0001752724-25-203913.txt : 20250826
0001752724-25-203913.hdr.sgml : 20250826
20250826101113
ACCESSION NUMBER: 0001752724-25-203913
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20250630
FILED AS OF DATE: 20250826
DATE AS OF CHANGE: 20250826
PERIOD START: 20250630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
ORGANIZATION NAME:
EIN: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 251253682
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES
DATE OF NAME CHANGE: 20030204
0001217286
S000002766
JPMorgan Diversified Fund
C000007574
Class I
JDVSX
C000007575
Class L
JPDVX
C000007576
Class A
JDVAX
C000007578
Class C
JDVCX
C000195232
Class R6
JDVZX
NPORT-P
1
primary_doc.xml
NPORT-P
false
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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
2025-06-30
2025-06-30
N
475165390.53
9002982.55
466162407.98
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
527640.22000000
0.00000000
0.00000000
14246.53000000
AUD
CAD
EUR
GBP
JPY
KWD
USD
N
60% WRLDRNRUSD0, 40% 1TRUSD0
IBXUSD000059
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
376.00000000
NS
USD
52685.12000000
0.011301880867
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
6996.00000000
NS
USD
107458.56000000
0.023051742946
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
592.00000000
NS
USD
108614.24000000
0.023299656544
Long
EC
CORP
US
N
1
N
N
N
Acushnet Holdings Corp.
529900W5FI106H543E43
Acushnet Holdings Corp.
005098108
1839.00000000
NS
USD
133915.98000000
0.028727322861
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-40.08000000
-0.00000859786
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
9182.83000000
USD
71550.00000000
HKD
2025-07-29
-40.08000000
N
N
N
CTS Eventim AG & Co. KGaA
529900FDHSN08UBJII80
CTS Eventim AG & Co. KGaA
N/A
1217.00000000
NS
151334.78000000
0.032463960501
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4476.22000000
0.000960227578
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
858081.75000000
USD
73995821.86000000
INR
2025-07-22
4476.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
344.40000000
0.000073879831
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
876051.51000000
USD
15540715.76000000
ZAR
2025-07-22
344.40000000
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
8587.00000000
NS
USD
1877375.81000000
0.402729988060
Long
EC
CORP
US
N
1
N
N
N
COPT Defense Properties LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties LP
22003BAN6
136000.00000000
PA
USD
123905.54000000
0.026579908177
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
Wintrust Financial Corp.
Q774KI4AW80FHFW33O61
Wintrust Financial Corp.
97650W108
1591.00000000
NS
USD
197252.18000000
0.042314046912
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
5186.00000000
NS
USD
1851350.14000000
0.397147026080
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8227.79000000
0.001765005040
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1512378.69000000
EUR
1418221.02000000
CHF
2025-07-22
8227.79000000
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BF8
50000.00000000
PA
USD
49813.95000000
0.010685964622
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95000000
N
N
N
N
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corp.
749607107
1852.00000000
NS
USD
133751.44000000
0.028692026150
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5285.16000000
0.001133759374
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
141369.41000000
USD
124256.63000000
EUR
2025-07-29
5285.16000000
N
N
N
nCino, Inc.
549300WVRR2WR3L6MZ46
nCino, Inc.
63947X101
2632.00000000
NS
USD
73617.04000000
0.015792144269
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331BN6
100000.00000000
PA
USD
102328.55000000
0.021951265964
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.20000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2024-2, Class A3
36269WAD1
75000.00000000
PA
USD
75598.31000000
0.016217161381
Long
ABS-O
CORP
US
N
2
2027-07-20
Fixed
5.39000000
N
N
N
N
N
N
First Advantage Corp.
549300RNJ0PXU8FP7D06
First Advantage Corp.
31846B108
6948.00000000
NS
USD
115406.28000000
0.024756668067
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
544.44000000
0.000116791914
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
5001250.00000000
JPY
35389.30000000
USD
2025-07-29
544.44000000
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Euronext NV
N/A
1246.00000000
NS
213492.13000000
0.045797800583
Long
EC
CORP
NL
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
40467.71000000
0.008681032470
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1748901.20000000
USD
1516879.34000000
EUR
2025-07-22
40467.71000000
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
24336.00000000
NS
USD
2623420.80000000
0.562769703238
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-559.98000000
-0.00012012551
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
268117.68000000
SEK
27833.87000000
USD
2025-07-29
-559.98000000
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
2462.00000000
NS
USD
642138.84000000
0.137750026387
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
90000.00000000
PA
USD
76360.92000000
0.016380754580
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
5017.00000000
NS
USD
884145.91000000
0.189664780957
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-854.16000000
-0.00018323227
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
279478.65000000
SEK
28742.83000000
USD
2025-07-29
-854.16000000
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
874039100
965.00000000
NS
USD
218562.85000000
0.046885558822
Long
EC
CORP
TW
N
1
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAW0
200000.00000000
PA
USD
186504.80000000
0.040008545692
Long
DBT
CORP
NL
Y
2
2029-12-13
Variable
2.47000000
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
3530.00000000
NS
USD
150025.00000000
0.032182989754
Long
EC
CORP
US
N
1
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
7782.00000000
NS
USD
760923.96000000
0.163231514805
Long
EC
CORP
US
N
1
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
6579.00000000
NS
USD
1813303.98000000
0.388985458492
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group, Inc.
5493004DT6DCDUZNDM53
Interactive Brokers Group, Inc., Class A
45841N107
3960.00000000
NS
USD
219423.60000000
0.047070204770
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2782.52000000
0.000596899267
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
75116.45000000
USD
66001.79000000
EUR
2025-07-29
2782.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
395.81000000
0.000084908176
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
26808.31000000
USD
23049.35000000
EUR
2025-07-29
395.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
117314.81000000
0.025166081175
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4335955.38000000
USD
24319614.82000000
BRL
2025-07-22
117314.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
246.44000000
0.000052865695
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
37066.43000000
USD
5355481.00000000
JPY
2025-07-29
246.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2753.38000000
-0.00059064822
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
874780.10000000
USD
28303772.57000000
THB
2025-07-22
-2753.38000000
N
N
N
N/A
N/A
XAF Financial Index
N/A
60.00000000
NC
USD
380878.80000000
0.081705172592
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
XAF Financial Index
IXM Index
2025-09-19
9766500.00000000
USD
380878.80000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKZL0
500000.00000000
PA
USD
496116.16000000
0.106425604361
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
4.09000000
N
N
N
N
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc., Class A
22788C105
581.00000000
NS
USD
295909.11000000
0.063477686088
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLV2
280000.00000000
PA
USD
187853.16000000
0.040297792525
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
1082.00000000
NS
USD
150419.64000000
0.032267646945
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16101.79000000
-0.00345411593
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
48894928.91000000
PHP
851709.32000000
USD
2025-07-22
-16101.79000000
N
N
N
Robinhood Markets, Inc.
213800FS5AO3YWIE6F63
Robinhood Markets, Inc., Class A
770700102
2237.00000000
NS
USD
209450.31000000
0.044930759412
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBY5
230000.00000000
PA
USD
216993.78000000
0.046548965829
Long
DBT
CORP
GB
N
2
2053-02-10
Fixed
5.62500000
N
N
N
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
2541.00000000
NS
USD
232908.06000000
0.049962857582
Long
EC
CORP
US
N
1
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
1126.00000000
NS
USD
203760.96000000
0.043710294204
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1033.47000000
0.000221697413
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
38877.98000000
USD
50636.62000000
SGD
2025-07-29
1033.47000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3E1
57000.00000000
PA
USD
58855.78000000
0.012625595499
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.57400000
N
N
N
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
442.00000000
NS
USD
128056.24000000
0.027470306015
Long
EC
CORP
CH
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1303.93000000
-0.00027971581
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
887022.70000000
USD
49903896.98000000
PHP
2025-07-22
-1303.93000000
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG (Registered)
N/A
3296.00000000
NS
2140206.44000000
0.459111760914
Long
EC
CORP
DE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFL0
4800000.00000000
PA
USD
4822125.02000000
1.034430262383
Long
DBT
UST
US
N
2
2029-09-30
Fixed
3.87500000
N
N
N
N
N
N
Balchem Corp.
549300VR70OPMHUI3557
Balchem Corp.
057665200
715.00000000
NS
USD
113828.00000000
0.024418099368
Long
EC
CORP
US
N
1
N
N
N
Driven Brands Holdings, Inc.
N/A
Driven Brands Holdings, Inc.
26210V102
7484.00000000
NS
USD
131419.04000000
0.028191685504
Long
EC
CORP
US
N
1
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2025-SFR1, Class A
74334NAA9
239500.00000000
PA
USD
226923.78000000
0.048679124724
Long
ABS-O
CORP
US
Y
2
2042-02-17
Variable
3.39999840
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
590.84000000
0.000126745526
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1962309.57000000
HKD
251337.29000000
USD
2025-07-29
590.84000000
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2025-A, Class A3
44935CAD3
143000.00000000
PA
USD
143552.35000000
0.030794492979
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
4.32000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10797.33000000
0.002316216369
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
888816.91000000
USD
1474852.50000000
NZD
2025-07-22
10797.33000000
N
N
N
Oscar Health, Inc.
N/A
Oscar Health, Inc., Class A
687793109
9254.00000000
NS
USD
198405.76000000
0.042561510023
Long
EC
CORP
US
N
1
N
N
N
Columbia Pipelines Operating Co. LLC
N/A
Columbia Pipelines Operating Co. LLC
19828TAG1
100000.00000000
PA
USD
100580.76000000
0.021576334401
Long
DBT
CORP
US
Y
2
2035-02-15
Fixed
5.43900000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
64889.00000000
NS
USD
10251813.11000000
2.199193442994
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
19158.00000000
NS
USD
267062.52000000
0.057289587368
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
36155.00000000
NS
USD
7932045.45000000
1.701562655893
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp.
549300S3UD8XV1MN0287
Gentex Corp.
371901109
8250.00000000
NS
USD
181417.50000000
0.038917230753
Long
EC
CORP
US
N
1
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBH0
360000.00000000
PA
USD
310417.73000000
0.066590039155
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
2.35000000
N
N
N
N
N
N
N/A
N/A
XAP Consumer Staples Index
N/A
-60.00000000
NC
USD
-33721.20000000
-0.00723378792
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
XAP Consumer Staples Index
IXR Index
2025-09-19
-4941000.00000000
USD
-33721.20000000
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
423.00000000
NS
USD
157948.20000000
0.033882654906
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14996.22000000
-0.00321695180
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1517224.92000000
EUR
16767518.65000000
SEK
2025-07-22
-14996.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1124.39000000
-0.00024120134
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
70593201.00000000
JPY
490278.98000000
USD
2025-07-22
-1124.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1682.91000000
0.000361013666
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
55810.11000000
USD
48712.35000000
EUR
2025-07-29
1682.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
19936.58000000
0.004276745541
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1757388.73000000
USD
1294688.92000000
GBP
2025-07-22
19936.58000000
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
663.00000000
NS
USD
144600.30000000
0.031019296606
Long
EC
CORP
US
N
1
N
N
N
National Bank of Greece SA
5UMCZOEYKCVFAW8ZLO05
National Bank of Greece SA
N/A
22519.00000000
NS
287134.14000000
0.061595301355
Long
EC
CORP
GR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24754.24000000
0.005310217979
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1764799.69000000
USD
7725744.21000000
RON
2025-07-22
24754.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-727.11000000
-0.00015597782
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
62503.80000000
GBP
85079.95000000
USD
2025-07-29
-727.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-177.74000000
-0.00003812834
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
4585.73000000
EUR
5234.59000000
USD
2025-07-29
-177.74000000
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2023-2A, Class B
23346CAC2
57959.50000000
PA
USD
58010.66000000
0.012444302459
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
5.41000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBV6
300000.00000000
PA
USD
265510.67000000
0.056956688367
Long
DBT
CORP
GB
N
2
2032-11-24
Variable
2.89400000
N
N
N
N
N
N
ICU Medical, Inc.
5493003NRW7LS2QZRH60
ICU Medical, Inc.
44930G107
1124.00000000
NS
USD
148536.60000000
0.031863701889
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140JB2H8
506579.37000000
PA
USD
436016.56000000
0.093533187690
Long
ABS-MBS
USGSE
US
N
2
2061-03-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KNNT6
463022.91000000
PA
USD
400878.97000000
0.085995559302
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Hilton Worldwide Holdings, Inc.
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
390.00000000
NS
USD
103872.60000000
0.022282491728
Long
EC
CORP
US
N
1
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
290000.00000000
PA
USD
283712.33000000
0.060861263187
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3218.43000000
0.000690409596
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
92969.13000000
USD
81497.24000000
EUR
2025-07-29
3218.43000000
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A3
36268GAD7
44000.00000000
PA
USD
44219.87000000
0.009485936498
Long
ABS-O
CORP
US
N
2
2028-12-18
Fixed
4.85000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
1150.00000000
NS
USD
574977.00000000
0.123342635561
Long
EC
CORP
US
N
1
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JCZ5
100000.00000000
PA
USD
101870.43000000
0.021852991201
Long
DBT
CORP
US
Y
2
2035-04-01
Fixed
5.35000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCP8
71000.00000000
PA
USD
71189.98000000
0.015271497396
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5205.25000000
0.001116617279
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
165388.27000000
USD
144539.49000000
EUR
2025-07-29
5205.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9149.53000000
-0.00196273441
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2757256.60000000
AUD
1806251.23000000
USD
2025-07-22
-9149.53000000
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
N/A
3647.00000000
NS
120341.28000000
0.025815311989
Long
EC
CORP
DE
Y
2
N
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
1070.00000000
NS
USD
158370.70000000
0.033973288555
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1670.72000000
-0.00035839869
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
711633.83000000
SEK
73691.81000000
USD
2025-07-29
-1670.72000000
N
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
355.00000000
NS
USD
38279.65000000
0.008211655282
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
874039100
10032.00000000
NS
USD
2272147.68000000
0.487415467464
Long
EC
CORP
TW
N
1
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685AY9
14000.00000000
PA
USD
12344.92000000
0.002648201525
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140NMGY7
986286.50000000
PA
USD
968465.19000000
0.207752743125
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAG0
240000.00000000
PA
USD
212361.70000000
0.045555303551
Long
DBT
CORP
AU
Y
2
2032-06-23
Variable
2.69100000
N
N
N
N
N
N
Sony Group Corp.
529900R5WX9N2OI2N910
Sony Group Corp.
N/A
71900.00000000
NS
1869423.46000000
0.401024069722
Long
EC
CORP
JP
N
2
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
23785.00000000
NS
USD
1101007.65000000
0.236185421894
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284N7
500000.00000000
PA
USD
488847.66000000
0.104866383824
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
TechnipFMC plc
549300D5I93QWCJTCK36
TechnipFMC plc
N/A
7342.00000000
NS
USD
252858.48000000
0.054242572046
Long
EC
CORP
GB
N
1
N
N
N
Manulife Financial Corp.
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
170000.00000000
PA
USD
168061.75000000
0.036052188491
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
4.06100000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
N/A
49200.00000000
NS
696472.72000000
0.149405595148
Long
EC
CORP
KY
N
2
N
N
N
EIDP, Inc.
GLU7INWNWH88J9XBXD45
EIDP, Inc.
263534CQ0
64000.00000000
PA
USD
64032.92000000
0.013736182691
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
869.00000000
NS
USD
677411.57000000
0.145316644672
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class A
N/A
66655.00000000
NS
1077545.34000000
0.231152345524
Long
EC
CORP
SE
N
2
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
1550.00000000
NS
USD
613226.50000000
0.131547823141
Long
EC
CORP
US
N
1
N
N
N
Structured Asset Securities Corp. Trust
N/A
Structured Asset Securities Corp. Trust, Series 2005-SC1, Class 1A1
86359DTE7
1.20000000
PA
USD
0.85000000
0.000000182339
Long
ABS-O
CORP
US
Y
2
2031-05-25
Floating
4.97368080
N
N
N
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
9571.00000000
NS
USD
1781450.23000000
0.382152271290
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
12.00000000
NC
USD
10294.87000000
0.002208429899
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 2 Year Note
2025-09-30
2496562.51000000
USD
10294.87000000
N
N
N
Kinsale Capital Group, Inc.
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
456.00000000
NS
USD
220658.40000000
0.047335090994
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
3701.00000000
NS
USD
656520.39000000
0.140835120713
Long
EC
CORP
US
N
1
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JN8
300000.00000000
PA
USD
241802.36000000
0.051870840690
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
Medpace Holdings, Inc.
549300H8TYEUVTW14A54
Medpace Holdings, Inc.
58506Q109
325.00000000
NS
USD
102004.50000000
0.021881751564
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140JBZB5
846891.86000000
PA
USD
723603.91000000
0.155225710527
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Variable
1.75458600
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2B0
200000.00000000
PA
USD
190653.52000000
0.040898518785
Long
DBT
CORP
NO
Y
2
2028-03-30
Variable
1.60500000
N
N
N
N
N
N
Neurocrine Biosciences, Inc.
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
904.00000000
NS
USD
113623.76000000
0.024374286312
Long
EC
CORP
US
N
1
N
N
N
Insmed, Inc.
529900Q55QAG41CCAC11
Insmed, Inc.
457669307
2241.00000000
NS
USD
225534.24000000
0.048381044060
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-227.37000000
-0.00004877484
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
20261.93000000
USD
2875542.00000000
JPY
2025-07-29
-227.37000000
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
1322.00000000
NS
USD
1041246.86000000
0.223365685901
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871RAH3
98000.00000000
PA
USD
78185.25000000
0.016772105313
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
N/A
N/A
S&P E-Mini Communication Services Index
N/A
35.00000000
NC
USD
244054.30000000
0.052353921256
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P E-Mini Communication Services Index
IXCPR Index
2025-09-19
5008500.00000000
USD
244054.30000000
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Class A
571903202
6564.00000000
NS
USD
1793350.44000000
0.384705074733
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Russell 2000 E-Mini Index
N/A
-134.00000000
NC
USD
-330343.10000000
-0.07086437995
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
Russell 2000 E-Mini Index
US7827001089
2025-09-19
-14679030.00000000
USD
-330343.10000000
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
400000.00000000
PA
USD
396576.00000000
0.085072496883
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1214.47000000
0.000260525082
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
38729.65000000
USD
50678.06000000
SGD
2025-07-29
1214.47000000
N
N
N
N/A
N/A
S&P/TSX 60 Index
N/A
-10.00000000
NC
-23371.05000000
-0.00501349950
N/A
DE
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Short
S&P/TSX 60 Index
XC0009654721
2025-09-18
-3199200.00000000
CAD
-23371.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1474.35000000
0.000316273893
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
33047.15000000
USD
29249.18000000
EUR
2025-07-29
1474.35000000
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
506.00000000
NS
USD
82316.08000000
0.017658240688
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AK2
200000.00000000
PA
USD
199708.30000000
0.042840927664
Long
DBT
CORP
AU
Y
2
2026-05-19
Fixed
4.40000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-146429.93000000
-0.03141178428
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1522962154.00000000
HUF
4337632.11000000
USD
2025-07-22
-146429.93000000
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAN5
76000.00000000
PA
USD
77803.26000000
0.016690161769
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25000000
N
N
N
N
N
N
Snowflake, Inc.
254900CJNSY1K7T53Z16
Snowflake, Inc., Class A
833445109
1473.00000000
NS
USD
329613.21000000
0.070707805768
Long
EC
CORP
US
N
1
N
N
N
Saia, Inc.
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
357.00000000
NS
USD
97814.43000000
0.020982908172
Long
EC
CORP
US
N
1
N
N
N
Sanofi SA
549300E9PC51EN656011
Sanofi SA
N/A
3716.00000000
NS
359759.76000000
0.077174768673
Long
EC
CORP
FR
N
2
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
478.00000000
NS
USD
112253.52000000
0.024080345836
Long
EC
CORP
US
N
1
N
N
N
Next plc
213800WQD8ECPZP9PH98
Next plc
N/A
1232.00000000
NS
210418.19000000
0.045138386621
Long
EC
CORP
GB
N
2
N
N
N
ABIOMED, Inc.
5493001EZN4ZTB4Z5887
ABIOMED, Inc., CVR
003CVR016
41.00000000
NS
USD
41.82000000
0.000008971122
Long
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-53.42000000
-0.00001145952
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
7711.30000000
EUR
9047.88000000
USD
2025-07-29
-53.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
52.71000000
0.000011307218
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
12463.35000000
USD
1796418.00000000
JPY
2025-07-29
52.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19321.08000000
-0.00414471001
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2171677.17000000
AUD
1410529.30000000
USD
2025-07-22
-19321.08000000
N
N
N
GSK plc
5493000HZTVUYLO1D793
GSK plc
N/A
12828.00000000
NS
244584.67000000
0.052467694909
Long
EC
CORP
GB
N
2
N
N
N
Healthpeak OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
42250PAD5
23000.00000000
PA
USD
21356.70000000
0.004581386150
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
73.00000000
NS
USD
85754.56000000
0.018395854863
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2025.81000000
0.000434571721
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
70185.62000000
USD
61182.88000000
EUR
2025-07-29
2025.81000000
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
33378.00000000
NS
USD
6848164.26000000
1.469051159589
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
432.63000000
0.000092806711
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
12764.02000000
USD
10432.00000000
CHF
2025-07-29
432.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
118.74000000
0.000025471809
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
10917.94000000
USD
14002.50000000
SGD
2025-07-29
118.74000000
N
N
N
Cactus, Inc.
549300J3T8C9F8QFKV08
Cactus, Inc., Class A
127203107
3223.00000000
NS
USD
140909.56000000
0.030227568243
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-150.01000000
-0.00003217977
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
12970.34000000
USD
1840090.00000000
JPY
2025-07-29
-150.01000000
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAH5
53000.00000000
PA
USD
45629.96000000
0.009788425496
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
Freshpet, Inc.
549300S4ZK8ZQ6HNPN59
Freshpet, Inc.
358039105
1359.00000000
NS
USD
92357.64000000
0.019812331157
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFU4
150000.00000000
PA
USD
150286.13000000
0.032239006712
Long
DBT
CORP
US
N
2
2030-10-18
Variable
4.65400000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
537.00000000
NS
USD
269353.83000000
0.057781113489
Long
EC
CORP
US
N
1
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
Apple Hospitality REIT, Inc.
03784Y200
2603.00000000
NS
USD
30377.01000000
0.006516400610
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAJ1
250000.00000000
PA
USD
216313.71000000
0.046403078904
Long
DBT
CORP
FR
Y
2
2032-01-20
Variable
2.27700000
N
N
N
N
N
N
DoorDash, Inc.
549300NUQ43FGGSK5051
DoorDash, Inc., Class A
25809K105
1462.00000000
NS
USD
360397.62000000
0.077311600813
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3875.01000000
0.000831257504
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
127793.52000000
USD
111559.35000000
EUR
2025-07-29
3875.01000000
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-1A, Class B
224927AC7
300000.00000000
PA
USD
304017.48000000
0.065217073448
Long
ABS-O
CORP
US
Y
2
2033-05-16
Fixed
7.02000000
N
N
N
N
N
N
NMC Health plc
2138008YQEVWBE1V2M52
NMC Health plc
N/A
516.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
NextEra Energy, Inc.
254900RHL9MEUS5NKX63
NextEra Energy, Inc.
65339F101
17516.00000000
NS
USD
1215960.72000000
0.260844868480
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-327.29000000
-0.00007020943
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
9656.34000000
GBP
12929.22000000
USD
2025-07-29
-327.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17771.21000000
-0.00381223575
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
6109231.77000000
USD
875076829.00000000
JPY
2025-07-22
-17771.21000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QMCL6
461141.26000000
PA
USD
403023.40000000
0.086455577090
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
3191.00000000
NS
USD
103516.04000000
0.022206003364
Long
EC
CORP
US
N
1
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2023-4, Class A3
14318XAC9
77000.00000000
PA
USD
78109.99000000
0.016755960725
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2015-34, Class AZ
3136AN3X3
878084.56000000
PA
USD
745755.46000000
0.159977605923
Long
ABS-MBS
USGSE
US
N
2
2045-06-25
Fixed
2.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
1000000.00000000
PA
USD
1006914.06000000
0.216000699061
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36208JA93
0.15000000
PA
USD
0.15000000
0.000000032177
Long
ABS-MBS
USGA
US
N
2
2027-09-15
Fixed
8.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-85.57000000
-0.00001835626
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
31977.09000000
USD
4577360.00000000
JPY
2025-07-29
-85.57000000
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AS1
297000.00000000
PA
USD
288880.96000000
0.061970024835
Long
DBT
CORP
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19389.80000000
-0.00415945165
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
778550.02000000
EUR
1222870.85000000
CAD
2025-07-22
-19389.80000000
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
391.00000000
NS
127735.61000000
0.027401525265
Long
EC
CORP
DE
N
2
N
N
N
Compass Group plc
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
14797.00000000
NS
501204.11000000
0.107517058737
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50322.57000000
0.010795072519
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
3421385.31000000
USD
2528958.38000000
GBP
2025-07-22
50322.57000000
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBW4
230000.00000000
PA
USD
226964.69000000
0.048687900636
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14535.28000000
-0.00311807210
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
3609819340.27000000
COP
866495.28000000
USD
2025-07-22
-14535.28000000
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454L100
5967.00000000
NS
USD
147444.57000000
0.031629442330
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-21.59000000
-0.00000463143
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
814.06000000
GBP
1095.98000000
USD
2025-07-29
-21.59000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFH9
6500000.00000000
PA
USD
6420019.52000000
1.377206615140
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
644.00000000
NS
USD
156826.88000000
0.033642112129
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2275.98000000
0.000488237567
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
144694.92000000
USD
124524.65000000
EUR
2025-07-29
2275.98000000
N
N
N
Carmax Auto Owner Trust
N/A
Carmax Auto Owner Trust, Series 2022-2, Class A3
14317HAC5
37451.80000000
PA
USD
37365.79000000
0.008015616308
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
3.49000000
N
N
N
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
5275.00000000
NS
USD
672984.50000000
0.144366960629
Long
EC
CORP
US
N
1
N
N
N
Deutsche Alt-A Securities Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1, Class A4
251510NC3
0.00020000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
5.03367840
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAS0
55000.00000000
PA
USD
55519.44000000
0.011909892142
Long
DBT
CORP
US
Y
2
2030-04-10
Fixed
5.12500000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
3222.00000000
NS
USD
1027753.56000000
0.220471136755
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GB60
150000.00000000
PA
USD
150450.53000000
0.032274273391
Long
DBT
CORP
US
N
2
2030-10-23
Variable
4.69200000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-78217.36000000
-0.01677899347
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
3886144.10000000
GBP
5256610.30000000
USD
2025-07-22
-78217.36000000
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
192.00000000
NC
USD
299936.53000000
0.064341638207
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 5 Year Note
2025-09-30
20932500.10000000
USD
299936.53000000
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
3135.00000000
NS
USD
292495.50000000
0.062745406963
Long
EC
CORP
US
N
1
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
N/A
372.00000000
NS
USD
285450.48000000
0.061234126800
Long
EC
CORP
LU
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-173.33000000
-0.00003718232
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
27684223.00000000
JPY
192709.02000000
USD
2025-07-29
-173.33000000
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAH2
360000.00000000
PA
USD
293517.13000000
0.062964564489
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2022-SFR1, Class A
33768NAA0
112739.56000000
PA
USD
111996.14000000
0.024025133318
Long
ABS-O
CORP
US
Y
2
2039-05-19
Fixed
4.14500000
N
N
N
N
N
N
Marks & Spencer Group plc
213800EJP14A79ZG1X44
Marks & Spencer Group plc
N/A
23899.00000000
NS
116317.00000000
0.024952033456
Long
EC
CORP
GB
N
2
N
N
N
MGIC Investment Corp.
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
5862.00000000
NS
USD
163198.08000000
0.035008846103
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1517.17000000
0.000325459533
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
50797.97000000
USD
44325.27000000
EUR
2025-07-29
1517.17000000
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
15280.00000000
NS
USD
2334020.00000000
0.500688163619
Long
EC
CORP
US
N
1
N
N
N
Moelis & Co.
549300891QNU7VTQUR83
Moelis & Co., Class A
60786M105
1252.00000000
NS
USD
78024.64000000
0.016737651656
Long
EC
CORP
US
N
1
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBJ9
16000.00000000
PA
USD
16380.72000000
0.003513951301
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3505.33000000
0.000751954670
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
83510.99000000
USD
73726.68000000
EUR
2025-07-29
3505.33000000
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAD1
200000.00000000
PA
USD
206093.20000000
0.044210600527
Long
DBT
CORP
IE
Y
2
2030-03-20
Variable
5.60100000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
1450.00000000
NS
USD
114782.00000000
0.024622749075
Long
EC
CORP
US
N
1
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
3405.00000000
NS
USD
1913405.70000000
0.410459030424
Long
EC
CORP
US
N
1
N
N
N
Flutter Entertainment plc
635400EG4YIJLJMZJ782
Flutter Entertainment plc
N/A
629.00000000
NS
USD
179743.04000000
0.038558029760
Long
EC
CORP
IE
N
1
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
85821.00000000
NS
396559.15000000
0.085068882263
Long
EC
CORP
GB
N
2
N
N
N
Cranswick plc
549300LDZLPU51XOSK43
Cranswick plc
N/A
1892.00000000
NS
138972.93000000
0.029812127194
Long
EC
CORP
GB
N
2
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent, Class A
02665T306
4528.00000000
NS
USD
163324.96000000
0.035036064084
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEPQ4
992167.65000000
PA
USD
864843.03000000
0.185523975162
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
1.96000000
N
N
N
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261FAY0
30000.00000000
PA
USD
30496.96000000
0.006542131986
Long
DBT
CORP
US
N
2
2031-07-08
Variable
5.17899960
N
N
N
N
N
N
Hertz Vehicle Financing III LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing LLC, Series 2022-1A, Class A
42806MAJ8
19666.65000000
PA
USD
19666.65000000
0.004218840829
Long
ABS-O
CORP
US
Y
2
2026-06-25
Fixed
1.99000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2961.24000000
0.000635237837
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
102868.82000000
USD
89667.08000000
EUR
2025-07-29
2961.24000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKD67
550000.00000000
PA
USD
550687.86000000
0.118132189677
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
BMW Vehicle Owner Trust, Series 2023-A, Class A3
05592XAD2
39878.12000000
PA
USD
40115.10000000
0.008605391450
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
5.47000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-88.19000000
-0.00001891829
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
92756.65000000
SEK
9734.81000000
USD
2025-07-29
-88.19000000
N
N
N
Indra Sistemas SA
95980020140005308793
Indra Sistemas SA
N/A
3237.00000000
NS
140441.62000000
0.030127186919
Long
EC
CORP
ES
N
2
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132E0SG8
675494.62000000
PA
USD
590650.40000000
0.126704854335
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
3.00000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust
5493000KI9FC40RVHF71
Toyota Auto Loan Extended Note Trust, Series 2023-1A, Class A
89231WAA1
114000.00000000
PA
USD
116286.30000000
0.024945447768
Long
ABS-O
CORP
US
Y
2
2036-06-25
Fixed
4.93000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
120000.00000000
PA
USD
118124.36000000
0.025339743827
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
N/A
50000.00000000
NS
1828467.71000000
0.392238344126
Long
EC
CORP
TW
N
2
N
N
N
CNO Global Funding
6354008GTNR4833ULD48
CNO Global Funding
18977W2C3
410000.00000000
PA
USD
382961.12000000
0.082151866698
Long
DBT
CORP
US
Y
2
2029-01-06
Fixed
2.65000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
77000.00000000
PA
USD
60542.52000000
0.012987430767
Long
DBT
CORP
US
Y
2
2039-12-30
Fixed
4.31700000
N
N
N
N
N
N
Bright Horizons Family Solutions, Inc.
N/A
Bright Horizons Family Solutions, Inc.
109194100
2485.00000000
NS
USD
307121.15000000
0.065882865014
Long
EC
CORP
US
N
1
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
450000.00000000
PA
USD
438424.42000000
0.094049715827
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Kia Corp.
988400V8MJK9N7OI5X76
Kia Corp.
N/A
6968.00000000
NS
498591.08000000
0.106956518042
Long
EC
CORP
KR
N
2
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBR0
162000.00000000
PA
USD
156489.44000000
0.033569725340
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKG6
230000.00000000
PA
USD
215769.04000000
0.046286237651
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
EastGroup Properties, Inc.
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
1043.00000000
NS
USD
174306.16000000
0.037391723788
Long
EC
CORP
US
N
1
N
N
N
Middleby Corp. (The)
JDFO86U9VQRBKW5KYA35
Middleby Corp. (The)
596278101
865.00000000
NS
USD
124560.00000000
0.026720301308
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-887.95000000
-0.00019048082
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
60992.13000000
GBP
82843.85000000
USD
2025-07-29
-887.95000000
N
N
N
Asmodee Group AB
636700G5993BBAFDYD02
Asmodee Group AB, Class B
N/A
8145.00000000
NS
108177.62000000
0.023205993908
Long
EC
CORP
SE
N
2
N
N
N
Baldwin Insurance Group, Inc. (The)
N/A
Baldwin Insurance Group, Inc. (The), Class A
05589G102
2956.00000000
NS
USD
126546.36000000
0.027146410314
Long
EC
CORP
US
N
1
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
7206.00000000
NS
USD
2289057.96000000
0.491043018659
Long
EC
CORP
US
N
1
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804GU2
150000.00000000
PA
USD
147737.45000000
0.031692270219
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
5.65000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDA6
320000.00000000
PA
USD
297260.38000000
0.063767557167
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4995, Class QE
3137FUXT6
571956.86000000
PA
USD
437886.28000000
0.093934275373
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
1.25000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2025-1, Class C
80288DAE6
68000.00000000
PA
USD
68766.21000000
0.014751556286
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
5.04000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
414.08000000
0.000088827411
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
12574.81000000
USD
11005.15000000
EUR
2025-07-29
414.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7737.09000000
0.001659741297
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
208202.31000000
USD
170700.93000000
CHF
2025-07-29
7737.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
950.87000000
0.000203978266
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
23540.93000000
USD
20751.27000000
EUR
2025-07-29
950.87000000
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
8285.00000000
NS
USD
194863.20000000
0.041801568866
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
1550000.00000000
PA
USD
744484.38000000
0.159704937003
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Banca Monte dei Paschi di Siena SpA
J4CP7MHCXR8DAQMKIL78
Banca Monte dei Paschi di Siena SpA
N/A
8833.00000000
NS
74917.60000000
0.016071137165
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
132.00000000
NC
USD
1065823.70000000
0.228637848473
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2025-09-19
41254950.00000000
USD
1065823.70000000
N
N
N
Federal Realty Investment Trust
549300FHEI1SLVZ0RB48
Federal Realty Investment Trust
313745101
613.00000000
NS
USD
58228.87000000
0.012491112325
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387AP3
23000.00000000
PA
USD
22722.49000000
0.004874372023
Long
DBT
CORP
US
N
2
2034-09-10
Fixed
4.70000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBU5
18000.00000000
PA
USD
16775.79000000
0.003598700734
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAP2
210000.00000000
PA
USD
185752.26000000
0.039847112684
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1742.00000000
0.000373689506
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
125007.18000000
USD
160809.73000000
SGD
2025-07-29
1742.00000000
N
N
N
Hillman Solutions Corp.
N/A
Hillman Solutions Corp.
431636109
17682.00000000
NS
USD
126249.48000000
0.027082724355
Long
EC
CORP
US
N
1
N
N
N
RBC Bearings, Inc.
N/A
RBC Bearings, Inc.
75524B104
511.00000000
NS
USD
196632.80000000
0.042181179055
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJV4
8071200.00000000
PA
USD
8070884.74000000
1.731346114967
Long
DBT
UST
US
N
2
2026-01-31
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23561.08000000
-0.00505426426
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
4757236.76000000
BRL
847557.18000000
USD
2025-07-22
-23561.08000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXVK5
316818.79000000
PA
USD
251491.90000000
0.053949416704
Long
ABS-MBS
USGSE
US
N
2
2062-03-01
Fixed
2.50000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626P148
10017.00000000
NS
497926.00000000
0.106813846735
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
XAU Utilities Index
N/A
58.00000000
NC
USD
61942.84000000
0.013287823929
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
XAU Utilities Index
IXU Index
2025-09-19
4814000.00000000
USD
61942.84000000
N
N
N
Orion OYJ
74370029VAHCXDR7B745
Orion OYJ, Class B
N/A
1449.00000000
NS
109013.35000000
0.023385272628
Long
EC
CORP
FI
N
2
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2023-A, Class A3
344928AD8
55992.51000000
PA
USD
56054.14000000
0.012024594656
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKP5
1700000.00000000
PA
USD
1753125.00000000
0.376076013421
Long
DBT
UST
US
N
2
2029-04-30
Fixed
4.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LH3F5
1100000.00000000
PA
USD
1100476.98000000
0.236071583886
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
4.67000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
4000000.00000000
PA
USD
3958281.24000000
0.849120643844
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
N/A
456.00000000
NS
USD
134374.08000000
0.028825593333
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15328.80000000
0.003288296039
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
845007.01000000
USD
1410458.35000000
NZD
2025-07-22
15328.80000000
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
N/A
480.00000000
NS
141731.80000000
0.030403953123
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8800.90000000
-0.00188794717
N/A
DFE
N/A
N
2
Citigroup Global Markets
XKZZ2JZF41MRHTR1V493
4784004.56000000
BRL
867218.93000000
USD
2025-07-22
-8800.90000000
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG (Registered)
N/A
15877.00000000
NS
539052.25000000
0.115636147568
Long
EC
CORP
CH
N
2
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680CD3
69000.00000000
PA
USD
68315.44000000
0.014654858227
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-38896.28000000
-0.00834393321
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1427529.23000000
CHF
2680942.01000000
AUD
2025-07-22
-38896.28000000
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
9326.00000000
NS
USD
190716.70000000
0.040912072002
Long
EC
CORP
US
N
1
N
N
N
Morningstar, Inc.
529900YGNQPOVAXQ7F29
Morningstar, Inc.
617700109
435.00000000
NS
USD
136559.55000000
0.029294414921
Long
EC
CORP
US
N
1
N
N
N
Bridgecrest Lending Auto Securitization Trust
N/A
Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class C
10807HAE6
119000.00000000
PA
USD
120161.50000000
0.025776746031
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
5.17000000
N
N
N
N
N
N
Knight-Swift Transportation Holdings, Inc.
N/A
Knight-Swift Transportation Holdings, Inc.
499049104
2053.00000000
NS
USD
90804.19000000
0.019479088928
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
710.20000000
0.000152350337
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
26050.08000000
USD
33951.41000000
SGD
2025-07-29
710.20000000
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280EN5
310000.00000000
PA
USD
316687.20000000
0.067934950261
Long
DBT
CORP
GB
N
2
2030-11-19
Variable
5.28600000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust, Series 2022-1D, Class A
43283BAA1
42214.59000000
PA
USD
41699.12000000
0.008945191479
Long
ABS-O
CORP
US
Y
2
2034-06-20
Fixed
3.61000000
N
N
N
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
346.00000000
NS
USD
53066.02000000
0.011383590588
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
2500000.00000000
PA
USD
1585253.90000000
0.340064722693
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
4624.00000000
NS
681903.06000000
0.146280147932
Long
EC
CORP
FR
N
2
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
750000.00000000
PA
USD
735075.00000000
0.157686460215
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KPZA9
480869.72000000
PA
USD
474979.03000000
0.101891319820
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AX2
230000.00000000
PA
USD
215585.55000000
0.046246875833
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
1156.00000000
NS
USD
103947.52000000
0.022298563380
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFKF0
562904.56000000
PA
USD
482341.14000000
0.103470621342
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
2.44000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-428.25000000
-0.00009186712
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
24156.68000000
GBP
32734.75000000
USD
2025-07-29
-428.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1956.29000000
0.000419658463
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
60489.82000000
USD
52908.98000000
EUR
2025-07-29
1956.29000000
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
1828.00000000
NS
956738.60000000
0.205237184213
Long
EC
CORP
FR
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DG2
330000.00000000
PA
USD
332047.48000000
0.071229999312
Long
DBT
CORP
US
N
2
2030-07-28
Variable
4.77200000
N
N
N
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LBB5
230000.00000000
PA
USD
214043.43000000
0.045916064087
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
913017CY3
120000.00000000
PA
USD
119515.89000000
0.025638251380
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
16306.00000000
NS
204089.99000000
0.043780876901
Long
EC
CORP
GB
N
2
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAP9
230000.00000000
PA
USD
205313.16000000
0.044043268287
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.75000000
N
N
N
N
N
N
Concentra Group Holdings Parent, Inc.
N/A
Concentra Group Holdings Parent, Inc.
20603L102
5333.00000000
NS
USD
109699.81000000
0.023532530320
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2
3137H9C98
879250.00000000
PA
USD
841674.64000000
0.180553949780
Long
ABS-MBS
USGSE
US
N
2
2032-09-25
Variable
3.71000160
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
683.00000000
NS
USD
182265.38000000
0.039099115861
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15630.05000000
-0.00335291944
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
3493954860.23000000
COP
837122.04000000
USD
2025-07-22
-15630.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
435.59000000
0.000093441683
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
40864.25000000
USD
5927727.00000000
JPY
2025-07-29
435.59000000
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV (Registered)
N/A
177.00000000
NS
USD
141846.03000000
0.030428457458
Long
EC
CORP
NL
N
1
N
N
N
QuidelOrtho Corp.
549300YU8CMO9HF53113
QuidelOrtho Corp.
219798105
2032.00000000
NS
USD
58562.24000000
0.012562626028
Long
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corp.
549300VH75FTB4DIEE07
Paylocity Holding Corp.
70438V106
764.00000000
NS
USD
138429.16000000
0.029695479006
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-236.21000000
-0.00005067118
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
7933.88000000
GBP
10655.65000000
USD
2025-07-29
-236.21000000
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG (Registered)
N/A
3095.00000000
NS
93243.97000000
0.020002464463
Long
EC
CORP
DE
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAH0
200000.00000000
PA
USD
194255.39000000
0.041671182977
Long
DBT
CORP
DE
N
2
2028-01-07
Variable
2.55200000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
573.00000000
NS
USD
210084.72000000
0.045066851467
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBP4
300000.00000000
PA
USD
284354.52000000
0.060999024188
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
2961.00000000
NS
619443.42000000
0.132881461352
Long
EC
CORP
NL
N
2
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2023-A, Class A3
98164JAD6
61108.44000000
PA
USD
61175.05000000
0.013123119529
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.83000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2607.33000000
-0.00055931794
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
99109.96000000
GBP
133453.75000000
USD
2025-07-29
-2607.33000000
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-1, Class B
80287GAD2
24155.49000000
PA
USD
24167.00000000
0.005184244715
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.98000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
492.32000000
0.000105611261
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
604200803.00000000
JPY
4206369.15000000
USD
2025-07-22
492.32000000
N
N
N
Casella Waste Systems, Inc.
8EU0XUFVJ48U37IIDH51
Casella Waste Systems, Inc., Class A
147448104
1767.00000000
NS
USD
203876.46000000
0.043735070977
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-283711.22000000
-0.06086102507
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
9604809.00000000
CHF
11854438.91000000
USD
2025-07-22
-283711.22000000
N
N
N
MVW LLC
N/A
MVW LLC, Series 2021-2A, Class A
55400KAA3
54350.50000000
PA
USD
51618.75000000
0.011073125828
Long
ABS-O
CORP
US
Y
2
2039-05-20
Fixed
1.43000000
N
N
N
N
N
N
IAC, Inc.
549300TO56L57RP6P031
IAC, Inc.
44891N208
2093.00000000
NS
USD
78152.62000000
0.016765105607
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
996.63000000
0.000213794588
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
12727417.00000000
JPY
89671.47000000
USD
2025-07-29
996.63000000
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A
682685AA0
344000.00000000
PA
USD
347180.52000000
0.074476301404
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
Gray Oak Pipeline LLC
38937LAC5
510000.00000000
PA
USD
506637.09000000
0.108682528090
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
13097.13000000
0.002809563743
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2539282.78000000
USD
4184442.30000000
NZD
2025-07-22
13097.13000000
N
N
N
Infosys Ltd.
335800TYLGG93MM7PR89
Infosys Ltd.
456788108
27924.00000000
NS
USD
517431.72000000
0.110998165262
Long
EC
CORP
IN
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18122.30000000
0.003887550709
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
250235948.00000000
JPY
1282089.64000000
GBP
2025-07-22
18122.30000000
N
N
N
Power Integrations, Inc.
54930085LGXSCIHD5W31
Power Integrations, Inc.
739276103
3136.00000000
NS
USD
175302.40000000
0.037605434715
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-478.89000000
-0.00010273029
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
326867.79000000
SEK
34136.64000000
USD
2025-07-29
-478.89000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2U7
300000.00000000
PA
USD
267039.92000000
0.057284739272
Long
DBT
CORP
FR
Y
2
2033-01-20
Variable
3.13200000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271BB4
216000.00000000
PA
USD
189081.88000000
0.040561374483
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.15000000
N
N
N
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
1307.00000000
NS
USD
136921.32000000
0.029372020921
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5922.25000000
0.001270426336
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
881069.12000000
USD
1126008.10000000
SGD
2025-07-22
5922.25000000
N
N
N
Telstra Group Ltd.
894500WRW54CVN62K416
Telstra Group Ltd.
N/A
173377.00000000
NS
552833.80000000
0.118592531387
Long
EC
CORP
AU
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
912833XZ8
160000.00000000
PA
USD
127963.05000000
0.027450315128
Long
DBT
UST
US
N
2
2031-02-15
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11452.71000000
0.002456806856
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
341668.81000000
USD
299190.75000000
EUR
2025-07-29
11452.71000000
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
3998.00000000
NS
USD
1748765.18000000
0.375140755681
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Euro-BTP
N/A
77.00000000
NC
34909.76000000
0.007488754863
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
N/A
Euro-BTP
2025-09-08
9317000.00000000
EUR
34909.76000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFU0
1000000.00000000
PA
USD
1009140.62000000
0.216478335173
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.12500000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
4955.00000000
NS
USD
311223.55000000
0.066762901656
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJA8
150000.00000000
PA
USD
119122.04000000
0.025553763658
Long
DBT
CORP
US
N
2
2051-03-20
Variable
4.08300000
N
N
N
N
N
N
Rheinmetall AG
5299001OU9CSE29O6S05
Rheinmetall AG
N/A
79.00000000
NS
167298.20000000
0.035888393644
Long
EC
CORP
DE
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class AM
3137H7YZ0
880000.00000000
PA
USD
781512.16000000
0.167648044248
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
2.58000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140ABE43
495928.48000000
PA
USD
486398.72000000
0.104341043308
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
5.00000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2024-2A, Class A
12326TAA6
109770.95000000
PA
USD
110024.78000000
0.023602242076
Long
ABS-O
CORP
US
Y
3
2039-09-15
Fixed
5.36400000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
817.00000000
NS
USD
152305.14000000
0.032672119714
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXZA3
440775.50000000
PA
USD
406995.38000000
0.087307636358
Long
ABS-MBS
USGSE
US
N
2
2063-06-01
Fixed
4.00000000
N
N
N
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
3366.00000000
NS
USD
86472.54000000
0.018549874146
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
330000.00000000
PA
USD
329689.68000000
0.070724209922
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Stream Innovations Issuer Trust
N/A
Stream Innovations Issuer Trust, Series 2025-1A, Class A
86324XAA3
122000.00000000
PA
USD
122876.88000000
0.026359242593
Long
ABS-O
CORP
US
Y
2
2045-09-15
Fixed
5.05000000
N
N
N
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696AZ1
21000.00000000
PA
USD
22441.19000000
0.004814028247
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.50000000
N
N
N
N
N
N
Bank Central Asia Tbk. PT
254900BR956G2OHVOM21
Bank Central Asia Tbk. PT
N/A
978100.00000000
NS
522841.08000000
0.112158567711
Long
EC
CORP
ID
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXWR9
572582.83000000
PA
USD
506466.09000000
0.108645845595
Long
ABS-MBS
USGSE
US
N
2
2062-06-01
Fixed
3.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
140000.00000000
PA
USD
126706.27000000
0.027180713809
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
44794.00000000
NS
370933.66000000
0.079571765901
Long
EC
CORP
ES
N
2
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
2365.00000000
NS
USD
632732.10000000
0.135732115925
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBA4
278000.00000000
PA
USD
270269.37000000
0.057977512852
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
Verra Mobility Corp.
549300XX5EKGLR0M4152
Verra Mobility Corp.
92511U102
5846.00000000
NS
USD
148429.94000000
0.031840821451
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-545.69000000
-0.00011706006
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
18477.70000000
GBP
24821.04000000
USD
2025-07-29
-545.69000000
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
50000.00000000
PA
USD
46093.00000000
0.009887755685
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804FR0
50000.00000000
PA
USD
42476.28000000
0.009111905909
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.45000000
N
N
N
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc., Class A
169656105
21896.00000000
NS
USD
1229460.40000000
0.263740786248
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
18146.00000000
NS
1257409.83000000
0.269736428436
Long
EC
CORP
DK
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
N/A
6958.00000000
NS
1434747.48000000
0.307778459918
Long
EC
CORP
FR
N
2
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
2318.00000000
NS
USD
165111.14000000
0.035419230974
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
41288.69000000
0.008857147057
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
1325372.62000000
USD
2075361.28000000
AUD
2025-07-29
41288.69000000
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3
36242DCH4
933.23250000
PA
USD
955.83000000
0.000205042273
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien PIK Term Loan
61647DAT9
90192.15850000
PA
USD
65488.53000000
0.014048436527
Long
LON
CORP
US
N
3
2026-06-30
Variable
2.00000000
N
N
Y
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BT0
330000.00000000
PA
USD
264022.53000000
0.056637456277
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
230000.00000000
PA
USD
218295.54000000
0.046828216145
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBM3
230000.00000000
PA
USD
219847.51000000
0.047161140889
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11013.27000000
0.002362539280
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
872860.23000000
USD
1449046.69000000
NZD
2025-07-22
11013.27000000
N
N
N
Konecranes OYJ
549300EF0CDEQZBMA096
Konecranes OYJ
N/A
2393.00000000
NS
190151.91000000
0.040790914656
Long
EC
CORP
FI
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-25159.56000000
-0.00539716621
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3287896.80000000
PLN
886568.95000000
USD
2025-07-22
-25159.56000000
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBL4
222000.00000000
PA
USD
219816.65000000
0.047154520878
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24423.60000000
0.005239289908
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
892210.83000000
USD
725324.58000000
CHF
2025-07-22
24423.60000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207FLP4
0.10000000
PA
USD
0.10000000
0.000000021451
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
6.50000000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
16000.00000000
PA
USD
17176.59000000
0.003684679353
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDL2
2000000.00000000
PA
USD
1858828.12000000
0.398751183746
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2169.34000000
0.000465361419
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
872453.30000000
USD
6245544.19000000
CNY
2025-07-22
2169.34000000
N
N
N
Qualys, Inc.
549300EMBXYOW9W1XA17
Qualys, Inc.
74758T303
648.00000000
NS
USD
92579.76000000
0.019859979787
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1464.49000000
-0.00031415875
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1744070.54000000
USD
2370345.34000000
CAD
2025-07-22
-1464.49000000
N
N
N
N/A
N/A
TOPIX Index
N/A
61.00000000
NC
220344.97000000
0.047267854770
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Long
TOPIX Index
JP9010100007
2025-09-11
1733620000.00000000
JPY
220344.97000000
N
N
N
Aon North America, Inc.
N/A
Aon North America, Inc.
03740MAF7
175000.00000000
PA
USD
172452.16000000
0.036994008321
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.75000000
N
N
N
N
N
N
Performance Food Group Co.
549300EUK8GR9IT1YK57
Performance Food Group Co.
71377A103
2819.00000000
NS
USD
246577.93000000
0.052895284085
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
91.27000000
0.000019579013
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
16589.51000000
USD
2394177.00000000
JPY
2025-07-29
91.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38609.67000000
0.008282450351
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
2586758.40000000
USD
3569645.11000000
CAD
2025-07-29
38609.67000000
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
522.00000000
NS
USD
152246.52000000
0.032659544698
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2022-M1G, Class A2
3136BLRM4
500000.00000000
PA
USD
429259.95000000
0.092083776523
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Variable
1.58266080
N
N
N
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
N/A
2471.00000000
NS
173217.34000000
0.037158152831
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
256.00000000
NC
USD
567585.27000000
0.121756980031
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 10 Year Note
2025-09-19
28704000.00000000
USD
567585.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
380.59000000
0.000081643219
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
888550.50000000
USD
647540.00000000
GBP
2025-07-22
380.59000000
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
1217.00000000
NS
USD
618832.33000000
0.132750371846
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings, Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
752.00000000
NS
USD
167951.68000000
0.036028576548
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11181.69000000
0.002398668320
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2377296.67000000
USD
3627655.04000000
AUD
2025-07-22
11181.69000000
N
N
N
Perimeter Solutions, Inc.
N/A
Perimeter Solutions, Inc.
71385M107
8229.00000000
NS
USD
114547.68000000
0.024572483331
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15539.50000000
-0.00333349487
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
953959.41000000
USD
134690531.00000000
JPY
2025-07-29
-15539.50000000
N
N
N
JPMorgan Income Fund
549300J9G10ZQTTAFU03
JPMorgan Income Fund, Class R6
46637K216
2909871.68500000
NS
USD
24995797.77000000
5.362036350874
Long
RF
US
N
1
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
25442.00000000
NS
489453.97000000
0.104996447937
Long
EC
CORP
ES
N
2
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA (Registered)
N/A
1481.00000000
NS
280253.89000000
0.060119367242
Long
EC
CORP
CH
N
2
N
N
N
Lincoln Electric Holdings, Inc.
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
624.00000000
NS
USD
129367.68000000
0.027751632861
Long
EC
CORP
US
N
1
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class B
02376LAA3
232500.00000000
PA
USD
219170.05000000
0.047015813855
Long
ABS-O
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2550.49000000
0.000547124769
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
87088.20000000
USD
75948.55000000
EUR
2025-07-29
2550.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-762.78000000
-0.00016362966
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
77454.96000000
USD
11007557.00000000
JPY
2025-07-29
-762.78000000
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
1737.00000000
NS
USD
293448.78000000
0.062949902217
Long
EC
CORP
US
N
1
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
25071.00000000
NS
USD
2302269.93000000
0.493877217593
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
207.14000000
0.000044435157
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
16705.93000000
USD
21458.02000000
SGD
2025-07-29
207.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10403.19000000
-0.00223166643
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
253195161.00000000
JPY
1752103.01000000
USD
2025-07-22
-10403.19000000
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAU6
27000.00000000
PA
USD
27494.07000000
0.005897959494
Long
DBT
CORP
US
Y
2
2034-12-30
Fixed
5.70000000
N
N
N
N
N
N
Loar Holdings, Inc.
N/A
Loar Holdings, Inc.
53947R105
801.00000000
NS
USD
69022.17000000
0.014806464188
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
2625.00000000
NS
USD
145005.00000000
0.031106111843
Long
EC
CORP
US
N
1
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HP5
150000.00000000
PA
USD
148028.49000000
0.031754703396
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
20382.00000000
NS
1153462.49000000
0.247437903669
Long
EC
CORP
GB
N
2
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A
05377RHY3
100000.00000000
PA
USD
102604.01000000
0.022010356957
Long
ABS-O
CORP
US
Y
2
2030-06-20
Fixed
5.36000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2024-1, Class B
26208WAD6
55000.00000000
PA
USD
55212.94000000
0.011844142525
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
5.31000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-4, Class B
802927AE3
159000.00000000
PA
USD
161074.01000000
0.034553195891
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.77000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17780.01000000
0.003814123510
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
803080.46000000
USD
597954.10000000
GBP
2025-07-22
17780.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38692.16000000
0.008300145901
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
778181.06000000
USD
692115.59000000
EUR
2025-07-29
38692.16000000
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-4A, Class D
26253WAG3
101373.97000000
PA
USD
99862.95000000
0.021422351586
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
1.99000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
9128334S6
165000.00000000
PA
USD
128982.74000000
0.027669056490
Long
DBT
UST
US
N
2
2031-08-15
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
947.46000000
0.000203246762
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
16244.99000000
USD
14566.72000000
EUR
2025-07-29
947.46000000
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAN9
100000.00000000
PA
USD
102417.96000000
0.021970445974
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.65000000
N
N
N
N
N
N
Simpson Manufacturing Co., Inc.
529900EJUNNL15LZ8056
Simpson Manufacturing Co., Inc.
829073105
1245.00000000
NS
USD
193360.95000000
0.041479309933
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11734.66000000
0.002517290068
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
837010.38000000
USD
15050395.78000000
ZAR
2025-07-22
11734.66000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
9128337P9
160000.00000000
PA
USD
126507.04000000
0.027137975485
Long
DBT
UST
US
N
2
2031-05-15
None
0.00000000
N
N
N
N
N
N
UniFirst Corp.
5493003XBTNWBC8UK019
UniFirst Corp.
904708104
248.00000000
NS
USD
46678.56000000
0.010013368560
Long
EC
CORP
US
N
1
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618M106
7801.00000000
NS
USD
176692.65000000
0.037903667686
Long
EC
CORP
US
N
1
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DZ5
250000.00000000
PA
USD
198062.50000000
0.042487874742
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2020-SFR2, Class A
33767JAA0
174992.92000000
PA
USD
172776.42000000
0.037063567770
Long
ABS-O
CORP
US
Y
2
2037-10-19
Fixed
1.26600000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-45.43000000
-0.00000974553
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
49960.37000000
USD
7164245.00000000
JPY
2025-07-29
-45.43000000
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
13222.00000000
NS
714499.59000000
0.153272674451
Long
EC
CORP
GB
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
N/A
5434.00000000
NS
728311.05000000
0.156235474489
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
-85.00000000
NC
USD
-245291.07000000
-0.05261923007
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury Ultra Bond
2025-09-19
-10115000.00000000
USD
-245291.07000000
N
N
N
TD SYNNEX Corp.
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162W100
1769.00000000
NS
USD
240053.30000000
0.051495636690
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-504.60000000
-0.00010824553
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
455354.24000000
SEK
47717.74000000
USD
2025-07-29
-504.60000000
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2022-P3, Class A3
14686MAC7
19622.21000000
PA
USD
19617.44000000
0.004208284422
Long
ABS-O
CORP
US
N
2
2027-11-10
Fixed
4.61000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
260.93000000
0.000055974054
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
4524514.00000000
JPY
31784.26000000
USD
2025-07-29
260.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
790.10000000
0.000169490286
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
16631217.56000000
SEK
1761143.48000000
USD
2025-07-22
790.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-102.22000000
-0.00002192798
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
32074.84000000
SEK
3294.53000000
USD
2025-07-29
-102.22000000
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261A100
1948.00000000
NS
USD
238883.24000000
0.051244638330
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-112.92000000
-0.00002422331
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
94665.06000000
SEK
9912.18000000
USD
2025-07-29
-112.92000000
N
N
N
AAON, Inc.
N/A
AAON, Inc.
000360206
1728.00000000
NS
USD
127440.00000000
0.027338111743
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QMCQ5
276999.51000000
PA
USD
241538.41000000
0.051814218792
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
Columbia Sportswear Co.
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
353.00000000
NS
USD
21561.24000000
0.004625263562
Long
EC
CORP
US
N
1
N
N
N
Fresenius Medical Care AG
549300CP8NY40UP89Q40
Fresenius Medical Care AG
N/A
669.00000000
NS
38437.51000000
0.008245519016
Long
EC
CORP
DE
N
2
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KMR31
390624.30000000
PA
USD
327971.31000000
0.070355589465
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-57.58000000
-0.00001235191
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
12078.48000000
USD
1725349.00000000
JPY
2025-07-29
-57.58000000
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
102.00000000
NS
USD
378647.46000000
0.081226511086
Long
EC
CORP
US
N
1
N
N
N
Westgate Resorts LLC
N/A
Westgate Resorts LLC, Series 2022-1A, Class A
96034JAA4
44642.82000000
PA
USD
44301.92000000
0.009503537660
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
1.78800000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RCF7
200000.00000000
PA
USD
207897.91000000
0.044597742426
Long
DBT
CORP
FR
Y
2
2033-04-13
Variable
6.10000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
585.03000000
0.000125499180
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
19385.06000000
USD
25336.53000000
SGD
2025-07-29
585.03000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFVK7
398949.00000000
PA
USD
358795.74000000
0.076967969501
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.58000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class AA
90932EAA1
311811.42000000
PA
USD
294387.09000000
0.063151186144
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150BE3
100000.00000000
PA
USD
102459.70000000
0.021979399935
Long
DBT
CORP
US
N
2
2031-01-15
Variable
5.27200000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-2A, Class B
30168CAD0
18901.69000000
PA
USD
18914.02000000
0.004057388514
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.61000000
N
N
N
N
N
N
N/A
N/A
SPI 200 Index
N/A
-18.00000000
NC
-4516.23000000
-0.00096881042
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SPI 200 Index
US78517D1037
2025-09-18
-3841200.00000000
AUD
-4516.23000000
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
3007.00000000
NS
USD
297753.14000000
0.063873262816
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
XAK Technology Index
N/A
21.00000000
NC
USD
220877.58000000
0.047382108942
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
XAK Technology Index
IXT Index
2025-09-19
5407920.00000000
USD
220877.58000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
200000.00000000
PA
USD
151737.80000000
0.032550415349
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21700000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAY6
230000.00000000
PA
USD
218198.59000000
0.046807418673
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1347.34000000
0.000289028024
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
40288.17000000
USD
35276.69000000
EUR
2025-07-29
1347.34000000
N
N
N
Novatek PJSC
2138008R6GCRVBDFA581
Novatek PJSC
N/A
979.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust, Series 2025-A, Class A3
65479XAD4
198000.00000000
PA
USD
200227.38000000
0.042952279414
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140NXF73
497223.38000000
PA
USD
496941.75000000
0.106602707874
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
4.37000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1568.76000000
-0.00033652649
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
44587594.95000000
SEK
4717864.62000000
USD
2025-07-22
-1568.76000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJJ1
500000.00000000
PA
USD
513593.75000000
0.110174853486
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 2nd Lien PIK Term Loan
61647DAU6
57298.32400000
PA
USD
12972.34000000
0.002782794103
Long
LON
CORP
US
N
3
2026-06-30
Variable
2.00000000
N
N
Y
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
N/A
37300.00000000
NS
2403448.40000000
0.515581771257
Long
EC
CORP
KY
N
2
N
N
N
Intact Financial Corp.
5493009LXGE7Y4U9OY43
Intact Financial Corp.
45823T106
2935.00000000
NS
682480.45000000
0.146404008199
Long
EC
CORP
CA
N
1
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AH2
280000.00000000
PA
USD
265215.39000000
0.056893345636
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
4.00000000
N
N
N
N
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
9200.00000000
NS
1092611.41000000
0.234384281378
Long
EC
CORP
JP
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
9128337Q7
165000.00000000
PA
USD
127448.05000000
0.027339838609
Long
DBT
UST
US
N
2
2031-11-15
None
0.00000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
8686.00000000
NS
USD
2394295.90000000
0.513618399727
Long
EC
CORP
US
N
1
N
N
N
Clearwater Analytics Holdings, Inc.
N/A
Clearwater Analytics Holdings, Inc., Class A
185123106
5530.00000000
NS
USD
121272.90000000
0.026015160794
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
409.00000000
NS
USD
299707.02000000
0.064292404292
Long
EC
CORP
US
N
1
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2023-B, Class A3
44933XAD9
75360.37000000
PA
USD
75843.88000000
0.016269840446
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.48000000
N
N
N
N
N
N
Hertz Vehicle Financing III LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing LLC, Series 2025-3A, Class A
42806MDB2
240000.00000000
PA
USD
241050.00000000
0.051709446294
Long
ABS-O
CORP
US
Y
2
2029-12-26
Fixed
5.06000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2672.80000000
-0.00057336240
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
909732.13000000
USD
29440842.13000000
THB
2025-07-22
-2672.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4623.03000000
0.000991720894
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
3558812.83000000
HKD
459372.72000000
USD
2025-07-29
4623.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14445.00000000
-0.00309870546
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
653355.58000000
SGD
500525.60000000
USD
2025-07-29
-14445.00000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
4268.00000000
NS
244147.57000000
0.052373929304
Long
EC
CORP
FR
N
2
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8V7
40000.00000000
PA
USD
39009.65000000
0.008368253066
Long
DBT
CORP
US
N
2
2054-08-15
Fixed
5.40000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAN0
600000.00000000
PA
USD
353400.00000000
0.075810488780
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
433.04000000
0.000092894663
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
128839.47000000
USD
1220695.34000000
SEK
2025-07-29
433.04000000
N
N
N
London Stock Exchange Group plc
213800QAUUUP6I445N30
London Stock Exchange Group plc
N/A
3993.00000000
NS
583965.14000000
0.125270748992
Long
EC
CORP
GB
N
2
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473QBF9
200000.00000000
PA
USD
164420.71000000
0.035271121648
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.37500000
N
N
N
N
N
N
Virginia Power Fuel Securitization LLC
254900BELJ95ONW6U791
Virginia Power Fuel Securitization LLC, Series A-2
92808VAB8
165000.00000000
PA
USD
167609.48000000
0.035955168655
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.87700000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1249.89000000
0.000268123293
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
957045.60000000
HKD
123542.41000000
USD
2025-07-29
1249.89000000
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
6453.00000000
NS
USD
877672.53000000
0.188276127584
Long
EC
CORP
US
N
1
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co., Series AA
037735CZ8
210000.00000000
PA
USD
188623.12000000
0.040462962429
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.70000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179XBR6
3085318.24000000
PA
USD
2730586.12000000
0.585758541069
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDL5
250000.00000000
PA
USD
241125.73000000
0.051725691705
Long
DBT
CORP
NL
Y
2
2027-12-15
Variable
1.98000000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
1593.00000000
NS
USD
74600.19000000
0.016003047161
Long
EC
CORP
US
N
1
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAF4
241000.00000000
PA
USD
235317.93000000
0.050479816898
Long
DBT
CORP
GB
Y
2
2028-02-16
Variable
2.97200000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
9792.00000000
NS
USD
7227377.28000000
1.550398993200
Long
EC
CORP
US
N
1
N
N
N
Five Below, Inc.
529900AAXP5Z6BGI7418
Five Below, Inc.
33829M101
523.00000000
NS
USD
68607.14000000
0.014717432985
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGW8
28000.00000000
PA
USD
27059.76000000
0.005804792393
Long
DBT
CORP
US
N
2
2054-02-23
Fixed
5.50000000
N
N
N
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
6743.00000000
NS
USD
587787.31000000
0.126090671392
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
MSCI EAFE Index
N/A
59.00000000
NC
USD
158963.27000000
0.034100405197
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
MSCI EAFE Index
MSDUEAFE Index
2025-09-19
7908655.00000000
USD
158963.27000000
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2023-1, Class C
337955AJ7
350000.00000000
PA
USD
350901.22000000
0.075274456711
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
5.43000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PBA4
165000.00000000
PA
USD
168541.23000000
0.036155045347
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
1723.00000000
NS
USD
366585.48000000
0.078639005145
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
128.42000000
0.000027548338
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
9146407.00000000
JPY
63853.54000000
USD
2025-07-29
128.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5714.43000000
-0.00122584530
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
15642248.95000000
ZAR
876407.30000000
USD
2025-07-22
-5714.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6.31000000
-0.00000135360
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
33262.35000000
USD
4773208.00000000
JPY
2025-07-29
-6.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
91.09000000
0.000019540400
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
68615.38000000
HKD
8858.85000000
USD
2025-07-29
91.09000000
N
N
N
Graphic Packaging Holding Co.
N/A
Graphic Packaging Holding Co.
388689101
5353.00000000
NS
USD
112787.71000000
0.024194938946
Long
EC
CORP
US
N
1
N
N
N
Fluidra SA
95980020140005026620
Fluidra SA
N/A
4426.00000000
NS
110962.80000000
0.023803463792
Long
EC
CORP
ES
N
2
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
6577.00000000
NS
USD
481370.63000000
0.103262429951
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
510000.00000000
PA
USD
495709.19000000
0.106338302169
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACY9
210000.00000000
PA
USD
211423.17000000
0.045353972431
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DS1
14000.00000000
PA
USD
15211.40000000
0.003263111683
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.52800000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7661.19000000
0.001643459418
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
5784372.27000000
HKD
746795.73000000
USD
2025-07-29
7661.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11947.90000000
0.002563033782
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
348800.42000000
USD
305652.74000000
EUR
2025-07-29
11947.90000000
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2024-1, Class A3
14318WAD9
56000.00000000
PA
USD
56347.44000000
0.012087512642
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.92000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
883.99000000
0.000189631335
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
28352.12000000
USD
24771.00000000
EUR
2025-07-29
883.99000000
N
N
N
WEX, Inc.
T9M5IGROL1TL1G5OV478
WEX, Inc.
96208T104
843.00000000
NS
USD
123828.27000000
0.026563332409
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
114.96000000
0.000024660933
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
4258.70000000
USD
41299.67000000
SEK
2025-07-29
114.96000000
N
N
N
Yum China Holdings, Inc.
529900DO9BYZ7VA3K502
Yum China Holdings, Inc.
98850P109
29159.00000000
NS
USD
1303698.89000000
0.279666242425
Long
EC
CORP
US
N
1
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
378.00000000
NS
USD
210406.14000000
0.045135801685
Long
EC
CORP
US
N
1
N
N
N
SFS Auto Receivables Securitization Trust
N/A
SFS Auto Receivables Securitization Trust, Series 2024-1A, Class A3
78435VAC6
27000.00000000
PA
USD
27118.96000000
0.005817491830
Long
ABS-O
CORP
US
Y
2
2029-05-21
Fixed
4.95000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
1377.00000000
NS
1103440.82000000
0.236707379469
Long
EC
CORP
NL
N
2
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-4A, Class C
30166BAE2
56976.45000000
PA
USD
56985.34000000
0.012224353363
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.92000000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan
N/A
2645.93250000
PA
USD
2645.93000000
0.000567598320
Long
LON
CORP
US
N
3
2026-06-30
Variable
15.90816000
N
N
Y
N
N
N
Burberry Group plc
213800PE1KEFCNFR1R50
Burberry Group plc
N/A
6138.00000000
NS
99700.87000000
0.021387582587
Long
EC
CORP
GB
N
2
N
N
N
Aon plc
635400FALWQYX5E6QC64
Aon plc, Class A
N/A
883.00000000
NS
USD
315019.08000000
0.067577109309
Long
EC
CORP
IE
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
1695.00000000
NS
USD
308710.35000000
0.066223776245
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCH4
207000.00000000
PA
USD
199699.11000000
0.042838956248
Long
DBT
CORP
US
N
2
2055-02-16
Fixed
5.55000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBS0
300000.00000000
PA
USD
320160.04000000
0.068679935258
Long
DBT
CORP
FR
Y
2
2034-01-10
Variable
6.69100000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AM2
220000.00000000
PA
USD
216729.36000000
0.046492243108
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
SPS Commerce, Inc.
2549006XVF9GCCETDQ72
SPS Commerce, Inc.
78463M107
964.00000000
NS
USD
131190.76000000
0.028142715447
Long
EC
CORP
US
N
1
N
N
N
Chemed Corp.
54930020031IDJT2IM79
Chemed Corp.
16359R103
315.00000000
NS
USD
153382.95000000
0.032903328834
Long
EC
CORP
US
N
1
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class D
96043JAL9
66297.82000000
PA
USD
65937.34000000
0.014144714132
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
Alnylam Pharmaceuticals, Inc.
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043Q107
651.00000000
NS
USD
212284.59000000
0.045538762106
Long
EC
CORP
US
N
1
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
44370.00000000
NS
1566353.39000000
0.336010232310
Long
EC
CORP
SG
N
2
N
N
N
Al Rajhi Bank
558600BQZS4Y1DTU8589
Al Rajhi Bank
N/A
22745.00000000
NS
573693.83000000
0.123067373125
Long
EC
CORP
SA
N
2
N
N
N
Janus International Group, Inc.
N/A
Janus International Group, Inc.
47103N106
16098.00000000
NS
USD
131037.72000000
0.028109885687
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
452.31000000
0.000097028415
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
5028495.00000000
JPY
35486.99000000
USD
2025-07-29
452.31000000
N
N
N
ITOCHU Corp.
J48DJYXDTLHM30UMYI18
ITOCHU Corp.
N/A
13400.00000000
NS
701691.25000000
0.150525061220
Long
EC
CORP
JP
N
2
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271V100
24706.00000000
NS
USD
816780.36000000
0.175213690769
Long
EC
CORP
US
N
1
N
N
N
Kingspan Group plc
635400HM7V74SUB9OG75
Kingspan Group plc
N/A
4461.00000000
NS
380119.11000000
0.081542205783
Long
EC
CORP
IE
N
2
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
1055.00000000
NS
USD
96057.75000000
0.020606069549
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3132.71000000
0.000672021155
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
125217659.00000000
JPY
874780.10000000
USD
2025-07-22
3132.71000000
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
1529.00000000
NS
USD
104124.90000000
0.022336614496
Long
EC
CORP
US
N
1
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ADC8
200000.00000000
PA
USD
203650.97000000
0.043686699423
Long
DBT
CORP
US
Y
2
2029-06-24
Fixed
5.30000000
N
N
N
N
N
N
SpringCastle America Funding LLC
N/A
SpringCastle America Funding LLC, Series 2020-AA, Class A
85022WAP9
41171.61000000
PA
USD
38755.38000000
0.008313707698
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
13145.21000000
0.002819877745
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
948367.66000000
USD
1460359.47000000
AUD
2025-07-22
13145.21000000
N
N
N
Angi, Inc.
5493003ENY577E6SZL06
Angi, Inc.
00183L201
1067.00000000
NS
USD
16282.42000000
0.003492864229
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
28600.00000000
NS
1538295.92000000
0.329991413650
Long
EC
CORP
HK
N
2
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-3, Class A3
80285XAC9
14021.71000000
PA
USD
14038.91000000
0.003011592045
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.61000000
N
N
N
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607AE7
34000.00000000
PA
USD
34269.93000000
0.007351500123
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.15000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
134.25000000
0.000028798976
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
27511.04000000
USD
3967903.00000000
JPY
2025-07-29
134.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-29558.79000000
-0.00634087809
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
4877021.63000000
BRL
863493.80000000
USD
2025-07-22
-29558.79000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QMJL9
463889.93000000
PA
USD
405740.05000000
0.087038346090
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DD4
244000.00000000
PA
USD
213900.96000000
0.045885501777
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
290.00000000
NS
USD
135667.80000000
0.029103118929
Long
EC
CORP
US
N
1
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAS2
230000.00000000
PA
USD
206703.28000000
0.044341473370
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
767.00000000
NS
USD
64566.06000000
0.013850550558
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3142GTGY6
477759.65000000
PA
USD
479884.83000000
0.102943699831
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
5.50000000
N
N
N
N
N
N
Eagle Materials, Inc.
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969P108
1418.00000000
NS
USD
286591.98000000
0.061478998540
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
1940.00000000
NS
593212.16000000
0.127254396717
Long
EC
CORP
DE
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXTC6
635321.07000000
PA
USD
504324.21000000
0.108186374827
Long
ABS-MBS
USGSE
US
N
2
2061-07-01
Fixed
2.50000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
586.00000000
NS
USD
98846.48000000
0.021204300970
Long
EC
CORP
US
N
1
N
N
N
Blackstone, Inc.
5299004LW4QWGZUB8Y96
Blackstone, Inc.
09260D107
3012.00000000
NS
USD
450534.96000000
0.096647638738
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2024-2A, Class A
05377RJG0
100000.00000000
PA
USD
101489.53000000
0.021771281481
Long
ABS-O
CORP
US
Y
2
2028-10-20
Fixed
5.13000000
N
N
N
N
N
N
Diageo plc
213800ZVIELEA55JMJ32
Diageo plc
N/A
9269.00000000
NS
233728.10000000
0.050138770522
Long
EC
CORP
GB
N
2
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
576.00000000
NS
USD
771338.88000000
0.165465697532
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBH5
120000.00000000
PA
USD
108033.61000000
0.023175101241
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.75000000
N
N
N
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
2897.00000000
NS
USD
927387.64000000
0.198940889296
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133AMS98
280804.90000000
PA
USD
245412.65000000
0.052645311118
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
17864.00000000
NS
USD
808346.00000000
0.173404372845
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3
03065WAD7
9246.10000000
PA
USD
9243.50000000
0.001982892623
Long
ABS-O
CORP
US
N
2
2028-04-18
Fixed
4.38000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4410.56000000
-0.00094614235
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
509400.00000000
AUD
330982.65000000
USD
2025-07-22
-4410.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2376.43000000
-0.00050978585
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
943312.42000000
SEK
97521.03000000
USD
2025-07-29
-2376.43000000
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2023-1A, Class C
23346KAE0
306442.08000000
PA
USD
307280.54000000
0.065917056961
Long
ABS-O
CORP
US
Y
2
2028-10-16
Fixed
5.55000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
37265.00000000
NS
USD
2985671.80000000
0.640478886518
Long
EC
CORP
US
N
1
N
N
N
Utz Brands, Inc.
N/A
Utz Brands, Inc.
918090101
11798.00000000
NS
USD
148064.90000000
0.031762513979
Long
EC
CORP
US
N
1
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAH6
210000.00000000
PA
USD
206492.99000000
0.044296362483
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-163.75000000
-0.00003512724
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
4326302.00000000
JPY
29978.59000000
USD
2025-07-29
-163.75000000
N
N
N
DWS Group GmbH & Co. KGaA
529900VM3464806ERS69
DWS Group GmbH & Co. KGaA
N/A
3255.00000000
NS
193008.49000000
0.041403701091
Long
EC
CORP
DE
Y
2
N
N
N
SBM Offshore NV
549300RDGCRYZ5QE6513
SBM Offshore NV
N/A
6714.00000000
NS
177508.81000000
0.038078748299
Long
EC
CORP
NL
N
2
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
230000.00000000
PA
USD
211459.77000000
0.045361823772
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
-27.00000000
NC
-5421.84000000
-0.00116307962
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
EU0009658145
2025-09-19
-1438290.00000000
EUR
-5421.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
244.66000000
0.000052483854
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
3294003.00000000
JPY
23194.74000000
USD
2025-07-29
244.66000000
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAJ0
27000.00000000
PA
USD
28130.47000000
0.006034478438
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2024-3, Class C
80287LAE9
196000.00000000
PA
USD
200019.51000000
0.042907687659
Long
ABS-O
CORP
US
N
2
2030-08-15
Fixed
5.64000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4954.85000000
0.001062902094
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
894436.81000000
USD
305468444.00000000
HUF
2025-07-22
4954.85000000
N
N
N
WR Berkley Corp.
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp.
084423102
1563.00000000
NS
USD
114833.61000000
0.024633820324
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
881.00000000
NS
USD
61123.78000000
0.013112121216
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
N/A
89700.00000000
NS
1222933.22000000
0.262340591833
Long
EC
CORP
JP
N
2
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
140000.00000000
PA
USD
132066.66000000
0.028330611336
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KL0
34000.00000000
PA
USD
35225.84000000
0.007556559558
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.10000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VHA5
285000.00000000
PA
USD
286718.36000000
0.061506109264
Long
DBT
CORP
US
Y
2
2037-07-02
Fixed
5.40100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFA38
600000.00000000
PA
USD
517239.95000000
0.110957027238
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
1.94000000
N
N
N
N
N
N
GMK Norilskiy Nickel PAO
253400JPTEEW143W3E47
GMK Norilskiy Nickel PAO
55315J102
1.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
784.00000000
NS
USD
103519.36000000
0.022206715562
Long
EC
CORP
US
N
1
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAS1
100000.00000000
PA
USD
103846.00000000
0.022276785562
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
6.00000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
1837.00000000
NS
USD
75555.81000000
0.016208044386
Long
EC
CORP
US
N
1
N
N
N
AptarGroup, Inc.
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
840.00000000
NS
USD
131401.20000000
0.028187858512
Long
EC
CORP
US
N
1
N
N
N
Casey's General Stores, Inc.
549300CAFWSI86V66Q65
Casey's General Stores, Inc.
147528103
331.00000000
NS
USD
168899.37000000
0.036231872649
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
517.83000000
0.000111083603
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
33100.39000000
USD
42652.24000000
SGD
2025-07-29
517.83000000
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
1576.00000000
NS
USD
122975.28000000
0.026380351116
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
82.67000000
0.000017734162
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
6944557.00000000
JPY
48467.00000000
USD
2025-07-29
82.67000000
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AC2
200000.00000000
PA
USD
194644.58000000
0.041754671047
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.64200000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-728.35000000
-0.00015624382
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
322000.40000000
SEK
33371.72000000
USD
2025-07-29
-728.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-135276.40000000
-0.02901915677
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
12863612.12000000
USD
128278072.83000000
NOK
2025-07-22
-135276.40000000
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2022-2A, Class D
30166QAF6
175000.00000000
PA
USD
174403.16000000
0.037412531987
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
4.56000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BY5
245000.00000000
PA
USD
219500.34000000
0.047086666844
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
JPMorgan BetaBuilders Japan ETF
54930031HWFFLQV7A679
JPMorgan BetaBuilders Japan ETF
46641Q217
78315.00000000
NS
USD
4838300.70000000
1.037900229013
Long
RF
US
N
1
N
N
N
ServisFirst Bancshares, Inc.
N/A
ServisFirst Bancshares, Inc.
81768T108
1586.00000000
NS
USD
122930.86000000
0.026370822248
Long
EC
CORP
US
N
1
N
N
N
StepStone Group, Inc.
N/A
StepStone Group, Inc., Class A
85914M107
3284.00000000
NS
USD
182262.00000000
0.039098390792
Long
EC
CORP
US
N
1
N
N
N
MASTR Alternative Loan Trust
N/A
MASTR Alternative Loan Trust, Series 2005-6, Class 1A2
576434V68
3.60650000
PA
USD
2.32000000
0.000000497680
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
JBS USA Holding Lux Sarl
N/A
JBS USA Holding Lux Sarl
472140AE2
125000.00000000
PA
USD
125183.75000000
0.026854106606
Long
DBT
CORP
US
Y
2
2036-01-15
Fixed
5.50000000
N
N
N
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
845.00000000
NS
USD
121342.00000000
0.026029983954
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
962.00000000
NS
USD
467310.74000000
0.100246337328
Long
EC
CORP
US
N
1
N
N
N
NNN REIT, Inc.
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AU0
100000.00000000
PA
USD
99466.78000000
0.021337366183
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.60000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
10067.00000000
NS
USD
1418037.62000000
0.304193902323
Long
EC
CORP
US
N
1
N
N
N
APA Infrastructure Ltd.
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd.
00188LAA5
34000.00000000
PA
USD
33342.97000000
0.007152650970
Long
DBT
CORP
AU
Y
2
2034-09-16
Fixed
5.12500000
N
N
N
N
N
N
JPMorgan High Yield Fund
15QB5UY3VV3GNSMNPX63
JPMorgan High Yield Fund, Class R6
4812C0126
2142235.68500000
NS
USD
14031643.74000000
3.010033305946
Long
RF
US
N
1
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BJ2
81000.00000000
PA
USD
79502.01000000
0.017054573393
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Corpay, Inc.
549300DG6RR0NQSFLN74
Corpay, Inc.
219948106
423.00000000
NS
USD
140359.86000000
0.030109647967
Long
EC
CORP
US
N
1
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
975.00000000
NS
USD
368628.00000000
0.079077161454
Long
EC
CORP
US
N
1
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAK7
140000.00000000
PA
USD
142801.23000000
0.030633364586
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.95000000
N
N
N
N
N
N
MSA Safety, Inc.
529900DVA3258XK11O39
MSA Safety, Inc.
553498106
1719.00000000
NS
USD
287984.07000000
0.061777626224
Long
EC
CORP
US
N
1
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AR6
42000.00000000
PA
USD
42451.80000000
0.009106654520
Long
DBT
CORP
US
Y
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CK3
150000.00000000
PA
USD
134566.48000000
0.028866866503
Long
DBT
CORP
DE
N
2
2032-05-28
Variable
3.03500000
N
N
N
N
N
N
Evercore, Inc.
529900P6KLPT95DW3W58
Evercore, Inc., Class A
29977A105
726.00000000
NS
USD
196034.52000000
0.042052837518
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
9642.00000000
NS
USD
286270.98000000
0.061410138419
Long
EC
CORP
BM
N
1
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2022-B, Class A3
98163QAD1
93032.99000000
PA
USD
92745.08000000
0.019895443822
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC Seasoned Credit Risk Transfer Trust
N/A
FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT
35563PCM9
329867.85940000
PA
USD
295809.86000000
0.063456395225
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
Penske Truck Leasing Co. LP
709599BU7
61000.00000000
PA
USD
61514.48000000
0.013195933208
Long
DBT
CORP
US
Y
2
2026-05-24
Fixed
5.75000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2024-1A, Class A
62847RAA5
136405.64000000
PA
USD
138863.64000000
0.029788682575
Long
ABS-O
CORP
US
Y
2
2043-02-20
Fixed
5.32000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFXX7
400000.00000000
PA
USD
358886.43000000
0.076987424094
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
2.62000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
120000.00000000
PA
USD
118334.91000000
0.025384910489
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52600000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680CF8
100000.00000000
PA
USD
92304.29000000
0.019800886648
Long
DBT
CORP
US
N
2
2054-11-01
Fixed
5.70000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15313.82000000
0.003285082567
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
879178.04000000
USD
15861602.69000000
ZAR
2025-07-22
15313.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33.41000000
0.000007167030
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
865344.88000000
USD
48757857.30000000
PHP
2025-07-22
33.41000000
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DM3S2
373333.79000000
PA
USD
326346.63000000
0.070007067153
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
760.00000000
NS
USD
338352.00000000
0.072582429258
Long
EC
CORP
US
N
1
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446104
1159.00000000
NS
USD
126365.77000000
0.027107670596
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
7945.00000000
NS
USD
1762757.15000000
0.378142278275
Long
EC
CORP
US
N
1
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
183000.00000000
PA
USD
163026.01000000
0.034971934074
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
6149.00000000
NS
USD
1463584.98000000
0.313964608674
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-5, Class B
80286PAD3
202000.00000000
PA
USD
205716.13000000
0.044129712408
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
6.16000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1347.32000000
0.000289023734
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
86658.62000000
USD
74565.16000000
EUR
2025-07-29
1347.32000000
N
N
N
Fn Kerf Apartments apr32
N/A
Fn Kerf Apartments apr32
N/A
500000.00000000
PA
USD
492734.38000000
0.105700153329
Long
ABS-O
CORP
US
N
2
2032-04-01
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
29011.42000000
0.006223457641
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
2442325.37000000
USD
100139462.72000000
TRY
2025-07-22
29011.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50027.10000000
0.010731689030
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1763916.03000000
USD
6541484.36000000
PLN
2025-07-22
50027.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12803.50000000
0.002746574966
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
858851.59000000
USD
3571405522.15000000
COP
2025-07-22
12803.50000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
1019.00000000
NS
332621.87000000
0.071353216026
Long
EC
CORP
CH
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE (Registered)
N/A
965.00000000
NS
391629.37000000
0.084011358122
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
259.51000000
0.000055669439
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
7845.01000000
USD
6866.75000000
EUR
2025-07-29
259.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-167.71000000
-0.00003597673
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
135074.40000000
USD
1055762.48000000
HKD
2025-07-29
-167.71000000
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2025-1, Class C
262102AE6
50000.00000000
PA
USD
50316.05000000
0.010793673865
Long
ABS-O
CORP
US
N
2
2032-09-15
Fixed
4.99000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
173602.74000000
0.037240827880
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
9561600.76000000
USD
14785966.08000000
AUD
2025-07-22
173602.74000000
N
N
N
WSFS Financial Corp.
549300SU7VQHD6QRG886
WSFS Financial Corp.
929328102
2586.00000000
NS
USD
142230.00000000
0.030510825747
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
1199.00000000
NS
USD
291177.15000000
0.062462597801
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1118.73000000
0.000239987176
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
882181.94000000
USD
6307512.65000000
CNY
2025-07-22
1118.73000000
N
N
N
Interstate Power and Light Co.
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co.
461070AV6
28000.00000000
PA
USD
27445.42000000
0.005887523217
Long
DBT
CORP
US
N
2
2034-09-30
Fixed
4.95000000
N
N
N
N
N
N
Henry Schein, Inc.
VGO3WGL8H45T73F4RR92
Henry Schein, Inc.
806407102
3374.00000000
NS
USD
246470.70000000
0.052872281372
Long
EC
CORP
US
N
1
N
N
N
US Auto Funding Trust
N/A
US Auto Funding Trust, Series 2022-1A, Class A
90355FAA6
8787.63250000
PA
USD
8750.11000000
0.001877051827
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
3.98000000
N
N
N
N
N
N
Allegro MicroSystems, Inc.
N/A
Allegro MicroSystems, Inc.
01749D105
3931.00000000
NS
USD
134400.89000000
0.028831344548
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14.25000000
-0.00000305687
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
809.03000000
GBP
1096.41000000
USD
2025-07-29
-14.25000000
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-1A, Class D
30168BAF7
35000.00000000
PA
USD
35598.89000000
0.007636585316
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
6.69000000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
2027.00000000
NS
USD
290246.13000000
0.062262877707
Long
EC
CORP
US
N
1
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523100
596.00000000
NS
USD
197025.68000000
0.042265458695
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RC4
1300000.00000000
PA
USD
1118406.25000000
0.239917726280
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2023-SFR1, Class A
74334FAA6
182595.16000000
PA
USD
181312.25000000
0.038894652785
Long
ABS-O
CORP
US
Y
2
2040-03-17
Fixed
4.30000000
N
N
N
N
N
N
N/A
N/A
DJ US Real Estate Index
N/A
-125.00000000
NC
USD
8462.50000000
0.001815354446
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
DJ US Real Estate Index
XC0006882473
2025-09-19
-4536250.00000000
USD
8462.50000000
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AQ5
140000.00000000
PA
USD
142524.96000000
0.030574099833
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CY9
210000.00000000
PA
USD
213800.90000000
0.045864037155
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GK3
360000.00000000
PA
USD
261106.98000000
0.056012019744
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
400000.00000000
PA
USD
356205.16000000
0.076412244724
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
1185.00000000
NS
USD
124235.40000000
0.026650668924
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25.99000000
0.000005575310
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
45124.98000000
USD
6480476.00000000
JPY
2025-07-29
25.99000000
N
N
N
Safehold GL Holdings LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
78646UAB5
100000.00000000
PA
USD
87077.84000000
0.018679721596
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GMA4
480000.00000000
PA
USD
493122.50000000
0.105783411866
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.46800000
N
N
N
N
N
N
N/A
N/A
MSCI Emerging Markets Index
N/A
-182.00000000
NC
USD
-172348.54000000
-0.03697178001
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI Emerging Markets Index
GB00BP5FTD07
2025-09-19
-11223940.00000000
USD
-172348.54000000
N
N
N
Planet Fitness, Inc.
549300LLE5HUPF6H8G33
Planet Fitness, Inc., Class A
72703H101
1790.00000000
NS
USD
195199.50000000
0.041873711105
Long
EC
CORP
US
N
1
N
N
N
Atlassian Corp.
549300V7ZY5P02D2MY38
Atlassian Corp., Class A
049468101
881.00000000
NS
USD
178922.29000000
0.038381964512
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TX6
2200000.00000000
PA
USD
2006812.50000000
0.430496424775
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-21, Class A14
12543PAP8
1.95250000
PA
USD
0.85000000
0.000000182339
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34361.77000000
0.007371201412
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2186887.67000000
USD
3641577.85000000
NZD
2025-07-22
34361.77000000
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
230000.00000000
PA
USD
212691.47000000
0.045626044991
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
XAB Materials Index
N/A
-49.00000000
NC
USD
-26558.98000000
-0.00569736631
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
XAB Materials Index
IXB Index
2025-09-19
-4599140.00000000
USD
-26558.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
19209.43000000
0.004120759132
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1767048.12000000
USD
256607193.00000000
JPY
2025-07-22
19209.43000000
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133A2PS3
137256.69000000
PA
USD
120255.42000000
0.025796893516
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2023-A, Class C
12664LAC9
83317.35000000
PA
USD
83404.15000000
0.017891650757
Long
ABS-O
CORP
US
Y
2
2029-04-16
Fixed
5.54000000
N
N
N
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc., Class A
90138F102
983.00000000
NS
USD
122245.88000000
0.026223882043
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
3139.00000000
NS
USD
281693.86000000
0.060428266024
Long
EC
CORP
US
N
1
N
N
N
First Citizens BancShares, Inc.
549300N3Z00ZHE2XC526
First Citizens BancShares, Inc., Class A
31946M103
131.00000000
NS
USD
256297.57000000
0.054980317076
Long
EC
CORP
US
N
1
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
N/A
17972.00000000
NS
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
VOLT CV LLC
N/A
VOLT CV LLC, Series 2021-CF2, Class A1
91835GAA2
79541.61000000
PA
USD
79358.47000000
0.017023781549
Long
ABS-O
CORP
US
Y
2
2051-11-27
Variable
5.48719920
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044DX6
100000.00000000
PA
USD
94663.74000000
0.020307029992
Long
DBT
CORP
US
N
2
2064-09-15
Fixed
5.65000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1829.62000000
0.000392485530
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2036036.76000000
HKD
261997.02000000
USD
2025-07-29
1829.62000000
N
N
N
Rosneft Oil Co. PJSC
253400JT3MQWNDKMJE44
Rosneft Oil Co. PJSC
N/A
5259.00000000
NS
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
300000.00000000
PA
USD
263354.47000000
0.056494145707
Long
DBT
CORP
US
Y
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-976.12000000
-0.00020939483
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1100348.79000000
SEK
115551.60000000
USD
2025-07-29
-976.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5375.13000000
0.001153059514
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1430257.89000000
AUD
689890.34000000
GBP
2025-07-22
5375.13000000
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAR3
70000.00000000
PA
USD
54990.56000000
0.011796438120
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.65000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
12601.00000000
NS
232181.48000000
0.049806993448
Long
EC
CORP
DE
N
2
N
N
N
Core & Main, Inc.
N/A
Core & Main, Inc., Class A
21874C102
4091.00000000
NS
USD
246891.85000000
0.052962625422
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
17231.00000000
NS
USD
1572156.44000000
0.337255088159
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2024-1, Class A3
80288AAC6
43303.49000000
PA
USD
43374.46000000
0.009304581248
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.25000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCV0
140000.00000000
PA
USD
134653.97000000
0.028885634640
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.55000000
N
N
N
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
N/A
27966.00000000
NS
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Cullen/Frost Bankers, Inc.
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc.
229899109
1339.00000000
NS
USD
172115.06000000
0.036921694468
Long
EC
CORP
US
N
1
N
N
N
Shell plc
21380068P1DRHMJ8KU70
Shell plc
N/A
53497.00000000
NS
1866486.42000000
0.400394023209
Long
EC
CORP
GB
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XNGY4
431633.94000000
PA
USD
363116.71000000
0.077894893235
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28746.64000000
0.006166657694
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2554902.37000000
USD
3491299635.00000000
KRW
2025-07-22
28746.64000000
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311A105
1872.00000000
NS
USD
152025.12000000
0.032612050520
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24864.69000000
-0.00533391143
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
411251.18000000
EUR
460516.77000000
USD
2025-07-29
-24864.69000000
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAT2
360000.00000000
PA
USD
266560.65000000
0.057181927464
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
4367.00000000
NS
USD
341543.07000000
0.073266969655
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
796.00000000
NS
USD
154272.76000000
0.033094208661
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
1.00000000
NC
427.91000000
0.000091794188
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
EU0009658145
2025-09-19
53270.00000000
EUR
427.91000000
N
N
N
FHLMC Seasoned Credit Risk Transfer Trust
N/A
FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C
35563PDB2
260119.21130000
PA
USD
238164.47000000
0.051090449577
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Fixed
3.50000000
N
N
N
N
N
N
Hayward Holdings, Inc.
N/A
Hayward Holdings, Inc.
421298100
18083.00000000
NS
USD
249545.40000000
0.053531858366
Long
EC
CORP
US
N
1
N
N
N
Westgate Resorts LLC
N/A
Westgate Resorts LLC, Series 2024-1A, Class B
96034KAB9
185984.71000000
PA
USD
188518.97000000
0.040440620430
Long
ABS-O
CORP
US
Y
2
2038-01-20
Fixed
6.56000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61748UAF9
250000.00000000
PA
USD
256628.75000000
0.055051360986
Long
DBT
CORP
US
N
2
2036-01-18
Variable
5.58700000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
2108.00000000
NS
USD
259811.00000000
0.055734009339
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5263.02000000
0.001129009956
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
144850.73000000
USD
1512799.34000000
NOK
2025-07-29
5263.02000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3B7
250000.00000000
PA
USD
250048.60000000
0.053639803579
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.89700000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAE6
17000.00000000
PA
USD
17075.81000000
0.003663060278
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAX9
251000.00000000
PA
USD
252190.94000000
0.054099373025
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.20000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25926.51000000
0.005561690422
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
871954.80000000
USD
18834476.51000000
CZK
2025-07-22
25926.51000000
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
N/A
17600.00000000
NS
745906.57000000
0.160010021664
Long
EC
CORP
JP
N
2
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
1981.00000000
NS
USD
164779.58000000
0.035348105548
Long
EC
CORP
US
N
1
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAD4
230000.00000000
PA
USD
232107.40000000
0.049791101990
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368L8L3
66000.00000000
PA
USD
66546.41000000
0.014275370313
Long
DBT
CORP
CA
N
2
2030-09-10
Variable
4.64000000
N
N
N
N
N
N
Bilfinger SE
529900H0HULEN2BZ4604
Bilfinger SE
N/A
1742.00000000
NS
167680.50000000
0.035970403689
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
377.83000000
0.000081051151
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
29977.08000000
USD
38512.01000000
SGD
2025-07-29
377.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6770.67000000
0.001452427283
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1764363.88000000
USD
2409150.66000000
CAD
2025-07-22
6770.67000000
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR8, Class E1
74333TAJ8
156000.00000000
PA
USD
151169.46000000
0.032428496466
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.38200000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
N/A
229.00000000
NS
16910.18000000
0.003627529742
Long
EC
CORP
FR
N
2
N
N
N
Cencora, Inc.
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073EAY1
31000.00000000
PA
USD
31263.06000000
0.006706473852
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
5.15000000
N
N
N
N
N
N
Bridgecrest Lending Auto Securitization Trust
N/A
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C
107933AE3
144000.00000000
PA
USD
144906.96000000
0.031085080546
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
5.65000000
N
N
N
N
N
N
HDFC Bank Ltd.
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
40415F101
13187.00000000
NS
USD
1011047.29000000
0.216887349278
Long
EC
CORP
IN
N
1
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAD5
200000.00000000
PA
USD
198265.41000000
0.042531402491
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BK3
250000.00000000
PA
USD
259197.65000000
0.055602435023
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
5.35000000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CE0
250000.00000000
PA
USD
225340.44000000
0.048339470567
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
Macquarie Airfinance Holdings Ltd.
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd.
55609NAD0
100000.00000000
PA
USD
105831.40000000
0.022702688631
Long
DBT
CORP
GB
Y
2
2031-03-26
Fixed
6.50000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2023-1, Class C
02530UAE8
82001.61000000
PA
USD
82098.31000000
0.017611525209
Long
ABS-O
CORP
US
Y
2
2029-04-12
Fixed
5.59000000
N
N
N
N
N
N
Cushman & Wakefield plc
N/A
Cushman & Wakefield plc
N/A
20740.00000000
NS
USD
229591.80000000
0.049251461737
Long
EC
CORP
GB
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXW73
504184.63000000
PA
USD
481743.65000000
0.103342449273
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
MACOM Technology Solutions Holdings, Inc.
55405Y100
1501.00000000
NS
USD
215078.29000000
0.046138059680
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DW5
322000.00000000
PA
USD
234579.89000000
0.050321494394
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
N/A
19923.00000000
NS
850155.17000000
0.182373171977
Long
EC
CORP
DE
N
2
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540109
2307.00000000
NS
USD
284891.43000000
0.061114200785
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10820.81000000
-0.00232125324
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
16598277.87000000
MXN
871758.29000000
USD
2025-07-22
-10820.81000000
N
N
N
AppLovin Corp.
549300LLVXMUAOL3SQ07
AppLovin Corp., Class A
03831W108
228.00000000
NS
USD
79818.24000000
0.017122410265
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
3438.00000000
NS
USD
87256.44000000
0.018718034424
Long
EC
CORP
US
N
1
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044DW8
20000.00000000
PA
USD
18985.04000000
0.004072623548
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1342.00000000
-0.00028788250
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
23877133.00000000
JPY
165015.48000000
USD
2025-07-29
-1342.00000000
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
115000.00000000
PA
USD
108545.13000000
0.023284831239
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
WillScot Holdings Corp.
549300HJ4VIXF476Q166
WillScot Holdings Corp.
971378104
15267.00000000
NS
USD
418315.80000000
0.089736064693
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140HSAH4
600000.00000000
PA
USD
592558.54000000
0.127114183781
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.88000000
N
N
N
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
171.00000000
NS
USD
175801.68000000
0.037712539018
Long
EC
CORP
US
N
1
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance Trust, Series 2022-1, Class A
21873EAA7
210576.71000000
PA
USD
211031.64000000
0.045269982389
Long
ABS-O
CORP
US
Y
2
2055-06-17
Variable
4.74400080
N
N
N
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
1320.00000000
NS
USD
704523.60000000
0.151132649896
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
108592.48000000
0.023294988643
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
4706655.12000000
USD
4081969.67000000
EUR
2025-07-22
108592.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5265.16000000
-0.00112946902
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
826805.78000000
DKK
125561.78000000
USD
2025-07-29
-5265.16000000
N
N
N
SPIE SA
969500TJNS5GSFWJ8X85
SPIE SA
N/A
3813.00000000
NS
214406.97000000
0.045994049783
Long
EC
CORP
FR
N
2
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
36000.00000000
PA
USD
35644.42000000
0.007646352299
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334DA9
100000.00000000
PA
USD
101666.96000000
0.021809343323
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.87500000
N
N
N
N
N
N
Monarch Casino & Resort, Inc.
549300AK5FF7KY11V997
Monarch Casino & Resort, Inc.
609027107
1479.00000000
NS
USD
127844.76000000
0.027424939851
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings, Inc.
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
418.00000000
NS
USD
65872.62000000
0.014130830558
Long
EC
CORP
US
N
1
N
N
N
Novanta, Inc.
N/A
Novanta, Inc.
67000B104
1459.00000000
NS
USD
188108.87000000
0.040352646798
Long
EC
CORP
CA
N
1
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2024-1, Class B
023947AE4
180000.00000000
PA
USD
182805.17000000
0.039214910269
Long
ABS-O
CORP
US
N
2
2029-06-18
Fixed
5.38000000
N
N
N
N
N
N
Mitsui Fudosan Co. Ltd.
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co. Ltd.
N/A
56800.00000000
NS
549885.41000000
0.117960050099
Long
EC
CORP
JP
N
2
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
964.00000000
NS
USD
153584.48000000
0.032946560548
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-30180.16000000
-0.00647417283
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3060638.62000000
EUR
2608037.50000000
GBP
2025-07-22
-30180.16000000
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
14759.00000000
NS
990083.66000000
0.212390283525
Long
EC
CORP
IT
N
2
N
N
N
GLS Auto Select Receivables Trust
N/A
GLS Auto Select Receivables Trust, Series 2025-1A, Class A2
36271FAB8
74377.30000000
PA
USD
74543.22000000
0.015990826099
Long
ABS-O
CORP
US
Y
2
2030-04-15
Fixed
4.71000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
290000.00000000
PA
USD
281653.16000000
0.060419535161
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DK3
231000.00000000
PA
USD
201727.04000000
0.043273982746
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
4.87500000
N
N
N
N
N
N
Primo Brands Corp.
254900J0WS4AXV2LAX55
Primo Brands Corp.
741623102
5428.00000000
NS
USD
160777.36000000
0.034489559271
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34777.95000000
0.007460479310
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1774120.84000000
USD
1533435.16000000
EUR
2025-07-22
34777.95000000
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
150000.00000000
PA
USD
144023.45000000
0.030895552179
Long
DBT
CORP
US
Y
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7779.34000000
-0.00166880466
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
14327133940.00000000
IDR
876706.27000000
USD
2025-07-22
-7779.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-256.63000000
-0.00005505162
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
52454.23000000
USD
7491872.00000000
JPY
2025-07-29
-256.63000000
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust, Series 2025-A, Class A3
98164PAD2
63000.00000000
PA
USD
63144.52000000
0.013545605333
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
4.42000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QDXH2
500453.75000000
PA
USD
415963.59000000
0.089231474455
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Commerce Bancshares, Inc.
N/A
Commerce Bancshares, Inc.
200525103
2460.00000000
NS
USD
152938.20000000
0.032807922170
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
FTSE 100 Index
N/A
40.00000000
NC
-44710.23000000
-0.00959112730
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
FTSE 100 Index
GB0001383545
2025-09-19
3515800.00000000
GBP
-44710.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-112.99000000
-0.00002423833
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
14004.72000000
EUR
16416.16000000
USD
2025-07-29
-112.99000000
N
N
N
Chemometec A/S
213800533NBKECGONO68
Chemometec A/S
N/A
1125.00000000
NS
103833.41000000
0.022274084787
Long
EC
CORP
DK
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QM4X9
327680.72000000
PA
USD
275118.98000000
0.059017839124
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DR3
48000.00000000
PA
USD
51585.32000000
0.011065954507
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
6.38800000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAV2
68000.00000000
PA
USD
68121.04000000
0.014613156023
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3998.38000000
0.000857722530
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
132978.60000000
USD
116057.06000000
EUR
2025-07-29
3998.38000000
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13648TAF4
210000.00000000
PA
USD
185224.86000000
0.039733976148
Long
DBT
CORP
CA
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2178.42000000
-0.00046730923
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
125912.64000000
GBP
170678.17000000
USD
2025-07-29
-2178.42000000
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2024-A, Class A3
88166VAD8
63000.00000000
PA
USD
63187.46000000
0.013554816715
Long
ABS-O
CORP
US
Y
2
2027-06-21
Fixed
5.30000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
161657.99000000
0.034678469827
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
7052196.09000000
USD
6115310.36000000
EUR
2025-07-22
161657.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10973.27000000
0.002353958580
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
25696198.00000000
TWD
897683.77000000
USD
2025-07-22
10973.27000000
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR3, Class A
74331UAA6
292018.74000000
PA
USD
284937.61000000
0.061124107204
Long
ABS-O
CORP
US
Y
2
2039-04-17
Fixed
3.20000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAQ3
230000.00000000
PA
USD
217932.25000000
0.046750284078
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LFB94
600000.00000000
PA
USD
521946.55000000
0.111966675361
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.01000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206NKD6
0.10000000
PA
USD
0.10000000
0.000000021451
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
World Omni Auto Receivables Trust, Series 2023-D, Class A3
98164DAD9
75000.00000000
PA
USD
75770.51000000
0.016254101296
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.79000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XF6U0
618031.38000000
PA
USD
520319.76000000
0.111617700417
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG (Registered)
N/A
9169.00000000
NS
2355132.83000000
0.505217235384
Long
EC
CORP
DE
N
2
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
3513.00000000
NS
USD
152007.51000000
0.032608272867
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568AZ3
230000.00000000
PA
USD
228038.88000000
0.048918333202
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
879.95000000
0.000188764684
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
48001.09000000
USD
41415.64000000
EUR
2025-07-29
879.95000000
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
473.00000000
NS
USD
334765.75000000
0.071813115830
Long
EC
CORP
US
N
1
N
N
N
NNN REIT, Inc.
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417106
1992.00000000
NS
USD
86014.56000000
0.018451629416
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LKE25
486000.00000000
PA
USD
488231.43000000
0.104734191698
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
4.36000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
N/A
35112.00000000
NS
1305963.35000000
0.280152008751
Long
EC
CORP
FR
N
2
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class A2
3137FTZL4
800000.00000000
PA
USD
637535.76000000
0.136762585117
Long
ABS-MBS
USGSE
US
N
2
2035-02-25
Fixed
1.94000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2024-1, Class D
02531AAG6
84000.00000000
PA
USD
84769.20000000
0.018184477887
Long
ABS-O
CORP
US
Y
2
2030-05-13
Fixed
5.86000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
22977.00000000
NS
USD
2849377.77000000
0.611241430287
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1394.00000000
0.000299037411
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
887546.97000000
USD
647547.20000000
GBP
2025-07-22
1394.00000000
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
4679.00000000
NS
651172.53000000
0.139687911091
Long
EC
CORP
GB
N
2
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
233.00000000
NS
USD
56963.84000000
0.012219741237
Long
EC
CORP
US
N
1
N
N
N
SK Hynix, Inc.
988400XAIK6XISWQV045
SK Hynix, Inc.
N/A
3081.00000000
NS
663898.85000000
0.142417929596
Long
EC
CORP
KR
N
2
N
N
N
NXP BV
N/A
NXP BV
62954HBA5
190000.00000000
PA
USD
166712.65000000
0.035762782915
Long
DBT
CORP
US
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
Truecaller AB
549300TEYF1FA5G5GK26
Truecaller AB, Class B
N/A
10634.00000000
NS
75383.24000000
0.016171025099
Long
EC
CORP
SE
N
2
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2025-SFR2, Class A
74334GAA4
250000.00000000
PA
USD
235361.98000000
0.050489266395
Long
ABS-O
CORP
US
Y
2
2042-04-17
Fixed
3.30500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2020-SFR5, Class A
03217JAA9
42106.05000000
PA
USD
41603.99000000
0.008924784428
Long
ABS-O
CORP
US
Y
2
2037-11-17
Fixed
1.37900000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
25467.00000000
NS
USD
12667540.47000000
2.717409266202
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-338.42000000
-0.00007259701
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
25473.08000000
GBP
34631.78000000
USD
2025-07-29
-338.42000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
3050000.00000000
PA
USD
2323361.32000000
0.498401690103
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-427.57000000
-0.00009172125
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
28627.96000000
GBP
38873.74000000
USD
2025-07-29
-427.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-160188.09000000
-0.03436315053
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
4563298.17000000
EUR
5225669.57000000
USD
2025-07-29
-160188.09000000
N
N
N
Columbia Banking System, Inc.
N/A
Columbia Banking System, Inc.
197236102
3083.00000000
NS
USD
72080.54000000
0.015462538112
Long
EC
CORP
US
N
1
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBZ7
200000.00000000
PA
USD
216301.03000000
0.046400358822
Long
DBT
CORP
CA
N
2
2053-11-15
Fixed
6.70000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
170000.00000000
PA
USD
165855.53000000
0.035578915665
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
41665.00000000
NS
USD
1971587.80000000
0.422940109766
Long
EC
CORP
US
N
1
N
N
N
Public Storage
254900GLQZAD4N7N5Q19
Public Storage
74460D109
452.00000000
NS
USD
132625.84000000
0.028450565238
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-205.34000000
-0.00004404902
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
112907.98000000
SEK
11751.70000000
USD
2025-07-29
-205.34000000
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAQ5
40000.00000000
PA
USD
43267.49000000
0.009281634310
Long
DBT
CORP
US
N
2
2029-10-30
Variable
7.16100000
N
N
N
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
2005.00000000
NS
USD
210765.60000000
0.045212912150
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
3658.00000000
NS
212910.66000000
0.045673065085
Long
EC
CORP
GB
N
2
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BM1
230000.00000000
PA
USD
214541.10000000
0.046022823017
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-418.86000000
-0.00008985280
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
207168.39000000
SEK
21520.42000000
USD
2025-07-29
-418.86000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
400000.00000000
PA
USD
369000.00000000
0.079156961969
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
VusionGroup
969500U51BYOMEW9M549
VusionGroup
N/A
536.00000000
NS
173383.79000000
0.037193859271
Long
EC
CORP
FR
N
2
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJQ4
132000.00000000
PA
USD
135909.57000000
0.029154982828
Long
DBT
CORP
US
N
2
2030-01-23
Variable
5.38400000
N
N
N
N
N
N
Badger Meter, Inc.
5493002JENE20OGTUG20
Badger Meter, Inc.
056525108
543.00000000
NS
USD
133007.85000000
0.028532513073
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1609.56000000
0.000345278806
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
36219.24000000
USD
32051.37000000
EUR
2025-07-29
1609.56000000
N
N
N
Ryman Hospitality Properties, Inc.
529900GCCWW9SRMPJR11
Ryman Hospitality Properties, Inc.
78377T107
1832.00000000
NS
USD
180763.44000000
0.038776923429
Long
EC
CORP
US
N
1
N
N
N
Labcorp Holdings, Inc.
N/A
Labcorp Holdings, Inc.
504922105
772.00000000
NS
USD
202657.72000000
0.043473629904
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QZ4
2070000.00000000
PA
USD
1664651.96000000
0.357096996991
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
N/A
6954.00000000
NS
2267867.75000000
0.486497347528
Long
EC
CORP
FR
N
2
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
996.00000000
NS
USD
87648.00000000
0.018802030901
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class IM
46637K844
25248206.99700000
NS
USD
25253256.63000000
5.417265784992
Long
STIV
RF
US
N
1
N
N
N
Murphy USA, Inc.
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
195.00000000
NS
USD
79326.00000000
0.017016816165
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ44, Class A2
3137H9QU6
500000.00000000
PA
USD
505036.75000000
0.108339227135
Long
ABS-MBS
USGSE
US
N
2
2033-02-25
Fixed
4.61400000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7798.86000000
-0.00167299204
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
677400.92000000
CHF
848271.68000000
USD
2025-07-22
-7798.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-46.57000000
-0.00000999008
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
15078.75000000
USD
2157555.00000000
JPY
2025-07-29
-46.57000000
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EM3
72000.00000000
PA
USD
65967.06000000
0.014151089592
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
6.05000000
N
N
N
N
N
N
First Horizon Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
3598.00000000
NS
USD
76277.60000000
0.016362880981
Long
EC
CORP
US
N
1
N
N
N
Rayonier, Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
3301.00000000
NS
USD
73216.18000000
0.015706152779
Long
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
57760.00000000
NS
1625228.80000000
0.348640038788
Long
EC
CORP
SE
N
2
N
N
N
Mercedes-Benz Auto Receivables Trust
N/A
Mercedes-Benz Auto Receivables Trust, Series 2023-1, Class A3
58770AAC7
47752.70000000
PA
USD
47751.07000000
0.010243440737
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
4.51000000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
61200.00000000
NS
554376.75000000
0.118923521182
Long
EC
CORP
HK
N
2
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
5981.00000000
NS
USD
910547.44000000
0.195328371488
Long
EC
CORP
US
N
1
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BN3
210000.00000000
PA
USD
209696.01000000
0.044983466365
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
4.40000000
N
N
N
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S, Class B
N/A
2066.00000000
NS
292717.88000000
0.062793111368
Long
EC
CORP
DK
N
2
N
N
N
ITT, Inc.
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
1641.00000000
NS
USD
257358.03000000
0.055207804317
Long
EC
CORP
US
N
1
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3
36267KAD9
57454.80000000
PA
USD
57817.40000000
0.012402844804
Long
ABS-O
CORP
US
N
2
2028-06-16
Fixed
5.45000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBV0
13000.00000000
PA
USD
12610.24000000
0.002705117311
Long
DBT
CORP
US
N
2
2034-10-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8.98000000
-0.00000192636
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
17146.48000000
USD
2459730.00000000
JPY
2025-07-29
-8.98000000
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
N/A
36051.00000000
NS
847299.58000000
0.181760597915
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
112.45000000
0.000024122494
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
352964.77000000
HKD
45214.74000000
USD
2025-07-29
112.45000000
N
N
N
JPMorgan Large Cap Value Fund
549300JPSGHFE3RK0F55
JPMorgan Large Cap Value Fund, Class R6
48121L833
472556.15000000
NS
USD
9659047.71000000
2.072034884120
Long
RF
US
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG (Registered)
N/A
973.00000000
NS
695854.06000000
0.149272881744
Long
EC
CORP
CH
N
2
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DCB9
100000.00000000
PA
USD
102272.25000000
0.021939188628
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.35000000
N
N
N
N
N
N
N/A
N/A
Australia 10 Year Bond
N/A
196.00000000
NC
202699.09000000
0.043482504494
N/A
DIR
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
N/A
Australia 10 Year Bond
2025-09-15
22465374.96000000
AUD
202699.09000000
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
9678.00000000
NS
962248.43000000
0.206419139237
Long
EC
CORP
CH
N
2
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAV5
230000.00000000
PA
USD
227864.40000000
0.048880904186
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.60000000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
N/A
7439.00000000
NS
767776.41000000
0.164701485331
Long
EC
CORP
BE
N
2
N
N
N
Japan Exchange Group, Inc.
353800578ADEGIJTVW07
Japan Exchange Group, Inc.
N/A
44500.00000000
NS
450785.99000000
0.096701489069
Long
EC
CORP
JP
N
2
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAK3
230000.00000000
PA
USD
197926.13000000
0.042458620989
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCZ2
200000.00000000
PA
USD
137141.72000000
0.029419300581
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P4, Class A4
14687KAD8
400000.00000000
PA
USD
393506.76000000
0.084414091154
Long
ABS-O
CORP
US
N
2
2027-12-10
Fixed
1.64000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
273.00000000
NS
USD
149866.08000000
0.032148898631
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
295.75000000
0.000063443554
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
26721.87000000
USD
34277.91000000
SGD
2025-07-29
295.75000000
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
N/A
7098.00000000
NS
370818.24000000
0.079547006290
Long
EC
CORP
CH
N
2
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2021-PLZA, Class A
61773PAA9
294000.00000000
PA
USD
250579.49000000
0.053753688781
Long
ABS-MBS
CORP
US
Y
2
2043-11-09
Fixed
2.57400000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-47.33000000
-0.00001015311
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
501340.21000000
SEK
53044.96000000
USD
2025-07-29
-47.33000000
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513E101
1515.00000000
NS
USD
221220.30000000
0.047455628384
Long
EC
CORP
US
N
1
N
N
N
Unipol Assicurazioni SpA
8156005CE5E7340CCA86
Unipol Assicurazioni SpA
N/A
8120.00000000
NS
160814.74000000
0.034497577935
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
268.55000000
0.000057608677
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
884438.60000000
USD
1203405.37000000
CAD
2025-07-22
268.55000000
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
390.00000000
NS
USD
149409.00000000
0.032050846967
Long
EC
CORP
US
N
1
N
N
N
Gaztransport Et Technigaz SA
969500BVOHVZUUFWDT54
Gaztransport Et Technigaz SA
N/A
807.00000000
NS
159643.35000000
0.034246294267
Long
EC
CORP
FR
N
2
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GB78
500000.00000000
PA
USD
493952.05000000
0.105961364868
Long
DBT
CORP
US
N
2
2035-10-23
Variable
5.01600000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
246.43000000
0.000052863550
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
9565595.00000000
JPY
66892.13000000
USD
2025-07-29
246.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
89257.67000000
0.019147333305
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2797979.42000000
USD
2103128.64000000
GBP
2025-07-29
89257.67000000
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3989, Class JW
3137AKHT1
499753.41000000
PA
USD
473108.26000000
0.101490006894
Long
ABS-MBS
USGSE
US
N
2
2042-01-15
Fixed
3.50000000
N
N
N
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
793.00000000
NS
USD
430924.13000000
0.092440772276
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
2313.00000000
NS
USD
245964.42000000
0.052763675446
Long
EC
CORP
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc., Class A
609207105
5325.00000000
NS
USD
359118.00000000
0.077037099914
Long
EC
CORP
US
N
1
N
N
N
Wendy's Co. (The)
529900M0JIUCMWVKHG76
Wendy's Co. (The)
95058W100
4819.00000000
NS
USD
55032.98000000
0.011805537953
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
975.44000000
0.000209248962
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
57574.38000000
USD
49607.75000000
EUR
2025-07-29
975.44000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QPA72
574573.35000000
PA
USD
535431.49000000
0.114859431141
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
2053.00000000
NS
USD
260299.87000000
0.055838880515
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
10740.00000000
NS
USD
1993558.80000000
0.427653274024
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
993.00000000
NS
USD
71436.42000000
0.015324363092
Long
EC
CORP
US
N
1
N
N
N
FHF Trust
N/A
FHF Trust, Series 2023-1A, Class A2
30331GAC5
34082.28000000
PA
USD
34367.46000000
0.007372422016
Long
ABS-O
CORP
US
Y
2
2028-06-15
Fixed
6.57000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2025-1A, Class A
22536KAA0
160000.00000000
PA
USD
161696.90000000
0.034686816704
Long
ABS-O
CORP
US
Y
2
2035-03-15
Fixed
5.02000000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust, Series 2006-5, Class 3A1
05950BBG8
94.35000000
PA
USD
92.83000000
0.000019913660
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Fixed
6.00000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2025-1A, Class A
52604QAA1
125000.00000000
PA
USD
125976.66000000
0.027024199687
Long
ABS-O
CORP
US
Y
2
2034-09-20
Fixed
4.94000000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AS3
15000.00000000
PA
USD
15104.39000000
0.003240156164
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.45000000
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
2385.00000000
NS
USD
124997.85000000
0.026814227801
Long
EC
CORP
US
N
1
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2023-1, Class A3
02007WAC2
98955.58000000
PA
USD
99651.34000000
0.021376957535
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.46000000
N
N
N
N
N
N
Orion OYJ
74370029VAHCXDR7B745
Orion OYJ, Class A
N/A
550.00000000
NS
40986.48000000
0.008792317719
Long
EC
CORP
FI
N
2
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
626.00000000
NS
USD
144030.08000000
0.030896974430
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3266.68000000
-0.00070076006
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
772087.86000000
EUR
661079.38000000
GBP
2025-07-22
-3266.68000000
N
N
N
Shopify, Inc.
549300HGQ43STJLLP808
Shopify, Inc., Class A
82509L107
1260.00000000
NS
USD
145341.00000000
0.031178189727
Long
EC
CORP
CA
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MP3
830000.00000000
PA
USD
821191.38000000
0.176159931805
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15952.80000000
0.003422154967
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
2660594.31000000
USD
77564306.00000000
TWD
2025-07-22
15952.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6145.25000000
0.001318263741
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
158348.12000000
USD
139370.99000000
EUR
2025-07-29
6145.25000000
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
260000.00000000
PA
USD
215537.52000000
0.046236572557
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137BA4
230000.00000000
PA
USD
212927.52000000
0.045676681850
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
3455.00000000
NS
USD
754882.95000000
0.161935612369
Long
EC
CORP
NL
N
1
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
2305.00000000
NS
USD
147496.95000000
0.031640678758
Long
EC
CORP
US
N
1
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAR3
12000.00000000
PA
USD
11101.75000000
0.002381519790
Long
DBT
CORP
US
N
2
2063-03-22
Fixed
5.20000000
N
N
N
N
N
N
Baker Hughes Co.
N/A
Baker Hughes Co.
05722G100
52962.00000000
NS
USD
2030563.08000000
0.435591340108
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
547.00000000
NS
USD
287175.00000000
0.061604066540
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-104.09000000
-0.00002232912
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2168.90000000
EUR
2455.77000000
USD
2025-07-29
-104.09000000
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
100.00000000
NS
USD
578924.00000000
0.124189336181
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2025-3A, Class C
30166XAE4
80000.00000000
PA
USD
80830.70000000
0.017339600666
Long
ABS-O
CORP
US
N
2
2031-10-15
Fixed
5.09000000
N
N
N
N
N
N
Tradeweb Markets, Inc.
N/A
Tradeweb Markets, Inc., Class A
892672106
954.00000000
NS
USD
139665.60000000
0.029960717039
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-37140.10000000
-0.00796720185
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
44733673.52000000
SEK
4697755.16000000
USD
2025-07-22
-37140.10000000
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
320.00000000
NS
USD
241088.00000000
0.051717597960
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
430.89000000
0.000092433450
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
16868.17000000
USD
14657.05000000
EUR
2025-07-29
430.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1981.56000000
0.000425079321
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1308364.11000000
HKD
169166.01000000
USD
2025-07-29
1981.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
148.23000000
0.000031797930
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
29101.02000000
USD
4198117.00000000
JPY
2025-07-29
148.23000000
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
N/A
19650.00000000
NS
1714322.15000000
0.367752122576
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5477.95000000
-0.00117511620
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
15745808.11000000
ZAR
882483.85000000
USD
2025-07-22
-5477.95000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3K7
167000.00000000
PA
USD
171261.48000000
0.036738586610
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.49900000
N
N
N
N
N
N
Karman Holdings, Inc.
N/A
Karman Holdings, Inc.
485924104
940.00000000
NS
USD
47347.80000000
0.010156932259
Long
EC
CORP
US
N
1
N
N
N
Shake Shack, Inc.
529900J74GJAHYP80N79
Shake Shack, Inc., Class A
819047101
495.00000000
NS
USD
69597.00000000
0.014929775290
Long
EC
CORP
US
N
1
N
N
N
DOC DR LLC
N/A
DOC DR LLC
71951QAC6
44000.00000000
PA
USD
38818.96000000
0.008327346721
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5190, Class EC
3137H5FP7
540399.09000000
PA
USD
482626.91000000
0.103531924011
Long
ABS-MBS
USGSE
US
N
2
2051-12-25
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
48.00000000
NC
USD
116867.54000000
0.025070133927
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 10 Year Ultra Note
2025-09-19
5484000.00000000
USD
116867.54000000
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series A
842587DE4
300000.00000000
PA
USD
290128.28000000
0.062237596818
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEP4
100000.00000000
PA
USD
106670.45000000
0.022882679549
Long
DBT
CORP
US
N
2
2035-03-06
Variable
6.40100000
N
N
N
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
3379.00000000
NS
USD
165807.53000000
0.035568618825
Long
EC
CORP
US
N
1
N
N
N
GMK Norilskiy Nickel PAO
253400JPTEEW143W3E47
GMK Norilskiy Nickel PAO
N/A
25200.00000000
NS
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1.59000000
0.000000341082
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
452056.00000000
JPY
3151.17000000
USD
2025-07-29
1.59000000
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
3281.00000000
NS
USD
392440.41000000
0.084185340405
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
1647.00000000
NS
USD
182602.89000000
0.039171517667
Long
EC
CORP
US
N
1
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WBD6
280000.00000000
PA
USD
284054.36000000
0.060934634611
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.15000000
N
N
N
N
N
N
FHLMC Seasoned Credit Risk Transfer Trust
N/A
FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU
35563P7E3
317657.89530000
PA
USD
273237.57000000
0.058614243731
Long
ABS-MBS
USGSE
US
N
2
2061-11-25
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHF1
5000000.00000000
PA
USD
4988867.20000000
1.070199380001
Long
DBT
UST
US
N
2
2030-05-31
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-42.18000000
-0.00000904834
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
976.17000000
EUR
1109.95000000
USD
2025-07-29
-42.18000000
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AP5
32000.00000000
PA
USD
31864.29000000
0.006835448216
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.70000000
N
N
N
N
N
N
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
N/A
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3
251510LD3
0.00010000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.09367960
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
2629.00000000
NS
USD
820169.13000000
0.175940641278
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Japan 10 Year Bond
N/A
-26.00000000
NC
-77183.78000000
-0.01655727246
N/A
DIR
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Short
N/A
Japan 10 Year Bond
2025-09-12
-3615820000.00000000
JPY
-77183.78000000
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
1558.00000000
NS
USD
631706.68000000
0.135512145378
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
61.65000000
0.000013225004
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
5636380.00000000
JPY
39331.61000000
USD
2025-07-29
61.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3039.72000000
0.000652073171
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
79283.38000000
USD
65076.73000000
CHF
2025-07-29
3039.72000000
N
N
N
Columbia Pipelines Holding Co. LLC
N/A
Columbia Pipelines Holding Co. LLC
19828AAD9
36000.00000000
PA
USD
36156.12000000
0.007756120910
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
5.09700000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133ASGT4
404196.48000000
PA
USD
339222.50000000
0.072769166752
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
Honda Auto Receivables Owner Trust, Series 2023-1, Class A3
43815JAC7
59563.59000000
PA
USD
59707.51000000
0.012808306499
Long
ABS-O
CORP
US
N
2
2027-04-21
Fixed
5.04000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BA9
230000.00000000
PA
USD
196937.86000000
0.042246619767
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG (Registered)
N/A
23189.00000000
NS
848800.90000000
0.182082657346
Long
EC
CORP
DE
N
2
N
N
N
Carmax Auto Owner Trust
N/A
Carmax Auto Owner Trust, Series 2025-2, Class A3
14320AAD3
87000.00000000
PA
USD
87796.63000000
0.018833914639
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
4.48000000
N
N
N
N
N
N
First Interstate BancSystem, Inc.
549300WRWYTYX0RCNJ43
First Interstate BancSystem, Inc., Class A
32055Y201
5090.00000000
NS
USD
146693.80000000
0.031468389018
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
744.00000000
NS
USD
169118.64000000
0.036278909904
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PBC5
83000.00000000
PA
USD
85141.42000000
0.018264325596
Long
DBT
CORP
US
N
2
2035-02-19
Fixed
5.50000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCE9
210000.00000000
PA
USD
209301.06000000
0.044898742673
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
4.75000000
N
N
N
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
373.00000000
NS
USD
191229.64000000
0.041022106614
Long
EC
CORP
US
N
1
N
N
N
First Financial Bancorp
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
6105.00000000
NS
USD
148107.30000000
0.031771609521
Long
EC
CORP
US
N
1
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AL4
18000.00000000
PA
USD
18118.32000000
0.003886696930
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.65000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG (Registered)
N/A
9592.00000000
NS
1164249.23000000
0.249751848297
Long
EC
CORP
CH
N
2
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
1011.00000000
NS
USD
185245.53000000
0.039738410225
Long
EC
CORP
US
N
1
N
N
N
Canadian Pacific Kansas City Ltd.
N/A
Canadian Pacific Kansas City Ltd.
13646K108
5464.00000000
NS
434070.51000000
0.093115725886
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
108.73000000
0.000023324489
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4320.55000000
USD
3226.39000000
GBP
2025-07-29
108.73000000
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
4664.00000000
NS
261680.74000000
0.056135101312
Long
EC
CORP
NL
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LDHK8
500000.00000000
PA
USD
407818.54000000
0.087484218593
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
1.82000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-35.78000000
-0.00000767543
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1374.40000000
GBP
1851.04000000
USD
2025-07-29
-35.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-407.37000000
-0.00008738799
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
17614.33000000
GBP
23774.10000000
USD
2025-07-29
-407.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12693.13000000
-0.00272289866
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
253141021.00000000
JPY
1749436.20000000
USD
2025-07-22
-12693.13000000
N
N
N
PG&E Energy Recovery Funding LLC
N/A
PG&E Energy Recovery Funding LLC, Series A-3
71710TAC2
43000.00000000
PA
USD
30084.78000000
0.006453712158
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
2.82200000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3749.71000000
0.000804378460
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
28511679.21000000
THB
882181.94000000
USD
2025-07-22
3749.71000000
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class A
82650TAA5
37458.88000000
PA
USD
37443.70000000
0.008032329368
Long
ABS-O
CORP
US
Y
2
2040-06-20
Fixed
4.73000000
N
N
N
N
N
N
Barratt Redrow plc
2138006R85VEOF5YNK29
Barratt Redrow plc
N/A
29448.00000000
NS
184403.15000000
0.039557704963
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
597.80000000
0.000128238568
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1204446553.00000000
KRW
891918.36000000
USD
2025-07-22
597.80000000
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
818150302
1930.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
Y
3
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
2500.00000000
NS
999570.73000000
0.214425426179
Long
EC
CORP
JP
N
2
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
7018.00000000
NS
USD
2050449.06000000
0.439857231063
Long
EC
CORP
US
N
1
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust, Series 2023-1A, Class A3
50117KAC4
123516.19000000
PA
USD
123891.65000000
0.026576928529
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
5.02000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2024-2A, Class A
22536VAA6
200000.00000000
PA
USD
203960.08000000
0.043753008931
Long
ABS-O
CORP
US
Y
2
2034-06-15
Fixed
5.95000000
N
N
N
N
N
N
Kontoor Brands, Inc.
549300M0CPXV65RFF271
Kontoor Brands, Inc.
50050N103
1132.00000000
NS
USD
74678.04000000
0.016019747350
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
4682.00000000
NS
USD
137650.80000000
0.029528507156
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3920.74000000
0.000841067390
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
180416.80000000
USD
156184.44000000
EUR
2025-07-29
3920.74000000
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DW6
100000.00000000
PA
USD
101235.62000000
0.021716813339
Long
DBT
CORP
US
N
2
2035-07-26
Variable
5.28400000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
127.61000000
0.000027374579
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
11191044.00000000
JPY
78098.19000000
USD
2025-07-29
127.61000000
N
N
N
Toro Co. (The)
YJKE4YIT6BWQHVEW0D14
Toro Co. (The)
891092108
1461.00000000
NS
USD
103263.48000000
0.022151824821
Long
EC
CORP
US
N
1
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
N/A
18733.00000000
NS
USD
0.02000000
0.000000004290
Long
EC
CORP
RU
N
3
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DV8
32000.00000000
PA
USD
32437.08000000
0.006958321701
Long
DBT
CORP
US
N
2
2028-07-26
Variable
5.04300000
N
N
N
N
N
N
Portland General Electric Co.
GJOUP9M7C39GLSK9R870
Portland General Electric Co.
736508847
3356.00000000
NS
USD
136354.28000000
0.029250380911
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
5735.00000000
NS
USD
849812.30000000
0.182299620358
Long
EC
CORP
US
N
1
N
N
N
Quaker Chemical Corp.
549300PJQ1R3WCWCPS54
Quaker Chemical Corp.
747316107
1390.00000000
NS
USD
155596.60000000
0.033378195525
Long
EC
CORP
US
N
1
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345M107
1187.00000000
NS
USD
130463.17000000
0.027986634650
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-851.77000000
-0.00018271958
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
4805202.00000000
JPY
32627.18000000
USD
2025-07-29
-851.77000000
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
N/A
1730.00000000
NS
202204.00000000
0.043376299019
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5358.12000000
-0.00114941057
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
16725383.03000000
SEK
1764962.32000000
USD
2025-07-22
-5358.12000000
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYC2
140000.00000000
PA
USD
104705.93000000
0.022461255606
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
283.25000000
0.000060762085
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
3614412.00000000
JPY
25465.69000000
USD
2025-07-29
283.25000000
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
2753.00000000
NS
USD
82479.88000000
0.017693378656
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJR2
32000.00000000
PA
USD
33221.62000000
0.007126619270
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.67800000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
10964.00000000
NS
USD
619685.28000000
0.132933344558
Long
EC
CORP
US
N
1
N
N
N
Disco Corp.
N/A
Disco Corp.
N/A
1900.00000000
NS
562862.53000000
0.120743869596
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10341.82000000
0.002218501497
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1757174.01000000
USD
2897714.40000000
NZD
2025-07-22
10341.82000000
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAP5
25000.00000000
PA
USD
24555.91000000
0.005267672720
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
4.80000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
1930.00000000
NS
USD
133131.40000000
0.028559016711
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W3A0
200000.00000000
PA
USD
208060.79000000
0.044632683038
Long
DBT
CORP
FR
Y
2
2033-01-13
Variable
5.78600000
N
N
N
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048109
1842.00000000
NS
USD
99799.56000000
0.021408753321
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-113.80000000
-0.00002441209
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
12995.32000000
USD
1848872.00000000
JPY
2025-07-29
-113.80000000
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAV3
35000.00000000
PA
USD
35275.17000000
0.007567141707
Long
DBT
CORP
US
Y
2
2035-10-30
Fixed
5.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Bonds
9128337N4
155000.00000000
PA
USD
125471.25000000
0.026915780391
Long
DBT
UST
US
N
2
2030-11-15
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16616.20000000
0.003564465884
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
493491.03000000
USD
432200.69000000
EUR
2025-07-29
16616.20000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206XF24
0.16000000
PA
USD
0.16000000
0.000000034322
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
PNC Financial Services Group, Inc. (The)
693475BM6
126000.00000000
PA
USD
126627.06000000
0.027163721877
Long
DBT
CORP
US
N
2
2034-01-24
Variable
5.06800000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140QMKG8
1140897.51000000
PA
USD
996248.05000000
0.213712653132
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
3016.00000000
NS
USD
250689.92000000
0.053777377949
Long
EC
CORP
US
N
1
N
N
N
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
92940PAE4
170000.00000000
PA
USD
167773.79000000
0.035990416028
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FBM7
68000.00000000
PA
USD
64519.69000000
0.013840603381
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
5.50000000
N
N
N
N
N
N
Moran Foods Backstop Equity
N/A
Moran Foods Backstop Equity
N/A
359350.27000000
NS
USD
0.36000000
0.000000077226
Long
EC
CORP
US
N
3
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795KB5
59000.00000000
PA
USD
61089.42000000
0.013104750394
Long
DBT
CORP
US
N
2
2055-06-01
Fixed
5.95000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3333.05000000
0.000714997593
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1764962.32000000
USD
16706250.84000000
SEK
2025-07-22
3333.05000000
N
N
N
SLG Office Trust
N/A
SLG Office Trust, Series 2021-OVA, Class A
78449RAA3
235000.00000000
PA
USD
206117.25000000
0.044215759673
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12090.03000000
-0.00259352315
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
16525599.46000000
MXN
866624.55000000
USD
2025-07-22
-12090.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10324.89000000
-0.00221486971
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1385061.12000000
DKK
208835.78000000
USD
2025-07-29
-10324.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-457.56000000
-0.00009815463
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
14414475984.00000000
IDR
889420.11000000
USD
2025-07-22
-457.56000000
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5190, Class PH
3137H5HE0
526008.87000000
PA
USD
483130.36000000
0.103639922852
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-171.82000000
-0.00003685839
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
25096.34000000
EUR
29448.27000000
USD
2025-07-29
-171.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
589.32000000
0.000126419460
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
49951.16000000
USD
477244.03000000
SEK
2025-07-29
589.32000000
N
N
N
Woodward, Inc.
YPYKXXTR8TFDH54ZMB45
Woodward, Inc.
980745103
660.00000000
NS
USD
161759.40000000
0.034700224048
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140NYM32
500000.00000000
PA
USD
498795.58000000
0.107000386874
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
4.42000000
N
N
N
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
3300.00000000
NS
108972.54000000
0.023376518169
Long
EC
CORP
JP
N
2
N
N
N
First Hawaiian, Inc.
5493002DJSH46F5OLV06
First Hawaiian, Inc.
32051X108
6260.00000000
NS
USD
156249.60000000
0.033518275460
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Innovations, Inc.
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
3307.00000000
NS
USD
170244.36000000
0.036520396558
Long
EC
CORP
US
N
1
N
N
N
PG&E Recovery Funding LLC
N/A
PG&E Recovery Funding LLC, Series A-3
71710TAF5
154000.00000000
PA
USD
149390.78000000
0.032046938458
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.53600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140M3AF7
451138.86000000
PA
USD
375977.65000000
0.080653790087
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-169008.06000000
-0.03625518855
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5721510.10000000
CHF
7061593.67000000
USD
2025-07-22
-169008.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
39504.66000000
0.008474441380
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1752814.60000000
USD
1418246.11000000
CHF
2025-07-22
39504.66000000
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAD8
10000.00000000
PA
USD
9526.30000000
0.002043558175
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
3767.00000000
NS
USD
832582.34000000
0.178603492205
Long
EC
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AY5
217000.00000000
PA
USD
196514.44000000
0.042155788762
Long
DBT
CORP
IT
Y
2
2032-06-03
Variable
3.12700000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SQ2
2800000.00000000
PA
USD
1722546.87000000
0.369516469048
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
1798.00000000
NS
USD
348794.02000000
0.074822425409
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6771.00000000
-0.00145249807
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1417068.28000000
CHF
1512378.69000000
EUR
2025-07-22
-6771.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-681.82000000
-0.00014626233
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
22900.48000000
GBP
30756.64000000
USD
2025-07-29
-681.82000000
N
N
N
Cencora, Inc.
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073E105
828.00000000
NS
USD
248275.80000000
0.053259506933
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2024-2, Class C
80286YAE2
48000.00000000
PA
USD
49077.47000000
0.010527976765
Long
ABS-O
CORP
US
N
2
2030-06-17
Fixed
5.84000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28105.56000000
0.006029134807
N/A
DFE
N/A
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
868277.05000000
USD
4895207.11000000
BRL
2025-07-22
28105.56000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140JBPU4
1604787.28000000
PA
USD
1496735.80000000
0.321076040104
Long
ABS-MBS
USGSE
US
N
2
2059-08-01
Fixed
4.00000000
N
N
N
N
N
N
Aker Solutions ASA
5967007LIEEXZXG42836
Aker Solutions ASA
N/A
38251.00000000
NS
132008.31000000
0.028318094239
Long
EC
CORP
NO
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15367.90000000
0.003296683674
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
25934061.00000000
TWD
910286.45000000
USD
2025-07-22
15367.90000000
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAM1
123000.00000000
PA
USD
98269.84000000
0.021080601592
Long
DBT
CORP
US
N
2
2052-04-05
Fixed
4.40000000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879Q109
581.00000000
NS
USD
91292.53000000
0.019583846410
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17266.08000000
0.003703876525
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2600048.75000000
GBP
4878554.67000000
CAD
2025-07-22
17266.08000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBW9
153000.00000000
PA
USD
140386.25000000
0.030115309084
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.65000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6069.13000000
-0.00130193466
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
4003954.32000000
SEK
417952.50000000
USD
2025-07-29
-6069.13000000
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBR6
183000.00000000
PA
USD
171226.59000000
0.036731102094
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
487.00000000
NS
USD
91775.15000000
0.019687376851
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
190000.00000000
PA
USD
179193.53000000
0.038440150242
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2024-1A, Class C
30167PAE0
102000.00000000
PA
USD
102795.15000000
0.022051359835
Long
ABS-O
CORP
US
N
2
2030-05-15
Fixed
5.41000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
N/A
154602.00000000
NS
1085762.76000000
0.232915126019
Long
EC
CORP
GB
N
2
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
1155.00000000
NS
USD
239801.10000000
0.051441535373
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2024-3A, Class C
30165AAE5
50000.00000000
PA
USD
50582.87000000
0.010850911427
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
5.70000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-131.06000000
-0.00002811466
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
3032.75000000
EUR
3448.36000000
USD
2025-07-29
-131.06000000
N
N
N
Flowco Holdings, Inc.
N/A
Flowco Holdings, Inc., Class A
342909108
4459.00000000
NS
USD
79414.79000000
0.017035863175
Long
EC
CORP
US
N
1
N
N
N
Bridgestone Corp.
549300DHPOF90OYYD780
Bridgestone Corp.
N/A
1300.00000000
NS
53159.86000000
0.011403720911
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
82.34000000
0.000017663371
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
308871.06000000
HKD
39550.28000000
USD
2025-07-29
82.34000000
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
3942.00000000
NS
USD
1074943.98000000
0.230594308249
Long
EC
CORP
US
N
1
N
N
N
PHH Mortgage Trust
N/A
PHH Mortgage Trust, Series 2008-CIM2, Class 5A1
69338AAJ4
1062.54000000
PA
USD
1167.50000000
0.000250449195
Long
ABS-MBS
CORP
US
N
2
2038-07-25
Fixed
6.00000000
N
N
N
N
N
N
InterContinental Hotels Group plc
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
3117.00000000
NS
356382.78000000
0.076450347325
Long
EC
CORP
GB
N
2
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912X302
1708.00000000
NS
USD
99900.92000000
0.021430496816
Long
EC
CORP
US
N
1
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AJ4
336000.00000000
PA
USD
289726.33000000
0.062151371504
Long
DBT
CORP
US
Y
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
19317.00000000
NS
USD
1572596.97000000
0.337349589559
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
798.00000000
NS
USD
166558.56000000
0.035729727912
Long
EC
CORP
CH
N
1
N
N
N
Games Workshop Group plc
213800RP9QJQYGWHNT41
Games Workshop Group plc
N/A
500.00000000
NS
111291.43000000
0.023873960682
Long
EC
CORP
GB
N
2
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3G4
150000.00000000
PA
USD
139831.28000000
0.029996258301
Long
DBT
CORP
US
Y
2
2029-01-07
Fixed
2.71700000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3988.61000000
-0.00085562669
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
887563.11000000
USD
28678584.05000000
THB
2025-07-22
-3988.61000000
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
653.00000000
NS
USD
123632.49000000
0.026521334171
Long
EC
CORP
US
N
1
N
N
N
CCC Intelligent Solutions Holdings, Inc.
N/A
CCC Intelligent Solutions Holdings, Inc.
12510Q100
11506.00000000
NS
USD
108271.46000000
0.023226124231
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAN2
63000.00000000
PA
USD
63846.39000000
0.013696168740
Long
DBT
CORP
US
N
2
2027-06-08
Variable
6.04700000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust, Series 2020-2A, Class B
682696AB5
220000.00000000
PA
USD
209434.76000000
0.044927423664
Long
ABS-O
CORP
US
Y
2
2035-09-14
Fixed
2.21000000
N
N
N
N
N
N
N/A
N/A
Long Gilt
N/A
54.00000000
NC
192279.14000000
0.041247242743
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
Long Gilt
2025-09-26
5023620.00000000
GBP
192279.14000000
N
N
N
Lamar Advertising Co.
529900Y8WW4MKVPTB543
Lamar Advertising Co., Class A
512816109
932.00000000
NS
USD
113107.52000000
0.024263543791
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corp.
549300BX623VURJZ5269
Envista Holdings Corp.
29415F104
9372.00000000
NS
USD
183128.88000000
0.039284351733
Long
EC
CORP
US
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
N/A
401.00000000
NS
178145.65000000
0.038215361631
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
343.71000000
0.000073731814
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
9397.41000000
USD
8253.40000000
EUR
2025-07-29
343.71000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFY2
1000000.00000000
PA
USD
1004414.06000000
0.215464405281
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
41145.79000000
0.008826492504
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
1193609.79000000
USD
976079.06000000
CHF
2025-07-29
41145.79000000
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
10911.00000000
NS
USD
356025.93000000
0.076373796750
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
N/A
6240.00000000
NS
622448.39000000
0.133526080040
Long
EC
CORP
FR
N
2
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607AG2
100000.00000000
PA
USD
99425.84000000
0.021328583836
Long
DBT
CORP
US
N
2
2055-04-01
Fixed
5.70000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAP2
120000.00000000
PA
USD
119788.37000000
0.025696703112
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.20000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, Other
3132XFJB5
1000000.00000000
PA
USD
927679.01000000
0.199003393263
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
1.80000000
N
N
N
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
N/A
3204.00000000
NS
212891.62000000
0.045668980671
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-512.56000000
-0.00010995309
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
17473140.00000000
JPY
121226.83000000
USD
2025-07-29
-512.56000000
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBA7
180000.00000000
PA
USD
167727.95000000
0.035980582545
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4126.24000000
0.000885150739
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
904851.59000000
USD
1236419.07000000
CAD
2025-07-22
4126.24000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEE7
2000000.00000000
PA
USD
1905625.00000000
0.408789934018
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
JPMorgan Core Bond Fund
DQ695W4P67V7A4LC6I09
JPMorgan Core Bond Fund, Class R6
4812C0100
2653271.77200000
NS
USD
27434830.12000000
5.885251502557
Long
RF
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
29336.65000000
0.006293225171
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
868417.47000000
USD
3237502.01000000
PLN
2025-07-22
29336.65000000
N
N
N
Smurfit WestRock plc
635400EGSEOPDW2EXS14
Smurfit WestRock plc
N/A
3297.00000000
NS
USD
142265.55000000
0.030518451845
Long
EC
CORP
IE
N
1
N
N
N
BankUnited, Inc.
96OVUWEW5D4YX6PFXD91
BankUnited, Inc.
06652K103
4592.00000000
NS
USD
163429.28000000
0.035058442551
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
1723.00000000
NS
USD
352594.72000000
0.075637742118
Long
EC
CORP
US
N
1
N
N
N
Applied Industrial Technologies, Inc.
549300NU173IJRC6PO38
Applied Industrial Technologies, Inc.
03820C105
650.00000000
NS
USD
151092.50000000
0.032411987198
Long
EC
CORP
US
N
1
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
100.00000000
NS
USD
79547.00000000
0.017064224535
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140LEBC0
600000.00000000
PA
USD
513832.47000000
0.110226063106
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
1.77000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
397.14000000
0.000085193484
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
28610.98000000
USD
273918.03000000
SEK
2025-07-29
397.14000000
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3133KL2H9
553439.95000000
PA
USD
462964.50000000
0.099313992736
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Linde plc
5299003QR1WT0EF88V51
Linde plc
N/A
1103.00000000
NS
USD
517505.54000000
0.111014000944
Long
EC
CORP
IE
N
1
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
1257.00000000
NS
USD
84382.41000000
0.018101504659
Long
EC
CORP
US
N
1
N
N
N
2025-07-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer