0001752724-24-044908.txt : 20240228 0001752724-24-044908.hdr.sgml : 20240228 20240228102354 ACCESSION NUMBER: 0001752724-24-044908 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240228 DATE AS OF CHANGE: 20240228 PERIOD START: 20240630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JPMorgan Trust I CENTRAL INDEX KEY: 0001217286 ORGANIZATION NAME: IRS NUMBER: 331043149 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21295 FILM NUMBER: 24691243 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 0001217286 XXXXXXXX S000002766 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 2024-06-30 2023-12-31 N 445194666.44 3291046.43 441903620.01 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 522336.72000000 AUD EUR GBP KWD USD N 60% WRLDRNRUSD0, 40% 1TRUSD0 IBXUSD000059 CBRE Group, Inc. 52990016II9MJ2OSWA10 12504L109 1296.00000000 NS USD 120644.64000000 0.027301120546 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3921.14000000 0.000887329232 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 631924.44000000 EUR 1029612.82000000 AUD 2024-01-22 3921.14000000 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 260000.00000000 PA USD 261267.54000000 0.059123195232 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Acushnet Holdings Corp. 529900W5FI106H543E43 005098108 2852.00000000 NS USD 180160.84000000 0.040769260952 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 18790.19000000 0.004252101397 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3897193.57000000 NZD 3640559.60000000 AUD 2024-01-23 18790.19000000 N N N CTS Eventim AG & Co. KGaA 529900FDHSN08UBJII80 N/A 2552.00000000 NS 176509.77000000 0.039943046856 Long EC CORP DE N 2 N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 87000.00000000 PA USD 90427.55000000 0.020463183804 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 6108.00000000 NS USD 643966.44000000 0.145725540783 Long EC CORP US N 1 N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAN6 136000.00000000 PA USD 113259.11000000 0.025629821723 Long DBT CORP US N 2 2029-01-15 Fixed 2.00000000 N N N N N N Kraft Heinz Co. (The) 9845007488EC87F5AF14 500754106 3789.00000000 NS USD 140117.22000000 0.031707642493 Long EC CORP US N 1 N N N Shoals Technologies Group, Inc. N/A 82489W107 7257.00000000 NS USD 112773.78000000 0.025519994608 Long EC CORP US N 1 N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362U104 1567.00000000 NS USD 187757.94000000 0.042488436731 Long EC CORP US N 1 N N N Wintrust Financial Corp. Q774KI4AW80FHFW33O61 97650W108 2221.00000000 NS USD 205997.75000000 0.046615990607 Long EC CORP US N 1 N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 3140.00000000 NS USD 756174.80000000 0.171117584414 Long EC CORP IE N 1 N N N Humana, Inc. 529900YLDW34GJAO4J06 444859BF8 50000.00000000 PA USD 48878.98000000 0.011061004659 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N RLI Corp. 529900AMTJE5ECN9PS55 749607107 1649.00000000 NS USD 219514.88000000 0.049674831809 Long EC CORP US N 1 N N N nCino, Inc. N/A 63947X101 3933.00000000 NS USD 132266.79000000 0.029931139735 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QM6G4 349377.27000000 PA USD 309193.86000000 0.069968618947 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAC0 129000.00000000 PA USD 130132.30000000 0.029448118120 Long ABS-O CORP US N 2 2027-03-15 Fixed 6.32000000 N N N N N N N/A N/A 62929P110 1374.00000000 NS USD 18892.50000000 0.004275253504 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 18878.76000000 N N N First Advantage Corp. 549300RNJ0PXU8FP7D06 31846B108 12642.00000000 NS USD 209477.94000000 0.047403535638 Long EC CORP US N 1 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387108 622.00000000 NS USD 169414.14000000 0.038337350573 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -47546.09000000 -0.01075938006 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3758490.30000000 EUR 4104971.43000000 USD 2024-01-22 -47546.09000000 N N N Carter's, Inc. 5299003WAQK4R3L3ZU36 146229109 720.00000000 NS USD 53920.80000000 0.012201936702 Long EC CORP US N 1 N N N Xilinx, Inc. 6EY4K7ZMF9UX1CU6KC79 983919AK7 40000.00000000 PA USD 35375.30000000 0.008005207108 Long DBT CORP US N 2 2030-06-01 Fixed 2.37500000 N N N N N N Douglas Dynamics, Inc. 529900CDFLKNQ0QT6580 25960R105 2915.00000000 NS USD 86517.20000000 0.019578296280 Long EC CORP US N 1 N N N Pool Corp. 5493005VZK1KMN6CO617 73278L105 271.00000000 NS USD 108050.41000000 0.024451125790 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CEV9 1800000.00000000 PA USD 1742132.81000000 0.394233658905 Long DBT UST US N 2 2029-06-30 Fixed 3.25000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833EE6 140000.00000000 PA USD 102315.58000000 0.023153369958 Long DBT CORP US N 2 2041-02-08 Fixed 2.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -15433.77000000 -0.00349256473 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 7247768.20000000 RON 1592637.81000000 USD 2024-01-22 -15433.77000000 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 13494.00000000 NS USD 1349130.12000000 0.305299630713 Long EC CORP US N 1 N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160109 1915.00000000 NS USD 434724.15000000 0.098375331252 Long EC CORP US N 1 N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAG2 90000.00000000 PA USD 73360.66000000 0.016601054320 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 6879.00000000 NS USD 960927.51000000 0.217451830328 Long EC CORP US N 1 N N N N/A N/A N/A 84.00000000 NC 570037.30000000 0.128995843027 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Long Gilt 2024-03-26 8622600.00000000 GBP 570037.30000000 N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CE6 100000.00000000 PA USD 89821.65000000 0.020326072458 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N Moran Foods LLC N/A N/A 49192.67150000 PA USD 31463.63000000 0.007120020876 Long LON CORP US N 3 2026-06-30 Variable 12.69814000 N N N N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 874039100 34438.00000000 NS USD 3581552.00000000 0.810482611552 Long EC CORP TW N 1 N N N N/A N/A N/A 1.00000000 NC N/A -38182.91000000 -0.00864055153 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 174309814.00000000 JPY 1201854.84000000 USD 2024-01-22 -38182.91000000 N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAW0 200000.00000000 PA USD 175941.57000000 0.039814466782 Long DBT CORP NL Y 2 2029-12-13 Variable 2.47000000 N N N N N N CubeSmart N/A 229663109 4589.00000000 NS USD 212700.15000000 0.048132701423 Long EC CORP US N 1 N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 12418.00000000 NS USD 2615230.80000000 0.591810223220 Long EC CORP US N 1 N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2J9 170000.00000000 PA USD 167222.72000000 0.037841446059 Long DBT CORP US Y 2 2024-06-25 Fixed 2.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 26027.67000000 0.005889897439 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 1593898.20000000 USD 2097091866.00000000 KRW 2024-01-22 26027.67000000 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBT1 270000.00000000 PA USD 198478.44000000 0.044914418215 Long DBT CORP US N 2 2040-09-25 Fixed 3.73400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKZL0 500000.00000000 PA USD 489418.35000000 0.110752283493 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 4.09000000 N N N N N N Crowdstrike Holdings, Inc. 549300YBY08K9KM4HX32 22788C105 865.00000000 NS USD 220851.80000000 0.049977368367 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RLV2 80000.00000000 PA USD 57335.38000000 0.012974634604 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Landstar System, Inc. 254900CUQXQRL09MEI52 515098101 1073.00000000 NS USD 207786.45000000 0.047020762128 Long EC CORP US N 1 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBY5 70000.00000000 PA USD 70581.94000000 0.015972247522 Long DBT CORP GB N 2 2053-02-10 Fixed 5.62500000 N N N N N N Loews Corp. R8V1FN4M5ITGZOG7BS19 540424108 4526.00000000 NS USD 314964.34000000 0.071274442149 Long EC CORP US N 1 N N N AMETEK, Inc. 549300WZDEF9KKE40E98 031100100 1685.00000000 NS USD 277839.65000000 0.062873359126 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CCZ2 3000000.00000000 PA USD 2755429.68000000 0.623536344856 Long DBT UST US N 2 2026-09-30 Fixed 0.87500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 57000.00000000 PA USD 58200.89000000 0.013170494054 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 N/A 560.00000000 NS USD 126560.00000000 0.028639729178 Long EC CORP CH N 1 N N N Muenchener Rueckversicherungs-Gesellschaft AG 529900MUF4C20K50JS49 N/A 2925.00000000 NS 1213330.31000000 0.274568990852 Long EC CORP DE N 2 N N N United States of America 254900HROIFWPRGM1V77 91282CFL0 1000000.00000000 PA USD 997968.75000000 0.225834029143 Long DBT UST US N 2 2029-09-30 Fixed 3.87500000 N N N N N N Balchem Corp. 549300VR70OPMHUI3557 057665200 776.00000000 NS USD 115430.00000000 0.026121080428 Long EC CORP US N 1 N N N Driven Brands Holdings, Inc. N/A 26210V102 8544.00000000 NS USD 121837.44000000 0.027571043658 Long EC CORP US N 1 N N N PRET LLC N/A 69362GAA9 102435.36000000 PA USD 101014.02000000 0.022858835145 Long ABS-O CORP US Y 2 2051-07-25 Variable 2.48709960 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 11051.00000000 NS USD 5472676.22000000 1.238432086135 Long EC CORP US N 1 N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KM8 86000.00000000 PA USD 90490.71000000 0.020477476513 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 70420.73000000 0.015935766717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4261890.95000000 USD 6353282.16000000 AUD 2024-01-22 70420.73000000 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DF4 68000.00000000 PA USD 57550.64000000 0.013023346583 Long DBT CORP US N 2 2052-02-22 Fixed 4.20000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331C108 39762.00000000 NS USD 716908.86000000 0.162231950031 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 56008.00000000 NS USD 8509855.52000000 1.925726591650 Long EC CORP US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AQ1 650000.00000000 PA USD 618139.13000000 0.139880983547 Long DBT CORP CH Y 2 2026-06-05 Variable 2.19300000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBH0 260000.00000000 PA USD 216243.06000000 0.048934439594 Long DBT CORP US N 2 2032-06-15 Fixed 2.35000000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807CJ9 130000.00000000 PA USD 128758.43000000 0.029137220011 Long DBT CORP US N 2 2053-03-15 Fixed 4.95000000 N N N N N N Carlisle Cos., Inc. XR64VGX1ZPX6G7ZN7Z11 142339100 424.00000000 NS USD 132470.32000000 0.029977197289 Long EC CORP US N 1 N N N Timken Co. (The) B0I35MLPFXZSE70ASS73 887389104 1004.00000000 NS USD 80470.60000000 0.018209988865 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 40524.61000000 0.009170463459 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 2417915.20000000 USD 3888711.41000000 NZD 2024-01-23 40524.61000000 N N N Jabil, Inc. 5493000CGCQY2OQU7669 466313103 1661.00000000 NS USD 211611.40000000 0.047886324170 Long EC CORP US N 1 N N N FleetCor Technologies, Inc. 549300DG6RR0NQSFLN74 339041105 811.00000000 NS USD 229196.71000000 0.051865768828 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 26435.04000000 0.005982082699 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1164808.71000000 USD 1078208.11000000 EUR 2024-01-22 26435.04000000 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEL3 21000.00000000 PA USD 20530.72000000 0.004645972350 Long DBT CORP US N 2 2025-05-23 Variable 3.87800000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 422.28000000 0.000095559298 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 9481.04000000 USD 1390500.00000000 JPY 2024-01-29 422.28000000 N N N DT Auto Owner Trust N/A 23346CAC2 138000.00000000 PA USD 137297.43000000 0.031069541814 Long ABS-O CORP US Y 2 2029-02-15 Fixed 5.41000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBV6 300000.00000000 PA USD 245874.05000000 0.055639745606 Long DBT CORP GB N 2 2032-11-24 Variable 2.89400000 N N N N N N Triton Container International Ltd. N/A 89681LAA0 223000.00000000 PA USD 179722.39000000 0.040670042484 Long DBT CORP BM N 2 2032-03-15 Fixed 3.25000000 N N N N N N ICU Medical, Inc. 5493003NRW7LS2QZRH60 44930G107 1320.00000000 NS USD 131656.80000000 0.029793102848 Long EC CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 1442.00000000 NS USD 133284.06000000 0.030161341515 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CC6 200000.00000000 PA USD 185060.46000000 0.041878014032 Long DBT CORP JP N 2 2028-01-19 Variable 2.34100000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCQ6 56000.00000000 PA USD 55577.26000000 0.012576783145 Long DBT CORP US N 2 2025-05-09 Variable 4.16600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JB2H8 606566.08000000 PA USD 533886.61000000 0.120815170056 Long ABS-MBS USGSE US N 2 2061-03-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -89.90000000 -0.00002034380 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1065883.60000000 HKD 136498.01000000 USD 2024-01-29 -89.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -912.52000000 -0.00020649751 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 131625.48000000 CAD 98461.61000000 USD 2024-01-29 -912.52000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNNT6 506047.74000000 PA USD 447802.41000000 0.101334858942 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Hilton Worldwide Holdings, Inc. 549300HVGPK36ICB0B89 43300A203 7660.00000000 NS USD 1394809.40000000 0.315636563458 Long EC CORP US N 1 N N N Fells Point Funding Trust N/A 314382AA0 190000.00000000 PA USD 179064.89000000 0.040521254384 Long DBT CORP US Y 2 2027-01-31 Fixed 3.04600000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 1479.00000000 NS USD 692379.06000000 0.156681011118 Long EC CORP US N 1 N N N RWE AG 529900GB7KCA94ACC940 N/A 50612.00000000 NS 2303498.91000000 0.521267264103 Long EC CORP DE N 2 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 71000.00000000 PA USD 70677.01000000 0.015993761263 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 150000.00000000 PA USD 119610.66000000 0.027067137399 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 110000.00000000 PA USD 110500.23000000 0.025005504593 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N Mid-America Apartment Communities, Inc. 549300FQZKFR5YNSHZ21 59522J103 1404.00000000 NS USD 188781.84000000 0.042720138838 Long EC CORP US N 1 N N N Drive Auto Receivables Trust N/A 262081AD4 2454.91000000 PA USD 2449.77000000 0.000554367488 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 05550J101 3566.00000000 NS USD 237709.56000000 0.053792173052 Long EC CORP US N 1 N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 874039100 11590.00000000 NS USD 1205360.00000000 0.272765360006 Long EC CORP TW N 1 N N N RPM International, Inc. 549300TJCKW4BRXPJ474 749685AY9 14000.00000000 PA USD 11797.87000000 0.002669783515 Long DBT CORP US N 2 2032-01-15 Fixed 2.95000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 891160509 8666.00000000 NS 559965.98000000 0.126716766879 Long EC CORP CA N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NMGY7 1030258.48000000 PA USD 1019243.67000000 0.230648409256 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55607PAG0 240000.00000000 PA USD 196938.18000000 0.044565867099 Long DBT CORP AU Y 2 2032-06-23 Variable 2.69100000 N N N N N N Sony Group Corp. 529900R5WX9N2OI2N910 N/A 9200.00000000 NS 870622.82000000 0.197016448966 Long EC CORP JP N 2 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 12224.00000000 NS USD 627213.44000000 0.141934442624 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3828.87000000 0.000866449113 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1515878.00000000 USD 1375075.74000000 EUR 2024-01-29 3828.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 193.69000000 0.000043830824 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 13143.24000000 USD 12067.65000000 EUR 2024-01-29 193.69000000 N N N United States of America 254900HROIFWPRGM1V77 9128284N7 500000.00000000 PA USD 479453.13000000 0.108497217105 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N TechnipFMC plc 549300D5I93QWCJTCK36 N/A 12166.00000000 NS USD 245023.24000000 0.055447212673 Long EC CORP GB N 1 N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAE6 170000.00000000 PA USD 160025.23000000 0.036212699501 Long DBT CORP CA N 2 2032-02-24 Variable 4.06100000 N N N N N N EIDP, Inc. GLU7INWNWH88J9XBXD45 263534CQ0 64000.00000000 PA USD 63749.60000000 0.014426132105 Long DBT CORP US N 2 2026-05-15 Fixed 4.50000000 N N N N N N N/A N/A N/A -68.00000000 NC USD -15777.36000000 -0.00357031698 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short XAU Utilities Index IXU Index 2024-03-15 -4386000.00000000 USD -15777.36000000 N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457108 1326.00000000 NS USD 772951.92000000 0.174914140776 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 57705.66000000 0.013058426631 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1535908.95000000 USD 1337515.59000000 CHF 2024-01-22 57705.66000000 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 1584.00000000 NS USD 366442.56000000 0.082923638415 Long EC CORP US N 1 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 67606.00000000 NS 1164926.66000000 0.263615550371 Long EC CORP SE N 2 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 3135.00000000 NS USD 938807.10000000 0.212446121165 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RJY9 200000.00000000 PA USD 175335.32000000 0.039677276234 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N Structured Asset Securities Corp. Trust N/A 86359DTE7 1.20000000 PA USD 0.85000000 0.000000192349 Long ABS-O CORP US Y 2 2031-05-25 Floating 5.74043040 N N N N N N Adyen NV 724500973ODKK3IFQ447 N/A 141.00000000 NS 182022.69000000 0.041190585855 Long EC CORP NL Y 2 N N N American Credit Acceptance Receivables Trust N/A 02529YAA1 43463.09000000 PA USD 43463.33000000 0.009835477247 Long ABS-O CORP US Y 2 2026-10-13 Fixed 5.89000000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201108 3248.00000000 NS USD 175781.76000000 0.039778302788 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCA5 150000.00000000 PA USD 135441.96000000 0.030649660665 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAJ4 77000.00000000 PA USD 80293.90000000 0.018170002770 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N Kinsale Capital Group, Inc. 529900QTUQHNZ6HOA508 49714P108 496.00000000 NS USD 166115.36000000 0.037590857480 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K107 8631.00000000 NS USD 1216366.83000000 0.275256136162 Long EC CORP US N 1 N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAB7 220000.00000000 PA USD 216699.40000000 0.049037706456 Long DBT CORP US N 2 2026-02-15 Fixed 4.45000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214DF7 300000.00000000 PA USD 288433.47000000 0.065270673725 Long DBT CORP AU N 2 2031-11-23 Variable 4.32200000 N N N N Y N/A USD XXXX N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JN8 170000.00000000 PA USD 145212.30000000 0.032860626938 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBZB5 849312.32000000 PA USD 687418.45000000 0.155558456385 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 1.75399920 N N N N N N Flagship Credit Auto Trust N/A 337955AC2 22037.08000000 PA USD 21977.40000000 0.004973346902 Long ABS-O CORP US Y 2 2026-12-15 Fixed 5.38000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 25601B2B0 200000.00000000 PA USD 178212.13000000 0.040328280179 Long DBT CORP NO Y 2 2028-03-30 Variable 1.60500000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 6891.00000000 NS USD 398368.71000000 0.090148324648 Long EC CORP US N 1 N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 461202103 1198.00000000 NS USD 748785.94000000 0.169445532033 Long EC CORP US N 1 N N N Molson Coors Beverage Co. 54930073LBBH6ZCBE225 60871RAH3 198000.00000000 PA USD 168717.84000000 0.038179782278 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 579.00000000 NS USD 94695.45000000 0.021428982636 Long EC CORP US N 1 N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903202 2599.00000000 NS USD 586100.49000000 0.132630841536 Long EC CORP US N 1 N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAL5 400000.00000000 PA USD 386325.66000000 0.087423058446 Long DBT CORP KY Y 2 2026-04-15 Fixed 4.25000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901102 128.00000000 NS USD 117857.47000000 0.026670401567 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2642.47000000 0.000597974282 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 289419.81000000 USD 378092253.00000000 KRW 2024-01-22 2642.47000000 N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062X103 1022.00000000 NS USD 264462.94000000 0.059846294084 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -637.01000000 -0.00014415134 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 610673.84000000 SEK 59977.82000000 USD 2024-01-29 -637.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -7639.64000000 -0.00172880231 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 20525054.00000000 JPY 138542.42000000 USD 2024-01-29 -7639.64000000 N N N Prysmian SpA 529900X0H1IO3RS1A464 N/A 4538.00000000 NS 206865.01000000 0.046812246071 Long EC CORP IT N 2 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036P108 588.00000000 NS USD 142149.00000000 0.032167421483 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 1491.00000000 NS USD 198511.74000000 0.044921953795 Long EC CORP US N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DP2 310000.00000000 PA USD 221007.01000000 0.050012491410 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 052528AK2 200000.00000000 PA USD 195098.12000000 0.044149473135 Long DBT CORP AU Y 2 2026-05-19 Fixed 4.40000000 N N N N Y N/A USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 73.17000000 0.000016557909 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 15736.46000000 USD 12401.20000000 GBP 2024-01-29 73.17000000 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBK0 118000.00000000 PA USD 118872.16000000 0.026900019510 Long DBT CORP US N 2 2033-05-17 Fixed 4.50000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAN5 26000.00000000 PA USD 26510.03000000 0.005999052462 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N Snowflake, Inc. 254900CJNSY1K7T53Z16 833445109 1105.00000000 NS USD 219895.00000000 0.049760850566 Long EC CORP US N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508CB8 63000.00000000 PA USD 65416.78000000 0.014803404416 Long DBT CORP US N 2 2033-03-14 Fixed 4.90000000 N N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547AP7 150000.00000000 PA USD 140008.43000000 0.031683024003 Long DBT CORP US N 2 2046-10-01 Fixed 4.90000000 N N N N N N Savers Value Village, Inc. N/A 80517M109 5736.00000000 NS USD 99691.68000000 0.022559597949 Long EC CORP US N 1 N N N ABIOMED, Inc. 5493001EZN4ZTB4Z5887 003CVR016 41.00000000 NS USD 41.82000000 0.000009463602 Long CORP US N 3 N N N GSK plc 5493000HZTVUYLO1D793 N/A 11659.00000000 NS 215332.46000000 0.048728376562 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1011.31000000 -0.00022885306 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 2922500.00000000 JPY 19803.11000000 USD 2024-01-29 -1011.31000000 N N N Moran Foods LLC N/A 61647DAL6 2344.91420000 PA USD 2344.91000000 0.000530638332 Long LON CORP US N 3 2026-06-30 Variable 11.50000000 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 42250PAD5 23000.00000000 PA USD 20215.30000000 0.004574594795 Long DBT CORP US N 2 2028-12-01 Fixed 2.12500000 N N N N N N Mettler-Toledo International, Inc. 5493000BD5GJNUDIUG10 592688105 62.00000000 NS USD 75203.52000000 0.017018081906 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -8214.91000000 -0.00185898228 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1182836.96000000 NZD 739573.54000000 USD 2024-01-23 -8214.91000000 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 30361.00000000 NS USD 5845403.33000000 1.322777878549 Long EC CORP US N 1 N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAH5 53000.00000000 PA USD 43857.54000000 0.009924684481 Long DBT CORP US N 2 2032-01-15 Fixed 2.35000000 N N N N N N Logitech International SA 549300SN6PRK6IJJC215 N/A 1149.00000000 NS 109256.56000000 0.024724069922 Long EC CORP CH N 2 N N N GLS Auto Receivables Issuer Trust N/A 36263LAE9 114000.00000000 PA USD 111343.32000000 0.025196290538 Long ABS-O CORP US Y 2 2026-09-15 Fixed 1.11000000 N N N N N N Freshpet, Inc. 549300S4ZK8ZQ6HNPN59 358039105 1839.00000000 NS USD 159551.64000000 0.036105529073 Long EC CORP US N 1 N N N Apple Hospitality REIT, Inc. 549300EVZAR0FBZO4F16 03784Y200 4494.00000000 NS USD 74645.34000000 0.016891769295 Long EC CORP US N 1 N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 500000.00000000 PA USD 400509.54000000 0.090632780964 Long DBT CORP FR Y 2 2032-01-20 Variable 2.27700000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167735 544.00000000 NS USD 41855.36000000 0.009471603785 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1677.84000000 -0.00037968460 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4261741.30000000 USD 598829245.00000000 JPY 2024-01-22 -1677.84000000 N N N Moran Foods LLC N/A N/A 77433.26430000 PA USD 64401.25000000 0.014573596387 Long LON CORP US N 3 2026-06-30 Variable 12.69814000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 N/A 4161.00000000 NS USD 116882.49000000 0.026449769747 Long EC CORP GB N 1 N N N Credit Acceptance Auto Loan Trust N/A 224927AC7 300000.00000000 PA USD 303162.21000000 0.068603694623 Long ABS-O CORP US Y 2 2033-05-16 Fixed 7.02000000 N N N N N N NMC Health plc 2138008YQEVWBE1V2M52 N/A 516.00000000 NS 0.00000000 0.000000 Long EC CORP GB N 3 N N N NextEra Energy, Inc. N/A 65339F101 39939.00000000 NS USD 2425894.86000000 0.548964695049 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 26272.71000000 0.005945348444 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 792043.30000000 USD 3184406348.40000000 COP 2024-01-22 26272.71000000 N N N CarMax Auto Owner Trust N/A 14318XAC9 77000.00000000 PA USD 79148.18000000 0.017910733566 Long ABS-O CORP US N 2 2028-07-17 Fixed 6.00000000 N N N N N N Healthcare Realty Holdings LP 549300IYGAS4GE6VDL07 42225UAH7 170000.00000000 PA USD 136061.02000000 0.030789750035 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AN3X3 848970.56000000 PA USD 694565.99000000 0.157175899573 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10146.78000000 -0.00229615226 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7352379.38000000 SEK 719413.08000000 USD 2024-01-22 -10146.78000000 N N N United States of America 254900HROIFWPRGM1V77 91282CFV8 1000000.00000000 PA USD 1016484.38000000 0.230023999345 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36208JA93 0.15000000 PA USD 0.15000000 0.000000033944 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 8.00000000 N N N N N N N/A N/A N/A -97.00000000 NC USD -437665.94000000 -0.09904103976 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short XAB Materials Equity Index IXB Index 2024-03-15 -8894900.00000000 USD -437665.94000000 N N N Whitbread plc 21380099VMZKRMN3EX36 N/A 5995.00000000 NS 279111.13000000 0.063161087024 Long EC CORP GB N 2 N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAX9 260000.00000000 PA USD 248031.30000000 0.056127917665 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -13.94000000 -0.00000315453 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1810.15000000 EUR 1986.60000000 USD 2024-01-29 -13.94000000 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBW4 170000.00000000 PA USD 161423.19000000 0.036529049025 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454L100 2992.00000000 NS USD 115850.24000000 0.026216178088 Long EC CORP US N 1 N N N MYT Holding LLC N/A 55406N103 37049.00000000 NS USD 12967.15000000 0.002934384198 Long EC CORP US N 3 N N N United States of America 254900HROIFWPRGM1V77 91282CFH9 3000000.00000000 PA USD 2915625.00000000 0.659787534651 Long DBT UST US N 2 2027-08-31 Fixed 3.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1473.53000000 -0.00033345053 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 848358.10000000 USD 18951827.91000000 CZK 2024-01-22 -1473.53000000 N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411R208 1196.00000000 NS USD 204169.16000000 0.046202192232 Long EC CORP US N 1 N N N CarMax Auto Owner Trust N/A 14317HAC5 208144.37000000 PA USD 205059.69000000 0.046403713550 Long ABS-O CORP US N 2 2027-02-16 Fixed 3.49000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296103 6850.00000000 NS USD 947971.50000000 0.214519967041 Long EC CORP US N 1 N N N Deutsche Alt-A Securities Mortgage Loan Trust N/A 251510NC3 0.00740000 PA USD 0.01000000 0.000000002262 Long ABS-MBS CORP US N 2 2036-04-25 Floating 6.07043160 N N N N N N Albertsons Cos., Inc. 549300YKWOC0AOR16R51 013091103 4593.00000000 NS USD 105639.00000000 0.023905438927 Long EC CORP US N 1 N N N American Express Co. R4PP93JZOLY261QX3811 025816109 3504.00000000 NS USD 656439.36000000 0.148548083852 Long EC CORP US N 1 N N N CPS Auto Receivables Trust N/A 12663BAA6 31810.61000000 PA USD 31656.84000000 0.007163743080 Long ABS-O CORP US Y 2 2026-06-15 Fixed 2.88000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -34495.90000000 -0.00780620443 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 235839694.00000000 JPY 1643264.62000000 USD 2024-01-22 -34495.90000000 N N N Flagship Credit Auto Trust N/A 33844XAE8 550000.00000000 PA USD 544848.70000000 0.123295821832 Long ABS-O CORP US Y 2 2026-12-15 Fixed 4.03000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353T100 47990.00000000 NS USD 2954744.30000000 0.668639985328 Long EC CORP US N 1 N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAH2 260000.00000000 PA USD 202354.31000000 0.045791503132 Long DBT CORP US N 2 2033-04-01 Fixed 2.25000000 N N N N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 01626PAN6 140000.00000000 PA USD 106343.83000000 0.024064937507 Long DBT CORP CA Y 2 2050-01-25 Fixed 3.80000000 N N N N N N N/A N/A N/A -168.00000000 NC USD -422437.76000000 -0.09559499874 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short MSCI Emerging Markets E-Mini Index US55353S1050 2024-03-15 -8683080.00000000 USD -422437.76000000 N N N FirstKey Homes Trust N/A 33768NAA0 114233.24000000 PA USD 109643.19000000 0.024811561850 Long ABS-O CORP US Y 2 2039-05-19 Fixed 4.14500000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 1384.00000000 NS USD 98942.16000000 0.022389986304 Long EC CORP US N 1 N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAD3 350000.00000000 PA USD 348082.91000000 0.078768965502 Long DBT CORP KY Y 2 2024-05-15 Fixed 5.25000000 N N N N N N Marks & Spencer Group plc 213800EJP14A79ZG1X44 N/A 60333.00000000 NS 209090.54000000 0.047315869463 Long EC CORP GB N 2 N N N MGIC Investment Corp. 254900S8483WM4M98R28 552848103 5332.00000000 NS USD 102854.28000000 0.023275274368 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 9461.00000000 NS USD 1482917.14000000 0.335574788902 Long EC CORP US N 1 N N N Moelis & Co. 549300891QNU7VTQUR83 60786M105 1651.00000000 NS USD 92670.63000000 0.020970778650 Long EC CORP US N 1 N N N Dell International LLC N/A 24703DBJ9 16000.00000000 PA USD 16397.86000000 0.003710732217 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 1112.00000000 NS USD 121230.24000000 0.027433638130 Long EC CORP US N 1 N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636Q104 10645.00000000 NS USD 4540198.95000000 1.027418365547 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -49874.87000000 -0.01128636828 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 835769.78000000 GBP 1015603.62000000 USD 2024-01-29 -49874.87000000 N N N Amur Equipment Finance Receivables X LLC 549300K5Y88MV8B4M421 03236VAB7 99749.24000000 PA USD 96833.16000000 0.021912732916 Long ABS-O CORP US Y 2 2027-10-20 Fixed 1.64000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 N/A 1824096.00000000 NS 1106381.78000000 0.250367213550 Long EC CORP GB N 2 N N N Cranswick plc 549300LDZLPU51XOSK43 N/A 1991.00000000 NS 96447.82000000 0.021825532906 Long EC CORP GB N 2 N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T306 3548.00000000 NS USD 127586.08000000 0.028871924605 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LEPQ4 1000000.00000000 PA USD 838271.99000000 0.189695660329 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 N/A 17493.00000000 NS 158809.42000000 0.035937569372 Long EC CORP IE N 2 N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MAJ8 118000.00000000 PA USD 112745.73000000 0.025513647070 Long ABS-O CORP US Y 2 2026-06-25 Fixed 1.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKD67 550000.00000000 PA USD 544460.66000000 0.123208010829 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 4.10000000 N N N N N N BMW Vehicle Owner Trust N/A 05592XAD2 53000.00000000 PA USD 53550.97000000 0.012118246507 Long ABS-O CORP US N 2 2028-02-25 Fixed 5.47000000 N N N N N N Delivery Hero SE 529900C3EX1FZGE48X78 N/A 3613.00000000 NS 99440.44000000 0.022502743923 Long EC CORP DE Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -1223.48000000 -0.00027686580 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 64538849.00000000 JPY 458430.46000000 USD 2024-01-29 -1223.48000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 2638.00000000 NS 183197.78000000 0.041456501305 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -7488.96000000 -0.00169470437 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4473759.04000000 SEK 436571.59000000 USD 2024-01-29 -7488.96000000 N N N Accelleron Industries AG 254900KS0MD2PAARXD14 N/A 4743.00000000 NS 148338.66000000 0.033568102473 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 37327.54000000 0.008446986697 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 678898.99000000 USD 600652.49000000 CHF 2024-01-29 37327.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -13084.39000000 -0.00296091487 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2651584.61000000 NZD 1505354.79000000 EUR 2024-01-23 -13084.39000000 N N N Confluent, Inc. 254900MRZ83YWUV7SN74 20717M103 5574.00000000 NS USD 130431.60000000 0.029515847821 Long EC CORP US N 1 N N N Toyota Auto Loan Extended Note Trust 5493000KI9FC40RVHF71 89231WAA1 114000.00000000 PA USD 115014.53000000 0.026027062190 Long ABS-O CORP US Y 2 2036-06-25 Fixed 4.93000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAJ6 120000.00000000 PA USD 113707.07000000 0.025731192244 Long DBT CORP US N 2 2026-10-15 Fixed 3.25000000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2C3 260000.00000000 PA USD 225228.87000000 0.050967871680 Long DBT CORP US Y 2 2029-01-06 Fixed 2.65000000 N N N N N N Flex Intermediate Holdco LLC 549300290TQIGM30A243 33939HAB5 77000.00000000 PA USD 56163.40000000 0.012709422927 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 109194100 2398.00000000 NS USD 225987.52000000 0.051139549387 Long EC CORP US N 1 N N N AerCap Ireland Capital DAC N/A 00774MAV7 450000.00000000 PA USD 416664.56000000 0.094288560023 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAT6 50000.00000000 PA USD 43075.22000000 0.009747650403 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBR0 162000.00000000 PA USD 147595.36000000 0.033399898375 Long DBT CORP US N 2 2026-09-15 Fixed 1.45000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKG6 230000.00000000 PA USD 204815.43000000 0.046348439054 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N EastGroup Properties, Inc. 31TIGQQZC4P6JMHKSW85 277276101 1251.00000000 NS USD 229608.54000000 0.051958963358 Long EC CORP US N 1 N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248BC1 170000.00000000 PA USD 139556.80000000 0.031580822985 Long DBT CORP US Y 2 2030-10-15 Fixed 3.00000000 N N N N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 N/A 22931.00000000 NS 1000572.49000000 0.226423239071 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -419408.69000000 -0.09490953932 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 11164804.17000000 CHF 12883161.55000000 USD 2024-01-22 -419408.69000000 N N N Middleby Corp. (The) JDFO86U9VQRBKW5KYA35 596278101 645.00000000 NS USD 94924.65000000 0.021480849149 Long EC CORP US N 1 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 3372.00000000 NS USD 837874.56000000 0.189605724429 Long EC CORP US N 1 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDA6 170000.00000000 PA USD 153038.25000000 0.034631590027 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BS3 126000.00000000 PA USD 130981.61000000 0.029640311612 Long DBT CORP US N 2 2034-08-18 Variable 5.93900000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 10.51000000 0.000002378346 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 824468.67000000 HKD 105662.25000000 USD 2024-01-29 10.51000000 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 N/A 12883.00000000 NS 637657.84000000 0.144297944421 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4679.29000000 -0.00105889379 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 809139.84000000 USD 13706260.82000000 MXN 2024-01-22 -4679.29000000 N N N Arista Networks, Inc. 635400H1WKBLOQERUU95 040413106 725.00000000 NS USD 170744.75000000 0.038638459217 Long EC CORP US N 1 N N N Regions Financial Corp. CW05CS5KW59QTC0DG824 7591EP100 9136.00000000 NS USD 177055.68000000 0.040066582843 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810SN9 6650000.00000000 PA USD 3583466.81000000 0.810915920969 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Lululemon Athletica, Inc. 549300D9GZ4BMLDW5T40 550021109 388.00000000 NS USD 198380.52000000 0.044892259537 Long EC CORP US N 1 N N N Federal Realty Investment Trust 549300FHEI1SLVZ0RB48 313745101 1036.00000000 NS USD 106759.80000000 0.024159068893 Long EC CORP US N 1 N N N Targa Resources Partners LP N/A 87612BBU5 18000.00000000 PA USD 16436.34000000 0.003719439999 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAP2 150000.00000000 PA USD 124766.04000000 0.028233767353 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N Hillman Solutions Corp. N/A 431636109 19688.00000000 NS USD 181326.48000000 0.041033037927 Long EC CORP US N 1 N N N RBC Bearings, Inc. N/A 75524B104 1050.00000000 NS USD 299134.50000000 0.067692249272 Long EC CORP US N 1 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162CR9 50000.00000000 PA USD 38906.24000000 0.008804236543 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABR7 380000.00000000 PA USD 379741.14000000 0.085933023131 Long DBT CORP US Y 2 2024-01-08 Fixed 0.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXVK5 352582.03000000 PA USD 291317.09000000 0.065923218731 Long ABS-MBS USGSE US N 2 2062-03-01 Fixed 2.50000000 N N N N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 01626P148 15236.00000000 NS 897222.81000000 0.203035858810 Long EC CORP CA N 1 N N N N/A N/A N/A 674.00000000 NC USD 2178076.53000000 0.492884971150 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2024-03-19 75982968.75000000 USD 2178076.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -48956.56000000 -0.01107856052 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25135936.86000000 SEK 2445225.19000000 USD 2024-01-22 -48956.56000000 N N N Fortrea Holdings, Inc. 5493000FIVFABOVCDU97 34965K107 1025.00000000 NS USD 35772.50000000 0.008095090961 Long EC CORP US N 1 N N N Ford Credit Auto Owner Trust N/A 344928AD8 82000.00000000 PA USD 81696.99000000 0.018487513181 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -32646.85000000 -0.00738777609 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3226952.80000000 CAD 2403385.61000000 USD 2024-01-22 -32646.85000000 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 544.00000000 NS USD 85533.12000000 0.019355605187 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LH3F5 1100000.00000000 PA USD 1111732.34000000 0.251578011507 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 4.67000000 N N N N N N Fabrinet 5493004TETZ6IYF7CV44 N/A 647.00000000 NS USD 123143.51000000 0.027866599055 Long EC CORP KY N 1 N N N GM Financial Automobile Leasing Trust N/A 36266FAC3 185198.47000000 PA USD 184055.24000000 0.041650539091 Long ABS-O CORP US N 2 2025-06-20 Fixed 3.42000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 251.10000000 0.000056822345 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 14112.38000000 USD 12996.50000000 EUR 2024-01-29 251.10000000 N N N Santander Drive Auto Receivables Trust N/A 80286XAE4 13797.09000000 PA USD 13741.50000000 0.003109614716 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.90000000 N N N N N N Morningstar, Inc. 529900YGNQPOVAXQ7F29 617700109 439.00000000 NS USD 125659.36000000 0.028435920030 Long EC CORP US N 1 N N N Knight-Swift Transportation Holdings, Inc. N/A 499049104 3082.00000000 NS USD 177677.30000000 0.040207251526 Long EC CORP US N 1 N N N Hilton Grand Vacations Trust N/A 43283BAA1 81601.37000000 PA USD 78691.47000000 0.017807382976 Long ABS-O CORP US Y 2 2034-06-20 Fixed 3.61000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 2000000.00000000 PA USD 1427187.50000000 0.322963523124 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 N/A 26031.00000000 NS 3275878.09000000 0.741310535072 Long EC CORP FR N 2 N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAM3 750000.00000000 PA USD 694965.15000000 0.157266226962 Long DBT CORP KY Y 2 2026-02-21 Fixed 2.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KPZA9 545295.71000000 PA USD 540170.45000000 0.122237163385 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AX2 170000.00000000 PA USD 154455.45000000 0.034952293442 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N Publicis Groupe SA 2138004KW8BV57III342 N/A 2244.00000000 NS 208494.21000000 0.047180923748 Long EC CORP FR N 2 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFKF0 580134.24000000 PA USD 487882.68000000 0.110404771065 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 2.44000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 N/A 2951.00000000 NS 2397797.10000000 0.542606349308 Long EC CORP FR N 2 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 240000.00000000 PA USD 234391.30000000 0.053041271758 Long DBT CORP US N 2 2030-07-28 Variable 4.77200000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBB5 170000.00000000 PA USD 152185.45000000 0.034438606770 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N RELX plc 549300WSX3VBUFFJOO66 N/A 22399.00000000 NS 888653.90000000 0.201096768562 Long EC CORP GB N 2 N N N RTX Corp. I07WOS4YJ0N7YRFE7309 913017CY3 220000.00000000 PA USD 214934.37000000 0.048638291307 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAP9 170000.00000000 PA USD 144670.58000000 0.032738039121 Long DBT CORP US N 2 2032-01-15 Fixed 2.75000000 N N N N N N N/A N/A N/A -52.00000000 NC -8265.80000000 -0.00187049836 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short EURO STOXX 50 Index EU0009658145 2024-03-15 -2372240.00000000 EUR -8265.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -16331.86000000 -0.00369579683 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 2112140222.00000000 KRW 1615218.31000000 USD 2024-01-22 -16331.86000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9C98 879250.00000000 PA USD 832866.05000000 0.188472330229 Long ABS-MBS USGSE US N 2 2032-09-25 Variable 3.71000160 N N N N N N Liberty Media Corp-Liberty Live N/A 531229722 1447.00000000 NS USD 54103.33000000 0.012243242089 Long EC CORP US N 1 N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315103 18305.00000000 NS USD 2915620.40000000 0.659786493700 Long EC CORP US N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 252.00000000 NS USD 190743.84000000 0.043164127054 Long EC CORP NL N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36205VMH8 0.17000000 PA USD 0.17000000 0.000000038469 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 7.50000000 N N N N N N Nexstar Media Group, Inc. 52990083ZRR5UT591988 65336K103 576.00000000 NS USD 90288.00000000 0.020431604519 Long EC CORP US N 1 N N N QuidelOrtho Corp. 549300YU8CMO9HF53113 219798105 2270.00000000 NS USD 167299.00000000 0.037858707741 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1033.60000000 0.000233897156 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 161590.51000000 USD 22833641.00000000 JPY 2024-01-29 1033.60000000 N N N DT Auto Owner Trust N/A 23345AAA1 27823.23000000 PA USD 27727.65000000 0.006274592183 Long ABS-O CORP US Y 2 2026-06-15 Fixed 2.88000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BC3 53000.00000000 PA USD 54271.98000000 0.012281406519 Long DBT CORP US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Trade Desk, Inc. (The) 549300GXPD31VT3E0P46 88339J105 2940.00000000 NS USD 211562.40000000 0.047875235779 Long EC CORP US N 1 N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 N/A 38732.00000000 NS 133436.72000000 0.030195887509 Long EC CORP NL N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAH0 350000.00000000 PA USD 321274.40000000 0.072702368899 Long DBT CORP DE N 2 2028-01-07 Variable 2.55200000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DT4 118000.00000000 PA USD 124146.14000000 0.028093487896 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AT4 170000.00000000 PA USD 157798.46000000 0.035708795505 Long DBT CORP US N 2 2026-01-15 Fixed 1.12500000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 339.00000000 NS USD 117480.45000000 0.026585084321 Long EC CORP US N 1 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBP4 500000.00000000 PA USD 455194.44000000 0.103007628674 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568BB5 170000.00000000 PA USD 160709.60000000 0.036367568112 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N World Omni Auto Receivables Trust N/A 98164JAD6 97000.00000000 PA USD 96811.49000000 0.021907829132 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.83000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287GAD2 75000.00000000 PA USD 74443.49000000 0.016846091914 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.98000000 N N N N N N Casella Waste Systems, Inc. 8EU0XUFVJ48U37IIDH51 147448104 3080.00000000 NS USD 263216.80000000 0.059564300467 Long EC CORP US N 1 N N N MVW LLC N/A 55400KAA3 96916.91000000 PA USD 89007.18000000 0.020141763038 Long ABS-O CORP US Y 2 2039-05-20 Fixed 1.43000000 N N N N N N IAC, Inc. 549300TO56L57RP6P031 44891N208 2233.00000000 NS USD 116964.54000000 0.026468337144 Long EC CORP US N 1 N N N Stericycle, Inc. B8PTJH2P0AXSWSMP2136 858912108 4163.00000000 NS USD 206318.28000000 0.046688524523 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -148.43000000 -0.00003358877 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 12401.20000000 GBP 15661.20000000 USD 2024-01-29 -148.43000000 N N N OneMain Direct Auto Receivables Trust N/A 682685AA0 244000.00000000 PA USD 244726.92000000 0.055380157328 Long ABS-O CORP US Y 2 2029-11-14 Fixed 5.41000000 N N N N N N Gray Oak Pipeline LLC N/A 38937LAC5 370000.00000000 PA USD 350688.33000000 0.079358555603 Long DBT CORP US Y 2 2025-10-15 Fixed 2.60000000 N N N N N N Power Integrations, Inc. 54930085LGXSCIHD5W31 739276103 3199.00000000 NS USD 262669.89000000 0.059440538186 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -23575.55000000 -0.00533499816 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 27747665.39000000 ZAR 1490716.94000000 USD 2024-01-22 -23575.55000000 N N N Schneider Electric SE 969500A1YF1XUYYXS284 N/A 1191.00000000 NS 239755.63000000 0.054255185778 Long EC CORP FR N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2U7 300000.00000000 PA USD 254919.55000000 0.057686685163 Long DBT CORP FR Y 2 2033-01-20 Variable 3.13200000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06417XAP6 200000.00000000 PA USD 199655.95000000 0.045180881296 Long DBT CORP CA N 2 2030-02-01 Fixed 4.85000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271BB4 56000.00000000 PA USD 54015.31000000 0.012223323719 Long DBT CORP US N 2 2053-04-15 Fixed 5.15000000 N N N N N N HealthEquity, Inc. 529900LRJU1RAFQHM467 42226A107 3109.00000000 NS USD 206126.70000000 0.046645171179 Long EC CORP US N 1 N N N Trane Technologies plc 549300BURLR9SLYY2705 N/A 3038.00000000 NS USD 740968.20000000 0.167676426815 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2545.72000000 -0.00057608036 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 5019520.61000000 USD 705226885.00000000 JPY 2024-01-22 -2545.72000000 N N N United States of America 254900HROIFWPRGM1V77 91282CFU0 1500000.00000000 PA USD 1509433.59000000 0.341575294170 Long DBT UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457100 5320.00000000 NS USD 185295.60000000 0.041931224730 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJA8 90000.00000000 PA USD 75728.37000000 0.017136852148 Long DBT CORP US N 2 2051-03-20 Variable 4.08300000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2489.71000000 -0.00056340565 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2343219.06000000 DKK 345012.16000000 USD 2024-01-29 -2489.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 1129.19000000 0.000255528569 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 33152.16000000 USD 345372.97000000 SEK 2024-01-29 1129.19000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H7YZ0 880000.00000000 PA USD 764144.57000000 0.172921093061 Long ABS-MBS USGSE US N 2 2055-06-25 Fixed 2.58000000 N N N N N N Scout24 SE 5493007EIKM2ENQS7U66 N/A 1225.00000000 NS 86621.32000000 0.019601857979 Long EC CORP DE Y 2 N N N N/A N/A N/A 1.00000000 NC -151.97000000 -0.00003438985 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long EURO STOXX 50 Index EU0009658145 2024-03-15 45620.00000000 EUR -151.97000000 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475105 1197.00000000 NS USD 185355.45000000 0.041944768408 Long EC CORP US N 1 N N N Weyerhaeuser Co. 08IRJODWFYBI7QWRGS31 962166104 6581.00000000 NS USD 228821.37000000 0.051780831755 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 530000.00000000 PA USD 522338.04000000 0.118201801557 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -9167.25000000 -0.00207449081 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1629308.23000000 USD 1429066246.00000000 CLP 2024-01-22 -9167.25000000 N N N J M Smucker Co. (The) 5493000WDH6A0LHDJD55 832696AZ1 21000.00000000 PA USD 24218.06000000 0.005480394118 Long DBT CORP US N 2 2053-11-15 Fixed 6.50000000 N N N N N N Bank Central Asia Tbk. PT 254900BR956G2OHVOM21 N/A 1153000.00000000 NS 704136.67000000 0.159341684049 Long EC CORP ID N 2 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXWR9 645410.15000000 PA USD 582660.67000000 0.131852431982 Long ABS-MBS USGSE US N 2 2062-06-01 Fixed 3.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBG2 200000.00000000 PA USD 198125.00000000 0.044834436974 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6612.32000000 0.001496326280 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4777455.99000000 USD 398520090.87000000 INR 2024-01-22 6612.32000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 80000.00000000 PA USD 69033.77000000 0.015621906423 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417E109 1245.00000000 NS USD 237160.05000000 0.053667822407 Long EC CORP US N 1 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TBA4 198000.00000000 PA USD 182294.16000000 0.041252017803 Long DBT CORP US N 2 2026-06-01 Fixed 1.45000000 N N N N N N Verra Mobility Corp. 549300XX5EKGLR0M4152 92511U102 7795.00000000 NS USD 179518.85000000 0.040623982667 Long EC CORP US N 1 N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAF9 50000.00000000 PA USD 43873.57000000 0.009928311969 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804FR0 50000.00000000 PA USD 44570.94000000 0.010086122399 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 1882.00000000 NS USD 1122801.20000000 0.254082824660 Long EC CORP US N 1 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 N/A 33731.00000000 NS 3495583.53000000 0.791028489407 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -9180.05000000 -0.00207738737 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 931194.81000000 AUD 625802.95000000 USD 2024-01-22 -9180.05000000 N N N Air Liquide SA 969500MMPQVHK671GT54 N/A 5601.00000000 NS 1090489.06000000 0.246770791326 Long EC CORP FR N 2 N N N Regency Centers Corp. 529900053A7X7FJ97S58 758849103 1128.00000000 NS USD 75576.00000000 0.017102371779 Long EC CORP US N 1 N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BN1 170000.00000000 PA USD 146328.91000000 0.033113308733 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N Northwestern Energy Group, Inc. 254900N1WG46G1VMDM34 668074305 2692.00000000 NS USD 136995.88000000 0.031001302953 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -665.17000000 -0.00015052377 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 605823.79000000 SEK 59468.25000000 USD 2024-01-29 -665.17000000 N N N GSR Mortgage Loan Trust N/A 36242DCH4 1667.53250000 PA USD 1660.95000000 0.000375862501 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N Charter Communications Operating LLC N/A 161175BT0 240000.00000000 PA USD 185777.30000000 0.042040230400 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CP5 170000.00000000 PA USD 153269.47000000 0.034683913654 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 72650RBM3 170000.00000000 PA USD 156513.88000000 0.035418103159 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1320.19000000 -0.00029875066 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 1817582.35000000 USD 151297372.01000000 INR 2024-01-22 -1320.19000000 N N N AssetMark Financial Holdings, Inc. 5493001K4EDHT2T6W812 04546L106 5375.00000000 NS USD 160981.25000000 0.036429040793 Long EC CORP US N 1 N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 136375102 9029.00000000 NS 1134885.44000000 0.256817411899 Long EC CORP CA N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36207FLP4 0.10000000 PA USD 0.10000000 0.000000022629 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Sprint Capital Corp. 549300L17W0GQBR1PO80 852060AD4 16000.00000000 PA USD 17336.50000000 0.003923140525 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDL2 2000000.00000000 PA USD 1788515.62000000 0.404729796049 Long DBT UST US N 2 2028-11-30 Fixed 1.50000000 N N N N N N Qualys, Inc. 549300EMBXYOW9W1XA17 74758T303 368.00000000 NS USD 72231.04000000 0.016345428443 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CGG0 1460000.00000000 PA USD 1450875.00000000 0.328323854863 Long DBT UST US N 2 2025-01-31 Fixed 4.12500000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAS4 450000.00000000 PA USD 417881.31000000 0.094563902868 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N Performance Food Group Co. 549300EUK8GR9IT1YK57 71377A103 4219.00000000 NS USD 291743.85000000 0.066019791825 Long EC CORP US N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CJ7 89000.00000000 PA USD 96218.76000000 0.021773698074 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Workiva, Inc. 529900RTOQ8GRWHY1O58 98139A105 1445.00000000 NS USD 146710.85000000 0.033199739345 Long EC CORP US N 1 N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550108 592.00000000 NS USD 153724.64000000 0.034786915752 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BLRM4 500000.00000000 PA USD 409025.35000000 0.092559855017 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 1.53189000 N N N N N N Ralph Lauren Corp. HO1QNWM0IXBZ0QSMMO20 751212101 575.00000000 NS USD 82915.00000000 0.018763141156 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -849.47000000 -0.00019222969 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 91173.52000000 EUR 99913.72000000 USD 2024-01-29 -849.47000000 N N N Wal-Mart de Mexico SAB de CV N/A N/A 285359.00000000 NS 1199680.76000000 0.271480183840 Long EC CORP MX N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1779.16000000 0.000402612678 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 189778.06000000 USD 150259.00000000 GBP 2024-01-29 1779.16000000 N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199105 7065.00000000 NS USD 2825081.55000000 0.639298123408 Long EC CORP US N 1 N N N X5 Retail Group NV 213800J17UJJJDGUVF56 98387E205 1065.00000000 NS USD 257.09000000 0.000058177844 Long EC CORP NL Y 3 N N N N/A N/A N/A 1.00000000 NC N/A 21363.81000000 0.004834495358 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24916162.21000000 SEK 2092986.09000000 CHF 2024-01-22 21363.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 317.93000000 0.000071945552 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6530.42000000 USD 961560.00000000 JPY 2024-01-29 317.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -49.78000000 -0.00001126489 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 1949.47000000 EUR 2104.74000000 USD 2024-01-29 -49.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 6413.69000000 0.001451377565 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7427216.02000000 AUD 6717486.11000000 CAD 2024-01-22 6413.69000000 N N N Lincoln Electric Holdings, Inc. BIMGBY40SIN95O01BN93 533900106 975.00000000 NS USD 212023.50000000 0.047979579799 Long EC CORP US N 1 N N N American Airlines Pass-Through Trust N/A 02376LAA3 273000.00000000 PA USD 242306.80000000 0.054832499447 Long ABS-O CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BH2 220000.00000000 PA USD 224792.74000000 0.050869178214 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 126117100 1729.00000000 NS USD 73153.99000000 0.016554286203 Long EC CORP US N 1 N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229106 7982.00000000 NS USD 69283.76000000 0.015678477582 Long EC CORP US N 1 N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671D857 2398.00000000 NS USD 102082.86000000 0.023100706891 Long EC CORP US N 1 N N N Natera, Inc. N/A 632307104 2163.00000000 NS USD 135490.32000000 0.030660604227 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7385.02000000 -0.00167118341 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 176196.80000000 EUR 187344.24000000 USD 2024-01-29 -7385.02000000 N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587107 6988.00000000 NS USD 489998.56000000 0.110883581353 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 328.91000000 0.000074430256 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 8086.35000000 USD 1181565.00000000 JPY 2024-01-29 328.91000000 N N N Kimco Realty Corp. 254900ARY41P4V1JL861 49446R109 8798.00000000 NS USD 187485.38000000 0.042426758123 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3013.59000000 0.000681956395 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 59112.35000000 USD 8722946.00000000 JPY 2024-01-29 3013.59000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 985.00000000 NS USD 50668.40000000 0.011465939111 Long EC CORP US N 1 N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043109 2291.00000000 NS USD 221654.25000000 0.050158957737 Long EC CORP US N 1 N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HP5 150000.00000000 PA USD 142075.26000000 0.032150734587 Long DBT CORP US N 2 2026-03-01 Fixed 2.95000000 N N N N N N 3i Group plc 35GDVHRBMFE7NWATNM84 N/A 41212.00000000 NS 1268485.61000000 0.287050287112 Long EC CORP GB N 2 N N N BP plc 213800LH1BZH3DI6G760 N/A 136765.00000000 NS 810752.79000000 0.183468239065 Long EC CORP GB N 2 N N N Santander Drive Auto Receivables Trust N/A 802927AE3 159000.00000000 PA USD 161173.51000000 0.036472548017 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.77000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2066.41000000 0.000467615540 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 149544.84000000 USD 21287353.00000000 JPY 2024-01-29 2066.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -12073.39000000 -0.00273213195 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2122493.17000000 SGD 1597715.52000000 USD 2024-01-22 -12073.39000000 N N N Cognex Corp. 549300JQTYZCLC43S226 192422103 1922.00000000 NS USD 80224.28000000 0.018154248204 Long EC CORP US N 1 N N N DT Auto Owner Trust N/A 26253WAG3 114000.00000000 PA USD 105706.51000000 0.023920716014 Long ABS-O CORP US Y 2 2027-09-15 Fixed 1.99000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAJ0 2000000.00000000 PA USD 1867109.38000000 0.422515067868 Long DBT UST US N 2 2025-08-31 Fixed 0.25000000 N N N N N N Simpson Manufacturing Co., Inc. 529900EJUNNL15LZ8056 829073105 1277.00000000 NS USD 252820.46000000 0.057211674345 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 7506.98000000 0.001698782191 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2265251.00000000 EUR 3325252.55000000 CAD 2024-01-22 7506.98000000 N N N Exact Sciences Corp. 549300VM3X1FYD4N9Z14 30063P105 3005.00000000 NS USD 222309.90000000 0.050307327193 Long EC CORP US N 1 N N N UniFirst Corp. 5493003XBTNWBC8UK019 904708104 910.00000000 NS USD 166448.10000000 0.037666154442 Long EC CORP US N 1 N N N Envestnet, Inc. 549300HLWZ5OKIDM8737 29404K106 2860.00000000 NS USD 141627.20000000 0.032049341437 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 155202.12000000 0.035121260150 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 10588835.45000000 USD 15755999.84000000 AUD 2024-01-22 155202.12000000 N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 654744AD3 300000.00000000 PA USD 280472.03000000 0.063469050105 Long DBT CORP JP Y 2 2030-09-17 Fixed 4.81000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BT0 120000.00000000 PA USD 121841.16000000 0.027571885470 Long DBT CORP US Y 2 2028-05-01 Fixed 5.55000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DZ5 250000.00000000 PA USD 198671.88000000 0.044958192466 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2415.73000000 -0.00054666445 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 887097.16000000 USD 693951.13000000 GBP 2024-01-29 -2415.73000000 N N N FirstKey Homes Trust N/A 33767JAA0 195908.59000000 PA USD 181589.00000000 0.041092444546 Long ABS-O CORP US Y 2 2037-10-19 Fixed 1.26600000 N N N N N N RELX plc 549300WSX3VBUFFJOO66 N/A 29218.00000000 NS 1157659.27000000 0.261970985884 Long EC CORP GB N 2 N N N Legrand SA 969500XXRPGD7HCAFA90 N/A 14690.00000000 NS 1529762.24000000 0.346175539355 Long EC CORP FR N 2 N N N Sodexo SA 969500LCBOG12HXPYM84 N/A 1368.00000000 NS 150600.96000000 0.034080046684 Long EC CORP FR N 2 N N N TD SYNNEX Corp. 5493004HI6PFLF46NS53 87162W100 1043.00000000 NS USD 112237.23000000 0.025398576729 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -16602.21000000 -0.00375697533 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3184406348.40000000 COP 801713.80000000 USD 2024-01-22 -16602.21000000 N N N Carvana Auto Receivables Trust N/A 14686MAC7 49000.00000000 PA USD 48477.95000000 0.010970254101 Long ABS-O CORP US N 2 2027-11-10 Fixed 4.61000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409V104 3522.00000000 NS USD 1551511.44000000 0.351097246038 Long EC CORP US N 1 N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261A100 4108.00000000 NS USD 274085.76000000 0.062023877512 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMCQ5 328444.30000000 PA USD 292601.84000000 0.066213949547 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Columbia Sportswear Co. 549300OTMCIEUXAH5Z60 198516106 970.00000000 NS USD 77153.80000000 0.017459417960 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -30997.82000000 -0.00701461101 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 49824826.00000000 TWD 1606526.92000000 USD 2024-01-22 -30997.82000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMR31 435519.99000000 PA USD 374240.29000000 0.084688215496 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 48000.00000000 PA USD 52094.40000000 0.011788633910 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 20785.97000000 0.004703733814 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1924945.46000000 GBP 2239871.38000000 EUR 2024-01-22 20785.97000000 N N N Exeter Automobile Receivables Trust N/A 30165JAD8 2966.14000000 PA USD 2962.30000000 0.000670349792 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.05000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332102 51.00000000 NS USD 131866.11000000 0.029840468380 Long EC CORP US N 1 N N N Westgate Resorts LLC N/A 96034JAA4 124207.46000000 PA USD 118995.63000000 0.026927959992 Long ABS-O CORP US Y 2 2036-08-20 Fixed 1.78800000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1917.85000000 0.000433997349 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49640.37000000 USD 519431.50000000 SEK 2024-01-29 1917.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 120250.24000000 0.027211870316 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1730580.37000000 USD 2713532.58000000 AUD 2024-01-29 120250.24000000 N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518DU7 200000.00000000 PA USD 199661.44000000 0.045182123648 Long DBT CORP US N 2 2033-05-15 Fixed 4.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 17717.43000000 0.004009342580 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1611869.98000000 USD 11543890.39000000 CNY 2024-01-22 17717.43000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFVK7 398949.00000000 PA USD 345261.26000000 0.078130443917 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.58000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -14982.82000000 -0.00339051759 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3016918.84000000 ILS 818596.35000000 USD 2024-01-22 -14982.82000000 N N N United Airlines Pass-Through Trust N/A 90932EAA1 343925.07000000 PA USD 307290.24000000 0.069537841756 Long ABS-O CORP US N 2 2028-10-07 Fixed 2.87500000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAD0 150000.00000000 PA USD 149420.49000000 0.033812913774 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.61000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1592.87000000 -0.00036045642 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2258283.07000000 EUR 1955958.36000000 GBP 2024-01-22 -1592.87000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAC7 60000.00000000 PA USD 46150.54000000 0.010443575908 Long DBT CORP US N 2 2042-04-22 Variable 3.21700000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BAY6 170000.00000000 PA USD 157206.74000000 0.035574893004 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 934.50000000 0.000211471451 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 21866.52000000 USD 19121.73000000 CHF 2024-01-29 934.50000000 N N N Novatek PJSC 2138008R6GCRVBDFA581 N/A 979.00000000 NS USD 297.04000000 0.000067218277 Long EC CORP RU N 3 N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 N/A 48500.00000000 NS 1831111.35000000 0.414368940892 Long EC CORP KY N 2 N N N N/A N/A N/A 1.00000000 NC N/A -42516.81000000 -0.00962128574 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 3992530.32000000 NZD 2481557.22000000 USD 2024-01-23 -42516.81000000 N N N Hoya Corp. 353800X4VR3BHEUCJB42 N/A 8200.00000000 NS 1021221.74000000 0.231096034012 Long EC CORP JP N 2 N N N Hess Corp. UASVRYNXNK17ULIGK870 42809HAC1 35000.00000000 PA USD 38059.97000000 0.008612730983 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 588.00000000 NS USD 656355.00000000 0.148528993717 Long EC CORP US N 1 N N N Clearwater Analytics Holdings, Inc. N/A 185123106 8479.00000000 NS USD 169834.37000000 0.038432445970 Long EC CORP US N 1 N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 337.00000000 NS USD 156024.26000000 0.035307305243 Long EC CORP US N 1 N N N Hyundai Auto Receivables Trust N/A 44933XAD9 87000.00000000 PA USD 88470.79000000 0.020020381366 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.48000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAN0 400000.00000000 PA USD 270375.00000000 0.061184155946 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -631.48000000 -0.00014289993 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 46555.87000000 GBP 58720.13000000 USD 2024-01-29 -631.48000000 N N N WestRock Co. 5493004Z9TCQW68YVL89 96145D105 2074.00000000 NS USD 86112.48000000 0.019486710699 Long EC CORP US N 1 N N N Appalachian Power Co. 3SCHO1ABYYIG382BEI70 037735CZ8 150000.00000000 PA USD 128114.64000000 0.028991534397 Long DBT CORP US N 2 2031-04-01 Fixed 2.70000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDL5 250000.00000000 PA USD 228010.69000000 0.051597379988 Long DBT CORP NL Y 2 2027-12-15 Variable 1.98000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 241000.00000000 PA USD 224120.98000000 0.050717163166 Long DBT CORP GB Y 2 2028-02-16 Variable 2.97200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 84243.26000000 0.019063718011 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2402433.34000000 USD 3646680.85000000 AUD 2024-01-22 84243.26000000 N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 12819.00000000 NS USD 4537413.24000000 1.026787976956 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -614.75000000 -0.00013911404 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 29998.61000000 GBP 37628.88000000 USD 2024-01-29 -614.75000000 N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 989.00000000 NS USD 81473.82000000 0.018437011219 Long EC CORP IE N 1 N N N Flagship Credit Auto Trust N/A 337955AJ7 350000.00000000 PA USD 344884.40000000 0.078045162877 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.43000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6776.48000000 0.001533474652 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 843931.46000000 USD 3348177.37000000 PLN 2024-01-22 6776.48000000 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 3494.00000000 NS USD 458133.28000000 0.103672669617 Long EC CORP US N 1 N N N Graphic Packaging Holding Co. N/A 388689101 1894.00000000 NS USD 46687.10000000 0.010564996050 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -28380.80000000 -0.00642239590 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 1659737.88000000 USD 1438959550.00000000 CLP 2024-01-22 -28380.80000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJS9 960000.00000000 PA USD 879505.10000000 0.199026452867 Long DBT CORP US N 2 2027-07-22 Variable 1.73400000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACY9 100000.00000000 PA USD 100777.54000000 0.022805321214 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N GM Financial Automobile Leasing Trust 254900DSTG5GSVOBDN09 362541AD6 71000.00000000 PA USD 70994.11000000 0.016065518992 Long ABS-O CORP US N 2 2026-04-20 Fixed 5.16000000 N N N N N N Generac Holdings, Inc. 529900S2H2AHJHSFFI84 368736104 673.00000000 NS USD 86978.52000000 0.019682690084 Long EC CORP US N 1 N N N WEX, Inc. T9M5IGROL1TL1G5OV478 96208T104 1383.00000000 NS USD 269062.65000000 0.060887179424 Long EC CORP US N 1 N N N Carvana Auto Receivables Trust N/A 14688FAB2 107880.04000000 PA USD 108125.87000000 0.024468201911 Long ABS-O CORP US Y 2 2027-04-12 Fixed 6.36000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCY5 7000000.00000000 PA USD 6203750.00000000 1.403869468156 Long DBT UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N HubSpot, Inc. 529900BLNVEW0MVKJB37 443573100 346.00000000 NS USD 200866.84000000 0.045454898060 Long EC CORP US N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 4812.00000000 NS 3632518.10000000 0.822015918294 Long EC CORP NL N 2 N N N Neogen Corp. 549300HJT9FC36N4UW43 640491106 6751.00000000 NS USD 135762.61000000 0.030722221736 Long EC CORP US N 1 N N N Exeter Automobile Receivables Trust N/A 30166BAE2 215000.00000000 PA USD 212319.42000000 0.048046544627 Long ABS-O CORP US N 2 2028-12-15 Fixed 4.92000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 1547.00000000 NS USD 145541.76000000 0.032935181657 Long EC CORP US N 1 N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AY5 137000.00000000 PA USD 114236.60000000 0.025851021541 Long DBT CORP US N 2 2034-03-15 Fixed 2.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1447.44000000 -0.00032754653 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1316954.00000000 NZD 1100961.69000000 CAD 2024-01-23 -1447.44000000 N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAB1 500000.00000000 PA USD 483160.31000000 0.109336128540 Long DBT CORP NZ Y 2 2025-02-21 Fixed 2.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBS0 500000.00000000 PA USD 527982.41000000 0.119479086862 Long DBT CORP FR Y 2 2034-01-10 Variable 6.69100000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 292480AM2 260000.00000000 PA USD 247740.40000000 0.056062088831 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 176.80000000 0.000040008724 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 13225.22000000 USD 17664.00000000 SGD 2024-01-29 176.80000000 N N N TSMC Global Ltd. 549300N2ZLI21P85T117 872882AM7 300000.00000000 PA USD 298116.00000000 0.067461769150 Long DBT CORP VG Y 2 2027-07-22 Fixed 4.37500000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAJ9 200000.00000000 PA USD 179991.83000000 0.040731015056 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N Chemed Corp. 54930020031IDJT2IM79 16359R103 401.00000000 NS USD 234484.75000000 0.053062418903 Long EC CORP US N 1 N N N Westlake Automobile Receivables Trust N/A 96043JAL9 125000.00000000 PA USD 118939.45000000 0.026915246812 Long ABS-O CORP US Y 2 2027-01-15 Fixed 2.12000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 379928AC8 86781.31000000 PA USD 86638.37000000 0.019605716286 Long ABS-O CORP US Y 2 2027-01-15 Fixed 5.70000000 N N N N N N Alnylam Pharmaceuticals, Inc. 529900S3ZI14OWRJII50 02043Q107 845.00000000 NS USD 161741.45000000 0.036601069254 Long EC CORP US N 1 N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 N/A 75200.00000000 NS 1901720.17000000 0.430347271189 Long EC CORP SG N 2 N N N Lear Corp. 549300UPNBTXA1SYTQ33 521865BC8 23000.00000000 PA USD 18612.90000000 0.004211981789 Long DBT CORP US N 2 2032-01-15 Fixed 2.60000000 N N N N N N Janus International Group, Inc. N/A 47103N106 7247.00000000 NS USD 94573.35000000 0.021401352176 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 8542.27000000 0.001933061783 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 197272.91000000 USD 161443.06000000 GBP 2024-01-29 8542.27000000 N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271V100 5516.00000000 NS USD 183793.12000000 0.041591222990 Long EC CORP US N 1 N N N Flagship Credit Auto Trust N/A 33843EAC5 213178.19000000 PA USD 212813.91000000 0.048158444593 Long ABS-O CORP US Y 2 2027-04-15 Fixed 5.76000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325WAA6 500000.00000000 PA USD 483415.89000000 0.109393964681 Long DBT CORP GB Y 2 2026-01-30 Variable 2.81900000 N N N N N N Liberty Broadband Corp. 549300MIX43II8JLN536 530307305 1196.00000000 NS USD 96385.64000000 0.021811461964 Long EC CORP US N 1 N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389B100 1827.00000000 NS USD 113109.57000000 0.025595981765 Long EC CORP US N 1 N N N BHP Group Ltd. WZE1WSENV6JSZFK0JC28 N/A 32010.00000000 NS 1093609.32000000 0.247476886470 Long EC CORP AU N 2 N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AD8 220000.00000000 PA USD 215146.18000000 0.048686222573 Long DBT CORP US N 2 2026-12-15 Fixed 3.80000000 N N N N N N SpringCastle America Funding LLC N/A 85022WAP9 65705.61000000 PA USD 60609.92000000 0.013715642338 Long ABS-O CORP US Y 2 2037-09-25 Fixed 1.97000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAE1 300000.00000000 PA USD 273459.78000000 0.061882222189 Long DBT CORP FI Y 2 2026-09-30 Fixed 1.50000000 N N N N N N Rotork plc 213800AH5RZIHGWRJ718 N/A 29848.00000000 NS 122839.74000000 0.027797857821 Long EC CORP GB N 2 N N N Hong Kong Exchanges & Clearing Ltd. 213800YTVSXYQN17BW16 N/A 15300.00000000 NS 524793.96000000 0.118757560752 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 9189.73000000 0.002079577895 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 3197233954.61000000 COP 830802.12000000 USD 2024-01-22 9189.73000000 N N N Santander Drive Auto Receivables Trust N/A 80285XAC9 55000.00000000 PA USD 55231.32000000 0.012498499106 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.61000000 N N N N N N MDC Holdings, Inc. 5299005FV4VNV75R8R35 552676AV0 150000.00000000 PA USD 97692.21000000 0.022107130509 Long DBT CORP US N 2 2061-08-06 Fixed 3.96600000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DD4 174000.00000000 PA USD 146852.73000000 0.033231845893 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N N/A N/A N/A 42.00000000 NC USD 204054.06000000 0.046176145829 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI EAFE E-Mini Equity Index MSDUEAFE Index 2024-03-15 4730040.00000000 USD 204054.06000000 N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAS2 170000.00000000 PA USD 146381.72000000 0.033125259303 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 744573106 9707.00000000 NS USD 593583.05000000 0.134324097636 Long EC CORP US N 1 N N N RB Global, Inc. 5493002H8U24DJXQ4886 74935Q107 2381.00000000 NS USD 159265.09000000 0.036040684617 Long EC CORP CA N 1 N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 78574MAA1 148000.00000000 PA USD 121062.56000000 0.027395693205 Long DBT CORP US N 2 2031-12-01 Fixed 3.20000000 N N N N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 629.00000000 NS USD 142965.41000000 0.032352169913 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXTC6 722381.72000000 PA USD 598206.09000000 0.135370262408 Long ABS-MBS USGSE US N 2 2061-07-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 199.09000000 0.000045052810 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 519775.67000000 GBP 662833.48000000 USD 2024-01-29 199.09000000 N N N Blackstone, Inc. 5299004LW4QWGZUB8Y96 09260D107 3031.00000000 NS USD 396818.52000000 0.089797526435 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1006.23000000 0.000227703497 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 38004.76000000 USD 30600.53000000 GBP 2024-01-29 1006.23000000 N N N Diageo plc 213800ZVIELEA55JMJ32 N/A 14474.00000000 NS 525336.41000000 0.118880313763 Long EC CORP GB N 2 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 607.00000000 NS USD 295536.16000000 0.066877967642 Long EC CORP US N 1 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAG1 140000.00000000 PA USD 138265.25000000 0.031288553372 Long DBT CORP US N 2 2024-10-15 Fixed 3.70000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8317.36000000 0.001882166070 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 798314.06000000 USD 18051031.37000000 CZK 2024-01-22 8317.36000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AMS98 301972.78000000 PA USD 267552.90000000 0.060545532529 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 17084.00000000 NS USD 739395.52000000 0.167320539257 Long EC CORP US N 1 N N N Dassault Systemes SE 96950065LBWY0APQIM86 N/A 3669.00000000 NS 179587.71000000 0.040639565250 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3213.53000000 0.000727201555 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 1627362.16000000 USD 135829409.66000000 INR 2024-01-22 3213.53000000 N N N N/A N/A N/A -58.00000000 NC USD -122090.00000000 -0.02762819639 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short XAP Consumer Staples Index IXR Index 2024-03-15 -4247920.00000000 USD -122090.00000000 N N N AmeriCredit Automobile Receivables Trust N/A 03065WAD7 85000.00000000 PA USD 84174.39000000 0.019048133164 Long ABS-O CORP US N 2 2028-04-18 Fixed 4.38000000 N N N N N N DT Auto Owner Trust N/A 23346KAE0 307000.00000000 PA USD 304071.28000000 0.068809411426 Long ABS-O CORP US Y 2 2028-10-16 Fixed 5.55000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FBB2 252000.00000000 PA USD 260169.05000000 0.058874613879 Long DBT CORP FR Y 2 2028-07-13 Fixed 5.79000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 36434.00000000 NS USD 1793281.48000000 0.405808280085 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -74445.64000000 -0.01684657844 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3646659.19000000 AUD 2412216.19000000 USD 2024-01-22 -74445.64000000 N N N Utz Brands, Inc. N/A 918090101 10308.00000000 NS USD 167401.92000000 0.037881997888 Long EC CORP US N 1 N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAH6 150000.00000000 PA USD 142747.91000000 0.032302951036 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N DWS Group GmbH & Co. KGaA 529900VM3464806ERS69 N/A 3110.00000000 NS 119530.30000000 0.027048952438 Long EC CORP DE Y 2 N N N Azenta, Inc. 35ZN6X1ANPH25YN32Y17 114340102 1888.00000000 NS USD 122984.32000000 0.027830575363 Long EC CORP US N 1 N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAD4 170000.00000000 PA USD 149528.74000000 0.033837410066 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525BR3 77000.00000000 PA USD 71902.66000000 0.016271118122 Long DBT CORP US N 2 2052-05-20 Fixed 4.50000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VFE9 170000.00000000 PA USD 155381.86000000 0.035161934178 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 89680YAB1 38000.00000000 PA USD 37104.72000000 0.008396563938 Long DBT CORP BM Y 2 2024-06-07 Fixed 1.15000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAJ0 30000.00000000 PA USD 31165.52000000 0.007052560465 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6327.28000000 -0.00143182352 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1161242.68000000 AUD 710988.12000000 EUR 2024-01-22 -6327.28000000 N N N N/A N/A N/A 45.00000000 NC USD 113759.10000000 0.025742966305 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long XAE Energy Index US8530091086 2024-03-15 3987900.00000000 USD 113759.10000000 N N N TCS Group Holding plc 549300XQRN9MR54V1W18 87238U203 472.00000000 NS USD 339.84000000 0.000076903646 Long EC CORP CY Y 3 N N N WR Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423102 1405.00000000 NS USD 99361.60000000 0.022484902929 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3965.84000000 0.000897444560 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1698319.68000000 USD 239287128.00000000 JPY 2024-01-22 3965.84000000 N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275R102 1506.00000000 NS USD 76083.12000000 0.017217129834 Long EC CORP US N 1 N N N eBay, Inc. OML71K8X303XQONU6T67 278642AY9 140000.00000000 PA USD 122046.51000000 0.027618354879 Long DBT CORP US N 2 2031-05-10 Fixed 2.60000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 75700.00000000 NS 649667.72000000 0.147015704461 Long EC CORP JP N 2 N N N Expedia Group, Inc. N/A 30212PAR6 140000.00000000 PA USD 128338.98000000 0.029042301123 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KL0 34000.00000000 PA USD 35183.12000000 0.007961717987 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFA38 600000.00000000 PA USD 496021.01000000 0.112246423776 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 1.94000000 N N N N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 55315J102 1.00000000 NS USD 0.48000000 0.000000108620 Long EC CORP RU N 3 N N N N/A N/A N/A 1.00000000 NC N/A 47977.43000000 0.010856989584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 222705506.00000000 JPY 1369985.37000000 CHF 2024-01-22 47977.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 30335.82000000 0.006864804592 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 4959730.42000000 USD 4516565.06000000 EUR 2024-01-22 30335.82000000 N N N PRPM LLC N/A 69360HAA9 84806.10000000 PA USD 81636.48000000 0.018473820150 Long ABS-O CORP US Y 2 2026-10-25 Variable 2.48699880 N N N N N N N/A N/A N/A 1.00000000 NC N/A -7296.35000000 -0.00165111795 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 217793.54000000 CHF 252403.75000000 USD 2024-01-29 -7296.35000000 N N N Santander Drive Auto Receivables Trust N/A 80286FAC7 208435.82000000 PA USD 206982.77000000 0.046838894416 Long ABS-O CORP US N 2 2027-02-16 Fixed 4.14000000 N N N N N N AptarGroup, Inc. VNPEQDQFAA7IY1T2PX43 038336103 2078.00000000 NS USD 256882.36000000 0.058130856677 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWL4 500000.00000000 PA USD 477718.44000000 0.108104667707 Long DBT CORP US N 2 2028-06-05 Variable 3.69100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2686.26000000 0.000607883682 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 284150.41000000 USD 259538.31000000 EUR 2024-01-29 2686.26000000 N N N N/A N/A N/A -36.00000000 NC -107870.99000000 -0.02441052417 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SPI 200 Index US78517D1037 2024-03-21 -6825600.00000000 AUD -107870.99000000 N N N Casey's General Stores, Inc. 549300CAFWSI86V66Q65 147528103 826.00000000 NS USD 226935.24000000 0.051354012441 Long EC CORP US N 1 N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AC2 400000.00000000 PA USD 365235.96000000 0.082650592450 Long DBT CORP GB N 2 2027-06-14 Variable 1.64200000 N N N N N N Exeter Automobile Receivables Trust N/A 30166QAF6 175000.00000000 PA USD 169722.02000000 0.038407021874 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.56000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BY5 175000.00000000 PA USD 149628.82000000 0.033860057538 Long DBT CORP US N 2 2031-03-15 Fixed 2.60000000 N N N N N N JPMorgan BetaBuilders Japan ETF 54930031HWFFLQV7A679 46641Q217 79611.00000000 NS USD 4181169.72000000 0.946172316919 Long RF US N 1 N N N ServisFirst Bancshares, Inc. N/A 81768T108 2782.00000000 NS USD 185364.66000000 0.041946852572 Long EC CORP US N 1 N N N StepStone Group, Inc. N/A 85914M107 6579.00000000 NS USD 209409.57000000 0.047388063939 Long EC CORP US N 1 N N N MASTR Alternative Loan Trust N/A 576434V68 3.60650000 PA USD 2.40000000 0.000000543104 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 N/A 42000.00000000 NS 365521.07000000 0.082715111044 Long EC CORP HK N 2 N N N Carvana Auto Receivables Trust N/A 14687JAE9 112194.73000000 PA USD 108283.67000000 0.024503911055 Long ABS-O CORP US N 2 2026-11-10 Fixed 0.70000000 N N N N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284AV8 170000.00000000 PA USD 149667.25000000 0.033868754004 Long DBT CORP US N 2 2030-03-15 Fixed 2.50000000 N N N N N N JB Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 445658107 897.00000000 NS USD 179166.78000000 0.040544311448 Long EC CORP US N 1 N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 084670702 1519.00000000 NS USD 541766.54000000 0.122598348478 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 13315.00000000 NS USD 1241623.75000000 0.280971617741 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3446.57000000 -0.00077993703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2221585.42000000 CAD 1514823.37000000 EUR 2024-01-22 -3446.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 5727.81000000 0.001296167250 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 126016.81000000 USD 110485.62000000 CHF 2024-01-29 5727.81000000 N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GN8 150000.00000000 PA USD 158942.05000000 0.035967582704 Long DBT CORP US N 2 2053-08-15 Fixed 5.70000000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506107 2102.00000000 NS USD 314354.10000000 0.071136348689 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 521.00000000 NS USD 83531.93000000 0.018902748521 Long EC CORP US N 1 N N N Charter Communications Operating LLC N/A 161175BJ2 81000.00000000 PA USD 76467.81000000 0.017304182753 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 87.66000000 0.000019836904 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 92890.91000000 USD 725571.80000000 HKD 2024-01-29 87.66000000 N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762E102 1532.00000000 NS USD 330605.60000000 0.074813960562 Long EC CORP US N 1 N N N AmeriCredit Automobile Receivables Trust N/A 03066RAD7 76000.00000000 PA USD 73415.77000000 0.016613525365 Long ABS-O CORP US N 2 2027-01-19 Fixed 0.69000000 N N N N N N MSA Safety, Inc. 529900DVA3258XK11O39 553498106 1690.00000000 NS USD 285322.70000000 0.064566726109 Long EC CORP US N 1 N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AR6 42000.00000000 PA USD 42227.66000000 0.009555852925 Long DBT CORP US Y 2 2027-09-22 Fixed 4.95000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CK3 150000.00000000 PA USD 125307.82000000 0.028356368747 Long DBT CORP DE N 2 2032-05-28 Variable 3.03500000 N N N N N N Evercore, Inc. 529900P6KLPT95DW3W58 29977A105 1293.00000000 NS USD 221167.65000000 0.050048843228 Long EC CORP US N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BV2T1 1673665.16000000 PA USD 1657060.23000000 0.374982271012 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -33994.98000000 -0.00769284940 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 57283107.97000000 THB 1647249.69000000 USD 2024-01-22 -33994.98000000 N N N Axalta Coating Systems Ltd. 529900AGLPA40GV6H619 N/A 8525.00000000 NS USD 289594.25000000 0.065533350913 Long EC CORP BM N 1 N N N World Omni Auto Receivables Trust N/A 98163QAD1 350000.00000000 PA USD 343123.48000000 0.077646677796 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 35563PCM9 362303.88940000 PA USD 325692.07000000 0.073702059737 Long ABS-MBS USGSE US N 2 2057-06-25 Fixed 3.50000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BU7 61000.00000000 PA USD 61483.02000000 0.013913219357 Long DBT CORP US Y 2 2026-05-24 Fixed 5.75000000 N N N N N N Liberty Media Corp-Liberty SiriusXM N/A 531229789 5114.00000000 NS USD 147180.92000000 0.033306113219 Long EC CORP US N 1 N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 10403.00000000 NS USD 1533506.23000000 0.347022780660 Long EC CORP US N 1 N N N Certara, Inc. N/A 15687V109 6548.00000000 NS USD 115179.32000000 0.026064353126 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 137338.98000000 0.031078944317 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 8992654.35000000 USD 92010510.22000000 SEK 2024-01-22 137338.98000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFXX7 400000.00000000 PA USD 349003.64000000 0.078977320890 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 2.62000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2V4 320000.00000000 PA USD 305285.92000000 0.069084276791 Long DBT CORP US N 2 2028-03-24 Variable 3.52600000 N N N N N N Dell International LLC N/A 24703TAD8 136000.00000000 PA USD 139210.88000000 0.031502543472 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDU2 237000.00000000 PA USD 155879.63000000 0.035274576387 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N Vertex Pharmaceuticals, Inc. 54930015RAQRRZ5ZGJ91 92532F100 928.00000000 NS USD 377593.92000000 0.085447120797 Long EC CORP US N 1 N N N KION Group AG 5299005KY91C4C6U9H17 N/A 3883.00000000 NS 165724.19000000 0.037502338178 Long EC CORP DE N 2 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446104 1441.00000000 NS USD 126894.46000000 0.028715415365 Long EC CORP US N 1 N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661107 5313.00000000 NS USD 1182408.15000000 0.267571501218 Long EC CORP US N 1 N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62928CAA0 33000.00000000 PA USD 28653.31000000 0.006484063198 Long DBT CORP US Y 2 2031-07-15 Fixed 3.25000000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 9641.00000000 NS USD 1914316.96000000 0.433197845257 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2226.55000000 0.000503854211 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 542808722.00000000 HUF 1562421.66000000 USD 2024-01-22 2226.55000000 N N N Santander Drive Auto Receivables Trust N/A 80286PAD3 202000.00000000 PA USD 206526.64000000 0.046735675076 Long ABS-O CORP US N 2 2029-12-17 Fixed 6.16000000 N N N N N N FREMF Mortgage Trust N/A 30306JAG1 235924.99000000 PA USD 218313.12000000 0.049402881106 Long ABS-MBS USGSE US Y 2 2027-11-25 Floating 8.14521960 N N N N N N N/A N/A N/A 1.00000000 NC N/A 266.27000000 0.000060255220 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 28034.21000000 USD 22199.12000000 GBP 2024-01-29 266.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -1113.45000000 -0.00025196670 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 105626.27000000 SGD 79027.27000000 USD 2024-01-29 -1113.45000000 N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 2695.00000000 NS 783419.17000000 0.177282813384 Long EC CORP CH N 2 N N N Allianz SE 529900K9B0N5BT694847 N/A 5767.00000000 NS 1541180.61000000 0.348759444415 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -38.20000000 -0.00000864441 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 5565.01000000 GBP 7056.34000000 USD 2024-01-29 -38.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -332.77000000 -0.00007530375 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54424.63000000 GBP 69050.30000000 USD 2024-01-29 -332.77000000 N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054109 1795.00000000 NS USD 288905.25000000 0.065377434562 Long EC CORP US N 1 N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCQ1 115000.00000000 PA USD 112950.54000000 0.025559994280 Long DBT CORP US N 2 2053-02-28 Fixed 5.25000000 N N N N N N AEP Transmission Co. LLC 549300X123Z1I0LA3Y84 00115AAQ2 37000.00000000 PA USD 38446.98000000 0.008700308904 Long DBT CORP US N 2 2053-03-15 Fixed 5.40000000 N N N N N N Henry Schein, Inc. VGO3WGL8H45T73F4RR92 806407102 1651.00000000 NS USD 124997.21000000 0.028286079665 Long EC CORP US N 1 N N N US Auto Funding Trust N/A 90355FAA6 85300.91250000 PA USD 81778.76000000 0.018506017216 Long ABS-O CORP US Y 3 2025-04-15 Fixed 3.98000000 N N N N N N Agiliti, Inc. N/A 00848J104 10405.00000000 NS USD 82407.60000000 0.018648319739 Long EC CORP US N 1 N N N Allegro MicroSystems, Inc. N/A 01749D105 3723.00000000 NS USD 112695.21000000 0.025502214713 Long EC CORP US N 1 N N N Exeter Automobile Receivables Trust N/A 30168BAF7 35000.00000000 PA USD 35258.76000000 0.007978834841 Long ABS-O CORP US N 2 2029-06-15 Fixed 6.69000000 N N N N N N Chevron Corp. N/A 166764100 10044.00000000 NS USD 1498163.04000000 0.339024839843 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 880.56000000 0.000199265170 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 58471.05000000 USD 46555.87000000 GBP 2024-01-29 880.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -13042.18000000 -0.00295136301 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 170180757.52000000 PHP 3060474.72000000 USD 2024-01-22 -13042.18000000 N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523100 325.00000000 NS USD 97321.25000000 0.022023184602 Long EC CORP US N 1 N N N Progress Residential Trust N/A 74334FAA6 182595.16000000 PA USD 174838.61000000 0.039564873896 Long ABS-O CORP US Y 2 2040-03-17 Fixed 4.30000000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AQ5 100000.00000000 PA USD 100448.09000000 0.022730768758 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CY9 150000.00000000 PA USD 152701.64000000 0.034555417309 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GK3 260000.00000000 PA USD 218246.05000000 0.049387703589 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAG4 600000.00000000 PA USD 498057.96000000 0.112707372704 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190104 1351.00000000 NS USD 139828.50000000 0.031642306980 Long EC CORP US N 1 N N N Safehold GL Holdings LLC 54930012UY5Z4Q8NL108 78646UAB5 100000.00000000 PA USD 81037.20000000 0.018338206869 Long DBT CORP US N 2 2032-01-15 Fixed 2.85000000 N N N N N N Planet Fitness, Inc. 549300LLE5HUPF6H8G33 72703H101 3062.00000000 NS USD 223526.00000000 0.050582522948 Long EC CORP US N 1 N N N CHL Mortgage Pass-Through Trust N/A 12543PAP8 1.95250000 PA USD 0.92000000 0.000000208190 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 22707.18000000 0.005138491510 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 744187.02000000 USD 643651.82000000 CHF 2024-01-22 22707.18000000 N N N Seagate Technology Holdings plc 635400RUXIFEZSRU8X70 N/A 2066.00000000 NS USD 176374.42000000 0.039912418005 Long EC CORP IE N 1 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBF4 170000.00000000 PA USD 152264.62000000 0.034456522441 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -8580.17000000 -0.00194163831 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1203527.78000000 AUD 637050.43000000 GBP 2024-01-22 -8580.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 2877.29000000 0.000651112566 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 587129.66000000 GBP 751345.72000000 USD 2024-01-22 2877.29000000 N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBG4 30000.00000000 PA USD 21217.66000000 0.004801422536 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -56740.67000000 -0.01284005548 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 3248661.86000000 CAD 2395680.00000000 USD 2024-01-22 -56740.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 2041.51000000 0.000461980827 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 1744314.03000000 USD 145474045.38000000 INR 2024-01-22 2041.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -244.44000000 -0.00005531522 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 321327993.00000000 HUF 923348.61000000 USD 2024-01-22 -244.44000000 N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 777.00000000 NS USD 94560.90000000 0.021398534820 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2163.61000000 0.000489611286 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 800342.21000000 USD 3158465.69000000 PLN 2024-01-22 2163.61000000 N N N CPS Auto Receivables Trust N/A 12664LAC9 112000.00000000 PA USD 110941.25000000 0.025105304635 Long ABS-O CORP US Y 2 2029-04-16 Fixed 5.54000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 11004.00000000 NS USD 1277234.28000000 0.289030055913 Long EC CORP US N 1 N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 31946M103 96.00000000 NS USD 136221.12000000 0.030825979655 Long EC CORP US N 1 N N N Sberbank of Russia PJSC 549300WE6TAF5EEWQS81 N/A 17972.00000000 NS 525.57000000 0.000118933173 Long EC CORP RU N 3 N N N N/A N/A N/A 1.00000000 NC N/A -62195.14000000 -0.01407436761 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 6353282.16000000 AUD 4270116.54000000 USD 2024-01-22 -62195.14000000 N N N VOLT CV LLC N/A 91835GAA2 104772.31000000 PA USD 97375.59000000 0.022035481401 Long ABS-O CORP US Y 2 2051-11-27 Variable 2.48720040 N N N N N N Rosneft Oil Co. PJSC 253400JT3MQWNDKMJE44 N/A 5259.00000000 NS 362.97000000 0.000082137820 Long EC CORP RU N 3 N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BG2 120000.00000000 PA USD 101821.65000000 0.023041596716 Long DBT CORP US Y 2 2031-09-23 Fixed 2.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 348.79000000 0.000078928975 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 40733.80000000 USD 32225.51000000 GBP 2024-01-29 348.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -7398.72000000 -0.00167428363 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1347789.98000000 CAD 1010050.35000000 USD 2024-01-22 -7398.72000000 N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAR3 70000.00000000 PA USD 53076.88000000 0.012010962933 Long DBT CORP US N 2 2033-11-15 Fixed 2.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 11729.20000000 0.002654243927 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1582630.13000000 USD 24542953195.00000000 IDR 2024-01-22 11729.20000000 N N N SCF Equipment Leasing LLC N/A 78397WAC0 395000.00000000 PA USD 397975.14000000 0.090059262241 Long ABS-O CORP US Y 2 2030-10-21 Fixed 6.50000000 N N N N N N Core & Main, Inc. N/A 21874C102 3913.00000000 NS USD 158124.33000000 0.035782537829 Long EC CORP US N 1 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 13072.00000000 NS USD 899353.60000000 0.203518043137 Long EC CORP US N 1 N N N Gazprom PJSC 213800FD9J2IHTA7YX78 N/A 27966.00000000 NS 1491.52000000 0.000337521561 Long EC CORP RU N 3 N N N Cullen/Frost Bankers, Inc. 529900V2E9G9AY665O34 229899109 1783.00000000 NS USD 193437.67000000 0.043773723780 Long EC CORP US N 1 N N N Shell plc 21380068P1DRHMJ8KU70 N/A 92278.00000000 NS 3020636.34000000 0.683550938082 Long EC CORP GB N 2 N N N Rogers Communications, Inc. 5493000M6Z4XFIP6PF03 775109CK5 100000.00000000 PA USD 87208.53000000 0.019734739896 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N Vallourec SACA 969500P2Q1B47H4MCJ34 N/A 8943.00000000 NS 138912.38000000 0.031434994806 Long EC CORP FR N 2 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XNGY4 500000.00000000 PA USD 429276.54000000 0.097142571493 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 N/A 33078.00000000 NS 141665.16000000 0.032057931545 Long EC CORP IE N 2 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CAT2 260000.00000000 PA USD 200328.32000000 0.045333034383 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -851.39000000 -0.00019266418 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 933913319.00000000 KRW 720562.09000000 USD 2024-01-22 -851.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -10253.02000000 -0.00232019371 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 3675784.58000000 BRL 745501.34000000 USD 2024-01-22 -10253.02000000 N N N Cooper Cos., Inc. (The) QJKMVPIGLH7530PCUE20 216648402 492.00000000 NS USD 186192.48000000 0.042134183013 Long EC CORP US N 1 N N N Seasoned Credit Risk Transfer Trust N/A 35563PDB2 303887.27130000 PA USD 279083.35000000 0.063154800586 Long ABS-MBS USGSE US N 2 2057-06-25 Fixed 3.50000000 N N N N N N Hayward Holdings, Inc. N/A 421298100 13223.00000000 NS USD 179832.80000000 0.040695027570 Long EC CORP US N 1 N N N N/A N/A N/A 91.00000000 NC USD 300116.18000000 0.067914397260 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P E-Mini Communication Services Equity Index IXCPR Index 2024-03-15 8747375.00000000 USD 300116.18000000 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 22949.00000000 NS 209163.17000000 0.047332305174 Long EC CORP ES N 2 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3B7 140000.00000000 PA USD 136384.45000000 0.030862940203 Long DBT CORP US N 2 2033-07-25 Variable 4.89700000 N N N N N N Dell International LLC N/A 24703TAE6 17000.00000000 PA USD 17027.05000000 0.003853113943 Long DBT CORP US N 2 2026-10-01 Fixed 4.90000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAX9 81000.00000000 PA USD 80512.20000000 0.018219402682 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KEEM6 1604006.14000000 PA USD 1366400.20000000 0.309207740812 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Tokio Marine Holdings, Inc. 5299009QN2NZ191KLS29 N/A 40000.00000000 NS 996039.78000000 0.225397515407 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -141396.30000000 -0.03199709022 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 3729801.18000000 CHF 4302563.61000000 USD 2024-01-22 -141396.30000000 N N N Ingersoll Rand, Inc. 5299004C02FMZCUOIR50 45687V106 3300.00000000 NS USD 255222.00000000 0.057755127689 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -129.96000000 -0.00002940912 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 18549.18000000 EUR 20370.23000000 USD 2024-01-29 -129.96000000 N N N Brookfield Finance, Inc. 549300XH8D8K6OYWGD17 11271LAD4 170000.00000000 PA USD 168939.23000000 0.038229881437 Long DBT CORP CA N 2 2029-03-29 Fixed 4.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -23079.50000000 -0.00522274517 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4063969.55000000 DKK 579611.48000000 USD 2024-01-29 -23079.50000000 N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 100000.00000000 PA USD 90639.45000000 0.020511135436 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Progress Residential Trust N/A 74333TAJ8 156000.00000000 PA USD 138412.79000000 0.031321940742 Long ABS-O CORP US Y 2 2038-10-17 Fixed 2.38200000 N N N N N N Guidewire Software, Inc. 549300WXSG0J8IXZCK32 40171V100 1584.00000000 NS USD 172719.36000000 0.039085300997 Long EC CORP US N 1 N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216100 66142.00000000 NS USD 3897748.06000000 0.882035784163 Long EC CORP US N 1 N N N HDFC Bank Ltd. 335800ZQ6I4E2JXENC50 40415F101 34394.00000000 NS USD 2308181.34000000 0.522326868457 Long EC CORP IN N 1 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAD5 450000.00000000 PA USD 431849.29000000 0.097724768579 Long DBT CORP GB N 2 2027-01-11 Fixed 3.75000000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CE0 30000.00000000 PA USD 29050.89000000 0.006574033043 Long DBT CORP US N 2 2048-11-01 Fixed 5.40000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530UAE8 200000.00000000 PA USD 198990.36000000 0.045030262480 Long ABS-O CORP US Y 2 2029-04-12 Fixed 5.59000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 92694.36000000 0.020976148599 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2367242.32000000 USD 83814581.72000000 THB 2024-01-22 92694.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 26777.11000000 0.006059490981 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 2484359.25000000 USD 3682550.80000000 AUD 2024-01-22 26777.11000000 N N N Mizuho Financial Group Cayman 3 Ltd. 549300AM6U7J7ZZI1G88 60688UAB2 400000.00000000 PA USD 398494.62000000 0.090176817286 Long DBT CORP KY Y 2 2024-03-27 Fixed 4.60000000 N N N N Y N/A USD XXXX N N N Cushman & Wakefield plc N/A N/A 15519.00000000 NS USD 167605.20000000 0.037927998869 Long EC CORP GB N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXW73 631263.57000000 PA USD 593574.43000000 0.134322146984 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N MACOM Technology Solutions Holdings, Inc. N/A 55405Y100 3328.00000000 NS USD 309337.60000000 0.070001146402 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DW5 182000.00000000 PA USD 143021.51000000 0.032364864989 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 24266.46000000 0.005491346732 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 670619.45000000 USD 545074.02000000 GBP 2024-01-29 24266.46000000 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 N/A 14089.00000000 NS 588393.48000000 0.133149730700 Long EC CORP DE N 2 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540109 15421.00000000 NS USD 1446644.01000000 0.327366408532 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 109000.00000000 PA USD 109674.29000000 0.024818599584 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N Welltower, Inc. 254900F33BIAR82QTA19 95040Q104 412.00000000 NS USD 37150.04000000 0.008406819568 Long EC CORP US N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A7RS0 1604052.47000000 PA USD 1366212.65000000 0.309165299430 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097103 3013.00000000 NS USD 76891.76000000 0.017400119962 Long EC CORP US N 1 N N N Puget Energy, Inc. SYBSJ96YIDMIUY7WDR33 745310AM4 15000.00000000 PA USD 13407.30000000 0.003033987365 Long DBT CORP US N 2 2028-06-15 Fixed 2.37900000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DL0 164000.00000000 PA USD 167206.92000000 0.037837870618 Long DBT CORP US N 2 2026-10-30 Variable 6.33800000 N N N N N N WillScot Mobile Mini Holdings Corp. 549300HJ4VIXF476Q166 971378104 6861.00000000 NS USD 305314.50000000 0.069090744265 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HSAH4 600000.00000000 PA USD 587287.73000000 0.132899506454 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.88000000 N N N N N N CoreVest American Finance Trust N/A 21873EAA7 282718.49000000 PA USD 278854.80000000 0.063103081163 Long ABS-O CORP US Y 2 2055-06-17 Variable 4.74400080 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844108 1969.00000000 NS USD 465432.22000000 0.105324373669 Long EC CORP US N 1 N N N Flagship Credit Auto Trust N/A 33845AAA5 36953.94000000 PA USD 36415.63000000 0.008240627220 Long ABS-O CORP US Y 2 2026-07-17 Fixed 0.81000000 N N N N N N Buzzi SpA 5299003DX5YLKSVJ6K59 N/A 4763.00000000 NS 144864.95000000 0.032782023826 Long EC CORP IT N 2 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076C106 1185.00000000 NS USD 450098.55000000 0.101854460931 Long EC CORP US N 1 N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CL9 170000.00000000 PA USD 138226.44000000 0.031279770914 Long DBT CORP US Y 2 2030-10-01 Fixed 1.80000000 N N N N N N Linde plc 5299003QR1WT0EF88V51 N/A 2210.00000000 NS 899029.62000000 0.203444728508 Long EC CORP IE N 2 N N N SPIE SA 969500TJNS5GSFWJ8X85 N/A 6702.00000000 NS 209784.60000000 0.047472930861 Long EC CORP FR N 2 N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AG4 36000.00000000 PA USD 34898.35000000 0.007897276333 Long DBT CORP US N 2 2027-04-14 Fixed 3.70000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CT9 47000.00000000 PA USD 47648.40000000 0.010782532172 Long DBT CORP US N 2 2033-03-29 Fixed 4.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 119244.43000000 0.026984261861 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 2335225.22000000 USD 344625883.00000000 JPY 2024-01-29 119244.43000000 N N N Monarch Casino & Resort, Inc. 549300AK5FF7KY11V997 609027107 1545.00000000 NS USD 106836.75000000 0.024176482192 Long EC CORP US N 1 N N N Novanta, Inc. N/A 67000B104 1583.00000000 NS USD 266593.03000000 0.060328320006 Long EC CORP CA N 1 N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 N/A 1226.00000000 NS 640986.11000000 0.145051110915 Long EC CORP CH N 2 N N N Dow, Inc. 5493003S21INSLK2IP73 260557103 15597.00000000 NS USD 855339.48000000 0.193557925590 Long EC CORP US N 1 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 1279.00000000 NS USD 187424.66000000 0.042413017570 Long EC CORP US N 1 N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177J102 5146.00000000 NS USD 110793.38000000 0.025071842588 Long EC CORP US N 1 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 35128.00000000 NS 956524.58000000 0.216455475060 Long EC CORP IT N 2 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 290000.00000000 PA USD 275007.50000000 0.062232461457 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DK3 21000.00000000 PA USD 19622.94000000 0.004440547465 Long DBT CORP US N 2 2053-03-01 Fixed 4.87500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 80000.00000000 PA USD 80022.30000000 0.018108541405 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2D3 150000.00000000 PA USD 134831.82000000 0.030511589834 Long DBT CORP US Y 2 2027-04-11 Fixed 2.30000000 N N N N N N Perimeter Solutions SA 2221003U8GJZ9U4MR505 N/A 13882.00000000 NS USD 63857.20000000 0.014450481305 Long EC CORP LU N 1 N N N Santander Drive Auto Receivables Trust N/A 80287HAD0 128000.00000000 PA USD 126482.66000000 0.028622227624 Long ABS-O CORP US N 2 2027-03-15 Fixed 4.43000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDXH2 1578498.91000000 PA USD 1344668.29000000 0.304289946746 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Commerce Bancshares, Inc. N/A 200525103 3599.00000000 NS USD 192222.59000000 0.043498758846 Long EC CORP US N 1 N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393102 1024.00000000 NS USD 150476.80000000 0.034051950060 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QM4X9 372663.53000000 PA USD 317809.18000000 0.071918211485 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAV2 210000.00000000 PA USD 212821.59000000 0.048160182529 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N Flagship Credit Auto Trust N/A 33845VAA9 99017.74000000 PA USD 97438.46000000 0.022049708485 Long ABS-O CORP US Y 2 2026-10-15 Fixed 1.79000000 N N N N N N Hubbell, Inc. 54930088VDQ6840Y6597 443510607 397.00000000 NS USD 130585.21000000 0.029550608794 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1164.61000000 0.000263543892 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 26938.34000000 USD 23568.11000000 CHF 2024-01-29 1164.61000000 N N N World Omni Auto Receivables Trust N/A 98164CAC3 47398.27000000 PA USD 46034.86000000 0.010417398255 Long ABS-O CORP US N 2 2026-08-17 Fixed 0.44000000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13648TAF4 150000.00000000 PA USD 136111.94000000 0.030801272910 Long DBT CORP CA N 2 2048-05-01 Fixed 4.70000000 N N N N N N Lendmark Funding Trust N/A 52608JAA3 100000.00000000 PA USD 99150.89000000 0.022437220586 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.12000000 N N N N N N Progress Residential Trust N/A 74331UAA6 301634.39000000 PA USD 281842.56000000 0.063779192393 Long ABS-O CORP US Y 2 2039-04-17 Fixed 3.20000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAQ3 170000.00000000 PA USD 154409.18000000 0.034941822833 Long DBT CORP US N 2 2030-01-15 Fixed 3.20000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 69517.95000000 0.015731473301 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1883491.27000000 USD 2586848.13000000 CAD 2024-01-29 69517.95000000 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XAV6 100000.00000000 PA USD 94564.77000000 0.021399410576 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFB94 600000.00000000 PA USD 501957.76000000 0.113589872829 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.01000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 N/A 3280.00000000 NS 93086.48000000 0.021064882880 Long EC CORP LU N 2 N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142FD0 99000.00000000 PA USD 98060.89000000 0.022190560466 Long DBT CORP US N 2 2033-04-15 Fixed 4.10000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36206NKD6 0.10000000 PA USD 0.10000000 0.000000022629 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 6.50000000 N N N N N N World Omni Auto Receivables Trust N/A 98164DAD9 75000.00000000 PA USD 76961.08000000 0.017415806640 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.79000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XF6U0 702067.50000000 PA USD 604865.41000000 0.136877224492 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 2501.00000000 NS USD 94287.70000000 0.021336711384 Long EC CORP US N 1 N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568AZ3 170000.00000000 PA USD 163816.94000000 0.037070739541 Long DBT CORP US N 2 2027-09-25 Fixed 3.75000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417106 4750.00000000 NS USD 204725.00000000 0.046327975316 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKE25 486000.00000000 PA USD 483553.35000000 0.109425071011 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.36000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -14400.84000000 -0.00325881919 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 579798.92000000 SGD 425503.95000000 USD 2024-01-29 -14400.84000000 N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 11493.00000000 NS 269156.52000000 0.060908421613 Long EC CORP NL N 2 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEN9 150000.00000000 PA USD 137714.52000000 0.031163926649 Long DBT CORP US N 2 2033-06-01 Variable 4.78900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZL4 800000.00000000 PA USD 625970.72000000 0.141653222932 Long ABS-MBS USGSE US N 2 2035-02-25 Fixed 1.94000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 14161.99000000 0.003204768949 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 555345.66000000 USD 477608.93000000 CHF 2024-01-29 14161.99000000 N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 10912.00000000 NS 1471918.71000000 0.333085913613 Long EC CORP GB N 2 N N N Paycor HCM, Inc. N/A 70435P102 6906.00000000 NS USD 149100.54000000 0.033740511108 Long EC CORP US N 1 N N N NXP BV N/A 62954HBA5 140000.00000000 PA USD 118615.00000000 0.026841825825 Long DBT CORP US N 2 2031-05-11 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2422.45000000 0.000548185144 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1174376.91000000 USD 165231425.00000000 JPY 2024-01-29 2422.45000000 N N N AMSR Trust N/A 03217JAA9 100000.00000000 PA USD 92976.28000000 0.021039945316 Long ABS-O CORP US Y 2 2037-11-17 Fixed 1.37900000 N N N N N N Primo Water Corp. N/A 74167P108 11634.00000000 NS USD 175091.70000000 0.039622146565 Long EC CORP CA N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CV5 120000.00000000 PA USD 124072.14000000 0.028076742163 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2812.03000000 0.000636344640 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 60172.11000000 USD 52820.69000000 CHF 2024-01-29 2812.03000000 N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AG7 156000.00000000 PA USD 159257.92000000 0.036039062091 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 34786.00000000 NS USD 13080927.44000000 2.960131315444 Long EC CORP US N 1 N N N AZEK Co., Inc. (The) 5493002LDDDU1RX46815 05478C105 4954.00000000 NS USD 189490.50000000 0.042880504123 Long EC CORP US N 1 N N N Burlington Northern Santa Fe LLC N/A 12189LBG5 260000.00000000 PA USD 197506.17000000 0.044694399651 Long DBT CORP US N 2 2051-09-15 Fixed 3.30000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287JAC8 99000.00000000 PA USD 98798.47000000 0.022357470164 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.21000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QY7 1800000.00000000 PA USD 1455539.06000000 0.329379302203 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CJ3 170000.00000000 PA USD 148746.83000000 0.033660468768 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834L100 543.00000000 NS USD 74868.84000000 0.016942345934 Long EC CORP US N 1 N N N N/A N/A N/A 178.00000000 NC USD 740278.36000000 0.167520320377 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2024-03-15 42886875.00000000 USD 740278.36000000 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBX6 260000.00000000 PA USD 243045.27000000 0.054999610547 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N nLight, Inc. N/A 65487K100 6413.00000000 NS USD 86575.50000000 0.019591489202 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1496.14000000 0.000338567038 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 144881.51000000 USD 132446.83000000 EUR 2024-01-29 1496.14000000 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAQ1 120000.00000000 PA USD 113601.72000000 0.025707352204 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 45223.00000000 NS USD 1522658.41000000 0.344567987464 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1130.37000000 0.000255795596 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 59484.46000000 USD 610673.84000000 SEK 2024-01-29 1130.37000000 N N N Public Storage N/A 74460D109 648.00000000 NS USD 197640.00000000 0.044724684535 Long EC CORP US N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882926AA6 83000.00000000 PA USD 85021.14000000 0.019239747345 Long DBT CORP US N 2 2063-05-18 Fixed 5.05000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAQ5 40000.00000000 PA USD 43201.30000000 0.009776181511 Long DBT CORP US N 2 2029-10-30 Variable 7.16100000 N N N N N N Prologis, Inc. 529900DFH19P073LZ636 74340W103 21759.00000000 NS USD 2900474.70000000 0.656359117387 Long EC CORP US N 1 N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 4218.00000000 NS 313739.55000000 0.070997279903 Long EC CORP GB N 2 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 292480AK6 120000.00000000 PA USD 117314.03000000 0.026547424526 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119BM1 170000.00000000 PA USD 153169.20000000 0.034661223186 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N Badger Meter, Inc. 5493002JENE20OGTUG20 056525108 1316.00000000 NS USD 203150.92000000 0.045971770947 Long EC CORP US N 1 N N N Ryman Hospitality Properties, Inc. 529900GCCWW9SRMPJR11 78377T107 1948.00000000 NS USD 214396.88000000 0.048516660713 Long EC CORP US N 1 N N N Safran SA 969500UIC89GT3UL7L24 N/A 10318.00000000 NS 1819170.85000000 0.411666881108 Long EC CORP FR N 2 N N N JPMorgan Prime Money Market Fund N/A 46637K844 17525845.24000000 NS USD 17539865.90000000 3.969160945004 Long STIV RF US N 1 N N N Murphy USA, Inc. 549300Y081F8XIKQIO72 626755102 266.00000000 NS USD 94844.96000000 0.021462815805 Long EC CORP US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9QU6 500000.00000000 PA USD 496501.10000000 0.112355065113 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 4.61400000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CH1 11000.00000000 PA USD 11758.95000000 0.002660976164 Long DBT CORP US N 2 2043-02-10 Fixed 5.62500000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CA0 240000.00000000 PA USD 168912.16000000 0.038223755667 Long DBT CORP US N 2 2051-08-15 Fixed 2.95000000 N N N N N N CDW Corp. 9845001B052ABF0B6755 12514G108 301.00000000 NS USD 68423.32000000 0.015483765441 Long EC CORP US N 1 N N N Santander Drive Auto Receivables Trust N/A 80285UAD3 88871.01000000 PA USD 88201.67000000 0.019959481209 Long ABS-O CORP US N 2 2026-12-15 Fixed 3.40000000 N N N N N N Rayonier, Inc. HGV8VDVNL0W6SF2U9C50 754907103 3335.00000000 NS USD 111422.35000000 0.025214174529 Long EC CORP US N 1 N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 N/A 512700.00000000 NS 626049.95000000 0.141671152181 Long EC CORP JP N 2 N N N Volvo AB 549300HGV012CNC8JD22 928856301 69642.00000000 NS 1812085.16000000 0.410063434184 Long EC CORP SE N 2 N N N Mercedes-Benz Auto Receivables Trust N/A 58770AAC7 95000.00000000 PA USD 94392.81000000 0.021360497114 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.51000000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 N/A 91600.00000000 NS 797184.04000000 0.180397716583 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1.20000000 0.000000271552 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 12671.96000000 USD 98896.87000000 HKD 2024-01-29 1.20000000 N N N Penske Truck Leasing Co. LP N/A 709599BN3 150000.00000000 PA USD 146253.18000000 0.033096171512 Long DBT CORP US Y 2 2027-07-01 Fixed 4.40000000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 580.00000000 NS USD 121631.80000000 0.027524508624 Long EC CORP US N 1 N N N Telkom Indonesia Persero Tbk. PT 529900M5SQZAOKV1PC81 N/A 1854600.00000000 NS 475790.49000000 0.107668384791 Long EC CORP ID N 2 N N N GM Financial Consumer Automobile Receivables Trust N/A 36267KAD9 64000.00000000 PA USD 64971.16000000 0.014702563422 Long ABS-O CORP US N 2 2028-06-16 Fixed 5.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2378.23000000 0.000538178438 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 161631.81000000 USD 128650.78000000 GBP 2024-01-29 2378.23000000 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 24880.00000000 NS 1691815.69000000 0.382847212240 Long EC CORP FR N 2 N N N Tesla Auto Lease Trust N/A 88161KAD7 102000.00000000 PA USD 100152.18000000 0.022663806193 Long ABS-O CORP US Y 2 2025-09-22 Fixed 0.63000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -12458.39000000 -0.00281925502 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 11450036.94000000 CNY 1603880.25000000 USD 2024-01-22 -12458.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.37000000 0.000010040650 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 10667.68000000 USD 8402.62000000 GBP 2024-01-29 44.37000000 N N N N/A N/A N/A 23.00000000 NC USD 170153.54000000 0.038504672126 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long XAK Technology Equity Index IXT Index 2024-03-15 4513290.00000000 USD 170153.54000000 N N N Engie SA LAXUQCHT4FH58LRZDY46 N/A 60769.00000000 NS 1070524.96000000 0.242253041506 Long EC CORP FR N 2 N N N JPMorgan Large Cap Value Fund 549300JPSGHFE3RK0F55 48121L833 478741.01600000 NS USD 9052992.61000000 2.048635086943 Long RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KMLZ1 1645804.70000000 PA USD 1402008.37000000 0.317265644931 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 N/A 11532.00000000 NS 1336788.10000000 0.302506709487 Long EC CORP CH N 2 N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAV5 170000.00000000 PA USD 163449.78000000 0.036987653551 Long DBT CORP US N 2 2027-02-01 Fixed 3.60000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 N/A 13557.00000000 NS 879840.29000000 0.199102304249 Long EC CORP BE N 2 N N N Japan Exchange Group, Inc. 353800578ADEGIJTVW07 N/A 21100.00000000 NS 445325.82000000 0.100774422257 Long EC CORP JP N 2 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAK3 170000.00000000 PA USD 137749.93000000 0.031171939708 Long DBT CORP US N 2 2031-03-15 Fixed 1.75000000 N N N N N N Carvana Auto Receivables Trust N/A 14687KAD8 400000.00000000 PA USD 369938.96000000 0.083714851666 Long ABS-O CORP US N 2 2027-12-10 Fixed 1.64000000 N N N N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284106 513.00000000 NS USD 255940.83000000 0.057917794381 Long EC CORP US N 1 N N N Westlake Automobile Receivables Trust N/A 96043PAG6 458000.00000000 PA USD 456920.31000000 0.103398182162 Long ABS-O CORP US Y 2 2026-07-15 Fixed 5.49000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BX6 900000.00000000 PA USD 880962.28000000 0.199356203504 Long DBT CORP GB N 2 2026-09-12 Variable 4.29200000 N N N N N N Coca-Cola HBC AG 549300EFP3TNG7JGVE49 N/A 6258.00000000 NS 183753.39000000 0.041582232341 Long EC CORP CH N 2 N N N Morgan Stanley Capital I Trust N/A 61773PAA9 294000.00000000 PA USD 211952.98000000 0.047963621568 Long ABS-MBS CORP US Y 3 2043-11-09 Fixed 2.57400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 75.79000000 0.000017150798 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 2632.13000000 USD 2450.21000000 EUR 2024-01-29 75.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -6632.33000000 -0.00150085441 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 718984.89000000 EUR 787728.47000000 USD 2024-01-22 -6632.33000000 N N N Hikma Pharmaceuticals plc 549300BNS685UXH4JI75 N/A 4776.00000000 NS 108831.15000000 0.024627802324 Long EC CORP GB N 2 N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513E101 1874.00000000 NS USD 157678.36000000 0.035681617633 Long EC CORP US N 1 N N N Old Dominion Freight Line, Inc. 5299009TWK32WE417T96 679580100 457.00000000 NS USD 185235.81000000 0.041917694631 Long EC CORP US N 1 N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 668.00000000 NS USD 180814.24000000 0.040917121248 Long EC CORP US N 1 N N N Gaztransport Et Technigaz SA 969500BVOHVZUUFWDT54 N/A 801.00000000 NS 106105.30000000 0.024010959674 Long EC CORP FR N 2 N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2A9 120000.00000000 PA USD 118064.57000000 0.026717266990 Long DBT CORP CA N 2 2025-06-06 Fixed 3.76600000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BN3 300000.00000000 PA USD 289747.01000000 0.065567919537 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19300000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAD1 260000.00000000 PA USD 250122.89000000 0.056601231280 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AKHT1 585931.04000000 PA USD 548742.64000000 0.124176995876 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Intuitive Surgical, Inc. 54930052SRG011710797 46120E602 830.00000000 NS USD 280008.80000000 0.063364224079 Long EC CORP US N 1 N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477103 1400.00000000 NS USD 108444.00000000 0.024540192722 Long EC CORP US N 1 N N N Wendy's Co. (The) 529900M0JIUCMWVKHG76 95058W100 9987.00000000 NS USD 194546.76000000 0.044024703847 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1246.16000000 -0.00028199814 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 345372.97000000 SEK 33035.19000000 USD 2024-01-29 -1246.16000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPA72 639387.98000000 PA USD 605122.14000000 0.136935320870 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859104 1662.00000000 NS USD 140239.56000000 0.031735327263 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 16371.00000000 NS USD 2537013.87000000 0.574110225651 Long EC CORP US N 1 N N N FHF Trust N/A 30331GAC5 102151.80000000 PA USD 101802.84000000 0.023037340132 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.57000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XDD5 971715.95000000 PA USD 927173.70000000 0.209813556172 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 170000.00000000 PA USD 166135.22000000 0.037595351673 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 05950BBG8 94.35000000 PA USD 90.12000000 0.000020393587 Long ABS-MBS CORP US N 2 2046-06-25 Fixed 6.00000000 N N N N N N Ally Auto Receivables Trust N/A 02007WAC2 116000.00000000 PA USD 117332.06000000 0.026551504601 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.46000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 10393.01000000 0.002351872564 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 801856.86000000 USD 637162.47000000 GBP 2024-01-22 10393.01000000 N N N Nordea Bank Abp 529900ODI3047E2LIV03 N/A 60285.00000000 NS 748402.09000000 0.169358669201 Long EC CORP FI N 2 N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 736.00000000 NS USD 180776.32000000 0.040908540191 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 710000.00000000 PA USD 679076.28000000 0.153670675968 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBQ3 390000.00000000 PA USD 316038.15000000 0.071517438574 Long DBT CORP US Y 2 2036-11-15 Fixed 3.18700000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137BA4 170000.00000000 PA USD 151791.70000000 0.034349503630 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 N/A 8936.00000000 NS USD 2052420.48000000 0.464449800151 Long EC CORP NL N 1 N N N Daikin Industries Ltd. 549300Y7FWSTSHMW5Y57 N/A 4200.00000000 NS 681323.91000000 0.154179300451 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2581.91000000 -0.00058426993 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1763940.64000000 SEK 172504.96000000 USD 2024-01-29 -2581.91000000 N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177JAR3 12000.00000000 PA USD 12543.78000000 0.002838578240 Long DBT CORP US N 2 2063-03-22 Fixed 5.20000000 N N N N N N Baker Hughes Co. N/A 05722G100 21416.00000000 NS USD 731998.88000000 0.165646726311 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886F107 3346.00000000 NS USD 2938758.34000000 0.665022463480 Long EC CORP US N 1 N N N Ryanair Holdings plc 635400BR2ROC1FVEBQ56 783513203 1733.00000000 NS USD 231112.88000000 0.052299386005 Long EC CORP IE N 1 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 128.00000000 NS USD 454044.16000000 0.102747327571 Long EC CORP US N 1 N N N Westlake Automobile Receivables Trust N/A 96042XAD7 75000.00000000 PA USD 74792.75000000 0.016925127247 Long ABS-O CORP US Y 2 2028-01-18 Fixed 5.21000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 13433.52000000 0.003039920786 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 135569.60000000 USD 1512799.34000000 NOK 2024-01-29 13433.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 55539.94000000 0.012568337864 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 5551313.78000000 USD 27270218.29000000 BRL 2024-01-22 55539.94000000 N N N BMW Vehicle Lease Trust N/A 05593AAC3 26000.00000000 PA USD 25967.16000000 0.005876204408 Long ABS-O CORP US N 2 2025-11-25 Fixed 5.16000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDV0 4582100.00000000 PA USD 4565865.94000000 1.033226643379 Long DBT UST US N 2 2024-01-31 Fixed 0.87500000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBR0 290000.00000000 PA USD 224347.32000000 0.050768382480 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4497.45000000 0.001017744547 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 90044.56000000 USD 13274405.00000000 JPY 2024-01-29 4497.45000000 N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAG1 100000.00000000 PA USD 82725.42000000 0.018720240399 Long DBT CORP US N 2 2032-03-15 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 426.84000000 0.000096591197 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 98369.69000000 USD 77496.78000000 GBP 2024-01-29 426.84000000 N N N Physicians Realty LP 549300P6Q1UMT0X60U20 71951QAC6 44000.00000000 PA USD 36199.90000000 0.008191808883 Long DBT CORP US N 2 2031-11-01 Fixed 2.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H5FP7 659004.83000000 PA USD 574243.04000000 0.129947575443 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 2.00000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DE4 220000.00000000 PA USD 207263.38000000 0.046902394688 Long DBT CORP US N 2 2030-04-30 Fixed 3.70000000 N N N N N N Copart, Inc. 549300KVYX3JWMYEHU61 217204106 5823.00000000 NS USD 285327.00000000 0.064567699172 Long EC CORP US N 1 N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 N/A 252.00000000 NS 1129.41000000 0.000255578354 Long EC CORP RU N 3 N N N Heidelberg Materials AG LZ2C6E0W5W7LQMX5ZI37 N/A 1697.00000000 NS 151691.74000000 0.034326883313 Long EC CORP DE N 2 N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875P101 9103.00000000 NS USD 1101007.85000000 0.249151127111 Long EC CORP US N 1 N N N Seasoned Credit Risk Transfer Trust N/A 35563P7E3 350653.06530000 PA USD 303829.94000000 0.068754797707 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHF1 1000000.00000000 PA USD 991132.81000000 0.224287099068 Long DBT UST US N 2 2030-05-31 Fixed 3.75000000 N N N N N N N/A N/A N/A 46.00000000 NC 102885.18000000 0.023282266843 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long FTSE 100 Index GB0001383545 2024-03-15 3567990.00000000 GBP 102885.18000000 N N N Deutsche Alt-A Securities, Inc. Mortgage Loan Trust N/A 251510LD3 0.00010000 PA USD 0.00000000 0.000000 Long ABS-MBS CORP US N 2 2036-02-25 Floating 6.13042920 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324P102 9967.00000000 NS USD 5247326.49000000 1.187436864599 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CDJ7 2000000.00000000 PA USD 1660468.76000000 0.375753599837 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -14946.52000000 -0.00338230313 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1940228.85000000 EUR 2129356.54000000 USD 2024-01-29 -14946.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -12.49000000 -0.00000282640 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 490660.89000000 HKD 62863.37000000 USD 2024-01-29 -12.49000000 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556102 526.00000000 NS USD 279195.54000000 0.063180188474 Long EC CORP US N 1 N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2A5 170000.00000000 PA USD 167557.28000000 0.037917154875 Long DBT CORP US Y 2 2024-04-12 Fixed 1.00000000 N N N N N N AAK AB 549300GK4LGIDDWJWL07 N/A 6364.00000000 NS 141938.89000000 0.032119874916 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -25864.50000000 -0.00585297309 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 14714147.92000000 MXN 837751.90000000 USD 2024-01-22 -25864.50000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ASGT4 462664.59000000 PA USD 397340.42000000 0.089915629111 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43815JAC7 67000.00000000 PA USD 67083.76000000 0.015180631468 Long ABS-O CORP US N 2 2027-04-21 Fixed 5.04000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BA9 170000.00000000 PA USD 137899.90000000 0.031205876973 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N First Interstate BancSystem, Inc. 549300WRWYTYX0RCNJ43 32055Y201 5877.00000000 NS USD 180717.75000000 0.040895286170 Long EC CORP US N 1 N N N FedEx Corp. 549300E707U7WNPZN687 31428X106 333.00000000 NS USD 84239.01000000 0.019062756263 Long EC CORP US N 1 N N N JD.com, Inc. 549300HVTWB0GJZ16V92 47215P106 20884.00000000 NS USD 603338.76000000 0.136531753233 Long EC CORP KY N 1 N N N Prologis LP GL16H1DHB0QSHP25F723 74340XCE9 150000.00000000 PA USD 152029.24000000 0.034403257433 Long DBT CORP US N 2 2033-06-15 Fixed 4.75000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAG2 500000.00000000 PA USD 474290.37000000 0.107328917103 Long DBT CORP FR Y 2 2026-06-16 Variable 1.90700000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607107 408.00000000 NS USD 210083.28000000 0.047540520259 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 441.85000000 0.000099987866 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 43735.77000000 USD 6202868.00000000 JPY 2024-01-29 441.85000000 N N N First Financial Bancorp 549300D3F5B3EZMY7P77 320209109 7262.00000000 NS USD 172472.50000000 0.039029438137 Long EC CORP US N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 1940.00000000 NS 195960.35000000 0.044344590342 Long EC CORP CH N 2 N N N Dover Corp. 549300FMC2ALGA7N9E80 260003108 1013.00000000 NS USD 155809.53000000 0.035258713200 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -113.34000000 -0.00002564812 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1227464.69000000 HKD 157180.42000000 USD 2024-01-29 -113.34000000 N N N Prosus NV 635400Z5LQ5F9OLVT688 N/A 8707.00000000 NS 259382.33000000 0.058696584109 Long EC CORP NL N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LDHK8 500000.00000000 PA USD 395577.24000000 0.089516632606 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 1.82000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1692.10000000 -0.00038291154 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 11687013207.00000000 IDR 757519.65000000 USD 2024-01-22 -1692.10000000 N N N MongoDB, Inc. 549300TPTG69WKWE1Z37 60937P106 533.00000000 NS USD 217917.05000000 0.049313252965 Long EC CORP US N 1 N N N PG&E Energy Recovery Funding LLC N/A 71710TAC2 43000.00000000 PA USD 30905.04000000 0.006993615485 Long DBT CORP US N 2 2046-07-15 Fixed 2.82200000 N N N N N N Exeter Automobile Receivables Trust N/A 30167FAD4 268000.00000000 PA USD 267465.61000000 0.060525779352 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.97000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650TAA5 76146.65000000 PA USD 75420.58000000 0.017067201214 Long ABS-O CORP US Y 2 2040-06-20 Fixed 4.73000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36204N5D5 0.05000000 PA USD 0.05000000 0.000000011314 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 7.00000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781BX1 50000.00000000 PA USD 45729.05000000 0.010348195382 Long DBT CORP US Y 2 2052-04-22 Fixed 4.37500000 N N N N N N CPS Auto Receivables Trust N/A 12664DAC7 450000.00000000 PA USD 445892.45000000 0.100902647050 Long ABS-O CORP US Y 2 2030-04-15 Fixed 4.88000000 N N N N N N Barratt Developments plc 2138006R85VEOF5YNK29 N/A 34994.00000000 NS 250679.87000000 0.056727272339 Long EC CORP GB N 2 N N N Albemarle Corp. HDBLS2Q6GV1LSKQPBS54 012653AE1 100000.00000000 PA USD 97599.06000000 0.022086051252 Long DBT CORP US N 2 2032-06-01 Fixed 5.05000000 N N N N N N Severstal PAO 213800OKDPTV6K4ONO53 818150302 1930.00000000 NS USD 617.60000000 0.000139758981 Long EC CORP RU Y 3 N N N Keyence Corp. 529900M7PQBS7A89DZ11 N/A 1800.00000000 NS 790841.66000000 0.178962476021 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -29.23000000 -0.00000661456 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 48239.81000000 SEK 4759.00000000 USD 2024-01-29 -29.23000000 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 580135101 10457.00000000 NS USD 3100605.07000000 0.701647356934 Long EC CORP US N 1 N N N Kubota Credit Owner Trust N/A 50117KAC4 155000.00000000 PA USD 155706.96000000 0.035235502256 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.02000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456B101 10609.00000000 NS USD 187142.76000000 0.042349225379 Long EC CORP US N 1 N N N Texas Roadhouse, Inc. 5299002Y1CNRPDGXTQ75 882681109 1037.00000000 NS USD 126752.51000000 0.028683292976 Long EC CORP US N 1 N N N Toro Co. (The) YJKE4YIT6BWQHVEW0D14 891092108 1951.00000000 NS USD 187276.49000000 0.042379487634 Long EC CORP US N 1 N N N Magnitogorsk Iron & Steel Works PJSC 253400XSJ4C01YMCXG44 N/A 18733.00000000 NS USD 216.55000000 0.000049003898 Long EC CORP RU N 3 N N N Portland General Electric Co. GJOUP9M7C39GLSK9R870 736508847 4408.00000000 NS USD 191042.72000000 0.043231761712 Long EC CORP US N 1 N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498101 11605.00000000 NS USD 1516309.30000000 0.343131223945 Long EC CORP US N 1 N N N Quaker Chemical Corp. 549300PJQ1R3WCWCPS54 747316107 1158.00000000 NS USD 247140.36000000 0.055926303566 Long EC CORP US N 1 N N N DT Midstream, Inc. N/A 23345M107 2801.00000000 NS USD 153494.80000000 0.034734904411 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6109.77000000 -0.00138260238 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 29993635.64000000 ZAR 1630753.60000000 USD 2024-01-22 -6109.77000000 N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 860.00000000 NS USD 334264.80000000 0.075642014426 Long EC CORP US N 1 N N N Accenture plc 5493000EWHDSR3MZWH98 N/A 1235.00000000 NS USD 433373.85000000 0.098069766884 Long EC CORP IE N 1 N N N Workday, Inc. 549300J0DYC0N31V7G13 98138HAG6 70000.00000000 PA USD 67729.00000000 0.015326645207 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166YAC6 59961.04000000 PA USD 59917.95000000 0.013559053894 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 38141GYC2 240000.00000000 PA USD 183781.36000000 0.041588561776 Long DBT CORP US N 2 2042-04-22 Variable 3.21000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 070830104 3099.00000000 NS USD 133752.84000000 0.030267423470 Long EC CORP US N 1 N N N N/A N/A N/A -83.00000000 NC USD -657099.29000000 -0.14869742184 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short Russell 2000 E-Mini Index US1248351090 2024-03-15 -8498370.00000000 USD -657099.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -3735.36000000 -0.00084528839 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 107350.35000000 EUR 114906.15000000 USD 2024-01-29 -3735.36000000 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 1506.00000000 NS USD 118913.76000000 0.026909433327 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -29965.88000000 -0.00678108950 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 730161.24000000 EUR 776994.07000000 USD 2024-01-29 -29965.88000000 N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 827048109 1591.00000000 NS USD 71992.75000000 0.016291504920 Long EC CORP US N 1 N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBE5 103000.00000000 PA USD 105861.50000000 0.023955789273 Long DBT CORP US N 2 2053-05-15 Fixed 5.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAL5 3000000.00000000 PA USD 2631210.93000000 0.595426425775 Long DBT UST US N 2 2027-09-30 Fixed 0.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -29639.83000000 -0.00670730644 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 2265251.00000000 EUR 2473092.31000000 USD 2024-01-22 -29639.83000000 N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787107 2216.00000000 NS USD 498334.08000000 0.112769856917 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36206XF24 0.16000000 PA USD 0.16000000 0.000000036206 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 6.50000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BM6 26000.00000000 PA USD 25439.98000000 0.005756906901 Long DBT CORP US N 2 2034-01-24 Variable 5.06800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMKG8 1284265.85000000 PA USD 1142566.35000000 0.258555553352 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8303.74000000 0.001879083950 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1642306.68000000 USD 91394366.97000000 PHP 2024-01-22 8303.74000000 N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364G103 514.00000000 NS USD 52011.66000000 0.011769910370 Long EC CORP US N 1 N N N WRKCo, Inc. 549300JEB576INN13W07 92940PAE4 170000.00000000 PA USD 162233.16000000 0.036712340124 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N Moran Foods Backstop Equity N/A N/A 359350.27000000 NS USD 3593.50000000 0.000813186368 Long EC CORP US N 3 N N N United States of America 254900HROIFWPRGM1V77 912810TA6 3000000.00000000 PA USD 2086406.25000000 0.472140565391 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Santander Retail Auto Lease Trust N/A 80287CAC3 75274.56000000 PA USD 73962.82000000 0.016737319327 Long ABS-O CORP US Y 2 2025-07-21 Fixed 1.34000000 N N N N N N SLG Office Trust N/A 78449RAA3 235000.00000000 PA USD 194141.00000000 0.043932882920 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.58540000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H5HE0 635528.37000000 PA USD 572746.49000000 0.129608915624 Long ABS-MBS USGSE US N 2 2052-02-25 Fixed 2.50000000 N N N N N N Woodward, Inc. YPYKXXTR8TFDH54ZMB45 980745103 1070.00000000 NS USD 145659.10000000 0.032961734958 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179WQA9 5808607.88000000 PA USD 5079455.42000000 1.149448701027 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 435.00000000 NS USD 340718.10000000 0.077102355484 Long EC CORP US N 1 N N N Shin-Etsu Chemical Co. Ltd. 353800PX8Q64N86H5W41 N/A 63800.00000000 NS 2668317.91000000 0.603823501138 Long EC CORP JP N 2 N N N First Hawaiian, Inc. 5493002DJSH46F5OLV06 32051X108 7636.00000000 NS USD 174558.96000000 0.039501590866 Long EC CORP US N 1 N N N Progyny, Inc. N/A 74340E103 3838.00000000 NS USD 142696.84000000 0.032291394217 Long EC CORP US N 1 N N N Fortune Brands Innovations, Inc. 54930032LHW54PQUJD44 34964C106 1819.00000000 NS USD 138498.66000000 0.031341372581 Long EC CORP US N 1 N N N PG&E Recovery Funding LLC N/A 71710TAF5 154000.00000000 PA USD 159255.48000000 0.036038509934 Long DBT CORP US N 2 2047-07-15 Fixed 5.53600000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 178.45000000 0.000040382108 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 4199.28000000 USD 5798.50000000 CAD 2024-01-29 178.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 314.90000000 0.000071259882 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 860208.39000000 USD 71682885.26000000 INR 2024-01-22 314.90000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M3AF7 508050.21000000 PA USD 432434.60000000 0.097857220538 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Auto Trader Group plc 213800QLK9BZILB1DI86 N/A 15995.00000000 NS 146940.46000000 0.033251698638 Long EC CORP GB Y 2 N N N Mattel, Inc. 549300VELLG24KHTJ564 577081BE1 18000.00000000 PA USD 17117.36000000 0.003873550526 Long DBT CORP US Y 2 2026-04-01 Fixed 3.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2007.64000000 -0.00045431626 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 519431.50000000 SEK 49550.58000000 USD 2024-01-29 -2007.64000000 N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 10000.00000000 PA USD 10181.61000000 0.002304034078 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AY5 217000.00000000 PA USD 183374.76000000 0.041496550762 Long DBT CORP IT Y 2 2032-06-03 Variable 3.12700000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 8000000.00000000 PA USD 5106250.00000000 1.155512145359 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261F104 2520.00000000 NS USD 345441.60000000 0.078171253720 Long EC CORP US N 1 N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073E105 1234.00000000 NS USD 253438.92000000 0.057351627939 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 9434.39000000 0.002134942908 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 777410.18000000 USD 1042210.86000000 CAD 2024-01-29 9434.39000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBPU4 1874441.08000000 PA USD 1781640.00000000 0.403173886640 Long ABS-MBS USGSE US N 2 2059-08-01 Fixed 4.00000000 N N N N N N Aker Solutions ASA 5967007LIEEXZXG42836 N/A 22752.00000000 NS 93964.87000000 0.021263656993 Long EC CORP NO Y 2 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610105 3940.00000000 NS USD 130571.60000000 0.029547528937 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -30290.83000000 -0.00685462363 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27202694.37000000 MXN 1566314.90000000 USD 2024-01-22 -30290.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 16594.94000000 0.003755330178 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 8734358.49000000 USD 11328637652.00000000 KRW 2024-01-22 16594.94000000 N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAM1 123000.00000000 PA USD 103091.47000000 0.023328948968 Long DBT CORP US N 2 2052-04-05 Fixed 4.40000000 N N N N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432100 1840.00000000 NS USD 165268.80000000 0.037399286296 Long EC CORP US N 1 N N N Brixmor Property Group, Inc. 5299007UXW6Y0W2EGZ95 11120U105 5465.00000000 NS USD 127170.55000000 0.028777892789 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBW9 33000.00000000 PA USD 32589.78000000 0.007374861513 Long DBT CORP US N 2 2053-03-01 Fixed 5.65000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBR6 133000.00000000 PA USD 118621.59000000 0.026843317100 Long DBT CORP US N 2 2028-05-15 Fixed 2.00000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156109 1242.00000000 NS USD 202334.22000000 0.045786956892 Long EC CORP US N 1 N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EH6 140000.00000000 PA USD 131021.50000000 0.029649338468 Long DBT CORP US N 2 2032-04-01 Fixed 3.75000000 N N N N N N Flagship Credit Auto Trust N/A 33846QAA9 31417.82000000 PA USD 31073.29000000 0.007031689398 Long ABS-O CORP US Y 2 2027-07-15 Fixed 0.36000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -8178.55000000 -0.00185075424 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 4017873.31000000 RON 883272.13000000 USD 2024-01-22 -8178.55000000 N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 099502106 1630.00000000 NS USD 208493.30000000 0.047180717821 Long EC CORP US N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 1135.00000000 NS USD 193472.10000000 0.043781515072 Long EC CORP US N 1 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272W109 2310.00000000 NS USD 73180.80000000 0.016560353137 Long EC CORP US N 1 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAZ2 250000.00000000 PA USD 229200.94000000 0.051866726050 Long DBT CORP JP N 2 2027-01-22 Fixed 2.32900000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -17193.43000000 -0.00389076468 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 25471508.61000000 THB 730388.88000000 USD 2024-01-22 -17193.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 1045.35000000 0.000236556106 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 132287.85000000 USD 175734.49000000 SGD 2024-01-29 1045.35000000 N N N SSE plc 549300KI75VYLLMSK856 N/A 34768.00000000 NS 820733.22000000 0.185726747380 Long EC CORP GB N 2 N N N PHH Mortgage Trust N/A 69338AAJ4 1062.54000000 PA USD 1022.04000000 0.000231281201 Long ABS-MBS CORP US N 2 2038-07-25 Fixed 6.00000000 N N N N N N InterContinental Hotels Group plc 2138007ZFQYRUSLU3J98 N/A 7047.00000000 NS 635469.56000000 0.143802750469 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -36900.84000000 -0.00835042718 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2051137.07000000 CHF 1888130.95000000 GBP 2024-01-22 -36900.84000000 N N N Rolls-Royce Holdings plc 213800EC7997ZBLZJH69 N/A 51138.00000000 NS 195059.27000000 0.044140681625 Long EC CORP GB N 2 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912X302 2251.00000000 NS USD 94406.94000000 0.021363694644 Long EC CORP US N 1 N N N Duquesne Light Holdings, Inc. 4CUJ1D8WDXK9X7QI6B93 266233AJ4 146000.00000000 PA USD 116584.61000000 0.026382361383 Long DBT CORP US Y 2 2032-01-07 Fixed 2.77500000 N N N N N N Garmin Ltd. 2549001E0HIPIJQ0W046 N/A 1204.00000000 NS USD 154762.16000000 0.035021699979 Long EC CORP CH N 1 N N N N/A N/A N/A 185.00000000 NC 181468.59000000 0.041065196523 N/A DIR AU N 2 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A Australia 10 Year Bond 2024-03-15 21583158.20000000 AUD 181468.59000000 N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3G4 150000.00000000 PA USD 130409.21000000 0.029510781105 Long DBT CORP US Y 2 2029-01-07 Fixed 2.71700000 N N N N N N Workday, Inc. 549300J0DYC0N31V7G13 98138H101 891.00000000 NS USD 245969.46000000 0.055661336287 Long EC CORP US N 1 N N N Align Technology, Inc. 549300N5YSE0U3LCP840 016255101 351.00000000 NS USD 96174.00000000 0.021763569168 Long EC CORP US N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAN2 63000.00000000 PA USD 64109.62000000 0.014507602358 Long DBT CORP US N 2 2027-06-08 Variable 6.04700000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBN4 170000.00000000 PA USD 161393.22000000 0.036522267003 Long DBT CORP US N 2 2027-11-15 Fixed 3.25000000 N N N N N N Ferguson plc 213800DU1LGY3R2S2X42 N/A 5500.00000000 NS 1053402.32000000 0.238378296148 Long EC CORP JE N 2 N N N Lamar Advertising Co. 529900Y8WW4MKVPTB543 512816109 1175.00000000 NS USD 124879.00000000 0.028259329488 Long EC CORP US N 1 N N N Envista Holdings Corp. 549300BX623VURJZ5269 29415F104 6268.00000000 NS USD 150808.08000000 0.034126916633 Long EC CORP US N 1 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LWU6 150000.00000000 PA USD 155448.16000000 0.035176937449 Long DBT CORP CA N 2 2028-09-25 Fixed 5.71700000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5891.45000000 -0.00133319794 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 1155749017.00000000 KRW 886881.90000000 USD 2024-01-22 -5891.45000000 N N N United States of America 254900HROIFWPRGM1V77 91282CFY2 1000000.00000000 PA USD 998085.94000000 0.225860548500 Long DBT UST US N 2 2029-11-30 Fixed 3.87500000 N N N N N N LCI Industries 549300E1B98YNJ1WIQ04 50189K103 1270.00000000 NS USD 159651.70000000 0.036128172020 Long EC CORP US N 1 N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408103 8943.00000000 NS USD 310053.81000000 0.070163220204 Long EC CORP US N 1 N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654AN5 140000.00000000 PA USD 136763.57000000 0.030948732666 Long DBT CORP US N 2 2026-12-05 Fixed 3.50000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAP2 120000.00000000 PA USD 117221.83000000 0.026526560247 Long DBT CORP US N 2 2028-06-15 Fixed 4.20000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XFJB5 1000000.00000000 PA USD 885093.44000000 0.200291058937 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 1.80000000 N N N N N N ASR Nederland NV 7245000G0HS48PZWUD53 N/A 3152.00000000 NS 148900.23000000 0.033695182220 Long EC CORP NL N 2 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBA7 170000.00000000 PA USD 151283.55000000 0.034234512493 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N Nissan Auto Lease Trust N/A 65480VAD5 107000.00000000 PA USD 106601.59000000 0.024123266968 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.91000000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 56974.00000000 NS 3458141.83000000 0.782555669021 Long EC CORP KR N 2 N N N United States of America 254900HROIFWPRGM1V77 91282CEE7 2000000.00000000 PA USD 1856796.88000000 0.420181414209 Long DBT UST US N 2 2029-03-31 Fixed 2.37500000 N N N N N N JPMorgan Core Bond Fund DQ695W4P67V7A4LC6I09 4812C0100 1369329.91500000 NS USD 14117791.42000000 3.194767089638 Long RF US N 1 N N N Taylor Wimpey plc 21380089BTRXTD8S3R66 N/A 117122.00000000 NS 219242.64000000 0.049613225615 Long EC CORP GB N 2 N N N DT Auto Owner Trust N/A 23344QAC3 127360.01000000 PA USD 124787.21000000 0.028238557990 Long ABS-O CORP US Y 2 2027-05-17 Fixed 0.87000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477BY8 32000.00000000 PA USD 33203.78000000 0.007513805838 Long DBT CORP US N 2 2028-11-04 Variable 5.82000000 N N N N N N BankUnited, Inc. 96OVUWEW5D4YX6PFXD91 06652K103 5235.00000000 NS USD 169771.05000000 0.038418117053 Long EC CORP US N 1 N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435105 1343.00000000 NS USD 396023.84000000 0.089617695367 Long EC CORP US N 1 N N N Applied Industrial Technologies, Inc. 549300NU173IJRC6PO38 03820C105 1236.00000000 NS USD 213444.84000000 0.048301220070 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LEBC0 600000.00000000 PA USD 490984.37000000 0.111106663934 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 1.77000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 5022.03000000 0.001136453690 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14316876.80000000 CZK 644788.39000000 USD 2024-01-22 5022.03000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KL2H9 626669.38000000 PA USD 537323.27000000 0.121592864522 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Melrose Industries plc 213800RGNXXZY2M7TR85 N/A 27566.00000000 NS 199257.66000000 0.045090750783 Long EC CORP GB N 2 N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 086516101 1001.00000000 NS USD 78358.28000000 0.017731984182 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2535.63000000 0.000573797064 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 185608415.00000000 JPY 1197418.26000000 EUR 2024-01-22 2535.63000000 N N N United States of America 254900HROIFWPRGM1V77 91282CED9 500000.00000000 PA USD 483144.53000000 0.109332557626 Long DBT UST US N 2 2025-03-15 Fixed 1.75000000 N N N N N N 2024-01-30 JPMorgan Trust I Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer