000000
PA
USD
564224.89000000
0.015550722542
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
2.50000000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
45733.00000000
NS
USD
1349123.50000000
0.037183480552
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AK7
2421000.00000000
PA
USD
2638890.00000000
0.072731010167
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
Tohoku Electric Power Co., Inc.
353800KTF7EYIIYHY088
Tohoku Electric Power Co., Inc.
N/A
11800.00000000
NS
104112.46000000
0.002869465717
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
1502.00000000
NC
USD
-1370740.22000000
-0.03777926358
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2020-12-21
207463750.00000000
USD
-1370740.22000000
N
N
N
Scentre Group
N/A
Scentre Group
N/A
144868.00000000
NS
213784.65000000
0.005892164339
Long
EC
CORP
AU
N
2
N
N
N
SCSK Corp.
529900SNGFXMSUBB7864
SCSK Corp.
N/A
1400.00000000
NS
69610.10000000
0.001918538813
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Chemical Holdings Corp.
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp.
N/A
35400.00000000
NS
199236.80000000
0.005491207942
Long
EC
CORP
JP
N
2
N
N
N
Japan Airport Terminal Co. Ltd.
353800W9WEQSGUY2EO26
Japan Airport Terminal Co. Ltd.
N/A
1400.00000000
NS
60803.76000000
0.001675825398
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Corp.
V82KK8NH1P0JS71FJC05
Sumitomo Corp.
N/A
32900.00000000
NS
359944.95000000
0.009920519543
Long
EC
CORP
JP
N
2
N
N
N
Teck Resources Ltd.
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878744AB7
380000.00000000
PA
USD
387752.84000000
0.010686938731
Long
DBT
CORP
CA
N
2
2042-03-01
Fixed
5.20000000
N
N
N
N
N
N
CK Hutchison Holdings Ltd.
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd.
N/A
51888.00000000
NS
313402.55000000
0.008637754529
Long
EC
CORP
KY
N
2
N
N
N
Rayonier, Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
51160.00000000
NS
USD
1298440.80000000
0.035786603847
Long
EC
CORP
US
N
1
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2018-3, Class A3
36256GAD1
12067.59000000
PA
USD
12084.60000000
0.000333066238
Long
ABS-O
CORP
US
N
2
2021-06-21
Fixed
3.18000000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class G
55348UAW8
5000000.00000000
PA
USD
4586141.00000000
0.126399610329
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
CD Projekt SA
259400TYO5Q8SH8TL437
CD Projekt SA
N/A
16499.00000000
NS
1400952.48000000
0.038611950125
Long
EC
CORP
PL
N
2
N
N
N
Frontier Communications Corp.
549300ZCZ76HYCS0H445
Frontier Communications Corp.
35906ABA5
1020000.00000000
PA
USD
1026375.00000000
0.028288140301
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
8.50000000
Y
N
N
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
3842.00000000
NS
155527.70000000
0.004286532113
Long
EC
CORP
FR
N
2
N
N
Kajima Corp.
N/A
Kajima Corp.
N/A
12500.00000000
NS
133567.94000000
0.003681294484
Long
EC
CORP
JP
N
2
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
220747.00000000
NS
4367368.54000000
0.120369975894
Long
EC
CORP
GB
N
2
N
N
N
Refinitiv US Holdings, Inc.
549300NF240HXJO7N016
Refinitiv US Holdings, Inc.
31740LAA1
421000.00000000
PA
USD
449682.73000000
0.012393801639
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-1, Class B1
92536PAG9
1177000.00000000
PA
USD
1171302.85000000
0.032282527688
Long
ABS-MBS
CORP
US
Y
3
2060-01-25
Variable
3.62400100
N
N
N
N
N
N
Sumitomo Dainippon Pharma Co. Ltd.
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co. Ltd.
N/A
5000.00000000
NS
58605.10000000
0.001615227661
Long
EC
CORP
JP
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
929750000.00000000
PA
9272545.63000000
0.255562607951
Long
DBT
NUSS
JP
N
2
2037-09-20
Fixed
0.60000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
25272KAR4
300000.00000000
PA
USD
408257.60000000
0.011252074795
Long
DBT
CORP
US
Y
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
GMO Payment Gateway, Inc.
353800Q6U21E2PM83F86
GMO Payment Gateway, Inc.
N/A
1200.00000000
NS
147034.19000000
0.004052440673
Long
EC
CORP
JP
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087H72
112000.00000000
PA
100986.62000000
0.002783313774
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBD1
1215000.00000000
PA
USD
1183109.41000000
0.032607930807
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAD5
60000.00000000
PA
USD
60300.00000000
0.001661941162
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
45509.00000000
NS
14623476.83000000
0.403040764112
Long
EC
CORP
CH
N
2
N
N
N
SBI Holdings, Inc.
353800L6LMHYIPSMRQ17
SBI Holdings, Inc.
N/A
6600.00000000
NS
152138.26000000
0.004193115035
Long
EC
CORP
JP
N
2
N
N
N
Canadian Pacific Railway Ltd.
N/A
Canadian Pacific Railway Ltd.
13645T100
3299.00000000
NS
USD
986829.87000000
0.027198228538
Long
EC
CORP
CA
N
1
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
N/A
5261.00000000
NS
134092.10000000
0.003695740970
Long
EC
CORP
FR
N
2
N
N
N
Toyo Suisan Kaisha Ltd.
N/A
Toyo Suisan Kaisha Ltd.
892306101
2500.00000000
NS
124414.50000000
0.003429014572
Long
EC
CORP
JP
N
2
N
N
N
Daiwa House REIT Investment Corp.
3538001FWU534P8JMO05
Daiwa House REIT Investment Corp.
N/A
54.00000000
NS
124916.15000000
0.003442840654
Long
EC
CORP
JP
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
126150000.00000000
PA
1474989.25000000
0.040652493335
Long
DBT
NUSS
JP
N
2
2045-03-20
Fixed
1.50000000
N
N
N
N
N
N
Axalta Coating Systems LLC
N/A
Axalta Coating Systems LLC
05454NAA7
860000.00000000
PA
USD
900850.00000000
0.024828519002
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
Olympus Corp.
5299000Y52IFDI1I2A21
Olympus Corp.
N/A
32300.00000000
NS
618353.84000000
0.017042582079
Long
EC
CORP
JP
N
2
N
N
N
ILFC E-Capital Trust II
N/A
ILFC E-Capital Trust II
44965UAA2
880000.00000000
PA
USD
488400.00000000
0.013460896576
Long
SN
CORP
US
Y
2
2065-12-21
Floating
3.22999900
N
N
N
N
N
N
Bear Stearns Asset-Backed Securities Trust
N/A
Bear Stearns Asset-Backed Securities Trust, Series 2004-1, Class M1
07384YSY3
323878.97000000
PA
USD
326291.25000000
0.008992982739
Long
ABS-O
CORP
US
N
3
2034-06-25
Floating
1.12425100
N
N
N
N
N
N
Emergent BioSolutions, Inc.
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089QAC9
397000.00000000
PA
USD
398985.00000000
0.010996510688
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
MEIJI Holdings Co. Ltd.
5299002D52YIP6DWMV49
MEIJI Holdings Co. Ltd.
N/A
3100.00000000
NS
224593.55000000
0.006190070737
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
iHeartMedia Capital I LLC
N/A
4166.00000000
NS
USD
31245.00000000
0.000861150109
N/A
DO
US
N
3
iHeartMedia Capital I LLC
N/A
Call
Purchased
Clear Channel Outdoor Holdings, Inc.
Clear Channel Outdoor Holdings, Inc.
0.00000000
1.00000000
USD
2039-05-02
XXXX
-43326.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4500.02000000
0.000124026011
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
767275.80000000
CAD
580405.66000000
USD
2020-11-04
4500.02000000
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAE0
918000.00000000
PA
USD
868547.34000000
0.023938218499
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2017-2, Class A3
14314PAC0
27906.87000000
PA
USD
27949.51000000
0.000770322406
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
1.93000000
N
N
N
N
N
N
Six Flags Theme Parks, Inc.
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
975000.00000000
PA
USD
1032281.25000000
0.028450923717
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
14003.00000000
NS
USD
1545371.08000000
0.042592301964
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAF4
500000.00000000
PA
USD
451168.98000000
0.012434764492
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.05000000
N
N
N
N
N
N
Oasis Petroleum, Inc.
529900FA4V2YNIKZ0M71
Oasis Petroleum, Inc.
674215AG3
908000.00000000
PA
USD
178876.00000000
0.004930039590
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2720.63000000
-0.00007498386
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
960447.40000000
CHF
1046713.33000000
USD
2020-12-29
-2720.63000000
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
52616.00000000
NS
USD
11003057.92000000
0.303257626295
Long
EC
CORP
US
N
1
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BW2
1875000.00000000
PA
USD
1977710.23000000
0.054508093496
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.62500000
N
N
N
N
N
N
CDK Global, Inc.
5493000L10CYRTHIJ385
CDK Global, Inc.
12508EAJ0
313000.00000000
PA
USD
335755.10000000
0.009253817927
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-114.54000000
-0.00000315686
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
1336189.46000000
EUR
1556112.88000000
USD
2020-11-04
-114.54000000
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
62329.00000000
NS
649105.01000000
0.017890121635
Long
EC
CORP
DE
N
2
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BT7
855000.00000000
PA
USD
862481.25000000
0.023771029699
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AC9
2065000.00000000
PA
USD
2575278.02000000
0.070977786818
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.62500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAN2
570000.00000000
PA
USD
585561.00000000
0.016138771621
Long
DBT
CORP
CA
Y
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
3335000.00000000
PA
USD
3118225.00000000
0.085942064345
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FX9
1505000.00000000
PA
USD
1614519.71000000
0.044498122105
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
Shimano, Inc.
529900L32YT3P9DECR10
Shimano, Inc.
N/A
2100.00000000
NS
480302.69000000
0.013237724888
Long
EC
CORP
JP
N
2
N
N
N
Nice Ltd.
254900YTY4EF5Z4W0A51
Nice Ltd.
N/A
1732.00000000
NS
393907.13000000
0.010856558430
Long
EC
CORP
IL
N
2
N
N
N
Sabre GLBL, Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAC6
390000.00000000
PA
USD
429975.00000000
0.011850632689
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canadian Treasury Bills
1350Z77B4
8184000.00000000
PA
6138522.13000000
0.169185117777
Long
STIV
NUSS
CA
N
2
2021-04-29
None
0.00000000
N
N
N
N
N
N
NH Foods Ltd.
353800NLDBIOUQILWU82
NH Foods Ltd.
N/A
2200.00000000
NS
90118.52000000
0.002483775752
Long
EC
CORP
JP
N
2
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
3546.00000000
NS
USD
2365465.68000000
0.065195104162
Long
EC
CORP
US
N
1
N
N
N
Wm Morrison Supermarkets plc
213800IN6LSRGTZSOS29
Wm Morrison Supermarkets plc
N/A
67143.00000000
NS
141730.55000000
0.003906265919
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36382.00000000
-0.00100273206
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
8479380.46000000
CAD
6328113.10000000
USD
2020-11-04
-36382.00000000
N
N
N
Wyndham Destinations, Inc.
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations, Inc.
98310WAQ1
896000.00000000
PA
USD
857920.00000000
0.023645316115
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
Rinnai Corp.
N/A
Rinnai Corp.
N/A
1000.00000000
NS
98536.47000000
0.002715784667
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1480.99000000
-0.00004081788
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1219001.97000000
USD
7770562.17000000
DKK
2020-12-29
-1480.99000000
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAL4
325000.00000000
PA
USD
418598.32000000
0.011537077584
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
Summit Materials LLC
N/A
Summit Materials LLC
86614RAM9
40000.00000000
PA
USD
41900.00000000
0.001154814837
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
6.50000000
N
N
N
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
-38169.00000000
NS
USD
-1299272.76000000
-0.03580953367
Short
EC
CORP
US
N
1
N
N
N
MTR Corp. Ltd.
254900IH4U9NHH9AQM97
MTR Corp. Ltd.
N/A
42500.00000000
NS
210598.83000000
0.005804359274
Long
EC
CORP
HK
N
2
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
565399.00000000
NS
2369357.66000000
0.065302371853
Long
EC
CORP
GB
N
2
N
N
N
KB Financial Group, Inc.
529900TKE4MXG3Q6GW86
KB Financial Group, Inc.
N/A
48947.00000000
NS
1750824.61000000
0.048254850528
Long
EC
CORP
KR
N
2
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
N/A
199176.00000000
NS
4094155.23000000
0.112839885581
Long
EC
CORP
AT
N
2
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
364725BC4
81000.00000000
PA
USD
82518.35000000
0.002274305845
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
5.50000000
N
N
N
N
N
N
Asahi Group Holdings Ltd.
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd.
N/A
12500.00000000
NS
386839.23000000
0.010661758531
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15892.57000000
0.000438018511
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
7951741.32000000
SEK
910244.59000000
USD
2020-12-29
15892.57000000
N
N
N
NMG, Inc.
N/A
NMG, Inc.
62929P102
95.42000000
NS
USD
6679.40000000
0.000184092368
Long
EC
CORP
US
N
3
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
2202000.00000000
PA
USD
2982983.34000000
0.082214640106
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K064, Class X3
3137BXR38
14685000.00000000
PA
USD
1715202.13000000
0.047273051759
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
2.13263600
N
N
N
N
N
N
ICL Group Ltd.
529900FQVQD88SHIGM04
ICL Group Ltd.
N/A
19474.00000000
NS
70648.92000000
0.001947169953
Long
EC
CORP
IL
N
2
N
N
N
Kansai Electric Power Co., Inc. (The)
353800PFUKP5ONPJNZ86
Kansai Electric Power Co., Inc. (The)
N/A
19600.00000000
NS
178367.44000000
0.004916023059
Long
EC
CORP
JP
N
2
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc.
156700BB1
1710000.00000000
PA
USD
1748475.00000000
0.048190092426
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
11016.00000000
NS
USD
1014683.76000000
0.027965915542
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664CQ2
1305000.00000000
PA
USD
1633031.74000000
0.045008336113
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
N/A
20144.00000000
NS
5984885.36000000
0.164950701988
Long
EC
CORP
DE
N
2
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
2759000.00000000
PA
USD
2653495.84000000
0.073133564839
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
Hulic Co. Ltd.
N/A
Hulic Co. Ltd.
N/A
8300.00000000
NS
76882.10000000
0.002118963957
Long
EC
CORP
JP
N
2
N
N
N
Yamada Holdings Co. Ltd.
353800MDZ4K1DQKLO464
Yamada Holdings Co. Ltd.
N/A
20000.00000000
NS
97515.92000000
0.002687657071
Long
EC
CORP
JP
N
2
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
335000.00000000
PA
USD
397522.77000000
0.010956209855
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
ACE Securities Corp. Home Equity Loan Trust
N/A
ACE Securities Corp. Home Equity Loan Trust, Series 2003-OP1, Class M1
004427BM1
299685.26000000
PA
USD
294811.06000000
0.008125350508
Long
ABS-O
CORP
US
N
3
2033-12-25
Floating
1.19925000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates, Series 2003-BC6, Class M2
126671W93
4954.29000000
PA
USD
4918.35000000
0.000135555693
Long
ABS-O
CORP
US
N
3
2033-10-25
Floating
1.87425000
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAA5
535000.00000000
PA
USD
563694.73000000
0.015536110690
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
N/A
404000.00000000
NS
1417879.96000000
0.039078492012
Long
EC
CORP
KY
N
2
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
20312.00000000
NS
USD
2112854.24000000
0.058232826382
Long
EC
CORP
CH
N
1
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
N/A
16922.00000000
NS
232336.96000000
0.006403488512
Long
EC
CORP
IT
N
2
N
N
N
NTT Data Corp.
353800SZGJGSLJRRWB43
NTT Data Corp.
N/A
17500.00000000
NS
197508.74000000
0.005443580511
Long
EC
CORP
JP
N
2
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
165154.00000000
NS
USD
9653251.30000000
0.266055318126
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
N/A
28409.00000000
NS
220274.22000000
0.006071024762
Long
EC
CORP
NL
N
2
N
N
N
Azrieli Group Ltd.
N/A
Azrieli Group Ltd.
N/A
1173.00000000
NS
55055.86000000
0.001517406300
Long
EC
CORP
IL
N
2
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
139605863.49150000
NS
USD
139689627.00000000
3.850015605675
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14699.88000000
-0.00040514652
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
192316325.00000000
JPY
1822243.92000000
USD
2020-11-04
-14699.88000000
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB, Class B
N/A
27717.00000000
NS
594043.75000000
0.016372566503
Long
EC
CORP
SE
N
2
N
N
N
Secom Co. Ltd.
529900TYCL9N3E9PGE47
Secom Co. Ltd.
N/A
5900.00000000
NS
498425.51000000
0.013737211795
Long
EC
CORP
JP
N
2
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAJ3
990000.00000000
PA
USD
1042103.28000000
0.028721630781
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.10000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6664.02000000
-0.00018366847
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
599677.00000000
CHF
556076.69000000
EUR
2020-12-29
-6664.02000000
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432AP5
450000.00000000
PA
USD
539184.46000000
0.014860577910
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.65000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAE3
100000.00000000
PA
USD
105801.96000000
0.002916030387
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.62500000
N
N
N
N
N
N
Kyushu Electric Power Co., Inc.
549300BYNZPLKQVQH430
Kyushu Electric Power Co., Inc.
N/A
10400.00000000
NS
87187.84000000
0.002403002655
Long
EC
CORP
JP
N
2
N
N
N
Square Enix Holdings Co. Ltd.
529900KCRNRDF8DIA489
Square Enix Holdings Co. Ltd.
N/A
2600.00000000
NS
151067.28000000
0.004163597526
Long
EC
CORP
JP
N
2
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453H106
61099.00000000
NS
USD
54622.51000000
0.001505462649
Long
EC
CORP
US
N
1
N
N
Svensk Exportkredit AB
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMQ2
3300000.00000000
PA
USD
3496169.00000000
0.096358659545
Long
DBT
NUSS
SE
N
2
2023-03-14
Fixed
2.87500000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
67054KAA7
3064000.00000000
PA
USD
3198050.00000000
0.088142138197
Long
DBT
CORP
FR
Y
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
43354.00000000
NS
USD
2218127.73000000
0.061134291495
Long
EC
CORP
RU
N
2
N
N
N
CK Infrastructure Holdings Ltd.
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd.
N/A
18500.00000000
NS
87269.48000000
0.002405252752
Long
EC
CORP
BM
N
2
N
N
N
Cabot Oil & Gas Corp.
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp.
127097103
39284.00000000
NS
USD
698862.36000000
0.019261494571
Long
EC
CORP
US
N
1
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GU1
2470000.00000000
PA
USD
2489877.94000000
0.068624056997
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
N/A
6989.00000000
NS
111011.34000000
0.003059607220
Long
EC
CORP
PT
N
2
N
N
N
Kingsoft Corp. Ltd.
529900UVT35D3Q7YQY41
Kingsoft Corp. Ltd.
N/A
391000.00000000
NS
2103283.14000000
0.057969035253
Long
EC
CORP
KY
N
2
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AM1
715000.00000000
PA
USD
784233.42000000
0.021614424566
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
252000.00000000
PA
380183.41000000
0.010478316056
Long
DBT
NUSS
IT
Y
2
2067-03-01
Fixed
2.80000000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABC2
650000.00000000
PA
USD
689000.00000000
0.018989675964
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
9.25000000
N
N
N
N
N
N
LINE Corp.
353800SE9WIPQJH4RB92
LINE Corp.
N/A
1000.00000000
NS
51313.17000000
0.001414253223
Long
EC
CORP
JP
N
2
N
N
N
Hong Kong & China Gas Co. Ltd.
254900P7BETXGC7YU827
Hong Kong & China Gas Co. Ltd.
N/A
295050.00000000
NS
425699.09000000
0.011732783421
Long
EC
CORP
HK
N
2
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAE4
1315000.00000000
PA
USD
1268580.50000000
0.034963617749
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
Homeward Opportunities Fund I Trust
N/A
Homeward Opportunities Fund I Trust, Series 2019-1, Class B1
43789EAE6
500000.00000000
PA
USD
514788.25000000
0.014188188763
Long
ABS-MBS
CORP
US
Y
3
2059-01-25
Variable
4.79999900
N
N
N
N
N
N
NTT DOCOMO, Inc.
353800TVPXCGWDZIIU09
NTT DOCOMO, Inc.
N/A
31400.00000000
NS
1169185.13000000
0.032224160756
Long
EC
CORP
JP
N
2
N
N
N
LIXIL Group Corp.
353800KB8G4F9WUJJ886
LIXIL Group Corp.
N/A
7400.00000000
NS
160685.37000000
0.004428683756
Long
EC
CORP
JP
N
2
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
N/A
2050.00000000
NS
166563.15000000
0.004590682505
Long
EC
CORP
BE
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
686000.00000000
PA
USD
838484.99000000
0.023109663659
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7.25000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
716768AC0
1805000.00000000
PA
USD
1832075.00000000
0.050494209858
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
N/A
130000.00000000
PA
117216.62000000
0.003230632266
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
-20187.00000000
NS
USD
-301593.78000000
-0.00831229050
Short
EC
CORP
CW
N
1
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAP5
359000.00000000
PA
USD
369665.89000000
0.010188440444
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAC9
145000.00000000
PA
USD
144637.50000000
0.003986384988
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-7
38378B4P1
14782628.03000000
PA
USD
229850.65000000
0.006334962792
Long
ABS-MBS
USGA
US
N
2
2053-05-16
Variable
0.32731900
N
N
N
N
N
N
Kerry Group plc
635400TLVVBNXLFHWC59
Kerry Group plc, Class A
N/A
3963.00000000
NS
474378.85000000
0.013074456670
Long
EC
CORP
IE
N
2
N
N
N
Steinway Musical Instruments, Inc.
N/A
Steinway Musical Instruments, Inc., 1st Lien Term Loan B
85849GAF7
115713.43000000
PA
USD
110602.37000000
0.003048335511
Long
LON
CORP
US
N
2
2025-02-14
Variable
4.75000000
N
N
N
N
N
N
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
N/A
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-WWF1, Class M4
70069FDM6
1485877.38000000
PA
USD
1513310.39000000
0.041708670449
Long
ABS-O
CORP
US
N
3
2034-12-25
Floating
1.79925100
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-291234.30000000
-0.00802677066
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
24472500.34000000
GBP
31413099.66000000
USD
2020-11-04
-291234.30000000
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CE2
680000.00000000
PA
USD
743124.40000000
0.020481410097
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AS6
320000.00000000
PA
USD
384868.52000000
0.010607443372
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.35000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
240.57000000
0.000006630401
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
436085.57000000
USD
374099.01000000
EUR
2020-12-29
240.57000000
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
N/A
5895.00000000
NS
949699.07000000
0.026174858639
Long
EC
CORP
FR
N
2
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414HAG8
694000.00000000
PA
USD
807781.30000000
0.022263432709
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
5.90000000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
1990000.00000000
PA
USD
2089500.00000000
0.057589155192
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
12518.00000000
NS
USD
2630657.70000000
0.072504117991
Long
EC
CORP
US
N
1
N
N
N
Wilmar International Ltd.
549300H2EAI4YRLWBB20
Wilmar International Ltd.
N/A
53400.00000000
NS
158093.32000000
0.004357243713
Long
EC
CORP
SG
N
2
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAD6
1651000.00000000
PA
USD
1651627.38000000
0.045520854513
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAD5
2202000.00000000
PA
USD
2639537.40000000
0.072748853297
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
Sonic Healthcare Ltd.
549300NQQ5L2NONWR862
Sonic Healthcare Ltd.
N/A
12479.00000000
NS
305648.63000000
0.008424047086
Long
EC
CORP
AU
N
2
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBN9
445000.00000000
PA
USD
398935.98000000
0.010995159638
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1994.00000000
0.000054957059
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
264810.63000000
USD
244180.98000000
CHF
2020-12-29
1994.00000000
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-19CB, Class A2
12667GGA5
14638.33000000
PA
USD
17185.64000000
0.000473657089
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
16.61164900
N
N
N
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings, Inc.
N/A
29800.00000000
NS
445075.71000000
0.012266826578
Long
EC
CORP
JP
N
2
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
N/A
17600.00000000
NS
786627.15000000
0.021680398669
Long
EC
CORP
JP
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2013-178
38378NJF1
2910933.96000000
PA
USD
57002.20000000
0.001571049792
Long
ABS-MBS
USGA
US
N
2
2055-06-16
Variable
0.42050900
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series C
337932AM9
390000.00000000
PA
USD
349915.60000000
0.009644098488
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
N/A
N/A
Nmg Research Ltd.
62929P110
917.00000000
NS
USD
9.17000000
0.000000252736
N/A
DO
US
N
3
Nmg Research Ltd.
N/A
Call
Purchased
Nmg Research Ltd.
Nmg Research Ltd.
0.00000000
1.00000000
USD
2027-09-24
XXXX
0.00000000
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
N/A
2999.00000000
NS
156028.50000000
0.004300334769
Long
EC
CORP
NL
N
2
N
N
N
ABFC Trust
N/A
ABFC Trust, Series 2004-HE1, Class M1
04542BJP8
279857.53000000
PA
USD
276951.80000000
0.007633127633
Long
ABS-O
CORP
US
N
3
2034-03-25
Floating
1.04924900
N
N
N
N
N
N
Blue Racer Midstream LLC
N/A
Blue Racer Midstream LLC
095796AA6
995000.00000000
PA
USD
967637.50000000
0.026669263535
Long
DBT
CORP
US
Y
2
2022-11-15
Fixed
6.12500000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AB7
206000.00000000
PA
USD
217845.00000000
0.006004072511
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canadian Treasury Bills
1350Z76S8
8182000.00000000
PA
6138066.02000000
0.169172546832
Long
STIV
NUSS
CA
N
2
2021-04-01
None
0.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VBG8
1000000.00000000
PA
USD
1179200.17000000
0.032500187409
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
3.85000000
N
N
N
N
N
N
Advantech Co. Ltd.
2549002OSTKE9HB9IY03
Advantech Co. Ltd.
N/A
171285.00000000
NS
1734066.03000000
0.047792963730
Long
EC
CORP
TW
N
2
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887CK3
635000.00000000
PA
USD
704136.62000000
0.019406859576
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
N/A
36200.00000000
NS
1002084.92000000
0.027618676225
Long
EC
CORP
JP
N
2
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAG6
1997000.00000000
PA
USD
2076840.06000000
0.057240231885
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.50000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DL1
650000.00000000
PA
USD
755967.91000000
0.020835392816
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Scientific Games Corp.
N/A
Scientific Games Corp., 1st Lien Term Loan B-5
80875AAP6
997304.04000000
PA
USD
925936.96000000
0.025519946057
Long
LON
CORP
US
N
2
2024-08-14
Variable
2.89775000
N
N
N
N
N
N
Frontier Communications Corp.
549300ZCZ76HYCS0H445
Frontier Communications Corp.
35906ABE7
422000.00000000
PA
USD
429912.50000000
0.011848910113
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
9424.00000000
NS
USD
1794046.88000000
0.049446108731
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp.
549300TRXM9Y6561AX39
Mitsubishi Electric Corp.
N/A
50500.00000000
NS
650383.71000000
0.017925364158
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2018-MP, Class D
61691DAL1
770000.00000000
PA
USD
633641.24000000
0.017463921371
Long
ABS-MBS
CORP
US
Y
3
2040-07-11
Variable
4.27600100
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBN5
570000.00000000
PA
USD
675303.31000000
0.018612178569
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.40000000
N
N
N
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
N/A
13185.00000000
NS
62919.23000000
0.001734130318
Long
EC
CORP
LU
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K092, Class X3
3137FLYY4
7055000.00000000
PA
USD
1111978.06000000
0.030647464497
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
2.24653300
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAM9
225000.00000000
PA
USD
241312.50000000
0.006650865284
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG (Registered)
N/A
27826.00000000
NS
3264437.38000000
0.089971854937
Long
EC
CORP
DE
N
2
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAJ4
4599000.00000000
PA
USD
5426820.00000000
0.149569743565
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR5, Class A6
92922FM21
238103.44000000
PA
USD
241331.24000000
0.006651381781
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
3.62017800
N
N
N
N
N
N
Nielsen Co. Luxembourg SARL (The)
549300MFMRJBOPHHM352
Nielsen Co. Luxembourg SARL (The)
65410CAC4
175000.00000000
PA
USD
179760.00000000
0.004954403702
Long
DBT
CORP
LU
Y
2
2025-02-01
Fixed
5.00000000
N
N
N
N
N
FGI Operating Co. LLC
N/A
FGI Operating Co. LLC, 1st Lien Term Loan
30252KAF4
21100.45000000
PA
USD
10550.23000000
0.000290777139
Long
LON
CORP
US
N
3
2022-05-16
Variable
0.00000000
Y
N
N
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MAU7
929000.00000000
PA
USD
888417.85000000
0.024485873864
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216CX6
855000.00000000
PA
USD
854703.55000000
0.023556666850
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA, Class B
N/A
16755.00000000
NS
226636.91000000
0.006246388218
Long
EC
CORP
SE
N
2
N
N
N
CDW LLC
N/A
CDW LLC
12513GBF5
399000.00000000
PA
USD
398501.25000000
0.010983177951
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAG2
290000.00000000
PA
USD
260158.16000000
0.007170274539
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25000000
N
N
N
N
N
Exact Sciences Corp.
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063P105
17555.00000000
NS
USD
2173835.65000000
0.059913548030
Long
EC
CORP
US
N
1
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAN0
1435000.00000000
PA
USD
1463700.00000000
0.040341347908
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Coca-Cola Amatil Ltd.
JOR7RJTXUXBRJ4UA5G70
Coca-Cola Amatil Ltd.
N/A
14014.00000000
NS
122507.96000000
0.003376468016
Long
EC
CORP
AU
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2016-151
38379UV45
19128957.05000000
PA
USD
1262983.65000000
0.034809361773
Long
ABS-MBS
USGA
US
N
2
2058-06-16
Variable
1.05692000
N
N
N
N
N
N
QEP Resources, Inc.
Q6JQDZPXKEDQKVK58165
QEP Resources, Inc.
74733VAD2
459000.00000000
PA
USD
291465.00000000
0.008033129034
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.62500000
N
N
N
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
8604.00000000
NS
USD
1840051.44000000
0.050714050222
Long
EC
CORP
US
N
1
N
N
N
NXP BV
N/A
NXP BV
62954HAD0
578000.00000000
PA
USD
635735.53000000
0.017521642545
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
1141000.00000000
PA
1416570.79000000
0.039042409699
Long
DBT
NUSS
IT
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
Methanex Corp.
549300TSJHRXT9QXRD13
Methanex Corp.
59151KAJ7
2718000.00000000
PA
USD
2612677.50000000
0.072008561864
Long
DBT
CORP
CA
N
2
2044-12-01
Fixed
5.65000000
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AN9
1490000.00000000
PA
USD
1491862.50000000
0.041117540578
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Orix JREIT, Inc.
N/A
Orix JREIT, Inc.
N/A
72.00000000
NS
101189.50000000
0.002788905393
Long
EC
CORP
JP
N
2
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAY2
2546000.00000000
PA
USD
2680982.10000000
0.073891119514
Long
DBT
CORP
US
Y
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
Keikyu Corp.
N/A
Keikyu Corp.
N/A
6200.00000000
NS
86703.14000000
0.002389643735
Long
EC
CORP
JP
N
2
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2019-SMRT, Class D
29429MAJ2
3160000.00000000
PA
USD
3226433.00000000
0.088924408114
Long
ABS-MBS
CORP
US
Y
3
2036-01-10
Variable
4.74493700
N
N
N
N
N
N
Spirit AeroSystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems, Inc.
85205TAL4
440000.00000000
PA
USD
443797.20000000
0.012231589291
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
1221000.00000000
PA
USD
1323186.83000000
0.036468634458
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
580000.00000000
PA
USD
600123.10000000
0.016540120765
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
16843.00000000
NS
USD
1318301.61000000
0.036333991868
Long
EC
CORP
US
N
1
N
N
N
Yaskawa Electric Corp.
3538003K39GR98R0CK58
Yaskawa Electric Corp.
N/A
6700.00000000
NS
260521.66000000
0.007180293040
Long
EC
CORP
JP
N
2
N
N
N
Ajinomoto Co., Inc.
353800UT0TLROREPIC92
Ajinomoto Co., Inc.
N/A
13000.00000000
NS
261179.91000000
0.007198435209
Long
EC
CORP
JP
N
2
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
35288.00000000
NS
USD
1461628.96000000
0.040284267533
Long
EC
CORP
US
N
1
N
N
N
Norinchukin Bank (The)
5493007VSMFZCPV1NB83
Norinchukin Bank (The)
65602VT22
250000.00000000
PA
USD
250062.38000000
0.006892022593
Long
STIV
CORP
JP
N
2
2021-01-28
Fixed
0.30000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2019-4A, Class C
36258HAE5
620000.00000000
PA
USD
637908.14000000
0.017581522312
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
3.06000000
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767754CK8
903000.00000000
PA
USD
903000.00000000
0.024887775610
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.50000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
1984000.00000000
PA
2894533.85000000
0.079776864846
Long
DBT
NUSS
ES
Y
2
2033-07-30
Fixed
2.35000000
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAR1
2225000.00000000
PA
USD
2254904.00000000
0.062147890117
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.25000000
N
N
N
N
N
Henkel of America, Inc.
549300H53PJZUVSNX797
Henkel of America, Inc.
42550LRT8
250000.00000000
PA
USD
249776.25000000
0.006884136503
Long
STIV
CORP
US
Y
2
2021-04-27
None
0.00000000
N
N
N
N
N
N
Genesys Telecom Holdings US, Inc.
549300CVRD4OUCPHWQ42
Genesys Telecom Holdings US, Inc., 1st lien Term Loan B
39479UAJ2
274184.15000000
PA
USD
271900.20000000
0.007493899408
Long
LON
CORP
US
N
2
2023-12-01
Variable
3.39775000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAT3
1194000.00000000
PA
USD
1426585.23000000
0.039318419815
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZX4
1375000.00000000
PA
USD
1378850.00000000
0.038002778959
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06300000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust, Series 2004-B, Class M7
35729PDW7
43400.30000000
PA
USD
42628.96000000
0.001174905859
Long
ABS-O
CORP
US
N
2
2034-05-25
Floating
3.14925100
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KC03, Class B
30297UAA0
1325000.00000000
PA
USD
1361202.05000000
0.037516380045
Long
ABS-MBS
USGSE
US
Y
2
2026-01-25
Variable
4.36551100
N
N
N
N
N
N
Toho Gas Co. Ltd.
353800BCVTE4F8012906
Toho Gas Co. Ltd.
N/A
2100.00000000
NS
108405.78000000
0.002987794825
Long
EC
CORP
JP
N
2
N
N
N
Evolution Gaming Group AB
549300SUH6ZR1RF6TA88
Evolution Gaming Group AB
N/A
14444.00000000
NS
1071315.28000000
0.029526748944
Long
EC
CORP
SE
Y
2
N
N
Dell, Inc.
3E70L4WYANTIWWIPHC81
Dell, Inc.
247025AE9
320000.00000000
PA
USD
405400.00000000
0.011173315872
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.10000000
N
N
N
N
N
Wynn Las Vegas LLC
N/A
Wynn Las Vegas LLC
983130AV7
1113000.00000000
PA
USD
1065697.50000000
0.029371916111
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-2, Class D
02530DAD8
370000.00000000
PA
USD
382438.18000000
0.010540460253
Long
ABS-O
CORP
US
Y
2
2025-06-12
Fixed
3.41000000
N
N
N
N
N
N
Tsuruha Holdings, Inc.
N/A
Tsuruha Holdings, Inc.
N/A
1000.00000000
NS
140025.03000000
0.003859259719
Long
EC
CORP
JP
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K65, Class B
30302XAE9
2000000.00000000
PA
USD
2224514.20000000
0.061310310357
Long
ABS-MBS
USGSE
US
Y
2
2050-07-25
Variable
4.07313000
N
N
N
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421MAB2
869000.00000000
PA
USD
857876.80000000
0.023644125470
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Wuxi Biologics Cayman, Inc.
5493001TD2TH6VDTJU11
Wuxi Biologics Cayman, Inc.
N/A
166000.00000000
NS
4661898.97000000
0.128487591899
Long
EC
CORP
KY
Y
2
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
466112AR0
480000.00000000
PA
USD
492000.00000000
0.013560116944
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Ito En Ltd.
N/A
Ito En Ltd.
N/A
1500.00000000
NS
94999.82000000
0.002618310302
Long
EC
CORP
JP
N
2
N
N
N
Hilton Worldwide Finance LLC
N/A
Hilton Worldwide Finance LLC
432891AK5
1027000.00000000
PA
USD
1038938.88000000
0.028634416078
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.87500000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAG8
872000.00000000
PA
USD
839775.00000000
0.023145217899
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
311000.00000000
PA
648293.96000000
0.017867768113
Long
DBT
NUSS
ES
Y
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
Kerry Group plc
635400TLVVBNXLFHWC59
Kerry Group plc, Class A
N/A
451.00000000
NS
53580.91000000
0.001476754889
Long
EC
CORP
IE
N
2
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
271390.00000000
NS
USD
29543515.40000000
0.814255129598
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series K081, Class X3
3137FJEL9
15821560.00000000
PA
USD
2276600.66000000
0.062745876391
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Variable
2.23232400
N
N
N
N
N
N
Luxshare Precision Industry Co. Ltd.
300300QLLDUELXN16530
Luxshare Precision Industry Co. Ltd., Class A
N/A
145104.00000000
NS
1189203.10000000
0.032775880297
Long
EC
CORP
CN
N
2
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series B
337932AP2
374000.00000000
PA
USD
352542.50000000
0.009716499040
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300LI8XT0ZWPV2P54
FREMF Mortgage Trust, Series 2018-KF50, Class B
35709BAC9
210997.11000000
PA
USD
200678.34000000
0.005530938533
Long
ABS-MBS
USGSE
US
Y
2
2028-07-25
Floating
2.04824900
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AV7
55000.00000000
PA
USD
55201.47000000
0.001521419489
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.62500000
N
N
N
N
N
N
Caesars Resort Collection LLC
N/A
Caesars Resort Collection LLC
12652AAA1
185000.00000000
PA
USD
175957.20000000
0.004849593921
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
11446.00000000
NS
USD
2384888.56000000
0.065730422301
Long
EC
CORP
US
N
1
N
N
N
BOE Technology Group Co. Ltd.
N/A
BOE Technology Group Co. Ltd., Class A
N/A
2298500.00000000
NS
1628977.12000000
0.044896585866
Long
EC
CORP
CN
N
2
N
N
N
ITT, Inc.
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
18081.00000000
NS
USD
1094081.31000000
0.030154208353
Long
EC
CORP
US
N
1
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007AJ9
1785000.00000000
PA
USD
1758225.00000000
0.048458814256
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
GLP J-REIT
353800E27V9KA51K2I90
GLP J-REIT
N/A
100.00000000
NS
154164.78000000
0.004248968385
Long
EC
CORP
JP
N
2
N
N
N
Wells Fargo Mortgage-Backed Securities Trust
N/A
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR14, Class A1
94982DAA4
170138.91000000
PA
USD
171187.32000000
0.004718130240
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
3.09255800
N
N
N
N
N
N
Valeant Pharmaceuticals International, Inc.
N/A
Valeant Pharmaceuticals International, Inc., 1st Lien Term Loan B
C9413PAZ6
1528455.76000000
PA
USD
1490886.32000000
0.041090635872
Long
LON
CORP
US
N
2
2025-06-02
Variable
3.14925000
N
N
N
N
N
N
LG Household & Health Care Ltd.
N/A
LG Household & Health Care Ltd.
N/A
957.00000000
NS
1268866.88000000
0.034971510730
Long
EC
CORP
KR
N
2
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc., Class A
76680R206
5549.00000000
NS
USD
1433528.66000000
0.039509789171
Long
EC
CORP
US
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
438000.00000000
PA
521798.38000000
0.014381396451
Long
DBT
NUSS
IT
Y
2
2022-07-15
Fixed
1.00000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust, Series 2004-6, Class A3
542514JL9
151775.11000000
PA
USD
151917.92000000
0.004187042197
Long
ABS-O
CORP
US
N
3
2034-11-25
Floating
1.44924800
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAQ4
640000.00000000
PA
USD
729058.32000000
0.020093731866
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBA8
427000.00000000
PA
USD
494989.06000000
0.013642499064
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates, Series 2002-4, Class M1
126671SL1
23816.54000000
PA
USD
23786.20000000
0.000655576531
Long
ABS-O
CORP
US
N
3
2032-12-25
Floating
1.27424900
N
N
N
N
N
N
Allegro.eu SA
222100VRLXV3FPMG4982
Allegro.eu SA
N/A
80765.00000000
NS
1641374.29000000
0.045238266913
Long
EC
CORP
LU
Y
1
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
1013000.00000000
PA
USD
1121725.29000000
0.030916109982
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
Sharp Corp.
353800YEPK9PD7QO3449
Sharp Corp.
N/A
5900.00000000
NS
68225.40000000
0.001880374801
Long
EC
CORP
JP
N
2
N
N
N
Bear Stearns Asset-Backed Securities I Trust
N/A
Bear Stearns Asset-Backed Securities I Trust, Series 2004-FR2, Class M3
073879FH6
99978.72000000
PA
USD
98814.21000000
0.002723439518
Long
ABS-O
CORP
US
N
2
2034-06-25
Floating
1.94924900
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AG5
724000.00000000
PA
USD
766136.80000000
0.021115659762
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
6.75000000
N
N
N
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
N/A
3500.00000000
NS
624371.66000000
0.017208440500
Long
EC
CORP
NL
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
22919.00000000
NS
USD
3142424.09000000
0.086609020626
Long
EC
CORP
US
N
1
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
N/A
75931.00000000
NS
719042.31000000
0.019817678478
Long
EC
CORP
AU
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K723, Class X3
3137BSPZ0
6909260.00000000
PA
USD
343083.45000000
0.009455796145
Long
ABS-MBS
USGSE
US
N
2
2034-10-25
Variable
1.91866700
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
111265.91000000
0.003066623478
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
12037190.66000000
AUD
8572258.85000000
USD
2020-11-04
111265.91000000
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAE7
600000.00000000
PA
USD
577594.58000000
0.015919207420
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Nikon Corp.
549300X7LIS9RFELXJ98
Nikon Corp.
654111103
8400.00000000
NS
51192.64000000
0.001410931270
Long
EC
CORP
JP
N
2
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAK9
210000.00000000
PA
USD
236545.09000000
0.006519469680
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.75000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBR3
1605000.00000000
PA
USD
1669200.00000000
0.046005177241
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
NOVA Chemicals Corp.
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp.
66977WAP4
913000.00000000
PA
USD
902158.13000000
0.024864572652
Long
DBT
CORP
CA
Y
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057Q305
36338.00000000
NS
USD
486929.20000000
0.013420359543
Long
EC
CORP
US
N
1
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
743275.00000000
NS
991505.50000000
0.027327094574
Long
EC
CORP
GB
N
2
N
N
Kintetsu Group Holdings Co. Ltd.
N/A
Kintetsu Group Holdings Co. Ltd.
N/A
4800.00000000
NS
191786.33000000
0.005285863949
Long
EC
CORP
JP
N
2
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
39034.00000000
NS
USD
5070906.94000000
0.139760347802
Long
EC
CORP
CH
N
1
N
N
N
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates
N/A
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-4, Class 1A2
68383NCE1
145062.00000000
PA
USD
145588.23000000
0.004012588261
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.53813200
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBJ4
600000.00000000
PA
USD
583755.94000000
0.016089021978
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.00000000
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CW8
230000.00000000
PA
USD
238442.31000000
0.006571759365
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
2.30000000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
231227.00000000
NS
78541.73000000
0.002164705373
Long
EC
CORP
IT
N
2
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTE1
240000.00000000
PA
USD
248752.63000000
0.006855924294
Long
DBT
CORP
US
Y
2
2022-02-01
Fixed
3.30000000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class B
N/A
572.00000000
NS
916706.97000000
0.025265556334
Long
EC
CORP
DK
N
2
N
N
N
Ryanair Holdings plc
635400BR2ROC1FVEBQ56
Ryanair Holdings plc
783513203
39574.00000000
NS
USD
3189664.40000000
0.087911020886
Long
EC
CORP
IE
N
1
N
N
N
Johnson Matthey plc
2138001AVBSD1HSC6Z10
Johnson Matthey plc
N/A
5351.00000000
NS
148956.43000000
0.004105419939
Long
EC
CORP
GB
N
2
N
N
N
Hitachi Metals Ltd.
N/A
Hitachi Metals Ltd.
N/A
6000.00000000
NS
79567.65000000
0.002192980973
Long
EC
CORP
JP
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
N/A
17696.00000000
NS
539802.74000000
0.014877618457
Long
EC
CORP
NL
N
2
N
N
N
Mitsubishi Motors Corp.
5299006ZTN6MO1N5BR16
Mitsubishi Motors Corp.
N/A
18500.00000000
NS
33929.44000000
0.000935136533
Long
EC
CORP
JP
N
2
N
N
N
Bridgestone Corp.
549300DHPOF90OYYD780
Bridgestone Corp.
N/A
14900.00000000
NS
485665.71000000
0.013385536226
Long
EC
CORP
JP
N
2
N
N
N
Evraz plc
5493005B7DAN39RXLK23
Evraz plc
N/A
14052.00000000
NS
65435.76000000
0.001803488938
Long
EC
CORP
GB
N
2
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
1380000.00000000
PA
USD
1476600.00000000
0.040696887560
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
25272KAU7
128000.00000000
PA
USD
128308.48000000
0.003536337385
Long
DBT
CORP
US
Y
2
2021-06-15
Fixed
5.87500000
N
N
N
N
N
N
Securitized Asset-Backed Receivables LLC Trust
N/A
Securitized Asset-Backed Receivables LLC Trust, Series 2004-NC1, Class M2
81375WAL0
368864.69000000
PA
USD
368608.55000000
0.010159298871
Long
ABS-O
CORP
US
N
3
2034-02-25
Floating
1.87425000
N
N
N
N
N
N
Texas Health Resources
54930008C10TUBW7Z611
Texas Health Resources
882484AC2
160000.00000000
PA
USD
141470.00000000
0.003899084845
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.32800000
N
N
N
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
N/A
13371.00000000
NS
1245165.97000000
0.034318284894
Long
EC
CORP
DE
Y
2
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
N/A
1468.00000000
NS
250912.54000000
0.006915454034
Long
EC
CORP
DE
N
2
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
N/A
57692.00000000
NS
6622707.97000000
0.182529866990
Long
EC
CORP
DE
Y
2
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAM8
738000.00000000
PA
USD
814701.28000000
0.022454155754
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAA3
251000.00000000
PA
USD
255229.35000000
0.007034430556
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Mitsubishi Materials Corp.
35380076QOBOSOUBRT89
Mitsubishi Materials Corp.
N/A
3100.00000000
NS
56882.68000000
0.001567755676
Long
EC
CORP
JP
N
2
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc.
00165CAR5
191000.00000000
PA
USD
97410.00000000
0.002684737787
Long
DBT
CORP
US
Y
2
2026-04-24
Fixed
10.50000000
N
N
N
N
N
N
Hongkong Land Holdings Ltd.
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd.
N/A
32300.00000000
NS
USD
118578.34000000
0.003268162921
Long
EC
CORP
BM
N
2
N
N
N
Accton Technology Corp.
529900M1YRZ0GWMDF920
Accton Technology Corp.
N/A
139000.00000000
NS
1009875.31000000
0.027833388826
Long
EC
CORP
TW
N
2
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
58418.00000000
NS
USD
6924285.54000000
0.190841710724
Long
EC
CORP
US
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
N/A
100727.00000000
NS
796805.12000000
0.021960915871
Long
EC
CORP
FR
N
2
N
N
N
National Grid plc
8R95QZMKZLJX5Q2XR704
National Grid plc
N/A
97439.00000000
NS
1159084.73000000
0.031945781477
Long
EC
CORP
GB
N
2
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
395000.00000000
PA
USD
387100.00000000
0.010668945668
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556HAD9
1290000.00000000
PA
USD
1482101.52000000
0.040848516126
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB, Class B
N/A
8659.00000000
NS
122229.88000000
0.003368803794
Long
EC
CORP
SE
N
2
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAK0
1000000.00000000
PA
USD
955638.71000000
0.026338562324
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.50000000
N
N
N
N
N
N
Natwest Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
N/A
133774.00000000
NS
215691.49000000
0.005944719163
Long
EC
CORP
GB
N
2
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAK0
1290000.00000000
PA
USD
1290000.00000000
0.035553965158
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
Inner Mongolia Yili Industrial Group Co. Ltd.
3003002Q2A863JPQFH06
Inner Mongolia Yili Industrial Group Co. Ltd., Class A
N/A
196800.00000000
NS
1170152.27000000
0.032250816308
Long
EC
CORP
CN
N
2
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBC2
239000.00000000
PA
USD
246199.32000000
0.006785551973
Long
DBT
CORP
NZ
Y
2
2022-01-25
Fixed
2.87500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A86
615000.00000000
PA
USD
605775.00000000
0.016695893987
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
PeptiDream, Inc.
N/A
PeptiDream, Inc.
N/A
2600.00000000
NS
120154.03000000
0.003311590849
Long
EC
CORP
JP
N
2
N
N
N
Raia Drogasil SA
N/A
Raia Drogasil SA
N/A
283895.00000000
NS
1194368.25000000
0.032918238098
Long
EC
CORP
BR
N
1
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc., Class A
90138F102
5244.00000000
NS
USD
1462918.68000000
0.040319813781
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
45177.00000000
NS
USD
4313048.19000000
0.118872841141
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage Trust I LLC
N/A
Angel Oak Mortgage Trust I LLC, Series 2019-2, Class B1
03463WAE3
1000000.00000000
PA
USD
1033155.80000000
0.028475027376
Long
ABS-MBS
CORP
US
Y
3
2049-03-25
Variable
5.01599900
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF38, Class B
30305MAG5
454772.27000000
PA
USD
438782.30000000
0.012093372562
Long
ABS-MBS
USGSE
US
Y
2
2024-09-25
Floating
2.64825000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class A
N/A
90.00000000
NS
133079.08000000
0.003667820909
Long
EC
CORP
DK
N
2
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262AY9
387000.00000000
PA
USD
394861.91000000
0.010882873325
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.75000000
N
N
N
N
N
N
RSA Insurance Group plc
549300HOGQ7E0TY86138
RSA Insurance Group plc
N/A
28529.00000000
NS
156669.78000000
0.004318009224
Long
EC
CORP
GB
N
2
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
630000.00000000
PA
USD
673032.77000000
0.018549599732
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAH4
369000.00000000
PA
USD
395612.28000000
0.010903554433
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
29209.00000000
NS
USD
2626765.37000000
0.072396840654
Long
EC
CORP
US
N
1
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-K736, Class C
30298MAC3
1500000.00000000
PA
USD
1551883.20000000
0.042771783893
Long
ABS-MBS
USGSE
US
Y
2
2026-07-25
Variable
3.75846800
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
44859.00000000
NS
USD
1747258.05000000
0.048156551807
Long
EC
CORP
US
N
1
N
N
N
a2 Milk Co. Ltd. (The)
529900PVC9CV0KFA2U62
a2 Milk Co. Ltd. (The)
N/A
20540.00000000
NS
198892.44000000
0.005481716962
Long
EC
CORP
NZ
N
2
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB, Class B
N/A
13864.00000000
NS
163622.32000000
0.004509629662
Long
EC
CORP
SE
N
2
N
N
N
H&E Equipment Services, Inc.
N/A
H&E Equipment Services, Inc.
404030AH1
345000.00000000
PA
USD
357937.50000000
0.009865191785
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.62500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AM9
450000.00000000
PA
USD
470841.60000000
0.012976965768
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
49145.00000000
NS
2386065.85000000
0.065762869841
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1851.47000000
-0.00005102875
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
415082.97000000
USD
354298.04000000
EUR
2020-12-29
-1851.47000000
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAC7
365000.00000000
PA
USD
373212.50000000
0.010286189319
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.25000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AF8
383000.00000000
PA
USD
376297.50000000
0.010371215662
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123CJ8
500000.00000000
PA
USD
554543.81000000
0.015283900232
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
3.25000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
69950000.00000000
PA
656118.24000000
0.018083414763
Long
DBT
NUSS
JP
N
2
2039-12-20
Fixed
0.30000000
N
N
N
N
N
N
AGC, Inc.
JE4WFFEELMVPFZ0G1E77
AGC, Inc.
N/A
5400.00000000
NS
168620.18000000
0.004647376747
Long
EC
CORP
JP
N
2
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2005-4, Class 2B1
45254NPS0
278992.99000000
PA
USD
270362.15000000
0.007451508884
Long
ABS-MBS
CORP
US
N
3
2035-05-25
Floating
2.62424900
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
263992.00000000
NS
USD
6256610.40000000
0.172439773775
Long
EC
CORP
US
N
1
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAK7
320000.00000000
PA
USD
398536.77000000
0.010984156926
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.37500000
N
N
N
N
N
N
JTEKT Corp.
N/A
JTEKT Corp.
N/A
5700.00000000
NS
45421.84000000
0.001251881020
Long
EC
CORP
JP
N
2
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2019-4A, Class D
36258HAG0
900000.00000000
PA
USD
919491.39000000
0.025342298328
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
4.09000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAQ8
119000.00000000
PA
USD
121106.30000000
0.003337836566
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21915.33000000
0.000604013084
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
4193911.55000000
AUD
2969833.75000000
USD
2020-11-04
21915.33000000
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Republic of Korea
N/A
1276000.00000000
PA
1500489.94000000
0.041355323292
Long
DBT
NUSS
KR
N
2
2025-09-16
Fixed
0.00000000
N
N
N
N
N
N
Sunoco Logistics Partners Operations LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAV1
929000.00000000
PA
USD
895268.27000000
0.024674679751
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
458182EA6
800000.00000000
PA
626639.65000000
0.017270949056
Long
DBT
NUSS
CA
N
2
2024-10-10
Fixed
1.70000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB, Class A
N/A
25043.00000000
NS
392063.43000000
0.010805743821
Long
EC
CORP
SE
N
2
N
N
N
Gulfport Energy Corp.
549300FJX18IDUFPHD40
Gulfport Energy Corp.
402635AH9
515000.00000000
PA
USD
280675.00000000
0.007735743543
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.00000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
20575.00000000
NS
2054125.55000000
0.056614192430
Long
EC
CORP
NL
N
2
N
N
N
City Developments Ltd.
254900BPLPJS0RJ72373
City Developments Ltd.
N/A
12700.00000000
NS
58977.18000000
0.001625482637
Long
EC
CORP
SG
N
2
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAL9
198000.00000000
PA
USD
198742.50000000
0.005477584434
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBK4
1650000.00000000
PA
USD
1665200.31000000
0.045894940932
Long
DBT
CORP
US
Y
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Tabcorp Holdings Ltd.
213800OCCFUN67NEY278
Tabcorp Holdings Ltd.
N/A
66642.00000000
NS
153984.57000000
0.004244001578
Long
EC
CORP
AU
N
2
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBP6
795000.00000000
PA
USD
799718.33000000
0.022041207473
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Shimizu Corp.
353800BRAE0QFP3ZLY22
Shimizu Corp.
N/A
15300.00000000
NS
106233.32000000
0.002927919192
Long
EC
CORP
JP
N
2
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
-133774.00000000
NS
USD
-1401951.52000000
-0.03863948488
Short
EC
CORP
US
N
1
N
N
N
Vifor Pharma AG
529900KO6CN2D9OE1F19
Vifor Pharma AG
N/A
1263.00000000
NS
142145.23000000
0.003917695003
Long
EC
CORP
CH
N
2
N
N
N
British Land Co. plc (The)
RV5B68J2GV3QGMRPW209
British Land Co. plc (The)
N/A
24343.00000000
NS
109930.97000000
0.003029830912
Long
EC
CORP
GB
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
255426.00000000
NS
28729788.89000000
0.791827839688
Long
EC
CORP
CH
N
2
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
302000.00000000
PA
USD
311437.50000000
0.008583595367
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
GoodRx Holdings, Inc.
N/A
GoodRx Holdings, Inc., Class A
38246G108
6694.00000000
NS
USD
323922.66000000
0.008927701525
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class A
N/A
124008.00000000
NS
5473861.45000000
0.150866263003
Long
EC
CORP
SE
N
2
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
1985000.00000000
PA
239278.61000000
0.006594808808
Long
DBT
NUSS
SE
N
2
2028-05-12
Fixed
0.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-K82, Class B
30297LAE2
725000.00000000
PA
USD
817676.68000000
0.022536161388
Long
ABS-MBS
USGSE
US
Y
2
2028-09-25
Variable
4.12923600
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
63616.00000000
NS
1744081.94000000
0.048069014362
Long
EC
CORP
NL
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAR9
590000.00000000
PA
USD
590384.85000000
0.016271722780
Long
DBT
CORP
FR
Y
2
2022-02-17
Floating
0.52999900
N
N
N
N
N
N
ITOCHU Corp.
J48DJYXDTLHM30UMYI18
ITOCHU Corp.
N/A
37300.00000000
NS
895890.82000000
0.024691837984
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series P
38148BAD0
530000.00000000
PA
USD
506415.00000000
0.013957411833
Long
DBT
CORP
US
N
2
2022-11-10
Variable
5.00000000
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc.
156700AZ9
500000.00000000
PA
USD
525000.00000000
0.014469636982
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.62500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF45, Class B
30296TAG1
840097.06000000
PA
USD
798442.36000000
0.022006040192
Long
ABS-MBS
USGSE
US
Y
2
2025-03-25
Floating
2.09824900
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-98.03000000
-0.00000270182
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
137676.90000000
CHF
150334.79000000
USD
2020-12-29
-98.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-382.22000000
-0.00001053444
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
214850.05000000
GBP
278091.38000000
USD
2020-12-29
-382.22000000
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc, Class A
N/A
40065.00000000
NS
USD
1470385.50000000
0.040525608400
Long
EC
CORP
GB
N
1
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
N/A
1668.00000000
NS
242396.86000000
0.006680751561
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3000.91000000
0.000082708720
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
654368.00000000
EUR
701244.50000000
CHF
2020-12-29
3000.91000000
N
N
N
Softwareone Holding AG
529900GBI88JKWXLGI05
Softwareone Holding AG
N/A
18250.00000000
NS
449244.75000000
0.012381730379
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4043.09000000
0.000111432465
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
538961.04000000
EUR
632654.19000000
USD
2020-12-29
4043.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3061.73000000
-0.00008438499
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
473264.59000000
USD
403144.36000000
EUR
2020-12-29
-3061.73000000
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AC7
900000.00000000
PA
USD
963000.00000000
0.026541448408
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
997000.00000000
PA
USD
847450.00000000
0.023356750211
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
NMC Health plc
2138008YQEVWBE1V2M52
NMC Health plc
N/A
3112.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081FA6
850000.00000000
PA
USD
864527.95000000
0.023827439234
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAK8
622000.00000000
PA
USD
497730.62000000
0.013718059784
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CX6
500000.00000000
PA
USD
472863.77000000
0.013032699227
Long
DBT
CORP
US
Y
2
2053-09-01
Fixed
2.77000000
N
N
N
N
N
N
Teck Resources Ltd.
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878742AS4
350000.00000000
PA
USD
393052.13000000
0.010832993593
Long
DBT
CORP
CA
N
2
2040-08-15
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Q5
630000.00000000
PA
USD
652201.14000000
0.017975454734
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06799900
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QCD6
440000.00000000
PA
USD
441911.30000000
0.012179611599
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.70000000
N
N
N
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
N/A
1891.00000000
NS
109061.68000000
0.003005872225
Long
EC
CORP
AT
N
2
N
N
WH Group Ltd.
254900A4AYEDRWYSE928
WH Group Ltd.
N/A
265000.00000000
NS
208721.08000000
0.005752606206
Long
EC
CORP
KY
Y
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multifamily Structured Pass-Through Certificates, Series KC03, Class X1
3137FKWE2
29785018.93000000
PA
USD
510979.87000000
0.014083225189
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Variable
0.48658000
N
N
N
N
N
N
Stars Group Holdings BV
N/A
Stars Group Holdings BV
85572NAA6
555000.00000000
PA
USD
586704.38000000
0.016170284561
Long
DBT
CORP
NL
Y
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
33680.00000000
NS
USD
2679580.80000000
0.073852497985
Long
EC
CORP
US
N
1
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-K103, Class C
30315DAU2
235000.00000000
PA
USD
233553.22000000
0.006437010113
Long
ABS-MBS
USGSE
US
Y
2
2051-12-25
Variable
3.45340400
N
N
N
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co. KGaA
N/A
2867.00000000
NS
259187.96000000
0.007143534650
Long
EC
CORP
DE
N
2
N
N
N
Calbee, Inc.
529900CIHZID6O8LJH81
Calbee, Inc.
N/A
2400.00000000
NS
73623.92000000
0.002029164563
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2004-11AR, Class 1A2A
61748HHB0
148364.20000000
PA
USD
157622.48000000
0.004344266792
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
0.45924800
N
N
N
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert SA
N/A
3201.00000000
NS
262508.41000000
0.007235050281
Long
EC
CORP
BE
N
2
N
N
N
Oversea-Chinese Banking Corp. Ltd.
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp. Ltd.
N/A
92300.00000000
NS
569283.05000000
0.015690131569
Long
EC
CORP
SG
N
2
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
1545000.00000000
PA
1322119.34000000
0.036439213139
Long
DBT
NUSS
AU
Y
2
2035-06-21
Fixed
2.75000000
N
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BD4
355000.00000000
PA
USD
398487.50000000
0.010982798985
Long
DBT
CORP
CL
N
2
2047-11-02
Fixed
5.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674YA2
245000.00000000
PA
USD
249410.00000000
0.006874042209
Long
DBT
CORP
CH
Y
2
2022-04-21
Fixed
1.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2018-119
38380MMF5
6759309.67000000
PA
USD
448399.08000000
0.012358422687
Long
ABS-MBS
USGA
US
N
2
2060-05-16
Variable
0.67532000
N
N
N
N
N
N
Dow Chemical Co. (The)
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co. (The)
260543DC4
845000.00000000
PA
USD
836717.11000000
0.023060938741
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.10000000
N
N
N
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA (Registered)
N/A
1833.00000000
NS
4578491.00000000
0.126188767047
Long
EC
CORP
CH
N
2
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
N/A
75128.00000000
NS
343320.60000000
0.009462332287
Long
EC
CORP
GB
N
2
N
N
N
Moscow Exchange MICEX-RTS PJSC
253400M5M1222KPNWE87
Moscow Exchange MICEX-RTS PJSC
N/A
221534.00000000
NS
374156.18000000
0.010312198284
Long
EC
CORP
RU
N
2
N
N
N
Sega Sammy Holdings, Inc.
5493006B6WMKNQ8QNP51
Sega Sammy Holdings, Inc.
N/A
4700.00000000
NS
58898.43000000
0.001623312192
Long
EC
CORP
JP
N
2
N
N
N
CenturyLink, Inc.
N/A
CenturyLink, Inc., 1st Lien Term Loan B
15669GAH7
238047.84000000
PA
USD
228742.55000000
0.006304422211
Long
LON
CORP
US
N
2
2027-03-15
Variable
2.39775000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
N/A
3000000.00000000
PA
3544479.53000000
0.097690156367
Long
DBT
NUSS
DE
N
2
2022-12-15
Fixed
0.00000000
N
N
N
N
N
N
Tobu Railway Co. Ltd.
N/A
Tobu Railway Co. Ltd.
N/A
5300.00000000
NS
150394.71000000
0.004145060681
Long
EC
CORP
JP
N
2
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AF3
500000.00000000
PA
USD
516250.00000000
0.014228476366
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
KDDI Corp.
5299003FU7V4I45FU310
KDDI Corp.
N/A
45100.00000000
NS
1220180.14000000
0.033629645104
Long
EC
CORP
JP
N
2
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
N/A
45300.00000000
NS
1071478.41000000
0.029531245005
Long
EC
CORP
JP
N
2
N
N
N
Jardine Cycle & Carriage Ltd.
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd.
N/A
2700.00000000
NS
35122.00000000
0.000968004933
Long
EC
CORP
SG
N
2
N
N
N
Sydney Airport
N/A
Sydney Airport
N/A
36567.00000000
NS
140200.90000000
0.003864106909
Long
EC
CORP
AU
N
2
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2006-T23, Class D
61749MAD1
797067.64000000
PA
USD
799799.91000000
0.022043455917
Long
ABS-MBS
CORP
US
Y
3
2041-08-12
Variable
6.19269800
N
N
N
N
N
N
Yamaha Corp.
529900S5TENP3IJS7S02
Yamaha Corp.
N/A
3900.00000000
NS
184880.26000000
0.005095524280
Long
EC
CORP
JP
N
2
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
1002000.00000000
PA
799013.45000000
0.022021780125
Long
DBT
NUSS
AU
Y
2
2025-04-21
Fixed
3.25000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348106
1871.00000000
NS
USD
1287210.58000000
0.035477085358
Long
EC
CORP
US
N
1
N
N
N
DH Europe Finance II SARL
222100KDGL314CKTZ511
DH Europe Finance II SARL
23291KAJ4
530000.00000000
PA
USD
587521.05000000
0.016192792977
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
Chubu Electric Power Co., Inc.
529900A76GOP0PGNHT63
Chubu Electric Power Co., Inc.
N/A
17900.00000000
NS
200512.42000000
0.005526365577
Long
EC
CORP
JP
N
2
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17308CC53
1595000.00000000
PA
USD
1712763.49000000
0.047205839881
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.97600100
N
N
N
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
1704000.00000000
PA
271562.10000000
0.007484580962
Long
DBT
NUSS
DK
Y
2
2022-11-15
Fixed
0.25000000
N
N
N
N
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
18362.00000000
NS
USD
1925622.94000000
0.053072504586
Long
EC
CORP
US
N
1
N
N
N
Whiting Petroleum Corp.
52990028CHK9KUB1B293
Whiting Petroleum Corp.
966387508
9241.00000000
NS
USD
134918.60000000
0.003718520312
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735100
13698.00000000
NS
USD
1066937.22000000
0.029406084299
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639AR7
225000.00000000
PA
USD
228089.56000000
0.006286425014
Long
DBT
CORP
US
N
2
2021-06-09
Fixed
3.62500000
N
N
N
N
N
N
FGI Operating Co. LLC
N/A
FGI Operating Co. LLC, 1st Lien Term Loan B
30252ESC3
84280.97000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2022-05-16
Variable
0.00000000
Y
N
N
N
N
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AJ0
550000.00000000
PA
USD
595375.00000000
0.016409257369
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.25000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AM4
150000.00000000
PA
USD
155808.82000000
0.004294280122
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.70000000
N
N
N
N
N
N
Parsley Energy LLC
N/A
Parsley Energy LLC
701885AF2
860000.00000000
PA
USD
885800.00000000
0.024413722741
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
5.25000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AZ5
1462000.00000000
PA
USD
1672162.50000000
0.046086827336
Long
DBT
CORP
LR
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
2270000.00000000
PA
USD
2579643.21000000
0.071098096751
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
187000.00000000
PA
222698.10000000
0.006137829835
Long
DBT
NUSS
IT
Y
2
2023-06-15
Fixed
0.60000000
N
N
N
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
N/A
627.00000000
NS
101895.88000000
0.002808374083
Long
EC
CORP
FR
N
2
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
4170000.00000000
PA
2925983.24000000
0.080643648192
Long
DBT
NUSS
AU
Y
2
2025-11-21
Fixed
0.25000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAU5
1125000.00000000
PA
USD
1116360.47000000
0.030768249034
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
3.25000000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAF3
20000.00000000
PA
USD
19050.00000000
0.000525041113
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Glencore Finance Canada Ltd.
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd.
98417EAR1
300000.00000000
PA
USD
348000.00000000
0.009591302228
Long
DBT
CORP
CA
Y
2
2042-10-25
Fixed
5.55000100
N
N
N
N
N
N
Konami Holdings Corp.
353800FC4A5QCMIZFV94
Konami Holdings Corp.
N/A
2500.00000000
NS
97845.75000000
0.002696747586
Long
EC
CORP
JP
N
2
N
N
N
Liberty Media Corp.-Liberty SiriusXM
N/A
Liberty Media Corp.-Liberty SiriusXM, Class A
531229409
51561.00000000
NS
USD
1782463.77000000
0.049126864166
Long
EC
CORP
US
N
1
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAX3
945000.00000000
PA
USD
1066324.69000000
0.029389202229
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HBX2
550000.00000000
PA
USD
576301.00000000
0.015883554786
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.00000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBE6
1380000.00000000
PA
USD
1362142.80000000
0.037542308257
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien Term Loan B-2
61647DAG7
351054.51000000
PA
USD
274981.00000000
0.007578809994
Long
LON
CORP
US
N
3
2025-04-01
Variable
11.75000000
N
N
N
N
N
N
China Mobile Ltd.
529900U2JJ7GK68NI589
China Mobile Ltd.
N/A
268500.00000000
NS
1642291.19000000
0.045263537789
Long
EC
CORP
HK
N
2
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB, Class B
N/A
12595.00000000
NS
754931.30000000
0.020806822586
Long
EC
CORP
SE
N
2
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764BZ2
540000.00000000
PA
USD
570369.47000000
0.015720074623
Long
DBT
CORP
US
N
2
2040-05-11
Fixed
2.97800000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CS7
720000.00000000
PA
USD
759208.28000000
0.020924701344
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.37500000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
N/A
70624.00000000
NS
494724.46000000
0.013635206367
Long
EC
CORP
IT
N
2
N
N
N
CapitaLand Ltd.
2549006LYGY45GHGWZ89
CapitaLand Ltd.
N/A
71100.00000000
NS
133795.11000000
0.003687555565
Long
EC
CORP
SG
N
2
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
120000.00000000
PA
USD
3360.00000000
0.000092605676
Long
DBT
NUSS
VE
Y
2
2022-02-17
Fixed
12.75000000
Y
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAR0
1075000.00000000
PA
USD
1305198.36000000
0.035972850399
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
458182CZ3
614000.00000000
PA
546060.44000000
0.015050088262
Long
DBT
NUSS
CA
N
2
2026-01-26
Fixed
4.40000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
2059000.00000000
PA
USD
1950902.50000000
0.053769239931
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
4.12500000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAU0
2468000.00000000
PA
USD
2890645.00000000
0.079669683422
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF53, Class B
35708AAG3
2018063.30000000
PA
USD
1907825.79000000
0.052581993539
Long
ABS-MBS
USGSE
US
N
2
2025-10-25
Floating
2.19825000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGY9
206000.00000000
PA
USD
207074.21000000
0.005707216470
Long
DBT
CORP
US
N
2
2022-01-23
Variable
2.73800200
N
N
N
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc
N/A
459679.00000000
NS
7675948.05000000
0.211558441492
Long
EC
CORP
GB
N
2
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAB9
440000.00000000
PA
USD
461054.73000000
0.012707227756
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Connecticut Avenue Securities, Series 2017-C01, Class 1B1
30711XEQ3
2000000.00000000
PA
USD
2055128.20000000
0.056641826680
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
5.89925200
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVG1
52000.00000000
PA
USD
52235.84000000
0.001439683128
Long
DBT
CORP
US
N
2
2022-07-05
Fixed
0.55000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAM5
750000.00000000
PA
USD
803743.29000000
0.022152140254
Long
DBT
CORP
US
N
2
2042-08-09
Fixed
4.25000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBJ3
765000.00000000
PA
USD
875925.00000000
0.024141555760
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
Lyft, Inc.
549300H7I5VN334XVZ52
Lyft, Inc., Class A
55087P104
89363.00000000
NS
USD
2040157.29000000
0.056229210237
Long
EC
CORP
US
N
1
N
N
Allegion plc
N/A
Allegion plc
01748TAB7
550000.00000000
PA
USD
601853.97000000
0.016587825643
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.50000000
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
874039100
417458.00000000
NS
USD
35012202.46000000
0.964978780135
Long
EC
CORP
TW
N
1
N
N
N
CWABS, Inc. Asset-Backed Certificates Trust
N/A
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1
126673BC5
176696.88000000
PA
USD
166377.23000000
0.004585558324
Long
ABS-O
CORP
US
N
2
2034-10-25
Floating
1.04924900
N
N
N
N
N
N
Hakuhodo DY Holdings, Inc.
N/A
Hakuhodo DY Holdings, Inc.
N/A
6400.00000000
NS
81543.56000000
0.002247439450
Long
EC
CORP
JP
N
2
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
2676000.00000000
PA
USD
2664145.32000000
0.073427077429
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2J3
250000.00000000
PA
USD
258418.71000000
0.007122333187
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
2.10000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BS2
1060000.00000000
PA
USD
1271698.43000000
0.035049551683
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609W102
106158.00000000
NS
USD
32345281.02000000
0.891475189470
Long
EC
CORP
KY
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG (Registered)
N/A
101778.00000000
NS
1184896.82000000
0.032657193995
Long
EC
CORP
CH
N
2
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
23535.00000000
NS
USD
1671455.70000000
0.046067347070
Long
EC
CORP
US
N
1
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
N/A
12273.00000000
NS
97531.33000000
0.002688081789
Long
EC
CORP
FI
N
2
N
N
N
Nihon M&A Center, Inc.
N/A
Nihon M&A Center, Inc.
N/A
4100.00000000
NS
240758.52000000
0.006635596923
Long
EC
CORP
JP
N
2
N
N
N
Orion OYJ
74370029VAHCXDR7B745
Orion OYJ, Class B
N/A
2907.00000000
NS
124418.45000000
0.003429123439
Long
EC
CORP
FI
N
2
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
879116.00000000
NS
1459424.81000000
0.040223518485
Long
EC
CORP
IT
N
2
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081AY8
173000.00000000
PA
USD
172135.00000000
0.004744249451
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.15000000
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VAR5
715000.00000000
PA
USD
638423.39000000
0.017595723228
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canadian Treasury Bills
N/A
7616000.00000000
PA
5712485.90000000
0.157443042368
Long
STIV
NUSS
CA
N
2
2021-04-29
None
0.00000000
N
N
N
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
945000.00000000
PA
114930.54000000
0.003167625127
Long
DBT
NUSS
SE
Y
2
2029-11-12
Fixed
0.75000000
N
N
N
N
N
N
United Natural Foods, Inc.
N/A
United Natural Foods, Inc., 1st Lien Term Loan B
91116KAB1
251029.78000000
PA
USD
246742.19000000
0.006800514128
Long
LON
CORP
US
N
2
2025-10-22
Variable
4.39663000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
17186.00000000
NS
USD
963103.44000000
0.026544299340
Long
EC
CORP
US
N
1
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2004-6, Class 8A1
576434SL9
47524.30000000
PA
USD
48529.79000000
0.001337539893
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
5.50000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAS0
750000.00000000
PA
USD
672898.04000000
0.018545886410
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
13616.00000000
NS
USD
1588034.08000000
0.043768146008
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Home Equity Asset-Backed Securities Trust
N/A
Wells Fargo Home Equity Asset-Backed Securities Trust, Series 2004-2, Class M8A
94980GAV3
97169.99000000
PA
USD
88997.11000000
0.002452868331
Long
ABS-O
CORP
US
Y
3
2034-10-25
Floating
4.64924900
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDY5
1018000.00000000
PA
USD
1061868.03000000
0.029266371272
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
ICADE
969500UDH342QLTE1M42
ICADE
N/A
824.00000000
NS
41670.20000000
0.001148481270
Long
EC
CORP
FR
N
2
N
N
Credicorp Ltd.
529900UYAEYQCQ2BKB17
Credicorp Ltd.
N/A
490.00000000
NS
USD
56193.20000000
0.001548752771
Long
EC
CORP
BM
N
1
N
N
N
Chase Mortgage Finance Trust
N/A
Chase Mortgage Finance Trust, Series 2006-S4, Class A5
16162YAE5
249411.21000000
PA
USD
175599.61000000
0.004839738306
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.00000000
N
N
N
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
N/A
3342.00000000
NS
92749.66000000
0.002556293162
Long
EC
CORP
DK
N
2
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
93010.00000000
NS
USD
7915151.00000000
0.218151165020
Long
EC
CORP
US
N
1
N
N
N
PECO Energy Co.
YH65D4JBECK76IFEJ279
PECO Energy Co.
693304AY3
234000.00000000
PA
USD
239159.61000000
0.006591529024
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
N/A
156963.00000000
NS
529153.57000000
0.014584114411
Long
EC
CORP
FI
N
2
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust, Series 2015-3A, Class C
68268LAC1
965000.00000000
PA
USD
966813.81000000
0.026646561639
Long
ABS-O
CORP
US
Y
3
2028-11-20
Fixed
5.82000000
N
N
N
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
27015.00000000
NS
337409.32000000
0.009299410238
Long
EC
CORP
GB
N
2
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
N/A
15585.00000000
NS
472934.37000000
0.013034645048
Long
EC
CORP
NL
N
2
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAE3
160000.00000000
PA
USD
163338.27000000
0.004501800899
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VCV4
2205000.00000000
PA
USD
2687286.44000000
0.074064874773
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
China Pacific Insurance Group Co. Ltd.
529900BA5ILEL308WX03
China Pacific Insurance Group Co. Ltd., Class H
N/A
383200.00000000
NS
1199211.07000000
0.033051712093
Long
EC
CORP
CN
N
2
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CF3
1527000.00000000
PA
USD
1571274.72000000
0.043306237712
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
Daikin Industries Ltd.
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd.
N/A
6800.00000000
NS
1272506.16000000
0.035071813702
Long
EC
CORP
JP
N
2
N
N
N
Boyne USA, Inc.
N/A
Boyne USA, Inc.
103557AA2
282000.00000000
PA
USD
294690.00000000
0.008122013947
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.25000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
N/A
89263.00000000
NS
458846.97000000
0.012646379212
Long
EC
CORP
GB
N
2
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
N/A
854.00000000
NS
82599.79000000
0.002276550430
Long
EC
CORP
BE
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
238150.00000000
NS
4628968.39000000
0.127579985160
Long
EC
CORP
SE
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG (Registered)
N/A
58077.00000000
NS
2575016.87000000
0.070970589207
Long
EC
CORP
DE
N
2
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BB7
1529000.00000000
PA
USD
1608125.75000000
0.044321896810
Long
DBT
CORP
US
Y
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
198842.00000000
NS
USD
6814315.34000000
0.187810798585
Long
EC
CORP
US
N
1
N
N
N
Cenovus Energy, Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAM1
430000.00000000
PA
USD
437405.48000000
0.012055425733
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1265000.00000000
PA
1904785.96000000
0.052498212136
Long
DBT
NUSS
GB
Y
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
Naspers Ltd.
21380044BQ8812EEKT59
Naspers Ltd., Class N
N/A
16921.00000000
NS
3303445.59000000
0.091046968534
Long
EC
CORP
ZA
N
2
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AA7
525000.00000000
PA
USD
502687.50000000
0.013854677411
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
EMC Corp.
KDMDXRWU7UTJ30FC8R59
EMC Corp.
268648AN2
403000.00000000
PA
USD
410878.53000000
0.011324310806
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285X4
66530000.00000000
PA
USD
66910424.53000000
1.844132482527
Long
DBT
UST
US
N
2
2021-01-31
Fixed
2.50000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BE2
206000.00000000
PA
USD
219725.24000000
0.006055894207
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAY6
833000.00000000
PA
USD
834832.60000000
0.023008999359
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
450000.00000000
PA
USD
494865.00000000
0.013639079820
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12443.06000000
-0.00034294583
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
734750.00000000
USD
619294.34000000
EUR
2020-12-29
-12443.06000000
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
475000.00000000
PA
USD
509537.25000000
0.014043464832
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAF2
350000.00000000
PA
USD
355250.00000000
0.009791121025
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFM1
1250000.00000000
PA
USD
1263105.14000000
0.034812710185
Long
DBT
CORP
US
Y
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
Seiko Epson Corp.
549300NIOFQDR749W206
Seiko Epson Corp.
N/A
7700.00000000
NS
89425.46000000
0.002464674177
Long
EC
CORP
JP
N
2
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BT0
3249000.00000000
PA
USD
3685773.14000000
0.101584379690
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Sino Land Co. Ltd.
529900G5P51053HJVZ92
Sino Land Co. Ltd.
N/A
86000.00000000
NS
101916.73000000
0.002808948734
Long
EC
CORP
HK
N
2
N
N
N
Daifuku Co. Ltd.
N/A
Daifuku Co. Ltd.
N/A
2900.00000000
NS
299041.76000000
0.008241953733
Long
EC
CORP
JP
N
2
N
N
N
Kingdee International Software Group Co. Ltd.
529900SWRZN94C5SZO63
Kingdee International Software Group Co. Ltd.
N/A
846000.00000000
NS
2233657.60000000
0.061562313554
Long
EC
CORP
KY
N
2
N
N
N
CyberArk Software Ltd.
529900YEXNDM894PWS93
CyberArk Software Ltd.
N/A
1048.00000000
NS
USD
103909.20000000
0.002863863625
Long
EC
CORP
IL
N
1
N
N
N
Saxon Asset Securities Trust
N/A
Saxon Asset Securities Trust, Series 2003-3, Class M1
805564PE5
276688.37000000
PA
USD
270801.94000000
0.007463630030
Long
ABS-O
CORP
US
N
3
2033-12-25
Floating
1.12425100
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAY1
328000.00000000
PA
USD
381951.08000000
0.010527035186
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFK5
565000.00000000
PA
USD
626462.74000000
0.017266073202
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.62500000
N
N
N
N
N
N
Schaeffler AG
549300Q7E782X7GC1P43
Schaeffler AG (Preference)
N/A
75092.00000000
NS
457260.19000000
0.012602645630
Long
EC
CORP
DE
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
1833000.00000000
PA
2219704.60000000
0.061177751945
Long
DBT
NUSS
ES
Y
2
2030-04-30
Fixed
0.50000000
N
N
N
N
N
N
Itau Unibanco Holding SA
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA (Preference)
N/A
338392.00000000
NS
1385308.01000000
0.038180769551
Long
EC
CORP
BR
N
1
N
N
N
Royal Unibrew A/S
529900D69KFL8IAP8Q63
Royal Unibrew A/S
N/A
3589.00000000
NS
349960.41000000
0.009645333506
Long
EC
CORP
DK
N
2
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc.
885160101
12746.00000000
NS
USD
1078056.68000000
0.029712550107
Long
EC
CORP
US
N
1
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KI01, Class B
35708XAC2
1691952.17000000
PA
USD
1677071.28000000
0.046222119268
Long
ABS-MBS
USGSE
US
Y
2
2022-09-25
Floating
2.59825000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2S1
655000.00000000
PA
USD
679564.33000000
0.018729617450
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.39299900
N
N
N
N
N
N
TeamViewer AG
3912000FZ0R0KEK9JS42
TeamViewer AG
N/A
4150.00000000
NS
182923.88000000
0.005041604074
Long
EC
CORP
DE
N
2
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
18599.00000000
NS
USD
3073112.77000000
0.084698716551
Long
EC
CORP
US
N
1
N
N
N
Hitachi Construction Machinery Co. Ltd.
5493009B7C53PDH8W826
Hitachi Construction Machinery Co. Ltd.
N/A
2900.00000000
NS
71521.29000000
0.001971213529
Long
EC
CORP
JP
N
2
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849AM8
1708000.00000000
PA
USD
1613380.54000000
0.044466725198
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.20000000
N
N
N
N
N
N
Toho Co. Ltd.
529900IYHHYWU4O3H185
Toho Co. Ltd.
N/A
3000.00000000
NS
118802.53000000
0.003274341870
Long
EC
CORP
JP
N
2
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GT4
210000.00000000
PA
USD
218253.81000000
0.006015339811
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
19811.00000000
NS
USD
5283791.81000000
0.145627713113
Long
EC
CORP
US
N
1
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
2659000.00000000
PA
USD
2692237.50000000
0.074201331994
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
Swatch Group AG (The)
529900NTES2LEON1JZ55
Swatch Group AG (The)
N/A
800.00000000
NS
169416.76000000
0.004669331459
Long
EC
CORP
CH
N
2
N
N
N
Shanghai Liangxin Electrical Co. Ltd.
300300X2WC3DY43W0V29
Shanghai Liangxin Electrical Co. Ltd., Class A
N/A
289480.00000000
NS
1174096.25000000
0.032359517182
Long
EC
CORP
CN
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
2334000.00000000
PA
2967560.60000000
0.081789570680
Long
DBT
NUSS
IT
Y
2
2032-03-01
Fixed
1.65000000
N
N
N
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
12611.00000000
NS
USD
1379265.07000000
0.038014218792
Long
EC
CORP
US
N
1
N
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
1045000.00000000
PA
USD
1074390.63000000
0.029611509321
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Videotron Ltd.
549300LW4GNJRBECSD81
Videotron Ltd.
92660FAK0
2195000.00000000
PA
USD
2321212.50000000
0.063975432829
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BM0
160000.00000000
PA
USD
165569.70000000
0.004563301817
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
Air Water, Inc.
N/A
Air Water, Inc.
N/A
5000.00000000
NS
71439.03000000
0.001968946343
Long
EC
CORP
JP
N
2
N
N
N
Nidec Corp.
353800IF171MZTNL6Y31
Nidec Corp.
N/A
12500.00000000
NS
1262525.97000000
0.034796747557
Long
EC
CORP
JP
N
2
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCC7
1005000.00000000
PA
USD
1048968.75000000
0.028910851464
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
Alcon, Inc.
549300LDT5AP8S0NBM78
Alcon, Inc.
N/A
13651.00000000
NS
776102.56000000
0.021390328199
Long
EC
CORP
CH
N
2
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AZ0
460000.00000000
PA
USD
493876.42000000
0.013611833355
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EA9
454000.00000000
PA
USD
444352.50000000
0.012246894033
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
Odakyu Electric Railway Co. Ltd.
N/A
Odakyu Electric Railway Co. Ltd.
N/A
8200.00000000
NS
197886.66000000
0.005453996445
Long
EC
CORP
JP
N
2
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262AW3
2693000.00000000
PA
USD
2659337.50000000
0.073294568076
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.45000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
N/A
339200.00000000
NS
1337094.06000000
0.036851934591
Long
EC
CORP
JP
N
2
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAH3
375000.00000000
PA
USD
391372.50000000
0.010786700952
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AC8
239000.00000000
PA
USD
240219.57000000
0.006620742807
Long
DBT
CORP
AU
Y
2
2021-04-28
Fixed
2.37500000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
2172000.00000000
PA
USD
2232837.72000000
0.061539716667
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
68621.00000000
NS
USD
9272069.52000000
0.255549485781
Long
EC
CORP
NL
N
1
N
N
N
Otsuka Corp.
529900RG9DJ58J3UIE72
Otsuka Corp.
N/A
2800.00000000
NS
128664.67000000
0.003546154414
Long
EC
CORP
JP
N
2
N
N
N
Mapletree Commercial Trust
549300BF18K4IC5LZ208
Mapletree Commercial Trust
N/A
59400.00000000
NS
74896.05000000
0.002064226009
Long
EC
CORP
SG
N
2
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AF4
500000.00000000
PA
USD
545940.00000000
0.015046768789
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
iHeartMedia, Inc.
N/A
iHeartMedia, Inc., Class A
45174J509
554.00000000
NS
USD
4553.88000000
0.000125510458
Long
EC
CORP
US
N
1
N
N
Oracle Corp.
529900MIMKY9RU60Z323
Oracle Corp.
N/A
1100.00000000
NS
109934.10000000
0.003029917179
Long
EC
CORP
JP
N
2
N
N
N
Hankyu Hanshin Holdings, Inc.
N/A
Hankyu Hanshin Holdings, Inc.
N/A
6400.00000000
NS
195413.53000000
0.005385833982
Long
EC
CORP
JP
N
2
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2B8
239000.00000000
PA
USD
247565.70000000
0.006823211063
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
2.62500000
N
N
N
N
N
N
Keio Corp.
N/A
Keio Corp.
N/A
2800.00000000
NS
162728.29000000
0.004484989110
Long
EC
CORP
JP
N
2
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R05, Class 1B1
20754HAD0
1000000.00000000
PA
USD
894812.30000000
0.024662112664
Long
ABS-MBS
CORP
US
Y
2
2039-07-25
Floating
4.24924900
N
N
N
N
N
N
Asahi Intecc Co. Ltd.
N/A
Asahi Intecc Co. Ltd.
N/A
5400.00000000
NS
167336.15000000
0.004611987323
Long
EC
CORP
JP
N
2
N
N
N
Segro plc
213800XC35KGM9NFC641
Segro plc
N/A
37259.00000000
NS
435360.43000000
0.011999061674
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
278.53000000
0.000007676624
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
2136035.38000000
SEK
240523.71000000
USD
2020-12-29
278.53000000
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust MLMI, Series 2003-A4, Class 3A
589929W87
59968.56000000
PA
USD
58574.98000000
0.001614397517
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Variable
3.86800600
N
N
N
N
N
N
ILFC E-Capital Trust I
N/A
ILFC E-Capital Trust I
44965TAA5
1015000.00000000
PA
USD
532763.31000000
0.014683603225
Long
SN
CORP
US
Y
2
2065-12-21
Floating
2.98000100
N
N
N
N
N
N
Bear Stearns Asset-Backed Securities I Trust
N/A
Bear Stearns Asset-Backed Securities I Trust, Series 2004-AC3, Class M1
073879BP2
445061.15000000
PA
USD
388734.48000000
0.010713993920
Long
ABS-MBS
CORP
US
N
3
2034-06-25
Floating
0.97425000
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAB3
655000.00000000
PA
USD
693481.25000000
0.019113184651
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust, Series 2004-3, Class M2
542514GN8
656281.10000000
PA
USD
644536.49000000
0.017764207681
Long
ABS-O
CORP
US
N
3
2034-07-25
Floating
1.04924900
N
N
N
N
N
N
Cedar Fair LP
N/A
Cedar Fair LP
150190AB2
331000.00000000
PA
USD
306588.75000000
0.008449957934
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.37500000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
13857.00000000
NS
USD
22462335.57000000
0.619089221881
Long
EC
CORP
US
N
1
N
N
N
Recipharm AB
549300FHCTIFJOZ9D484
Recipharm AB, Class B
N/A
24557.00000000
NS
395440.09000000
0.010898808668
Long
EC
CORP
SE
N
2
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BT0
640000.00000000
PA
USD
783035.30000000
0.021581402925
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
Murphy USA, Inc.
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
9029.00000000
NS
USD
1104156.41000000
0.030431890333
Long
EC
CORP
US
N
1
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
N/A
5139.00000000
NS
98241.46000000
0.002707653834
Long
EC
CORP
SE
N
2
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
2007.00000000
NC
USD
-4064800.80000000
-0.11203084187
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange EUR/USD
2020-12-14
292444987.50000000
USD
-4064800.80000000
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BF0
580000.00000000
PA
USD
616612.50000000
0.016994588636
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BY9
505000.00000000
PA
USD
536784.68000000
0.014794437062
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.32000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
481324.00000000
NS
667151.11000000
0.018387494046
Long
EC
CORP
GB
N
2
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAF7
454000.00000000
PA
USD
484645.00000000
0.013357404220
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
Recordati Industria Chimica e Farmaceutica SpA
815600FBF92FD3531704
Recordati Industria Chimica e Farmaceutica SpA
N/A
2891.00000000
NS
149882.78000000
0.004130951269
Long
EC
CORP
IT
N
2
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAT7
67000.00000000
PA
USD
81497.90000000
0.002246181005
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
Aviva plc
YF0Y5B0IB8SM0ZFG9G81
Aviva plc
N/A
109039.00000000
NS
363707.97000000
0.010024232940
Long
EC
CORP
GB
N
2
N
N
N
Wiwynn Corp.
254900FV2R15PMKXFL69
Wiwynn Corp.
N/A
50000.00000000
NS
1272263.98000000
0.035065138927
Long
EC
CORP
TW
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
N/A
45757.00000000
NS
4131554.96000000
0.113870667517
Long
EC
CORP
FR
N
2
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
500000.00000000
PA
USD
461420.44000000
0.012717307168
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
N/A
5526.00000000
NS
125524.39000000
0.003459604487
Long
EC
CORP
CH
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2016-157
38379U2A3
9515136.78000000
PA
USD
585666.18000000
0.016141670510
Long
ABS-MBS
USGA
US
N
2
2057-11-16
Variable
0.91935000
N
N
N
N
N
N
Kuraray Co. Ltd.
549300W9JPTOE739QZ31
Kuraray Co. Ltd.
N/A
8900.00000000
NS
82315.93000000
0.002268726904
Long
EC
CORP
JP
N
2
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAZ1
330000.00000000
PA
USD
382331.61000000
0.010537523054
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.10000000
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
185498.00000000
NS
USD
13580308.58000000
0.374289781465
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
-13318.00000000
NS
USD
-747006.62000000
-0.02058840879
Short
EC
CORP
US
N
1
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ, Class B
N/A
69880.00000000
NS
5563365.53000000
0.153333104043
Long
EC
CORP
FI
N
2
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
43600.00000000
NS
2839834.14000000
0.078269274471
Long
EC
CORP
JP
N
2
N
N
N
iShares MSCI India ETF
549300282VMCFH7S5848
iShares MSCI India ETF
46429B598
420190.00000000
NS
USD
14114182.10000000
0.389003983426
Long
RF
US
N
1
N
N
Taylor Morrison Communities, Inc.
549300O1Z08HI2MRK572
Taylor Morrison Communities, Inc.
87724RAJ1
807000.00000000
PA
USD
876143.76000000
0.024147585051
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
5.12500000
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
187000.00000000
PA
373060.43000000
0.010281998085
Long
DBT
NUSS
BE
Y
2
2066-06-22
Fixed
2.15000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
33519.00000000
NS
15711953.03000000
0.433040488834
Long
EC
CORP
FR
N
2
N
N
N
Japan Real Estate Investment Corp.
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp.
N/A
37.00000000
NS
181326.19000000
0.004997569799
Long
EC
CORP
JP
N
2
N
N
N
Penn Virginia Corp.
5493003S4AVU6OSXB118
Penn Virginia Corp.
70788V102
361.00000000
NS
USD
2772.48000000
0.000076412912
Long
EC
CORP
US
N
1
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
568150000.00000000
PA
5521791.76000000
0.152187280500
Long
DBT
NUSS
JP
N
2
2022-09-20
Fixed
0.80000000
N
N
N
N
N
N
NetEase, Inc.
5299004AF4DSJDB0PA32
NetEase, Inc.
64110W102
24970.00000000
NS
USD
2167146.30000000
0.059729181428
Long
EC
CORP
KY
N
1
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2004-7AR, Class 2A6
61748HCK5
159203.39000000
PA
USD
157707.42000000
0.004346607841
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
2.92394500
N
N
N
N
N
N
Advanz Pharma Corp. Ltd.
549300WZSXRSISJ4VI31
Advanz Pharma Corp. Ltd.
00775M104
1513.00000000
NS
USD
7368.31000000
0.000203079563
Long
EC
CORP
JE
N
1
N
N
N
Hargreaves Lansdown plc
2138008ZCE93ZDSESG90
Hargreaves Lansdown plc
N/A
9181.00000000
NS
161182.69000000
0.004442390499
Long
EC
CORP
GB
N
2
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc.
N/A
84800.00000000
NS
286139.48000000
0.007886351242
Long
EC
CORP
JP
N
2
N
N
N
Pan Pacific International Holdings Corp.
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp.
N/A
11300.00000000
NS
239768.38000000
0.006608307463
Long
EC
CORP
JP
N
2
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
N/A
16060.00000000
NS
167848.78000000
0.004626116027
Long
EC
CORP
NL
N
2
N
N
Bank of Kyoto Ltd. (The)
549300LRPVT8N6FNFC04
Bank of Kyoto Ltd. (The)
N/A
1600.00000000
NS
70663.21000000
0.001947563803
Long
EC
CORP
JP
N
2
N
N
N
Vitasoy International Holdings Ltd.
N/A
Vitasoy International Holdings Ltd.
N/A
364000.00000000
NS
1472345.94000000
0.040579640505
Long
EC
CORP
HK
N
2
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
N/A
6673.00000000
NS
181588.44000000
0.005004797727
Long
EC
CORP
IT
N
2
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCF0
1098000.00000000
PA
USD
1153580.76000000
0.031794085386
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HBW4
250000.00000000
PA
USD
256802.50000000
0.007077788478
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.50000000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BQ9
316000.00000000
PA
USD
323903.16000000
0.008927164081
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.37500000
N
N
N
N
N
N
Bolivarian Republic of Venezuela
529900XM8PJTJK5OJI77
Bolivarian Republic of Venezuela
N/A
150000.00000000
PA
USD
13125.00000000
0.000361740924
Long
DBT
NUSS
VE
Y
2
2022-08-23
Fixed
12.75000000
Y
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAT8
483000.00000000
PA
USD
485667.92000000
0.013385597136
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
Bellemeade Re Ltd.
2549009SOTYJD2MZFC61
Bellemeade Re Ltd., Series 2018-3A, Class M1B
07877TAB7
905897.56000000
PA
USD
899501.38000000
0.024791349398
Long
ABS-MBS
CORP
BM
Y
3
2028-10-25
Floating
1.99924900
N
N
N
N
N
N
NOVA Chemicals Corp.
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp.
66977WAR0
331000.00000000
PA
USD
323221.50000000
0.008908376704
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
N/A
49690.00000000
NS
5737599.07000000
0.158135191803
Long
EC
CORP
FR
N
2
N
N
N
Bear Stearns Asset-Backed Securities Trust
N/A
Bear Stearns Asset-Backed Securities Trust, Series 2004-2, Class M1
073879GZ5
152596.26000000
PA
USD
151153.58000000
0.004165976059
Long
ABS-O
CORP
US
N
3
2034-08-25
Floating
1.34925100
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKH4
470000.00000000
PA
USD
459555.43000000
0.012665905229
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CX6
62000.00000000
PA
USD
83235.00000000
0.002294057589
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HR1
1370000.00000000
PA
USD
1295986.96000000
0.035718973039
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
Kuwait International Government Bond
549300FSC1YD0D9XX589
State of Kuwait
N/A
700000.00000000
PA
USD
718593.75000000
0.019805315620
Long
DBT
NUSS
KW
Y
2
2022-03-20
Fixed
2.75000000
N
N
N
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
32089.00000000
NS
USD
1236068.28000000
0.034067541519
Long
EC
CORP
US
N
1
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAQ7
1414000.00000000
PA
USD
1423268.77000000
0.039227014154
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.87500000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings, Inc.
N/A
9300.00000000
NS
250053.12000000
0.006891767376
Long
EC
CORP
JP
N
2
N
N
N
Mylan, Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BJ5
2149000.00000000
PA
USD
2659946.91000000
0.073311364155
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
California Resources Corp.
N/A
California Resources Corp.
N/A
19703.00000000
NS
USD
264020.20000000
0.007276717047
Long
EC
CORP
US
N
1
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
862000.00000000
PA
USD
881481.20000000
0.024294691373
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
449934AD0
200000.00000000
PA
USD
207279.00000000
0.005712860731
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Toyota Industries Corp.
35380000WKGEAHEMW830
Toyota Industries Corp.
N/A
4100.00000000
NS
264955.87000000
0.007302505248
Long
EC
CORP
JP
N
2
N
N
N
OnDeck Asset Securitization Trust LLC
N/A
OnDeck Asset Securitization Trust LLC, Series 2018-1A, Class C
68235RAE4
250000.00000000
PA
USD
249999.00000000
0.006890275764
Long
ABS-O
CORP
US
Y
3
2022-04-18
Fixed
4.52000000
N
N
N
N
N
N
Crestwood Midstream Partners LP
N/A
Crestwood Midstream Partners LP
226373AL2
19000.00000000
PA
USD
18416.80000000
0.000507589353
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
35823.01000000
0.000987325619
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
2414620.18000000
EUR
2848072.51000000
USD
2020-11-04
35823.01000000
N
N
N
Cenovus Energy, Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAP4
704000.00000000
PA
USD
686919.93000000
0.018932346711
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.25000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DP2
2765000.00000000
PA
USD
2638719.33000000
0.072726306295
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Prestige Brands, Inc.
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAL9
440000.00000000
PA
USD
457050.00000000
0.012596852539
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
McDonald's Holdings Co. Japan Ltd.
529900FY9FV0AYNRC729
McDonald's Holdings Co. Japan Ltd.
N/A
1800.00000000
NS
85358.49000000
0.002352583549
Long
EC
CORP
JP
N
2
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series C
337932AJ6
329000.00000000
PA
USD
356987.03000000
0.009838995679
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.85000000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
50000.00000000
PA
USD
1400.00000000
0.000038585698
Long
DBT
NUSS
VE
Y
2
2021-11-17
Fixed
9.00000000
Y
N
N
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA, Class B
N/A
2722.00000000
NS
98217.36000000
0.002706989608
Long
EC
CORP
NO
N
2
N
N
N
N/A
N/A
Japan 10 Year Bond Mini
N/A
52.00000000
NC
-4100.06000000
-0.00011300262
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing
549300ZLWT3FK3F0FW61
Long
Japan
Japan 10 Year Bond Mini
2020-12-11
789464000.00000000
JPY
-4100.06000000
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAA5
1095000.00000000
PA
USD
1168069.35000000
0.032193408505
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
7.00000000
N
N
N
N
N
N
Rocket Cos., Inc.
N/A
Rocket Cos., Inc., Class A
77311W101
39605.00000000
NS
USD
721999.15000000
0.019899172576
Long
EC
CORP
US
N
1
N
N
State of Qatar
52990074F6OJOAXK4P65
State of Qatar
74727PAW1
860000.00000000
PA
USD
922618.75000000
0.025428492164
Long
DBT
NUSS
QA
Y
2
2023-04-23
Fixed
3.87500000
N
N
N
N
N
N
Japan Prime Realty Investment Corp.
353800NJOQJAY1ODEX72
Japan Prime Realty Investment Corp.
N/A
22.00000000
NS
59456.41000000
0.001638690798
Long
EC
CORP
JP
N
2
N
N
N
KEB Hana Bank
6RPK2YDJN6L35AS0M510
KEB Hana Bank
48252PQG6
130000.00000000
PA
USD
129919.36000000
0.003580735192
Long
STIV
CORP
KR
Y
2
2021-03-16
None
0.00000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAT5
320000.00000000
PA
USD
389480.46000000
0.010734554034
Long
DBT
CORP
US
N
2
2047-05-09
Fixed
4.50000000
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BA4
395000.00000000
PA
USD
372287.50000000
0.010260695196
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
5.25000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DC8
1425000.00000000
PA
USD
1643060.31000000
0.045284735670
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.87500000
N
N
N
N
N
N
Hilton Worldwide Finance LLC
N/A
Hilton Worldwide Finance LLC
432891AH2
209000.00000000
PA
USD
210935.34000000
0.005813633898
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.62500000
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAU9
380000.00000000
PA
USD
384495.40000000
0.010597159732
Long
DBT
CORP
US
Y
2
2021-04-12
Fixed
3.10000000
N
N
N
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AV2
1340000.00000000
PA
USD
1335752.20000000
0.036814951301
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABJ3
470000.00000000
PA
USD
478328.40000000
0.013183311060
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AJ4
3221000.00000000
PA
USD
3749082.95000000
0.103329274867
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
N/A
2525.00000000
NS
223041.94000000
0.006147306483
Long
EC
CORP
FR
N
2
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
845000.00000000
PA
1075604.07000000
0.029644953200
Long
DBT
NUSS
BE
Y
2
2027-06-22
Fixed
0.80000000
N
N
N
N
N
N
ZOZO, Inc.
549300GC7XPQMZA0OW13
ZOZO, Inc.
N/A
3000.00000000
NS
76103.72000000
0.002097510859
Long
EC
CORP
JP
N
2
N
N
N
Endo Dac
N/A
Endo Dac
29273DAC4
226000.00000000
PA
USD
174585.00000000
0.004811774424
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
6.00000000
N
N
N
N
N
N
St James's Place plc
213800M993ICXOMBCP87
St James's Place plc
N/A
14898.00000000
NS
173631.03000000
0.004785481853
Long
EC
CORP
GB
N
2
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523100
61019.00000000
NS
USD
10188342.43000000
0.280803078896
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBR2
435000.00000000
PA
USD
424520.85000000
0.011700309697
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
RFMSI Trust
N/A
RFMSI Trust, Series 2006-S10, Class 1A1
74958DAA6
494684.64000000
PA
USD
475730.85000000
0.013111719430
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.00000000
N
N
N
N
N
N
Dana Financing Luxembourg SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg SARL
235822AA1
725000.00000000
PA
USD
752187.50000000
0.020731200129
Long
DBT
CORP
LU
Y
2
2026-06-01
Fixed
6.50000000
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
185000.00000000
PA
288053.12000000
0.007939093482
Long
DBT
NUSS
BE
Y
2
2047-06-22
Fixed
1.60000000
N
N
N
N
N
N
Kikkoman Corp.
529900T9K5UH9HXOND47
Kikkoman Corp.
N/A
3900.00000000
NS
194220.55000000
0.005352954005
Long
EC
CORP
JP
N
2
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AE5
372000.00000000
PA
USD
396879.36000000
0.010938476695
Long
DBT
CORP
FI
N
2
2027-06-12
Fixed
4.37500000
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust, Series 2006-A8, Class 3A1
761119AP1
2398012.23050000
PA
USD
1704866.08000000
0.046988177680
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.00000000
N
N
N
N
N
N
United Internet AG
3VEKWPJHTD4NKMBVG947
United Internet AG (Registered)
N/A
2962.00000000
NS
103873.17000000
0.002862870594
Long
EC
CORP
DE
N
2
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2B6
250000.00000000
PA
USD
258740.46000000
0.007131201007
Long
DBT
CORP
CH
N
2
2022-04-08
Fixed
2.80000000
N
N
N
N
N
N
Rolls-Royce Holdings plc
213800EC7997ZBLZJH69
Rolls-Royce Holdings plc
N/A
177990.00000000
NS
89928.56000000
0.002478540224
Long
CORP
GB
N
1
N
N
N
Quebecor Media, Inc.
5493006O1E1TBNKPQW25
Quebecor Media, Inc.
74819RAP1
81000.00000000
PA
USD
86953.50000000
0.002396543960
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
5.75000000
N
N
N
N
N
N
Kia Motors Corp.
988400V8MJK9N7OI5X76
Kia Motors Corp.
N/A
33593.00000000
NS
1506618.07000000
0.041524221990
Long
EC
CORP
KR
N
2
N
N
N
BOC Hong Kong Holdings Ltd.
N/A
BOC Hong Kong Holdings Ltd.
N/A
102000.00000000
NS
283303.81000000
0.007808196736
Long
EC
CORP
HK
N
2
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
4685.00000000
NS
USD
7601412.50000000
0.209504151300
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271V100
31600.00000000
NS
USD
850040.00000000
0.023428133754
Long
EC
CORP
US
N
1
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
500000.00000000
PA
USD
536770.00000000
0.014794032463
Long
DBT
CORP
NL
Y
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BQ3
212000.00000000
PA
USD
217234.28000000
0.005987240327
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd.
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901102
3538.00000000
NS
USD
931095.46000000
0.025662120576
Long
EC
CORP
CA
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCG8
691000.00000000
PA
USD
721231.25000000
0.019878008320
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
Japan Exchange Group, Inc.
353800578ADEGIJTVW07
Japan Exchange Group, Inc.
N/A
14000.00000000
NS
341785.37000000
0.009420019485
Long
EC
CORP
JP
N
2
N
N
N
Brenntag AG
NNROIXVWJ7CPSR27SV97
Brenntag AG
N/A
4272.00000000
NS
273050.97000000
0.007525616026
Long
EC
CORP
DE
N
2
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JJ7
430000.00000000
PA
USD
387178.76000000
0.010671116389
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
N/A
7445.00000000
NS
319604.76000000
0.008808694962
Long
EC
CORP
DE
Y
2
N
N
N
Meridian Energy Ltd.
254900IFKXIGNCY3A092
Meridian Energy Ltd.
N/A
35437.00000000
NS
124200.64000000
0.003423120331
Long
EC
CORP
NZ
N
2
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
640000.00000000
PA
USD
897208.29000000
0.024728149056
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
Specialty Underwriting & Residential Finance Trust
N/A
Specialty Underwriting & Residential Finance Trust, Series 2003-BC4, Class M1
84751PBK4
368323.54000000
PA
USD
364853.97000000
0.010055818090
Long
ABS-O
CORP
US
N
3
2034-11-25
Floating
1.04924900
N
N
N
N
N
N
ALSO Holding AG
529900ACS8A6PTQI6141
ALSO Holding AG (Registered)
N/A
2073.00000000
NS
485013.00000000
0.013367546746
Long
EC
CORP
CH
N
2
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
022249AU0
769000.00000000
PA
USD
877559.73000000
0.024186610902
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
2140000.00000000
PA
USD
2373639.21000000
0.065420376566
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400200
N
N
N
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB, Class B
N/A
9443.00000000
NS
177108.88000000
0.004881335619
Long
EC
CORP
SE
N
2
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BQ1
905000.00000000
PA
USD
936019.53000000
0.025797833920
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Spirax-Sarco Engineering plc
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering plc
N/A
2048.00000000
NS
299404.34000000
0.008251946877
Long
EC
CORP
GB
N
2
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
N/A
6329.00000000
NS
207549.56000000
0.005720317693
Long
EC
CORP
FR
N
2
N
N
N
Cargotec OYJ
5493002B0GOVF42KWX33
Cargotec OYJ, Class B
N/A
14912.00000000
NS
512562.68000000
0.014126849353
Long
EC
CORP
FI
N
2
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
185113.00000000
NS
534079.46000000
0.014719877916
Long
EC
CORP
ES
N
2
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AF6
131000.00000000
PA
USD
130345.00000000
0.003592466347
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA (Registered)
N/A
14491.00000000
NS
905742.59000000
0.024963364718
Long
EC
CORP
CH
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
29350000.00000000
PA
264440.15000000
0.007288291379
Long
DBT
NUSS
JP
N
2
2049-09-20
Fixed
0.40000000
N
N
N
N
N
N
KNDL Mortgage Trust
N/A
KNDL Mortgage Trust, Series 2019-KNSQ, Class E
482598AN9
990000.00000000
PA
USD
980127.52000000
0.027013503640
Long
ABS-MBS
CORP
US
Y
3
2036-05-15
Floating
1.94838100
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust, Series 2019-B, Class A2
58769QAB7
185571.74000000
PA
USD
186148.92000000
0.005130490089
Long
ABS-O
CORP
US
N
2
2021-12-15
Fixed
2.01000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
370451.48000000
0.010210092257
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
41812723.93000000
EUR
49068715.88000000
USD
2020-11-04
370451.48000000
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3
3137FEBT6
5200000.00000000
PA
USD
663686.92000000
0.018292016767
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Variable
2.13830600
N
N
N
N
N
N
Cenovus Energy, Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135UAS8
1312000.00000000
PA
USD
1382520.00000000
0.038103928612
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAE3
400000.00000000
PA
USD
391200.29000000
0.010781954636
Long
DBT
CORP
GB
Y
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
Kyocera Corp.
N/A
Kyocera Corp.
N/A
8900.00000000
NS
490145.24000000
0.013508997508
Long
EC
CORP
JP
N
2
N
N
N
Northern Star Resources Ltd.
254900XFXCRYYZAX6M78
Northern Star Resources Ltd.
N/A
20545.00000000
NS
217035.46000000
0.005981760606
Long
EC
CORP
AU
N
2
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685AW3
550000.00000000
PA
USD
570743.45000000
0.015730381965
Long
DBT
CORP
US
N
2
2048-01-15
Fixed
4.25000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
340000.00000000
PA
USD
379931.04000000
0.010471360433
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
2320000.00000000
PA
2073552.67000000
0.057149627428
Long
DBT
NUSS
AU
Y
2
2047-03-21
Fixed
3.00000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CY3
1970000.00000000
PA
USD
2307755.59000000
0.063604544062
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Ensemble RCM LLC
N/A
Ensemble RCM LLC, 1st Lien Term Loan
29359BAB7
71280.00000000
PA
USD
69587.10000000
0.001917904906
Long
LON
CORP
US
N
2
2026-08-03
Variable
3.96438000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
N/A
7243.00000000
NS
525678.34000000
0.014488332856
Long
EC
CORP
FR
N
2
N
N
N
Option One Mortgage Acceptance Corp. Asset-Backed Certificates
N/A
Option One Mortgage Acceptance Corp. Asset-Backed Certificates, Series 2003-4, Class M1
68389FDU5
986284.85000000
PA
USD
982901.50000000
0.027089957895
Long
ABS-O
CORP
US
N
3
2033-07-25
Floating
1.16925100
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
16630.00000000
NS
USD
431714.80000000
0.011898583687
Long
EC
CORP
US
N
1
N
N
N
Deutsche Alt-A Securities Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1, Class A4
251510NC3
530063.22770000
PA
USD
513946.18000000
0.014164980292
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.44925100
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAB3
400000.00000000
PA
USD
400160.00000000
0.011028895114
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
300.00000000
NS
USD
38973.00000000
0.001074143165
Long
EC
CORP
CH
N
1
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BV1
398000.00000000
PA
USD
458283.30000000
0.012630843783
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
TIS, Inc.
35380064HYEZXBQHDF07
TIS, Inc.
N/A
6100.00000000
NS
116663.37000000
0.003215384024
Long
EC
CORP
JP
N
2
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DZ5
390000.00000000
PA
USD
372450.00000000
0.010265173893
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2015-KF09, Class B
30287LAE4
117611.92000000
PA
USD
116964.95000000
0.003223695935
Long
ABS-MBS
USGSE
US
Y
2
2022-05-25
Floating
5.49825100
N
N
N
N
N
N
Mebuki Financial Group, Inc.
353800K1RXV3E3JAE812
Mebuki Financial Group, Inc.
N/A
26000.00000000
NS
52238.95000000
0.001439768843
Long
EC
CORP
JP
N
2
N
N
N
Lawson, Inc.
529900IWO8XQO92PR233
Lawson, Inc.
N/A
1400.00000000
NS
64323.83000000
0.001772842798
Long
EC
CORP
JP
N
2
N
N
N
Oji Holdings Corp.
529900LVC9GIIYUGE243
Oji Holdings Corp.
N/A
23800.00000000
NS
100303.19000000
0.002764477614
Long
EC
CORP
JP
N
2
N
N
N
UPM-Kymmene OYJ
213800EC6PW5VU4J9U64
UPM-Kymmene OYJ
N/A
14818.00000000
NS
418741.57000000
0.011541025728
Long
EC
CORP
FI
N
2
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CX4
1335000.00000000
PA
USD
1451535.45000000
0.040006078151
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
FMG Resources August 2006 Pty. Ltd.
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty. Ltd.
30251GBA4
275000.00000000
PA
USD
294505.75000000
0.008116935794
Long
DBT
CORP
AU
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
06739GCR8
250000.00000000
PA
USD
254664.95000000
0.007018875007
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CC4
1262000.00000000
PA
USD
1328255.00000000
0.036608319373
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AZ6
600000.00000000
PA
USD
527134.30000000
0.014528460880
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
4.45000000
N
N
N
N
N
N
CNOOC Ltd.
549300XIVJCBIGMRUD48
CNOOC Ltd.
N/A
3563000.00000000
NS
3259987.59000000
0.089849213326
Long
EC
CORP
HK
N
2
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2018-4, Class E
02529MAJ8
765000.00000000
PA
USD
805848.71000000
0.022210168184
Long
ABS-O
CORP
US
Y
2
2025-01-13
Fixed
5.38000000
N
N
N
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AP1
530000.00000000
PA
USD
611767.46000000
0.016861053455
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BD3
1755000.00000000
PA
USD
1904175.00000000
0.052481373337
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.87500000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAT2
455000.00000000
PA
USD
537161.93000000
0.014804834529
Long
DBT
CORP
US
N
2
2045-02-10
Fixed
3.70000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
94973VAY3
215000.00000000
PA
USD
266563.36000000
0.007346809623
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
New Albertsons LP
N/A
New Albertsons LP
013104AC8
15000.00000000
PA
USD
16575.00000000
0.000456827110
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.75000000
N
N
N
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
N/A
1631.00000000
NS
489598.63000000
0.013493932273
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Russell 2000 E-Mini Index
N/A
987.00000000
NC
USD
1742518.89000000
0.048025934808
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
Russell 2000 E-Mini Index
US1248351090
2020-12-18
75880560.00000000
USD
1742518.89000000
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAU2
1240000.00000000
PA
USD
1277975.00000000
0.035222541568
Long
DBT
CORP
US
Y
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
TRI Pointe Group, Inc.
N/A
TRI Pointe Group, Inc.
87265HAF6
367000.00000000
PA
USD
394525.00000000
0.010873587677
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
N/A
10603.00000000
NS
84689.60000000
0.002334148129
Long
EC
CORP
LU
N
2
N
N
N
Scatec Solar ASA
5967007LIEEXZXIARK36
Scatec Solar ASA
N/A
11419.00000000
NS
252607.50000000
0.006962169188
Long
EC
CORP
NO
Y
2
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAH8
2809000.00000000
PA
USD
3230911.80000000
0.089047849276
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
First Franklin Mortgage Loan Trust
N/A
First Franklin Mortgage Loan Trust, Series 2005-FF10, Class A1
32027NWK3
298098.16000000
PA
USD
290246.46000000
0.007999544593
Long
ABS-O
CORP
US
N
3
2035-11-25
Floating
0.44925100
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CF2
925000.00000000
PA
USD
1145719.46000000
0.031577418420
Long
DBT
CORP
US
Y
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78388JAV8
380000.00000000
PA
USD
388284.00000000
0.010701578145
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.87500000
N
N
N
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG (Registered)
N/A
3.00000000
NS
259363.15000000
0.007148363099
Long
EC
CORP
CH
N
2
N
N
N
Sinch AB
549300UXY7QM6IDCGI12
Sinch AB
N/A
8464.00000000
NS
803509.54000000
0.022145697821
Long
EC
CORP
SE
Y
2
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BF9
270000.00000000
PA
USD
278869.70000000
0.007685987284
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.12500000
N
N
N
N
N
N
Atos SE
5493001EZOOA66PTBR68
Atos SE
N/A
2729.00000000
NS
186433.98000000
0.005138346689
Long
EC
CORP
FR
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1512000.00000000
PA
2417624.38000000
0.066632661218
Long
DBT
NUSS
GB
Y
2
2049-01-22
Fixed
1.75000000
N
N
N
N
N
N
FREMF
N/A
FREMF, Series 2018-KF46, Class B
302955AC3
443966.67000000
PA
USD
426281.17000000
0.011748826252
Long
ABS-MBS
USGSE
US
Y
2
2028-03-25
Floating
2.09824900
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2003-2, Class M1
759950AY4
231537.23000000
PA
USD
228439.72000000
0.006296075849
Long
ABS-O
CORP
US
N
3
2033-08-25
Floating
1.38674900
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
64001.00000000
NS
USD
3647416.99000000
0.100527237658
Long
EC
CORP
US
N
1
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AF2
750000.00000000
PA
USD
761250.00000000
0.020980973625
Long
DBT
CORP
FR
Y
2
2025-03-01
Fixed
6.62500000
N
N
N
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
N/A
880.00000000
NS
819368.50000000
0.022582790000
Long
EC
CORP
FR
N
2
N
N
Unicharm Corp.
353800UQ4BZIJTAQEG85
Unicharm Corp.
N/A
11000.00000000
NS
508979.89000000
0.014028103314
Long
EC
CORP
JP
N
2
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc.
65336YAN3
523000.00000000
PA
USD
526922.50000000
0.014522623415
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Canada 5 Year Bond
N/A
34.00000000
NC
-5085.21000000
-0.00014015455
N/A
DIR
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Long
Canada
Canada 5 Year Bond
2020-12-18
4401980.00000000
CAD
-5085.21000000
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAR0
3621000.00000000
PA
USD
3720577.50000000
0.102543630080
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
SEEK Ltd.
549300209NEKXBC8QO27
SEEK Ltd.
N/A
9248.00000000
NS
139973.78000000
0.003857847207
Long
EC
CORP
AU
N
2
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BT3
791000.00000000
PA
USD
820662.50000000
0.022618454210
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BP0
600000.00000000
PA
USD
598623.17000000
0.016498780875
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
54381.00000000
NS
4295290.53000000
0.118383418486
Long
EC
CORP
FR
N
2
N
N
N
Standard Life Aberdeen plc
0TMBS544NMO7GLCE7H90
Standard Life Aberdeen plc
N/A
64391.00000000
NS
187621.06000000
0.005171064054
Long
EC
CORP
GB
N
2
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMD1
2275000.00000000
PA
USD
2150853.14000000
0.059280122170
Long
DBT
CORP
US
Y
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
21268.00000000
NS
USD
4613879.92000000
0.127164128620
Long
EC
CORP
US
N
1
N
N
N
Brother Industries Ltd.
549300O5FACQ67KI6R92
Brother Industries Ltd.
114813108
6200.00000000
NS
95803.55000000
0.002640462076
Long
EC
CORP
JP
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2019-INV1, Class M1
92537FAD7
1000000.00000000
PA
USD
1001180.20000000
0.027593741044
Long
ABS-MBS
CORP
US
Y
3
2059-12-25
Variable
4.03400200
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
13539.00000000
NS
USD
748842.09000000
0.020638996571
Long
EC
CORP
US
N
1
N
N
N
United Urban Investment Corp.
353800GYZWBD7BDCN841
United Urban Investment Corp.
N/A
82.00000000
NS
87548.95000000
0.002412955285
Long
EC
CORP
JP
N
2
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96949LAE5
550000.00000000
PA
USD
596942.52000000
0.016452460122
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.85000000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565BU7
95000.00000000
PA
USD
100700.00000000
0.002775414179
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
8.00000000
N
N
N
N
N
N
Casio Computer Co. Ltd.
353800JRMIABSXKHV344
Casio Computer Co. Ltd.
N/A
5300.00000000
NS
80518.48000000
0.002219187001
Long
EC
CORP
JP
N
2
N
N
N
Canadian National Railway Co.
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375CK6
415000.00000000
PA
USD
457793.20000000
0.012617336032
Long
DBT
CORP
CA
N
2
2046-08-02
Fixed
3.20000000
N
N
N
N
N
N
Miura Co. Ltd.
N/A
Miura Co. Ltd.
N/A
2500.00000000
NS
117786.05000000
0.003246326447
Long
EC
CORP
JP
N
2
N
N
N
AGL Energy Ltd.
549300QAZ8A74DEDXO80
AGL Energy Ltd.
N/A
17670.00000000
NS
154869.33000000
0.004268386637
Long
EC
CORP
AU
N
2
N
N
N
Bolivarian Republic of Venezuela
529900XM8PJTJK5OJI77
Bolivarian Republic of Venezuela
N/A
9600.00000000
PA
USD
840.00000000
0.000023151419
Long
DBT
NUSS
VE
Y
2
2019-10-13
Fixed
7.75000000
Y
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AE7
1313000.00000000
PA
USD
1352390.00000000
0.037273509256
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAU9
746000.00000000
PA
USD
767447.50000000
0.021151784244
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
Severn Trent plc
213800RPBXRETY4A4C59
Severn Trent plc
N/A
6581.00000000
NS
207118.39000000
0.005708434125
Long
EC
CORP
GB
N
2
N
N
N
Export-Import Bank of China (The)
300300C1020211000045
Export-Import Bank of China (The)
N/A
3800000.00000000
PA
4487906.01000000
0.123692134816
Long
DBT
NUSS
CN
Y
2
2023-05-28
Fixed
0.75000000
N
N
N
N
N
N
Koninklijke Vopak NV
724500UL634GFV1KYF10
Koninklijke Vopak NV
N/A
1945.00000000
NS
101097.85000000
0.002786379408
Long
EC
CORP
NL
N
1
N
N
N
Embracer Group AB
549300RFXXKT652HB549
Embracer Group AB
N/A
6682.00000000
NS
134482.65000000
0.003706505001
Long
EC
CORP
SE
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAL3
250000.00000000
PA
USD
259659.69000000
0.007156536101
Long
DBT
CORP
JP
N
2
2022-09-11
Fixed
2.60100000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization LLC
N/A
Credit-Based Asset Servicing & Securitization LLC, Series 2004-CB4, Class A5
12489WJP0
1013375.38800000
PA
USD
1044075.09000000
0.028775976257
Long
ABS-O
CORP
US
N
2
2035-05-25
Variable
6.77999900
N
N
N
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Republic of Austria
N/A
421000.00000000
PA
643237.92000000
0.017728417516
Long
DBT
NUSS
AT
Y
2
2120-06-30
Fixed
0.85000000
N
N
N
N
N
N
Cochlear Ltd.
5493001OLLWY8KV5UC08
Cochlear Ltd.
N/A
1823.00000000
NS
272092.60000000
0.007499202186
Long
EC
CORP
AU
N
2
N
N
N
Endo Dac
N/A
Endo Dac
29273DAB6
163000.00000000
PA
USD
174851.73000000
0.004819125826
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
849000.00000000
PA
USD
863246.22000000
0.023792113200
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
N/A
1273.00000000
NS
158034.12000000
0.004355612090
Long
EC
CORP
FR
N
2
N
N
N
Natixis SA
KX1WK48MPD4Y2NCUIZ63
Natixis SA
N/A
26158.00000000
NS
60927.15000000
0.001679226176
Long
EC
CORP
FR
N
2
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CX6
320000.00000000
PA
USD
370843.64000000
0.010220900663
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Recruit Holdings Co. Ltd.
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
N/A
35300.00000000
NS
1343188.87000000
0.037019914949
Long
EC
CORP
JP
N
2
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAC7
350000.00000000
PA
USD
399000.00000000
0.010996924107
Long
DBT
CORP
US
N
2
2030-08-16
Fixed
8.12500000
N
N
N
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
53618.00000000
NS
1060988.43000000
0.029242128429
Long
EC
CORP
GB
N
2
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
25601.00000000
NS
USD
3090296.71000000
0.085172326787
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160AZ2
429000.00000000
PA
USD
480807.37000000
0.013251634481
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
N/A
1678.00000000
NS
110063.44000000
0.003033481946
Long
EC
CORP
FR
Y
2
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
74432QCJ2
1085000.00000000
PA
USD
1122728.18000000
0.030943750847
Long
DBT
CORP
US
N
2
2040-03-10
Fixed
3.00000000
N
N
N
N
N
N
Genting Singapore Ltd.
254900Y2N3AK93K1O866
Genting Singapore Ltd.
N/A
167200.00000000
NS
78954.58000000
0.002176084020
Long
EC
CORP
SG
N
2
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
99242.00000000
NS
181076.03000000
0.004990675086
Long
EC
CORP
ES
N
2
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2017-4, Class A3
02007FAC9
12590.87000000
PA
USD
12599.17000000
0.000347248411
Long
ABS-O
CORP
US
N
2
2021-12-15
Fixed
1.75000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AV5
660000.00000000
PA
USD
648584.75000000
0.017875782638
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.20000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AG6
421000.00000000
PA
USD
408412.10000000
0.011256333002
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
33487.00000000
NS
USD
1819013.84000000
0.050134228441
Long
EC
CORP
US
N
1
N
N
N
Advantest Corp.
353800EMK32PDKS9XR54
Advantest Corp.
N/A
5600.00000000
NS
324368.61000000
0.008939992448
Long
EC
CORP
JP
N
2
N
N
N
Nippon Express Co. Ltd.
529900NTHOQWZAW95H82
Nippon Express Co. Ltd.
N/A
2100.00000000
NS
117767.07000000
0.003245803336
Long
EC
CORP
JP
N
2
N
N
N
Diageo plc
213800ZVIELEA55JMJ32
Diageo plc
N/A
367749.00000000
NS
11884868.00000000
0.327561382001
Long
EC
CORP
GB
N
2
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AX6
1330000.00000000
PA
USD
1190875.62000000
0.032821976977
Long
DBT
CORP
GB
N
2
2050-08-06
Fixed
2.12500000
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
25272KAN3
300000.00000000
PA
USD
404222.58000000
0.011140864748
Long
DBT
CORP
US
Y
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Dino Polska SA
259400H4L81SMPRTW956
Dino Polska SA
N/A
26471.00000000
NS
1455360.66000000
0.040111505580
Long
EC
CORP
PL
Y
2
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series C
337932AC1
101000.00000000
PA
USD
134420.87000000
0.003704802270
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.37500000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BG3
322000.00000000
PA
USD
392466.15000000
0.010816843273
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.68500000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
437000.00000000
PA
USD
478092.61000000
0.013176812401
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBQ3
775000.00000000
PA
USD
691531.52000000
0.019059447727
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.12500000
N
N
N
N
N
N
Teva Pharmaceutical Industries Ltd.
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd.
881624209
30413.00000000
NS
USD
265201.36000000
0.007309271250
Long
EC
CORP
IL
N
1
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
228000.00000000
PA
USD
221920.11000000
0.006116387487
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDA5
964000.00000000
PA
USD
992630.80000000
0.027358109207
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24723.05000000
-0.00068139725
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2929638.14000000
USD
2494183.61000000
EUR
2020-11-04
-24723.05000000
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
N/A
34728.00000000
NS
966868.61000000
0.026648071994
Long
EC
CORP
DE
N
2
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AC0
464000.00000000
PA
USD
478792.32000000
0.013196097258
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
5.87500000
N
N
N
N
N
N
Tokyo Gas Co. Ltd.
353800678EIJLOQSWZ83
Tokyo Gas Co. Ltd.
N/A
10400.00000000
NS
235659.22000000
0.006495054028
Long
EC
CORP
JP
N
2
N
N
N
Toshiba Corp.
549300LBHTST91VKHO68
Toshiba Corp.
N/A
10700.00000000
NS
270665.67000000
0.007459874264
Long
EC
CORP
JP
N
2
N
N
N
East Japan Railway Co.
353800SENYJ2DSM6PS44
East Japan Railway Co.
N/A
8300.00000000
NS
434035.65000000
0.011962549129
Long
EC
CORP
JP
N
2
N
N
N
Experian plc
635400RXXHHYT1JTSZ26
Experian plc
N/A
25216.00000000
NS
923760.39000000
0.025459957147
Long
EC
CORP
JE
N
2
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
2960000.00000000
PA
USD
3164373.20000000
0.087213964728
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
76000.00000000
PA
89894.21000000
0.002477593496
Long
DBT
NUSS
ES
Y
2
2050-10-31
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12850.74000000
0.000354181986
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
1123158.99000000
CHF
1240071.71000000
USD
2020-12-29
12850.74000000
N
N
N
USS Co. Ltd.
5299000RRQD6UZXG4W72
USS Co. Ltd.
N/A
6000.00000000
NS
109743.46000000
0.003024662909
Long
EC
CORP
JP
N
2
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491AV7
1800000.00000000
PA
USD
2160887.80000000
0.059556689575
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
Olin Corp.
549300GKK294V7W57P06
Olin Corp.
680665AJ5
460000.00000000
PA
USD
466900.00000000
0.012868330490
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.12500000
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
60000.00000000
PA
119698.54000000
0.003299036992
Long
DBT
NUSS
BE
Y
2
2066-06-22
Fixed
2.15000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
102000.00000000
PA
132551.64000000
0.003653284023
Long
DBT
NUSS
ES
Y
2
2028-07-30
Fixed
1.40000000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158BA3
235000.00000000
PA
USD
243709.23000000
0.006716922071
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.80000000
N
N
N
N
N
N
Telstra Corp. Ltd.
PCTXNQGRJVR3OG33JG65
Telstra Corp. Ltd.
8796V4XT4
250000.00000000
PA
USD
249097.52000000
0.006865429881
Long
STIV
CORP
AU
Y
2
2021-10-27
None
0.00000000
N
N
N
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
N/A
2297.00000000
NS
116498.74000000
0.003210846622
Long
EC
CORP
DE
N
2
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362U104
25268.00000000
NS
USD
1889288.36000000
0.052071079476
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2004-5AR, Class 4A
61748HAW1
62127.50000000
PA
USD
62843.49000000
0.001732042832
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
3.46537400
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2017-5, Class A3
02007YAC8
29886.75000000
PA
USD
29934.66000000
0.000825035549
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
1.99000000
N
N
N
N
N
N
Bank of East Asia Ltd. (The)
CO6GC26LCGGRTUESIP55
Bank of East Asia Ltd. (The)
N/A
36200.00000000
NS
65305.35000000
0.001799894681
Long
EC
CORP
HK
N
2
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAL7
1345000.00000000
PA
USD
1291200.00000000
0.035587038614
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
N/A
16332.00000000
NS
567410.96000000
0.015638534497
Long
EC
CORP
FR
N
2
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887AX0
143000.00000000
PA
USD
213892.00000000
0.005895123035
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KF65, Class B
30298JAG1
1125000.00000000
PA
USD
1060333.54000000
0.029224078866
Long
ABS-MBS
USGSE
US
Y
2
2029-07-25
Floating
2.54824900
N
N
N
N
N
N
Auckland International Airport Ltd.
549300HFZIZDJWB7AK60
Auckland International Airport Ltd.
N/A
34969.00000000
NS
161762.38000000
0.004458367459
Long
EC
CORP
NZ
N
2
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
28844.00000000
NS
USD
908297.56000000
0.025033782791
Long
EC
CORP
US
N
1
N
N
N
Gulf Finance LLC
N/A
Gulf Finance LLC, 1st Lien Term Loan B
40227UAB2
484241.90000000
PA
USD
340383.32000000
0.009381377286
Long
LON
CORP
US
N
2
2023-08-25
Variable
6.25000000
N
N
N
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313AJ2
822000.00000000
PA
USD
870417.67000000
0.023989767063
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.60000000
N
N
N
N
N
N
Check Point Software Technologies Ltd.
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
N/A
3219.00000000
NS
USD
365549.64000000
0.010074991600
Long
EC
CORP
IL
N
1
N
N
N
Teijin Ltd.
3538000RF6UCIMPKCO54
Teijin Ltd.
N/A
5000.00000000
NS
76589.81000000
0.002110908090
Long
EC
CORP
JP
N
2
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AT5
2328000.00000000
PA
USD
2459671.68000000
0.067791535822
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.85000000
N
N
N
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG (Registered)
N/A
1029.00000000
NS
585675.61000000
0.016141930412
Long
EC
CORP
CH
N
2
N
N
N
Compass Group plc
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
49520.00000000
NS
677817.27000000
0.018681466357
Long
EC
CORP
GB
N
2
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAM3
371000.00000000
PA
USD
477545.48000000
0.013161732835
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.20000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50076QAE6
1047000.00000000
PA
USD
1146881.78000000
0.031609453369
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
1050000.00000000
PA
USD
1059584.28000000
0.029203428351
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates, Series 2005-AR8, Class 2AB2
92922FR91
1556632.40000000
PA
USD
1520914.22000000
0.041918241229
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
0.98925100
N
N
N
N
N
N
THK Co. Ltd.
N/A
THK Co. Ltd.
N/A
3400.00000000
NS
90252.71000000
0.002487474191
Long
EC
CORP
JP
N
2
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
CarMax Auto Owner Trust, Series 2019-1, Class A2A
14315NAH3
17426.23000000
PA
USD
17446.47000000
0.000480845881
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
3.02000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-245.40000000
-0.00000676352
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
1957417.52000000
SEK
219910.19000000
USD
2020-12-29
-245.40000000
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAD5
2235000.00000000
PA
USD
2318521.95000000
0.063901278006
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Ferrovial SA
95980020140005757903
Ferrovial SA
N/A
13453.00000000
NS
291358.92000000
0.008030205341
Long
EC
CORP
ES
N
2
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
502000.00000000
PA
USD
542659.71000000
0.014956360017
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Liberty Media Corp.-Liberty SiriusXM
N/A
Liberty Media Corp.-Liberty SiriusXM, Class C
531229607
68624.00000000
NS
USD
2374390.40000000
0.065441080274
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066GAH7
343000.00000000
PA
USD
392683.06000000
0.010822821576
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co., Series 123
202795JL5
500000.00000000
PA
USD
582778.95000000
0.016062094948
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC5, Class M1
61746RFV8
278916.32000000
PA
USD
269840.02000000
0.007437118348
Long
ABS-O
CORP
US
N
3
2034-05-25
Floating
1.04924900
N
N
N
N
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918A105
5297.00000000
NS
USD
1040648.62000000
0.028681538587
Long
EC
CORP
US
N
1
N
N
EP Energy Corp.
549300Z6HPQS1H5IYQ07
EP Energy Corp.
268785201
4598.00000000
NS
USD
133342.00000000
0.003675067303
Long
EC
CORP
US
N
2
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
N/A
552784.00000000
NS
1338471.41000000
0.036889896028
Long
EC
CORP
MX
N
1
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
16108.00000000
NS
USD
1585993.68000000
0.043711910108
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBB0
155000.00000000
PA
USD
152995.32000000
0.004216736648
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust, Series 2006-HE3, Class A2C
36244KAD7
137229.66000000
PA
USD
135863.44000000
0.003744561249
Long
ABS-O
CORP
US
N
2
2046-05-25
Floating
0.30925100
N
N
N
N
N
N
N/A
N/A
Australia 10 Year Bond
N/A
-23.00000000
NC
-29672.66000000
-0.00081781451
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
N/A
Australia 10 Year Bond
2020-12-15
-3438825.22000000
AUD
-29672.66000000
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
335000.00000000
PA
USD
466662.90000000
0.012861795726
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
379000.00000000
PA
USD
396055.00000000
0.010915756333
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Park24 Co. Ltd.
549300LFG2WZWCWM4M68
Park24 Co. Ltd.
N/A
3100.00000000
NS
41874.37000000
0.001154108443
Long
EC
CORP
JP
N
2
N
N
N
Investment AB Latour
5493006GFBLNB3Y0Y789
Investment AB Latour, Class B
N/A
4094.00000000
NS
95468.33000000
0.002631223006
Long
EC
CORP
SE
N
2
N
N
N
Tokyu Corp.
3538005PGNIBTZYXAE45
Tokyu Corp.
N/A
13900.00000000
NS
164918.72000000
0.004545360019
Long
EC
CORP
JP
N
2
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc.
26907YAB0
956000.00000000
PA
USD
936880.00000000
0.025821549517
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
Toppan Printing Co. Ltd.
3538003H9W4KIDODQY20
Toppan Printing Co. Ltd.
890747108
7300.00000000
NS
92829.74000000
0.002558500264
Long
EC
CORP
JP
N
2
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
N/A
625.00000000
NS
105520.18000000
0.002908264188
Long
EC
CORP
FR
N
2
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAF4
2230000.00000000
PA
USD
2083541.96000000
0.057424944381
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
Bid Corp. Ltd.
N/A
Bid Corp. Ltd.
N/A
59609.00000000
NS
820687.04000000
0.022619130562
Long
EC
CORP
ZA
N
2
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AJ0
1567000.00000000
PA
USD
1719782.50000000
0.047399292313
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.90000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
25272KAW3
180000.00000000
PA
USD
186530.40000000
0.005141004141
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDZ2
785000.00000000
PA
USD
816691.05000000
0.022508996230
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159JG2
280000.00000000
PA
USD
289133.93000000
0.007968881917
Long
DBT
CORP
CA
N
2
2022-03-07
Fixed
2.70000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
420000.00000000
PA
USD
559996.52000000
0.015434183535
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
29914.00000000
NS
USD
636869.06000000
0.017552884007
Long
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corp.
549300VH75FTB4DIEE07
Paylocity Holding Corp.
70438V106
5788.00000000
NS
USD
1073789.76000000
0.029594948615
Long
EC
CORP
US
N
1
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
N/A
2100.00000000
NS
79644.53000000
0.002195099879
Long
EC
CORP
FR
N
2
N
N
N
Tokyo Electron Ltd.
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd.
N/A
4200.00000000
NS
1127325.66000000
0.031070462974
Long
EC
CORP
JP
N
2
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887CJ6
532000.00000000
PA
USD
566868.11000000
0.015623572893
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
Altice USA, Inc.
54930064K3612MGCER95
Altice USA, Inc., Class A
02156K103
129737.00000000
NS
USD
3496412.15000000
0.096365361054
Long
EC
CORP
US
N
1
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664100
43334.00000000
NS
USD
524341.40000000
0.014451485167
Long
EC
CORP
US
N
1
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
246000.00000000
PA
USD
247680.18000000
0.006826366271
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
GN Store Nord A/S
5493008U3H3W0NKPFL10
GN Store Nord A/S
N/A
3541.00000000
NS
254941.49000000
0.007026496785
Long
EC
CORP
DK
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087H72
40000.00000000
PA
36066.65000000
0.000994040633
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
7776.00000000
NS
USD
804504.96000000
0.022173132804
Long
EC
CORP
US
N
1
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087ZS6
210000.00000000
PA
238182.84000000
0.006564608057
Long
DBT
NUSS
CA
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
W&T Offshore, Inc.
549300Q7EOY2YIO3YK85
W&T Offshore, Inc.
92922PAL0
925000.00000000
PA
USD
601250.00000000
0.016571179497
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
9.75000000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
75000.00000000
PA
USD
18750.00000000
0.000516772749
Long
DBT
NUSS
VE
Y
2
2020-10-27
Fixed
8.50000000
Y
N
N
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
N/A
2959.00000000
NS
192809.37000000
0.005314060172
Long
EC
CORP
FR
N
2
N
N
Wharf Real Estate Investment Co. Ltd.
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co. Ltd.
N/A
48000.00000000
NS
184741.48000000
0.005091699335
Long
EC
CORP
KY
N
2
N
N
N
Fuji Electric Co. Ltd.
5299000HVNGZZTYYM906
Fuji Electric Co. Ltd.
N/A
3600.00000000
NS
109162.68000000
0.003008655907
Long
EC
CORP
JP
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3
3137FL6H2
16690000.00000000
PA
USD
2697160.75000000
0.074337022737
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Variable
2.34618100
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
950000.00000000
PA
USD
961294.64000000
0.026494446618
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
West Japan Railway Co.
353800QGUXHZ7EBCR121
West Japan Railway Co.
N/A
4500.00000000
NS
193037.43000000
0.005320345783
Long
EC
CORP
JP
N
2
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
347000.00000000
PA
USD
349602.50000000
0.009635469073
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
11389.00000000
NS
USD
1175230.91000000
0.032390789788
Long
EC
CORP
US
N
1
N
N
N
TOTO Ltd.
N/A
TOTO Ltd.
N/A
4000.00000000
NS
182621.99000000
0.005033283619
Long
EC
CORP
JP
N
2
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
N/A
11190.00000000
NS
53412.72000000
0.001472119368
Long
EC
CORP
DE
N
2
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AA3
505000.00000000
PA
USD
511418.55000000
0.014095315742
Long
DBT
CORP
FR
Y
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
Siam Cement PCL (The)
529900SEH9QK8ZZDCQ89
Siam Cement PCL (The) (Registered)
N/A
116350.00000000
NS
1260732.35000000
0.034747313213
Long
EC
CORP
TH
N
2
N
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
10500.00000000
NS
1184997.85000000
0.032659978505
Long
EC
CORP
JP
N
2
N
N
N
salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc.
79466L302
30760.00000000
NS
USD
7144625.20000000
0.196914539092
Long
EC
CORP
US
N
1
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
700000.00000000
PA
USD
563500.00000000
0.015530743695
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
N/A
8155.00000000
NS
178825.65000000
0.004928651883
Long
EC
CORP
FR
N
2
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EV6
1040000.00000000
PA
USD
1268977.82000000
0.034974568371
Long
DBT
CORP
US
N
2
2038-09-10
Fixed
4.37500000
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBG2
850000.00000000
PA
USD
943183.51000000
0.025995281901
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.75000000
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-K74, Class B
30296LAG8
930000.00000000
PA
USD
1038562.90000000
0.028624053613
Long
ABS-MBS
USGSE
US
Y
2
2051-02-25
Variable
4.09066600
N
N
N
N
N
N
Ono Pharmaceutical Co. Ltd.
N/A
Ono Pharmaceutical Co. Ltd.
N/A
10300.00000000
NS
293809.75000000
0.008097753189
Long
EC
CORP
JP
N
2
N
N
N
CHL GMSR Issuer Trust
N/A
CHL GMSR Issuer Trust, Series 2018-GT1, Class B
17026XAB7
840000.00000000
PA
USD
779265.48000000
0.021477502112
Long
ABS-MBS
CORP
US
Y
3
2023-05-25
Floating
3.64925200
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
14579.00000000
NS
USD
2299691.46000000
0.063382286855
Long
EC
CORP
US
N
1
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
N/A
9346.00000000
NS
833289.04000000
0.022966456972
Long
EC
CORP
AU
N
2
N
N
N
Upjohn, Inc.
N/A
Upjohn, Inc.
91533BAE0
696000.00000000
PA
USD
746393.50000000
0.020571510459
Long
DBT
CORP
US
Y
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
2032000.00000000
PA
2760361.14000000
0.076078902167
Long
DBT
NUSS
IT
Y
2
2036-09-01
Fixed
2.25000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCU2
750000.00000000
PA
USD
742275.00000000
0.020457999602
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.12500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
112584.00000000
NS
3926342.43000000
0.108214761205
Long
EC
CORP
FR
N
2
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson, Class B
N/A
81031.00000000
NS
904671.80000000
0.024933852447
Long
EC
CORP
SE
N
2
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076BH4
265000.00000000
PA
USD
336591.00000000
0.009276856346
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
TerraForm Power Operating LLC
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
374000.00000000
PA
USD
401298.26000000
0.011060266941
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
N/A
187000.00000000
NS
6971208.08000000
0.192134952858
Long
EC
CORP
KY
Y
2
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
57000.00000000
PA
50945.05000000
0.001404107389
Long
DBT
NUSS
AU
Y
2
2047-03-21
Fixed
3.00000000
N
N
N
N
N
N
Barratt Developments plc
2138006R85VEOF5YNK29
Barratt Developments plc
N/A
28269.00000000
NS
176697.87000000
0.004870007684
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-49.00000000
NC
USD
22633.01000000
0.000623793216
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2020-12-31
-6153710.96000000
USD
22633.01000000
N
N
N
Huazhu Group Ltd.
549300Y5ML31FVN83730
Huazhu Group Ltd.
N/A
26350.00000000
NS
1115520.15000000
0.030745088795
Long
EC
CORP
KY
N
1
N
N
N
New World Development Co. Ltd.
2549008GWMWXTIRL4S48
New World Development Co. Ltd.
N/A
43500.00000000
NS
207685.91000000
0.005724075665
Long
EC
CORP
HK
N
2
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
IHS Markit Ltd.
N/A
19137.00000000
NS
USD
1547609.19000000
0.042653986992
Long
EC
CORP
BM
N
1
N
N
N
PBF Holding Co. LLC
N/A
PBF Holding Co. LLC
69318FAK4
306000.00000000
PA
USD
271575.00000000
0.007484936502
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG (Registered)
N/A
86622.00000000
NS
6749810.41000000
0.186032964450
Long
EC
CORP
CH
N
2
N
N
N
Credicorp Ltd.
529900UYAEYQCQ2BKB17
Credicorp Ltd.
N/A
43046.00000000
NS
USD
4936515.28000000
0.136056350595
Long
EC
CORP
BM
N
1
N
N
N
Israel Discount Bank Ltd.
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd., Class A
465074201
32189.00000000
NS
90098.88000000
0.002483234449
Long
EC
CORP
IL
N
2
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EC5
287000.00000000
PA
USD
251125.00000000
0.006921309690
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AA9
402000.00000000
PA
USD
414562.50000000
0.011425845489
Long
DBT
CORP
NL
Y
2
2024-09-30
Fixed
6.75000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019576AB3
175000.00000000
PA
USD
186641.00000000
0.005144052411
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
86723ANL2
250000.00000000
PA
USD
249871.88000000
0.006886772182
Long
STIV
CORP
CA
Y
2
2021-01-20
None
0.00000000
N
N
N
N
N
N
Opteum Mortgage Acceptance Corp. Trust
N/A
Opteum Mortgage Acceptance Corp. Trust, Series 2006-1, Class 1APT
68383NDT7
621581.45000000
PA
USD
595736.34000000
0.016419216337
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.35925100
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
121750000.00000000
PA
1193962.87000000
0.032907065333
Long
DBT
NUSS
JP
N
2
2023-09-20
Fixed
0.80000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N/A
98788.00000000
NS
266804.80000000
0.007353464002
Long
EC
CORP
NL
N
2
N
N
N
Shionogi & Co. Ltd.
35380049VXDTHZI3DY35
Shionogi & Co. Ltd.
N/A
7400.00000000
NS
349057.62000000
0.009620451519
Long
EC
CORP
JP
N
2
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
2847000.00000000
PA
857904.08000000
0.023644877340
Long
DBT
NUSS
DK
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CD2
304000.00000000
PA
USD
394579.24000000
0.010875082597
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
Flutter Entertainment plc
635400EG4YIJLJMZJ782
Flutter Entertainment plc
N/A
4285.00000000
NS
749054.33000000
0.020644846163
Long
EC
CORP
IE
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
1090000.00000000
PA
1278875.27000000
0.035247354101
Long
DBT
NUSS
IT
Y
2
2023-01-15
Fixed
0.05000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
N/A
87000.00000000
NS
389624.22000000
0.010738516234
Long
EC
CORP
JP
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
100000.00000000
PA
140351.97000000
0.003868270582
Long
DBT
NUSS
IT
Y
2
2050-09-01
Fixed
2.45000000
N
N
N
N
N
N
Computershare Ltd.
N/A
Computershare Ltd.
N/A
13461.00000000
NS
115036.47000000
0.003170544687
Long
EC
CORP
AU
N
2
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AJ3
145000.00000000
PA
USD
146175.08000000
0.004028762559
Long
DBT
CORP
US
N
2
2021-03-14
Fixed
3.15000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust, Series 2004-1, Class M4
759950CJ5
616135.53000000
PA
USD
608070.99000000
0.016759174257
Long
ABS-O
CORP
US
N
3
2034-05-25
Floating
2.84924900
N
N
N
N
N
N
Asset-Backed Securities Corp. Home Equity Loan Trust
N/A
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE3, Class M2
04541GJU7
817045.80000000
PA
USD
816451.97000000
0.022502406895
Long
ABS-O
CORP
US
N
3
2034-06-25
Floating
1.82925000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5607.53000000
-0.00015455033
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
468187.44000000
GBP
515480.00000000
EUR
2020-12-29
-5607.53000000
N
N
N
WPP plc
549300LSGBXPYHXGDT93
WPP plc
N/A
34218.00000000
NS
273309.01000000
0.007532727921
Long
EC
CORP
JE
N
2
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
633000.00000000
PA
USD
608471.25000000
0.016770205908
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Electric Power Development Co. Ltd.
549300KMHPUAQI8VEH90
Electric Power Development Co. Ltd.
N/A
3700.00000000
NS
50004.22000000
0.001378176973
Long
EC
CORP
JP
N
2
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
N/A
2713.00000000
NS
237504.70000000
0.006545917696
Long
EC
CORP
DE
N
2
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1735.15000000
0.000047822839
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
322593.82000000
CHF
354217.66000000
USD
2020-12-29
1735.15000000
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAF8
570000.00000000
PA
USD
763966.96000000
0.021055856339
Long
DBT
CORP
NL
Y
2
2039-10-07
Fixed
6.00000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408GY3
755000.00000000
PA
USD
887780.11000000
0.024468296976
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.10000000
N
N
N
N
N
Mizrahi Tefahot Bank Ltd.
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd.
N/A
3900.00000000
NS
76050.84000000
0.002096053422
Long
EC
CORP
IL
N
2
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG Energy Corp.
552704AC2
181000.00000000
PA
USD
171950.00000000
0.004739150627
Long
DBT
CORP
CA
Y
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAX7
770000.00000000
PA
USD
787050.72000000
0.021692072772
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
Columbia Sportswear Co.
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
13216.00000000
NS
USD
985781.44000000
0.027169332535
Long
EC
CORP
US
N
1
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAB3
340000.00000000
PA
USD
308179.40000000
0.008493798178
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AP3
408000.00000000
PA
USD
414148.56000000
0.011414436800
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAS7
730000.00000000
PA
USD
769602.21000000
0.021211170666
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FM3
350000.00000000
PA
USD
336796.42000000
0.009282517970
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABM6
1550000.00000000
PA
USD
1495223.00000000
0.041210160035
Long
DBT
CORP
US
Y
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Delta Air Lines, Inc.
N/A
Delta Air Lines, Inc.
830867AB3
590333.00000000
PA
USD
602928.48000000
0.016617440442
Long
DBT
CORP
US
Y
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAV6
3028000.00000000
PA
USD
3338370.00000000
0.092009527647
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC7, Class M2
61744CFQ4
72974.85000000
PA
USD
70970.03000000
0.001956020134
Long
ABS-O
CORP
US
N
3
2034-07-25
Floating
1.07925100
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
N/A
73984.00000000
NS
3655313.56000000
0.100744876708
Long
EC
CORP
BE
N
2
N
N
N
Avantor, Inc.
N/A
Avantor, Inc.
05352AAA8
750000.00000000
PA
USD
783675.00000000
0.021599033833
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
6.00000000
N
N
N
N
N
N
Nitori Holdings Co. Ltd.
N/A
Nitori Holdings Co. Ltd.
N/A
2200.00000000
NS
452224.70000000
0.012463861416
Long
EC
CORP
JP
N
2
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
N/A
14366.00000000
NS
559606.35000000
0.015423429976
Long
EC
CORP
FR
N
2
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBM7
600000.00000000
PA
USD
574606.96000000
0.015836864988
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.95000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DW7
765000.00000000
PA
USD
767692.32000000
0.021158531781
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
N/A
4384.00000000
NS
106466.61000000
0.002934348947
Long
EC
CORP
FR
N
2
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
N/A
89948.00000000
NS
675083.89000000
0.018606131088
Long
EC
CORP
FI
N
2
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871RAD2
1986000.00000000
PA
USD
2252315.09000000
0.062076536616
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust, Inc.
N/A
Citigroup Mortgage Loan Trust, Inc., Series 2019-IMC1, Class B2
17328BAF1
2000000.00000000
PA
USD
1996551.00000000
0.055027367977
Long
ABS-MBS
CORP
US
Y
3
2049-07-25
Variable
5.41000100
N
N
N
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class C
98954M200
14119.00000000
NS
USD
1251225.78000000
0.034485300610
Long
EC
CORP
US
N
1
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
1120000.00000000
PA
1370851.29000000
0.037782324807
Long
DBT
NUSS
ID
Y
2
2024-07-18
Fixed
2.15000000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc.
00165CAP9
508000.00000000
PA
USD
27940.00000000
0.000770060299
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
12.00000000
N
N
Y
N
N
N
Stockland
N/A
Stockland
N/A
65934.00000000
NS
178290.97000000
0.004913915453
Long
EC
CORP
AU
N
2
N
N
N
Ashland LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
044209AM6
840000.00000000
PA
USD
1076384.40000000
0.029666460042
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
6.87500000
N
N
N
N
N
N
Unilever NV
549300TK7G7NZTVM1Z30
Unilever NV
N/A
182434.00000000
NS
10284488.36000000
0.283452977380
Long
EC
CORP
NL
N
2
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087YQ1
285000.00000000
PA
330579.04000000
0.009111159434
Long
DBT
NUSS
CA
N
2
2041-06-01
Fixed
4.00000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
594000.00000000
PA
USD
630754.29000000
0.017384353527
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
iShares Russell 1000 Value ETF
549300KLSYN5NN4YNM90
iShares Russell 1000 Value ETF
464287598
-32823.00000000
NS
USD
-3831428.79000000
-0.10559882612
Short
RF
US
N
1
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081FH5
555000.00000000
PA
USD
663829.26000000
0.018295939830
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
3.80000000
N
N
N
N
N
N
Bell Canada, Inc.
549300O5ZKB2MUUSKB97
Bell Canada, Inc.
0778FPAB5
365000.00000000
PA
USD
443942.20000000
0.012235585667
Long
DBT
CORP
CA
N
2
2049-07-29
Fixed
4.30000000
N
N
N
N
N
N
2020-11-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer