NPORT-P false 0001700933 XXXXXXXX S000057856 C000186839 American Beacon Institutional Funds Trust 811-23239 0001700933 549300WDJ1HUF6WMNQ53 220 EAST LAS COLINAS BOULEVARD SUITE 1200 IRVING 75039 817-391-6100 American Beacon Diversified Fund S000057856 549300I6NELIHOOMHG57 2022-10-31 2022-10-31 N 480083722.34 4977532.82 475106189.52 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 289352.90000000 0.00000000 0.00000000 697261.50000000 USD UST Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 9000.00000000 NS USD 1836180.00000000 0.386477810751 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTZ1 862505.64000000 PA USD 753682.97000000 0.158634635082 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N EPAM Systems Inc 549300XCR4R530HJP604 29414B104 4940.00000000 NS USD 1729000.00000000 0.363918643481 Long EC CORP US N 1 N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E101 11500.00000000 NS USD 352130.00000000 0.074116062422 Long EC CORP US N 1 N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 000000000 3477.00000000 NS 2193778.67000000 0.461744914798 Long EC CORP FR N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WG44 795037.76000000 PA USD 694863.90000000 0.146254440655 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N Shell PLC 21380068P1DRHMJ8KU70 780259305 21900.00000000 NS USD 1218297.00000000 0.256426253093 Long EC CORP GB N 1 N N N GM Financial Consumer Automobile Receivables Trust 2020-2 N/A 36258VAD6 32072.02000000 PA USD 31688.94000000 0.006669864695 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.49000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7C2 350000.00000000 PA USD 328752.70000000 0.069195625578 Long DBT CORP CA N 2 2024-11-01 Fixed 2.25000000 N N N N N N GM Financial Revolving Receivables Trust N/A 36263HAA6 245000.00000000 PA USD 209738.01000000 0.044145501495 Long ABS-O CORP US N 2 2034-06-12 Fixed 1.17000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AXUH3 460879.00000000 PA USD 380569.19000000 0.080101922137 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEA8 85000.00000000 PA USD 75650.95000000 0.015922956103 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 96400.00000000 NS USD 1253200.00000000 0.263772610764 Long EC CORP US N 1 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 8714.00000000 NS USD 2222505.70000000 0.467791358863 Long EC CORP US N 1 N N N CNH Equipment Trust N/A 12597PAC2 97925.82000000 PA USD 96180.99000000 0.020244103764 Long ABS-O CORP US N 2 2025-06-16 Fixed 1.16000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AK7 320000.00000000 PA USD 305428.81000000 0.064286430431 Long DBT CORP US N 2 2024-03-15 Fixed 2.03100000 N N N N N N Accenture PLC N/A 000000000 5604.00000000 NS USD 1590975.60000000 0.334867369673 Long EC CORP IE N 1 N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FQ5 120000.00000000 PA USD 92499.97000000 0.019469325393 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAC2 115000.00000000 PA USD 74313.58000000 0.015641467452 Long DBT CORP US N 2 2052-06-15 Fixed 3.35000000 N N N N N N Cogeco Communications Inc 549300XHH6LJM6IAXV57 19239C106 18141.00000000 NS 925193.00000000 0.194733939571 Long EC CORP CA N 1 N N N General Motors Co 54930070NSV60J38I987 37045V100 52100.00000000 NS USD 2044925.00000000 0.430414304235 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 4013953.63000000 PA USD 3657987.99000000 0.769930611448 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N American Beacon U.S. Government Money Market 549300EXCES9V5RWB620 02368W200 13179468.54000000 NS USD 13179468.54000000 2.774004807917 Long STIV RF US N 1 N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAL6 385000.00000000 PA USD 371787.61000000 0.078253581662 Long DBT CORP US N 2 2025-05-13 Fixed 5.12500000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AY2 120000.00000000 PA USD 116076.38000000 0.024431670763 Long DBT CORP US N 2 2023-07-15 Fixed 0.65000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 290000.00000000 PA USD 243308.17000000 0.051211323987 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CX3 70000.00000000 PA USD 53980.33000000 0.011361740004 Long DBT CORP US N 2 2049-03-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 560000.00000000 PA USD 364021.87000000 0.076619054440 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Atlassian Corp 549300AGBII4MWBVJY22 049468101 6913.00000000 NS USD 1401472.49000000 0.294980894990 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCCF1 291875.25000000 PA USD 269265.13000000 0.056674725764 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XH25 3660000.00000000 PA USD 3661525.45000000 0.770675173417 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7K8 299445.55000000 PA USD 260699.97000000 0.054871937211 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAV3 85000.00000000 PA USD 75844.00000000 0.015963589124 Long DBT CORP US N 2 2033-02-01 Fixed 4.80000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 345285AA8 300000.00000000 PA USD 259532.52000000 0.054626213197 Long ABS-O CORP US N 2 2034-05-15 Fixed 1.53000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AY9 180000.00000000 PA USD 160581.87000000 0.033799153440 Long DBT CORP US N 2 2027-03-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNS0 85826.69000000 PA USD 80405.28000000 0.016923643971 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KGR62 279059.32000000 PA USD 231338.72000000 0.048692002988 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZC5 641020.51000000 PA USD 591464.77000000 0.124491068112 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 4.00000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 28290.00000000 NS USD 3991153.20000000 0.840054978873 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 695000.00000000 PA USD 618600.30000000 0.130202534432 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 4552.00000000 NS USD 2527042.80000000 0.531890102832 Long EC CORP US N 1 N N N BP PLC 213800LH1BZH3DI6G760 000000000 296641.00000000 NS 1645688.19000000 0.346383235222 Long EC CORP GB N 2 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 166000.00000000 PA USD 99258.67000000 0.020891891579 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N Goodyear Tire & Rubber Co/The 5493002BI0S2ZQUY3437 382550101 16200.00000000 NS USD 205740.00000000 0.043304003302 Long EC CORP US N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 1653.00000000 NS 779253.64000000 0.164016730825 Long EC CORP NL N 2 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 13116.00000000 NS USD 1204704.60000000 0.253565334776 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 180000.00000000 PA USD 142001.51000000 0.029888372985 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFF4 220000.00000000 PA USD 220850.77000000 0.046484507015 Long DBT CORP US N 2 2025-10-30 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RQQ7 68950.62000000 PA USD 68955.98000000 0.014513803760 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAL7 115000.00000000 PA USD 92214.91000000 0.019409326174 Long DBT CORP US N 2 2030-06-15 Fixed 2.80000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 130000.00000000 PA USD 103575.43000000 0.021800480036 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 102260.00000000 NS USD 4702937.40000000 0.989870791780 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDG3 195000.00000000 PA USD 171739.60000000 0.036147624212 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859104 14140.00000000 NS USD 1192709.00000000 0.251040509744 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B109 40600.00000000 NS USD 684922.00000000 0.144161876883 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BCG9 65790.35000000 PA USD 62937.32000000 0.013247000647 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 4.50000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849106 38000.00000000 NS USD 1157100.00000000 0.243545553714 Long EC CORP US N 1 N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AH9 130000.00000000 PA USD 76554.90000000 0.016113218831 Long DBT CORP US N 2 2050-08-12 Fixed 2.34300000 N N N N N N BRP Inc 529900EPQGESIRCPY551 05577W200 6682.00000000 NS 446774.60000000 0.094036787954 Long EC CORP CA N 1 N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BJ0 190000.00000000 PA USD 143425.62000000 0.030188118606 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N Continental AG 529900A7YD9C0LLXM621 000000000 10403.00000000 NS 539533.83000000 0.113560682201 Long EC CORP DE N 2 N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 6900.00000000 NS USD 359007.00000000 0.075563528305 Long EC CORP CW N 1 N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAC5 150000.00000000 PA USD 115296.79000000 0.024267583235 Long DBT CORP CA N 2 2032-01-15 Fixed 2.20000000 N N N N N N BX Trust N/A 05609VAA3 385000.00000000 PA USD 365708.46000000 0.076974046658 Long ABS-MBS CORP US N 2 2036-09-15 Floating 4.11200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 7770000.00000000 PA USD 4706920.31000000 0.990709111736 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAL9 145000.00000000 PA USD 77315.46000000 0.016273300938 Long DBT CORP US N 2 2051-09-17 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8CZ6 595240.78000000 PA USD 523694.80000000 0.110226894860 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Unilever PLC 549300MKFYEKVRWML317 000000000 23154.00000000 NS 1053203.29000000 0.221677450900 Long EC CORP GB N 2 N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 8444.00000000 NS USD 2114377.60000000 0.445032636206 Long EC CORP US N 1 N N N Disco Corp N/A 000000000 4500.00000000 NS 1076846.04000000 0.226653759465 Long EC CORP JP N 2 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJG6 180000.00000000 PA USD 163757.98000000 0.034467658728 Long DBT CORP US N 2 2033-07-22 Fixed 4.96700000 N N N N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 000000000 26003.00000000 NS 1353747.91000000 0.284935860626 Long EC CORP ES N 2 N N N Olympus Corp 5299000Y52IFDI1I2A21 000000000 57800.00000000 NS 1219563.50000000 0.256692825078 Long EC CORP JP N 2 N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BN0 225000.00000000 PA USD 198635.15000000 0.041808579719 Long DBT CORP US N 2 2027-09-15 Fixed 3.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TJX4 45384.80000000 PA USD 41243.53000000 0.008680907744 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AG7 155000.00000000 PA USD 139137.96000000 0.029285655095 Long DBT CORP US N 2 2028-03-01 Fixed 3.75000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AV1 145000.00000000 PA USD 100241.58000000 0.021098773750 Long DBT US N 2 2033-02-01 Fixed 1.87500000 N N N N N N Ferguson PLC 213800DU1LGY3R2S2X42 000000000 18335.00000000 NS 2002118.51000000 0.421404425823 Long EC CORP JE N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCE4 920000.00000000 PA USD 594037.29000000 0.125032530222 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAN4 170000.00000000 PA USD 143676.77000000 0.030240980473 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9X75 915240.35000000 PA USD 755300.95000000 0.158975186318 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 20936.00000000 NS USD 1303266.00000000 0.274310465480 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0YX0 66296.45000000 PA USD 60101.79000000 0.012650180386 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFC8 185000.00000000 PA USD 157767.04000000 0.033206690100 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N Residential Mortgage Loan Trust N/A 76119NAA5 129458.50000000 PA USD 125071.35000000 0.026324925408 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.63300000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAT3 360000.00000000 PA USD 346571.50000000 0.072946113446 Long DBT CORP US N 2 2024-03-08 Fixed 2.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8NT0 428912.61000000 PA USD 377411.82000000 0.079437361231 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.00000000 N N N N N N Aramark 549300MR6PG2DWZUIL39 03852U106 31359.00000000 NS USD 1144603.50000000 0.240915299620 Long EC CORP US N 1 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BN8 335000.00000000 PA USD 316999.92000000 0.066721909121 Long DBT CORP US N 2 2025-04-01 Fixed 3.30000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 11700.00000000 NS USD 632970.00000000 0.133227058279 Long EC CORP US N 1 N N N DUKE ENERGY PROGRESS NC N/A 26444BAB0 715000.00000000 PA USD 556393.38000000 0.117109267838 Long DBT CORP US N 2 2037-07-01 Fixed 2.38700000 N N N N N N Olin Corp 549300GKK294V7W57P06 680665205 17700.00000000 NS USD 937215.00000000 0.197264321255 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QK5R5 156632.95000000 PA USD 133672.56000000 0.028135301738 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 90000.00000000 PA USD 69553.80000000 0.014639632472 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 67900.00000000 NS USD 3113894.00000000 0.655410110136 Long EC CORP US N 1 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAK7 155000.00000000 PA USD 139677.46000000 0.029399208657 Long DBT US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 21309.00000000 NS 2316299.14000000 0.487532932867 Long EC CORP DK N 2 N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAX2 175000.00000000 PA USD 149660.88000000 0.031500511528 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 4600.00000000 NS USD 334650.00000000 0.070436884928 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828YE4 3155000.00000000 PA USD 2971369.16000000 0.625411587039 Long DBT UST US N 2 2024-08-31 Fixed 1.25000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 9700.00000000 NS USD 1569751.00000000 0.330400031535 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYN6 337455.01000000 PA USD 306067.51000000 0.064420863535 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 2.50000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AU9 180000.00000000 PA USD 91659.88000000 0.019292503870 Long DBT CORP US N 2 2060-08-18 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8LJ4 749714.55000000 PA USD 641178.51000000 0.134954779403 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 6500.00000000 NS USD 1623700.00000000 0.341755177224 Long EC CORP US N 1 N N N American Beacon U.S. Government Money Market 549300EXCES9V5RWB620 02368W200 31062.53000000 NS USD 31062.53000000 0.006538018380 Long STIV RF US N 1 N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 000000000 41440.00000000 NS 1000596.50000000 0.210604812581 Long EC CORP SG N 2 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 26250.00000000 NS USD 1709137.50000000 0.359737999146 Long EC CORP US N 1 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAX9 135000.00000000 PA USD 85034.90000000 0.017898082970 Long DBT US N 2 2041-04-01 Fixed 2.90000000 N N N N N N Lithia Motors Inc SE8N1EZEHPZQBCBVKD53 536797103 2418.00000000 NS USD 479126.70000000 0.100846234077 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XG3N7 409080.85000000 PA USD 374523.98000000 0.078829530799 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CS6 185000.00000000 PA USD 109603.00000000 0.023069158520 Long DBT CORP US N 2 2051-06-01 Fixed 2.60000000 N N N N N N BMW Vehicle Owner Trust N/A 05602RAD3 170000.00000000 PA USD 164369.38000000 0.034596345748 Long ABS-O CORP US N 2 2026-08-25 Fixed 3.21000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 160000.00000000 PA USD 121192.59000000 0.025508526866 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BC38 333547.26000000 PA USD 289524.37000000 0.060938875642 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 72478.00000000 NS USD 2300451.72000000 0.484197379605 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828S92 2030000.00000000 PA USD 1979408.58000000 0.416624456524 Long DBT UST US N 2 2023-07-31 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYV55 299783.38000000 PA USD 253369.05000000 0.053328930582 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 2.50000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 15850.00000000 NS USD 1688817.50000000 0.355461060548 Long EC CORP US N 1 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AU7 175000.00000000 PA USD 158757.27000000 0.033415112979 Long DBT CORP US N 2 2028-07-15 Fixed 4.55000000 N N N N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 000000000 12878.00000000 NS 793841.74000000 0.167087223343 Long EC CORP NL N 2 N N N Ally Auto Receivables Trust N/A 02008JAC0 320000.00000000 PA USD 310221.63000000 0.065295219646 Long ABS-O CORP US N 2 2026-11-15 Fixed 3.31000000 N N N N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 59500.00000000 NS USD 1576155.00000000 0.331747940727 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVW5 328442.70000000 PA USD 296100.83000000 0.062323084087 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N ABB Ltd 5493000LKVGOO9PELI61 000000000 40404.00000000 NS 1121638.00000000 0.236081538136 Long EC CORP CH N 2 N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAG8 130000.00000000 PA USD 79949.36000000 0.016827682266 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N ASM International NV 7245001I22ND6ZFHX623 000000000 4641.00000000 NS 1027992.58000000 0.216371119273 Long EC CORP NL N 2 N N N Hitachi Ltd 549300T6IPOCDWLKC615 000000000 15600.00000000 NS 706639.24000000 0.148732905524 Long EC CORP JP N 2 N N N Cie Generale des Etablissements Michelin SCA 549300SOSI58J6VIW052 59410T106 94080.00000000 NS USD 1194816.00000000 0.251483989549 Long EC CORP FR N 1 N N N Alcon Inc 549300LDT5AP8S0NBM78 000000000 21100.00000000 NS USD 1280348.00000000 0.269486701761 Long EC CORP CH N 1 N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 180000.00000000 PA USD 130890.77000000 0.027549792633 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N Axalta Coating Systems Ltd 529900AGLPA40GV6H619 000000000 51505.00000000 NS USD 1201096.60000000 0.252805925600 Long EC CORP BM N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZV9 1330000.00000000 PA USD 1328989.64000000 0.279724758236 Long DBT CORP US N 2 2024-11-01 Fixed 5.70000000 N N N N N N Unilever PLC 549300MKFYEKVRWML317 904767704 25600.00000000 NS USD 1165056.00000000 0.245220126720 Long EC CORP GB N 1 N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 33595.00000000 NS USD 2934187.30000000 0.617585576598 Long EC CORP IE N 1 N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CU4 135000.00000000 PA USD 111477.65000000 0.023463733468 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 44100.00000000 NS USD 2881494.00000000 0.606494729717 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKFT7 26229.52000000 PA USD 25313.22000000 0.005327907856 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.50000000 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 68500.00000000 NS USD 2132405.00000000 0.448827030048 Long EC CORP US N 1 N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BN3 180000.00000000 PA USD 165985.07000000 0.034936414987 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19300000 N N N N N N Banco Bradesco SA 549300CTUU1RFXHQJE44 059460303 120399.00000000 NS USD 456312.21000000 0.096044257066 Long EC CORP BR N 1 N N N Thales SA 529900FNDVTQJOVVPZ19 000000000 7733.00000000 NS 982801.81000000 0.206859399367 Long EC CORP FR N 2 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 7000.00000000 NS USD 585060.00000000 0.123142996851 Long EC CORP US N 1 N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 10500.00000000 NS USD 893865.00000000 0.188140045260 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 16000.00000000 NS USD 1512160.00000000 0.318278320374 Long EC CORP US N 1 N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TJX4 335000.00000000 PA USD 323657.60000000 0.068123212692 Long DBT CORP US N 2 2024-03-22 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFS4 83280.20000000 PA USD 79902.36000000 0.016817789741 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4.50000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546104 38166.00000000 NS USD 3980332.14000000 0.837777370154 Long EC CORP US N 1 N N N CNH Industrial NV 549300WGC2HZ5J67V817 000000000 71900.00000000 NS USD 930386.00000000 0.195826958377 Long EC CORP NL N 1 N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 27100.00000000 NS USD 1673154.00000000 0.352164218632 Long EC CORP US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBL8 190000.00000000 PA USD 177478.41000000 0.037355524704 Long DBT CORP CA N 2 2025-02-14 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PES7 190000.00000000 PA USD 193427.44000000 0.040712464764 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307UZN1 93659.08000000 PA USD 86561.17000000 0.018219331153 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 4252.00000000 NS USD 2008729.84000000 0.422795973681 Long EC CORP NL Y 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 3800.00000000 NS USD 430730.00000000 0.090659732392 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4VC4 426379.59000000 PA USD 380373.51000000 0.080060735555 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N ResMed Inc 529900T3QE5253CCXF22 761152107 8275.00000000 NS USD 1851034.75000000 0.389604427563 Long EC CORP US N 1 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 8157.00000000 NS USD 4460002.89000000 0.938738115473 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 22100.00000000 NS USD 1783470.00000000 0.375383448866 Long EC CORP US N 1 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBV9 80000.00000000 PA USD 75199.68000000 0.015827973126 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N Baker Hughes Co N/A 05722G100 10800.00000000 NS USD 298728.00000000 0.062876048889 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 574152.89000000 PA USD 473782.78000000 0.099721449741 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJR0 698289.18000000 PA USD 593251.54000000 0.124867146142 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89239KAC5 260000.00000000 PA USD 245654.92000000 0.051705266194 Long ABS-O CORP US N 2 2026-06-15 Fixed 1.23000000 N N N N N N 3i Group PLC 35GDVHRBMFE7NWATNM84 000000000 51739.00000000 NS 687825.59000000 0.144773022362 Long EC CORP GB N 2 N N N GSK PLC 5493000HZTVUYLO1D793 37733W204 9600.00000000 NS USD 318432.00000000 0.067023332262 Long EC CORP GB N 1 N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 3800.00000000 NS USD 390412.00000000 0.082173629519 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 11400.00000000 NS USD 1535238.00000000 0.323135760776 Long EC CORP US N 1 N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAK4 276500.00000000 PA USD 214915.43000000 0.045235241034 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.37000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 230000.00000000 PA USD 200479.70000000 0.042196819242 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAV1 780000.00000000 PA USD 782100.95000000 0.164616030532 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 455000.00000000 PA USD 414708.59000000 0.087287557844 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5H44 158622.16000000 PA USD 137882.05000000 0.029021312085 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 18900.00000000 NS USD 1398600.00000000 0.294376295415 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 145000.00000000 PA USD 103541.51000000 0.021793340580 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N China Longyuan Power Group Corp Ltd 5299008UYLF3O6V9T464 000000000 484000.00000000 NS 553801.15000000 0.116563657181 Long EC CORP CN N 2 N N N RELX PLC 549300WSX3VBUFFJOO66 000000000 56537.00000000 NS 1519728.24000000 0.319871277942 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GXFV8 87627.64000000 PA USD 78782.86000000 0.016582158207 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAB9 250000.00000000 PA USD 199221.67000000 0.041932030016 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 4000.00000000 NS USD 978040.00000000 0.205857137114 Long EC CORP US N 1 N N N Workday Inc 549300J0DYC0N31V7G13 98138H101 10500.00000000 NS USD 1636110.00000000 0.344367224862 Long EC CORP US N 1 N N N NOV Inc 549300EHF3IW1AR6U008 62955J103 58100.00000000 NS USD 1301440.00000000 0.273926130348 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ND9 105000.00000000 PA USD 95120.08000000 0.020020804211 Long DBT CORP US N 2 2025-11-03 Fixed 1.28100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUA5 287989.26000000 PA USD 238357.55000000 0.050169321144 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 2.00000000 N N N N N N ENN Energy Holdings Ltd 549300V7BXPWT6WIPR03 000000000 39200.00000000 NS 388844.54000000 0.081843711695 Long EC CORP KY N 2 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 22300.00000000 NS USD 5176499.00000000 1.089545687718 Long EC CORP US N 1 N N N Magna International Inc 95RWVLFZX6VGDZNNTN43 559222401 22800.00000000 NS USD 1270644.00000000 0.267444211005 Long EC CORP CA N 1 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 34504.00000000 NS 1186815.02000000 0.249799949185 Long EC CORP CA N 1 N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBR1 135000.00000000 PA USD 98721.71000000 0.020778872634 Long DBT US N 2 2030-10-15 Fixed 1.25000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BY5 325000.00000000 PA USD 254407.29000000 0.053547458570 Long DBT CORP US N 2 2031-03-15 Fixed 2.60000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 17300.00000000 NS USD 316936.00000000 0.066708455286 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BA2 180000.00000000 PA USD 158933.84000000 0.033452277302 Long DBT CORP US N 2 2029-05-22 Fixed 3.25000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 3248.00000000 NS USD 222000.80000000 0.046726564481 Long EC CORP US N 1 N N N Vertiv Holdings Co 549300KTTIRAOGXCRV69 92537N108 124095.00000000 NS USD 1775799.45000000 0.373768957165 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDH6 840000.00000000 PA USD 767662.52000000 0.161577040445 Long DBT CORP US N 2 2033-07-25 Fixed 4.91200000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 460000.00000000 PA USD 353830.54000000 0.074473990826 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N Evolution AB 549300SUH6ZR1RF6TA88 000000000 18059.00000000 NS 1686458.39000000 0.354964516817 Long EC CORP SE Y 2 N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 100000.00000000 PA USD 85446.63000000 0.017984743597 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CA5 230000.00000000 PA USD 223134.67000000 0.046965220601 Long DBT CORP US N 2 2025-11-06 Fixed 4.20000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 185000.00000000 PA USD 143279.83000000 0.030157432835 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBG5 195000.00000000 PA USD 109781.00000000 0.023106623828 Long DBT CORP US N 2 2051-12-15 Fixed 3.45000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDG1 180000.00000000 PA USD 154375.89000000 0.032492923351 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BM60 187079.63000000 PA USD 168339.59000000 0.035431992618 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAA6 110000.00000000 PA USD 84419.57000000 0.017768568766 Long DBT CORP US N 2 2031-05-25 Fixed 2.69000000 N N N N N N Adyen NV 724500973ODKK3IFQ447 000000000 1122.00000000 NS 1607447.60000000 0.338334384071 Long EC CORP NL Y 2 N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484101 21218.00000000 NS USD 1426061.78000000 0.300156430595 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 6200.00000000 NS USD 1531896.00000000 0.322432339083 Long EC CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 24350.00000000 NS USD 1833068.00000000 0.385822799288 Long EC CORP US N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 5752.00000000 NS USD 1255143.92000000 0.264181765610 Long EC CORP IE N 1 N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 5300.00000000 NS USD 1688050.00000000 0.355299517715 Long EC CORP US N 1 N N N Hess Corp UASVRYNXNK17ULIGK870 023551AF1 60000.00000000 PA USD 64981.75000000 0.013677310764 Long DBT CORP US N 2 2029-10-01 Fixed 7.87500000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBH6 255000.00000000 PA USD 161458.41000000 0.033983646932 Long DBT CORP CA N 2 2051-12-02 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUU1 525120.80000000 PA USD 434616.98000000 0.091477861073 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 465000.00000000 PA USD 344017.71000000 0.072408593613 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AX2 180000.00000000 PA USD 179980.46000000 0.037882154341 Long DBT CORP US N 2 2032-11-02 Fixed 6.12500000 N N N N N N Fluor Corp CQ7WZ4NOFWT7FAE6Q943 343412102 8100.00000000 NS USD 245106.00000000 0.051589729918 Long EC CORP US N 1 N N N CNH Equipment Trust N/A 12598AAC4 240000.00000000 PA USD 229747.25000000 0.048357031557 Long ABS-O CORP US N 2 2025-12-15 Fixed 0.40000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03063FAC8 156205.24000000 PA USD 153107.72000000 0.032225999866 Long ABS-O CORP US N 2 2025-08-18 Fixed 0.37000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523100 1800.00000000 NS USD 581508.00000000 0.122395374513 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 145000.00000000 PA USD 134393.46000000 0.028287036238 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 294821608 120700.00000000 NS USD 672299.00000000 0.141504997162 Long EC CORP SE N 1 N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 11215.00000000 NS USD 1888269.55000000 0.397441580777 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CEL1 17890000.00000000 PA USD 17862713.10000000 3.759730665274 Long DBT UST US N 2 2024-04-30 Floating 4.03700000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAD3 255000.00000000 PA USD 197779.04000000 0.041628386319 Long DBT CORP US N 2 2044-12-01 Fixed 4.15000000 N N N N N N ESR Group Ltd 549300C81AR42BZUFZ09 000000000 502000.00000000 NS 857987.14000000 0.180588499776 Long EC CORP KY Y 2 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 200000.00000000 PA USD 159202.40000000 0.033508803613 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31100000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DJ2 155000.00000000 PA USD 80800.94000000 0.017006922195 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD34 4008601.42000000 PA USD 3652287.98000000 0.768730877551 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 21779.00000000 NS USD 2062471.30000000 0.434107436504 Long EC CORP US N 1 N N N Crown Castle Inc 54930012H97VSM0I2R19 22822V101 10600.00000000 NS USD 1412556.00000000 0.297313743992 Long EC US N 1 N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 18073.00000000 NS USD 1033775.60000000 0.217588325053 Long EC CORP US N 1 N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDW8 145000.00000000 PA USD 121824.19000000 0.025641465568 Long DBT CORP US N 2 2028-03-24 Fixed 2.00000000 N N N N N N MTU Aero Engines AG 529900807L67JY81RD65 000000000 2977.00000000 NS 533140.23000000 0.112214961993 Long EC CORP DE N 2 N N N SEMPRA GLOBAL 549300L0B3MD11PUAA07 81685VAA1 205000.00000000 PA USD 160298.41000000 0.033739490988 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNE73 706771.77000000 PA USD 583655.71000000 0.122847422928 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 130000.00000000 PA USD 80788.27000000 0.017004255423 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 33218.00000000 NS 699603.40000000 0.147252007115 Long EC CORP GB N 2 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 29100.00000000 NS USD 1741635.00000000 0.366578048953 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 2125000.00000000 PA USD 1779189.44000000 0.374482479758 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N OKLAHOMA G&E CO 549300VJ8YXGPO8EV472 678858BW0 215000.00000000 PA USD 209579.94000000 0.044112231038 Long DBT CORP US N 2 2023-05-26 Fixed 0.55300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307EE67 69942.04000000 PA USD 67616.97000000 0.014231969924 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR26 323281.46000000 PA USD 274772.78000000 0.057833971870 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N Arca Continental SAB de CV 254900U2BSJCQHJCXN24 000000000 152900.00000000 NS 1249098.77000000 0.262909386901 Long EC CORP MX N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7QF9 314818.95000000 PA USD 260412.04000000 0.054811333917 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 11143.00000000 NS USD 874614.07000000 0.184088123727 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VQFP6 446042.08000000 PA USD 393301.91000000 0.082781895642 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 6900.00000000 NS USD 668127.00000000 0.140626877682 Long EC CORP US N 1 N N N Corning Inc 549300X2937PB0CJ7I56 219350105 20800.00000000 NS USD 669136.00000000 0.140839251257 Long EC CORP US N 1 N N N Air Liquide SA 969500MMPQVHK671GT54 000000000 12596.00000000 NS 1645273.71000000 0.346295995777 Long EC CORP FR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0JJ4 181400.05000000 PA USD 157485.15000000 0.033147358100 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 15389.00000000 NS 1675964.21000000 0.352755709558 Long EC CORP CH N 2 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AS7 80000.00000000 PA USD 76684.37000000 0.016140469581 Long DBT CORP US N 2 2026-03-15 Fixed 3.75000000 N N N N N N Keyence Corp 529900M7PQBS7A89DZ11 000000000 4300.00000000 NS 1621226.04000000 0.341234459950 Long EC CORP JP N 2 N N N Bank Mandiri Persero Tbk PT 549300RSKQN4Z5ZSGH94 000000000 1757500.00000000 NS 1189058.16000000 0.250272083636 Long EC CORP ID N 2 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 290000.00000000 PA USD 229734.17000000 0.048354278489 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SY5 1605000.00000000 PA USD 1152966.80000000 0.242675600830 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2PG1 877744.15000000 PA USD 720518.77000000 0.151654258751 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857W308 58800.00000000 NS USD 694428.00000000 0.146162692744 Long EC CORP GB N 1 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460DAJ8 335000.00000000 PA USD 256922.29000000 0.054076813913 Long DBT US N 2 2031-11-09 Fixed 2.25000000 N N N N N N Sandvik AB 5299008ZUAXN43LVZF54 000000000 37542.00000000 NS 586870.01000000 0.123523966419 Long EC CORP SE N 2 N N N United States Treasury 254900HROIFWPRGM1V77 91282CFD8 2740000.00000000 PA USD 2737101.85000000 0.576103176589 Long DBT UST US N 2 2024-07-31 Floating 4.14900000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284106 5200.00000000 NS USD 1747096.00000000 0.367727476201 Long EC CORP US N 1 N N N Perrigo Co PLC 549300IFOQS6R1QLY196 000000000 43763.00000000 NS USD 1762773.64000000 0.371027294294 Long EC CORP IE N 1 N N N Engie SA LAXUQCHT4FH58LRZDY46 000000000 61779.00000000 NS 802481.00000000 0.168905608409 Long EC CORP FR N 2 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 95000.00000000 PA USD 77977.17000000 0.016412577171 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YR4S4 202266.12000000 PA USD 188487.57000000 0.039672724573 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBA5 137000.00000000 PA USD 119401.07000000 0.025131449059 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBS8 250000.00000000 PA USD 185868.21000000 0.039121403614 Long DBT US N 2 2031-09-15 Fixed 2.30000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 470000.00000000 PA USD 383425.49000000 0.080703114052 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43815BAC4 325000.00000000 PA USD 307601.48000000 0.064743732408 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBR69 447547.24000000 PA USD 395253.68000000 0.083192702751 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.50000000 N N N N N N DSV A/S 529900X41C0BSLK67H70 000000000 5803.00000000 NS 784573.36000000 0.165136421563 Long EC CORP DK N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNFA6 649701.10000000 PA USD 535016.09000000 0.112609791621 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Grupo Financiero Banorte SAB de CV N/A 000000000 117100.00000000 NS 953265.99000000 0.200642721780 Long EC CORP MX N 1 N N N First Citizens BancShares Inc/NC 549300N3Z00ZHE2XC526 31946M103 612.00000000 NS USD 503137.44000000 0.105899996905 Long EC CORP US N 1 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 84802.00000000 NS 904618.76000000 0.190403488726 Long EC CORP SE N 2 N N Lennar Corp 529900G61XVRLX5TJX09 526057302 666.00000000 NS USD 43436.52000000 0.009142486660 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 265000.00000000 PA USD 190925.19000000 0.040185793031 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822104 150600.00000000 NS USD 709326.00000000 0.149298412785 Long EC CORP JP N 1 N N N United Mexican States 254900EGTWEU67VP6075 91086QBF4 160000.00000000 PA USD 117242.98000000 0.024677215870 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 420000.00000000 PA USD 334369.86000000 0.070377921268 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 14210.00000000 NS 1673738.37000000 0.352287216399 Long EC CORP GB N 2 N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BG1 275000.00000000 PA USD 245358.15000000 0.051642802264 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LJ8 70000.00000000 PA USD 53290.23000000 0.011216488266 Long DBT CORP US N 2 2048-04-24 Fixed 4.28100000 N N N N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 142339AL4 145000.00000000 PA USD 106516.44000000 0.022419501650 Long DBT CORP US N 2 2032-03-01 Fixed 2.20000000 N N N N N N Sika AG 549300R3N69ECGYPU434 000000000 7168.00000000 NS 1614673.85000000 0.339855359836 Long EC CORP CH N 2 N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419M100 17100.00000000 NS USD 1751553.00000000 0.368665582271 Long EC CORP US N 1 N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 8600.00000000 NS USD 1350802.00000000 0.284315807664 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFP0 150000.00000000 PA USD 126845.94000000 0.026698439801 Long DBT CORP US N 2 2043-11-02 Fixed 5.37500000 N N N N N N Pernod Ricard SA 52990097YFPX9J0H5D87 000000000 7472.00000000 NS 1311076.61000000 0.275954436906 Long EC CORP FR N 2 N N N ICON PLC 6354008SRQGEMC4XFI67 000000000 10542.00000000 NS USD 2085629.28000000 0.438981711037 Long EC CORP IE N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 3136.00000000 NS USD 1474296.32000000 0.310308800962 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 7500.00000000 NS USD 2027625.00000000 0.426773013007 Long EC CORP US N 1 N N N Sanofi 549300E9PC51EN656011 80105N105 8600.00000000 NS USD 371778.00000000 0.078251558956 Long EC CORP FR N 1 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAZ3 870000.00000000 PA USD 788861.83000000 0.166039055562 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 190000.00000000 PA USD 167943.34000000 0.035348590210 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 520000.00000000 PA USD 382772.99000000 0.080565776334 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVT3 520140.78000000 PA USD 441865.37000000 0.093003496849 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 2.50000000 N N N N N N Autohome Inc 529900NYB6ZGZN3MVT56 05278C107 17213.00000000 NS USD 449603.56000000 0.094632225367 Long EC CORP KY N 1 N N N AUTONATION INC N/A 05329RAA1 280000.00000000 PA USD 217668.01000000 0.045814602040 Long DBT CORP US N 2 2032-03-01 Fixed 3.85000000 N N N N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BM8 185000.00000000 PA USD 121131.87000000 0.025495746566 Long DBT CORP US N 2 2050-06-01 Fixed 3.30000000 N N N N N N Alcon Inc 549300LDT5AP8S0NBM78 000000000 26643.00000000 NS 1621620.74000000 0.341317536115 Long EC CORP CH N 2 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 23225.00000000 NS USD 985901.25000000 0.207511767210 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KKYT5 431411.23000000 PA USD 356185.35000000 0.074969629496 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N New Economy Assets Phase 1 Issuer LLC N/A 643821AA9 345000.00000000 PA USD 288947.95000000 0.060817551186 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HEY4 180000.00000000 PA USD 165514.94000000 0.034837462371 Long DBT CORP US N 2 2024-10-18 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFGF7 35021.39000000 PA USD 31545.45000000 0.006639663026 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QASQ4 146711.56000000 PA USD 140235.90000000 0.029516748696 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACW3 584000.00000000 PA USD 536452.05000000 0.112912031422 Long DBT CORP US N 2 2053-01-15 Fixed 5.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LX84 114346.82000000 PA USD 105034.50000000 0.022107584013 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAX9 180000.00000000 PA USD 161436.83000000 0.033979104789 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871X109 16500.00000000 NS USD 374055.00000000 0.078730820235 Long EC CORP US N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146CH4 100000.00000000 PA USD 93062.15000000 0.019587652624 Long DBT CORP US N 2 2041-11-15 Fixed 6.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 275000.00000000 PA USD 222033.86000000 0.046733522925 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Galp Energia SGPS SA 2138003319Y7NM75FG53 000000000 92224.00000000 NS 936467.01000000 0.197106884872 Long EC CORP PT N 2 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAJ5 230000.00000000 PA USD 178862.03000000 0.037646748020 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCB2 525000.00000000 PA USD 510331.64000000 0.107414226810 Long DBT CORP CA N 2 2024-03-11 Fixed 3.25000000 N N N N N N John Deere Owner Trust N/A 47800AAC4 300000.00000000 PA USD 291519.60000000 0.061358830179 Long ABS-O CORP US N 2 2027-02-16 Fixed 3.74000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065WAD7 265000.00000000 PA USD 258967.91000000 0.054507374501 Long ABS-O CORP US N 2 2028-04-18 Fixed 4.38000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 210000.00000000 PA USD 173000.24000000 0.036412962789 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AS4 210000.00000000 PA USD 184250.17000000 0.038780839749 Long DBT CORP CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N Canadian Pacific Railway Ltd N/A 13645T100 41428.00000000 NS USD 3085971.72000000 0.649533049257 Long EC CORP CA N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8G68 485971.09000000 PA USD 415897.60000000 0.087537819791 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CE2 125000.00000000 PA USD 77783.19000000 0.016371748403 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKBW4 29930.04000000 PA USD 29932.43000000 0.006300155767 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5.00000000 N N N N N N CHILDREN'S HEATH SYS TX 254900FK4IY1J5YO2L69 16876HAB5 150000.00000000 PA USD 82845.27000000 0.017437211265 Long DBT CORP US N 2 2050-08-15 Fixed 2.51100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 5620000.00000000 PA USD 3522817.98000000 0.741480127539 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XCE4 125000.00000000 PA USD 82595.11000000 0.017384557772 Long DBT CORP US N 2 2041-05-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VKK5 556633.08000000 PA USD 474599.43000000 0.099893337630 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 2.50000000 N N N N N N Bandai Namco Holdings Inc N/A 000000000 15100.00000000 NS 998854.93000000 0.210238248213 Long EC CORP JP N 2 N N Osstem Implant Co Ltd 9884004U916KOXY14B53 000000000 9366.00000000 NS 697295.90000000 0.146766326219 Long EC CORP KR N 2 N N N FedEx Corp 549300E707U7WNPZN687 31428X106 10500.00000000 NS USD 1682940.00000000 0.354223968687 Long EC CORP US N 1 N N N Li Ning Co Ltd 529900T77L2FV3FZ3U81 000000000 147000.00000000 NS 760744.11000000 0.160120858616 Long EC CORP KY N 2 N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 626717102 15400.00000000 NS USD 747054.00000000 0.157239374371 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JXKV9 172897.04000000 PA USD 159467.06000000 0.033564509054 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFCF1 126237.98000000 PA USD 118281.68000000 0.024895840679 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAL9 158000.00000000 PA USD 116134.37000000 0.024443876455 Long DBT CORP US N 2 2039-12-31 Fixed 2.74200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BXV3 235226.46000000 PA USD 203065.39000000 0.042741053364 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAWD0 602728.80000000 PA USD 481723.06000000 0.101392714013 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAH0 210000.00000000 PA USD 167139.96000000 0.035179495381 Long DBT CORP DE N 2 2028-01-07 Fixed 2.55200000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 6800.00000000 NS USD 1976216.00000000 0.415952484642 Long EC CORP US N 1 N N N Lonza Group AG 549300EFW4H2TCZ71055 000000000 1755.00000000 NS 902766.31000000 0.190013586417 Long EC CORP CH N 2 N N N Public Service New Hampshire Funding Llc. N/A 69363PAA8 53733.22000000 PA USD 53024.82000000 0.011160624965 Long ABS-O CORP US N 2 2026-02-01 Fixed 3.09400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468R3 295000.00000000 PA USD 266012.53000000 0.055990120917 Long DBT CORP US N 2 2025-10-21 Fixed 0.86400000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24.00000000 NC USD -57384.29000000 -0.01207820299 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's 500 Index Futures ESZ2 Index 2022-12-16 4716984.29000000 USD -57384.29000000 N N N AMER AIRLINE 19-1AA PTT N/A 02377LAA2 108053.64000000 PA USD 88390.90000000 0.018604451373 Long DBT CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9P96 49906.05000000 PA USD 50039.56000000 0.010532289644 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 180000.00000000 PA USD 135232.47000000 0.028463630443 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062101 14600.00000000 NS USD 1508472.00000000 0.317502072857 Long EC CORP US N 1 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 5360.00000000 NS USD 1846573.60000000 0.388665448005 Long EC CORP US N 1 N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AJ7 150000.00000000 PA USD 108838.09000000 0.022908160828 Long DBT CORP MX N 2 2032-09-01 Fixed 1.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLC27 21058.46000000 PA USD 20087.07000000 0.004227911663 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 12047.00000000 NS USD 1042788.32000000 0.219485315704 Long EC CORP US N 1 N N N CSL Ltd 529900ECSECK5ZDQTE14 000000000 9381.00000000 NS 1680650.64000000 0.353742105885 Long EC CORP AU N 2 N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAJ1 190000.00000000 PA USD 115772.65000000 0.024367741897 Long DBT CORP US N 2 2041-10-01 Fixed 3.05000000 N N N N N N Gildan Activewear Inc 549300SB3IBI34M00Z45 375916103 16122.00000000 NS 508742.09000000 0.107079659499 Long EC CORP CA N 1 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 22520.00000000 NS USD 1868934.80000000 0.393372016872 Long EC CORP US N 1 N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 130000.00000000 PA USD 118624.61000000 0.024968020332 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146103 6100.00000000 NS USD 205021.00000000 0.043152668713 Long EC CORP US N 1 N N N TACO BELL FUNDING, LLC N/A 87342RAH7 277900.00000000 PA USD 216481.88000000 0.045564946274 Long ABS-O CORP US N 2 2051-08-25 Fixed 2.29400000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604301 50750.00000000 NS USD 3948857.50000000 0.831152611164 Long EC CORP US N 1 N N N APA Corp 549300VCIWLRHYVSHC79 03743Q108 36700.00000000 NS USD 1668382.00000000 0.351159811596 Long EC CORP US N 1 N N N Carlsberg AS 5299001O0WJQYB5GYZ19 000000000 7994.00000000 NS 941264.89000000 0.198116739112 Long EC CORP DK N 2 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 5258.00000000 NS USD 2081221.56000000 0.438053977386 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAH47 818153.60000000 PA USD 653369.76000000 0.137520784702 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWED1 158518.18000000 PA USD 152962.85000000 0.032195507735 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDS6 130940.54000000 PA USD 128434.54000000 0.027032807156 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 5.00000000 N N N N N N American Beacon U.S. Government Money Market 549300EXCES9V5RWB620 02368W200 31418.90000000 NS USD 31418.90000000 0.006613026875 Long STIV RF US N 1 N N N F5 Inc 54930015FPK9KT966303 315616102 11400.00000000 NS USD 1629174.00000000 0.342907340703 Long EC CORP US N 1 N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 7000.00000000 NS 652659.49000000 0.137371287597 Long EC CORP JP N 2 N N N Reliance Industries Ltd 5493003UOETFYRONLG31 759470107 17164.00000000 NS USD 1049322.91000000 0.220860711383 Long EC CORP IN N 2 N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 6205.00000000 NS USD 2041693.20000000 0.429734077357 Long EC CORP US N 1 N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106B101 8360.00000000 NS USD 1102767.60000000 0.232109710276 Long EC CORP CA N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WK2E4 102356.94000000 PA USD 94999.35000000 0.019995393050 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDZ74 515851.27000000 PA USD 439874.57000000 0.092584474734 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 39415.00000000 NS USD 3077129.05000000 0.647671850604 Long EC CORP US N 1 N N N Cullen/Frost Bankers Inc 529900V2E9G9AY665O34 229899109 11200.00000000 NS USD 1736560.00000000 0.365509866700 Long EC CORP US N 1 N N N Lasertec Corp N/A 000000000 10800.00000000 NS 1539053.91000000 0.323938930695 Long EC CORP JP N 2 N N Experian PLC 635400RXXHHYT1JTSZ26 000000000 62933.00000000 NS 2008271.02000000 0.422699401586 Long EC CORP JE N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBF2 485000.00000000 PA USD 452246.60000000 0.095188530475 Long DBT CORP US N 2 2025-10-15 Fixed 2.30100000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 7900.00000000 NS USD 749078.00000000 0.157665384396 Long EC CORP US N 1 N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAK1 365000.00000000 PA USD 293359.95000000 0.061746185688 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 295000.00000000 PA USD 264322.56000000 0.055634417279 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8E5 1524000.00000000 PA USD 1126404.02000000 0.237084686507 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 190000.00000000 PA USD 172162.84000000 0.036236707455 Long DBT US N 2 2027-08-15 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFT2 43934.09000000 PA USD 43344.03000000 0.009123019433 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 5.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 76000.00000000 PA USD 68988.74000000 0.014520699060 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 5500.00000000 NS USD 783805.00000000 0.164974697717 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGK4 345000.00000000 PA USD 244489.99000000 0.051460072588 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 8224.00000000 NS USD 1762403.20000000 0.370949324356 Long EC CORP US N 1 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 10474.00000000 NS USD 2948326.26000000 0.620561534460 Long EC CORP IE N 1 N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAF8 185000.00000000 PA USD 167132.33000000 0.035177889424 Long DBT CORP CA N 2 2033-01-15 Fixed 4.20000000 N N N N N N Telkom Indonesia Persero Tbk PT 529900M5SQZAOKV1PC81 715684106 28927.00000000 NS USD 804749.14000000 0.169383004842 Long EC CORP ID N 1 N N Blackstone Inc 5299004LW4QWGZUB8Y96 09260D107 16250.00000000 NS USD 1481025.00000000 0.311725048561 Long EC CORP US N 1 N N N Ford Credit Auto Lease Trust N/A 34528LAD7 420000.00000000 PA USD 409490.89000000 0.086189340200 Long ABS-O CORP US N 2 2025-05-15 Fixed 3.23000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EM5 1109000.00000000 PA USD 994740.17000000 0.209372176566 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 10314.00000000 NS 2035553.24000000 0.428441743109 Long EC CORP NL N 2 N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AX0 140000.00000000 PA USD 119899.04000000 0.025236261417 Long DBT US N 2 2029-07-01 Fixed 3.15000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 10499.00000000 NS USD 1325498.75000000 0.278989998286 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L7SJ7 184835.67000000 PA USD 166882.12000000 0.035125225408 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 12785000.00000000 PA USD 8527994.53000000 1.794965992469 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TG3 12205000.00000000 PA USD 9422641.40000000 1.983270605150 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AX3 145000.00000000 PA USD 106709.02000000 0.022460035746 Long DBT CORP US N 2 2031-02-04 Fixed 1.50000000 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 5500.00000000 NS USD 672265.00000000 0.141497840867 Long EC CORP CH N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BZ2 140000.00000000 PA USD 112568.93000000 0.023693425276 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A 92868KAC7 295000.00000000 PA USD 278173.02000000 0.058549651874 Long ABS-O CORP US N 2 2026-06-22 Fixed 1.02000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TJ7 4970000.00000000 PA USD 3957362.50000000 0.832942737285 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAJB9 661046.84000000 PA USD 523904.24000000 0.110270977637 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 531000.00000000 PA USD 403976.90000000 0.085028759656 Long DBT US N 2 2031-05-15 Fixed 2.50000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 000000000 13160.00000000 NS 692308.24000000 0.145716527225 Long EC CORP DE N 2 N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BL7 120000.00000000 PA USD 116789.29000000 0.024581723533 Long DBT CORP US N 2 2023-07-23 Fixed 1.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 180000.00000000 PA USD 133108.58000000 0.028016595644 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 7491.00000000 NS USD 1422690.72000000 0.299446892375 Long EC CORP US N 1 N N N DELL INT LLC / EMC CORP N/A 24703TAG1 410000.00000000 PA USD 383564.89000000 0.080732454861 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRY8 265000.00000000 PA USD 241117.87000000 0.050750311260 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200000 N N N N N N Sanofi 549300E9PC51EN656011 000000000 16797.00000000 NS 1450364.73000000 0.305271697568 Long EC CORP FR N 2 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 80133.00000000 NS USD 2565858.66000000 0.540060036387 Long EC US N 1 N N N Capgemini SE 96950077L0TN7BAROX36 000000000 2898.00000000 NS 475480.90000000 0.100078868785 Long EC CORP FR N 2 N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179SAD2 160000.00000000 PA USD 175932.73000000 0.037030191119 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBD0 255000.00000000 PA USD 217265.00000000 0.045729776793 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZC7 2315000.00000000 PA USD 2144268.75000000 0.451324103389 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFW6 325000.00000000 PA USD 301729.29000000 0.063507758192 Long ABS-O CORP US N 2 2026-07-15 Fixed 0.55000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DA0 210000.00000000 PA USD 189349.06000000 0.039854050352 Long DBT CORP US N 2 2026-02-01 Fixed 2.75000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58769KAD6 435000.00000000 PA USD 418861.24000000 0.088161604550 Long ABS-O CORP US N 2 2024-11-15 Fixed 0.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHAH0 818053.32000000 PA USD 727687.50000000 0.153163127749 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.50000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BP7 130000.00000000 PA USD 99616.84000000 0.020967278936 Long DBT CORP US N 2 2031-03-03 Fixed 2.20000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89239RAC0 103977.86000000 PA USD 102655.77000000 0.021606910679 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.36000000 N N N N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658107 8607.00000000 NS USD 1472399.49000000 0.309909557584 Long EC CORP US N 1 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 27700.00000000 NS USD 1132930.00000000 0.238458269959 Long EC CORP US N 1 N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 375741.00000000 NS 639721.29000000 0.134648064813 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9EK7 304947.64000000 PA USD 268308.75000000 0.056473427608 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJGH5 256061.67000000 PA USD 222210.83000000 0.046770771440 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WG6G4 33270.63000000 PA USD 29967.88000000 0.006307617257 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Shenzhou International Group Holdings Ltd 529900B4W41TCUKJFM73 000000000 75500.00000000 NS 521085.45000000 0.109677680799 Long EC CORP KY N 2 N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BJ1 185000.00000000 PA USD 178002.40000000 0.037465813733 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 275000.00000000 PA USD 216802.23000000 0.045632373305 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1V23 131695.50000000 PA USD 121612.22000000 0.025596850279 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAD4 160000.00000000 PA USD 138020.90000000 0.029050537131 Long DBT CORP US N 2 2027-03-02 Fixed 1.26700000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117AT7 225000.00000000 PA USD 216981.17000000 0.045670036464 Long DBT CORP US N 2 2026-03-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQQ1 80327.22000000 PA USD 75252.57000000 0.015839105374 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEWM0 284970.74000000 PA USD 235279.20000000 0.049521392309 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MD0 160000.00000000 PA USD 127744.75000000 0.026887620666 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ER5 135000.00000000 PA USD 97273.58000000 0.020474071301 Long DBT CORP US N 2 2067-09-15 Fixed 4.10000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506101 14785.00000000 NS USD 1443163.85000000 0.303756061662 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415MM28 12939.12000000 PA USD 13204.42000000 0.002779256572 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BG2 135000.00000000 PA USD 101145.81000000 0.021289095413 Long DBT CORP US N 2 2031-09-23 Fixed 2.62500000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BE2 260000.00000000 PA USD 244279.71000000 0.051415813009 Long DBT CORP US N 2 2025-11-01 Fixed 2.35400000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 064058100 32900.00000000 NS USD 1385419.00000000 0.291601968267 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY30 104636.33000000 PA USD 92053.32000000 0.019375314830 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 8256.00000000 NS USD 2116920.96000000 0.445567960741 Long EC CORP US N 1 N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AV0 180000.00000000 PA USD 140934.72000000 0.029663835813 Long DBT CORP US N 2 2030-06-15 Fixed 1.90000000 N N N N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 71654V408 30631.00000000 NS USD 392689.42000000 0.082652979199 Long EC CORP BR N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 107000.00000000 PA USD 100350.30000000 0.021121657055 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UVX9 49917.57000000 PA USD 49921.63000000 0.010507467825 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Merck KGaA 529900OAREIS0MOPTW25 000000000 8024.00000000 NS 1308478.97000000 0.275407687557 Long EC CORP DE N 2 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 19542.00000000 NS USD 2299311.72000000 0.483957433247 Long EC CORP US N 1 N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 000000000 112000.00000000 NS 891684.91000000 0.187681181527 Long EC CORP KY N 2 N N N GOLUB CAPITAL BDC 2549005WE0QLGK9APF78 38173MAB8 745000.00000000 PA USD 619908.99000000 0.130477986537 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 110000.00000000 PA USD 93697.69000000 0.019721420614 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339U3M0 380247.39000000 PA USD 325498.71000000 0.068510728165 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 12752.00000000 NS 738014.13000000 0.155336669207 Long EC CORP KR N 2 N N N Asics Corp 3538002LJMRZ83SU0B85 000000000 46000.00000000 NS 705879.30000000 0.148572953914 Long EC CORP JP N 2 N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 180000.00000000 PA USD 107115.08000000 0.022545502955 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 6800.00000000 NS USD 2102016.00000000 0.442430775764 Long EC CORP US N 1 N N N Yamaha Corp 529900S5TENP3IJS7S02 000000000 18900.00000000 NS 713720.38000000 0.150223338643 Long EC CORP JP N 2 N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 3500.00000000 NS USD 761145.00000000 0.160205237647 Long EC CORP US N 1 N N N E.I. DU PONT DE NEMOURS GLU7INWNWH88J9XBXD45 263534CN7 180000.00000000 PA USD 164754.09000000 0.034677319225 Long DBT CORP US N 2 2025-07-15 Fixed 1.70000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BF2 335000.00000000 PA USD 284130.90000000 0.059803662058 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TEZ4 38261.12000000 PA USD 34771.92000000 0.007318768049 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BN4 150000.00000000 PA USD 141490.82000000 0.029780883331 Long DBT CORP US N 2 2024-03-18 Fixed 0.75000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515104 15400.00000000 NS USD 1115114.00000000 0.234708371433 Long EC CORP US N 1 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EQ9 175000.00000000 PA USD 138324.43000000 0.029114423901 Long DBT CORP US N 2 2052-08-08 Fixed 3.95000000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 10870.00000000 NS USD 1369185.20000000 0.288185090028 Long EC CORP US N 1 N N N John Deere Owner Trust N/A 47787JAC2 250000.00000000 PA USD 237602.58000000 0.050010415616 Long ABS-O CORP US N 2 2026-09-16 Fixed 2.32000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859102 1200.00000000 NS USD 669696.00000000 0.140957119644 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8YA9 195421.97000000 PA USD 171943.77000000 0.036190597763 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N GM Financial Automobile Leasing Trust N/A 380130AD6 275000.00000000 PA USD 269367.23000000 0.056696215696 Long ABS-O CORP US N 2 2025-09-22 Fixed 4.01000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685103 17300.00000000 NS USD 1636061.00000000 0.344356911378 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WG36 544329.10000000 PA USD 462519.87000000 0.097350840759 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9H97 48704.91000000 PA USD 46600.13000000 0.009808360957 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Ovintiv Inc N/A 69047Q102 10200.00000000 NS USD 516630.00000000 0.108739900972 Long EC CORP US N 1 N N N Hess Corp UASVRYNXNK17ULIGK870 023551AJ3 100000.00000000 PA USD 105637.33000000 0.022234467226 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAH1 105000.00000000 PA USD 66660.21000000 0.014030591785 Long DBT CORP US N 2 2050-06-01 Fixed 3.20000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 8156.00000000 NS USD 2052620.52000000 0.432034051603 Long EC CORP US N 1 N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BA3 135000.00000000 PA USD 113920.04000000 0.023977805912 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBJ9 185000.00000000 PA USD 154232.89000000 0.032462824817 Long DBT CORP US N 2 2053-01-15 Fixed 4.45000000 N N N N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 89153VAV1 185000.00000000 PA USD 121539.36000000 0.025581514760 Long DBT CORP FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N Commerce Bancshares Inc/MO N/A 200525103 14950.00000000 NS USD 1059058.00000000 0.222909745939 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 4210000.00000000 PA USD 2231793.37000000 0.469746220787 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 116000.00000000 NS 1395955.68000000 0.293819720894 Long EC CORP TW N 2 N N N TELUS CORP L2TEUTQ8OSHMJWVLCE40 87971MBW2 160000.00000000 PA USD 131012.26000000 0.027575363758 Long DBT CORP CA N 2 2032-05-13 Fixed 3.40000000 N N N N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 7000.00000000 NS USD 1548120.00000000 0.325847154625 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BC8 215000.00000000 PA USD 160443.75000000 0.033770082044 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 330000.00000000 PA USD 269414.68000000 0.056706202937 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N Sony Group Corp 529900R5WX9N2OI2N910 835699307 21100.00000000 NS USD 1423617.00000000 0.299641855105 Long EC CORP JP N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QB2E7 135142.81000000 PA USD 128260.71000000 0.026996219546 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.50000000 N N N N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 24.00000000 NC USD -96911.84000000 -0.02039793253 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. mini MSCI EAFE Index Futures MFSZ2 Index 2022-12-16 2203991.84000000 USD -96911.84000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CNT7 69790.58000000 PA USD 66709.90000000 0.014041050500 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ5H7 36184.21000000 PA USD 32558.52000000 0.006852893251 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320AX4 145000.00000000 PA USD 104445.07000000 0.021983521221 Long DBT CORP US N 2 2050-05-15 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6M9 341682.78000000 PA USD 288780.97000000 0.060782405359 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 2.50000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 120000.00000000 PA USD 74564.07000000 0.015694190403 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEL34 254999.24000000 PA USD 218136.56000000 0.045913222098 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 185000.00000000 PA USD 158535.37000000 0.033368407631 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N ICICI Bank Ltd R7RX8ER1V4666J8D1I38 45104G104 51990.00000000 NS USD 1145859.60000000 0.241179682621 Long EC CORP IN N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 270000.00000000 PA USD 210731.08000000 0.044354522135 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A7KT5 317797.61000000 PA USD 262842.81000000 0.055322960592 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAT6 220000.00000000 PA USD 158142.12000000 0.033285636661 Long DBT CORP US N 2 2052-03-15 Fixed 4.25000000 N N N N N N Toyota Auto Loan Extended Note Trust 2020-1 549300XP7ILZSI1BWP36 89237JAA4 285000.00000000 PA USD 256068.88000000 0.053897188807 Long ABS-O CORP US N 2 2033-05-25 Fixed 1.35000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDP4 400000.00000000 PA USD 371836.94000000 0.078263964604 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N Prudential PLC 5493001Z3ZE83NGK8Y12 000000000 50125.00000000 NS 465221.87000000 0.097919555725 Long EC CORP GB N 2 N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 7229.00000000 NS USD 1095627.24000000 0.230606812575 Long EC CORP US N 1 N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 592688105 961.00000000 NS USD 1215597.73000000 0.255858112736 Long EC CORP US N 1 N N N Nordea Bank Abp 529900ODI3047E2LIV03 000000000 78039.00000000 NS 745813.43000000 0.156978260113 Long EC CORP FI N 2 N N N Cold Storage Trust N/A 193051AA7 265407.44000000 PA USD 257291.25000000 0.054154472342 Long ABS-MBS CORP US N 2 2037-11-15 Floating 4.31200000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 430000.00000000 PA USD 367791.39000000 0.077412460227 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 223805.00000000 NS 1690064.79000000 0.355723589226 Long EC CORP HK N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 1900000.00000000 PA USD 1405686.10000000 0.295867772512 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 20400.00000000 NS 535291.17000000 0.112667690256 Long EC CORP KY N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KUAW2 235612.52000000 PA USD 207281.72000000 0.043628503389 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 2.00000000 N N N N N N GM Financial Automobile Leasing Trust 2549001DWK2615D9KR84 36265MAC9 290000.00000000 PA USD 278343.62000000 0.058585559636 Long ABS-O CORP US N 2 2025-03-20 Fixed 1.90000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 243000.00000000 PA USD 199660.98000000 0.042024495661 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAG0 60000.00000000 PA USD 51999.00000000 0.010944711129 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAA4 90000.00000000 PA USD 69509.61000000 0.014630331393 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834107 44452.00000000 NS USD 1689620.52000000 0.355630079605 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBFT2 367356.44000000 PA USD 315883.13000000 0.066486847986 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Adient PLC 5493002QLDY8O75RTR78 000000000 6800.00000000 NS USD 237864.00000000 0.050065439105 Long EC CORP IE N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 260.00000000 NS USD 486064.80000000 0.102306560243 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 180000.00000000 PA USD 137323.03000000 0.028903649969 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N Ryanair Holdings PLC 635400BR2ROC1FVEBQ56 783513203 7585.00000000 NS USD 522530.65000000 0.109981865428 Long EC CORP IE N 1 N N N Aptiv PLC N/A 000000000 5300.00000000 NS USD 482671.00000000 0.101592235724 Long EC CORP JE N 1 N N N Coca-Cola Europacific Partners PLC 549300LTH67W4GWMRF57 000000000 26631.00000000 NS USD 1252988.55000000 0.263728104924 Long EC CORP GB N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8EL7 117726.61000000 PA USD 97045.65000000 0.020426096763 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 41653.00000000 NS USD 4215283.60000000 0.887229779990 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828Z78 2120000.00000000 PA USD 1888621.89000000 0.397515741040 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N American Beacon U.S. Government Money Market 549300EXCES9V5RWB620 02368W200 2251174.15000000 NS USD 2251174.15000000 0.473825473053 Long STIV RF US N N/A N N COMMUNITY HEALTH NETWORK N/A 20369EAE2 240000.00000000 PA USD 140539.68000000 0.029580688086 Long DBT CORP US N 2 2050-05-01 Fixed 3.09900000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAA9 190000.00000000 PA USD 183892.18000000 0.038705490279 Long DBT CORP US N 2 2023-09-15 Fixed 2.00000000 N N N N N N STERIS PLC N/A 000000000 6322.00000000 NS USD 1091050.76000000 0.229643558443 Long EC CORP IE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYW70 843477.00000000 PA USD 777643.25000000 0.163677777127 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHBL5 48184.63000000 PA USD 43396.38000000 0.009134038022 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Kobe Bussan Co Ltd 353800CJIFNHN2DXRD59 000000000 24900.00000000 NS 540287.97000000 0.113719413031 Long EC CORP JP N 2 N N Equity LifeStyle Properties Inc 529900PEQG66LENB6798 29472R108 14700.00000000 NS USD 940212.00000000 0.197895127602 Long EC US N 1 N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KAA1 580000.00000000 PA USD 539082.28000000 0.113465640290 Long ABS-O CORP US N 2 2027-05-20 Fixed 0.50000000 N N N N N N Oshkosh Corp 549300FEKNPCFSA2B506 688239201 11700.00000000 NS USD 1029600.00000000 0.216709447847 Long EC CORP US N 1 N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135U109 22700.00000000 NS USD 458540.00000000 0.096513160660 Long EC CORP CA N 1 N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAA4 630000.00000000 PA USD 456759.14000000 0.096138326562 Long DBT CORP US N 2 2031-06-10 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4NY8 77473.11000000 PA USD 74081.87000000 0.015592697303 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 745000.00000000 PA USD 657546.71000000 0.138399946055 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 60349.00000000 NS USD 2197910.58000000 0.462614596164 Long EC CORP US N 1 N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 9430.00000000 NS 1193534.38000000 0.251214235117 Long EC CORP FR N 2 N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 17523.00000000 NS 638304.97000000 0.134349958826 Long EC CORP NO N 2 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 33289.00000000 NS 810484.53000000 0.170590185494 Long EC CORP DE N 2 N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DB4 135000.00000000 PA USD 98688.91000000 0.020771968914 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Altice USA Inc 54930064K3612MGCER95 02156K103 35412.00000000 NS USD 234073.32000000 0.049267579577 Long EC CORP US N 1 N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 21860.00000000 NS 653925.84000000 0.137637828010 Long EC CORP GB N 2 N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 892356AA4 185000.00000000 PA USD 137188.33000000 0.028875298412 Long DBT CORP US N 2 2030-11-01 Fixed 1.75000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066RAC9 200000.00000000 PA USD 192742.06000000 0.040568206487 Long ABS-O CORP US N 2 2026-12-18 Fixed 0.34000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 660000.00000000 PA USD 546174.99000000 0.114958508655 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 295000.00000000 PA USD 208689.46000000 0.043924803465 Long DBT CORP GB N 2 2032-11-24 Fixed 2.89400000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAS4 220000.00000000 PA USD 198883.21000000 0.041860791205 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816109 6919.00000000 NS USD 1027125.55000000 0.216188627438 Long EC CORP US N 1 N N N DELL INT LLC / EMC CORP N/A 24703DBE0 630000.00000000 PA USD 389734.47000000 0.082031023505 Long DBT CORP US N 2 2041-12-15 Fixed 3.37500000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAJ4 60000.00000000 PA USD 55650.00000000 0.011713170913 Long DBT CORP US N 2 2045-04-23 Fixed 5.87500000 N N N N N N Teleperformance 9695004GI61FHFFNRG61 000000000 1874.00000000 NS 501993.48000000 0.105659217049 Long EC CORP FR N 2 N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CS8 160000.00000000 PA USD 130932.78000000 0.027558634866 Long DBT CORP US N 2 2030-04-01 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5QW6 235666.44000000 PA USD 204927.86000000 0.043133064674 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 20100.00000000 NS USD 2131002.00000000 0.448531727644 Long EC CORP US N 1 N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874784 71478.00000000 NS USD 4074246.00000000 0.857544290070 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 205000.00000000 PA USD 129431.69000000 0.027242686551 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 22.00000000 NC USD -105071.22000000 -0.02211531281 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets EM Index Futures MESZ2 Index 2022-12-16 1044031.22000000 USD -105071.22000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQT23 97910.33000000 PA USD 91750.56000000 0.019311590129 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J75W1 46900.35000000 PA USD 43949.54000000 0.009250466731 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XXYZ6 149946.31000000 PA USD 139104.54000000 0.029278620878 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQS73 334488.71000000 PA USD 301431.57000000 0.063445094307 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N 2022-11-18 American Beacon Institutional Funds Trust Sonia Bates Sonia Bates Treasurer