0001752724-23-045161.txt : 20230228
0001752724-23-045161.hdr.sgml : 20230228
20230228110034
ACCESSION NUMBER: 0001752724-23-045161
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230228
DATE AS OF CHANGE: 20230228
PERIOD START: 20230630
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: 23680477
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
S000002766
JPMorgan Diversified Fund
C000007574
Class I
JDVSX
C000007575
Class L
JPDVX
C000007576
Class A
JDVAX
C000007578
Class C
JDVCX
C000195232
Class R6
JDVZX
NPORT-P
1
primary_doc.xml
NPORT-P
false
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C000007578
C000195232
C000007574
C000007575
C000007576
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Diversified Fund
S000002766
26JKWV9VE7AKN11JL078
2023-06-30
2022-12-31
N
535230534.74
20345108.67
514885426.07
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
672831.88000000
0.00000000
0.00000000
1206739.69000000
AED
CAD
EUR
GBP
JPY
KWD
USD
N
60% WRLDRNRUSD0, 40% 1TRUSD0
IBXUSD000059
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
2398.00000000
NS
USD
184550.08000000
0.035842941100
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236101
217.00000000
NS
USD
12362.49000000
0.002401017658
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
683.00000000
NS
USD
10962.15000000
0.002129046472
Long
EC
CORP
US
N
1
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
260000.00000000
PA
USD
256861.68000000
0.049887152945
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
533.00000000
NS
USD
54680.47000000
0.010619929644
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2861.35000000
0.000555725576
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
206428.49000000
USD
78710544.00000000
HUF
2023-01-30
2861.35000000
N
N
N
CTS Eventim AG & Co. KGaA
529900FDHSN08UBJII80
CTS Eventim AG & Co. KGaA
N/A
4390.00000000
NS
278672.71000000
0.054123246821
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1996.17000000
-0.00038769207
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
2954464.86000000
CNY
426200.55000000
USD
2023-01-30
-1996.17000000
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
5852.00000000
NS
USD
478342.48000000
0.092902703355
Long
EC
CORP
US
N
1
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
136000.00000000
PA
USD
104298.41000000
0.020256625011
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
6438.00000000
NS
USD
262090.98000000
0.050902776953
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
683.00000000
NS
USD
25516.88000000
0.004955836523
Long
EC
CORP
US
N
1
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362U104
4197.00000000
NS
USD
275281.23000000
0.053464560475
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp.
Q774KI4AW80FHFW33O61
Wintrust Financial Corp.
97650W108
1941.00000000
NS
USD
164053.32000000
0.031862102070
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
11214.00000000
NS
USD
1760037.30000000
0.341830863894
Long
EC
CORP
IE
N
1
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAH6
170000.00000000
PA
USD
138497.50000000
0.026898702699
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BF8
50000.00000000
PA
USD
47929.41000000
0.009308752505
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95000000
N
N
N
N
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corp.
749607107
1235.00000000
NS
USD
162118.45000000
0.031486315555
Long
EC
CORP
US
N
1
N
N
N
Match Group, Inc.
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
263.00000000
NS
USD
10911.87000000
0.002119281192
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp.
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
362.00000000
NS
USD
36753.86000000
0.007138259919
Long
EC
CORP
US
N
1
N
N
N
nCino, Inc.
N/A
nCino, Inc.
63947X101
4413.00000000
NS
USD
116679.72000000
0.022661297852
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM6G4
367441.00000000
PA
USD
322622.37000000
0.062659060378
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16695.14000000
0.003242496127
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
1635511.00000000
USD
1540558.38000000
EUR
2023-01-30
16695.14000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
429.00000000
NS
USD
14096.94000000
0.002737879008
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Nmg Research Ltd.
62929P110
1374.00000000
NS
USD
49234.54000000
0.009562232199
N/A
DO
GB
N
3
Nmg Research Ltd.
N/A
Call
Purchased
Nmg Research Ltd.
Nmg Research Ltd.
0.00000000
1.00000000
USD
2027-09-24
XXXX
49220.80000000
N
N
N
First Advantage Corp.
549300RNJ0PXU8FP7D06
First Advantage Corp.
31846B108
9096.00000000
NS
USD
118248.00000000
0.022965886003
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
261.00000000
NS
USD
41927.04000000
0.008142984415
Long
EC
CORP
US
N
1
N
N
N
Carter's, Inc.
5299003WAQK4R3L3ZU36
Carter's, Inc.
146229109
1106.00000000
NS
USD
82518.66000000
0.016026606274
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
528.00000000
NS
USD
49024.80000000
0.009521496922
Long
EC
CORP
US
N
1
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AK7
40000.00000000
PA
USD
33634.21000000
0.006532367842
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
Douglas Dynamics, Inc.
529900CDFLKNQ0QT6580
Douglas Dynamics, Inc.
25960R105
2751.00000000
NS
USD
99476.16000000
0.019320057427
Long
EC
CORP
US
N
1
N
N
N
Pool Corp.
5493005VZK1KMN6CO617
Pool Corp.
73278L105
709.00000000
NS
USD
214351.97000000
0.041631003548
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16.21000000
-0.00000314827
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
67610.64000000
CHF
73326.99000000
USD
2023-01-30
-16.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4482.73000000
0.000870626701
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
9227316.91000000
SEK
890177.80000000
USD
2023-01-30
4482.73000000
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EE6
140000.00000000
PA
USD
98938.04000000
0.019215544855
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-882.76000000
-0.00017144785
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1634988123.00000000
IDR
104616.48000000
USD
2023-01-30
-882.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.67000000
-0.00000207230
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
4504.25000000
GBP
5438.81000000
USD
2023-01-30
-10.67000000
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
3928.00000000
NS
USD
433258.40000000
0.084146565053
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
2656.00000000
NS
USD
465092.16000000
0.090329253160
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
90000.00000000
PA
USD
68103.52000000
0.013226927108
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
23170.00000000
NS
USD
2044289.10000000
0.397037670225
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
874039100
21085.00000000
NS
USD
1570621.65000000
0.305042941686
Long
EC
CORP
TW
N
1
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAW0
200000.00000000
PA
USD
161725.51000000
0.031409999547
Long
DBT
CORP
NL
Y
2
2029-12-13
Variable
2.46999960
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
4310.00000000
NS
USD
173477.50000000
0.033692447138
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
152.00000000
NS
USD
15795.84000000
0.003067835910
Long
EC
CORP
US
N
1
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
1348.00000000
NS
USD
191132.92000000
0.037121446893
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
293.00000000
NS
USD
14403.88000000
0.002797492271
Long
EC
CORP
US
N
1
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
11885.00000000
NS
USD
1998581.60000000
0.388160452560
Long
EC
CORP
US
N
1
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2J9
170000.00000000
PA
USD
161695.75000000
0.031404219621
Long
DBT
CORP
US
Y
2
2024-06-25
Fixed
2.75000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
373.00000000
NS
USD
47318.78000000
0.009190157189
Long
EC
CORP
US
N
1
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBT1
270000.00000000
PA
USD
183336.01000000
0.035607146894
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15799.44000000
0.003068535095
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
527878.33000000
GBP
654454.21000000
USD
2023-01-30
15799.44000000
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
1086.00000000
NS
USD
77344.92000000
0.015021773016
Long
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc., Class A
22788C105
1168.00000000
NS
USD
122978.72000000
0.023884676818
Long
EC
CORP
US
N
1
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
410.00000000
NS
USD
64320.80000000
0.012492254925
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLV2
80000.00000000
PA
USD
53546.47000000
0.010399686471
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
921.00000000
NS
USD
150030.90000000
0.029138696184
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
525.00000000
NS
USD
36881.25000000
0.007163001346
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp., Class A
032095101
578.00000000
NS
USD
44008.92000000
0.008547322913
Long
EC
CORP
US
N
1
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAL3
123000.00000000
PA
USD
97487.41000000
0.018933806447
Long
DBT
CORP
US
Y
2
2052-04-05
Fixed
4.40000000
N
N
N
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
6823.00000000
NS
USD
397985.59000000
0.077295951652
Long
EC
CORP
US
N
1
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
3142.00000000
NS
USD
439000.24000000
0.085261733537
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCZ2
4000000.00000000
PA
USD
3551718.76000000
0.689807592168
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
84093.71000000
0.016332509281
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1657285.42000000
USD
2554740.05000000
AUD
2023-01-30
84093.71000000
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
1299.00000000
NS
USD
286559.40000000
0.055654983709
Long
EC
CORP
CH
N
1
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG (Registered)
N/A
1215.00000000
NS
393016.99000000
0.076330960268
Long
EC
CORP
DE
N
2
N
N
N
Driven Brands Holdings, Inc.
N/A
Driven Brands Holdings, Inc.
26210V102
6151.00000000
NS
USD
167983.81000000
0.032625473842
Long
EC
CORP
US
N
1
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
469.00000000
NS
USD
23904.93000000
0.004642766873
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
-473.00000000
NC
671032.98000000
0.130326660267
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
EU0009658145
2023-03-17
-17917240.00000000
EUR
671032.98000000
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150104
2471.00000000
NS
USD
34841.10000000
0.006766767563
Long
EC
CORP
US
N
1
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL6, Class A1
69362GAA9
170644.86000000
PA
USD
157652.42000000
0.030618932293
Long
ABS-O
CORP
US
Y
2
2051-07-25
Variable
2.48709960
N
N
N
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
386.00000000
NS
USD
29830.08000000
0.005793537453
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
8495.00000000
NS
USD
1241459.30000000
0.241113699697
Long
EC
CORP
US
N
1
N
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
1076.00000000
NS
USD
209131.36000000
0.040617067295
Long
EC
CORP
US
N
1
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DF4
68000.00000000
PA
USD
53923.69000000
0.010472949372
Long
DBT
CORP
US
N
2
2052-02-22
Fixed
4.20000000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
20421.00000000
NS
USD
332045.46000000
0.064489193748
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
88247.00000000
NS
USD
7412748.00000000
1.439688836520
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
650000.00000000
PA
USD
555159.61000000
0.107821970071
Long
DBT
CORP
CH
Y
2
2026-06-05
Variable
2.19300120
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBH0
260000.00000000
PA
USD
206626.82000000
0.040130640631
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
2.35000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
143.14000000
0.000027800359
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
2799.14000000
USD
384750.00000000
JPY
2023-01-30
143.14000000
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
532.00000000
NS
USD
125365.80000000
0.024348290639
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2057.31000000
0.000399566562
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
76675.40000000
USD
73412.35000000
EUR
2023-01-30
2057.31000000
N
N
N
Timken Co. (The)
B0I35MLPFXZSE70ASS73
Timken Co. (The)
887389104
1263.00000000
NS
USD
89256.21000000
0.017335159528
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
380.54000000
0.000073907704
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
71723.50000000
USD
562450.10000000
HKD
2023-01-30
380.54000000
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
2761.00000000
NS
USD
101273.48000000
0.019669129261
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies, Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
644.00000000
NS
USD
118289.92000000
0.022974027620
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEL3
21000.00000000
PA
USD
20547.74000000
0.003990740261
Long
DBT
CORP
US
N
2
2025-05-23
Variable
3.87799920
N
N
N
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
170.00000000
NS
USD
18796.90000000
0.003650695678
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust, Inc.
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
58.00000000
NS
USD
12291.36000000
0.002387202934
Long
EC
CORP
US
N
1
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBV6
300000.00000000
PA
USD
228475.03000000
0.044373955531
Long
DBT
CORP
GB
N
2
2032-11-24
Variable
2.89400040
N
N
N
N
N
N
Triton Container International Ltd.
N/A
Triton Container International Ltd.
89681LAA0
223000.00000000
PA
USD
171124.63000000
0.033235477513
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
ICU Medical, Inc.
5493003NRW7LS2QZRH60
ICU Medical, Inc.
44930G107
849.00000000
NS
USD
133700.52000000
0.025967043002
Long
EC
CORP
US
N
1
N
N
N
Anglo American plc
549300S9XF92D1X8ME43
Anglo American plc
N/A
17110.00000000
NS
670025.70000000
0.130131028394
Long
EC
CORP
GB
N
2
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CC6
200000.00000000
PA
USD
176036.77000000
0.034189503350
Long
DBT
CORP
JP
N
2
2028-01-19
Variable
2.34100080
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCQ6
56000.00000000
PA
USD
54700.43000000
0.010623806235
Long
DBT
CORP
US
N
2
2025-05-09
Variable
4.16599920
N
N
N
N
N
N
Horizon Therapeutics plc
529900P0GSQ79OOZEV53
Horizon Therapeutics plc
N/A
4803.00000000
NS
USD
546581.40000000
0.106155927576
Long
EC
CORP
IE
N
1
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class A3
96043JAE5
200000.00000000
PA
USD
194458.00000000
0.037767237166
Long
ABS-O
CORP
US
Y
2
2025-06-16
Fixed
0.95000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KNNT6
534883.77000000
PA
USD
471730.34000000
0.091618506975
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Hilton Worldwide Holdings, Inc.
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
2970.00000000
NS
USD
375289.20000000
0.072887904958
Long
EC
CORP
US
N
1
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
190000.00000000
PA
USD
172917.33000000
0.033583652060
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
3.00000000
NS
USD
13837.74000000
0.002687537712
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
1322.00000000
NS
USD
721296.42000000
0.140088723331
Long
EC
CORP
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
7977.00000000
NS
326197.10000000
0.063353337166
Long
EC
CORP
NL
N
2
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
N/A
42922.00000000
NS
1897484.19000000
0.368525519256
Long
EC
CORP
DE
N
2
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBW4
150000.00000000
PA
USD
110041.63000000
0.021372061516
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
139.00000000
NS
USD
52407.17000000
0.010178413943
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
1464.00000000
NS
USD
233229.84000000
0.045297425056
Long
EC
CORP
IE
N
1
N
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
2162.00000000
NS
USD
339412.38000000
0.065919981963
Long
EC
CORP
US
N
1
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2021-3, Class B
262081AD4
49000.00000000
PA
USD
47643.90000000
0.009253301334
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.11000000
N
N
N
N
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
2455.00000000
NS
USD
162422.80000000
0.031545425793
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
874039100
11590.00000000
NS
USD
863339.10000000
0.167675963677
Long
EC
CORP
TW
N
1
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685AY9
14000.00000000
PA
USD
11030.84000000
0.002142387304
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
891160509
17344.00000000
NS
1123004.79000000
0.218107705741
Long
EC
CORP
CA
N
1
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAG0
240000.00000000
PA
USD
184165.08000000
0.035768167183
Long
DBT
CORP
AU
Y
2
2032-06-23
Variable
2.69100000
N
N
N
N
N
N
Sony Group Corp.
529900R5WX9N2OI2N910
Sony Group Corp.
N/A
10100.00000000
NS
769838.37000000
0.149516442109
Long
EC
CORP
JP
N
2
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
51697.00000000
NS
USD
3719599.15000000
0.722412979988
Long
EC
CORP
US
N
1
N
N
N
Gen Digital, Inc.
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
668771108
552.00000000
NS
USD
11829.36000000
0.002297474234
Long
EC
CORP
US
N
1
N
N
N
Manulife Financial Corp.
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
170000.00000000
PA
USD
154790.16000000
0.030063029979
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
4.06100160
N
N
N
N
N
N
Waters Corp.
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
57.00000000
NS
USD
19527.06000000
0.003792505868
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
1868.00000000
NS
USD
683389.12000000
0.132726444641
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7016.63000000
-0.00136275560
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
26427574.00000000
JPY
195081.50000000
USD
2023-01-30
-7016.63000000
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
626.00000000
NS
USD
166152.92000000
0.032269882111
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class A
N/A
56471.00000000
NS
669090.91000000
0.129949475382
Long
EC
CORP
SE
N
2
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
370.00000000
NS
USD
90461.30000000
0.017569209657
Long
EC
CORP
US
N
1
N
N
N
Structured Asset Securities Corp. Trust
N/A
Structured Asset Securities Corp. Trust, Series 2005-SC1, Class 1A1
86359DTE7
1.20000000
PA
USD
0.87000000
0.000000168969
Long
ABS-O
CORP
US
Y
2
2031-05-25
Floating
4.65870960
N
N
N
N
N
N
JM Smucker Co. (The)
5493000WDH6A0LHDJD55
JM Smucker Co. (The)
832696405
81.00000000
NS
USD
12835.26000000
0.002492838085
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
300.00000000
NS
USD
11823.00000000
0.002296239008
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
129.76000000
0.000025201723
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
103842.39000000
USD
8614515.15000000
INR
2023-01-30
129.76000000
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
50000.00000000
PA
USD
42797.46000000
0.008312035616
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Kinsale Capital Group, Inc.
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
463.00000000
NS
USD
121083.76000000
0.023516641541
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
20751.00000000
NS
USD
1841236.23000000
0.357601154892
Long
EC
CORP
US
N
1
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAB7
220000.00000000
PA
USD
214995.56000000
0.041756000289
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.45000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAF6
73000.00000000
PA
USD
48755.24000000
0.009469143528
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214DF7
300000.00000000
PA
USD
282348.01000000
0.054837056110
Long
DBT
CORP
AU
N
2
2031-11-23
Variable
4.32200160
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JN8
170000.00000000
PA
USD
131722.90000000
0.025582953669
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140JBZB5
849802.60000000
PA
USD
684408.69000000
0.132924463452
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Variable
1.75399920
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14544.99000000
-0.00282489836
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
600536.02000000
EUR
520322.42000000
GBP
2023-01-30
-14544.99000000
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2B0
200000.00000000
PA
USD
169192.14000000
0.032860153236
Long
DBT
CORP
NO
Y
2
2028-03-30
Variable
1.60499880
N
N
N
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
132.00000000
NS
USD
31982.28000000
0.006211533358
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
3933.00000000
NS
USD
103949.19000000
0.020188800213
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
61398.00000000
NS
USD
2840885.46000000
0.551750994718
Long
EC
CORP
US
N
1
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
5586.00000000
NS
USD
2174182.92000000
0.422265383698
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-887.38000000
-0.00017234513
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2275962.44000000
MXN
115299.65000000
USD
2023-01-30
-887.38000000
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
1861.00000000
NS
USD
262196.29000000
0.050923230047
Long
EC
CORP
US
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Class A
571903202
13673.00000000
NS
USD
2035772.97000000
0.395383684781
Long
EC
CORP
US
N
1
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
146.00000000
NS
USD
103459.98000000
0.020093786842
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1528.74000000
-0.00029690877
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1413205.46000000
ZAR
81439.81000000
USD
2023-01-30
-1528.74000000
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CD1
100000.00000000
PA
USD
77528.61000000
0.015057448914
Long
DBT
CORP
CA
Y
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
400000.00000000
PA
USD
362620.50000000
0.070427415817
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
US Auto Funding
N/A
US Auto Funding, Series 2021-1A, Class A
90355EAA9
7960.05000000
PA
USD
7943.52000000
0.001542774294
Long
ABS-O
CORP
US
Y
2
2024-07-15
Fixed
0.79000000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd.
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901102
274.00000000
NS
USD
162788.88000000
0.031616525105
Long
EC
CORP
CA
N
1
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
138.00000000
NS
USD
38214.96000000
0.007422031789
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
1581.00000000
NS
USD
366396.75000000
0.071160831409
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
2615.00000000
NS
USD
272169.20000000
0.052860148339
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DP2
310000.00000000
PA
USD
214169.60000000
0.041595584018
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AK2
200000.00000000
PA
USD
192017.95000000
0.037293335619
Long
DBT
CORP
AU
Y
2
2026-05-19
Fixed
4.40000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AK4
250000.00000000
PA
USD
193212.13000000
0.037525266829
Long
DBT
CORP
CH
Y
2
2033-02-11
Variable
2.74600080
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
N/A
4935.00000000
NS
475865.21000000
0.092421573015
Long
EC
CORP
FR
N
2
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
103.00000000
NS
USD
28871.93000000
0.005607447509
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
71860.30000000
0.013956561277
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2978065.29000000
USD
2843826.99000000
EUR
2023-01-30
71860.30000000
N
N
N
ABIOMED, Inc.
5493001EZN4ZTB4Z5887
ABIOMED, Inc., CVR
003CVR016
41.00000000
NS
USD
41.82000000
0.000008122195
Long
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-559.11000000
-0.00010858920
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
4974990.00000000
JPY
37485.86000000
USD
2023-01-30
-559.11000000
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759100
196.00000000
NS
USD
25282.04000000
0.004910226376
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
34.00000000
NS
USD
11263.18000000
0.002187511906
Long
EC
CORP
BM
N
1
N
N
N
CH Robinson Worldwide, Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
111.00000000
NS
USD
10163.16000000
0.001973868259
Long
EC
CORP
US
N
1
N
N
N
New Wave Group AB
5493006EIYZZYQILKS31
New Wave Group AB, Class B
N/A
6757.00000000
NS
133731.29000000
0.025973019089
Long
EC
CORP
SE
N
2
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAD5
23000.00000000
PA
USD
19280.30000000
0.003744580643
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
206.00000000
NS
USD
297762.70000000
0.057830865843
Long
EC
CORP
US
N
1
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
48159.00000000
NS
USD
6257298.87000000
1.215279857066
Long
EC
CORP
US
N
1
N
N
N
ResMed, Inc.
529900T3QE5253CCXF22
ResMed, Inc.
761152107
134.00000000
NS
USD
27889.42000000
0.005416626415
Long
EC
CORP
US
N
1
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAH5
53000.00000000
PA
USD
40244.48000000
0.007816201034
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
N/A
4344.00000000
NS
277038.07000000
0.053805770366
Long
EC
CORP
DE
N
2
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class C
36263LAE9
114000.00000000
PA
USD
106867.69000000
0.020755625346
Long
ABS-O
CORP
US
Y
2
2026-09-15
Fixed
1.11000000
N
N
N
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
44.00000000
NS
USD
9587.60000000
0.001862084167
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
175.00000000
NS
USD
48758.50000000
0.009469776678
Long
EC
CORP
US
N
1
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
Apple Hospitality REIT, Inc.
03784Y200
5178.00000000
NS
USD
81708.84000000
0.015869324681
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAJ1
500000.00000000
PA
USD
373798.48000000
0.072598380352
Long
DBT
CORP
FR
Y
2
2032-01-20
Variable
2.27700000
N
N
N
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
396.00000000
NS
USD
94588.56000000
0.018370797698
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167735
544.00000000
NS
USD
51337.28000000
0.009970622084
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
606.00000000
NS
USD
61248.42000000
0.011895543532
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc, Class A
N/A
6942.00000000
NS
USD
274347.84000000
0.053283279368
Long
EC
CORP
GB
N
1
N
N
N
NMC Health plc
2138008YQEVWBE1V2M52
NMC Health plc
N/A
516.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Outfront Media, Inc.
549300RZWDYU5722I639
Outfront Media, Inc.
69007J106
8178.00000000
NS
USD
135591.24000000
0.026334254794
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
614.00000000
NS
USD
37767.14000000
0.007335057099
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
39024.00000000
NS
USD
3262406.40000000
0.633617934168
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
107.55000000
0.000020888142
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
722679.95000000
HKD
92752.47000000
USD
2023-01-30
107.55000000
N
N
N
Smurfit Kappa Group plc
635400CPLP8H5ITDVT56
Smurfit Kappa Group plc
N/A
8652.00000000
NS
320646.19000000
0.062275250718
Long
EC
CORP
IE
N
2
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
566.00000000
NS
USD
19057.22000000
0.003701254499
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
N/A
3316.00000000
NS
449405.67000000
0.087282654984
Long
EC
CORP
DE
N
2
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023105
535.00000000
NS
USD
101912.15000000
0.019793170449
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAH7
170000.00000000
PA
USD
128695.68000000
0.024995013159
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Inchcape plc
213800RGEH1MPPNM2T57
Inchcape plc
N/A
14649.00000000
NS
144633.75000000
0.028090472690
Long
EC
CORP
GB
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2015-34, Class AZ
3136AN3X3
830099.50000000
PA
USD
648888.61000000
0.126025825775
Long
ABS-MBS
USGSE
US
N
2
2045-06-25
Fixed
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36208JA93
0.15000000
PA
USD
0.15000000
0.000000029132
Long
ABS-MBS
USGA
US
N
2
2027-09-15
Fixed
8.00000000
N
N
N
N
N
N
Sun Communities, Inc.
549300H5GEOJYN41ZG57
Sun Communities, Inc.
866674104
3735.00000000
NS
USD
534105.00000000
0.103732786549
Long
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class A
35137L105
285.00000000
NS
USD
8655.45000000
0.001681043890
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
601.31000000
0.000116785204
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
105571.50000000
USD
1645426773.00000000
IDR
2023-01-30
601.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-22349.21000000
-0.00434061810
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
1247108.45000000
GBP
1486467.72000000
USD
2023-01-30
-22349.21000000
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
693.00000000
NS
USD
121663.08000000
0.023629155893
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.05000000
0.000000009710
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
14299.25000000
GBP
17300.03000000
USD
2023-01-30
0.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3087.62000000
0.000599671275
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
466781.27000000
USD
438117.52000000
EUR
2023-01-30
3087.62000000
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
4712.00000000
NS
811360.18000000
0.157580723578
Long
EC
CORP
DE
N
2
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAX9
260000.00000000
PA
USD
241383.39000000
0.046880990950
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBW4
170000.00000000
PA
USD
158894.47000000
0.030860160718
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
AIXTRON SE
5299004UJ4D51M25LD67
AIXTRON SE
N/A
7062.00000000
NS
203196.75000000
0.039464459414
Long
EC
CORP
DE
N
2
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
80.00000000
NS
USD
26891.20000000
0.005222754158
Long
EC
CORP
US
N
1
N
N
N
Toyota Lease Owner Trust
549300UQ4T5S6MJB6C18
Toyota Lease Owner Trust, Series 2021-A, Class A3
89238EAC0
396331.86000000
PA
USD
390894.50000000
0.075918734578
Long
ABS-O
CORP
US
Y
2
2024-04-22
Fixed
0.39000000
N
N
N
N
N
N
MYT Holding Co.
549300853MX08B1AUK51
MYT Holding Co.
55406N103
37049.00000000
NS
USD
10633.06000000
0.002065131281
Long
EC
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1608.30000000
-0.00031236075
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1480246.87000000
CNY
212926.95000000
USD
2023-01-30
-1608.30000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFH9
3000000.00000000
PA
USD
2885390.64000000
0.560394700239
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
233.00000000
NS
USD
11780.48000000
0.002287980860
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
1994.00000000
NS
USD
299020.24000000
0.058075102704
Long
EC
CORP
US
N
1
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
N/A
5170.00000000
NS
338091.90000000
0.065663521024
Long
EC
CORP
DE
N
2
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2022-2, Class A3
14317HAC5
212000.00000000
PA
USD
206115.75000000
0.040031381655
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
3.49000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14280.54000000
-0.00277353742
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1604128.46000000
EUR
1706102.75000000
USD
2023-01-30
-14280.54000000
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
15822.00000000
NS
USD
1836459.54000000
0.356673435878
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
0.00740000
PA
USD
0.01000000
0.000000001942
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
4.68870840
N
N
N
N
N
N
Albertsons Cos., Inc.
549300YKWOC0AOR16R51
Albertsons Cos., Inc., Class A
013091103
3286.00000000
NS
USD
68151.64000000
0.013236272877
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3110.00000000
0.000604017873
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
329417.54000000
USD
7527451.02000000
CZK
2023-01-30
3110.00000000
N
N
N
Snap-on, Inc.
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
36.00000000
NS
USD
8225.64000000
0.001597567067
Long
EC
CORP
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
134.00000000
NS
USD
51245.62000000
0.009952820065
Long
RF
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
9066.00000000
NS
USD
1339501.50000000
0.260155256330
Long
EC
CORP
US
N
1
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBC7
170000.00000000
PA
USD
138958.87000000
0.026988309042
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.90000000
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
3.00000000
NC
-350.15000000
-0.00006800542
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
EU0009658145
2023-03-17
113640.00000000
EUR
-350.15000000
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2022-B, Class A
12663BAA6
142932.74000000
PA
USD
140321.49000000
0.027252954326
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
2.88000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-2, Class A3
33844XAE8
550000.00000000
PA
USD
534340.95000000
0.103778612278
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
4.03000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
71147.00000000
NS
USD
1759465.31000000
0.341719773159
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18058.65000000
0.003507314265
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
634979.24000000
USD
85395183.00000000
JPY
2023-01-30
18058.65000000
N
N
N
Neste OYJ
5493009GY1X8GQ66AM14
Neste OYJ
N/A
4218.00000000
NS
194521.46000000
0.037779562238
Long
EC
CORP
FI
N
2
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAH2
260000.00000000
PA
USD
192525.35000000
0.037391881815
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044101
620.00000000
NS
USD
27639.60000000
0.005368106883
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Class A
25470M109
241.00000000
NS
USD
3383.64000000
0.000657163677
Long
EC
CORP
US
N
1
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAN6
140000.00000000
PA
USD
98312.11000000
0.019093978004
Long
DBT
CORP
CA
Y
2
2050-01-25
Fixed
3.80000000
N
N
N
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002101
253.00000000
NS
USD
34306.80000000
0.006662996904
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
274.00000000
NS
USD
27473.98000000
0.005335940504
Long
EC
CORP
US
N
1
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2022-SFR1, Class A
33768NAA0
114353.30000000
PA
USD
107244.74000000
0.020828855230
Long
ABS-O
CORP
US
Y
2
2039-05-17
Fixed
4.14500000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
7.00000000
NS
USD
783.16000000
0.000152103741
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
2101.00000000
NS
USD
133665.62000000
0.025960264795
Long
EC
CORP
US
N
1
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAD3
350000.00000000
PA
USD
343028.02000000
0.066622204209
Long
DBT
CORP
KY
Y
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S, Class B
N/A
4490.00000000
NS
526015.70000000
0.102161699159
Long
EC
CORP
DK
N
2
N
N
N
MGIC Investment Corp.
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
5977.00000000
NS
USD
77701.00000000
0.015090930149
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
4330.00000000
NS
USD
764894.50000000
0.148556253735
Long
EC
CORP
US
N
1
N
N
N
Moelis & Co.
549300891QNU7VTQUR83
Moelis & Co., Class A
60786M105
3573.00000000
NS
USD
137096.01000000
0.026626508162
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1705.54000000
0.000331246509
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
3748877.50000000
USD
5077636.01000000
CAD
2023-01-30
1705.54000000
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
4103.00000000
NS
USD
455227.85000000
0.088413426939
Long
EC
CORP
US
N
1
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
14218.00000000
NS
USD
4944025.14000000
0.960218504869
Long
EC
CORP
US
N
1
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
181972.00000000
NS
346258.62000000
0.067249644769
Long
EC
CORP
GB
N
2
N
N
N
Amur Equipment Finance Receivables X LLC
549300K5Y88MV8B4M421
Amur Equipment Finance Receivables X LLC, Series 2022-1A, Class A2
03236VAB7
186833.25000000
PA
USD
177069.36000000
0.034390050880
Long
ABS-O
CORP
US
Y
2
2027-10-20
Fixed
1.64000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
549809.00000000
NS
300038.25000000
0.058272818535
Long
EC
CORP
GB
N
2
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
179.00000000
NS
USD
21037.87000000
0.004085932313
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
6789.00000000
NS
USD
124985.49000000
0.024274427604
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
269.00000000
NS
USD
12252.95000000
0.002379743022
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent, Class A
02665T306
5050.00000000
NS
USD
152207.00000000
0.029561333899
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEPQ4
1000000.00000000
PA
USD
821121.60000000
0.159476566712
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
1.96000000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
N/A
35088.00000000
NS
334364.78000000
0.064939647360
Long
EC
CORP
IE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2827.14000000
0.000549081379
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
703488.05000000
USD
583802.86000000
GBP
2023-01-30
2827.14000000
N
N
N
Hertz Vehicle Financing III LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC, Series 2022-1A, Class A
42806MAJ8
118000.00000000
PA
USD
108312.41000000
0.021036215926
Long
ABS-O
CORP
US
Y
2
2026-06-25
Fixed
1.99000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1194.39000000
-0.00023197199
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
151770.68000000
AUD
102256.56000000
USD
2023-01-30
-1194.39000000
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
N/A
6868.00000000
NS
329593.68000000
0.064013014024
Long
EC
CORP
DE
Y
2
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
5348.00000000
NS
USD
274031.52000000
0.053221844341
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
5291.00000000
NS
301265.28000000
0.058511129806
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-514.07000000
-0.00009984162
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
22026.09000000
USD
224115.78000000
SEK
2023-01-30
-514.07000000
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AW0
23000.00000000
PA
USD
18305.08000000
0.003555175398
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
926.00000000
NS
USD
103619.40000000
0.020124749071
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-114043.25000000
-0.02214924801
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
163229398.00000000
JPY
1134211.95000000
USD
2023-01-30
-114043.25000000
N
N
N
Confluent, Inc.
254900MRZ83YWUV7SN74
Confluent, Inc., Class A
20717M103
7870.00000000
NS
USD
175028.80000000
0.033993737468
Long
EC
CORP
US
N
1
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
120000.00000000
PA
USD
110837.74000000
0.021526680381
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
Bio-Techne Corp.
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
22.00000000
NS
USD
1823.36000000
0.000354129269
Long
EC
CORP
US
N
1
N
N
N
CNO Global Funding
6354008GTNR4833ULD48
CNO Global Funding
18977W2C3
260000.00000000
PA
USD
219959.98000000
0.042720179842
Long
DBT
CORP
US
Y
2
2029-01-06
Fixed
2.65000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
77000.00000000
PA
USD
55303.94000000
0.010741018719
Long
DBT
CORP
US
Y
2
2039-12-30
Fixed
4.31700000
N
N
N
N
N
N
Bright Horizons Family Solutions, Inc.
N/A
Bright Horizons Family Solutions, Inc.
109194100
2638.00000000
NS
USD
166457.80000000
0.032329095284
Long
EC
CORP
US
N
1
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKU2
120000.00000000
PA
USD
114930.18000000
0.022321505752
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.30000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
50000.00000000
PA
USD
37141.06000000
0.007213461115
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
453.00000000
NS
USD
21775.71000000
0.004229234097
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
37105.33000000
0.007206521707
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
471142.67000000
USD
473903.16000000
EUR
2023-01-30
37105.33000000
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBR0
162000.00000000
PA
USD
141352.06000000
0.027453109535
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKG6
430000.00000000
PA
USD
363157.03000000
0.070531619582
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
EastGroup Properties, Inc.
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
1638.00000000
NS
USD
242522.28000000
0.047102183849
Long
EC
CORP
US
N
1
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
170000.00000000
PA
USD
129436.81000000
0.025138953919
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
11287.00000000
NS
299794.58000000
0.058225493443
Long
EC
CORP
ES
N
2
N
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
31.00000000
NS
USD
7738.53000000
0.001502961553
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
3000000.00000000
PA
USD
2544960.93000000
0.494277134512
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Middleby Corp. (The)
JDFO86U9VQRBKW5KYA35
Middleby Corp. (The)
596278101
737.00000000
NS
USD
98684.30000000
0.019166263988
Long
EC
CORP
US
N
1
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
13886.00000000
NS
USD
1710477.48000000
0.332205456475
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8684.69000000
0.001686722824
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
210809.54000000
USD
276282767.00000000
KRW
2023-01-30
8684.69000000
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDA6
170000.00000000
PA
USD
147070.18000000
0.028563671169
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
250000.00000000
PA
USD
173062.50000000
0.033611846682
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Russell 1000 Value E-Mini Index
N/A
-103.00000000
NC
USD
237350.11000000
0.046097655513
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
Russell 1000 Value E-Mini Index
RLV Index
2023-03-17
-7744055.00000000
USD
237350.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-48582.03000000
-0.00943550303
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
1030646.74000000
GBP
1198348.22000000
USD
2023-01-30
-48582.03000000
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAD1
37000.00000000
PA
USD
28674.95000000
0.005569190454
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
Arista Networks, Inc.
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
1342.00000000
NS
USD
162851.70000000
0.031628725878
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
1565.00000000
NS
USD
175389.55000000
0.034063801599
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
1606.00000000
NS
USD
34625.36000000
0.006724866979
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
8000000.00000000
PA
USD
4305312.48000000
0.836169031402
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313745101
1334.00000000
NS
USD
134787.36000000
0.026178126856
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBU5
18000.00000000
PA
USD
15145.02000000
0.002941434974
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AA6
200000.00000000
PA
USD
169546.12000000
0.032928902512
Long
DBT
CORP
CH
Y
2
2030-08-13
Variable
3.12599880
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1325.68000000
0.000257470872
N/A
DFE
N/A
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
213255.61000000
USD
287264.47000000
SGD
2023-01-30
1325.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
247.48000000
0.000048065062
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
35977.09000000
USD
251108.30000000
DKK
2023-01-30
247.48000000
N
N
N
Hillman Solutions Corp.
N/A
Hillman Solutions Corp.
431636109
16115.00000000
NS
USD
116189.15000000
0.022566020344
Long
EC
CORP
US
N
1
N
N
N
RBC Bearings, Inc.
N/A
RBC Bearings, Inc.
75524B104
698.00000000
NS
USD
146126.30000000
0.028380352715
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887109
273.00000000
NS
USD
69423.90000000
0.013483368626
Long
EC
CORP
US
N
1
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CR9
50000.00000000
PA
USD
36821.23000000
0.007151344383
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABR7
380000.00000000
PA
USD
361497.93000000
0.070209392555
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.80000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626P148
15702.00000000
NS
690006.65000000
0.134011687855
Long
EC
CORP
CA
N
1
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
244.00000000
NS
USD
32161.64000000
0.006246368293
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks, Inc.
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
82.00000000
NS
USD
2620.72000000
0.000508990906
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
350.00000000
NS
USD
34811.00000000
0.006760921602
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4013.54000000
0.000779501573
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
134565.13000000
USD
52117211.00000000
HUF
2023-01-30
4013.54000000
N
N
N
Hexatronic Group AB
2138001VSY1B4U9JLM82
Hexatronic Group AB
N/A
16887.00000000
NS
230055.50000000
0.044680911199
Long
EC
CORP
SE
N
2
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
259.00000000
NS
USD
24120.67000000
0.004684667457
Long
EC
CORP
JE
N
1
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
3759.00000000
NS
USD
200768.19000000
0.038992789431
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
9725.00000000
NS
USD
1690594.00000000
0.328343727439
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LH3F5
1100000.00000000
PA
USD
1093076.93000000
0.212295177655
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
4.67000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-879.40000000
-0.00017079527
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
12503429.31000000
PHP
223767.01000000
USD
2023-01-30
-879.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4148.83000000
0.000805777322
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
79527.85000000
USD
871757.38000000
SEK
2023-01-30
4148.83000000
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
N/A
1223.00000000
NS
156261.28000000
0.030348747913
Long
EC
CORP
FR
N
2
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2022-2, Class A3
36266FAC3
216000.00000000
PA
USD
211287.94000000
0.041035913875
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
3.42000000
N
N
N
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
136.00000000
NS
USD
23597.36000000
0.004583031254
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874104
4428.00000000
NS
USD
164013.12000000
0.031854294508
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
313.00000000
NS
USD
36771.24000000
0.007141635427
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-2, Class C
80286XAE4
103000.00000000
PA
USD
100196.98000000
0.019460053621
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20291.21000000
-0.00394091752
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5440798.80000000
DKK
764591.62000000
USD
2023-01-30
-20291.21000000
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
1225.00000000
NS
USD
19551.00000000
0.003797155446
Long
EC
CORP
US
N
1
N
N
N
Morningstar, Inc.
529900YGNQPOVAXQ7F29
Morningstar, Inc.
617700109
794.00000000
NS
USD
171972.46000000
0.033400141330
Long
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Holdings, Inc.
N/A
Knight-Swift Transportation Holdings, Inc.
499049104
2410.00000000
NS
USD
126308.10000000
0.024531302228
Long
EC
CORP
US
N
1
N
N
N
VERBIO Vereinigte BioEnergie AG
529900W51PINCFFALS96
VERBIO Vereinigte BioEnergie AG
N/A
2458.00000000
NS
159358.28000000
0.030950240952
Long
EC
CORP
DE
N
2
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
159.00000000
NS
USD
15534.30000000
0.003017040143
Long
EC
CORP
US
N
1
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust, Series 2022-1D, Class A
43283BAA1
116218.20000000
PA
USD
110033.11000000
0.021370406779
Long
ABS-O
CORP
US
Y
2
2034-06-20
Fixed
3.61000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
533.89000000
0.000103691029
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
534754.74000000
USD
724687.54000000
CAD
2023-01-30
533.89000000
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAE9
112000.00000000
PA
USD
81828.49000000
0.015892562860
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.40000000
N
N
N
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
179.00000000
NS
USD
19126.15000000
0.003714641943
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
1750000.00000000
PA
USD
1255488.29000000
0.243838381595
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
34371.00000000
NS
3426342.32000000
0.665457235049
Long
EC
CORP
FR
N
2
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
750000.00000000
PA
USD
645506.80000000
0.125369017516
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
66.33000000
0.000012882477
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
236132.66000000
HKD
30337.67000000
USD
2023-01-30
66.33000000
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
6335.00000000
NS
USD
261888.90000000
0.050863529387
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
656.00000000
NS
USD
41984.00000000
0.008154047070
Long
EC
CORP
IE
N
1
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AX2
170000.00000000
PA
USD
147418.23000000
0.028631268731
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
4321.00000000
NS
USD
377439.35000000
0.073305502717
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
661.82000000
0.000128537334
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
104250.12000000
USD
1786967.75000000
ZAR
2023-01-30
661.82000000
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
582.00000000
NS
USD
192188.04000000
0.037326370153
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
6949.00000000
NS
5056740.63000000
0.982109878035
Long
EC
CORP
FR
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DG2
240000.00000000
PA
USD
228894.07000000
0.044455340627
Long
DBT
CORP
US
N
2
2030-07-28
Variable
4.77200160
N
N
N
N
N
N
Globe Life, Inc.
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
4.00000000
NS
USD
482.20000000
0.000093651903
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LBB5
170000.00000000
PA
USD
146832.67000000
0.028517542460
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
1826.00000000
NS
USD
222571.14000000
0.043227314025
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CY3
220000.00000000
PA
USD
210563.69000000
0.040895251513
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
26121.00000000
NS
356167.54000000
0.069174135053
Long
EC
CORP
GB
N
2
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370C100
97.00000000
NS
USD
11643.88000000
0.002261450686
Long
EC
CORP
US
N
1
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAP9
170000.00000000
PA
USD
132922.03000000
0.025815846258
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.75000000
N
N
N
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
1998.00000000
NS
USD
151508.34000000
0.029425641575
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
2016.00000000
NS
USD
180149.76000000
0.034988319901
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2
3137H9C98
879250.00000000
PA
USD
823944.65000000
0.160024853740
Long
ABS-MBS
USGSE
US
N
2
2032-09-25
Variable
3.71000160
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-80450.76000000
-0.01562498294
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
201918728.00000000
JPY
1463671.22000000
USD
2023-01-30
-80450.76000000
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
17943.00000000
NS
USD
2327386.53000000
0.452020277164
Long
EC
CORP
US
N
1
N
N
N
CommScope Holding Co., Inc.
254900AW4CEPCQWSRI58
CommScope Holding Co., Inc.
20337X109
4468.00000000
NS
USD
32839.80000000
0.006378079148
Long
EC
CORP
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV (Registered)
N/A
438.00000000
NS
USD
239323.20000000
0.046480865039
Long
EC
CORP
NL
N
1
N
N
N
Glencore plc
2138002658CPO9NBH955
Glencore plc
N/A
80840.00000000
NS
539093.44000000
0.104701631218
Long
EC
CORP
JE
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36205VMH8
0.17000000
PA
USD
0.17000000
0.000000033017
Long
ABS-MBS
USGA
US
N
2
2025-06-15
Fixed
7.50000000
N
N
N
N
N
N
Nexstar Media Group, Inc.
52990083ZRR5UT591988
Nexstar Media Group, Inc.
65336K103
398.00000000
NS
USD
69661.94000000
0.013529600270
Long
EC
CORP
US
N
1
N
N
N
QuidelOrtho Corp.
549300YU8CMO9HF53113
QuidelOrtho Corp.
219798105
1470.00000000
NS
USD
125934.90000000
0.024458820083
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery, Inc.
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
2105.00000000
NS
USD
19955.40000000
0.003875697191
Long
EC
CORP
US
N
1
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-2A, Class A
23345AAA1
184023.97000000
PA
USD
180938.99000000
0.035141602546
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
2.88000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10932.36000000
0.002123260719
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
381079.48000000
GBP
471982.22000000
USD
2023-01-30
10932.36000000
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
173.00000000
NS
USD
17267.13000000
0.003353586861
Long
EC
CORP
US
N
1
N
N
N
Trade Desk, Inc. (The)
549300GXPD31VT3E0P46
Trade Desk, Inc. (The), Class A
88339J105
2856.00000000
NS
USD
128034.48000000
0.024866596240
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAH0
350000.00000000
PA
USD
297515.60000000
0.057782874584
Long
DBT
CORP
DE
N
2
2028-01-07
Variable
2.55200040
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AT4
170000.00000000
PA
USD
151522.17000000
0.029428327609
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
1249.00000000
NS
USD
394509.14000000
0.076620762605
Long
EC
CORP
US
N
1
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
567.00000000
NS
USD
47542.95000000
0.009233695030
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBP4
500000.00000000
PA
USD
432328.56000000
0.083965973420
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
170000.00000000
PA
USD
154807.16000000
0.030066331685
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
9733.00000000
NS
1157278.07000000
0.224764192459
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
957.19000000
0.000185903494
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
24211.44000000
USD
23467.86000000
EUR
2023-01-30
957.19000000
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
150.00000000
NS
USD
30330.00000000
0.005890630898
Long
EC
CORP
US
N
1
N
N
N
MVW LLC
N/A
MVW LLC, Series 2021-2A, Class A
55400KAA3
144786.88000000
PA
USD
128313.93000000
0.024920870450
Long
ABS-O
CORP
US
Y
2
2039-05-20
Fixed
1.43000000
N
N
N
N
N
N
Comerica, Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
253.00000000
NS
USD
16913.05000000
0.003284818164
Long
EC
CORP
US
N
1
N
N
N
IAC, Inc.
549300TO56L57RP6P031
IAC, Inc.
44891N208
2897.00000000
NS
USD
128626.80000000
0.024981635425
Long
EC
CORP
US
N
1
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912108
3108.00000000
NS
USD
155058.12000000
0.030115072625
Long
EC
CORP
US
N
1
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
370000.00000000
PA
USD
335522.92000000
0.065164578955
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
McCormick & Co., Inc.
549300JQQA6MQ4OJP259
McCormick & Co., Inc. (Non-Voting)
579780206
232.00000000
NS
USD
19230.48000000
0.003734904704
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
766.00000000
NS
USD
36155.20000000
0.007021989392
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
52.00000000
NS
USD
17042.48000000
0.003309955795
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
213.60000000
0.000041484957
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
103677.31000000
USD
551470.00000000
BRL
2023-01-30
213.60000000
N
N
N
Exelixis, Inc.
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
8403.00000000
NS
USD
134784.12000000
0.026177497589
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
139.94000000
0.000027178862
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
209101.52000000
USD
3242746440.00000000
IDR
2023-01-30
139.94000000
N
N
N
Power Integrations, Inc.
54930085LGXSCIHD5W31
Power Integrations, Inc.
739276103
2750.00000000
NS
USD
197230.00000000
0.038305609367
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
N/A
7068.00000000
NS
992592.10000000
0.192779218393
Long
EC
CORP
FR
N
2
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751Y106
19.00000000
NS
USD
2793.57000000
0.000542561482
Long
EC
CORP
US
N
1
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
2304.00000000
NS
USD
142018.56000000
0.027582555809
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P Midcap 400 E-Mini Index
N/A
-36.00000000
NC
USD
154928.32000000
0.030089863133
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
S&P Midcap 400 E-Mini Index
XC0009692283
2023-03-17
-8795880.00000000
USD
154928.32000000
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
283.00000000
NS
USD
10960.59000000
0.002128743492
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd.
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd.
N/A
2500.00000000
NS
734571.81000000
0.142667042570
Long
EC
CORP
JP
N
2
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
144.00000000
NS
USD
13122.72000000
0.002548667982
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1661.72000000
0.000322735877
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
106596.72000000
USD
100942.88000000
EUR
2023-01-30
1661.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
942.56000000
0.000183062085
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
108401.15000000
USD
101954.81000000
EUR
2023-01-30
942.56000000
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
9495.00000000
NS
USD
1596014.55000000
0.309974699066
Long
EC
CORP
IE
N
1
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
7255.00000000
NS
USD
238689.50000000
0.046357789114
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJA8
90000.00000000
PA
USD
70430.32000000
0.013678833471
Long
DBT
CORP
US
N
2
2051-03-20
Variable
4.08300120
N
N
N
N
N
N
American Water Works Co., Inc.
549300DXHIJQMD5WFW18
American Water Works Co., Inc.
030420103
174.00000000
NS
USD
26521.08000000
0.005150870204
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3600.65000000
-0.00069931091
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
84761447.00000000
JPY
644590.90000000
USD
2023-01-30
-3600.65000000
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
1.00000000
NS
USD
30.72000000
0.000005966375
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCG4
1000000.00000000
PA
USD
938515.62000000
0.182276594457
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class AM
3137H7YZ0
880000.00000000
PA
USD
746199.87000000
0.144925420728
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Fixed
2.58000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38512.64000000
0.007479846593
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
671766.35000000
USD
587079.13000000
GBP
2023-01-30
38512.64000000
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
90.00000000
NS
USD
18489.60000000
0.003591012497
Long
EC
CORP
US
N
1
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
231.00000000
NS
USD
17281.11000000
0.003356302028
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
128.00000000
NS
USD
33914.88000000
0.006586878999
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
2328.00000000
NS
USD
367684.32000000
0.071410900635
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1205.32000000
0.000234094798
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
82594.36000000
USD
580898.43000000
DKK
2023-01-30
1205.32000000
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
8454.00000000
NS
USD
262074.00000000
0.050899479132
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7566.92000000
0.001469631808
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
245483.94000000
USD
2636325.44000000
SEK
2023-01-30
7566.92000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
530000.00000000
PA
USD
517539.85000000
0.100515536815
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
127.00000000
NS
USD
13003.53000000
0.002525519143
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11673.64000000
0.002267230612
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
581639.54000000
USD
870437.06000000
AUD
2023-01-30
11673.64000000
N
N
N
Bank Central Asia Tbk. PT
254900BR956G2OHVOM21
Bank Central Asia Tbk. PT
N/A
1330200.00000000
NS
729399.55000000
0.141662496755
Long
EC
CORP
ID
N
2
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91086QBG2
200000.00000000
PA
USD
196000.00000000
0.038066721269
Long
DBT
NUSS
MX
N
2
2026-01-21
Fixed
4.12500000
N
N
N
N
N
N
CarMax, Inc.
N/A
CarMax, Inc.
143130102
150.00000000
NS
USD
9133.50000000
0.001773889789
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3015.54000000
0.000585672044
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
637817.28000000
USD
9931389155.00000000
IDR
2023-01-30
3015.54000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
80000.00000000
PA
USD
64831.79000000
0.012591498363
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
WW Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
41.00000000
NS
USD
22806.25000000
0.004429383479
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
1775.00000000
NS
USD
332794.75000000
0.064634719327
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3082.36000000
-0.00059864968
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
1060605.65000000
GBP
1280093.75000000
USD
2023-01-30
-3082.36000000
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBA4
198000.00000000
PA
USD
175548.62000000
0.034094695851
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
First Solar, Inc.
549300NPYMLM4NHTOF27
First Solar, Inc.
336433107
93.00000000
NS
USD
13930.47000000
0.002705547544
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-624.58000000
-0.00012130465
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
96167.78000000
EUR
138784.34000000
CAD
2023-01-30
-624.58000000
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
50000.00000000
PA
USD
41111.05000000
0.007984504497
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804FR0
50000.00000000
PA
USD
42866.96000000
0.008325533765
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.45000000
N
N
N
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340102
155.00000000
NS
USD
12494.55000000
0.002426666082
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc.
169656105
25.00000000
NS
USD
34687.25000000
0.006736887129
Long
EC
CORP
US
N
1
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
445.00000000
NS
USD
149755.85000000
0.029085276532
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
114.00000000
NS
USD
7125.00000000
0.001383803005
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BN1
170000.00000000
PA
USD
139174.26000000
0.027030141649
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3
36242DCH4
1936.47120000
PA
USD
1906.38000000
0.000370253245
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
419.00000000
NC
USD
-679778.35000000
-0.13202516823
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2023-03-22
46986921.88000000
USD
-679778.35000000
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
266.00000000
NS
USD
37724.12000000
0.007326701842
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1101.01000000
-0.00021383592
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
155226.27000000
AUD
164854.02000000
NZD
2023-01-31
-1101.01000000
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BT0
240000.00000000
PA
USD
174227.77000000
0.033838163051
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
1708.00000000
NS
USD
78072.68000000
0.015163117083
Long
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
170000.00000000
PA
USD
140854.32000000
0.027356439485
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBM3
170000.00000000
PA
USD
147401.18000000
0.028627957315
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-1, Class A
02530WAA2
64769.82000000
PA
USD
64311.23000000
0.012490396259
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
0.99000000
N
N
N
N
N
N
PerkinElmer, Inc.
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046109
119.00000000
NS
USD
16686.18000000
0.003240755934
Long
EC
CORP
US
N
1
N
N
N
Canadian National Railway Co.
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375102
10106.00000000
NS
1200479.35000000
0.233154657175
Long
EC
CORP
CA
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207FLP4
0.10000000
PA
USD
0.10000000
0.000000019421
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
274701.53000000
0.053351972320
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
2499412.19000000
USD
362759886.00000000
JPY
2023-01-30
274701.53000000
N
N
N
Lennox International, Inc.
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
726.00000000
NS
USD
173680.98000000
0.033731966609
Long
EC
CORP
US
N
1
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAS4
450000.00000000
PA
USD
395901.73000000
0.076891228602
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Performance Food Group Co.
549300EUK8GR9IT1YK57
Performance Food Group Co.
71377A103
3780.00000000
NS
USD
220714.20000000
0.042866662916
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
986.00000000
NS
USD
244636.46000000
0.047512795587
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
2855.00000000
NS
USD
703043.75000000
0.136543726895
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1086.95000000
0.000211105217
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11460651.34000000
PHP
206998.00000000
USD
2023-01-30
1086.95000000
N
N
N
Ralph Lauren Corp.
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp.
751212101
1258.00000000
NS
USD
132932.86000000
0.025817949638
Long
EC
CORP
US
N
1
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
N/A
128267.00000000
NS
453392.40000000
0.088056949574
Long
EC
CORP
MX
N
1
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
203.00000000
NS
USD
37934.61000000
0.007367582782
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21208.78000000
0.004119126105
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
241314.03000000
USD
1819805.08000000
DKK
2023-01-30
21208.78000000
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
7246.00000000
NS
USD
3106794.96000000
0.603395396858
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc., Class A
090572207
12.00000000
NS
USD
5045.88000000
0.000980000548
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
1713.00000000
NS
USD
130958.85000000
0.025434561432
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-3A, Class B
30166AAD6
149625.44000000
PA
USD
147252.28000000
0.028599038260
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.69000000
N
N
N
N
N
N
TransDigm Group, Inc.
N/A
TransDigm Group, Inc.
893641100
53.00000000
NS
USD
33371.45000000
0.006481335130
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings, Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
20.00000000
NS
USD
5577.80000000
0.001083308968
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
275.01000000
0.000053411882
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
100625.18000000
USD
787075.46000000
HKD
2023-01-30
275.01000000
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc., Class B
913903100
59.00000000
NS
USD
8312.51000000
0.001614438781
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
2974.00000000
NS
USD
147004.82000000
0.028550977082
Long
EC
CORP
LR
N
1
N
N
N
X5 Retail Group NV
213800J17UJJJDGUVF56
X5 Retail Group NV
98387E205
1065.00000000
NS
USD
257.09000000
0.000049931496
Long
EC
CORP
NL
Y
3
N
N
N
Lyft, Inc.
549300H7I5VN334XVZ52
Lyft, Inc., Class A
55087P104
4424.00000000
NS
USD
48752.48000000
0.009468607486
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
665.01000000
0.000129156889
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
133363.74000000
USD
124971.76000000
EUR
2023-01-30
665.01000000
N
N
N
Ventas, Inc.
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
381.00000000
NS
USD
17164.05000000
0.003333566873
Long
EC
CORP
US
N
1
N
N
N
FANUC Corp.
529900QTSW745LOKW705
FANUC Corp.
N/A
4100.00000000
NS
613550.98000000
0.119162623165
Long
EC
CORP
JP
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
83336.00000000
NS
972823.03000000
0.188939709835
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3221.22000000
0.000625618795
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
234050.84000000
USD
1259479.04000000
BRL
2023-01-30
3221.22000000
N
N
N
Lincoln Electric Holdings, Inc.
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
1498.00000000
NS
USD
216446.02000000
0.042037705679
Long
EC
CORP
US
N
1
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class B
02376LAA3
300000.00000000
PA
USD
238031.34000000
0.046229962618
Long
ABS-O
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
220000.00000000
PA
USD
214485.79000000
0.041656993797
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
340.00000000
NS
USD
32405.40000000
0.006293710864
Long
EC
CORP
US
N
1
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117100
1693.00000000
NS
USD
71580.04000000
0.013902129750
Long
EC
CORP
US
N
1
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
9284.00000000
NS
USD
121434.72000000
0.023584804279
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
7448.00000000
NS
USD
283024.00000000
0.054968345513
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7528.25000000
-0.00146212139
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
39618419.00000000
JPY
295443.51000000
USD
2023-01-30
-7528.25000000
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
2797.00000000
NS
USD
112355.49000000
0.021821454698
Long
EC
CORP
US
N
1
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
1041.00000000
NS
USD
74337.81000000
0.014437738229
Long
EC
CORP
US
N
1
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-2A, Class B
36261XAC9
38208.51000000
PA
USD
37779.66000000
0.007337488708
Long
ABS-O
CORP
US
Y
2
2025-09-15
Fixed
0.77000000
N
N
N
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
77.00000000
NS
USD
35818.09000000
0.006956516573
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
10950.00000000
NS
USD
231921.00000000
0.045043224814
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348106
226.00000000
NS
USD
53636.58000000
0.010417187452
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp.
549300FHJQTDPPN41627
Celanese Corp.
150870103
90.00000000
NS
USD
9201.60000000
0.001787116032
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
162.00000000
NS
USD
22158.36000000
0.004303551601
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
5110.00000000
NS
USD
231125.30000000
0.044888685578
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
2579.00000000
NS
USD
185894.32000000
0.036104016658
Long
EC
CORP
US
N
1
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
18493.00000000
NS
298242.96000000
0.057924140964
Long
EC
CORP
GB
N
2
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
399255.00000000
NS
2303678.11000000
0.447415676062
Long
EC
CORP
GB
N
2
N
N
N
Cognex Corp.
549300JQTYZCLC43S226
Cognex Corp.
192422103
3539.00000000
NS
USD
166722.29000000
0.032380463994
Long
EC
CORP
US
N
1
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-4A, Class D
26253WAG3
114000.00000000
PA
USD
100207.48000000
0.019462092909
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
1.99000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9410.13000000
0.001827616305
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
839390.45000000
USD
16626969.23000000
MXN
2023-01-30
9410.13000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
2000000.00000000
PA
USD
1798437.50000000
0.349288872619
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
86.50000000
0.000016799854
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
101033.24000000
USD
8378181.82000000
INR
2023-01-30
86.50000000
N
N
N
Simpson Manufacturing Co., Inc.
529900EJUNNL15LZ8056
Simpson Manufacturing Co., Inc.
829073105
1615.00000000
NS
USD
143185.90000000
0.027809274209
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
242.00000000
NS
USD
20093.26000000
0.003902472080
Long
EC
CORP
NL
N
1
N
N
N
Corteva, Inc.
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
682.00000000
NS
USD
40087.96000000
0.007785802038
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-624.37000000
-0.00012126387
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
970055.40000000
DKK
139314.61000000
USD
2023-01-30
-624.37000000
N
N
N
Exact Sciences Corp.
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063P105
4341.00000000
NS
USD
214922.91000000
0.041741890354
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp., Class A
65249B109
363.00000000
NS
USD
6606.60000000
0.001283120411
Long
EC
CORP
US
N
1
N
N
N
Envestnet, Inc.
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404K106
2120.00000000
NS
USD
130804.00000000
0.025404486780
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1981.52000000
0.000384846783
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
544834.40000000
USD
509864.86000000
EUR
2023-01-30
1981.52000000
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AD3
300000.00000000
PA
USD
254601.52000000
0.049448189268
Long
DBT
CORP
JP
Y
2
2030-09-17
Fixed
4.81000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DZ5
250000.00000000
PA
USD
181375.00000000
0.035226283521
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-242.07000000
-0.00004701434
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
109533.77000000
USD
2088261.24000000
TRY
2023-01-30
-242.07000000
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AQ4
240000.00000000
PA
USD
190409.35000000
0.036980916599
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2020-SFR2, Class A
33767JAA0
197776.33000000
PA
USD
175243.36000000
0.034035408874
Long
ABS-O
CORP
US
Y
2
2037-10-19
Fixed
1.26600000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38530.55000000
0.007483325036
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
809857.17000000
USD
110940309.00000000
JPY
2023-01-30
38530.55000000
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
33843.00000000
NS
937487.30000000
0.182076876239
Long
EC
CORP
GB
N
2
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
260000.00000000
PA
USD
222047.01000000
0.043125518563
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6337.80000000
0.001230914622
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1141614.88000000
USD
1070379.82000000
EUR
2023-01-30
6337.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-54.21000000
-0.00001052855
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
101554.93000000
CHF
110111.35000000
USD
2023-01-30
-54.21000000
N
N
N
TD SYNNEX Corp.
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162W100
1223.00000000
NS
USD
115830.33000000
0.022496331054
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16559.47000000
0.003216146575
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
139591.27000000
USD
20419215.00000000
JPY
2023-01-30
16559.47000000
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2022-P3, Class A3
14686MAC7
49000.00000000
PA
USD
47751.23000000
0.009274146748
Long
ABS-O
CORP
US
N
2
2027-11-10
Fixed
4.61000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
7085.00000000
NS
USD
2373049.90000000
0.460888923990
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261A100
3726.00000000
NS
USD
222852.06000000
0.043281873736
Long
EC
CORP
US
N
1
N
N
N
APA Corp.
549300VCIWLRHYVSHC79
APA Corp.
03743Q108
305.00000000
NS
USD
14237.40000000
0.002765158864
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-885.34000000
-0.00017194893
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
731508.05000000
DKK
104641.10000000
USD
2023-01-30
-885.34000000
N
N
N
N/A
N/A
MSCI EAFE E-Mini Index
N/A
185.00000000
NC
USD
-306372.95000000
-0.05950313108
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
MSCI EAFE E-Mini Index
MSDUEAFE Index
2023-03-17
18030100.00000000
USD
-306372.95000000
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBZ7
200000.00000000
PA
USD
198504.84000000
0.038553206198
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
5.30399880
N
N
N
N
N
N
Columbia Sportswear Co.
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
1171.00000000
NS
USD
102556.18000000
0.019918252645
Long
EC
CORP
US
N
1
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054109
112.00000000
NS
USD
15716.96000000
0.003052515997
Long
EC
CORP
US
N
1
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
473.00000000
NS
USD
154283.14000000
0.029964557586
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
20739.87000000
0.004028055359
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
400670.50000000
USD
564150.88000000
SGD
2023-01-30
20739.87000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCU3
1000000.00000000
PA
USD
969804.69000000
0.188353493980
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
329.00000000
NS
USD
27583.36000000
0.005357184065
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
13000.00000000
PA
USD
12769.58000000
0.002480081849
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4503.01000000
0.000874565441
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1988143.11000000
SEK
195337.31000000
USD
2023-01-30
4503.01000000
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-4A, Class B
30165JAD8
130000.00000000
PA
USD
126814.81000000
0.024629714413
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
1.05000000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
321.00000000
NS
USD
19693.35000000
0.003824802374
Long
EC
CORP
US
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
128.00000000
NS
USD
315671.04000000
0.061308987207
Long
EC
CORP
US
N
1
N
N
N
Westgate Resorts LLC
N/A
Westgate Resorts LLC, Series 2022-1A, Class A
96034JAA4
187614.10000000
PA
USD
176793.70000000
0.034336512755
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
1.78800000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust, Series 2021-1A, Class A
12598NAA0
43549.01000000
PA
USD
42831.25000000
0.008318598241
Long
ABS-O
CORP
US
Y
2
2025-04-14
Fixed
0.69000000
N
N
N
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690100
154.00000000
NS
USD
5129.74000000
0.000996287667
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
253.00000000
NS
USD
24750.99000000
0.004807086925
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFVK7
398949.00000000
PA
USD
341531.86000000
0.066331623057
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.58000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class AA
90932EAA1
367845.11000000
PA
USD
312764.09000000
0.060744405291
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
Localiza Rent a Car SA
N/A
Localiza Rent a Car SA
N/A
0.07870000
NS
0.16000000
0.000000031074
Long
CORP
BR
N
1
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
398.00000000
NS
USD
31167.38000000
0.006053265138
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
76.00000000
NS
USD
10513.08000000
0.002041829010
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
60000.00000000
PA
USD
44398.51000000
0.008622988290
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21699960
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAY6
170000.00000000
PA
USD
151649.17000000
0.029452993291
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
Wolfspeed, Inc.
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852102
1735.00000000
NS
USD
119784.40000000
0.023264282485
Long
EC
CORP
US
N
1
N
N
N
National Vision Holdings, Inc.
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845R107
3368.00000000
NS
USD
130543.68000000
0.025353927959
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9556.03000000
0.001855952706
N/A
DFE
N/A
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
1023315.34000000
NZD
659533.90000000
USD
2023-01-31
9556.03000000
N
N
N
Novatek PJSC
2138008R6GCRVBDFA581
Novatek PJSC
N/A
979.00000000
NS
USD
297.04000000
0.000057690504
Long
EC
CORP
RU
N
3
N
N
N
HUGO BOSS AG
529900LFVU534EBRXD13
HUGO BOSS AG
N/A
4654.00000000
NS
269048.50000000
0.052254052334
Long
EC
CORP
DE
N
2
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
252000.00000000
PA
USD
174118.50000000
0.033816940854
Long
DBT
CORP
CH
Y
2
2032-05-14
Variable
3.09099960
N
N
N
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
N/A
23500.00000000
NS
996408.55000000
0.193520441548
Long
EC
CORP
KY
N
2
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
2325.00000000
NS
USD
41826.75000000
0.008123506295
Long
EC
CORP
BM
N
1
N
N
N
Rollins, Inc.
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
220.00000000
NS
USD
8038.80000000
0.001561279382
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
331.00000000
NS
USD
21266.75000000
0.004130384921
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
13500.00000000
NS
1293010.89000000
0.251125944633
Long
EC
CORP
JP
N
2
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class B
35137L204
133.00000000
NS
USD
3783.85000000
0.000734891649
Long
EC
CORP
US
N
1
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAC1
35000.00000000
PA
USD
34282.81000000
0.006658337615
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.00000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
174.00000000
NS
USD
12134.76000000
0.002356788400
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
387.00000000
NS
USD
216383.31000000
0.042025526271
Long
EC
CORP
US
N
1
N
N
N
Clearwater Analytics Holdings, Inc.
N/A
Clearwater Analytics Holdings, Inc., Class A
185123106
7220.00000000
NS
USD
135375.00000000
0.026292257101
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
1175.00000000
NS
USD
440766.00000000
0.085604675852
Long
EC
CORP
US
N
1
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760108
4439.00000000
NS
USD
50071.92000000
0.009724866439
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696106
104.00000000
NS
USD
44937.36000000
0.008727642641
Long
EC
CORP
US
N
1
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
78.00000000
NS
USD
18844.02000000
0.003659847229
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4260.61000000
0.000827487006
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
332118.82000000
GBP
406075.30000000
USD
2023-01-30
4260.61000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAN0
400000.00000000
PA
USD
253325.00000000
0.049200266151
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
Tennessee Gas Pipeline Co. LLC
N/A
Tennessee Gas Pipeline Co. LLC
880451AZ2
120000.00000000
PA
USD
100511.40000000
0.019521119633
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-57.40000000
-0.00001114811
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
214744.90000000
USD
200180.00000000
EUR
2023-01-30
-57.40000000
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
49.00000000
NS
USD
6931.54000000
0.001346229597
Long
EC
CORP
US
N
1
N
N
N
Alaska Air Group, Inc.
529900G48RT4KWLC6C27
Alaska Air Group, Inc.
011659109
2422.00000000
NS
USD
104000.68000000
0.020198800496
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
1662.00000000
NS
USD
182470.98000000
0.035439142527
Long
EC
CORP
US
N
1
N
N
N
WestRock Co.
5493004Z9TCQW68YVL89
WestRock Co.
96145D105
3285.00000000
NS
USD
115500.60000000
0.022432291564
Long
EC
CORP
US
N
1
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co., Series AA
037735CZ8
150000.00000000
PA
USD
123380.28000000
0.023962666984
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.70000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDL5
250000.00000000
PA
USD
217297.79000000
0.042203134716
Long
DBT
CORP
NL
Y
2
2027-12-15
Variable
1.98000000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
339.00000000
NS
USD
11739.57000000
0.002280035403
Long
EC
CORP
US
N
1
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAF4
241000.00000000
PA
USD
211838.10000000
0.041142764831
Long
DBT
CORP
GB
Y
2
2028-02-16
Variable
2.97200160
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
17000.00000000
NS
USD
2045780.00000000
0.397327229790
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
2511.00000000
NS
USD
195154.92000000
0.037902591551
Long
EC
CORP
IE
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
17359.00000000
NS
499093.57000000
0.096932937840
Long
EC
CORP
NL
N
2
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047109
312.00000000
NS
USD
11762.40000000
0.002284469399
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
214.00000000
NS
USD
65967.64000000
0.012812100840
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
4437.00000000
NS
USD
412463.52000000
0.080107825763
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
422.00000000
NS
USD
192643.00000000
0.037414731558
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1077.11000000
0.000209194112
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
51872.20000000
USD
49371.26000000
EUR
2023-01-30
1077.11000000
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
798.00000000
NS
USD
32917.50000000
0.006393169884
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
960000.00000000
PA
USD
841071.73000000
0.163351240375
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400120
N
N
N
N
N
N
Focus Financial Partners, Inc.
5493006FFJCGLZ246V12
Focus Financial Partners, Inc., Class A
34417P100
4288.00000000
NS
USD
159813.76000000
0.031038703351
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
362.13000000
0.000070332151
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3031133.00000000
TWD
99289.28000000
USD
2023-01-30
362.13000000
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
1189.00000000
NS
USD
119684.74000000
0.023244926723
Long
EC
CORP
US
N
1
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
4394.00000000
NS
1432273.82000000
0.278173307590
Long
EC
CORP
IE
N
2
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAC8
150000.00000000
PA
USD
116529.69000000
0.022632159330
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
WEX, Inc.
T9M5IGROL1TL1G5OV478
WEX, Inc.
96208T104
1329.00000000
NS
USD
217490.85000000
0.042240630436
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCY5
1000000.00000000
PA
USD
858828.12000000
0.166799850319
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
483.00000000
NS
USD
139649.79000000
0.027122498118
Long
EC
CORP
US
N
1
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
N/A
40803.00000000
NS
189558.56000000
0.036815677896
Long
EC
CORP
FI
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2092.72000000
0.000406443821
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
73438.91000000
GBP
83834.78000000
CHF
2023-01-30
2092.72000000
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
6147.00000000
NS
3351664.75000000
0.650953509323
Long
EC
CORP
NL
N
2
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-4A, Class C
30166BAE2
215000.00000000
PA
USD
207516.97000000
0.040303523753
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.92000000
N
N
N
N
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
1445.00000000
NS
USD
247196.15000000
0.048009933372
Long
EC
CORP
US
N
1
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204108
306.00000000
NS
USD
8448.66000000
0.001640881557
Long
EC
CORP
US
N
1
N
N
N
Aon plc
635400FALWQYX5E6QC64
Aon plc, Class A
N/A
203.00000000
NS
USD
60928.42000000
0.011833393783
Long
EC
CORP
IE
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
3069.00000000
NS
USD
310613.49000000
0.060326720134
Long
EC
CORP
US
N
1
N
N
N
IAA, Inc.
549300PZCOPC5178W747
IAA, Inc.
449253103
3470.00000000
NS
USD
138800.00000000
0.026957453633
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
1270.00000000
NS
USD
292277.80000000
0.056765599723
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
100.00000000
NS
USD
24458.00000000
0.004750183004
Long
EC
CORP
IE
N
1
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AY5
137000.00000000
PA
USD
111039.39000000
0.021565844434
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
583.62000000
0.000113349489
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
26298564.36000000
INR
317991.88000000
USD
2023-01-30
583.62000000
N
N
N
Bank of New Zealand
N7LGVZM7X4UQ66T7LT74
Bank of New Zealand
06407EAB1
500000.00000000
PA
USD
467122.62000000
0.090723604970
Long
DBT
CORP
NZ
Y
2
2025-02-21
Fixed
2.00000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AM2
260000.00000000
PA
USD
234875.65000000
0.045617070926
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
IDEX Corp.
549300U5Y5EL6PHYLF13
IDEX Corp.
45167R104
552.00000000
NS
USD
126038.16000000
0.024478875030
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
954.00000000
NS
USD
7689.24000000
0.001493388550
Long
EC
CORP
PA
N
1
N
N
N
TSMC Global Ltd.
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AM7
300000.00000000
PA
USD
294000.00000000
0.057100081904
Long
DBT
CORP
VG
Y
2
2027-07-22
Fixed
4.37500000
N
N
N
N
N
N
Chemed Corp.
54930020031IDJT2IM79
Chemed Corp.
16359R103
350.00000000
NS
USD
178650.50000000
0.034697136674
Long
EC
CORP
US
N
1
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class D
96043JAL9
125000.00000000
PA
USD
113162.64000000
0.021978217729
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
Robert Half International, Inc.
529900VPCUY9H3HLIC08
Robert Half International, Inc.
770323103
3.00000000
NS
USD
221.49000000
0.000043017337
Long
EC
CORP
US
N
1
N
N
N
Alnylam Pharmaceuticals, Inc.
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043Q107
1409.00000000
NS
USD
334848.85000000
0.065033662451
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109104
599.00000000
NS
USD
37994.57000000
0.007379228091
Long
EC
CORP
US
N
1
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
47300.00000000
NS
1197238.84000000
0.232525291915
Long
EC
CORP
SG
N
2
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865BC8
23000.00000000
PA
USD
17304.33000000
0.003360811769
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AC5
200000.00000000
PA
USD
181349.19000000
0.035221270756
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
604.00000000
NS
USD
16350.28000000
0.003175518119
Long
EC
CORP
US
N
1
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
3870.00000000
NS
268254.35000000
0.052099814136
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1230.30000000
0.000238946363
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
16113.65000000
USD
2268000.00000000
JPY
2023-01-30
1230.30000000
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271V100
3694.00000000
NS
USD
131728.04000000
0.025583951949
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3200
31397AJ95
0.36000000
PA
USD
0.29000000
0.000000056323
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5881.57000000
0.001142306560
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
74034.66000000
USD
553978.40000000
DKK
2023-01-30
5881.57000000
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325WAA6
500000.00000000
PA
USD
464947.72000000
0.090301200317
Long
DBT
CORP
GB
Y
2
2026-01-30
Variable
2.81900160
N
N
N
N
N
N
Invitation Homes, Inc.
N/A
Invitation Homes, Inc.
46187W107
542.00000000
NS
USD
16064.88000000
0.003120088312
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
345.00000000
NS
USD
21659.10000000
0.004206586340
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1361.80000000
-0.00026448602
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2671593.84000000
CZK
116656.71000000
USD
2023-01-30
-1361.80000000
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
4150.00000000
NS
USD
145125.50000000
0.028185979375
Long
EC
CORP
US
N
1
N
N
N
Fortinet, Inc.
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
616.00000000
NS
USD
30116.24000000
0.005849114866
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp.
549300MIX43II8JLN536
Liberty Broadband Corp., Class C
530307305
1873.00000000
NS
USD
142853.71000000
0.027744756943
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
8556.00000000
NS
USD
599861.16000000
0.116503814174
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
376.00000000
NS
USD
14551.20000000
0.002826104461
Long
EC
CORP
US
N
1
N
N
N
Woodside Energy Group Ltd.
2549005ZC5RXAOO7FH41
Woodside Energy Group Ltd.
N/A
19203.00000000
NS
465062.23000000
0.090323440216
Long
EC
CORP
AU
N
2
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
37962.00000000
NS
1175946.78000000
0.228389991337
Long
EC
CORP
AU
N
2
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AD8
220000.00000000
PA
USD
210727.17000000
0.040927002266
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
SpringCastle America Funding LLC
N/A
SpringCastle America Funding LLC, Series 2020-AA, Class A
85022WAP9
88761.42000000
PA
USD
80043.13000000
0.015545813873
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
203.00000000
NS
USD
52315.13000000
0.010160538121
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAE1
300000.00000000
PA
USD
259049.66000000
0.050312097970
Long
DBT
CORP
FI
Y
2
2026-09-30
Fixed
1.50000000
N
N
N
N
N
N
Ceridian HCM Holding, Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677J108
129.00000000
NS
USD
8275.35000000
0.001607221642
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
11500.00000000
NS
494157.94000000
0.095974349822
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-529.95000000
-0.00010292581
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
492851.70000000
RON
106071.50000000
USD
2023-01-30
-529.95000000
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241103
1095.00000000
NS
USD
5715.90000000
0.001110130469
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AV0
150000.00000000
PA
USD
83824.65000000
0.016280252995
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DD4
174000.00000000
PA
USD
140511.19000000
0.027289797474
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
46.00000000
NS
USD
21577.22000000
0.004190683773
Long
EC
CORP
US
N
1
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAS2
170000.00000000
PA
USD
137960.77000000
0.026794460090
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
250.00000000
NS
USD
19217.50000000
0.003732383755
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
1873.00000000
NS
USD
114758.71000000
0.022288203198
Long
EC
CORP
US
N
1
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien Term Loan
N/A
6348.17000000
PA
USD
5142.02000000
0.000998672663
Long
LON
CORP
US
N
3
2038-12-31
Variable
0.00000000
N
N
N
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp., Class B
65249B208
78.00000000
NS
USD
1438.32000000
0.000279347584
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
81.98000000
0.000015921988
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
15224.50000000
USD
119398.73000000
HKD
2023-01-30
81.98000000
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
148000.00000000
PA
USD
110121.91000000
0.021387653334
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
809.00000000
NS
USD
190503.32000000
0.036999167262
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXTC6
775731.31000000
PA
USD
641688.30000000
0.124627396214
Long
ABS-MBS
USGSE
US
N
2
2061-07-01
Fixed
2.50000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
142.00000000
NS
USD
12439.20000000
0.002415916118
Long
EC
CORP
US
N
1
N
N
N
Blackstone, Inc.
5299004LW4QWGZUB8Y96
Blackstone, Inc.
09260D107
4274.00000000
NS
USD
317088.06000000
0.061584197948
Long
EC
CORP
US
N
1
N
N
N
Diageo plc
213800ZVIELEA55JMJ32
Diageo plc
N/A
80041.00000000
NS
3503544.64000000
0.680451312584
Long
EC
CORP
GB
N
2
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
424.00000000
NS
USD
125029.12000000
0.024282901334
Long
EC
CORP
US
N
1
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2020-3A, Class A
22536BAA0
407499.46000000
PA
USD
399086.51000000
0.077509770095
Long
ABS-O
CORP
US
Y
2
2029-10-15
Fixed
1.24000000
N
N
N
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076CAG1
140000.00000000
PA
USD
136463.85000000
0.026503731333
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.70000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AM3
120000.00000000
PA
USD
93416.43000000
0.018143148993
Long
DBT
CORP
NL
N
2
2055-02-26
Fixed
4.62500000
N
N
N
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
202.00000000
NS
USD
38085.08000000
0.007396806759
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
15682.00000000
NS
USD
683892.02000000
0.132824116856
Long
EC
CORP
US
N
1
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
688.00000000
NS
USD
20103.36000000
0.003904433682
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3
03065WAD7
85000.00000000
PA
USD
83404.97000000
0.016198743599
Long
ABS-O
CORP
US
N
2
2028-04-18
Fixed
4.38000000
N
N
N
N
N
N
Dexcom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
3340.00000000
NS
USD
378221.60000000
0.073457429721
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-3, Class B
80287EAD7
121027.19000000
PA
USD
120118.92000000
0.023329252279
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.60000000
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
680.00000000
NS
USD
52054.00000000
0.010109821984
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
48947.00000000
NS
USD
2021021.63000000
0.392518709536
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11597.87000000
-0.00225251471
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
476523.03000000
USD
384282.60000000
GBP
2023-01-30
-11597.87000000
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAH6
150000.00000000
PA
USD
134109.20000000
0.026046416000
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
109.00000000
NS
USD
28075.13000000
0.005452694634
Long
EC
CORP
US
N
1
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG (Registered)
N/A
30331.00000000
NS
250020.46000000
0.048558465114
Long
EC
CORP
DE
N
2
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
170000.00000000
PA
USD
139292.45000000
0.027053096270
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BR3
77000.00000000
PA
USD
67433.92000000
0.013096878758
Long
DBT
CORP
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFE9
170000.00000000
PA
USD
149912.97000000
0.029115792059
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
38000.00000000
PA
USD
35109.63000000
0.006818920913
Long
DBT
CORP
BM
Y
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
1622.00000000
NS
USD
28255.24000000
0.005487675232
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
158.00000000
NS
USD
23015.86000000
0.004470093507
Long
EC
CORP
US
N
1
N
N
N
TCS Group Holding plc
549300XQRN9MR54V1W18
TCS Group Holding plc
87238U203
472.00000000
NS
USD
339.84000000
0.000066003033
Long
EC
CORP
CY
Y
3
N
N
N
WR Berkley Corp.
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp.
084423102
195.00000000
NS
USD
14151.15000000
0.002748407564
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
6093.00000000
NS
USD
290270.52000000
0.056375749885
Long
EC
CORP
US
N
1
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AY9
140000.00000000
PA
USD
114746.27000000
0.022285787126
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.60000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
N/A
74300.00000000
NS
498806.85000000
0.096877251664
Long
EC
CORP
JP
N
2
N
N
N
BellRing Brands, Inc.
549300S3BOK5CMTS8054
BellRing Brands, Inc.
07831C103
3670.00000000
NS
USD
94098.80000000
0.018275677507
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1580.90000000
-0.00030703918
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
40198998.00000000
JPY
252783.51000000
GBP
2023-01-30
-1580.90000000
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
140000.00000000
PA
USD
118761.32000000
0.023065581969
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
Russell 2000 E-Mini Index
N/A
-74.00000000
NC
USD
149904.88000000
0.029114220836
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
Russell 2000 E-Mini Index
US1248351090
2023-03-17
-6553440.00000000
USD
149904.88000000
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
1095.00000000
NS
USD
108624.00000000
0.021096732301
Long
EC
CORP
US
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
35403.00000000
NS
503089.53000000
0.097709025062
Long
EC
CORP
NL
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFA38
600000.00000000
PA
USD
486022.29000000
0.094394260429
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
1.94000000
N
N
N
N
N
N
MMC Norilsk Nickel PJSC
253400JPTEEW143W3E47
MMC Norilsk Nickel PJSC
55315J102
1.00000000
NS
USD
0.48000000
0.000000093224
Long
EC
CORP
RU
N
3
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
1389.00000000
NS
USD
250936.74000000
0.048736423152
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
120424.93000000
0.023388684919
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
1940109.80000000
USD
1921294.18000000
EUR
2023-01-30
120424.93000000
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350105
724.00000000
NS
USD
23124.56000000
0.004491205000
Long
EC
CORP
US
N
1
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-10, Class A1
69360HAA9
100196.15000000
PA
USD
92644.48000000
0.017993222435
Long
ABS-MBS
CORP
US
Y
2
2026-10-25
Variable
2.48699880
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-4, Class A3
80286FAC7
294000.00000000
PA
USD
287909.61000000
0.055917218748
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
4.14000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
1190.00000000
NS
USD
39043.90000000
0.007583026829
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1637.79000000
-0.00031808824
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
124608.99000000
EUR
132001.90000000
USD
2023-01-30
-1637.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16625.94000000
0.003229056244
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
964517.37000000
USD
810961.28000000
GBP
2023-01-30
16625.94000000
N
N
N
AptarGroup, Inc.
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
1770.00000000
NS
USD
194664.60000000
0.037807362598
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
519.00000000
NS
USD
21766.86000000
0.004227515268
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
995.56000000
0.000193355637
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
33958.16000000
USD
32591.72000000
EUR
2023-01-30
995.56000000
N
N
N
Definitive Healthcare Corp.
N/A
Definitive Healthcare Corp.
24477E103
6727.00000000
NS
USD
73929.73000000
0.014358481762
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWL4
500000.00000000
PA
USD
464565.47000000
0.090226960499
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.69100080
N
N
N
N
N
N
Casey's General Stores, Inc.
549300CAFWSI86V66Q65
Casey's General Stores, Inc.
147528103
663.00000000
NS
USD
148744.05000000
0.028888766795
Long
EC
CORP
US
N
1
N
N
N
ACEN Corp.
549300LGUZQ61GQQXQ60
ACEN Corp.
N/A
4650.00000000
NS
639.36000000
0.000124175198
Long
EC
CORP
PH
N
2
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
482.00000000
NS
USD
27565.58000000
0.005353730869
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38.81000000
0.000007537599
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
108584.74000000
USD
3328231.00000000
TWD
2023-01-30
38.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
373.65000000
0.000072569542
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
100895.37000000
USD
1724917.81000000
ZAR
2023-01-30
373.65000000
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AC2
400000.00000000
PA
USD
346184.57000000
0.067235262928
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.64199960
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-2A, Class D
30166QAF6
175000.00000000
PA
USD
163994.67000000
0.031850711186
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
4.56000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BY5
25000.00000000
PA
USD
20231.32000000
0.003929285813
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAC5
200000.00000000
PA
USD
189654.97000000
0.036834402450
Long
DBT
CORP
FR
Y
2
2027-03-13
Fixed
4.62500000
N
N
N
N
N
N
JPMorgan BetaBuilders Japan ETF
54930031HWFFLQV7A679
JPMorgan BetaBuilders Japan ETF
46641Q217
244924.00000000
NS
USD
10997087.60000000
2.135831981871
Long
RF
US
N
1
N
N
N
ServisFirst Bancshares, Inc.
N/A
ServisFirst Bancshares, Inc.
81768T108
1775.00000000
NS
USD
122315.25000000
0.023755819024
Long
EC
CORP
US
N
1
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2020-1, Class A3
36258NAC6
122686.04000000
PA
USD
121931.70000000
0.023681326723
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
1.84000000
N
N
N
N
N
N
StepStone Group, Inc.
N/A
StepStone Group, Inc., Class A
85914M107
6149.00000000
NS
USD
154831.82000000
0.030071121100
Long
EC
CORP
US
N
1
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2005-6, Class 1A2
576434V68
3.60650000
PA
USD
2.55000000
0.000000495255
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
42000.00000000
NS
462844.66000000
0.089892748282
Long
EC
CORP
HK
N
2
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
32.00000000
NS
USD
7381.76000000
0.001433670410
Long
EC
CORP
US
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
N/A
4505.00000000
NS
144138.56000000
0.027994297896
Long
EC
CORP
AT
N
2
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P3, Class A3
14687JAE9
164000.00000000
PA
USD
153144.73000000
0.029743457912
Long
ABS-O
CORP
US
N
2
2026-11-10
Fixed
0.70000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc., Series CB
573284AV8
170000.00000000
PA
USD
140060.58000000
0.027202280916
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.50000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
5.00000000
NS
USD
137.10000000
0.000026627283
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1603.05000000
0.000311341109
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
48535.22000000
USD
46750.18000000
EUR
2023-01-30
1603.05000000
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
74.00000000
NS
USD
12902.64000000
0.002505924492
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
3537.00000000
NS
USD
1092579.30000000
0.212198528969
Long
EC
CORP
US
N
1
N
N
N
Globant SA
2221008DCMSPYS42DS88
Globant SA
N/A
1162.00000000
NS
USD
195401.92000000
0.037950563388
Long
EC
CORP
LU
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
14973.00000000
NS
USD
1273004.46000000
0.247240336499
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
991.81000000
0.000192627320
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
98989.82000000
USD
439052.92000000
PLN
2023-01-30
991.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
192.96000000
0.000037476298
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
101635.09000000
USD
1060861.38000000
SEK
2023-01-30
192.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-98.61000000
-0.00001915183
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
7090242.00000000
JPY
54122.21000000
USD
2023-01-30
-98.61000000
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
3992.00000000
NS
USD
501954.08000000
0.097488500273
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
7897.00000000
NS
USD
1105580.00000000
0.214723498475
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BJ2
81000.00000000
PA
USD
73038.27000000
0.014185344214
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
4809.00000000
NS
USD
685282.50000000
0.133094173053
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2021-2, Class B
03066RAD7
76000.00000000
PA
USD
71262.30000000
0.013840418934
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
0.69000000
N
N
N
N
N
N
MSA Safety, Inc.
529900DVA3258XK11O39
MSA Safety, Inc.
553498106
1545.00000000
NS
USD
222773.55000000
0.043266625684
Long
EC
CORP
US
N
1
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AR6
42000.00000000
PA
USD
41419.35000000
0.008044381896
Long
DBT
CORP
US
Y
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CK3
150000.00000000
PA
USD
113689.92000000
0.022080624978
Long
DBT
CORP
DE
N
2
2032-05-28
Variable
3.03500160
N
N
N
N
N
N
Evercore, Inc.
529900P6KLPT95DW3W58
Evercore, Inc., Class A
29977A105
1567.00000000
NS
USD
170928.36000000
0.033197358353
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
9171.00000000
NS
USD
233585.37000000
0.045366475369
Long
EC
CORP
BM
N
1
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2022-B, Class A3
98163QAD1
350000.00000000
PA
USD
338359.67000000
0.065715526769
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT
35563PCM9
389642.66470000
PA
USD
352707.27000000
0.068502088453
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Fixed
3.50000000
N
N
N
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
25645.00000000
NS
USD
1661026.65000000
0.322601216872
Long
EC
CORP
US
N
1
N
N
N
Certara, Inc.
N/A
Certara, Inc.
15687V109
6169.00000000
NS
USD
99135.83000000
0.019253959226
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFXX7
400000.00000000
PA
USD
344247.08000000
0.066858967562
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
2.62000000
N
N
N
N
N
N
Constellation Energy Corp.
549300F8Y20RYGNGV346
Constellation Energy Corp.
21037T109
313.00000000
NS
USD
26983.73000000
0.005240725146
Long
EC
CORP
US
N
1
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
300.00000000
NS
USD
15342.00000000
0.002979692029
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
25178.00000000
NS
3419564.23000000
0.664140808198
Long
EC
CORP
DK
N
2
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
320000.00000000
PA
USD
296320.31000000
0.057550727792
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52599840
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4938.98000000
0.000959238648
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
777390.25000000
USD
721181.75000000
CHF
2023-01-30
4938.98000000
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAD8
260000.00000000
PA
USD
265240.52000000
0.051514474205
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
237000.00000000
PA
USD
146566.80000000
0.028465905729
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
848.00000000
NS
USD
22785.76000000
0.004425403953
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
1992.00000000
NS
USD
575249.76000000
0.111723838134
Long
EC
CORP
US
N
1
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446104
1849.00000000
NS
USD
166890.74000000
0.032413180010
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
3614.00000000
NS
USD
720053.36000000
0.139847298746
Long
EC
CORP
US
N
1
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
33000.00000000
PA
USD
26842.30000000
0.005213256899
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
11455.00000000
NS
USD
1878963.65000000
0.364928497654
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBZ3
3500000.00000000
PA
USD
3036933.59000000
0.589827063698
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
13134.68000000
0.002550990829
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
153309.05000000
USD
1153786.01000000
DKK
2023-01-30
13134.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4103.41000000
-0.00079695594
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
955556.16000000
EUR
1020704.07000000
USD
2023-01-30
-4103.41000000
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF40, Class B
30306JAG1
235924.99000000
PA
USD
227913.07000000
0.044264812803
Long
ABS-MBS
USGSE
US
Y
2
2027-11-25
Floating
6.84200160
N
N
N
N
N
N
Schlumberger Ltd.
213800ZUA17OK3QLGM62
Schlumberger Ltd.
806857108
1352.00000000
NS
USD
72277.92000000
0.014037670584
Long
EC
CORP
CW
N
1
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBQ2
30000.00000000
PA
USD
20389.31000000
0.003959970309
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
N
Colgate-Palmolive Co.
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
920.00000000
NS
USD
72486.80000000
0.014078238833
Long
EC
CORP
US
N
1
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
820.00000000
NS
USD
79851.60000000
0.015508615306
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7144.54000000
0.001387598024
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
975434.26000000
USD
128487946.00000000
JPY
2023-01-30
7144.54000000
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
1433.00000000
NS
USD
179798.51000000
0.034920100841
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-37053.16000000
-0.00719638935
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
9914010.90000000
SEK
914555.05000000
USD
2023-01-30
-37053.16000000
N
N
N
N/A
N/A
TOPIX Index
N/A
-57.00000000
NC
311349.29000000
0.060469625713
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Short
TOPIX Index
JP9010100007
2023-03-09
-1065615000.00000000
JPY
311349.29000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
5535.00000000
NS
1739304.87000000
0.337804253516
Long
EC
CORP
CH
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE (Registered)
N/A
7660.00000000
NS
1635852.88000000
0.317712018474
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
20.19000000
0.000003921260
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4073724.71000000
TRY
213223.53000000
USD
2023-01-30
20.19000000
N
N
N
Dr Ing hc F Porsche AG
529900EWEX125AULXI58
Dr Ing hc F Porsche AG (Preference)
N/A
1618.00000000
NS
163278.13000000
0.031711546245
Long
EC
CORP
DE
N
2
N
N
N
Manhattan Associates, Inc.
529900Q1GJP7KD52SW51
Manhattan Associates, Inc.
562750109
1146.00000000
NS
USD
139124.40000000
0.027020457941
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1054.06000000
-0.00020471738
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
77708.69000000
EUR
857272.79000000
SEK
2023-01-30
-1054.06000000
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
144.00000000
NS
USD
14994.72000000
0.002912244014
Long
EC
CORP
US
N
1
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884L109
344.00000000
NS
USD
11637.52000000
0.002260215459
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
938.00000000
NS
USD
40549.74000000
0.007875488010
Long
EC
CORP
US
N
1
N
N
N
Henry Schein, Inc.
VGO3WGL8H45T73F4RR92
Henry Schein, Inc.
806407102
97.00000000
NS
USD
7747.39000000
0.001504682324
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13271.72000000
-0.00257760645
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
821294.22000000
CHF
877658.31000000
USD
2023-01-30
-13271.72000000
N
N
N
US Auto Funding Trust
N/A
US Auto Funding Trust, Series 2022-1A, Class A
90355FAA6
218275.81000000
PA
USD
215334.61000000
0.041821849890
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
3.98000000
N
N
N
N
N
N
Brown-Forman Corp.
549300873K3LXF7ARU34
Brown-Forman Corp., Class B
115637209
175.00000000
NS
USD
11494.00000000
0.002232341297
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1190.74000000
-0.00023126310
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
116544.27000000
USD
3534438.00000000
TWD
2023-01-30
-1190.74000000
N
N
N
Allegro MicroSystems, Inc.
N/A
Allegro MicroSystems, Inc.
01749D105
4445.00000000
NS
USD
133438.90000000
0.025916231698
Long
EC
CORP
US
N
1
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
242.00000000
NS
USD
25371.28000000
0.004927558387
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
15634.00000000
NS
USD
2806146.66000000
0.545004095652
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523100
792.00000000
NS
USD
262421.28000000
0.050966927147
Long
EC
CORP
US
N
1
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CY9
540000.00000000
PA
USD
526845.21000000
0.102322804904
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GK3
260000.00000000
PA
USD
207473.19000000
0.040295020891
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
600000.00000000
PA
USD
459540.64000000
0.089251048239
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
1418.00000000
NS
USD
144947.96000000
0.028151497917
Long
EC
CORP
US
N
1
N
N
N
Safehold Operating Partnership LP
54930012UY5Z4Q8NL108
Safehold Operating Partnership LP
78646UAB5
100000.00000000
PA
USD
75894.46000000
0.014740067626
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
F5, Inc.
54930015FPK9KT966303
F5, Inc.
315616102
44.00000000
NS
USD
6314.44000000
0.001226377691
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness, Inc.
549300LLE5HUPF6H8G33
Planet Fitness, Inc., Class A
72703H101
2360.00000000
NS
USD
185968.00000000
0.036118326638
Long
EC
CORP
US
N
1
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-21, Class A14
12543PAP8
1.95250000
PA
USD
0.98000000
0.000000190333
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2102.62000000
0.000408366578
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
81738.99000000
USD
78176.02000000
EUR
2023-01-30
2102.62000000
N
N
N
Seagate Technology Holdings plc
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
181.00000000
NS
USD
9522.41000000
0.001849423098
Long
EC
CORP
IE
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBG5
14737100.00000000
PA
USD
14692687.24000000
2.853583825851
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
170000.00000000
PA
USD
144714.21000000
0.028106099468
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
548.45000000
0.000106518843
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
473171.66000000
USD
641334.50000000
CAD
2023-01-30
548.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1001.58000000
-0.00019452483
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1728021728.00000000
IDR
110500.75000000
USD
2023-01-30
-1001.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
881.30000000
0.000171164293
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
7918569.91000000
THB
230164.89000000
USD
2023-01-30
881.30000000
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
5464.00000000
NS
USD
814354.56000000
0.158162285970
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
65.00000000
NS
USD
4882.80000000
0.000948327482
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
1066.00000000
NS
USD
135915.00000000
0.026397134802
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group, Inc.
N/A
American Airlines Group, Inc.
02376R102
621.00000000
NS
USD
7899.12000000
0.001534151016
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
864.00000000
NS
USD
33998.40000000
0.006603100083
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
191.00000000
NS
USD
10839.25000000
0.002105177084
Long
EC
CORP
US
N
1
N
N
N
Insulet Corp.
549300TZTYD2PYN92D43
Insulet Corp.
45784P101
876.00000000
NS
USD
257885.64000000
0.050086024374
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
611.00000000
NS
USD
20077.46000000
0.003899403436
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
19377.00000000
NS
USD
2286486.00000000
0.444076659433
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-335.52000000
-0.00006516401
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
173868.84000000
BRL
32419.47000000
USD
2023-01-30
-335.52000000
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
N/A
17972.00000000
NS
636.03000000
0.000123528452
Long
EC
CORP
RU
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-288.74000000
-0.00005607849
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
490393.92000000
RON
105781.11000000
USD
2023-01-30
-288.74000000
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
1589.00000000
NS
USD
150875.55000000
0.029302742389
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
425.19000000
0.000082579536
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
7570.15000000
USD
1045519.00000000
JPY
2023-01-30
425.19000000
N
N
N
VOLT CV LLC
N/A
VOLT CV LLC, Series 2021-CF2, Class A1
91835GAA2
122022.37000000
PA
USD
106957.00000000
0.020772970953
Long
ABS-MBS
CORP
US
Y
2
2051-11-27
Variable
2.48720040
N
N
N
N
N
N
Rosneft Oil Co. PJSC
253400JT3MQWNDKMJE44
Rosneft Oil Co. PJSC
N/A
5259.00000000
NS
439.26000000
0.000085312183
Long
EC
CORP
RU
N
3
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
120000.00000000
PA
USD
95592.92000000
0.018565862454
Long
DBT
CORP
US
Y
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822V101
413.00000000
NS
USD
56019.32000000
0.010879958368
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAR3
70000.00000000
PA
USD
48567.11000000
0.009432605302
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.65000000
N
N
N
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
1116.00000000
NS
USD
149689.08000000
0.029072308599
Long
EC
CORP
US
N
1
N
N
N
JD Sports Fashion plc
213800HROV6Y9MUU8375
JD Sports Fashion plc
N/A
82061.00000000
NS
124702.08000000
0.024219384291
Long
EC
CORP
GB
N
2
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2022-2A, Class A3
78397WAC0
395000.00000000
PA
USD
398619.15000000
0.077419000386
Long
ABS-O
CORP
US
Y
2
2030-10-21
Fixed
6.50000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
10250.00000000
NS
USD
853415.00000000
0.165748525164
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16426.35000000
0.003190292280
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
187429.24000000
USD
1413124.61000000
DKK
2023-01-30
16426.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
915.16000000
0.000177740513
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
21810.86000000
USD
21190.31000000
EUR
2023-01-30
915.16000000
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
N/A
27966.00000000
NS
1804.99000000
0.000350561485
Long
EC
CORP
RU
N
3
N
N
N
Cullen/Frost Bankers, Inc.
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc.
229899109
1093.00000000
NS
USD
146134.10000000
0.028381867615
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23319.82000000
0.004529127999
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
904552.92000000
USD
121334250.00000000
JPY
2023-01-30
23319.82000000
N
N
N
Shell plc
21380068P1DRHMJ8KU70
Shell plc
N/A
62941.00000000
NS
1774358.27000000
0.344612253553
Long
EC
CORP
GB
N
2
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class A
526057104
244.00000000
NS
USD
22082.00000000
0.004288721117
Long
EC
CORP
US
N
1
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
N/A
66346.00000000
NS
254663.06000000
0.049460141442
Long
EC
CORP
IE
N
2
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
2967.00000000
NS
USD
176714.52000000
0.034321134577
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global, Class B
92556H206
471.00000000
NS
USD
7950.48000000
0.001544126051
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc., Class A
902494103
145.00000000
NS
USD
9026.25000000
0.001753059912
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
135.00000000
NS
USD
11380.50000000
0.002210297558
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
77.00000000
NS
USD
13937.00000000
0.002706815787
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAT2
260000.00000000
PA
USD
192911.59000000
0.037466896562
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
587.00000000
NS
USD
43796.07000000
0.008505983619
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos., Inc. (The)
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc. (The)
216648402
958.00000000
NS
USD
316781.86000000
0.061524728407
Long
EC
CORP
US
N
1
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C
35563PDB2
331193.16130000
PA
USD
312642.54000000
0.060720798098
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Fixed
3.50000000
N
N
N
N
N
N
Hayward Holdings, Inc.
N/A
Hayward Holdings, Inc.
421298100
10771.00000000
NS
USD
101247.40000000
0.019664064056
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd.
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
100.00000000
NS
USD
8247.00000000
0.001601715562
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
1039.00000000
NS
USD
51929.22000000
0.010085587466
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAJ1
450000.00000000
PA
USD
416365.00000000
0.080865563272
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-43.32000000
-0.00000841352
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
494233.16000000
PLN
112504.01000000
USD
2023-01-30
-43.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
237.11000000
0.000046051021
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
103692.27000000
USD
364905.22000000
ILS
2023-01-30
237.11000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3B7
140000.00000000
PA
USD
132934.64000000
0.025818295346
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.89700080
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1204.64000000
0.000233962730
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
16975.66000000
USD
15026.88000000
GBP
2023-01-30
1204.64000000
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
145.00000000
NS
USD
25580.90000000
0.004968270357
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KEEM6
1697420.53000000
PA
USD
1446098.12000000
0.280858235013
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
FTSE 100 Index
N/A
1.00000000
NC
1785.22000000
0.000346721796
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
FTSE 100 Index
GB0001383545
2023-03-17
74660.00000000
GBP
1785.22000000
N
N
N
Teledyne Technologies, Inc.
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
45.00000000
NS
USD
17995.95000000
0.003495136799
Long
EC
CORP
US
N
1
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
192.00000000
NS
USD
5362.56000000
0.001041505493
Long
EC
CORP
US
N
1
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
N/A
28300.00000000
NS
604555.75000000
0.117415587893
Long
EC
CORP
JP
N
2
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
6883.00000000
NS
USD
359636.75000000
0.069847917962
Long
EC
CORP
US
N
1
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAD4
170000.00000000
PA
USD
162143.22000000
0.031491126334
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
N/A
41.00000000
NS
USD
4315.66000000
0.000838178705
Long
EC
CORP
IE
N
1
N
N
N
IDEXX Laboratories, Inc.
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
78.00000000
NS
USD
31820.88000000
0.006180186579
Long
EC
CORP
US
N
1
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2021-3, Class A3
36262XAC8
184000.00000000
PA
USD
178768.97000000
0.034720145676
Long
ABS-O
CORP
US
N
2
2024-10-21
Fixed
0.39000000
N
N
N
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
1318.00000000
NS
USD
143741.08000000
0.027917100139
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3077, Class TO
31396FZ71
0.35000000
PA
USD
0.33000000
0.000000064091
Long
ABS-MBS
USGSE
US
N
2
2035-04-15
None
0.00000000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
1100.00000000
NS
USD
12243.00000000
0.002377810553
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
239.00000000
NS
USD
21251.88000000
0.004127496900
Long
EC
CORP
US
N
1
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
100000.00000000
PA
USD
82408.88000000
0.016005285026
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR8, Class E1
74333TAJ8
156000.00000000
PA
USD
128296.05000000
0.024917397833
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.38200000
N
N
N
N
N
N
Guidewire Software, Inc.
549300WXSG0J8IXZCK32
Guidewire Software, Inc.
40171V100
1892.00000000
NS
USD
118363.52000000
0.022988322062
Long
EC
CORP
US
N
1
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
N/A
3401.00000000
NS
305902.66000000
0.059411792315
Long
EC
CORP
FR
N
2
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
16383.00000000
NS
USD
1042122.63000000
0.202398937168
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
361.40000000
0.000070190372
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
12522056.94000000
PHP
225342.49000000
USD
2023-01-30
361.40000000
N
N
N
HDFC Bank Ltd.
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
40415F101
40703.00000000
NS
USD
2784492.23000000
0.540798416310
Long
EC
CORP
IN
N
1
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAD5
450000.00000000
PA
USD
418593.30000000
0.081298339165
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CE0
30000.00000000
PA
USD
27720.77000000
0.005383871555
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
475.00000000
NS
USD
32599.25000000
0.006331360017
Long
EC
CORP
US
N
1
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
499.00000000
NS
USD
119540.44000000
0.023216901071
Long
EC
CORP
US
N
1
N
N
N
Mizuho Financial Group Cayman 3 Ltd.
549300AM6U7J7ZZI1G88
Mizuho Financial Group Cayman 3 Ltd.
60688UAB2
400000.00000000
PA
USD
392812.54000000
0.076291252405
Long
DBT
CORP
KY
Y
2
2024-03-27
Fixed
4.60000000
N
N
N
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
270.00000000
NS
USD
17099.10000000
0.003320952416
Long
EC
CORP
US
N
1
N
N
N
Cushman & Wakefield plc
N/A
Cushman & Wakefield plc
N/A
12221.00000000
NS
USD
152273.66000000
0.029574280469
Long
EC
CORP
GB
N
1
N
N
N
Reynolds Consumer Products, Inc.
N/A
Reynolds Consumer Products, Inc.
76171L106
4610.00000000
NS
USD
138207.80000000
0.026842437754
Long
EC
CORP
US
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
N/A
1075.00000000
NS
454504.40000000
0.088272919952
Long
EC
CORP
DK
N
2
N
N
N
Zebra Technologies Corp.
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp., Class A
989207105
778.00000000
NS
USD
199486.98000000
0.038743955431
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings, Inc.
529900POY8H7NPPNKK71
SS&C Technologies Holdings, Inc.
78467J100
2855.00000000
NS
USD
148631.30000000
0.028866868719
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DW5
182000.00000000
PA
USD
141569.56000000
0.027495351942
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
181.00000000
NS
USD
37686.01000000
0.007319300196
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
834.00000000
NS
USD
138010.32000000
0.026804083590
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
N/A
10211.00000000
NS
310331.98000000
0.060272045835
Long
EC
CORP
DE
N
2
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-1A, Class A2
30167JAB0
26433.10000000
PA
USD
26395.82000000
0.005126542462
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
1.15000000
N
N
N
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540109
5513.00000000
NS
USD
438834.80000000
0.085229602117
Long
EC
CORP
US
N
1
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040Q104
1480.00000000
NS
USD
97014.00000000
0.018841861720
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133A7RS0
1715983.74000000
PA
USD
1462514.29000000
0.284046550154
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
6274.00000000
NS
USD
154152.18000000
0.029939122801
Long
EC
CORP
US
N
1
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
15000.00000000
PA
USD
12763.12000000
0.002478827201
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
West Pharmaceutical Services, Inc.
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
700.00000000
NS
USD
164745.00000000
0.031996438752
Long
EC
CORP
US
N
1
N
N
N
WillScot Mobile Mini Holdings Corp.
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp.
971378104
5219.00000000
NS
USD
235742.23000000
0.045785376331
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSAH4
600000.00000000
PA
USD
581241.56000000
0.112887553341
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.88000000
N
N
N
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
964.00000000
NS
USD
374292.28000000
0.072694285184
Long
EC
CORP
US
N
1
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2022-1, Class A
21873EAA7
296331.11000000
PA
USD
288932.79000000
0.056115938686
Long
ABS-O
CORP
US
Y
2
2055-06-17
Variable
4.74400080
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
3129.00000000
NS
USD
771048.18000000
0.149751408946
Long
EC
CORP
US
N
1
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-4, Class A
33845AAA5
107460.55000000
PA
USD
104281.53000000
0.020253346612
Long
ABS-O
CORP
US
Y
2
2026-07-17
Fixed
0.81000000
N
N
N
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
1514.00000000
NS
USD
471414.18000000
0.091557103023
Long
EC
CORP
US
N
1
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc.
885160101
497.00000000
NS
USD
37518.53000000
0.007286772571
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
134.00000000
NS
USD
21643.68000000
0.004203591499
Long
EC
CORP
US
N
1
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CL9
170000.00000000
PA
USD
129282.75000000
0.025109032700
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
1.80000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
36000.00000000
PA
USD
33876.80000000
0.006579483179
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
VICI Properties, Inc.
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
917.00000000
NS
USD
29710.80000000
0.005770371134
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-33.39000000
-0.00000648493
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
435898.68000000
USD
24259505.34000000
PHP
2023-01-30
-33.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3412.32000000
0.000662733848
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
364402.64000000
ILS
107198.56000000
USD
2023-01-30
3412.32000000
N
N
N
IQVIA Holdings, Inc.
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
177.00000000
NS
USD
36265.53000000
0.007043417460
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
N/A
977.00000000
NS
467081.57000000
0.090715632323
Long
EC
CORP
CH
N
2
N
N
N
Dow, Inc.
5493003S21INSLK2IP73
Dow, Inc.
260557103
671.00000000
NS
USD
33811.69000000
0.006566837647
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
3861.00000000
NS
USD
585173.16000000
0.113651140694
Long
EC
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
27625.00000000
NS
391986.69000000
0.076130857498
Long
EC
CORP
IT
N
2
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F052615
15745000.00000000
PA
USD
15783836.62000000
3.065504638667
Long
ABS-MBS
USGSE
US
N
2
2053-01-25
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFN6
1000000.00000000
PA
USD
994882.81000000
0.193224115429
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
290000.00000000
PA
USD
262686.28000000
0.051018394908
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DK3
21000.00000000
PA
USD
18624.35000000
0.003617183368
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
4.87500000
N
N
N
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
283.00000000
NS
USD
42350.95000000
0.008225315352
Long
EC
CORP
US
N
1
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
150000.00000000
PA
USD
131850.44000000
0.025607724228
Long
DBT
CORP
US
Y
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
Amcor plc
549300GSODGFCDQ3DI89
Amcor plc
N/A
1418.00000000
NS
USD
16888.38000000
0.003280026806
Long
EC
CORP
JE
N
1
N
N
N
N/A
N/A
Euro-Bund
N/A
-398.00000000
NC
3695120.17000000
0.717658722291
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-Bund
2023-03-08
-52854400.00000000
EUR
3695120.17000000
N
N
N
Perimeter Solutions SA
2221003U8GJZ9U4MR505
Perimeter Solutions SA
N/A
10789.00000000
NS
USD
98611.46000000
0.019152117152
Long
EC
CORP
LU
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-730.55000000
-0.00014188593
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
42743004.00000000
KRW
33226.84000000
USD
2023-01-30
-730.55000000
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-5, Class B
80287HAD0
128000.00000000
PA
USD
124463.12000000
0.024172973966
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
4.43000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
801.96000000
0.000155755039
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
82166.59000000
USD
1413205.46000000
ZAR
2023-01-30
801.96000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QDXH2
1683675.93000000
PA
USD
1434384.96000000
0.278583328906
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
43960.00000000
NS
USD
1891598.80000000
0.367382470783
Long
EC
CORP
US
N
1
N
N
N
Commerce Bancshares, Inc.
N/A
Commerce Bancshares, Inc.
200525103
1680.00000000
NS
USD
114357.60000000
0.022210300429
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
MSCI Emerging Markets E-Mini Index
N/A
-177.00000000
NC
USD
81173.61000000
0.015765373399
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI Emerging Markets E-Mini Index
US55353S1050
2023-03-17
-8488920.00000000
USD
81173.61000000
N
N
N
Domino's Pizza, Inc.
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
30.00000000
NS
USD
10392.00000000
0.002018313099
Long
EC
CORP
US
N
1
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
2446.00000000
NS
USD
242936.72000000
0.047182675542
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23294.78000000
0.004524264782
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1547102.61000000
CAD
1166058.22000000
USD
2023-01-30
23294.78000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2009-86, Class OT
31398FRT0
0.58000000
PA
USD
0.47000000
0.000000091282
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Japan 10 Year Bond
N/A
-66.00000000
NC
1454637.45000000
0.282516726313
N/A
DIR
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Short
N/A
Japan 10 Year Bond
2023-03-13
-9584520000.00000000
JPY
1454637.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9850.57000000
0.001913157666
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
184403.33000000
USD
160560.02000000
GBP
2023-01-30
9850.57000000
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
1223.00000000
NS
USD
147114.67000000
0.028572311926
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM4X9
398284.82000000
PA
USD
338593.84000000
0.065761006790
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
LPL Financial Holdings, Inc.
549300XROQ4Y8G2L7682
LPL Financial Holdings, Inc.
50212V100
893.00000000
NS
USD
193039.81000000
0.037491799189
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAV2
210000.00000000
PA
USD
213719.09000000
0.041508086882
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2022-1, Class A
33845VAA9
241369.47000000
PA
USD
232862.48000000
0.045226077144
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
1.79000000
N
N
N
N
N
N
Hubbell, Inc.
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
1087.00000000
NS
USD
255097.16000000
0.049544451461
Long
EC
CORP
US
N
1
N
N
N
Localiza Rent a Car SA
N/A
Localiza Rent a Car SA
N/A
18.00000000
NS
182.67000000
0.000035477795
Long
EC
CORP
BR
N
1
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2021-C, Class A3
98164CAC3
82000.00000000
PA
USD
78323.31000000
0.015211793932
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
0.44000000
N
N
N
N
N
N
Nordson Corp.
14OS6Q5N55N95WM84M53
Nordson Corp.
655663102
684.00000000
NS
USD
162600.48000000
0.031579934441
Long
EC
CORP
US
N
1
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2022-1A, Class A
52608JAA3
100000.00000000
PA
USD
96627.15000000
0.018766728500
Long
ABS-O
CORP
US
Y
2
2032-07-20
Fixed
5.12000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
795.00000000
NS
USD
57534.15000000
0.011174165569
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
1356.00000000
NS
USD
336437.16000000
0.065342140788
Long
EC
CORP
US
N
1
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust, Series 2021-1A, Class A
88339VAA6
71559.81490000
PA
USD
70408.83000000
0.013674659727
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
1.21000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR3, Class A
74331UAA6
305000.00000000
PA
USD
276466.34000000
0.053694730128
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
3.20000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAQ3
170000.00000000
PA
USD
147488.68000000
0.028644951387
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.20000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAV6
100000.00000000
PA
USD
91113.86000000
0.017695948532
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFB94
600000.00000000
PA
USD
491509.01000000
0.095459880026
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.01000000
N
N
N
N
N
N
Duerr AG
5299003APZ54EDTSRO20
Duerr AG
N/A
3351.00000000
NS
112267.33000000
0.021804332442
Long
EC
CORP
DE
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206NKD6
0.10000000
PA
USD
0.10000000
0.000000019421
Long
ABS-MBS
USGA
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XF6U0
762685.81000000
PA
USD
652290.01000000
0.126686438763
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Black Knight, Inc.
549300TUSNXS3BFFML48
Black Knight, Inc.
09215C105
2852.00000000
NS
USD
176111.00000000
0.034203920150
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
20583.00000000
NS
USD
810970.20000000
0.157504982455
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568AZ3
170000.00000000
PA
USD
158739.27000000
0.030830018089
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
3.75000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
400.00000000
NS
USD
137352.00000000
0.026676226019
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417106
3785.00000000
NS
USD
173201.60000000
0.033638862401
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
237.00000000
NS
USD
16883.88000000
0.003279152826
Long
EC
CORP
US
N
1
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
N/A
40411.00000000
NS
1125741.47000000
0.218639218164
Long
EC
CORP
FR
N
2
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
19659.00000000
NS
279303.81000000
0.054245817779
Long
EC
CORP
NL
N
2
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
390.00000000
NS
USD
13076.70000000
0.002539730071
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class A2
3137FTZL4
800000.00000000
PA
USD
597832.40000000
0.116109792534
Long
ABS-MBS
USGSE
US
N
2
2035-02-25
Fixed
1.94000000
N
N
N
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417M104
1270.00000000
NS
USD
359752.90000000
0.069870476378
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
1738.00000000
NS
USD
150997.44000000
0.029326415616
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources, Inc.
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
49.00000000
NS
USD
1292.62000000
0.000251050026
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
19428.00000000
NS
2628984.98000000
0.510596114569
Long
EC
CORP
GB
N
2
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
124.00000000
NS
USD
63511.56000000
0.012335085979
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251V102
214.00000000
NS
USD
17958.88000000
0.003487937139
Long
EC
CORP
US
N
1
N
N
N
NXP BV
N/A
NXP BV
62954HBA5
140000.00000000
PA
USD
110232.50000000
0.021409131899
Long
DBT
CORP
US
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
1436.00000000
NS
USD
377151.04000000
0.073249507735
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-2A, Class B
30165XAD7
33828.72000000
PA
USD
33599.08000000
0.006525544965
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.57000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR5, Class A
03217JAA9
100000.00000000
PA
USD
89092.09000000
0.017303284476
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
1.37900000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG (Preference)
N/A
5380.00000000
NS
667387.40000000
0.129618623136
Long
EC
CORP
DE
N
2
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CV5
120000.00000000
PA
USD
114427.50000000
0.022223876265
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
Paychex, Inc.
529900K900DW6SUBM174
Paychex, Inc.
704326107
298.00000000
NS
USD
34436.88000000
0.006688260777
Long
EC
CORP
US
N
1
N
N
N
ANDRITZ AG
549300VZKC61IR5U8G96
ANDRITZ AG
N/A
4025.00000000
NS
230399.52000000
0.044747726063
Long
EC
CORP
AT
N
2
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
52994.00000000
NS
USD
12709021.08000000
2.468320219704
Long
EC
CORP
US
N
1
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBG5
260000.00000000
PA
USD
189232.30000000
0.036752312343
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1619.55000000
0.000314545706
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1410695.38000000
SEK
137026.84000000
USD
2023-01-30
1619.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4258.16000000
-0.00082701117
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
269667620.00000000
KRW
209980.63000000
USD
2023-01-30
-4258.16000000
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
196.00000000
NS
USD
13876.80000000
0.002695123865
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
1000000.00000000
PA
USD
801562.50000000
0.155677838100
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2020-2A, Class A
22535MAA7
232580.78000000
PA
USD
230258.14000000
0.044720267527
Long
ABS-O
CORP
US
Y
2
2029-07-16
Fixed
1.37000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CJ3
170000.00000000
PA
USD
140706.02000000
0.027327636960
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2508.38000000
-0.00048717246
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
381226.05000000
SEK
34084.06000000
USD
2023-01-30
-2508.38000000
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
108.00000000
NS
USD
16895.52000000
0.003281413523
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
260000.00000000
PA
USD
234383.24000000
0.045521436057
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1161.64000000
-0.00022561135
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
4855857.18000000
CZK
213347.40000000
USD
2023-01-30
-1161.64000000
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co., Class B
60871R209
179.00000000
NS
USD
9222.08000000
0.001791093616
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-1, Class A2
80286EAB2
80551.22000000
PA
USD
80397.17000000
0.015614574802
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.36000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
120000.00000000
PA
USD
110483.73000000
0.021457925279
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355L106
215.00000000
NS
USD
5697.50000000
0.001106556859
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
199.00000000
NS
USD
8278.40000000
0.001607814006
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
102799.00000000
NS
USD
3404702.88000000
0.661254467034
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
186.00000000
NS
USD
15847.20000000
0.003077810945
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
500.00000000
NS
USD
140095.00000000
0.027208965899
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9505.98000000
0.001846232097
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
392336.95000000
USD
2785570.61000000
DKK
2023-01-30
9505.98000000
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
215.00000000
NS
USD
13529.95000000
0.002627759364
Long
EC
CORP
US
N
1
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
25372.00000000
NS
USD
2860185.56000000
0.555499420877
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
12602.00000000
NS
886979.70000000
0.172267392916
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1388.14000000
-0.00026960172
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
3228162085.00000000
IDR
206912.25000000
USD
2023-01-30
-1388.14000000
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
460.00000000
NS
USD
184556.60000000
0.035844207401
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AK6
120000.00000000
PA
USD
113991.00000000
0.022139100123
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BM1
170000.00000000
PA
USD
145084.61000000
0.028178037802
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
417.00000000
NS
USD
27396.90000000
0.005320970183
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
322.00000000
NS
USD
43711.50000000
0.008489558606
Long
EC
CORP
US
N
1
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc., Class B
654106103
21659.00000000
NS
USD
2534319.59000000
0.492210395105
Long
EC
CORP
US
N
1
N
N
N
Ryman Hospitality Properties, Inc.
529900GCCWW9SRMPJR11
Ryman Hospitality Properties, Inc.
78377T107
1222.00000000
NS
USD
99935.16000000
0.019409203473
Long
EC
CORP
US
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
N/A
3241.00000000
NS
405948.21000000
0.078842435510
Long
EC
CORP
FR
N
2
N
N
N
Ashtead Group plc
2138007UTBN8X9K1A235
Ashtead Group plc
N/A
4890.00000000
NS
277775.44000000
0.053948980867
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2053.00000000
0.000398729483
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
85460.44000000
EUR
12253688.00000000
JPY
2023-01-30
2053.00000000
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KA4
150000.00000000
PA
USD
146407.84000000
0.028435032841
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
3.25000000
N
N
N
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
3197.00000000
NS
USD
181429.75000000
0.035236916955
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Prime Money Market Fund
N/A
JPMorgan Prime Money Market Fund, Class IM
46637K844
26556706.38800000
NS
USD
26569984.75000000
5.160368385798
Long
STIV
RF
US
N
1
N
N
N
Murphy USA, Inc.
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
382.00000000
NS
USD
106784.28000000
0.020739425626
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
064058100
699.00000000
NS
USD
31818.48000000
0.006179720456
Long
EC
CORP
US
N
1
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440CA0
240000.00000000
PA
USD
162088.38000000
0.031480475420
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
N/A
303.00000000
NS
USD
34784.40000000
0.006755755404
Long
EC
CORP
CH
N
1
N
N
N
CDW Corp.
9845001B052ABF0B6755
CDW Corp.
12514G108
129.00000000
NS
USD
23036.82000000
0.004474164315
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
564.00000000
NS
USD
54177.84000000
0.010522309868
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-3, Class A3
80285UAD3
183000.00000000
PA
USD
179643.47000000
0.034889989287
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
3.40000000
N
N
N
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106B101
1375.00000000
NS
USD
182270.00000000
0.035400108601
Long
EC
CORP
CA
N
1
N
N
N
Rayonier, Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
4885.00000000
NS
USD
161009.60000000
0.031270956963
Long
EC
CORP
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp.
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
N/A
22900.00000000
NS
653073.90000000
0.126838684284
Long
EC
CORP
JP
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
95321.00000000
NS
1721840.19000000
0.334412298895
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-57873.07000000
-0.01123998992
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2085443.16000000
EUR
2178706.89000000
USD
2023-01-30
-57873.07000000
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
122200.00000000
NS
1349502.45000000
0.262097620494
Long
EC
CORP
HK
N
2
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
519.00000000
NS
USD
62238.48000000
0.012087830971
Long
EC
CORP
US
N
1
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S, Class B
N/A
6508.00000000
NS
863266.47000000
0.167661857627
Long
EC
CORP
DK
N
2
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
228.00000000
NS
USD
8682.24000000
0.001686246990
Long
EC
CORP
US
N
1
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
1561.00000000
NS
USD
334522.30000000
0.064970240574
Long
EC
CORP
US
N
1
N
N
N
ITT, Inc.
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
1076.00000000
NS
USD
87263.60000000
0.016948158868
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
N/A
32113.00000000
NS
2015835.89000000
0.391511545662
Long
EC
CORP
FR
N
2
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2021-B, Class A4
88161KAD7
102000.00000000
PA
USD
95493.13000000
0.018546481443
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
0.63000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1142.16000000
0.000221827991
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
104927.69000000
USD
490393.92000000
RON
2023-01-30
1142.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1800.30000000
-0.00034965060
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
437427.18000000
USD
15044870.35000000
THB
2023-01-30
-1800.30000000
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
N/A
21971.00000000
NS
314319.09000000
0.061046414228
Long
EC
CORP
FR
N
2
N
N
N
Boston Properties, Inc.
549300OF70FSEUQBT254
Boston Properties, Inc.
101121101
64.00000000
NS
USD
4325.12000000
0.000840016007
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Large Cap Value Fund
549300JPSGHFE3RK0F55
JPMorgan Large Cap Value Fund, Class R6
48121L833
574722.56800000
NS
USD
10316270.10000000
2.003604992035
Long
RF
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140KMLZ1
1727407.80000000
PA
USD
1471063.23000000
0.285706907889
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
23932.00000000
NS
2764371.77000000
0.536890661501
Long
EC
CORP
CH
N
2
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAV5
170000.00000000
PA
USD
159094.78000000
0.030899064518
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.60000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-366019.14000000
-0.07108749276
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
5959731.78000000
EUR
6025627.94000000
USD
2023-01-30
-366019.14000000
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
N/A
20875.00000000
NS
1344043.75000000
0.261037442884
Long
EC
CORP
BE
N
2
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
66.00000000
NS
USD
4026.66000000
0.000782049713
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAK3
170000.00000000
PA
USD
131922.07000000
0.025621636061
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P4, Class A4
14687KAD8
400000.00000000
PA
USD
356618.60000000
0.069261739009
Long
ABS-O
CORP
US
N
2
2027-12-10
Fixed
1.64000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
801.00000000
NS
USD
270713.97000000
0.052577516529
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16070.80000000
-0.00312123808
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
188008.37000000
GBP
211391.54000000
USD
2023-01-30
-16070.80000000
N
N
N
Billerud AB
549300YJUYJ9A24RXL71
Billerud AB
N/A
10781.00000000
NS
131513.79000000
0.025542340750
Long
EC
CORP
SE
N
2
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2022-3A, Class A3
96043PAG6
458000.00000000
PA
USD
457249.93000000
0.088806151203
Long
ABS-O
CORP
US
Y
2
2026-07-15
Fixed
5.49000000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170BB9
150000.00000000
PA
USD
129104.64000000
0.025074440538
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
900000.00000000
PA
USD
860901.26000000
0.167202491352
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29199920
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2021-PLZA, Class A
61773PAA9
294000.00000000
PA
USD
218727.72000000
0.042480852812
Long
ABS-MBS
CORP
US
Y
3
2043-11-09
Fixed
2.57400000
N
N
N
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
107.00000000
NS
USD
8136.28000000
0.001580211749
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
300000.00000000
PA
USD
245862.98000000
0.047751007807
Long
DBT
CORP
FR
Y
2
2031-01-13
Variable
3.05200080
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
4314.00000000
NS
USD
435368.88000000
0.084556458185
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23573.45000000
-0.00457838750
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
268640.74000000
GBP
301442.15000000
USD
2023-01-30
-23573.45000000
N
N
N
STERIS plc
N/A
STERIS plc
N/A
1099.00000000
NS
USD
202974.31000000
0.039421257569
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-716.57000000
-0.00013917076
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
423276.34000000
USD
35010794.47000000
INR
2023-01-30
-716.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2667.12000000
-0.00051800262
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
106453.36000000
USD
364402.64000000
ILS
2023-01-30
-2667.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4224.70000000
-0.00082051263
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
81745074.00000000
JPY
620899.91000000
USD
2023-01-30
-4224.70000000
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
634.00000000
NS
USD
179916.52000000
0.034943020503
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
1091.00000000
NS
USD
261796.36000000
0.050845556456
Long
EC
CORP
US
N
1
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
276.00000000
NS
USD
40174.56000000
0.007802621314
Long
EC
CORP
US
N
1
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2A9
120000.00000000
PA
USD
116454.13000000
0.022617484221
Long
DBT
CORP
CA
N
2
2025-06-06
Fixed
3.76600000
N
N
N
N
N
N
Alliant Energy Corp.
5493009ML300G373MZ12
Alliant Energy Corp.
018802108
218.00000000
NS
USD
12035.78000000
0.002337564706
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BN3
300000.00000000
PA
USD
280768.28000000
0.054530244163
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
260000.00000000
PA
USD
243844.41000000
0.047358965248
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4100.85000000
0.000796458744
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
102550.64000000
USD
13946394.00000000
JPY
2023-01-30
4100.85000000
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
455.00000000
NS
USD
26845.00000000
0.005213781288
Long
EC
CORP
US
N
1
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
230.00000000
NS
USD
117983.10000000
0.022914437664
Long
EC
CORP
US
N
1
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
209.00000000
NS
USD
9754.03000000
0.001894407863
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
6319.00000000
NS
USD
1676746.65000000
0.325654323292
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
342.00000000
NS
USD
26528.94000000
0.005152396757
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
392.72000000
0.000076273279
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
93097.21000000
CHF
83798.21000000
GBP
2023-01-30
392.72000000
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
701.00000000
NS
USD
44155.99000000
0.008575886549
Long
EC
CORP
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc., Class A
609207105
1393.00000000
NS
USD
92843.45000000
0.018031865983
Long
EC
CORP
US
N
1
N
N
N
Wendy's Co. (The)
529900M0JIUCMWVKHG76
Wendy's Co. (The)
95058W100
7900.00000000
NS
USD
178777.00000000
0.034721705247
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
1754.00000000
NS
USD
155211.46000000
0.030144854008
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
30529.00000000
NS
USD
4933791.69000000
0.958230985028
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
189.00000000
NS
USD
15416.73000000
0.002994205937
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
468.91000000
0.000091070746
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
87111.93000000
USD
110240153.00000000
KRW
2023-01-30
468.91000000
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
2.00000000
NS
USD
41.62000000
0.000008083351
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179XDD5
1029318.15000000
PA
USD
974089.11000000
0.189185605317
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
170000.00000000
PA
USD
157575.84000000
0.030604059082
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2006-5, Class 3A1
05950BBG8
94.35000000
PA
USD
88.33000000
0.000017155272
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Fixed
6.00000000
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
410.00000000
NS
USD
25571.70000000
0.004966483552
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-855.76000000
-0.00016620396
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
4326549.75000000
SEK
414433.30000000
USD
2023-01-30
-855.76000000
N
N
N
Etsy, Inc.
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
116.00000000
NS
USD
13894.48000000
0.002698557639
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211K100
139.00000000
NS
USD
6933.32000000
0.001346575305
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2945.28000000
0.000572026289
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
644298.58000000
USD
603506.38000000
EUR
2023-01-30
2945.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-809.18000000
-0.00015715729
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
211451.94000000
USD
17452608.84000000
INR
2023-01-30
-809.18000000
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
N/A
119907.00000000
NS
1284438.50000000
0.249461032487
Long
EC
CORP
FI
N
2
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
8001.00000000
NS
USD
1656767.07000000
0.321773929910
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree, Inc.
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
197.00000000
NS
USD
27863.68000000
0.005411627245
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
301.00000000
NS
USD
28221.76000000
0.005481172814
Long
EC
CORP
US
N
1
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust, Series 2021-A, Class A3
98163JAC9
152000.00000000
PA
USD
147502.49000000
0.028647633537
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.42000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
152.34000000
0.000029587164
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
103940.00000000
EUR
175753.71000000
NZD
2023-01-31
152.34000000
N
N
N
JBG SMITH Properties
N/A
JBG SMITH Properties
46590V100
3528.00000000
NS
USD
66961.44000000
0.013005114654
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8320.06000000
-0.00161590512
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
52117211.00000000
HUF
130258.61000000
USD
2023-01-30
-8320.06000000
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
456.00000000
NS
USD
53073.84000000
0.010307893234
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MP3
710000.00000000
PA
USD
651990.59000000
0.126628286020
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200160
N
N
N
N
N
N
N/A
N/A
S&P/TSX 60 Index
N/A
-30.00000000
NC
-24391.00000000
-0.00473717040
N/A
DE
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Short
S&P/TSX 60 Index
XC0009654721
2023-03-16
-7012800.00000000
CAD
-24391.00000000
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
390000.00000000
PA
USD
280132.25000000
0.054406715711
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137BA4
170000.00000000
PA
USD
145212.11000000
0.028202800593
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
PACCAR, Inc.
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
325.00000000
NS
USD
32165.25000000
0.006247069419
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
23596.00000000
NS
USD
3728875.88000000
0.724214687617
Long
EC
CORP
NL
N
1
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
301.00000000
NS
USD
9496.55000000
0.001844400621
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co.
N/A
Baker Hughes Co.
05722G100
55654.00000000
NS
USD
1643462.62000000
0.319189966696
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
4212.00000000
NS
USD
3038915.88000000
0.590212060029
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
915.00000000
NS
USD
1843981.20000000
0.358134277381
Long
EC
CORP
US
N
1
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
207.00000000
NS
USD
12432.42000000
0.002414599320
Long
EC
CORP
US
N
1
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
80.00000000
NS
USD
7251.20000000
0.001408313312
Long
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
65.00000000
NS
USD
23102.30000000
0.004486881708
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
330.00000000
NS
USD
50998.20000000
0.009904766656
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
1366.00000000
NS
USD
307309.02000000
0.059684932693
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDV0
1155000.00000000
PA
USD
1108213.48000000
0.215234967604
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBR0
290000.00000000
PA
USD
214666.76000000
0.041692141422
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAG1
300000.00000000
PA
USD
246125.28000000
0.047801951179
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.50000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
650000.00000000
PA
USD
611090.00000000
0.118684656636
Long
DBT
CORP
FR
Y
2
2025-01-22
Fixed
2.62500000
N
N
N
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866108
140.00000000
NS
USD
32419.80000000
0.006296507603
Long
EC
CORP
US
N
1
N
N
N
Mylan, Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
628530BC0
50000.00000000
PA
USD
39579.55000000
0.007687059682
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
44000.00000000
PA
USD
34343.73000000
0.006670169373
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5190, Class EC
3137H5FP7
744839.67000000
PA
USD
642012.39000000
0.124690340315
Long
ABS-MBS
USGSE
US
N
2
2051-12-25
Fixed
2.00000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series A
842587DE4
220000.00000000
PA
USD
198555.10000000
0.038562967593
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
Tyler Technologies, Inc.
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
561.00000000
NS
USD
180872.01000000
0.035128593827
Long
EC
CORP
US
N
1
N
N
N
Alfen Beheer BV
724500HDW6IWR9J5YT90
Alfen Beheer BV
N/A
1982.00000000
NS
179446.33000000
0.034851701157
Long
EC
CORP
NL
Y
2
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
7073.00000000
NS
USD
430674.97000000
0.083644816534
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1097.96000000
0.000213243557
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
322084.14000000
USD
17987754.78000000
PHP
2023-01-30
1097.96000000
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
1894.00000000
NS
USD
119776.56000000
0.023262759817
Long
EC
CORP
US
N
1
N
N
N
MMC Norilsk Nickel PJSC
253400JPTEEW143W3E47
MMC Norilsk Nickel PJSC
N/A
252.00000000
NS
1366.78000000
0.000265453231
Long
EC
CORP
RU
N
3
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
5962.00000000
NS
USD
772198.24000000
0.149974771260
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
1196.00000000
NS
USD
102676.60000000
0.019941640373
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
913.00000000
NS
USD
94029.87000000
0.018262290062
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1547.17000000
-0.00030048820
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
419092.97000000
USD
4350060.80000000
SEK
2023-01-30
-1547.17000000
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU
35563P7E3
371304.51960000
PA
USD
327457.09000000
0.063598049861
Long
ABS-MBS
USGSE
US
N
2
2061-11-25
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
106.00000000
NC
USD
-447843.28000000
-0.08697921077
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2023-03-17
20465950.00000000
USD
-447843.28000000
N
N
N
Zoom Video Communications, Inc.
549300T9GCHU0ODOM055
Zoom Video Communications, Inc., Class A
98980L101
3330.00000000
NS
USD
225574.20000000
0.043810562229
Long
EC
CORP
US
N
1
N
N
N
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
N/A
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3
251510LD3
0.00010000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.04870840
N
N
N
N
N
N
Jacobs Solutions, Inc.
N/A
Jacobs Solutions, Inc.
46982L108
119.00000000
NS
USD
14288.33000000
0.002775050385
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
9160.00000000
NS
USD
4856448.80000000
0.943209606274
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
3500000.00000000
PA
USD
2848671.88000000
0.553263257370
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
1359.00000000
NS
USD
45716.76000000
0.008879016123
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
115.10000000
0.000022354487
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
330360.86000000
HKD
42466.15000000
USD
2023-01-30
115.10000000
N
N
N
Bumble, Inc.
N/A
Bumble, Inc., Class A
12047B105
7809.00000000
NS
USD
164379.45000000
0.031925442375
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
1110.00000000
NS
USD
611265.90000000
0.118718819576
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-506.62000000
-0.00009839470
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
26164838.95000000
INR
315287.65000000
USD
2023-01-30
-506.62000000
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
170000.00000000
PA
USD
160078.77000000
0.031090173054
Long
DBT
CORP
US
Y
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206JYC2
0.22000000
PA
USD
0.22000000
0.000000042727
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
7.00000000
N
N
N
N
N
N
Aarti Pharmalabs Ltd.
335800TTAKRBNDK5P363
Aarti Pharmalabs Ltd.
N/A
1002.00000000
NS
4592.75000000
0.000891994561
Long
EC
CORP
IN
N
3
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BA9
170000.00000000
PA
USD
131893.54000000
0.025616095022
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG (Registered)
N/A
20627.00000000
NS
410406.89000000
0.079708391269
Long
EC
CORP
DE
N
2
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
1039.00000000
NS
USD
179954.80000000
0.034950455166
Long
EC
CORP
US
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
500000.00000000
PA
USD
455762.79000000
0.088517321897
Long
DBT
CORP
FR
Y
2
2026-06-16
Variable
1.90699920
N
N
N
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
1246.00000000
NS
USD
397835.34000000
0.077266770402
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Russell 1000 Growth E-Mini Index
N/A
-71.00000000
NC
USD
5812.77000000
0.001128944364
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
Russell 1000 Growth E-Mini Index
US464287XX48
2023-03-17
-7713085.00000000
USD
5812.77000000
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG (Registered)
N/A
8038.00000000
NS
727418.55000000
0.141277750965
Long
EC
CORP
CH
N
2
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
71.00000000
NS
USD
59926.13000000
0.011638731058
Long
EC
CORP
US
N
1
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
1779.00000000
NS
USD
240894.39000000
0.046786018365
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
19968.07000000
0.003878157933
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
769526.99000000
USD
103239148.00000000
JPY
2023-01-30
19968.07000000
N
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
154.00000000
NS
USD
12369.28000000
0.002402336398
Long
EC
CORP
US
N
1
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
909.00000000
NS
USD
178927.56000000
0.034750946703
Long
EC
CORP
US
N
1
N
N
N
PG&E Energy Recovery Funding LLC
N/A
PG&E Energy Recovery Funding LLC, Series A-3
71710TAC2
43000.00000000
PA
USD
29984.67000000
0.005823561608
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
2.82200000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-5A, Class B
30167FAD4
268000.00000000
PA
USD
267481.34000000
0.051949681707
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.97000000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc., Class A
92826C839
1558.00000000
NS
USD
323690.08000000
0.062866428842
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-68215.00000000
-0.01324857852
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1194498.09000000
EUR
1212851.08000000
USD
2023-01-30
-68215.00000000
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class A
82650TAA5
131156.20000000
PA
USD
127517.98000000
0.024766282660
Long
ABS-O
CORP
US
Y
2
2040-06-20
Fixed
4.73000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204N5D5
0.05000000
PA
USD
0.05000000
0.000000009710
Long
ABS-MBS
USGA
US
N
2
2026-05-15
Fixed
7.00000000
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
126.00000000
NS
USD
36666.00000000
0.007121195928
Long
EC
CORP
US
N
1
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BX1
50000.00000000
PA
USD
43340.50000000
0.008417503740
Long
DBT
CORP
US
Y
2
2052-04-22
Fixed
4.37500000
N
N
N
N
N
N
Crown Holdings, Inc.
NYLWZIOY8PUNIT4JOE22
Crown Holdings, Inc.
228368106
1908.00000000
NS
USD
156856.68000000
0.030464385289
Long
EC
CORP
US
N
1
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2022-C, Class B
12664DAC7
450000.00000000
PA
USD
441443.57000000
0.085736272119
Long
ABS-O
CORP
US
Y
2
2030-04-15
Fixed
4.88000000
N
N
N
N
N
N
Q2 Holdings, Inc.
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736L109
3329.00000000
NS
USD
89450.23000000
0.017372841698
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works, Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
333.00000000
NS
USD
73359.90000000
0.014247810539
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1874.00000000
0.000363964467
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
203627.65000000
EUR
967231.34000000
PLN
2023-01-30
1874.00000000
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
818150302
1930.00000000
NS
USD
617.60000000
0.000119949015
Long
EC
CORP
RU
Y
3
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
3300.00000000
NS
1281207.78000000
0.248833568621
Long
EC
CORP
JP
N
2
N
N
N
Verallia SA
5299007YZU978DE0ZY32
Verallia SA
N/A
7435.00000000
NS
251969.98000000
0.048937096923
Long
EC
CORP
FR
Y
2
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
6465.00000000
NS
USD
1703721.45000000
0.330893314072
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
114.00000000
NS
USD
24722.04000000
0.004801464315
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-92340.19000000
-0.01793412385
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
10941730.42000000
DKK
1486100.16000000
USD
2023-01-30
-92340.19000000
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604301
1042.00000000
NS
USD
87309.18000000
0.016957011323
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
13635.00000000
NS
USD
246520.80000000
0.047878768269
Long
EC
CORP
US
N
1
N
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
43.00000000
NS
USD
13343.33000000
0.002591514407
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7764.11000000
0.001507929649
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
146827.19000000
USD
1512799.34000000
NOK
2023-01-30
7764.11000000
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
543.00000000
NS
USD
39063.42000000
0.007586817964
Long
EC
CORP
US
N
1
N
N
N
Texas Roadhouse, Inc.
5299002Y1CNRPDGXTQ75
Texas Roadhouse, Inc.
882681109
1235.00000000
NS
USD
112323.25000000
0.021815193111
Long
EC
CORP
US
N
1
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-2, Class A
02530BAA8
83915.71000000
PA
USD
83319.20000000
0.016182085524
Long
ABS-O
CORP
US
Y
2
2026-02-13
Fixed
2.66000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1330.96000000
0.000258496343
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
97732.77000000
USD
92369.50000000
EUR
2023-01-30
1330.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
375.28000000
0.000072886118
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
466974.89000000
RON
101379.70000000
USD
2023-01-30
375.28000000
N
N
N
Leidos Holdings, Inc.
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
3559.00000000
NS
USD
374371.21000000
0.072709614808
Long
EC
CORP
US
N
1
N
N
N
Toro Co. (The)
YJKE4YIT6BWQHVEW0D14
Toro Co. (The)
891092108
3925.00000000
NS
USD
444310.00000000
0.086292984323
Long
EC
CORP
US
N
1
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
N/A
18733.00000000
NS
USD
216.55000000
0.000042057900
Long
EC
CORP
RU
N
3
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250P103
513.00000000
NS
USD
12860.91000000
0.002497819776
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
7957.00000000
NS
USD
1019132.56000000
0.197933852542
Long
EC
CORP
US
N
1
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
2720.00000000
NS
USD
122427.20000000
0.023777561725
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
2922.00000000
NS
USD
990850.20000000
0.192440910119
Long
EC
CORP
US
N
1
N
N
N
Accenture plc
N/A
Accenture plc, Class A
N/A
634.00000000
NS
USD
169176.56000000
0.032857127320
Long
EC
CORP
IE
N
1
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-4A, Class A
36263DAA5
99840.26000000
PA
USD
98481.30000000
0.019126837741
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
0.84000000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612G101
215.00000000
NS
USD
15802.50000000
0.003069129402
Long
EC
CORP
US
N
1
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
70000.00000000
PA
USD
65419.84000000
0.012705708238
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-3A, Class A3
30166YAC6
420000.00000000
PA
USD
417194.90000000
0.081026744762
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.21000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYC2
240000.00000000
PA
USD
172873.35000000
0.033575110354
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21000120
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
3112.00000000
NS
USD
131139.68000000
0.025469681867
Long
EC
CORP
US
N
1
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
215.00000000
NS
USD
9788.95000000
0.001901189954
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
794.00000000
NS
USD
48688.08000000
0.009456099849
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
4235.00000000
NS
USD
394659.65000000
0.076649994351
Long
EC
CORP
US
N
1
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918K108
54.00000000
NS
USD
4032.18000000
0.000783121796
Long
EC
CORP
US
N
1
N
N
N
BorgWarner, Inc.
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724106
221.00000000
NS
USD
8895.25000000
0.001727617359
Long
EC
CORP
US
N
1
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
1349.00000000
NS
USD
155431.78000000
0.030187644110
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAL5
5000000.00000000
PA
USD
4215234.40000000
0.818674249953
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.37500000
N
N
N
N
N
N
Fastenal Co.
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
536.00000000
NS
USD
25363.52000000
0.004926051256
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8335.15000000
0.001618835876
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
13281715.00000000
TWD
441810.76000000
USD
2023-01-30
8335.15000000
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
310000.00000000
PA
USD
307478.40000000
0.059717829332
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4873.09000000
0.000946441626
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
611773.94000000
USD
574977.13000000
EUR
2023-01-30
4873.09000000
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
N/A
5344.00000000
NS
893389.61000000
0.173512312597
Long
EC
CORP
FR
N
2
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
2154.00000000
NS
USD
491952.06000000
0.095545928296
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
58994.32000000
0.011457756815
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
552834.97000000
USD
80006498.00000000
JPY
2023-01-30
58994.32000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206XF24
0.16000000
PA
USD
0.16000000
0.000000031074
Long
ABS-MBS
USGA
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
412.90000000
0.000080192598
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
16383013.00000000
JPY
197924.39000000
NZD
2023-01-31
412.90000000
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
248.00000000
NS
USD
30300.64000000
0.005884928659
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
1124.00000000
NS
USD
126450.00000000
0.024558861757
Long
EC
CORP
US
N
1
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491303
118.00000000
NS
USD
14726.40000000
0.002860131449
Long
EC
CORP
US
N
1
N
N
N
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
92940PAE4
170000.00000000
PA
USD
156218.80000000
0.030340497534
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
Moran Foods Backstop Equity
N/A
Moran Foods Backstop Equity
N/A
3265.76000000
NS
USD
8164.40000000
0.001585673158
Long
EC
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-119.59000000
-0.00002322652
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
19073.61000000
GBP
22956.66000000
USD
2023-01-30
-119.59000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TA6
3000000.00000000
PA
USD
2053007.82000000
0.398731002287
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
4263.00000000
NS
USD
468674.22000000
0.091024953566
Long
EC
CORP
US
N
1
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust, Series 2022-A, Class A3
80287CAC3
89000.00000000
PA
USD
84199.54000000
0.016353063368
Long
ABS-O
CORP
US
Y
2
2025-07-21
Fixed
1.34000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
235000.00000000
PA
USD
187465.49000000
0.036409166099
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2022-1A, Class A
23345YAA9
181222.05000000
PA
USD
177921.65000000
0.034555580910
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
1.58000000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien Term Loan B
61647DAD4
48764.29000000
PA
USD
39499.07000000
0.007671429020
Long
LON
CORP
US
N
3
2024-04-01
Variable
11.72985271
N
N
N
N
N
N
Woodward, Inc.
YPYKXXTR8TFDH54ZMB45
Woodward, Inc.
980745103
1345.00000000
NS
USD
129940.45000000
0.025236769856
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
13512.22000000
0.002624315879
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
443666.61000000
USD
575462216.00000000
KRW
2023-01-30
13512.22000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WQA9
6308730.85000000
PA
USD
5474516.14000000
1.063249387691
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings Ltd.
N/A
535.00000000
NS
USD
6548.40000000
0.001271816926
Long
EC
CORP
BM
N
1
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
665.00000000
NS
USD
279499.50000000
0.054283824293
Long
EC
CORP
US
N
1
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
13300.00000000
NS
1624092.43000000
0.315427927800
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18372.54000000
0.003568277342
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
296154.13000000
USD
2180295.25000000
DKK
2023-01-30
18372.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2454.65000000
0.000476737129
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
448630.78000000
USD
3518707.64000000
HKD
2023-01-30
2454.65000000
N
N
N
Fortune Brands Innovations, Inc.
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
5750.00000000
NS
USD
328382.50000000
0.063777781108
Long
EC
CORP
US
N
1
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, Tranche A 2nd Lien Term Loan
61647DAF9
72218.69000000
PA
USD
41886.84000000
0.008135176852
Long
LON
CORP
US
N
2
2024-10-01
Variable
15.47985846
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130H105
637.00000000
NS
USD
18320.12000000
0.003558096437
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
560.43000000
0.000108845574
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
142484.68000000
CAD
155226.27000000
AUD
2023-01-30
560.43000000
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
N/A
2149.00000000
NS
769552.09000000
0.149460841390
Long
EC
CORP
FR
N
2
N
N
N
PG&E Recovery Funding LLC
N/A
PG&E Recovery Funding LLC, Series A-3
71710TAF5
154000.00000000
PA
USD
156003.55000000
0.030298692116
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.53600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140M3AF7
541031.56000000
PA
USD
460385.72000000
0.089415177957
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
78.00000000
NS
USD
2481.96000000
0.000482041222
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945C103
323.00000000
NS
USD
14170.01000000
0.002752070515
Long
EC
CORP
US
N
1
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BE1
18000.00000000
PA
USD
16549.29000000
0.003214169436
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
2547.00000000
NS
USD
208879.47000000
0.040568145731
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
445.00000000
NS
USD
94277.70000000
0.018310423101
Long
EC
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AY5
217000.00000000
PA
USD
163102.14000000
0.031677365825
Long
DBT
CORP
IT
Y
2
2032-06-03
Variable
3.12699960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SQ2
8000000.00000000
PA
USD
4968124.96000000
0.964899122882
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
2891.00000000
NS
USD
419368.46000000
0.081448889163
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073E105
2015.00000000
NS
USD
333905.65000000
0.064850476065
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3555.55000000
-0.00069055168
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
204079.20000000
USD
977153640.25000000
COP
2023-01-30
-3555.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4589.41000000
-0.00089134587
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
744372.67000000
SEK
66860.09000000
USD
2023-01-30
-4589.41000000
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
3764.00000000
NS
USD
43775.32000000
0.008501953596
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
207.20000000
0.000040241962
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
106413.34000000
USD
565959.33000000
BRL
2023-01-30
207.20000000
N
N
N
Ritchie Bros Auctioneers, Inc.
5493002H8U24DJXQ4886
Ritchie Bros Auctioneers, Inc.
767744105
2169.00000000
NS
USD
125433.27000000
0.024361394525
Long
EC
CORP
CA
N
1
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
227.00000000
NS
USD
110433.23000000
0.021448117272
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4293.00000000
-0.00083377772
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6618423780.00000000
IDR
422767.41000000
USD
2023-01-30
-4293.00000000
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
600.00000000
NS
USD
17994.00000000
0.003494758074
Long
EC
CORP
US
N
1
N
N
N
Aker Solutions ASA
5967007LIEEXZXG42836
Aker Solutions ASA
N/A
41536.00000000
NS
159974.98000000
0.031070015172
Long
EC
CORP
NO
Y
2
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
7367.00000000
NS
USD
290038.79000000
0.056330743756
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879Q109
843.00000000
NS
USD
200929.05000000
0.039024031333
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
9613.00000000
NS
USD
782882.72000000
0.152049889229
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group, Inc.
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
7303.00000000
NS
USD
165559.01000000
0.032154534119
Long
EC
CORP
US
N
1
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBR6
133000.00000000
PA
USD
112271.90000000
0.021805220018
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
1623.00000000
NS
USD
207597.93000000
0.040319247640
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
140000.00000000
PA
USD
124535.40000000
0.024187012040
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
2610.00000000
NS
USD
529203.60000000
0.102780846612
Long
EC
CORP
US
N
1
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-3, Class A
33846QAA9
116433.65000000
PA
USD
112751.68000000
0.021898401914
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
0.36000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
2295.00000000
NS
USD
379179.90000000
0.073643548797
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272W109
2903.00000000
NS
USD
97395.65000000
0.018915985007
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAZ2
250000.00000000
PA
USD
218855.50000000
0.042505669983
Long
DBT
CORP
JP
N
2
2027-01-22
Fixed
2.32900000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
277.00000000
NS
USD
13808.45000000
0.002681849067
Long
EC
CORP
US
N
1
N
N
N
Moderna, Inc.
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
315.00000000
NS
USD
56580.30000000
0.010988910762
Long
EC
CORP
US
N
1
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
953.00000000
NS
USD
126358.27000000
0.024541046143
Long
EC
CORP
US
N
1
N
N
N
PHH Mortgage Trust
N/A
PHH Mortgage Trust, Series 2008-CIM2, Class 5A1
69338AAJ4
1072.66000000
PA
USD
1002.89000000
0.000194779255
Long
ABS-MBS
CORP
US
N
2
2038-07-25
Fixed
6.00000000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AJ4
146000.00000000
PA
USD
114196.82000000
0.022179074065
Long
DBT
CORP
US
Y
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
570.00000000
NS
USD
38674.50000000
0.007511282712
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage, Inc.
N/A
Extra Space Storage, Inc.
30225T102
122.00000000
NS
USD
17955.96000000
0.003487370022
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
1783.00000000
NS
USD
164553.07000000
0.031959162498
Long
EC
CORP
CH
N
1
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
299.00000000
NS
USD
26652.86000000
0.005176464248
Long
EC
CORP
US
N
1
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3G4
150000.00000000
PA
USD
123862.68000000
0.024056357730
Long
DBT
CORP
US
Y
2
2029-01-07
Fixed
2.71700000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
176822.31000000
0.034342069331
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
2928304.58000000
USD
2862427.68000000
CHF
2023-01-30
176822.31000000
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
66.00000000
NS
USD
13919.40000000
0.002703397551
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBN4
170000.00000000
PA
USD
156138.94000000
0.030324987287
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
Ferguson plc
213800DU1LGY3R2S2X42
Ferguson plc
N/A
5776.00000000
NS
725141.46000000
0.140835499177
Long
EC
CORP
JE
N
2
N
N
N
Lamar Advertising Co.
529900Y8WW4MKVPTB543
Lamar Advertising Co., Class A
512816109
1247.00000000
NS
USD
117716.80000000
0.022862717420
Long
EC
CORP
US
N
1
N
N
N
LCI Industries
549300E1B98YNJ1WIQ04
LCI Industries
50189K103
739.00000000
NS
USD
68320.55000000
0.013269078233
Long
EC
CORP
US
N
1
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
2033.00000000
NS
USD
62982.34000000
0.012232301947
Long
EC
CORP
US
N
1
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AN5
140000.00000000
PA
USD
133505.88000000
0.025929240417
Long
DBT
CORP
US
N
2
2026-12-05
Fixed
3.50000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
N/A
1656.00000000
NS
325772.77000000
0.063270924657
Long
EC
CORP
FR
N
2
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAP2
120000.00000000
PA
USD
113774.10000000
0.022096974246
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.20000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XFJB5
1000000.00000000
PA
USD
861856.97000000
0.167388107404
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
1.80000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBA7
170000.00000000
PA
USD
143967.20000000
0.027961016705
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
32720.00000000
NS
1436186.92000000
0.278933301911
Long
EC
CORP
KR
N
2
N
N
N
JPMorgan Core Bond Fund
DQ695W4P67V7A4LC6I09
JPMorgan Core Bond Fund, Class R6
4812C0100
3788238.26000000
NS
USD
38299088.81000000
7.438371115362
Long
RF
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8372.55000000
-0.00162609962
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
552167.50000000
EUR
583811.78000000
USD
2023-01-30
-8372.55000000
N
N
N
Monolithic Power Systems, Inc.
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
38.00000000
NS
USD
13437.18000000
0.002609741763
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1509.92000000
-0.00029325359
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
104275.16000000
USD
360817.82000000
ILS
2023-01-30
-1509.92000000
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-3A, Class C
23344QAC3
133000.00000000
PA
USD
124463.93000000
0.024173131282
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
0.87000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
444.00000000
NS
USD
65068.20000000
0.012637413433
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BY8
32000.00000000
PA
USD
33045.60000000
0.006418049206
Long
DBT
CORP
US
N
2
2028-11-04
Variable
5.82000120
N
N
N
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
2767.00000000
NS
USD
386107.18000000
0.074988951026
Long
EC
CORP
US
N
1
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
90.00000000
NS
USD
58952.70000000
0.011449673464
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEBC0
600000.00000000
PA
USD
480020.90000000
0.093228682672
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
1.77000000
N
N
N
N
N
N
Liberty Media Corp.-Liberty SiriusXM
N/A
Liberty Media Corp.-Liberty SiriusXM, Class C
531229607
3899.00000000
NS
USD
152567.87000000
0.029631421336
Long
EC
CORP
US
N
1
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
513.00000000
NS
USD
21274.11000000
0.004131814365
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp.
N/A
Cintas Corp.
172908105
84.00000000
NS
USD
37936.08000000
0.007367868282
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
1300.00000000
NS
USD
104273.00000000
0.020251689933
Long
EC
CORP
US
N
1
N
N
N
2023-01-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer