NPORT-P false 0000319108 XXXXXXXX S000003863 C000010829 BlackRock Series Fund, Inc. 811-03091 0000319108 5493003PV3Y6OZI6HR61 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Balanced Portfolio S000003863 BXX3XUTYG1XCPQ0XZO75 2026-12-31 2026-03-31 N 488172987.84 22636082.88 465536904.96 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AUD BRL CAD CHF CNY CNY COP DKK EUR GBP HKD HUF IDR ILS INR JPY KRW MXN MYR NGN NOK NZD PLN SEK SGD TRY TWD USD ZAR N 60% MSCI All Country World Index/40% Bloomberg U.S. Aggregate Bond Index N/A CBRE Group, Inc. 52990016II9MJ2OSWA10 12504L109 124.00000000 NS USD 16797.04000000 0.003608100629 Long EC CORP US N 1 N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CB5 24000.00000000 PA USD 25150.01000000 0.005402366543 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180BU4 250000.00000000 PA USD 258638.52000000 0.055557039032 Long DBT CORP US N 2 2035-03-15 Fixed 5.95000000 N N N N N N Mexican Peso N/A N/A 2146129.71000000 OU Currencies 119741.66000000 0.025721196047 Long STIV MX N 1 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 230000.00000000 PA USD 230132.91000000 0.049433870343 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866F104 2143.00000000 NS USD 337051.04000000 0.072400498523 Long EC CORP US N 1 N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AL2 56000.00000000 PA USD 55983.72000000 0.012025624478 Long DBT CORP US N 2 2034-03-15 Fixed 7.87500000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AT7 20000.00000000 PA USD 18669.03000000 0.004010214829 Long DBT CORP US N 2 2030-04-01 Fixed 4.37500000 N N N N N N Flash Compute LLC N/A 33853QAA9 20000.00000000 PA USD 20135.82000000 0.004325289742 Long DBT CORP US N 2 2030-12-31 Fixed 7.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132M55C2 4128.66000000 PA USD 3990.09000000 0.000857094240 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4WD4 666.72500000 PA USD 620.99000000 0.000133392217 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 253651AK9 10000.00000000 PA USD 10398.38000000 0.002233631724 Long DBT CORP US N 2 2030-03-31 Fixed 7.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJEP9 1207.87710000 PA USD 1164.55000000 0.000250152026 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Thomson Reuters Corp. 549300561UZND4C7B569 884903808 3986.00000000 NS 359774.39000000 0.077281604566 Long EC CORP CA N 1 N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJQF8 13203.55000000 PA USD 12509.17000000 0.002687041535 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBQ8 61561.24840000 PA USD 53045.23000000 0.011394419955 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 2.50000000 N N N N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320AV8 6000.00000000 PA USD 3953.20000000 0.000849170056 Long DBT CORP US N 2 2046-06-01 Fixed 4.50000000 N N N N N N Credit Acceptance Corp. N/A 225310AS0 24000.00000000 PA USD 23439.60000000 0.005034960655 Long DBT CORP US N 2 2030-03-15 Fixed 6.62500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 1259.00000000 NS USD 185211.49000000 0.039784491417 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7MC6 11391.30970000 PA USD 10854.70000000 0.002331651880 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AR9 70000.00000000 PA USD 69192.48000000 0.014862941962 Long DBT CORP US N 2 2028-10-01 Fixed 4.20000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRY8 127000.00000000 PA USD 126366.04000000 0.027144150904 Long DBT CORP US N 2 2028-02-01 Variable 3.78200000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DD7 50000.00000000 PA USD 49813.07000000 0.010700133430 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636QAU8 270000.00000000 PA USD 238634.82000000 0.051260129424 Long DBT CORP US N 2 2031-11-18 Fixed 2.00000000 N N N N N N United Spirits Ltd. 3358004YFWQVX2EZDE82 N/A 1118.00000000 NS 14366.22000000 0.003085946537 Long EC CORP IN N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQU26 277.28840000 PA USD 269.12000000 0.000057808521 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410K3E2 1783.98000000 PA USD 1860.70000000 0.000399689042 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Resorts World Las Vegas LLC N/A 76120HAD9 15000.00000000 PA USD 14317.95000000 0.003075577864 Long DBT CORP US N 2 2030-07-27 Fixed 8.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFG26 7829.82000000 PA USD 7600.16000000 0.001632558003 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DH9 200000.00000000 PA USD 203407.34000000 0.043693064466 Long DBT CORP US N 2 2029-07-27 Variable 5.28200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTW39 6083.26000000 PA USD 6319.04000000 0.001357366071 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Tidewater, Inc. 2549000JA5GRUPLMUH98 88642RAE9 63000.00000000 PA USD 67115.92000000 0.014416884952 Long DBT CORP US N 2 2030-07-15 Fixed 9.12500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967ML2 550000.00000000 PA USD 510228.47000000 0.109600004760 Long DBT CORP US N 2 2031-01-29 Variable 2.66600000 N N N N N N Shell Finance US, Inc. N/A 822905AA3 80000.00000000 PA USD 68024.43000000 0.014612038116 Long DBT CORP US N 2 2045-05-11 Fixed 4.37500000 N N N N N N N/A N/A N/A 1.00000000 NC 2286.27000000 0.000491103922 N/A DE CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long S&P/TSX 60 Index XC0009654721 2026-06-18 381560.00000000 CAD 2286.27000000 N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 30161MAN3 30000.00000000 PA USD 29399.21000000 0.006315119099 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N DISH DBS Corp. N/A 25470XBB0 38000.00000000 PA USD 36873.55000000 0.007920650244 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM2T1 55211.32880000 PA USD 45438.70000000 0.009760493639 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJC97 3028.89600000 PA USD 2920.25000000 0.000627286466 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBQ8 160000.00000000 PA USD 159515.29000000 0.034264800126 Long DBT CORP US N 2 2026-05-15 Fixed 1.45000000 N N N N N N Accenture Capital, Inc. 254900FRO0P7RIINYT25 00440KAD5 15000.00000000 PA USD 14502.75000000 0.003115273965 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N Arcadyan Technology Corp. 254900R5W61G3GO1Q067 N/A 11000.00000000 NS 53338.03000000 0.011457315076 Long EC CORP TW N 2 N N N Baldwin Insurance Group Holdings LLC 5493004GCDREAQPPYG20 05825XAA7 31000.00000000 PA USD 31157.15000000 0.006692734704 Long DBT CORP US N 2 2031-05-15 Fixed 7.12500000 N N N N N N Graham Holdings Co. 529900BOSCEEEMAFQJ29 384637AC8 12000.00000000 PA USD 11755.51000000 0.002525151040 Long DBT CORP US N 2 2033-12-01 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83B1 26267.89000000 PA USD 24625.68000000 0.005289737448 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAM0 25000.00000000 PA USD 24721.46000000 0.005310311542 Long DBT CORP US N 2 2034-02-01 Fixed 6.25000000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807306 3789.00000000 NS USD 809557.74000000 0.173897650513 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHFL1 21780.34000000 PA USD 19842.60000000 0.004262304403 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Genesis Energy LP 549300VJ5D6MDK138782 37185LAQ5 24000.00000000 PA USD 24681.84000000 0.005301800939 Long DBT CORP US N 2 2032-05-15 Fixed 7.87500000 N N N N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653CAM0 12000.00000000 PA USD 11686.52000000 0.002510331592 Long DBT CORP US N 2 2034-03-01 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDJ7 -40000.00000000 PA USD -34687.50000000 -0.00745107415 Short DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N Bausch + Lomb Corp. 549300NY6OZM39SO6475 071705AA5 21000.00000000 PA USD 21682.50000000 0.004657525487 Long DBT CORP CA N 2 2028-10-01 Fixed 8.37500000 N N N N N N Discovery Global Holdings, Inc. 549300DXR29GD4N0A520 55903VBW2 50000.00000000 PA USD 32940.29000000 0.007075763414 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BZ5 270000.00000000 PA USD 256686.39000000 0.055137710300 Long DBT CORP US N 2 2038-05-01 Fixed 5.10000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259AY6 11000.00000000 PA USD 9515.00000000 0.002043876629 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N Calumet Specialty Products Partners LP N/A 131477BA8 25000.00000000 PA USD 26558.90000000 0.005705004204 Long DBT CORP US N 2 2031-02-15 Fixed 9.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFA43 36308.01430000 PA USD 31362.47000000 0.006736838619 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFFP1 62846.35210000 PA USD 51705.42000000 0.011106621075 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Norwegian Krone N/A N/A 23901.11999999 OU Currencies 2468.38000000 0.000530222195 Long STIV NO N 1 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 2921.00000000 NS USD 495576.86000000 0.106452754812 Long EC CORP US N 1 N N N CGI, Inc. 549300WSRCZY73ZG3090 12532HAF1 350000.00000000 PA USD 305916.28000000 0.065712573319 Long DBT CORP CA N 2 2031-09-14 Fixed 2.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M83L1 625637.10640000 PA USD 528703.71000000 0.113568592385 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RG53 46980.65530000 PA USD 48991.70000000 0.010523698438 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 6.50000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 17389.00000000 NS USD 5000380.84000000 1.074110513414 Long EC CORP US N 1 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044DV0 85000.00000000 PA USD 83925.85000000 0.018027754428 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410G4B6 5683.34000000 PA USD 5962.60000000 0.001280800713 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CL1 80000.00000000 PA USD 63863.44000000 0.013718233574 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBM6 65000.00000000 PA USD 58578.37000000 0.012582970195 Long DBT CORP US N 2 2053-05-17 Fixed 5.00000000 N N N N N N Dow Chemical Co. (The) ZQUIP1CSZO8LXRBSOU78 260543BJ1 40000.00000000 PA USD 43279.32000000 0.009296646418 Long DBT CORP US N 2 2029-11-01 Fixed 7.37500000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BF9 110000.00000000 PA USD 118621.75000000 0.025480632950 Long DBT CORP US N 2 2051-01-15 Fixed 7.15000000 N N N N N N United Therapeutics Corp. 5299005C4HZL4UWROC14 91307C102 175.00000000 NS USD 103771.50000000 0.022290713989 Long EC CORP US N 1 N N N Expeditors International of Washington, Inc. 984500B055A804AB6E40 302130109 160.00000000 NS USD 22916.80000000 0.004922660213 Long EC CORP US N 1 N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142103 6025.00000000 NS USD 748787.00000000 0.160843746655 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNFD9 14789.42040000 PA USD 12847.50000000 0.002759716762 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148YAA6 83000.00000000 PA USD 72455.11000000 0.015563773618 Long DBT CORP US N 2 2038-10-31 Variable 4.01700000 N N N N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919BR6 32000.00000000 PA USD 28632.36000000 0.006150395316 Long DBT CORP US N 2 2031-03-01 Fixed 2.40000000 N N N N N N Ganfeng Lithium Group Co. Ltd. 3003006BE6UOHWEOOR42 N/A 3400.00000000 NS 39341.33000000 0.008450743556 Long EC CORP CN N 2 N N N Novartis Capital Corp. 5493002KF87V5RSRQS84 66989HAR9 685000.00000000 PA USD 627100.12000000 0.134704706183 Long DBT CORP US N 2 2030-08-14 Fixed 2.20000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 57.00000000 NS USD 14083.56000000 0.003025229546 Long EC CORP US N 1 N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAA6 20000.00000000 PA USD 20322.58000000 0.004365406863 Long DBT CORP JP N 2 2030-07-24 Fixed 6.25000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAC6 65000.00000000 PA USD 64362.30000000 0.013825391567 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBF2 540000.00000000 PA USD 556841.96000000 0.119612850037 Long DBT CORP US N 2 2029-03-09 Variable 6.49900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797UD7 500000.00000000 PA USD 482808.07000000 0.103709945410 Long STIV UST US N 2 2027-03-18 None 0.00000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106L109 1038.00000000 NS USD 238522.02000000 0.051235899336 Long EC CORP US N 1 N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 053484AG6 20000.00000000 PA USD 19826.38000000 0.004258820254 Long DBT CORP US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADQE1 28034.36380000 PA USD 25915.87000000 0.005566877668 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQTR7 5175.98480000 PA USD 5359.26000000 0.001151199817 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Grupo Cibest SA 529900OSSJBGZREZ2C28 N/A 3750.00000000 NS 86664.49000000 0.018616030023 Long EC CORP CO N 1 N N N Genesis Energy LP 549300VJ5D6MDK138782 37185LAP7 28000.00000000 PA USD 28932.29000000 0.006214822002 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N CBRE Services, Inc. 549300CTE3HOMEUMM603 12505BAH3 300000.00000000 PA USD 307084.46000000 0.065963505090 Long DBT CORP US N 2 2029-04-01 Fixed 5.50000000 N N N N N N MGIC Investment Corp. 254900S8483WM4M98R28 552848AG8 560000.00000000 PA USD 558571.91000000 0.119984453229 Long DBT CORP US N 2 2028-08-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFG91 7424.48000000 PA USD 7274.49000000 0.001562602217 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Kentucky Utilities Co. AGX0G2MXE54NFNNICD28 491674BL0 10000.00000000 PA USD 8247.64000000 0.001771640424 Long DBT CORP US N 2 2045-10-01 Fixed 4.37500000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BBB5 40000.00000000 PA USD 40661.67000000 0.008734360169 Long DBT CORP US N 2 2034-03-15 Fixed 5.50000000 N N N N N N BAWAG Group AG 529900S9YO2JHTIIDG38 N/A 299.00000000 NS 45456.23000000 0.009764259184 Long EC CORP AT N 2 N N N AMETEK, Inc. 549300WZDEF9KKE40E98 031100100 7963.00000000 NS USD 1706948.68000000 0.366662376669 Long EC CORP US N 1 N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAH4 320000.00000000 PA USD 316170.23000000 0.067915180650 Long DBT CORP US N 2 2027-09-01 Fixed 3.65000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59024QAD2 8593.43000000 PA USD 6285.10000000 0.001350075565 Long ABS-O CORP US N 2 2037-05-25 Floating 4.27303080 N N N N N N N/A N/A N/A 1.00000000 NC N/A 73067.68000000 0.015695357171 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 6864855.00000000 AUD 4804129.87000000 USD 2026-06-17 73067.68000000 N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VAM9 10000.00000000 PA USD 10671.25000000 0.002292245767 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N Rivian Holdings LLC N/A 76954LAD1 17000.00000000 PA USD 16518.48000000 0.003548264342 Long DBT CORP US N 2 2031-01-15 Fixed 10.00000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAK3 40000.00000000 PA USD 41031.83000000 0.008813872662 Long DBT CORP US N 2 2030-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DSX6 5847.33000000 PA USD 5494.40000000 0.001180228665 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FM78 28318.30000000 PA USD 27258.27000000 0.005855232895 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D9B86 60988.98400000 PA USD 59213.23000000 0.012719341768 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.50000000 N N N N N N Tsingtao Brewery Co. Ltd. 300300OJ7D0Q1ESE8L15 N/A 2000.00000000 NS 12424.48000000 0.002668849637 Long EC CORP CN N 2 N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150104 359.00000000 NS USD 5618.35000000 0.001206853836 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KJVE9 37538.91000000 PA USD 33544.23000000 0.007205493193 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RB6 332000.00000000 PA USD 254978.59000000 0.054770865055 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBY5 5000.00000000 PA USD 4826.16000000 0.001036686876 Long DBT CORP US N 2 2040-01-17 Variable 6.64600000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081ET0 80000.00000000 PA USD 79690.98000000 0.017118080038 Long DBT CORP US N 2 2035-06-01 Fixed 4.95000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAK1 80000.00000000 PA USD 73731.33000000 0.015837913002 Long DBT CORP US N 2 2049-01-25 Fixed 5.57600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FLN4 10723.70000000 PA USD 10323.39000000 0.002217523442 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.00000000 N N N N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434LAK1 90000.00000000 PA USD 88429.85000000 0.018995239487 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 65484.00000000 NS USD 11420409.60000000 2.453169550753 Long EC CORP US N 1 N N N Anheuser-Busch Cos. LLC 5493002J2SVENP0PVK27 03522AAJ9 80000.00000000 PA USD 72093.76000000 0.015486153564 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 31534.00000000 NS USD 6567586.18000000 1.410755218335 Long EC CORP US N 1 N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAD3 16000.00000000 PA USD 17183.81000000 0.003691181046 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABP3 20000.00000000 PA USD 19141.73000000 0.004111753503 Long DBT CORP US N 2 2027-10-15 Fixed 1.40000000 N N N N N N Daiwa House Industry Co. Ltd. 353800K9WXR9XRZJZI46 N/A 1700.00000000 NS 53334.03000000 0.011456455853 Long EC CORP JP N 2 N N N Public Service Co. of New Hampshire 549300SHPFALUPKK2351 744482BP4 110000.00000000 PA USD 100078.97000000 0.021497537345 Long DBT CORP US N 2 2053-01-15 Fixed 5.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181D7A8 21603.02000000 PA USD 20299.21000000 0.004360386853 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 81762PAE2 580000.00000000 PA USD 503259.73000000 0.108103079398 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N BioMarin Pharmaceutical, Inc. NSLL8ITTRR0J5HEMR848 09061G101 2153.00000000 NS USD 121622.97000000 0.026125312237 Long EC CORP US N 1 N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAK1 12000.00000000 PA USD 11776.18000000 0.002529591075 Long DBT CORP US N 2 2028-09-29 Fixed 5.62500000 N N N N N N Virginia Electric & Power Co. CQKUMNNZVDJLRYV2PT43 927804FA7 30000.00000000 PA USD 31624.73000000 0.006793173572 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Velocity Commercial Capital LLC 549300TA4MQM8WN2XG31 92259RAE5 9000.00000000 PA USD 8993.45000000 0.001931844694 Long DBT CORP US N 2 2031-02-15 Fixed 9.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4W7 417159.18670000 PA USD 374342.50000000 0.080410918234 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTQC6 276716.77000000 PA USD 291822.61000000 0.062685172086 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 70000.00000000 PA USD 66893.37000000 0.014369079934 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335B2J4 36976.23620000 PA USD 36427.79000000 0.007824898437 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSV74 21473.97080000 PA USD 22420.08000000 0.004815961905 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HHWE1 21043.70000000 PA USD 20180.08000000 0.004334797045 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Advantest Corp. 353800EMK32PDKS9XR54 N/A 1900.00000000 NS 262212.67000000 0.056324786973 Long EC CORP JP N 2 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KBA4 80000.00000000 PA USD 77456.12000000 0.016638019279 Long DBT CORP US N 2 2055-11-15 Fixed 5.45000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKJ7 379000.00000000 PA USD 373222.62000000 0.080170361581 Long DBT CORP US N 2 2028-02-04 Variable 2.55100000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRM9 28198.23000000 PA USD 27142.07000000 0.005830272468 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYJ7 935000.00000000 PA USD 825393.39000000 0.177299239051 Long DBT CORP US N 2 2032-07-21 Variable 2.38300000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2L6 95000.00000000 PA USD 94179.26000000 0.020230245764 Long DBT CORP US N 2 2031-04-04 Variable 4.47800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FEC7 71511.75000000 PA USD 70583.04000000 0.015161642234 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Jabil, Inc. 5493000CGCQY2OQU7669 466313103 72.00000000 NS USD 19125.36000000 0.004108237133 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 970309.64780000 PA USD 802029.93000000 0.172280633705 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAV2 40000.00000000 PA USD 32902.52000000 0.007067650201 Long DBT CORP US N 2 2033-06-15 Fixed 2.10000000 N N N N N N New Gold, Inc. 5493005G0GNCHP0H6L96 644535AJ5 48000.00000000 PA USD 49610.78000000 0.010656680377 Long DBT CORP CA N 2 2032-04-01 Fixed 6.87500000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 939344AQ0 32189.84750000 PA USD 28321.81000000 0.006083687393 Long ABS-MBS CORP US N 2 2036-05-25 Variable 6.85000080 N N N N N N Vale SA 254900SMTWBX7RU2SR20 N/A 13402.00000000 NS 213377.40000000 0.045834690596 Long EC CORP BR N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLH6 28326.08750000 PA USD 23357.04000000 0.005017226293 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Xylem, Inc. 549300DF5MV96DRYLQ48 98419M100 52.00000000 NS USD 6214.00000000 0.001334802876 Long EC CORP US N 1 N N N Credit Acceptance Corp. N/A 225310AQ4 42000.00000000 PA USD 43519.73000000 0.009348287866 Long DBT CORP US N 2 2028-12-15 Fixed 9.25000000 N N N N N N Linde, Inc. ZU69GUVJQGZ6Z1UOOO79 74005PBD5 10000.00000000 PA USD 7856.98000000 0.001687724413 Long DBT CORP US N 2 2042-11-07 Fixed 3.55000000 N N N N N N IBM International Capital Pte. Ltd. 2549007KTXQQBYZO7485 449276AG9 290000.00000000 PA USD 257673.35000000 0.055349714975 Long DBT CORP SG N 2 2054-02-05 Fixed 5.30000000 N N N N N N FTAI Aviation Investors LLC 529900E7PUVK6BC8PE80 34960PAG6 14000.00000000 PA USD 14351.62000000 0.003082810373 Long DBT CORP US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13648TAG2 20000.00000000 PA USD 14127.48000000 0.003034663814 Long DBT CORP CA N 2 2050-05-01 Fixed 3.50000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 14032.00000000 NS USD 1190194.24000000 0.255660556084 Long EC CORP US N 1 N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 27000.00000000 PA USD 26129.79000000 0.005612828912 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N SLM Corp. N/A 78442PGF7 6000.00000000 PA USD 5890.28000000 0.001265265962 Long DBT CORP US N 2 2030-01-31 Fixed 6.50000000 N N N N N N Rand N/A N/A 22602.81000000 OU Currencies 1335.76000000 0.000286928917 Long STIV ZA N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CC6 380000.00000000 PA USD 373834.99000000 0.080301902172 Long DBT CORP JP N 2 2028-01-19 Variable 2.34100000 N N N N N N PennyMac Financial Services, Inc. 549300W1D516HBDEU871 70932MAE7 19000.00000000 PA USD 18881.72000000 0.004055901862 Long DBT CORP US N 2 2030-11-15 Fixed 7.12500000 N N N N N N Bayview Commercial Asset Trust N/A 07324NAB9 3652.59000000 PA USD 3538.03000000 0.000759989157 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.24302840 N N N N N N Pentair Finance SARL 549300H2U8U8TZPV3T89 709629AS8 190000.00000000 PA USD 198740.44000000 0.042690587552 Long DBT CORP LU N 2 2032-07-15 Fixed 5.90000000 N N N N N N Icahn Enterprises LP 549300T0G4GS0SINS786 451102CK1 36000.00000000 PA USD 35465.34000000 0.007618158651 Long DBT CORP US N 2 2029-11-15 Fixed 10.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202E7F0 4500.68000000 PA USD 4345.72000000 0.000933485606 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHNX6 3865.76350000 PA USD 3731.20000000 0.000801483182 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 2.50000000 N N N N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 67.00000000 NS USD 441518.61000000 0.094840732344 Long EC CORP US N 1 N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAG0 30000.00000000 PA USD 30154.87000000 0.006477439205 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N Malaysian Ringgit N/A N/A 237.46000000 OU Currencies 58.65000000 0.000012598356 Long STIV MY N 1 N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AY1 30000.00000000 PA USD 30119.89000000 0.006469925301 Long DBT CORP US N 2 2054-09-15 Fixed 5.85000000 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 036752AD5 30000.00000000 PA USD 24131.25000000 0.005183531046 Long DBT CORP US N 2 2047-12-01 Fixed 4.37500000 N N N N N N Diversified Healthcare Trust N/A 25525PAB3 43000.00000000 PA USD 38214.08000000 0.008208603784 Long DBT CORP US N 2 2031-03-01 Fixed 4.37500000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 537.00000000 NS USD 366362.88000000 0.078696850044 Long EC CORP US N 1 N N N NN Group NV 724500OHYNDT9OY6Q215 N/A 5950.00000000 NS 464670.69000000 0.099813932053 Long EC CORP NL N 2 N N N RWE AG 529900GB7KCA94ACC940 N/A 177.00000000 NS 11908.35000000 0.002557981950 Long EC CORP DE N 2 N N N Enova International, Inc. 549300O8XOCQSB49UO63 29357KAK9 47000.00000000 PA USD 48084.95000000 0.010328923332 Long DBT CORP US N 2 2029-08-01 Fixed 9.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YTMU5 2707.31000000 PA USD 2621.84000000 0.000563186284 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Curtiss-Wright Corp. TEL51ETZWP7D0ZM4X325 231561101 934.00000000 NS USD 636166.08000000 0.136652126441 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7X91 663.20130000 PA USD 651.18000000 0.000139877202 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 2.50000000 N N N N N N ENEOS Holdings, Inc. 3538001KQ5SAOZSQTT44 N/A 155700.00000000 NS 1402878.02000000 0.301346253122 Long EC CORP JP N 2 N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AG6 410000.00000000 PA USD 325294.27000000 0.069875076827 Long DBT CORP US N 2 2047-07-15 Fixed 4.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RD2 332000.00000000 PA USD 287672.81000000 0.061793771220 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM7D1 139232.89230000 PA USD 114588.82000000 0.024614336431 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Vestas Wind Systems A/S 549300DYMC8BGZZC8844 N/A 8155.00000000 NS 246044.03000000 0.052851670271 Long EC CORP DK N 2 N N N Star Bulk Carriers Corp. 549300SO3FMK7H6DDY54 N/A 368.00000000 NS USD 8452.96000000 0.001815744339 Long EC CORP MH N 1 N N N One 97 Communications Ltd. 335800ZRHU5J6GSTMI23 N/A 5126.00000000 NS 52349.58000000 0.011244990341 Long EC CORP IN N 2 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADG7 90000.00000000 PA USD 82541.37000000 0.017730360175 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N Sony Group Corp. 529900R5WX9N2OI2N910 N/A 101100.00000000 NS 2107200.67000000 0.452638802111 Long EC CORP JP N 2 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 17182.00000000 NS USD 1042088.30000000 0.223846549843 Long EC CORP US N 1 N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 60000.00000000 PA USD 59919.77000000 0.012871110616 Long DBT CORP US N 2 2028-04-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAQQ4 108066.13460000 PA USD 106180.33000000 0.022808144503 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320BD7 10000.00000000 PA USD 9763.76000000 0.002097311705 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N CSL Ltd. 529900ECSECK5ZDQTE14 N/A 202.00000000 NS 19840.23000000 0.004261795313 Long EC CORP AU N 2 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 N/A 35000.00000000 NS 548607.13000000 0.117843961274 Long EC CORP KY N 2 N N N CCO Holdings LLC N/A 1248EPCT8 60000.00000000 PA USD 61078.43000000 0.013119997437 Long DBT CORP US N 2 2031-03-01 Fixed 7.37500000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457108 1285.00000000 NS USD 1181904.45000000 0.253879861597 Long EC CORP US N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AV6 42000.00000000 PA USD 41375.99000000 0.008887800206 Long DBT CORP US N 2 2033-03-01 Fixed 6.37500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABW4 120000.00000000 PA USD 113493.43000000 0.024379040370 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAJ3 330000.00000000 PA USD 237069.55000000 0.050923900441 Long DBT CORP US N 2 2060-04-01 Fixed 3.70000000 N N N N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 1133.00000000 NS USD 214816.80000000 0.046143881980 Long EC CORP US N 1 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 532.00000000 NS USD 174809.88000000 0.037550165870 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6HX1 29527.47610000 PA USD 28853.76000000 0.006197953307 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N Great Lakes Dredge & Dock Corp. 549300H65E3MZ1CX0P05 390607AF6 14000.00000000 PA USD 13991.20000000 0.003005390088 Long DBT CORP US N 2 2029-06-01 Fixed 5.25000000 N N N N N N Link REIT 529900XUE70U36QX5M62 N/A 2500.00000000 NS 11587.04000000 0.002488962717 Long EC CORP HK N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HP4C8 2194.42110000 PA USD 2200.75000000 0.000472733735 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N PPL Electric Utilities Corp. 549300GCZLSGYEYPIR35 69351UBC6 50000.00000000 PA USD 49825.11000000 0.010702719691 Long DBT CORP US N 2 2034-02-15 Fixed 4.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFZF6 7264.80000000 PA USD 7034.52000000 0.001511055283 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACP46 104984.63420000 PA USD 93650.31000000 0.020116624268 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N CJ Corp. N/A N/A 879.00000000 NS 113123.38000000 0.024299551505 Long EC CORP KR N 2 N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523AH3 220000.00000000 PA USD 219827.08000000 0.047220118890 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Meituan 21380033K525E5JLIA77 N/A 25120.00000000 NS 274115.74000000 0.058881634748 Long EC CORP KY N 2 N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 29736RAP5 30000.00000000 PA USD 27929.99000000 0.005999522208 Long DBT CORP US N 2 2029-12-01 Fixed 2.37500000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K107 11145.00000000 NS USD 3197054.70000000 0.686745704999 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFGB1 102291.70050000 PA USD 87659.73000000 0.018829813289 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJDN5 10545.16810000 PA USD 10162.65000000 0.002182995567 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Sotera Health Holdings LLC 549300OVT7MBXFLOFU20 83600WAE9 25000.00000000 PA USD 25824.33000000 0.005547214350 Long DBT CORP US N 2 2031-06-01 Fixed 7.37500000 N N N N N N Informa plc 5493006VM2LKUPSEDU20 N/A 37232.00000000 NS 373947.65000000 0.080326102187 Long EC CORP GB N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NBB3 22335.35000000 PA USD 21166.88000000 0.004546767350 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AS5 30000.00000000 PA USD 30871.95000000 0.006631472106 Long DBT CORP US N 2 2033-10-15 Fixed 5.60000000 N N N N N N Medpace Holdings, Inc. 549300H8TYEUVTW14A54 58506Q109 48.00000000 NS USD 23049.12000000 0.004951083309 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FE60 12373.73600000 PA USD 12091.41000000 0.002597304289 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FM5 1000000.00000000 PA USD 1088398.44000000 0.233794233798 Long DBT UST US N 2 2030-05-15 Fixed 6.25000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DK2 40000.00000000 PA USD 40878.06000000 0.008780841983 Long DBT CORP US N 2 2034-07-28 Variable 5.62500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BZ9 5000.00000000 PA USD 5055.16000000 0.001085877391 Long DBT CORP US N 2 2034-01-31 Fixed 6.25000000 N N N N N N Neurocrine Biosciences, Inc. 549300FECER0XBN49756 64125C109 1198.00000000 NS USD 157824.52000000 0.033901613023 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QE2C5 11254.27890000 PA USD 10792.01000000 0.002318185708 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 4.00000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 13622.00000000 NS USD 601138.86000000 0.129128078482 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQYP1 2597.17000000 PA USD 2696.57000000 0.000579238717 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 17183.00000000 NS USD 1078233.25000000 0.231610692624 Long EC CORP US N 1 N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 62957HAP0 4000.00000000 PA USD 4199.96000000 0.000902175521 Long DBT CORP US N 2 2030-01-31 Fixed 9.12500000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96949LAE5 50000.00000000 PA USD 42657.51000000 0.009163078060 Long DBT CORP US N 2 2048-03-01 Fixed 4.85000000 N N N N N N Insmed, Inc. 529900Q55QAG41CCAC11 457669307 41.00000000 NS USD 6704.32000000 0.001440126427 Long EC CORP US N 1 N N N WULF Compute LLC N/A 982911AA7 51000.00000000 PA USD 53890.68000000 0.011576027469 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 35563PCG2 36617.01380000 PA USD 5870.04000000 0.001260918294 Long ABS-MBS CORP US N 2 2056-07-25 None 0.00000000 N N N N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 461202103 1253.00000000 NS USD 541772.14000000 0.116375766180 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022648 795000.00000000 PA USD 683824.22000000 0.146889368536 Long ABS-MBS USGA US N 2 2056-04-15 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRF4 176717.75000000 PA USD 165714.97000000 0.035596526985 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 418.00000000 NS USD 101319.02000000 0.021763907204 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8F24 1225.03810000 PA USD 1237.33000000 0.000265785587 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J75N1 1569.34720000 PA USD 1535.54000000 0.000329842808 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LTFX1 497.94000000 PA USD 470.56000000 0.000101078989 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAG3 7000.00000000 PA USD 7171.00000000 0.001540371971 Long DBT CORP DE N 2 2032-11-15 Fixed 7.99999920 N N Y N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021AV8 150000.00000000 PA USD 152562.81000000 0.032771367505 Long DBT CORP US N 2 2029-02-20 Fixed 4.90000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FG8 80000.00000000 PA USD 56590.88000000 0.012156045932 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9F88 945.95150000 PA USD 930.34000000 0.000199842373 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFM40 144898.43500000 PA USD 125124.38000000 0.026877435208 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Washington Mutual Escrow Bonds N/A 939MMIBF0 100000.00000000 PA USD 0.01000000 0.000000002148 Long DBT CORP US N 3 2009-11-06 Fixed 0.00000000 Y N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WP93 540147.41760000 PA USD 446470.26000000 0.095904375194 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.00000000 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062X103 926.00000000 NS USD 169763.58000000 0.036466191657 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MFCX4 15367.47660000 PA USD 14891.41000000 0.003198760364 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 2.50000000 N N N N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267DAH0 11000.00000000 PA USD 10563.63000000 0.002269128373 Long DBT CORP US N 2 2034-03-01 Fixed 6.12500000 N N N N N N Belron UK Finance plc 9845006BC9D1A77B8178 080782AA3 54000.00000000 PA USD 54341.01000000 0.011672760939 Long DBT CORP GB N 2 2029-10-15 Fixed 5.75000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 20000.00000000 PA USD 20733.31000000 0.004453634025 Long DBT CORP US N 2 2029-07-27 Variable 6.33900000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397J38 200000.00000000 PA USD 196269.86000000 0.042159892783 Long DBT CORP US N 2 2033-04-06 Fixed 5.75300000 N N N N N N Tampa Electric Co. WS423EPRKJIIJUITXD73 875127BN1 185000.00000000 PA USD 185531.64000000 0.039853261475 Long DBT CORP US N 2 2035-03-01 Fixed 5.15000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AN0 23000.00000000 PA USD 22053.61000000 0.004737242045 Long DBT CORP US N 2 2033-09-15 Fixed 6.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QCF7 58189.68580000 PA USD 61243.11000000 0.013155371646 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 6.50000000 N N N N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAM0 17000.00000000 PA USD 17273.58000000 0.003710464157 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A6DC8 6941.43000000 PA USD 7086.34000000 0.001522186517 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Countrywide Asset-Backed Certificates N/A 12666MAA9 38.64100000 PA USD 248.45000000 0.000053368486 Long ABS-O CORP US N 2 2025-12-25 Floating 4.01303160 N N N N N N Sanofi SA 549300E9PC51EN656011 N/A 6816.00000000 NS 658219.95000000 0.141389424337 Long EC CORP FR N 2 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508CB8 150000.00000000 PA USD 152555.02000000 0.032769694169 Long DBT CORP US N 2 2033-03-14 Fixed 4.90000000 N N N N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAR9 23000.00000000 PA USD 24838.09000000 0.005335364336 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYB4 93000.00000000 PA USD 83537.54000000 0.017944343211 Long DBT CORP US N 2 2032-04-22 Variable 2.61500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 932.09000000 0.000200218283 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 194534000.00000000 JPY 1234617.50000000 USD 2026-06-17 932.09000000 N N N GE Vernova, Inc. 254900DP080RU6OK2553 36828A101 207.00000000 NS USD 180690.30000000 0.038813313847 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KW83 2413.65920000 PA USD 2275.77000000 0.000488848462 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E07G1 27363.31870000 PA USD 28321.69000000 0.006083661616 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N Fortescue Ltd. 529900VEJFORCO6I4826 N/A 27310.00000000 NS 390249.01000000 0.083827727907 Long EC CORP AU N 2 N N N Kellanova LONOZNOJYIBXOHXWDB86 487836BW7 370000.00000000 PA USD 370275.60000000 0.079537324765 Long DBT CORP US N 2 2028-05-15 Fixed 4.30000000 N N N N N N Petco Health & Wellness Co., Inc. 2549007TYGV6RVSE9M61 71601VAA3 3000.00000000 PA USD 2995.89000000 0.000643534372 Long DBT CORP US N 2 2031-02-01 Fixed 8.25000000 N N N N N N GSK plc 5493000HZTVUYLO1D793 N/A 8031.00000000 NS 221217.74000000 0.047518840642 Long EC CORP GB N 2 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044DP3 138000.00000000 PA USD 125952.88000000 0.027055401764 Long DBT CORP US N 2 2030-05-01 Fixed 2.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WD7A3 183.31020000 PA USD 178.26000000 0.000038291271 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 2.50000000 N N N N N N LS Corp. 988400SQWZ34LADYL505 N/A 118.00000000 NS 21089.32000000 0.004530107017 Long EC CORP KR N 2 N N N Mettler-Toledo International, Inc. 5493000BD5GJNUDIUG10 592688105 57.00000000 NS USD 71888.40000000 0.015442041057 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5JU4 20822.27000000 PA USD 19532.09000000 0.004195605072 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335AAT5 19965.91000000 PA USD 19576.67000000 0.004205181112 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N NSTAR Electric Co. 54930080R72Y2Z31UR68 67021CAP2 250000.00000000 PA USD 245433.50000000 0.052720524921 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X6T70 49779.63460000 PA USD 49040.76000000 0.010534236808 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRK3 212413.51000000 PA USD 205150.08000000 0.044067415024 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N First Franklin Mortgage Loan Trust N/A 32027NZN4 42048.82690000 PA USD 38505.54000000 0.008271211066 Long ABS-O CORP US N 2 2036-01-25 Floating 4.39302960 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 44549.00000000 NS USD 11306090.71000000 2.428613196835 Long EC CORP US N 1 N N N QVC, Inc. 549300WBLU5NKPX5X472 747262BA0 62000.00000000 PA USD 27280.00000000 0.005859900624 Long DBT CORP US N 2 2029-04-15 Fixed 6.87500000 N N N N N N LG Chem Ltd. 988400IES4EIG7O06940 N/A 1217.00000000 NS 248753.97000000 0.053433780941 Long EC CORP KR N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335BCH7 13702.01870000 PA USD 13517.85000000 0.002903711790 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348BW5 340000.00000000 PA USD 341693.00000000 0.073397618182 Long DBT CORP US N 2 2035-08-15 Fixed 5.15000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZS2 300000.00000000 PA USD 305944.87000000 0.065718714615 Long DBT CORP CA N 2 2028-08-01 Fixed 5.20000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 N/A 4983.00000000 NS 136296.19000000 0.029277204137 Long EC CORP NL N 2 N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BT5 310000.00000000 PA USD 279419.27000000 0.060020863442 Long DBT CORP US N 2 2030-11-15 Fixed 2.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPQP2 3313.66000000 PA USD 3251.97000000 0.000698541826 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Duke University FY5ICUIRRDCHN4HHL592 26442TAH0 16000.00000000 PA USD 9872.59000000 0.002120689014 Long DBT CORP US N 2 2055-10-01 Fixed 2.83200000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D9DQ4 46139.61000000 PA USD 43348.87000000 0.009311586157 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5BJ1 3225.98620000 PA USD 3074.18000000 0.000660351513 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NN7 220000.00000000 PA USD 206371.89000000 0.044329866827 Long DBT CORP US N 2 2033-03-17 Variable 3.78500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVRB2 105597.90920000 PA USD 108051.80000000 0.023210147004 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Golar LNG Ltd. 213800C2VSFZG3EZLO34 38046YAE1 50000.00000000 PA USD 50420.50000000 0.010830612882 Long DBT CORP BM N 2 2030-10-02 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENZJ1 14059.39000000 PA USD 13814.94000000 0.002967528428 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XWBS9 5604.77000000 PA USD 5267.20000000 0.001131424800 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CL7 90000.00000000 PA USD 87481.28000000 0.018791481205 Long DBT CORP US N 2 2036-11-14 Variable 4.91400000 N N N N N N Pitney Bowes, Inc. 549300N2O26NW4ST6W55 724479AQ3 20000.00000000 PA USD 19975.98000000 0.004290955193 Long DBT CORP US N 2 2029-03-15 Fixed 7.25000000 N N N N N N Arbor Realty SR, Inc. 549300TW7RTL2CI3CN08 03881NAL1 30000.00000000 PA USD 29483.48000000 0.006333220779 Long DBT CORP US N 2 2028-12-15 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YAR5 70327.75370000 PA USD 69943.63000000 0.015024293295 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724PAD1 690000.00000000 PA USD 637872.58000000 0.137018692439 Long DBT CORP US N 2 2030-02-01 Fixed 2.30000000 N N N N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179M103 563.00000000 NS USD 28330.16000000 0.006085481021 Long EC CORP US N 1 N N N NextEra Energy, Inc. 254900RHL9MEUS5NKX63 65339F101 2604.00000000 NS USD 241859.52000000 0.051952813498 Long EC CORP US N 1 N N N Ares Strategic Income Fund 549300IANZJVZPTICV54 04020EAU1 10000.00000000 PA USD 9579.77000000 0.002057789596 Long DBT CORP US N 2 2031-04-15 Fixed 5.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CS47 27664.51200000 PA USD 25721.37000000 0.005525097951 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Recruit Holdings Co. Ltd. 353800R2LRSMVVC4I806 N/A 1800.00000000 NS 78425.95000000 0.016846344331 Long EC CORP JP N 2 N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BT0 20000.00000000 PA USD 19946.34000000 0.004284588351 Long DBT CORP US N 2 2033-07-15 Fixed 4.90000000 N N N N N N CBRE Services, Inc. 549300CTE3HOMEUMM603 12505BAG5 470000.00000000 PA USD 489273.34000000 0.105098722525 Long DBT CORP US N 2 2034-08-15 Fixed 5.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EP4Z4 5556.55000000 PA USD 5440.15000000 0.001168575453 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F040644 552000.00000000 PA USD 520825.05000000 0.111876210983 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 4.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAK0 40000.00000000 PA USD 36321.16000000 0.007801993700 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AQ1 20000.00000000 PA USD 20265.40000000 0.004353124270 Long DBT CORP US N 2 2030-10-01 Fixed 6.00000000 N N N N N N CCO Holdings LLC N/A 1248EPCU5 33000.00000000 PA USD 33090.89000000 0.007108113158 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335BJX5 31788.67430000 PA USD 30016.21000000 0.006447654241 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162CT5 200000.00000000 PA USD 196347.13000000 0.042176490823 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N N/A N/A N/A 55.00000000 NC USD -28993.09000000 -0.00622788219 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 5-Year Note 2026-06-30 5949453.13000000 USD -28993.09000000 N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBB6 19000.00000000 PA USD 18709.42000000 0.004018890833 Long DBT CORP US N 2 2027-03-15 Fixed 2.75000000 N N N N N N Diversified Healthcare Trust N/A 81721MAM1 34000.00000000 PA USD 32671.57000000 0.007018040815 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAY1 200000.00000000 PA USD 210201.81000000 0.045152555632 Long DBT CORP ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307M2W5 10008.99000000 PA USD 9791.04000000 0.002103171605 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621XAQ1 55000.00000000 PA USD 55111.57000000 0.011838281651 Long DBT CORP US N 2 2036-02-15 Fixed 5.55000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89114TZN5 370000.00000000 PA USD 363610.75000000 0.078105676719 Long DBT CORP CA N 2 2027-01-12 Fixed 1.95000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRZ0 41078.38000000 PA USD 39489.78000000 0.008482631469 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83N3 248178.15070000 PA USD 244322.63000000 0.052481903667 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERQ52 31908.86640000 PA USD 31480.27000000 0.006762142735 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547AU6 50000.00000000 PA USD 51252.85000000 0.011009406441 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N JB Hi-Fi Ltd. 529900TPC8H040Y3ZQ65 N/A 2611.00000000 NS 132113.77000000 0.028378796308 Long EC CORP AU N 2 N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F032443 375000.00000000 PA USD 360956.90000000 0.077535614503 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 3.50000000 N N N N N N Waste Connections, Inc. 549300HDLRTPBQU69P29 94106BAJ0 280000.00000000 PA USD 285686.18000000 0.061367031690 Long DBT CORP CA N 2 2035-09-01 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A8ZA7 13141.85000000 PA USD 13005.96000000 0.002793754879 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N JD.com, Inc. 549300HVTWB0GJZ16V92 N/A 7000.00000000 NS 103183.58000000 0.022164425397 Long EC CORP KY N 2 N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630102 446.00000000 NS USD 32968.32000000 0.007081784418 Long EC CORP US N 1 N N N Danish Krone N/A N/A 25680.58000000 OU Currencies 3972.12000000 0.000853234181 Long STIV DK N 1 N N N Samsung E&A Co. Ltd. 988400HDAY5KIVHGZ188 N/A 5120.00000000 NS 125765.37000000 0.027015123540 Long EC CORP KR N 2 N N N Nitto Denko Corp. 3538009GX5P09USH2J25 N/A 2500.00000000 NS 50010.57000000 0.010742557564 Long EC CORP JP N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFK47 6078.21000000 PA USD 5952.91000000 0.001278719245 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307NV50 1261.68000000 PA USD 1233.27000000 0.000264913476 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CR8 60000.00000000 PA USD 57126.18000000 0.012271031445 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N HD Hyundai Heavy Industries Co. Ltd. 988400CAR8W9URQLGF30 N/A 53.00000000 NS 16976.97000000 0.003646750626 Long EC CORP KR N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKLB9 4225.76300000 PA USD 4057.16000000 0.000871501261 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJEZ7 10237.13240000 PA USD 9760.17000000 0.002096540552 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N Dropbox, Inc. 549300JCDF7UAR6TJR51 26210C104 7458.00000000 NS USD 169445.76000000 0.036397922096 Long EC CORP US N 1 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PEW8 300000.00000000 PA USD 263908.49000000 0.056689058845 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCF8 60000.00000000 PA USD 59887.88000000 0.012864260461 Long DBT CORP US N 2 2034-01-31 Fixed 4.85000000 N N N N N N CWHEQ Home Equity Loan Trust N/A 126683AE1 1028.06040000 PA USD 1610.13000000 0.000345865168 Long ABS-O CORP US N 2 2035-06-25 Fixed 6.15500000 N N N N N N BCMSC Trust N/A 09774XBQ4 35127.09450000 PA USD 2048.51000000 0.000440031709 Long ABS-O CORP US N 2 2030-06-15 Variable 8.29000080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EYV6 2646.16530000 PA USD 2585.85000000 0.000555455426 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 4.00000000 N N N N N N NXP BV 724500RKKW4NOJ9YQF60 62954HBG2 40000.00000000 PA USD 39456.78000000 0.008475542879 Long DBT CORP NL N 2 2032-08-19 Fixed 4.85000000 N N N N N N IBM International Capital Pte. Ltd. 2549007KTXQQBYZO7485 449276AE4 490000.00000000 PA USD 483469.18000000 0.103851955634 Long DBT CORP SG N 2 2034-02-05 Fixed 4.90000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AJ7 53000.00000000 PA USD 53289.43000000 0.011446875517 Long DBT CORP US N 2 2033-01-15 Fixed 8.00000000 N N N N N N New Zealand Dollar N/A N/A 1.33000000 OU Currencies 0.76000000 0.000000163252 Long STIV NZ N 1 N N N BlackRock Funds III 549300JDHS1T46VWOG19 066922519 1533281.07500000 NS USD 1533587.73000000 0.329423449282 Long STIV RF US N 1 N N Trimble, Inc. 549300E2MI7NSZFQWS19 896239100 466.00000000 NS USD 30397.18000000 0.006529488785 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFLJ3 6692.81000000 PA USD 6554.84000000 0.001408017265 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAS3 4000.00000000 PA USD 4075.05000000 0.000875344136 Long DBT CORP US N 2 2033-03-15 Fixed 6.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EW4R3 2259.21410000 PA USD 2176.06000000 0.000467430181 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X54U8 7533.89000000 PA USD 7320.55000000 0.001572496169 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411R208 514.00000000 NS USD 145852.64000000 0.031329984464 Long EC CORP US N 1 N N N NAVER Corp. 988400ULUQYDB2HQYJ61 N/A 775.00000000 NS 105515.08000000 0.022665244983 Long EC CORP KR N 2 N N N HL Mando Co. Ltd. 988400P5GM9DGVVOJQ79 N/A 1541.00000000 NS 51964.11000000 0.011162189172 Long EC CORP KR N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MFF94 33847.46000000 PA USD 33391.65000000 0.007172718133 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WPHV9 20035.04000000 PA USD 18326.02000000 0.003936534312 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAN2 30000.00000000 PA USD 29755.56000000 0.006391665125 Long DBT CORP US N 2 2031-01-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLT0 23149.22460000 PA USD 22111.36000000 0.004749647077 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBP1 130000.00000000 PA USD 128456.10000000 0.027593107792 Long DBT CORP US N 2 2034-02-01 Variable 4.70600000 N N N N N N Pacific Gas & Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JC2 110000.00000000 PA USD 110120.98000000 0.023654618748 Long DBT CORP US N 2 2028-08-01 Fixed 4.65000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816109 6338.00000000 NS USD 1917118.24000000 0.411808004816 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEK8 68000.00000000 PA USD 68842.02000000 0.014787661142 Long DBT CORP US N 2 2035-07-22 Variable 5.29400000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBC7 40000.00000000 PA USD 37067.05000000 0.007962215155 Long DBT CORP US N 2 2030-03-15 Fixed 2.90000000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PAD5 30000.00000000 PA USD 36796.90000000 0.007904185384 Long DBT CORP NL N 2 2032-06-01 Fixed 9.25000000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956PBA9 10000.00000000 PA USD 10029.24000000 0.002154338333 Long DBT CORP US N 2 2027-02-19 Fixed 4.70000000 N N N N N N Markel Group, Inc. 549300SCNO12JLWIK605 570535AY0 72000.00000000 PA USD 70078.05000000 0.015053167483 Long DBT CORP US N 2 2054-05-16 Fixed 6.00000000 N N N N N N PulteGroup, Inc. N/A 745867AP6 220000.00000000 PA USD 235920.40000000 0.050677056423 Long DBT CORP US N 2 2033-05-15 Fixed 6.37500000 N N N N N N Ecolab, Inc. 82DYEISM090VG8LTLS26 278865BN9 210000.00000000 PA USD 125995.11000000 0.027064473011 Long DBT CORP US N 2 2051-12-15 Fixed 2.70000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353T100 6355.00000000 NS USD 457115.15000000 0.098190958682 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967BU4 118000.00000000 PA USD 123458.41000000 0.026519575287 Long DBT CORP US N 2 2033-02-22 Fixed 5.87500000 N N N N N N Spotify Technology SA 549300B4X0JHWV0DTD60 N/A 678.00000000 NS USD 328768.98000000 0.070621464484 Long EC CORP LU N 1 N N N Eldorado Gold Corp. 5493004PWQ01YDD1IH62 284902AF0 34000.00000000 PA USD 33876.92000000 0.007276956915 Long DBT CORP CA N 2 2029-09-01 Fixed 6.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132KEYV1 3002.47000000 PA USD 2950.91000000 0.000633872410 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769AH9 34000.00000000 PA USD 29832.16000000 0.006408119245 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N Tampa Electric Co. WS423EPRKJIIJUITXD73 875127BL5 10000.00000000 PA USD 8862.41000000 0.001903696550 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N CSFB Mortgage-Backed Pass-Through Certificates N/A 225470FK4 18041.95820000 PA USD 3468.08000000 0.000744963495 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.14302840 N N N N N N Capstone Copper Corp. 549300III6KGKKC42W63 14071L108 3245.00000000 NS 24469.88000000 0.005256270714 Long EC CORP CA N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXL7 110737.34600000 PA USD 102538.30000000 0.022025815549 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N AVI Ltd. 378900C2D68805FAAF75 N/A 7425.00000000 NS 45569.11000000 0.009788506456 Long EC CORP ZA N 1 N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868103 7906.00000000 NS USD 1424740.26000000 0.306042387793 Long EC CORP US N 1 N N N Icahn Enterprises LP 549300T0G4GS0SINS786 451102CF2 50000.00000000 PA USD 49157.62000000 0.010559339007 Long DBT CORP US N 2 2029-01-15 Fixed 9.75000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 4052.00000000 NS USD 296525.36000000 0.063695349786 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFG83 5762.00000000 PA USD 5645.59000000 0.001212705145 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Flutter Treasury DAC 635400JE8VLL9UFVIC38 344045AB5 27000.00000000 PA USD 26748.63000000 0.005745759297 Long DBT CORP IE N 2 2031-06-04 Fixed 5.87500000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 5349.00000000 NS USD 1307509.56000000 0.280860560370 Long EC CORP US N 1 N N N BKV Upstream Midstream LLC 254900LG75NBYHBBAU18 05619CAA3 53000.00000000 PA USD 53537.95000000 0.011500259040 Long DBT CORP US N 2 2030-10-15 Fixed 7.50000000 N N N N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636Q104 2806.00000000 NS USD 1402045.96000000 0.301167521857 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDY42 37394.32900000 PA USD 30754.45000000 0.006606232432 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Tata Elxsi Ltd. 335800OWLDKWXSI48N33 N/A 625.00000000 NS 26526.70000000 0.005698087459 Long EC CORP IN N 2 N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAB7 140000.00000000 PA USD 134391.21000000 0.028868003496 Long DBT CORP FR N 2 2054-04-05 Fixed 5.48800000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 35449.00000000 NS 185521.76000000 0.039851139195 Long EC CORP GB N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMY58 59253.94480000 PA USD 48540.63000000 0.010426806013 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R102 22495.00000000 NS USD 652130.05000000 0.140081278852 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHV5 591401.85350000 PA USD 499938.74000000 0.107389711679 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417F4J4 20730.36000000 PA USD 18962.15000000 0.004073178688 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBR6 766000.00000000 PA USD 746708.83000000 0.160397343807 Long DBT CORP US N 2 2028-06-01 Variable 2.18200000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JAF1 20000.00000000 PA USD 23598.51000000 0.005069095435 Long DBT CORP US N 2 2038-09-01 Fixed 7.50000000 N N N N N N Swedish Krona N/A N/A 0.60000000 OU Currencies 0.06000000 0.000000012888 Long STIV SE N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CNC1 400000.00000000 PA USD 398937.50000000 0.085694065443 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DBC8 20000.00000000 PA USD 18921.72000000 0.004064494092 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N XP, Inc. 5493008KDA8NBZRJST80 N/A 258.00000000 NS USD 4912.32000000 0.001055194539 Long EC CORP KY N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM2S3 49893.05600000 PA USD 40988.16000000 0.008804492095 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WF4T0 838.57000000 PA USD 826.27000000 0.000177487539 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 83768.00000000 NS USD 2352205.44000000 0.505267233368 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 9158.00000000 NS 872424.25000000 0.187401737800 Long EC CORP FR N 2 N N N Lumentum Holdings, Inc. 549300JLWRRC38DWEF52 55024U109 154.00000000 NS USD 108225.04000000 0.023247359950 Long EC CORP US N 1 N N N Zscaler, Inc. 529900MZ0RTK1BWRNF46 98980G102 221.00000000 NS USD 31004.09000000 0.006659856537 Long EC CORP US N 1 N N N CF Industries, Inc. 5FVKT86LAD2F40NPC183 12527GAE3 30000.00000000 PA USD 27950.98000000 0.006004030980 Long DBT CORP US N 2 2044-03-15 Fixed 5.37500000 N N N N N N Cameco Corp. N4BHALMXL3GMZKCUON55 13321L108 433.00000000 NS 47088.09000000 0.010114792081 Long EC CORP CA N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JSAE9 28257.20210000 PA USD 23300.03000000 0.005004980217 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N GreenPoint Mortgage Funding Trust N/A 39538WGJ1 3988.98000000 PA USD 3676.78000000 0.000789793453 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.97166920 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FB47 5569.00000000 PA USD 5695.42000000 0.001223408915 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2M4 98000.00000000 PA USD 86337.32000000 0.018545752029 Long DBT CORP US N 2 2051-04-04 Variable 5.01300000 N N N N N N Pitney Bowes, Inc. 549300N2O26NW4ST6W55 724479AP5 2000.00000000 PA USD 1997.36000000 0.000429044395 Long DBT CORP US N 2 2027-03-15 Fixed 6.87500000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CH3 280000.00000000 PA USD 264059.84000000 0.056721569694 Long DBT CORP US N 2 2028-09-15 Fixed 1.50000000 N N N N N N Genting New York LLC N/A 37255JAB8 35000.00000000 PA USD 35140.86000000 0.007548458484 Long DBT CORP US N 2 2029-10-01 Fixed 7.25000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAC6 29000.00000000 PA USD 30285.34000000 0.006505464911 Long DBT CORP US N 2 2031-11-15 Fixed 8.62500000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135DH6 25000.00000000 PA USD 24979.91000000 0.005365828086 Long DBT CORP US N 2 2056-03-13 Fixed 5.80000000 N N N N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 N/A 66000.00000000 NS 3817078.64000000 0.819930407091 Long EC CORP TW N 2 N N N N/A N/A N/A 5398139.00000000 PA USD -51926.54000000 -0.01115411892 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V1 2I65BRAE1 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 215699.22000000 USD 5398139.00000000 USD -51926.54000000 N N N Republic of Chile 549300FLZTJM5YJF8D34 168863DU9 320000.00000000 PA USD 198080.00000000 0.042548721248 Long DBT NUSS CL N 2 2071-09-21 Fixed 3.25000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAM6 130000.00000000 PA USD 123499.85000000 0.026528476836 Long DBT CORP US N 2 2028-06-15 Fixed 1.55000000 N N N N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723AS2 15000.00000000 PA USD 14842.30000000 0.003188211254 Long DBT CORP US N 2 2033-11-15 Fixed 5.75000000 N N N N N N Shopify, Inc. 549300HGQ43STJLLP808 82509L107 1288.00000000 NS 152826.74000000 0.032828061185 Long EC CORP CA N 1 N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005N100 630.00000000 NS USD 24714.90000000 0.005308902417 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLS4 202764.91830000 PA USD 190799.64000000 0.040984858121 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416WLG5 5988.87000000 PA USD 5926.96000000 0.001273145036 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERRX0 6329.37500000 PA USD 6252.16000000 0.001342999863 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N GE Vernova T&D India Ltd. 549300NMRD6VZDFLN355 N/A 8290.00000000 NS 320761.50000000 0.068901411806 Long EC CORP IN N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DVA2 12440.98000000 PA USD 11690.08000000 0.002511096300 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 43358BAB9 20000.00000000 PA USD 20083.21000000 0.004313988812 Long DBT NUSS CA N 2 2030-03-18 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XHBF7 15646.68000000 PA USD 15450.96000000 0.003318954917 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 74825NAA5 65000.00000000 PA USD 66299.42000000 0.014241496064 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDC6 610000.00000000 PA USD 673743.00000000 0.144723864600 Long DBT CORP US N 2 2031-10-30 Variable 7.62400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WB6N0 17338.78000000 PA USD 17079.50000000 0.003668774659 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 581557BU8 630000.00000000 PA USD 641945.39000000 0.137893555411 Long DBT CORP US N 2 2033-07-15 Fixed 5.10000000 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304AAL0 47000.00000000 PA USD 44380.70000000 0.009533229165 Long DBT CORP US N 2 2033-03-01 Fixed 6.87500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDK3 12000.00000000 PA USD 12027.89000000 0.002583659828 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YXK95 2449.30000000 PA USD 2399.39000000 0.000515402747 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBR0 120000.00000000 PA USD 118435.60000000 0.025440646861 Long DBT CORP US N 2 2026-09-15 Fixed 1.45000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNQV8 20784.32000000 PA USD 16956.51000000 0.003642355701 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VSF8 310237.46580000 PA USD 256433.33000000 0.055083351559 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.00000000 N N N N N N Acushnet Co. 549300H805O14KEFES79 005095AB0 16000.00000000 PA USD 15876.19000000 0.003410296762 Long DBT CORP US N 2 2033-12-01 Fixed 5.62500000 N N N N N N KCC Corp. 988400BF3M5UFPF3PH17 N/A 251.00000000 NS 83110.62000000 0.017852638343 Long EC CORP KR N 2 N N N Republic of Peru 254900STKLK2DBJJZ530 715638FD9 80000.00000000 PA USD 80360.00000000 0.017261789375 Long DBT NUSS PE N 2 2055-06-30 Fixed 6.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDY4 4076000.00000000 PA USD 3614424.83000000 0.776399205195 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N AmeriGas Partners LP N/A 030981AL8 8000.00000000 PA USD 8032.41000000 0.001725407784 Long DBT CORP US N 2 2027-05-20 Fixed 5.75000000 N N N N N N NGL Energy Operating LLC 5493008CQD36WWZJ3O79 62922LAD0 38000.00000000 PA USD 39160.67000000 0.008411936751 Long DBT CORP US N 2 2032-02-15 Fixed 8.37500000 N N N N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 970648AM3 60000.00000000 PA USD 60627.85000000 0.013023210266 Long DBT CORP US N 2 2033-05-15 Fixed 5.35000000 N N N N N N American Airlines Pass-Through Trust N/A 02379DAA8 18355.36420000 PA USD 17942.41000000 0.003854132681 Long DBT CORP US N 2 2028-02-15 Fixed 3.85000000 N N N N N N Sumitomo Mitsui Trust Group, Inc. 353800P843RLCDBLNT17 N/A 32300.00000000 NS 1028969.48000000 0.221028551987 Long EC CORP JP N 2 N N N Stewart Information Services Corp. 529900TV1XI0PLKENU10 86038AAA0 120000.00000000 PA USD 106088.76000000 0.022788474741 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 72147KAJ7 30000.00000000 PA USD 28656.49000000 0.006155578579 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMSH9 55381.98000000 PA USD 52959.10000000 0.011375918737 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 4.00000000 N N N N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 7780.00000000 NS USD 2892215.00000000 0.621264387245 Long EC CORP US N 1 N N N Energisa SA N/A N/A 2.00000000 NS 3.81000000 0.000000818409 Long EP CORP BR N 1 N N N Directv Financing LLC N/A 25461LAD4 17000.00000000 PA USD 17354.10000000 0.003727760316 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N Bayview Commercial Asset Trust N/A 07324NAA1 3652.59000000 PA USD 3539.70000000 0.000760347882 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.16802960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQLB6 51250.37000000 PA USD 51616.83000000 0.011087591434 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176DHP1 9542.28000000 PA USD 9173.72000000 0.001970567725 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Pandora A/S 5299007OWYZ6I1E46843 N/A 1.00000000 NS 71.47000000 0.000015352166 Long EC CORP DK N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNEL2 192984.10260000 PA USD 158546.14000000 0.034056621142 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587CX3 30000.00000000 PA USD 24693.35000000 0.005304273353 Long DBT CORP US N 2 2046-07-01 Fixed 4.40000000 N N N N N N Home Equity Asset Trust N/A 43710LAD6 18852.43000000 PA USD 16028.34000000 0.003442979456 Long ABS-O CORP US N 2 2037-05-25 Floating 4.09303080 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BS3 100000.00000000 PA USD 104732.59000000 0.022497161639 Long DBT CORP US N 2 2034-08-18 Variable 5.93900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGR4 29000.00000000 PA USD 28688.09000000 0.006162366440 Long DBT CORP US N 2 2028-07-21 Variable 3.59300000 N N N N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 N/A 1852.00000000 NS 97613.23000000 0.020967882236 Long EC CORP DE N 2 N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BH5 40000.00000000 PA USD 35994.31000000 0.007731784444 Long DBT CORP US N 2 2048-09-28 Fixed 5.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419A4H7 3610.43000000 PA USD 3786.24000000 0.000813306090 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 6.00000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CM3 58000.00000000 PA USD 59062.63000000 0.012686992023 Long DBT CORP US N 2 2033-06-30 Fixed 6.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EW4P7 1208.06580000 PA USD 1159.60000000 0.000249088737 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAJ4 160000.00000000 PA USD 155448.30000000 0.033391187324 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AH5 40000.00000000 PA USD 36333.07000000 0.007804552037 Long DBT CORP SG N 2 2063-05-19 Fixed 5.34000000 N N N N N N Ipsen SA 549300M6SGDPB4Z94P11 N/A 317.00000000 NS 59242.12000000 0.012725547506 Long EC CORP FR N 2 N N N Chocoladefabriken Lindt & Spruengli AG 529900JYJNNOKKAGK736 N/A 1.00000000 NS 14041.98000000 0.003016297924 Long EC CORP CH N 2 N N N Braskem SA 549300RPMQUFGBB7EY44 N/A 39686.00000000 NS 71559.45000000 0.015371380708 Long EP CORP BR N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412QM89 33818.36000000 PA USD 34755.45000000 0.007465670203 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N SG Mortgage Securities Trust N/A 784208AD2 15128.26000000 PA USD 3094.11000000 0.000664632592 Long ABS-O CORP US N 2 2036-07-25 Floating 4.11302880 N N N N N N Taseko Mines Ltd. 549300XKUO1JSLU7KX54 876511AG1 35000.00000000 PA USD 36489.60000000 0.007838175579 Long DBT CORP CA N 2 2030-05-01 Fixed 8.25000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661DR5 83000.00000000 PA USD 81189.14000000 0.017439893408 Long DBT CORP US N 2 2029-04-05 Fixed 3.65000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGL7 59000.00000000 PA USD 58550.68000000 0.012577022224 Long DBT CORP US N 2 2028-04-24 Variable 3.70500000 N N N N N N New Turkish Lira N/A N/A 0.39000000 OU Currencies 0.01000000 0.000000002148 Long STIV TR N 1 N N N Arista Networks, Inc. 635400H1WKBLOQERUU95 040413205 1001.00000000 NS USD 122902.78000000 0.026400222773 Long EC CORP US N 1 N N N Rain Carbon, Inc. 25490038N6JQH7QXUK52 75079LAB7 25000.00000000 PA USD 25721.23000000 0.005525067878 Long DBT CORP US N 2 2029-09-01 Fixed 12.25000000 N N N N N N IXIS Real Estate Capital Trust N/A 45073DAD0 573368.30900000 PA USD 114234.00000000 0.024538119058 Long ABS-O CORP US N 2 2037-05-25 Floating 4.02302880 N N N N N N Baltimore Gas & Electric Co. 88V8C2WYSOD1SPSSLH72 059165EN6 18000.00000000 PA USD 16100.43000000 0.003458464802 Long DBT CORP US N 2 2031-06-15 Fixed 2.25000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320102 1068.00000000 NS USD 104332.92000000 0.022411310228 Long EC CORP US N 1 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BZ5 130000.00000000 PA USD 134446.60000000 0.028879901586 Long DBT CORP US N 2 2033-10-15 Fixed 5.25000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BT8 190000.00000000 PA USD 179385.86000000 0.038533112646 Long DBT CORP US N 2 2053-03-15 Fixed 5.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 7943.44000000 0.001706296518 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 231001000.00000000 JPY 1269827.08000000 EUR 2026-06-17 7943.44000000 N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAN4 590000.00000000 PA USD 528475.51000000 0.113519573715 Long DBT CORP US N 2 2031-06-15 Fixed 2.00000000 N N N N N N Phinia, Inc. 254900HG6MORZE1FFM18 71880KAB7 17000.00000000 PA USD 17278.65000000 0.003711553222 Long DBT CORP US N 2 2032-10-15 Fixed 6.62500000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887AR3 70000.00000000 PA USD 73646.46000000 0.015819682438 Long DBT CORP US N 2 2028-10-01 Fixed 7.00000000 N N N N N N Delek Logistics Partners LP N/A 24665FAD4 72000.00000000 PA USD 74503.36000000 0.016003749478 Long DBT CORP US N 2 2029-03-15 Fixed 8.62500000 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 18912UAC6 20000.00000000 PA USD 18968.70000000 0.004074585666 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFGW5 87617.83150000 PA USD 71859.75000000 0.015435886872 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956PAX0 30000.00000000 PA USD 30688.76000000 0.006592121843 Long DBT CORP US N 2 2028-12-01 Fixed 5.35000000 N N N N N N Viridien 969500FCVQ5SLAAUJV59 12531QAA3 26000.00000000 PA USD 27670.24000000 0.005943726416 Long DBT CORP FR N 2 2030-10-15 Fixed 10.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180KJT9 14404.40000000 PA USD 13539.56000000 0.002908375223 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C64 159180.95370000 PA USD 160675.39000000 0.034513996267 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.50000000 N N N N N N Thales SA 529900FNDVTQJOVVPZ19 N/A 785.00000000 NS 230197.47000000 0.049447738202 Long EC CORP FR N 2 N N N Brinker International, Inc. 52990067JY6PBGJNTG76 109641AK6 11000.00000000 PA USD 11537.59000000 0.002478340573 Long DBT CORP US N 2 2030-07-15 Fixed 8.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KMW84 197772.36810000 PA USD 161116.76000000 0.034608805077 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Federal Bank Ltd. 335800J8VWGE2HGWF417 N/A 11741.00000000 NS 32434.07000000 0.006967024451 Long EC CORP IN N 2 N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 2665.00000000 NS 103917.40000000 0.022322054147 Long EC CORP CH N 2 N N N Republic of Poland 259400R9L8QEP0TPXS31 731011AY8 30000.00000000 PA USD 30060.00000000 0.006457060585 Long DBT NUSS PL N 2 2034-09-18 Fixed 5.12500000 N N N N N N AppLovin Corp. 549300LLVXMUAOL3SQ07 03831WAD0 250000.00000000 PA USD 247930.24000000 0.053256839008 Long DBT CORP US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Vermilion Energy, Inc. 8945009D1HGCJC8M8A68 923725AE5 29000.00000000 PA USD 29252.00000000 0.006283497546 Long DBT CORP CA N 2 2033-02-15 Fixed 7.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGL5 50946.74570000 PA USD 47636.15000000 0.010232518516 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Five Point Operating Co. LP N/A 33834YAC2 35000.00000000 PA USD 34917.64000000 0.007500509546 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRY3 85877.07000000 PA USD 82925.39000000 0.017812849876 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M8YB3 401.10000000 PA USD 396.59000000 0.000085189808 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N Innovent Biologics, Inc. 25490058ONL9SCIE1R22 N/A 14000.00000000 NS 153993.96000000 0.033078786742 Long EC CORP KY N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRJ6 91972.60000000 PA USD 87498.23000000 0.018795122162 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N British Telecommunications plc 549300OWFMSO9NYV4H90 111021AE1 40000.00000000 PA USD 47776.06000000 0.010262571987 Long DBT CORP GB N 2 2030-12-15 Fixed 9.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGS24 7135.47050000 PA USD 6849.42000000 0.001471294740 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 4.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650EH9 30000.00000000 PA USD 30917.64000000 0.006641286581 Long DBT CORP US N 2 2055-03-10 Variable 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQ6A9 1723.81650000 PA USD 1676.36000000 0.000360091752 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N Patrick Industries, Inc. 549300FZ5ZTCCJ3Z5W14 703343AH6 50000.00000000 PA USD 49996.80000000 0.010739599689 Long DBT CORP US N 2 2032-11-01 Fixed 6.37500000 N N N N N N CVR Energy, Inc. 529900SOYZIXZBTXB558 12662PAJ7 12000.00000000 PA USD 12042.05000000 0.002586701477 Long DBT CORP US N 2 2034-02-15 Fixed 7.87500000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AL0 22000.00000000 PA USD 22190.76000000 0.004766702653 Long DBT CORP US N 2 2030-01-30 Fixed 6.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5M2 14334.39150000 PA USD 14600.60000000 0.003136292707 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 N/A 811.00000000 NS USD 106200.45000000 0.022812466394 Long EC CORP IE N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEK7 280000.00000000 PA USD 275611.36000000 0.059202902511 Long DBT CORP US N 2 2028-01-21 Variable 2.47500000 N N N N N N Apollo Commercial Real Estate Finance, Inc. 549300E0AN7M2AQHSY29 03762UAD7 25000.00000000 PA USD 24798.54000000 0.005326868769 Long DBT CORP US N 2 2029-06-15 Fixed 4.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YHU1 15709.74000000 PA USD 16354.13000000 0.003512961018 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.50000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AF9 170000.00000000 PA USD 160411.27000000 0.034457261774 Long DBT CORP SG N 2 2043-05-19 Fixed 5.11000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 78017TAD5 210000.00000000 PA USD 199776.17000000 0.042913068302 Long DBT CORP LR N 2 2038-02-27 Fixed 5.25000000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAA5 50000.00000000 PA USD 51039.20000000 0.010963513194 Long DBT CORP US N 2 2029-10-31 Fixed 7.25000000 N N N N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 438127AE2 410000.00000000 PA USD 406847.74000000 0.087393230411 Long DBT CORP JP N 2 2030-07-08 Fixed 4.68800000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 68000.00000000 PA USD 68010.23000000 0.014608987875 Long DBT CORP US N 2 2030-07-28 Variable 4.77200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB93 35727.59880000 PA USD 35430.41000000 0.007610655486 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.00000000 N N N N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518DQ6 50000.00000000 PA USD 39511.29000000 0.008487251940 Long DBT CORP US N 2 2052-09-01 Fixed 4.20000000 N N N N N N E-MART, Inc. 988400SAX0Q74FRA9981 N/A 357.00000000 NS 23145.44000000 0.004971773398 Long EC CORP KR N 2 N N N Air Products & Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158BK1 10000.00000000 PA USD 10011.96000000 0.002150626490 Long DBT CORP US N 2 2034-02-08 Fixed 4.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CRC0 45156.17470000 PA USD 41959.98000000 0.009013244611 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MG87 4031.85000000 PA USD 4093.64000000 0.000879337375 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 5.00000000 N N N N N N AltaGas Ltd. 2549008X5V70MOS4HM10 021361AD2 26000.00000000 PA USD 26363.40000000 0.005663009681 Long DBT CORP CA N 2 2054-10-15 Variable 7.20000000 N N N N N N Hartford Insurance Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515104 2825.00000000 NS USD 382024.75000000 0.082061109641 Long EC CORP US N 1 N N N Tetra Tech, Inc. 549300UJ1LP7JGJC5P32 88162G103 695.00000000 NS USD 20933.40000000 0.004496614506 Long EC CORP US N 1 N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBH3 7000.00000000 PA USD 5283.71000000 0.001134971243 Long DBT CORP US N 2 2052-03-15 Fixed 4.10000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRE7 77623.08000000 PA USD 73166.09000000 0.015716496204 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Antero Midstream Partners LP N/A 03690AAM8 3000.00000000 PA USD 2966.72000000 0.000637268489 Long DBT CORP US N 2 2033-10-15 Fixed 5.75000000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315103 549.00000000 NS USD 108833.76000000 0.023378116501 Long EC CORP US N 1 N N N Antero Midstream Partners LP N/A 03690AAN6 18000.00000000 PA USD 17737.77000000 0.003810174834 Long DBT CORP US N 2 2034-07-01 Fixed 5.75000000 N N N N N N Mineral Resources Ltd. 5299007V1ACKFFX2P066 603051AF0 51000.00000000 PA USD 52117.89000000 0.011195221999 Long DBT CORP AU N 2 2031-04-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307NXU3 388.19000000 PA USD 376.20000000 0.000080809919 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YD4N6 1900.47000000 PA USD 1833.48000000 0.000393842030 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 202795JX9 460000.00000000 PA USD 463959.59000000 0.099661183690 Long DBT CORP US N 2 2033-02-01 Fixed 4.90000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 115.00000000 NS USD 37822.35000000 0.008124457931 Long EC CORP US N 1 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334104 672.00000000 NS USD 25011.84000000 0.005372686833 Long EC CORP US N 1 N N N LG Innotek Co. Ltd. 988400KTHH2LMUX7EB48 N/A 155.00000000 NS 31264.98000000 0.006715897207 Long EC CORP KR N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6AC4 124150.84590000 PA USD 114298.43000000 0.024551958992 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUAF4 45351.52140000 PA USD 47457.78000000 0.010194203616 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 19472.21200000 PA USD 18616.80000000 0.003998995525 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Bank Polska Kasa Opieki SA 5493000LKS7B3UTF7H35 N/A 2456.00000000 NS 145527.93000000 0.031260234892 Long EC CORP PL N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4XF9 359739.73240000 PA USD 364916.04000000 0.078386060506 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Daiichi Sankyo Co. Ltd. 353800XGIU2IHQGC9504 N/A 29000.00000000 NS 518829.29000000 0.111447510277 Long EC CORP JP N 2 N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327109 162.00000000 NS USD 19968.12000000 0.004289266820 Long EC CORP US N 1 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 45199.00000000 NS 2076964.66000000 0.446143933568 Long EC CORP FR N 2 N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAN8 33000.00000000 PA USD 33228.71000000 0.007137717685 Long DBT CORP US N 2 2036-02-01 Fixed 6.50000000 N N N N N N APS Resecuritization Trust N/A 00192JAB2 136242.82460000 PA USD 49893.59000000 0.010717429589 Long ABS-MBS CORP US N 2 2057-07-31 Variable 2.96445960 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAL5 400000.00000000 PA USD 409188.00000000 0.087895931695 Long DBT CORP ES N 2 2028-09-14 Variable 6.13800000 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F032641 897000.00000000 PA USD 822229.69000000 0.176619658127 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 3.50000000 N N N N N N GSAMP Trust N/A 36245YAW4 17670.76000000 PA USD 8609.20000000 0.001849305588 Long ABS-O CORP US N 2 2047-01-25 Floating 4.19303160 N N N N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639106 3993.00000000 NS USD 432242.25000000 0.092848116958 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83A3 95528.02000000 PA USD 85501.65000000 0.018366245315 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Exelixis, Inc. 254900PJQB59O2O95R37 30161Q104 2798.00000000 NS USD 120006.22000000 0.025778025054 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810SR0 347000.00000000 PA USD 218582.89000000 0.046952859734 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 31959XAC7 70000.00000000 PA USD 69410.31000000 0.014909733097 Long DBT CORP US N 2 2031-03-12 Variable 5.23100000 N N N N N N SK Invictus Intermediate II SARL N/A 29977LAA9 57000.00000000 PA USD 55596.04000000 0.011942348588 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MENS6 2424.61950000 PA USD 2389.54000000 0.000513286911 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 2.50000000 N N N N N N RELX Capital, Inc. 2R15C3RTKJN1RCBOV146 74949LAG7 20000.00000000 PA USD 20234.81000000 0.004346553363 Long DBT CORP US N 2 2035-03-27 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W6SU1 15386.50000000 PA USD 14076.39000000 0.003023689389 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAE5 14000.00000000 PA USD 14068.98000000 0.003022097679 Long DBT CORP US N 2 2026-09-15 Fixed 6.95000000 N N N N N N Barrick Mining Corp. 0O4KBQCJZX82UKGCBV73 06849F108 4629.00000000 NS 189173.06000000 0.040635459398 Long EC CORP CA N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VHJ6 55000.00000000 PA USD 53497.02000000 0.011491467041 Long DBT CORP US N 2 2055-11-30 Fixed 5.87500000 N N N N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 46124HAC0 590000.00000000 PA USD 568848.78000000 0.122191983909 Long DBT CORP US N 2 2027-07-15 Fixed 1.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFUY5 13899.64000000 PA USD 11549.51000000 0.002480901057 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QCN4 650000.00000000 PA USD 663914.95000000 0.142612743034 Long DBT CORP US N 2 2033-08-01 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XQBF7 10221.49000000 PA USD 10073.09000000 0.002163757565 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 3.00000000 N N N N N N Tokyo Electron Ltd. 549300H5LSF8DP3RIJ34 N/A 5400.00000000 NS 1341635.14000000 0.288190930881 Long EC CORP JP N 2 N N N Popular, Inc. 5493008CARDZMVQ3LO89 733174700 192.00000000 NS USD 25760.64000000 0.005533533373 Long EC CORP PR N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CWS9 843.00240000 PA USD 781.90000000 0.000167956609 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BH2 12000.00000000 PA USD 12198.78000000 0.002620367981 Long DBT CORP US N 2 2033-02-15 Fixed 8.12500000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558CA9 140000.00000000 PA USD 136133.61000000 0.029242281019 Long DBT CORP US N 2 2053-10-15 Fixed 5.55000000 N N N N N N Alkem Laboratories Ltd. 335800GCAE5WIF4PSG69 N/A 97.00000000 NS 5437.55000000 0.001168016958 Long EC CORP IN N 2 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088M102 12235.00000000 NS USD 655184.25000000 0.140737338548 Long EC CORP US N 1 N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CX1 60000.00000000 PA USD 57593.29000000 0.012371369355 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AH3 28000.00000000 PA USD 28027.19000000 0.006020401326 Long DBT CORP US N 2 2029-05-15 Fixed 6.62500000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAU3 8000.00000000 PA USD 8445.38000000 0.001814116111 Long DBT CORP CA N 2 2030-02-15 Fixed 9.00000000 N N N N N N Max Financial Services Ltd. 335800Y9FX8XGFB64S40 N/A 4251.00000000 NS 67296.40000000 0.014455653092 Long EC CORP IN N 2 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 30000.00000000 PA USD 26021.82000000 0.005589636336 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 2650000.00000000 PA USD 2489.56000000 0.000534771781 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Emerging Markets Index Series 45-V1 2I65BZFJ6 Y Payout of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 113341.20000000 USD 2650000.00000000 USD 2489.56000000 N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAV0 41000.00000000 PA USD 45661.17000000 0.009808281473 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJA8 148000.00000000 PA USD 114479.21000000 0.024590791574 Long DBT CORP US N 2 2051-03-20 Variable 4.08300000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XCSC0 143403.22660000 PA USD 141261.60000000 0.030343802713 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AH4 8000.00000000 PA USD 4493.19000000 0.000965163009 Long DBT CORP US N 2 2051-07-01 Fixed 2.29400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 5200000.00000000 PA USD 3133812.50000000 0.673160917343 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EW4N2 488.85840000 PA USD 469.12000000 0.000100769669 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N ACE Securities Corp. Home Equity Loan Trust N/A 00442LAB5 40705.45000000 PA USD 5936.39000000 0.001275170654 Long ABS-O CORP US N 2 2037-05-25 Floating 4.05303120 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7J2 266818.52270000 PA USD 251157.40000000 0.053950051504 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343E102 222.00000000 NS USD 55135.92000000 0.011843512171 Long EC CORP US N 1 N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 98971DAE0 250000.00000000 PA USD 248133.23000000 0.053300442426 Long DBT CORP US N 2 2029-02-09 Variable 4.48300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617482V92 178000.00000000 PA USD 190706.28000000 0.040964803857 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N Origen Manufactured Housing Contract Trust 5493005G5GFEQWMCSY59 68620KAA0 491.26000000 PA USD 490.61000000 0.000105385844 Long ABS-O CORP US N 2 2037-10-15 Floating 4.98699000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200BB6 60000.00000000 PA USD 63691.72000000 0.013681347133 Long DBT CORP US N 2 2032-11-29 Fixed 5.87500000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFA7 60000.00000000 PA USD 53466.14000000 0.011484833840 Long DBT CORP US N 2 2045-12-09 Fixed 4.87500000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XCE8 10000.00000000 PA USD 10312.60000000 0.002215205688 Long DBT CORP US N 2 2028-11-15 Fixed 5.80000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GBB2 180000.00000000 PA USD 180990.70000000 0.038877841492 Long DBT CORP US N 2 2032-07-15 Fixed 5.10000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 731011AZ5 90000.00000000 PA USD 82916.10000000 0.017810854331 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BUB2 573.18000000 PA USD 600.53000000 0.000128997291 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.50000000 N N N N N N Lehman Brothers Holdings, Inc. N/A N/A 130000.00000000 PA USD 0.01000000 0.000000002148 Long DBT CORP JP N 3 2049-11-29 Fixed 5.87500000 Y N N N N N United Integrated Services Co. Ltd. N/A N/A 3000.00000000 NS 79688.85000000 0.017117622502 Long EC CORP TW N 2 N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAQ5 40000.00000000 PA USD 40288.26000000 0.008654149557 Long DBT CORP US N 2 2032-06-01 Fixed 5.25000000 N N N N N N Hitachi Ltd. 549300T6IPOCDWLKC615 N/A 13200.00000000 NS 387228.48000000 0.083178900721 Long EC CORP JP N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4XK8 323901.00860000 PA USD 306751.77000000 0.065892041368 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MESL1 907134.51770000 PA USD 929360.36000000 0.199631941119 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468X0 14000.00000000 PA USD 12135.43000000 0.002606760037 Long DBT CORP US N 2 2032-04-28 Variable 1.92800000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064149107 917.00000000 NS 63592.11000000 0.013659950333 Long EC CORP CA N 1 N N N HDFC Bank Ltd. 335800ZQ6I4E2JXENC50 N/A 720.00000000 NS 5639.79000000 0.001211459272 Long EC CORP IN N 2 N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAC2 19000.00000000 PA USD 18078.86000000 0.003883442925 Long DBT CORP US N 2 2031-02-01 Fixed 9.00000000 N N N N N N Ultrapar Participacoes SA 529900FU4XBXGQMLRE72 N/A 23646.00000000 NS 130787.17000000 0.028093835012 Long EC CORP BR N 1 N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A 42070.00000000 NS 471634.94000000 0.101309892937 Long EC CORP ES N 2 N N N UWM Holdings LLC N/A 903522AA8 13000.00000000 PA USD 12261.23000000 0.002633782600 Long DBT CORP US N 2 2030-02-01 Fixed 6.62500000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417E109 3471.00000000 NS USD 1012421.28000000 0.217473903618 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QUZX4 3583.10000000 PA USD 3456.86000000 0.000742553375 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275RBU5 65000.00000000 PA USD 60962.42000000 0.013095077823 Long DBT CORP US N 2 2054-02-26 Fixed 5.30000000 N N N N N N First Solar, Inc. 549300NPYMLM4NHTOF27 336433107 515.00000000 NS USD 101588.90000000 0.021821878978 Long EC CORP US N 1 N N N Dell International LLC 254900ZARLSVK41DKO78 24703TAH9 120000.00000000 PA USD 126805.81000000 0.027238616025 Long DBT CORP US N 2 2030-07-15 Fixed 6.20000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647CA3 10000.00000000 PA USD 10131.05000000 0.002176207705 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JARS9 54840.82080000 PA USD 54127.29000000 0.011626852656 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAF9 950000.00000000 PA USD 881172.40000000 0.189280890647 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVME2 14104.45910000 PA USD 13777.16000000 0.002959413067 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WH3T7 13673.56190000 PA USD 13187.24000000 0.002832694864 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Realtek Semiconductor Corp. 5299002E7F36O00MYY75 N/A 1000.00000000 NS 15208.87000000 0.003266952595 Long EC CORP TW N 2 N N N Chipotle Mexican Grill, Inc. 529900REP5VGTPCP1J71 169656105 390.00000000 NS USD 12483.90000000 0.002681613394 Long EC CORP US N 1 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 2058.00000000 NS USD 500258.64000000 0.107458428036 Long EC CORP US N 1 N N N Sumitomo Chemical Co. Ltd. 353800RSAU9BD8U4DM91 N/A 38700.00000000 NS 125216.38000000 0.026897197336 Long EC CORP JP N 2 N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BL3 30000.00000000 PA USD 30383.94000000 0.006526644757 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSMT6 3709.09680000 PA USD 3843.22000000 0.000825545721 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Enpro, Inc. 549300Y5CFT2LKCFDN54 29355XAH0 10000.00000000 PA USD 10114.66000000 0.002172687039 Long DBT CORP US N 2 2033-06-01 Fixed 6.12500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BM8 61000.00000000 PA USD 49845.78000000 0.010707159726 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132J72F8 31864.35000000 PA USD 29221.97000000 0.006277046929 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAH6 80000.00000000 PA USD 71337.77000000 0.015323762571 Long DBT CORP US N 2 2043-02-01 Fixed 4.70000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8Y1 50000.00000000 PA USD 46440.19000000 0.009975619441 Long DBT CORP US N 2 2065-11-15 Fixed 5.75000000 N N N N N N Bizlink Holding, Inc. 213800YAKRFVU5XOX138 N/A 6121.00000000 NS 351477.21000000 0.075499322664 Long EC CORP KY N 2 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 20689.00000000 NS USD 1365267.11000000 0.293267213716 Long EC CORP US N 1 N N N HA Sustainable Infrastructure Capital, Inc. 254900ZZRL7MWL1X8E92 41068XAH3 80000.00000000 PA USD 79618.32000000 0.017102472253 Long DBT CORP US N 2 2056-11-15 Variable 7.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M1YD4 1815.16000000 PA USD 1711.27000000 0.000367590621 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 136375102 1907.00000000 NS 196279.39000000 0.042161939882 Long EC CORP CA N 1 N N N Credit Suisse Mortgage Capital Certificates N/A 12642MAJ9 109263.89350000 PA USD 40698.90000000 0.008742357387 Long ABS-MBS CORP US N 2 2037-10-27 Fixed 6.50000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBS7 500000.00000000 PA USD 496022.28000000 0.106548433586 Long DBT CORP JP N 2 2027-07-09 Variable 1.55400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFNC6 5653.61000000 PA USD 5481.09000000 0.001177369600 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBL4 50000.00000000 PA USD 48202.89000000 0.010354257522 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N PennyMac Financial Services, Inc. 549300W1D516HBDEU871 70932MAF4 1000.00000000 PA USD 956.74000000 0.000205513244 Long DBT CORP US N 2 2033-02-15 Fixed 6.87500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 35000.00000000 PA USD 27073.31000000 0.005815502425 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N J.P. Morgan Alternative Loan Trust N/A 466287AD1 17519.05000000 PA USD 14725.18000000 0.003163053206 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.21302960 N N N N N N TSMC Arizona Corp. 2549005GOBWLCSY63Q97 872898AE1 220000.00000000 PA USD 165250.80000000 0.035496820604 Long DBT CORP US N 2 2051-10-25 Fixed 3.25000000 N N N N N N Veeva Systems, Inc. 549300YZEXPDB92M2F02 922475108 1616.00000000 NS USD 283866.56000000 0.060976166867 Long EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BN8 40000.00000000 PA USD 31219.46000000 0.006706119250 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CV9 150000.00000000 PA USD 151254.59000000 0.032490354338 Long DBT CORP DE N 2 2028-02-08 Variable 5.70600000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604CA9 145000.00000000 PA USD 145117.15000000 0.031171996989 Long DBT CORP US N 2 2036-01-29 Fixed 4.90000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WJTW1 14558.53000000 PA USD 13165.76000000 0.002828080837 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EKK5 8868.28490000 PA USD 8674.33000000 0.001863295886 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SF6 600000.00000000 PA USD 438210.94000000 0.094130225838 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N ROBLOX Corp. 529900ANZDBDFU91SO19 771049103 242.00000000 NS USD 13687.52000000 0.002940157880 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAU7 62000.00000000 PA USD 63325.64000000 0.013602711047 Long DBT CORP US N 2 2033-02-02 Fixed 7.25000000 N N N N N N Aristocrat Leisure Ltd. 529900TE2HO3OZKYKC27 N/A 16582.00000000 NS 527063.24000000 0.113216210011 Long EC CORP AU N 2 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PFA5 250000.00000000 PA USD 253735.07000000 0.054503749820 Long DBT CORP US N 2 2031-04-15 Fixed 4.90000000 N N N N N N Wolters Kluwer NV 724500TEM53I0U077B74 N/A 874.00000000 NS 65277.53000000 0.014021988225 Long EC CORP NL N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FMA1 5678.74000000 PA USD 5493.58000000 0.001180052524 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N AerCap Ireland Capital DAC 549300TI38531ODB1G63 00774MBM6 165000.00000000 PA USD 160367.24000000 0.034447803877 Long DBT CORP IE N 2 2034-09-10 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RDH9 34648.09000000 PA USD 35683.45000000 0.007665009931 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CX8 17000.00000000 PA USD 17135.53000000 0.003680810225 Long DBT CORP US N 2 2034-11-01 Fixed 6.25000000 N N N N N N CVR Energy, Inc. 529900SOYZIXZBTXB558 12662PAH1 9000.00000000 PA USD 9067.20000000 0.001947686618 Long DBT CORP US N 2 2031-02-15 Fixed 7.50000000 N N N N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769106 153.00000000 NS USD 36628.20000000 0.007867947655 Long EC CORP US N 1 N N N TE Connectivity plc 6367003TB6K484NFHE54 N/A 3323.00000000 NS USD 694573.46000000 0.149198367003 Long EC CORP IE N 1 N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAH6 10000.00000000 PA USD 9146.77000000 0.001964778710 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N Valaris Ltd. 5299008BQ9IREYWBTS30 91889FAC5 70000.00000000 PA USD 72533.37000000 0.015580584316 Long DBT CORP BM N 2 2030-04-30 Fixed 8.37500000 N N N N N N N/A N/A N/A -48.00000000 NC USD 81412.19000000 0.017487805828 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10-Year Note 2026-06-18 -5327250.00000000 USD 81412.19000000 N N N Amkor Technology, Inc. 529900VHLRTKPWZJBM84 031652BL3 14000.00000000 PA USD 13942.72000000 0.002994976306 Long DBT CORP US N 2 2033-10-01 Fixed 5.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MG21 76106.30620000 PA USD 79138.17000000 0.016999333276 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFYN0 6173.43000000 PA USD 5977.72000000 0.001284048576 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 40000.00000000 PA USD 39505.26000000 0.008485956661 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N TD SYNNEX Corp. 5493004HI6PFLF46NS53 87162WAH3 20000.00000000 PA USD 18987.66000000 0.004078658382 Long DBT CORP US N 2 2028-08-09 Fixed 2.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJJ25 6773.94720000 PA USD 6496.03000000 0.001395384540 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XHT76 20289.50000000 PA USD 20016.93000000 0.004299751488 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751AL5 31000.00000000 PA USD 33485.15000000 0.007192802470 Long DBT CORP CA N 2 2034-05-01 Fixed 7.45000000 N N N N N N Tesco plc 2138002P5RNKC5W2JZ46 N/A 61173.00000000 NS 384474.22000000 0.082587269860 Long EC CORP GB N 2 N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAM0 30000.00000000 PA USD 23338.21000000 0.005013181501 Long DBT CORP US N 2 2042-08-01 Fixed 3.55000000 N N N N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338LAE3 620000.00000000 PA USD 620698.11000000 0.133329517678 Long DBT CORP US N 2 2027-04-06 Fixed 4.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KXL3 3816.35000000 PA USD 4003.42000000 0.000859957601 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GYJX8 20558.38740000 PA USD 19147.06000000 0.004112898418 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 4560.00000000 NS 104397.40000000 0.022425160902 Long EC CORP ES N 2 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BH2 50000.00000000 PA USD 45896.11000000 0.009858747934 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N Sutter Health 549300MJCC12LU768G81 86944BAQ6 8000.00000000 PA USD 8254.02000000 0.001773010885 Long DBT CORP US N 2 2035-08-15 Fixed 5.53700000 N N N N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 209115104 6793.00000000 NS USD 768831.74000000 0.165149471891 Long EC CORP US N 1 N N N Icahn Enterprises LP 549300T0G4GS0SINS786 451102CJ4 18000.00000000 PA USD 16880.50000000 0.003626028317 Long DBT CORP US N 2 2030-06-15 Fixed 9.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEH4 356000.00000000 PA USD 314327.39000000 0.067519328038 Long DBT CORP US N 2 2032-10-20 Variable 2.51100000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132KFAJ1 1834.42000000 PA USD 1793.11000000 0.000385170322 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQA51 6741.34000000 PA USD 6600.07000000 0.001417732929 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EAQ8 270000.00000000 PA USD 222741.46000000 0.047846144446 Long DBT CORP US N 2 2047-12-15 Fixed 4.30000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RNK4 360000.00000000 PA USD 352227.33000000 0.075660452747 Long DBT CORP US N 2 2056-04-30 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNN99 111200.04650000 PA USD 99154.33000000 0.021298919364 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671D857 14480.00000000 NS USD 851134.40000000 0.182828555788 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPJ62 6221.59000000 PA USD 6108.34000000 0.001312106502 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.00000000 N N N N N N Arbor Realty SR, Inc. 549300TW7RTL2CI3CN08 03881NAJ6 31000.00000000 PA USD 28666.59000000 0.006157748117 Long DBT CORP US N 2 2030-07-15 Fixed 7.87500000 N N N N N N Natera, Inc. 529900CQ3OZ0A0VYVU59 632307104 798.00000000 NS USD 159592.02000000 0.034281282171 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVG24 1237125.46760000 PA USD 1263851.77000000 0.271482616422 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTU56 9346.52400000 PA USD 9785.82000000 0.002102050319 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GH22 64999.14000000 PA USD 66125.82000000 0.014204205788 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CP2 140000.00000000 PA USD 142106.30000000 0.030525249123 Long DBT CORP US N 2 2028-06-01 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVZC1 183407.06990000 PA USD 181914.42000000 0.039076261852 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N Danaos Corp. 734IM3DNDNT36T7YTD24 23585WAC8 40000.00000000 PA USD 40644.32000000 0.008730633289 Long DBT CORP MH N 2 2032-10-15 Fixed 6.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4U1 577481.45000000 PA USD 477329.49000000 0.102533114972 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202E4F3 771.92000000 PA USD 744.87000000 0.000160002352 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JHYV9 26379.14600000 PA USD 25934.96000000 0.005570978309 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PAY4 50000.00000000 PA USD 49276.08000000 0.010584784895 Long DBT CORP US N 2 2028-02-15 Fixed 3.60000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 9687.00000000 NS USD 1098602.67000000 0.235986160988 Long EC CORP US N 1 N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JDJ0 30000.00000000 PA USD 29975.30000000 0.006438866538 Long DBT CORP US N 2 2056-03-15 Fixed 5.90000000 N N N N N N Fortescue Treasury Pty. Ltd. 549300EFD6S2NFE9D745 30251GBE6 33000.00000000 PA USD 33720.31000000 0.007243316188 Long DBT CORP AU N 2 2032-04-15 Fixed 6.12500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MAFB0 52596.91000000 PA USD 53287.01000000 0.011446355687 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 5.00000000 N N N N N N BP plc 213800LH1BZH3DI6G760 N/A 26249.00000000 NS 205445.76000000 0.044130928785 Long EC CORP GB N 2 N N N Swiss Franc N/A N/A 1.07000000 OU Currencies 1.34000000 0.000000287839 Long STIV CH N 1 N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBE9 220000.00000000 PA USD 220985.74000000 0.047469005710 Long DBT CORP US N 2 2027-12-15 Fixed 4.60000000 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F042640 86000.00000000 PA USD 82990.49000000 0.017826833730 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QS3Z2 24932.01240000 PA USD 25909.49000000 0.005565507207 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N ONE Gas, Inc. 549300HXDWI0LATTX840 68235PAM0 45000.00000000 PA USD 43740.59000000 0.009395729862 Long DBT CORP US N 2 2032-09-01 Fixed 4.25000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCV5 120000.00000000 PA USD 121622.55000000 0.026125222018 Long DBT CORP US N 2 2030-07-26 Variable 5.24700000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBT7 220000.00000000 PA USD 212850.40000000 0.045721487970 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N Airbnb, Inc. 549300HMUDNO0RY56D37 009066101 6803.00000000 NS USD 859082.84000000 0.184535926335 Long EC CORP US N 1 N N N Kellanova LONOZNOJYIBXOHXWDB86 487836BU1 150000.00000000 PA USD 148097.67000000 0.031812229797 Long DBT CORP US N 2 2027-11-15 Fixed 3.40000000 N N N N N N Itau Unibanco Holding SA 5493002W2IVG62O3ZJ94 N/A 7142.00000000 NS 59950.42000000 0.012877694412 Long EP CORP BR N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307NM68 1114.77000000 PA USD 1091.96000000 0.000234559277 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MRR5 24083.95000000 PA USD 24506.61000000 0.005264160529 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBK8 30000.00000000 PA USD 29465.02000000 0.006329255465 Long DBT CORP US N 2 2030-09-01 Fixed 5.50000000 N N N N N N Public Service Co. of Oklahoma F3TJNSIZRGXRH8GEIK79 744533BS8 20000.00000000 PA USD 20128.30000000 0.004323674403 Long DBT CORP US N 2 2036-01-15 Fixed 5.45000000 N N N N N N BeOne Medicines Ltd. 549300JFUK6FRD5MH739 N/A 2100.00000000 NS 47108.07000000 0.010119083900 Long EC CORP CH N 2 N N N Macy's Retail Holdings LLC N/A 55617LAS1 20000.00000000 PA USD 20489.04000000 0.004401163426 Long DBT CORP US N 2 2033-08-01 Fixed 7.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ECKY8 1365.84000000 PA USD 1289.79000000 0.000277054297 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142FP3 385000.00000000 PA USD 390380.33000000 0.083855936197 Long DBT CORP US N 2 2035-04-28 Fixed 4.90000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AF7 48000.00000000 PA USD 48256.32000000 0.010365734592 Long DBT CORP US N 2 2031-05-15 Fixed 7.50000000 N N N N N N Carvana Co. 5493003WEAK2PJ5WS063 146869AM4 6641.00000000 PA USD 7180.94000000 0.001542507140 Long DBT CORP US N 2 2031-06-01 Fixed 9.00000000 N N Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELS79 26336.49000000 PA USD 27626.46000000 0.005934322221 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MBS4 38000.00000000 PA USD 35963.00000000 0.007725058876 Long DBT CORP US N 2 2028-03-01 Fixed 1.65000000 N N N N N N QIAGEN NV 54930036WK3GMCN17Z57 N/A 260.00000000 NS USD 10410.40000000 0.002236213689 Long EC CORP NL N 1 N N N Coinbase Global, Inc. 5493004G3J2SC154DU06 19260QAC1 52000.00000000 PA USD 48674.00000000 0.010455454654 Long DBT CORP US N 2 2028-10-01 Fixed 3.37500000 N N N N N N EDP SA 529900CLC3WDMGI9VH80 N/A 118254.00000000 NS 625764.68000000 0.134417846003 Long EC CORP PT N 2 N N N ASM International NV 7245001I22ND6ZFHX623 N/A 56.00000000 NS 42445.35000000 0.009117504874 Long EC CORP NL N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RF8 263731.61080000 PA USD 265714.75000000 0.057077053863 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 5.50000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VBR4 65000.00000000 PA USD 63692.96000000 0.013681613492 Long DBT CORP US N 2 2035-12-04 Fixed 4.80000000 N N N N N N CyberAgent, Inc. 3538006T5KZABPGS8Q08 N/A 1900.00000000 NS 16254.80000000 0.003491624364 Long EC CORP JP N 2 N N N Argent Mortgage Loan Trust N/A 040104MY4 40525.36000000 PA USD 34382.62000000 0.007385584178 Long ABS-O CORP US N 2 2035-05-25 Floating 4.27303080 N N N N N N Corteva, Inc. 549300WZN9I2QKLS0O94 22052L104 9766.00000000 NS USD 817511.86000000 0.175606241157 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EXCP6 499.17930000 PA USD 480.28000000 0.000103166901 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AL0 16000.00000000 PA USD 13812.50000000 0.002967004302 Long DBT CORP US N 2 2031-02-15 Fixed 1.75000000 N N N N N N Marico Ltd. 3358003SFDQFGJPC5O84 N/A 6933.00000000 NS 54117.25000000 0.011624696006 Long EC CORP IN N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QSGT9 18027.22000000 PA USD 17465.37000000 0.003751661750 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199BF1 10000.00000000 PA USD 8440.20000000 0.001813003418 Long DBT CORP US N 2 2042-06-09 Fixed 3.90000000 N N N N N N FactSet Research Systems, Inc. 549300ZSJE7NBK6K9P30 303075AB1 27000.00000000 PA USD 24382.10000000 0.005237415066 Long DBT CORP US N 2 2032-03-01 Fixed 3.45000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 10000.00000000 PA USD 9958.48000000 0.002139138679 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Fortis Healthcare Ltd. 3358001Q5ZJC4M83WH02 N/A 34930.00000000 NS 295772.62000000 0.063533656912 Long EC CORP IN N 2 N N N MPT Operating Partnership LP WUQXXXF7PXTUPGROE843 55342UAJ3 43000.00000000 PA USD 33433.78000000 0.007181767899 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCF5 315000.00000000 PA USD 306277.81000000 0.065790232038 Long DBT CORP US N 2 2056-04-01 Fixed 6.10000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 50000.00000000 PA USD 42063.54000000 0.009035489893 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAU9 200000.00000000 PA USD 204864.60000000 0.044006092281 Long DBT CORP ES N 2 2028-08-08 Fixed 5.58800000 N N N N N N Chevron USA, Inc. VA8TZDWPEZYU430RZ444 166756BF2 520000.00000000 PA USD 526655.17000000 0.113128554232 Long DBT CORP US N 2 2035-04-15 Fixed 4.98000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5YR4 18371.75000000 PA USD 17595.13000000 0.003779534943 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAM6 180000.00000000 PA USD 100179.64000000 0.021519161839 Long DBT CORP US N 2 2061-07-15 Fixed 3.05000000 N N N N N N Elan Microelectronics Corp. N/A N/A 17000.00000000 NS 66248.91000000 0.014230646226 Long EC CORP TW N 2 N N N Israel Discount Bank Ltd. 549300XWZ7BG5G23OF51 465074201 3154.00000000 NS 31848.30000000 0.006841197692 Long EC CORP IL N 2 N N N Moog, Inc. 549300WM2I4U7OBAHG07 615394AP8 15000.00000000 PA USD 15047.12000000 0.003232207766 Long DBT CORP US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Yuan Renminbi N/A N/A 0.64000000 OU Currencies 0.09000000 0.000000019332 Long STIV CN N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JHEU3 75772.49530000 PA USD 74559.07000000 0.016015716306 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338LAF0 120000.00000000 PA USD 114114.98000000 0.024512552879 Long DBT CORP US N 2 2029-10-30 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JM5B4 101868.70100000 PA USD 99766.78000000 0.021430477140 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N Nanya Technology Corp. 254900STKVKJBRRO0835 N/A 4000.00000000 NS 26662.14000000 0.005727180748 Long EC CORP TW N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRH0 4489.87000000 PA USD 4299.98000000 0.000923660391 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNEK4 86115.80000000 PA USD 70849.81000000 0.015218945962 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636QAM6 40000.00000000 PA USD 38552.11000000 0.008281214569 Long DBT CORP US N 2 2029-06-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECY4 34266.04000000 PA USD 29707.29000000 0.006381296452 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBA0 40000.00000000 PA USD 36101.93000000 0.007754901838 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177JAH5 10000.00000000 PA USD 10180.22000000 0.002186769704 Long DBT CORP US N 2 2030-03-22 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418V3A8 6259.84000000 PA USD 6195.12000000 0.001330747344 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CK3 268000.00000000 PA USD 249051.26000000 0.053497640540 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXR0 72000.00000000 PA USD 63189.53000000 0.013573473837 Long DBT CORP US N 2 2032-01-27 Variable 1.99200000 N N N N N N Bayview Commercial Asset Trust N/A 07324SDF6 3811.53000000 PA USD 3621.37000000 0.000777891067 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.33302840 N N N N N N CompoSecure Holdings LLC N/A 20459XAC5 15000.00000000 PA USD 14654.25000000 0.003147817035 Long DBT CORP US N 2 2033-02-01 Fixed 5.62500000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A 22540VHP0 6833.85000000 PA USD 6917.69000000 0.001485959528 Long ABS-O CORP US N 2 2031-09-25 Variable 8.10000000 N N N N N N Yen N/A N/A 358053570.00000000 OU Currencies 2256095.08000000 0.484622176236 Long STIV JP N 1 N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AZ8 20000.00000000 PA USD 21353.41000000 0.004586835065 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508BL7 67000.00000000 PA USD 58967.63000000 0.012666585478 Long DBT CORP US N 2 2031-09-15 Fixed 1.90000000 N N N N N N Intertek Group plc 2138003GAT25WW1RN369 N/A 6191.00000000 NS 301247.67000000 0.064709729087 Long EC CORP GB N 2 N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348AX4 30000.00000000 PA USD 24972.49000000 0.005364234228 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BA1 30000.00000000 PA USD 29806.25000000 0.006402553628 Long DBT CORP US N 2 2033-05-17 Variable 5.02300000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEB3 5238000.00000000 PA USD 4958503.57000000 1.065115035386 Long DBT UST US N 2 2029-02-28 Fixed 1.87500000 N N N N N N Wesfarmers Ltd. 5493003L32ZX9557ST85 N/A 3214.00000000 NS 164093.91000000 0.035248313990 Long EC CORP AU N 2 N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBG2 18000.00000000 PA USD 16853.89000000 0.003620312336 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B2ME6 60539.87510000 PA USD 49855.26000000 0.010709196084 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EJCD8 11.31000000 PA USD 11.28000000 0.000002423008 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.50000000 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 036752BE2 50000.00000000 PA USD 47261.49000000 0.010152039397 Long DBT CORP US N 2 2055-02-15 Fixed 5.70000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAS0 20000.00000000 PA USD 20600.43000000 0.004425090638 Long DBT CORP US N 2 2034-08-15 Fixed 5.75000000 N N N N N N Freedom Mortgage Holdings LLC 254900ROJ91RGM43S156 35641AAA6 31000.00000000 PA USD 31421.29000000 0.006749473492 Long DBT CORP US N 2 2029-02-01 Fixed 9.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QT4J5 17702.46770000 PA USD 18837.65000000 0.004046435373 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAL9 236000.00000000 PA USD 199561.74000000 0.042867007507 Long DBT CORP US N 2 2039-12-31 Fixed 2.74200000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AF8 110000.00000000 PA USD 109569.08000000 0.023536067459 Long DBT CORP US N 2 2026-08-15 Fixed 3.40000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPUC0 5687.10630000 PA USD 5507.42000000 0.001183025436 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5EJ4 1064.85750000 PA USD 1026.30000000 0.000220455132 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 N/A 12700.00000000 NS 487221.13000000 0.104657896035 Long EC CORP JP N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVL60 207923.63750000 PA USD 171084.06000000 0.036749838343 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 654922AB9 22000.00000000 PA USD 22168.22000000 0.004761860931 Long DBT CORP JP N 2 2030-07-17 Fixed 7.50000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BF4 50000.00000000 PA USD 45749.52000000 0.009827259560 Long DBT CORP US N 2 2030-02-10 Fixed 2.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EEHB8 701.46000000 PA USD 663.06000000 0.000142429094 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N CNX Midstream Partners LP N/A 12654AAA9 16000.00000000 PA USD 15211.87000000 0.003267597012 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N Anywhere Real Estate Group LLC N/A 75606DAQ4 22000.00000000 PA USD 20736.27000000 0.004454269850 Long DBT CORP US N 2 2030-04-15 Fixed 5.25000000 N N N N N N Talos Production, Inc. 549300GZ2DZZE2Y8TX15 87485LAE4 31000.00000000 PA USD 32852.47000000 0.007056899173 Long DBT CORP US N 2 2031-02-01 Fixed 9.37500000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RNE8 130000.00000000 PA USD 121722.79000000 0.026146754146 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N Installed Building Products, Inc. 549300I95Y9P9YM5FI86 45780RAB7 10000.00000000 PA USD 9757.96000000 0.002096065831 Long DBT CORP US N 2 2034-02-01 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FBP1 63759.25500000 PA USD 65048.23000000 0.013972733269 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAP7 148000.00000000 PA USD 148274.10000000 0.031850127974 Long DBT CORP US N 2 2027-08-15 Fixed 4.95000000 N N N N N N Rocket Cos., Inc. N/A 77311WAD3 20000.00000000 PA USD 20614.66000000 0.004428147324 Long DBT CORP US N 2 2032-02-01 Fixed 7.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YTRT3 1008.17000000 PA USD 978.90000000 0.000210273340 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AUPE1 2610.02000000 PA USD 2583.03000000 0.000554849674 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VBK9 50000.00000000 PA USD 45595.55000000 0.009794185920 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N Barrick North America Finance LLC N/A 06849RAG7 20000.00000000 PA USD 20025.43000000 0.004301577337 Long DBT CORP US N 2 2041-05-30 Fixed 5.70000000 N N N N N N China International Capital Corp. Ltd. 529900OS3SVVTT56QN67 N/A 123600.00000000 NS 587417.97000000 0.126180752533 Long EC CORP CN N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GVGT3 15827.16000000 PA USD 14979.03000000 0.003217581643 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7MK8 17601.87400000 PA USD 16736.54000000 0.003595104882 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.00000000 N N N N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826CAJ1 120000.00000000 PA USD 91418.28000000 0.019637171409 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBA6 220000.00000000 PA USD 207427.91000000 0.044556705986 Long DBT CORP JP N 2 2030-09-13 Variable 2.86900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFZG4 5217.55000000 PA USD 5055.25000000 0.001085896724 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 N/A 35700.00000000 NS 2251684.01000000 0.483674653074 Long EC CORP KY N 2 N N N Bear Stearns Asset-Backed Securities I Trust N/A 07389YAF8 9905.66000000 PA USD 9560.93000000 0.002053742656 Long ABS-O CORP US N 2 2037-03-25 Floating 4.07302920 N N N N N N Intact Financial Corp. 5493009LXGE7Y4U9OY43 45823T106 30.00000000 NS 5436.27000000 0.001167742007 Long EC CORP CA N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J55S4 17654.89100000 PA USD 17417.75000000 0.003741432701 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LQ2K9 3293.77000000 PA USD 3110.38000000 0.000668127481 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GN3 795467.60510000 PA USD 788535.07000000 0.169381860299 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 5.00000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137L204 1606.00000000 NS USD 85278.60000000 0.018318332895 Long EC CORP US N 1 N N N BlackRock Liquidity Funds 5493002L9DNZ83RX7V61 09248U718 53399710.78000000 NS USD 53399710.78000000 11.47056446246 Long STIV RF US N 1 N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QCE4 31000.00000000 PA USD 16369.43000000 0.003516247546 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAR4 430000.00000000 PA USD 375137.28000000 0.080581641541 Long DBT CORP US N 2 2031-10-28 Fixed 2.87500000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 10495.00000000 NS USD 3248307.45000000 0.697755089959 Long EC CORP US N 1 N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QBB1 10000.00000000 PA USD 8052.61000000 0.001729746860 Long DBT CORP US N 2 2043-01-01 Fixed 3.80000000 N N N N N N Canadian Dollar N/A N/A 217820.75000000 OU Currencies 156581.66000000 0.033634639559 Long STIV CA N 1 N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 613.00000000 NS USD 530465.68000000 0.113947073658 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GUMN4 20178.29870000 PA USD 19849.94000000 0.004263881077 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Stantec, Inc. 549300MZ7NGUZDCP2T16 85472N109 9639.00000000 NS 833287.43000000 0.178994924166 Long EC CORP CA N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83C9 35183.10000000 PA USD 33224.78000000 0.007136873499 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N DSM-Firmenich AG 506700G44V67MPM4BI12 N/A 6646.00000000 NS 475348.93000000 0.102107679312 Long EC CORP CH N 2 N N N Jane Street Group 5493002N1IVX6KHGYO08 47077WAE8 13000.00000000 PA USD 13189.38000000 0.002833154548 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFKC4 64853.55900000 PA USD 53357.57000000 0.011461512380 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGJ99 66716.78000000 PA USD 63320.68000000 0.013601645610 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9YZ0 10954.77000000 PA USD 10893.81000000 0.002340052933 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.00000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAF5 9000.00000000 PA USD 9148.46000000 0.001965141732 Long DBT CORP DE N 2 2030-11-15 Fixed 7.75000080 N N Y N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 2181.00000000 NS 159249.87000000 0.034207786386 Long EC CORP FR N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7D6 426316.88640000 PA USD 352381.23000000 0.075693511351 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 126117AZ3 70000.00000000 PA USD 68497.99000000 0.014713761523 Long DBT CORP US N 2 2035-08-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FNBD5 5739.87220000 PA USD 5614.18000000 0.001205958097 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAN0 250000.00000000 PA USD 149125.00000000 0.032032906180 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N Tianqi Lithium Corp. 300300IZ1J0MQ8YVEG66 N/A 8500.00000000 NS 69591.57000000 0.014948668786 Long EC CORP CN N 2 N N N State Bank of India 5493001JZ37UBBZF6L49 N/A 630.00000000 NS 6570.37000000 0.001411353198 Long EC CORP IN N 2 N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAL1 22000.00000000 PA USD 23737.38000000 0.005098925508 Long DBT CORP US N 2 2030-10-01 Fixed 12.25000000 N N N N N N CWHEQ Revolving Home Equity Loan Trust N/A 126686AA2 1834.58600000 PA USD 1813.15000000 0.000389475029 Long ABS-O CORP US N 2 2036-11-15 Floating 3.93698880 N N N N N N ABB Ltd. 5493000LKVGOO9PELI61 N/A 24811.00000000 NS 2017331.97000000 0.433334489383 Long EC CORP CH N 2 N N N London Stock Exchange Group plc 213800QAUUUP6I445N30 N/A 531.00000000 NS 62704.60000000 0.013469308089 Long EC CORP GB N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELS87 6906.06000000 PA USD 7244.64000000 0.001556190266 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 6.00000000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 N/A 57791.00000000 NS 1694345.80000000 0.363955205687 Long EC CORP GB N 2 N N N Tronox, Inc. 549300EPZ4YXC7E5P181 897051AD0 39000.00000000 PA USD 38950.05000000 0.008366694366 Long DBT CORP US N 2 2030-09-30 Fixed 9.12500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 N/A 1677.00000000 NS 82646.90000000 0.017753028625 Long EC CORP DK N 2 N N N IG Group Holdings plc 2138003A5Q1M7ANOUD76 N/A 647.00000000 NS 12320.48000000 0.002646509840 Long EC CORP GB N 2 N N N ams-OSRAM AG 5299001JPPT2QFTV5D76 03217CAB2 11000.00000000 PA USD 11681.63000000 0.002509281192 Long DBT CORP AT N 2 2029-03-30 Fixed 12.25000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 15874.00000000 NS USD 1629783.58000000 0.350086870156 Long EC CORP US N 1 N N N Match Group Holdings II LLC 5493003RFFE030RC9167 57667JAC6 45000.00000000 PA USD 43731.61000000 0.009393800906 Long DBT CORP US N 2 2033-09-15 Fixed 6.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBR6 213990.28300000 PA USD 191394.85000000 0.041112712646 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 3451.00000000 NS USD 1974420.63000000 0.424116887182 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQ5U2 55193.54740000 PA USD 57304.70000000 0.012309378566 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N UWM Holdings LLC N/A 903522AB6 4000.00000000 PA USD 3642.74000000 0.000782481466 Long DBT CORP US N 2 2031-03-15 Fixed 6.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181GFM6 14961.83000000 PA USD 14091.38000000 0.003026909327 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 N/A 5411.00000000 NS 251985.92000000 0.054128022357 Long EC CORP NL N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XEA38 58895.31440000 PA USD 48439.94000000 0.010405177223 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LVF0 15737.12000000 PA USD 16063.61000000 0.003450555654 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132KE6X8 8928.98000000 PA USD 8676.59000000 0.001863781347 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Costco Wholesale Corp. 29DX7H14B9S6O3FD6V18 22160K105 1239.00000000 NS USD 1234576.77000000 0.265194178344 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335BEU6 44032.52090000 PA USD 43422.53000000 0.009327408748 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Orange SA 969500MCOONR8990S771 685218AB5 60000.00000000 PA USD 58299.62000000 0.012523093095 Long DBT CORP FR N 2 2044-02-06 Fixed 5.50000000 N N N N N N Manitowoc Co., Inc. (The) 2RTSLGQ89VMY18RHX631 563571AN8 33000.00000000 PA USD 34461.17000000 0.007402457169 Long DBT CORP US N 2 2031-10-01 Fixed 9.25000000 N N N N N N Navin Fluorine International Ltd. 335800OVIUAAKYG44C59 N/A 1102.00000000 NS 72094.87000000 0.015486391998 Long EC CORP IN N 2 N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAB3 26000.00000000 PA USD 27069.56000000 0.005814696904 Long DBT CORP US N 2 2030-09-15 Fixed 7.75000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAH7 100000.00000000 PA USD 73750.39000000 0.015842007199 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X55B9 15360.13000000 PA USD 14928.08000000 0.003206637291 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.50000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AQ4 29000.00000000 PA USD 29435.09000000 0.006322826329 Long DBT CORP US N 2 2032-04-01 Fixed 6.12500000 N N N N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320AX4 6000.00000000 PA USD 3989.65000000 0.000856999726 Long DBT CORP US N 2 2050-05-15 Fixed 4.60000000 N N N N N N PBF Holding Co. LLC N/A 69318FAL2 27000.00000000 PA USD 27726.62000000 0.005955837164 Long DBT CORP US N 2 2030-09-15 Fixed 7.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ADGX3 46381.84460000 PA USD 47367.19000000 0.010174744364 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCR9 200000.00000000 PA USD 204015.44000000 0.043823687837 Long DBT CORP JP N 2 2028-01-13 Fixed 5.52000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GEB41 7681.13000000 PA USD 7574.21000000 0.001626983794 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N DirecTV Financing LLC N/A 25461LAA0 14000.00000000 PA USD 13985.25000000 0.003004111994 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E0V36 1128.95000000 PA USD 1097.02000000 0.000235646194 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 237194AP0 75000.00000000 PA USD 74825.82000000 0.016073015737 Long DBT CORP US N 2 2027-10-15 Fixed 4.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CR89 45404.02280000 PA USD 42122.97000000 0.009048255799 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Versant Media Group, Inc. 254900D2Q5F5F229PU30 925283AA1 33000.00000000 PA USD 33772.23000000 0.007254468902 Long DBT CORP US N 2 2031-01-30 Fixed 7.25000000 N N N N N N Zydus Lifesciences Ltd. 335800R9O14ORBXLPN13 N/A 5794.00000000 NS 53947.61000000 0.011588256360 Long EC CORP IN N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2T4 738043.36000000 PA USD 610045.33000000 0.131041239373 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7CL8 11549.35000000 PA USD 11444.29000000 0.002458299197 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CZN7 1989.90220000 PA USD 2000.08000000 0.000429628667 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Discovery Global Holdings, Inc. 549300DXR29GD4N0A520 55903VBQ5 38000.00000000 PA USD 33630.00000000 0.007223917081 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Stonepeak Nile Parent LLC 254900TJV3VAFZD0GU41 861932AA9 34000.00000000 PA USD 35363.30000000 0.007596239873 Long DBT CORP US N 2 2032-03-15 Fixed 7.25000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBR7 110000.00000000 PA USD 110281.26000000 0.023689047812 Long DBT CORP US N 2 2034-04-26 Variable 4.96700000 N N N N N N Nokia OYJ 549300A0JPRWG1KI7U06 N/A 55750.00000000 NS 447227.74000000 0.096067086247 Long EC CORP FI N 2 N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBL6 40000.00000000 PA USD 38459.89000000 0.008261405184 Long DBT CORP US N 2 2031-01-15 Fixed 5.10000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1767.13000000 0.000379589669 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 20879000.00000000 JPY 134176.47000000 USD 2026-06-17 1767.13000000 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 1371.00000000 NS 1823096.37000000 0.391611567327 Long EC CORP NL N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062644 150000.00000000 PA USD 155884.63000000 0.033484913513 Long ABS-MBS USGA US N 2 2056-04-15 Fixed 6.50000000 N N N N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338L103 1351.00000000 NS USD 381481.87000000 0.081944495900 Long EC CORP US N 1 N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QBX3 80000.00000000 PA USD 78896.17000000 0.016947350287 Long DBT CORP US N 2 2028-09-01 Fixed 3.65000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45669NAT3 25933.31000000 PA USD 16744.20000000 0.003596750294 Long ABS-MBS CORP US N 2 2037-09-25 Variable 3.82587840 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2AE2 118882.42000000 PA USD 117453.04000000 0.025229587332 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GFD1 148000.00000000 PA USD 159643.98000000 0.034292443477 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Quebecor, Inc. N/A 748193208 257.00000000 NS 10912.94000000 0.002344162167 Long EC CORP CA N 1 N N N ASPEED Technology, Inc. 984500D002CB7E149R74 N/A 1000.00000000 NS 344694.76000000 0.074042413464 Long EC CORP TW N 2 N N N United States of America 254900HROIFWPRGM1V77 912810SY5 3000000.00000000 PA USD 2185898.43000000 0.469543532792 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAY2 60000.00000000 PA USD 60854.63000000 0.013071923912 Long DBT CORP US N 2 2035-05-15 Fixed 5.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYWH8 37643.09340000 PA USD 32632.14000000 0.007009571024 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N Baker Hughes Holdings LLC N/A 05724BAQ2 105000.00000000 PA USD 102746.94000000 0.022070632619 Long DBT CORP US N 2 2056-06-15 Fixed 5.85000000 N N N N N N Alnylam Pharmaceuticals, Inc. 529900S3ZI14OWRJII50 02043Q107 125.00000000 NS USD 41358.75000000 0.008884096955 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HHWM3 3465.74000000 PA USD 3328.24000000 0.000714925060 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 N/A 23500.00000000 NS 1045753.01000000 0.224633750591 Long EC CORP SG N 2 N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAS2 10000.00000000 PA USD 10021.14000000 0.002152598406 Long DBT CORP US N 2 2028-03-06 Fixed 4.45000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMQ73 3728.83000000 PA USD 3598.96000000 0.000773077270 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Phison Electronics Corp. N/A N/A 9000.00000000 NS 447610.30000000 0.096149262331 Long EC CORP TW N 2 N N N Infinity Natural Resources LLC 54930021094IFVB5ND43 45690BAA3 10000.00000000 PA USD 10052.80000000 0.002159399156 Long DBT CORP US N 2 2031-04-01 Fixed 7.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFE0 320000.00000000 PA USD 320999.21000000 0.068952473279 Long DBT CORP US N 2 2034-04-21 Variable 5.25000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BW1 200000.00000000 PA USD 202376.33000000 0.043471597599 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N Albertsons Cos., Inc. N/A 01309QAD0 19000.00000000 PA USD 18588.58000000 0.003992933707 Long DBT CORP US N 2 2034-03-31 Fixed 5.75000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AK1 35000.00000000 PA USD 35327.57000000 0.007588564864 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAR5 30000.00000000 PA USD 29631.85000000 0.006365091507 Long DBT CORP US N 2 2034-01-27 Variable 5.05300000 N N N N N N Palantir Technologies, Inc. 549300UVN46B3BBDHO85 69608A108 8306.00000000 NS USD 1215001.68000000 0.260989336625 Long EC CORP US N 1 N N N Ambev SA 549300TH5Q6VRP8OT012 N/A 48136.00000000 NS 141717.23000000 0.030441674653 Long EC CORP BR N 1 N N N VFH Parent LLC 549300FRO9M476YHHY64 91824YAA6 31000.00000000 PA USD 31852.75000000 0.006842153578 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CJ9 370000.00000000 PA USD 323843.14000000 0.069563365771 Long DBT CORP US N 2 2031-09-15 Fixed 1.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFAF3 508.89410000 PA USD 493.67000000 0.000106043150 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AR1 20000.00000000 PA USD 13344.29000000 0.002866430106 Long DBT CORP US N 2 2044-01-15 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132G0B58 899.70540000 PA USD 892.28000000 0.000191666866 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKWM6 1554.30000000 PA USD 1495.50000000 0.000321241986 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 3.00000000 N N N N N N Alternative Loan Trust N/A 02150TAA8 16124.52000000 PA USD 14799.47000000 0.003179011125 Long ABS-MBS CORP US N 2 2047-04-25 Floating 4.07302920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417AYD5 20697.11000000 PA USD 19986.28000000 0.004293167692 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BK5 140000.00000000 PA USD 142890.66000000 0.030693734154 Long DBT CORP US N 2 2034-11-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5XZ7 503.73930000 PA USD 496.28000000 0.000106603793 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 2.50000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAH4 49000.00000000 PA USD 50703.61000000 0.010891426535 Long DBT CORP US N 2 2032-01-15 Fixed 7.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132M9GM0 7016.39000000 PA USD 6656.17000000 0.001429783531 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132KE4Z5 10073.45000000 PA USD 9893.68000000 0.002125219267 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCB3 8000.00000000 PA USD 6493.86000000 0.001394918411 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N NetEase, Inc. 5299004AF4DSJDB0PA32 N/A 2400.00000000 NS 53627.55000000 0.011519505635 Long EC CORP KY N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MEK91 9794.78000000 PA USD 9604.16000000 0.002063028708 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 163449.00000000 NS 988520.74000000 0.212339930404 Long EC CORP IT N 2 N N N Invitation Homes, Inc. N/A 46187W107 1485.00000000 NS USD 36902.25000000 0.007926815169 Long EC CORP US N 1 N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769AE6 141000.00000000 PA USD 139384.92000000 0.029940681074 Long DBT CORP US N 2 2027-06-15 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AACD4 17511.60260000 PA USD 17105.08000000 0.003674269390 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N Ascendis Pharma A/S 549300B66JN3W3J8GH73 04351P101 87.00000000 NS USD 19899.51000000 0.004274528998 Long EC CORP DK N 1 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 26257.00000000 NS USD 753838.47000000 0.161928831413 Long EC CORP US N 1 N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAS9 120000.00000000 PA USD 116229.80000000 0.024966828357 Long DBT CORP US N 2 2036-03-15 Fixed 5.15000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17312TAK9 54025.00000000 PA USD 36869.38000000 0.007919754504 Long ABS-O CORP US N 2 2037-05-25 Floating 4.06302840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83E5 48193.59000000 PA USD 46275.05000000 0.009940146421 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Computer Age Management Services Ltd. 33580012MDHMBHWN5Z06 N/A 1585.00000000 NS 10585.91000000 0.002273914245 Long EC CORP IN N 2 N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CD4 30000.00000000 PA USD 27599.43000000 0.005928516022 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N GATX Corp. 549300IHYHCQP2PIR591 361448BL6 20000.00000000 PA USD 20303.74000000 0.004361359923 Long DBT CORP US N 2 2033-09-15 Fixed 5.45000000 N N N N N N N/A N/A N/A 23.00000000 NC USD 8266.69000000 0.001775732474 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI EAFE Index MXEA Index 2026-06-19 3336265.00000000 USD 8266.69000000 N N N Teledyne Technologies, Inc. 549300VSMO9KYQWDND94 879360AE5 138000.00000000 PA USD 126321.34000000 0.027134549088 Long DBT CORP US N 2 2031-04-01 Fixed 2.75000000 N N N N N N GrubHub Holdings, Inc. N/A 40010PAC2 26000.00000000 PA USD 20445.19000000 0.004391744195 Long DBT CORP US N 2 2030-07-31 Fixed 12.99999960 N N Y N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887102 15994.00000000 NS USD 251425.68000000 0.054007679589 Long EC CORP US N 1 N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934105 10835.00000000 NS 259055.50000000 0.055646608730 Long EC CORP CA N 1 N N N Hugel, Inc. N/A N/A 449.00000000 NS 72361.55000000 0.015543676393 Long EC CORP KR N 2 N N N BHP Group Ltd. WZE1WSENV6JSZFK0JC28 N/A 29685.00000000 NS 1074078.18000000 0.230718159732 Long EC CORP AU N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H6PA1 28290.27140000 PA USD 26324.71000000 0.005654698847 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132KEXZ3 2107.74000000 PA USD 2073.42000000 0.000445382520 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696AM8 10000.00000000 PA USD 9723.78000000 0.002088723771 Long DBT CORP US N 2 2035-09-15 Fixed 5.10000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 N/A 33600.00000000 NS 1104778.91000000 0.237312852800 Long EC CORP JP N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335BAA4 2773.40240000 PA USD 2680.76000000 0.000575842639 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427N4X4 363705.04870000 PA USD 379302.80000000 0.081476419153 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRT4 189180.69000000 PA USD 173292.95000000 0.037224320597 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.00000000 N N N N N N Carvana Co. 5493003WEAK2PJ5WS063 146869AN2 28605.00000000 PA USD 29756.44000000 0.006391854154 Long DBT CORP US N 2 2030-06-01 Fixed 9.00000000 N N Y N N N Sungrow Power Supply Co. Ltd. 30030052IWC7RGVFG505 N/A 3100.00000000 NS 69156.54000000 0.014855221844 Long EC CORP CN N 2 N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076307 1899.00000000 NS USD 824109.03000000 0.177023351149 Long EC CORP US N 1 N N N AmeriGas Partners LP N/A 030981AP9 23000.00000000 PA USD 24366.59000000 0.005234083429 Long DBT CORP US N 2 2030-06-01 Fixed 9.50000000 N N N N N N Light & Wonder International, Inc. RLTHESQ0RNFQJWPBJN60 531968AB1 16000.00000000 PA USD 15675.04000000 0.003367088588 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KJUF7 165768.03120000 PA USD 148704.21000000 0.031942518072 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CXDN9 4608.81300000 PA USD 4508.04000000 0.000968352874 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.00000000 N N N N N N MediaTek, Inc. 254900UEGBK1I4DM4E14 N/A 7000.00000000 NS 335756.22000000 0.072122363753 Long EC CORP TW N 2 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CT9 220000.00000000 PA USD 225811.07000000 0.048505514298 Long DBT CORP JP N 2 2031-02-22 Variable 5.47500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132KFAD4 7516.84000000 PA USD 7299.76000000 0.001568030358 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM2Q7 21495.51790000 PA USD 17670.60000000 0.003795746333 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGVA9 2632.95000000 PA USD 2659.10000000 0.000571189946 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FKM7 1119.88000000 PA USD 1078.07000000 0.000231575625 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.00000000 N N N N N N Hindustan Zinc Ltd. 335800LB39TLJ8YTWM98 N/A 58028.00000000 NS 312931.49000000 0.067219480704 Long EC CORP IN N 2 N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 18912UAA0 21000.00000000 PA USD 20258.15000000 0.004351566929 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196FZH0 9584.49000000 PA USD 8879.73000000 0.001907416985 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Deutsche Alt-A Securities Mortgage Loan Trust N/A 25151XAF8 69524.81260000 PA USD 64199.01000000 0.013790315937 Long ABS-MBS CORP US N 2 2047-08-25 Floating 4.13303040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8D36 41959.69070000 PA USD 41281.23000000 0.008867445214 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N United Utilities Group plc 2138002IEYQAOC88ZJ59 N/A 15858.00000000 NS 276502.70000000 0.059394367461 Long EC CORP GB N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132M4QU2 7853.93000000 PA USD 7423.42000000 0.001594593236 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Sekisui House US, Inc. 5299005FV4VNV75R8R35 552676AV0 90000.00000000 PA USD 59248.43000000 0.012726902930 Long DBT CORP US N 2 2061-08-06 Fixed 3.96600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VKP4 24320.84930000 PA USD 23879.43000000 0.005129438664 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BFTR3 8503.45000000 PA USD 8317.78000000 0.001786706899 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Connect Finco SARL 2594001KNYIQ456J2792 20752TAB0 72000.00000000 PA USD 75638.88000000 0.016247665693 Long DBT CORP US N 2 2029-09-15 Fixed 9.00000000 N N N N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92552VAN0 18000.00000000 PA USD 17785.70000000 0.003820470474 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAE1 800000.00000000 PA USD 833481.32000000 0.179036572851 Long DBT CORP US N 2 2029-03-01 Fixed 6.15000000 N N N N N N Avangrid, Inc. 549300OX0Q38NLSKPB49 05351WAB9 140000.00000000 PA USD 136642.24000000 0.029351537664 Long DBT CORP US N 2 2029-06-01 Fixed 3.80000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAS2 640000.00000000 PA USD 581312.53000000 0.124869268968 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149Y108 1591.00000000 NS USD 336194.21000000 0.072216446519 Long EC CORP US N 1 N N N Millrose Properties, Inc. N/A 601137AA0 15000.00000000 PA USD 14995.33000000 0.003221082977 Long DBT CORP US N 2 2030-08-01 Fixed 6.37500000 N N N N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 744573106 1355.00000000 NS USD 109687.25000000 0.023561451053 Long EC CORP US N 1 N N N Vedanta Ltd. 335800XDKX9KB5EMCO07 N/A 1074.00000000 NS 7535.35000000 0.001618636443 Long EC CORP IN N 2 N N N Directv Financing LLC N/A 254945AA6 8000.00000000 PA USD 7982.20000000 0.001714622388 Long DBT CORP US N 2 2030-02-01 Fixed 8.87500000 N N N N N N Apollo Debt Solutions BDC 549300UMUGX092P8DW87 03770DAD5 40000.00000000 PA USD 40467.12000000 0.008692569712 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N Virginia Electric & Power Co. CQKUMNNZVDJLRYV2PT43 927804FG4 10000.00000000 PA USD 13014.74000000 0.002795640874 Long DBT CORP US N 2 2038-11-15 Fixed 8.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297FRM6 1434.72000000 PA USD 1431.15000000 0.000307419236 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BF6 17000.00000000 PA USD 13153.75000000 0.002825501020 Long DBT CORP US N 2 2032-12-31 Fixed 4.37500000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332AZ5 60000.00000000 PA USD 58555.47000000 0.012578051143 Long DBT CORP US N 2 2030-04-15 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307NN26 1741.00000000 PA USD 1688.99000000 0.000362804749 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132KFAC6 7380.84000000 PA USD 7158.95000000 0.001537783562 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAN8 274000.00000000 PA USD 256928.83000000 0.055189787804 Long DBT CORP FR N 2 2029-10-01 Fixed 2.70000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 N/A 732.00000000 NS 124793.30000000 0.026806317323 Long EC CORP DE N 2 N N N Hawaiian Electric Co., Inc. 549300PQE8D806LWQV52 419866AV0 4000.00000000 PA USD 3994.93000000 0.000858133900 Long DBT CORP US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Colombian Peso N/A N/A 0.85000000 OU Currencies 0.00000000 0.000000 Long STIV CO N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 270000.00000000 PA USD 250701.29000000 0.053852076458 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N N/A N/A N/A 16.00000000 NC USD -117021.08000000 -0.02513679984 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2026-06-18 5256600.00000000 USD -117021.08000000 N N N Alternative Loan Trust N/A 12667GGN7 35769.99000000 PA USD 31638.32000000 0.006796092782 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.14303120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJC71 6919.82920000 PA USD 6667.13000000 0.001432137802 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760AP3 20000.00000000 PA USD 18682.10000000 0.004013022340 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 14770.00000000 NS USD 1420135.50000000 0.305053258908 Long EC CORP US N 1 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PEV0 60000.00000000 PA USD 58581.76000000 0.012583698386 Long DBT CORP US N 2 2033-04-15 Fixed 4.50000000 N N N N N N Hong Kong Dollar N/A N/A 0.28000000 OU Currencies 0.04000000 0.000000008592 Long STIV HK N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QUZV8 3602.98000000 PA USD 3478.70000000 0.000747244732 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Bayview Commercial Asset Trust N/A 07324SCT7 6560.13000000 PA USD 6292.80000000 0.001351729569 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.46321160 N N N N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 654922AC7 45000.00000000 PA USD 45566.77000000 0.009788003811 Long DBT CORP JP N 2 2032-07-17 Fixed 7.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 347000.00000000 PA USD 223516.80000000 0.048012691930 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AY0 13000.00000000 PA USD 12731.17000000 0.002734728410 Long DBT CORP US N 2 2036-03-15 Fixed 6.50000000 N N N N N N New Israeli Sheqel N/A N/A 3236.59000000 OU Currencies 1029.34999999 0.000221110289 Long STIV IL N 1 N N N Bayview Commercial Asset Trust N/A 07324SCR1 8746.79000000 PA USD 8369.58000000 0.001797833836 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.23821160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFUZ2 14361.60000000 PA USD 11842.22000000 0.002543776846 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N NEC Corp. 5493000QYMPFRTEY4K28 N/A 12400.00000000 NS 308550.38000000 0.066278393122 Long EC CORP JP N 2 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMQ9 135000.00000000 PA USD 137331.55000000 0.029499605409 Long DBT CORP US N 2 2036-02-12 Variable 5.74400000 N N N N N N BCMSC Trust N/A 09774XBP6 48802.75000000 PA USD 2688.13000000 0.000577425757 Long ABS-O CORP US N 2 2030-06-15 Variable 7.83000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 19931.00000000 NS USD 1036611.31000000 0.222670060945 Long EC CORP US N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033G407 1185.00000000 NS USD 223621.35000000 0.048035149870 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A7UC1 5083.06090000 PA USD 4594.71000000 0.000986970087 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Bread Financial Holdings, Inc. 549300G8S4PO686J7H97 018581AR9 23000.00000000 PA USD 22821.68000000 0.004902227891 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 864.00000000 NS USD 68783.04000000 0.014774991900 Long EC CORP US N 1 N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BT3 45000.00000000 PA USD 46447.02000000 0.009977086565 Long DBT CORP US N 2 2031-12-01 Fixed 7.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACNP1 60356.34000000 PA USD 61280.68000000 0.013163441898 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N New Taiwan Dollar N/A N/A 0.52000000 OU Currencies 0.02000000 0.000000004296 Long STIV TW N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W5MS4 11396.87000000 PA USD 10419.94000000 0.002238262936 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N WSP Global, Inc. 549300IQ87LU6X6ERQ78 92938W202 627.00000000 NS 97581.41000000 0.020961047117 Long EC CORP CA N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CZ1 100000.00000000 PA USD 85800.25000000 0.018430386310 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CG7 30000.00000000 PA USD 29843.69000000 0.006410595955 Long DBT CORP US N 2 2028-04-17 Fixed 4.20000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A7UM9 554.09040000 PA USD 500.06000000 0.000107415759 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Archrock Services LP N/A 03958CAA7 10000.00000000 PA USD 9900.63000000 0.002126712167 Long DBT CORP US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ET75 20800.78900000 PA USD 21321.07000000 0.004579888247 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N FTAI Aviation Investors LLC 529900E7PUVK6BC8PE80 34960PAE1 17000.00000000 PA USD 17751.32000000 0.003813085452 Long DBT CORP US N 2 2030-12-01 Fixed 7.87500000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CD2 220000.00000000 PA USD 151839.86000000 0.032616073695 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162BE9 8000.00000000 PA USD 7398.84000000 0.001589313311 Long DBT CORP US N 2 2041-10-01 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QA4A5 210436.35510000 PA USD 208004.90000000 0.044680646750 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABT1 8000.00000000 PA USD 7376.98000000 0.001584617657 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBQ0 40000.00000000 PA USD 39225.30000000 0.008425819646 Long DBT CORP US N 2 2055-03-15 Fixed 5.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHX2 6090000.00000000 PA USD 6166125.00000000 1.324519051938 Long DBT UST US N 2 2028-08-31 Fixed 4.37500000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112CE1 70000.00000000 PA USD 74531.62000000 0.016009819888 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAP3 220000.00000000 PA USD 201590.78000000 0.043302856949 Long DBT CORP US N 2 2032-03-01 Fixed 3.37500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 64800.00000000 NS 1097318.98000000 0.235710417006 Long EC CORP JP N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQ5B4 7538.48920000 PA USD 7807.63000000 0.001677123750 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 149123CL3 20000.00000000 PA USD 20488.50000000 0.004401047431 Long DBT CORP US N 2 2035-05-15 Fixed 5.20000000 N N N N N N NXP BV 724500RKKW4NOJ9YQF60 62954HAV0 122000.00000000 PA USD 120872.35000000 0.025964074751 Long DBT CORP US N 2 2029-06-18 Fixed 4.30000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EL9 200000.00000000 PA USD 202590.88000000 0.043517684171 Long DBT CORP GB N 2 2035-11-18 Variable 5.87400000 N N N N N N OTP Bank Nyrt. 529900W3MOO00A18X956 N/A 114.00000000 NS 12223.98000000 0.002625781086 Long EC CORP HU N 2 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B36 220000.00000000 PA USD 204731.60000000 0.043977523117 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERM49 4524.92070000 PA USD 4424.85000000 0.000950483184 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 3.00000000 N N N N N N Hangzhou Tigermed Consulting Co. Ltd. 300300CP4N8WDF6DOO67 N/A 3800.00000000 NS 30162.29000000 0.006479033064 Long EC CORP CN N 2 N N N Apollo Hospitals Enterprise Ltd. 3358005YT7JQCWYLTG43 N/A 475.00000000 NS 37525.93000000 0.008060785213 Long EC CORP IN N 2 N N N Mitsubishi Heavy Industries Ltd. 353800TJ98PCAZROVE69 N/A 700.00000000 NS 19233.66000000 0.004131500595 Long EC CORP JP N 2 N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JG9 60000.00000000 PA USD 60223.57000000 0.012936368601 Long DBT CORP US N 2 2035-03-01 Fixed 5.45000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAE0 15000.00000000 PA USD 14983.52000000 0.003218546121 Long DBT CORP US N 2 2033-08-01 Fixed 6.00000000 N N N N N N Workday, Inc. 549300J0DYC0N31V7G13 98138HAJ0 340000.00000000 PA USD 315610.03000000 0.067794846474 Long DBT CORP US N 2 2032-04-01 Fixed 3.80000000 N N N N N N Stonex Escrow Issuer LLC N/A 86189AAA7 22000.00000000 PA USD 22233.79000000 0.004775945744 Long DBT CORP US N 2 2032-07-15 Fixed 6.87500000 N N N N N N CWHEQ Home Equity Loan Trust N/A 23242MAD3 902.27880000 PA USD 2280.72000000 0.000489911750 Long ABS-O CORP US N 2 2029-01-25 Variable 5.26383720 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QETF9 3324.22000000 PA USD 3198.60000000 0.000687077644 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 3.00000000 N N N N N N Wartsila OYJ Abp 743700G7A9J1PHM3X223 N/A 3508.00000000 NS 130665.96000000 0.028067798408 Long EC CORP FI N 2 N N N American Express Co. R4PP93JZOLY261QX3811 025816DF3 90000.00000000 PA USD 90136.44000000 0.019361824817 Long DBT CORP US N 2 2034-05-01 Variable 5.04300000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKQ1 180000.00000000 PA USD 176852.76000000 0.037988988223 Long DBT CORP US N 2 2033-04-27 Variable 4.57100000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PES7 40000.00000000 PA USD 39394.68000000 0.008462203443 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 6280.00000000 NS USD 975221.20000000 0.209483112855 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFGV7 91700.25880000 PA USD 75155.23000000 0.016143774897 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418RQM6 11990.35000000 PA USD 12118.03000000 0.002603022417 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCG3 200000.00000000 PA USD 187834.45000000 0.040347918285 Long DBT CORP JP N 2 2028-09-17 Fixed 1.90200000 N N N N N N Hithink RoyalFlush Information Network Co. Ltd. 300300TIQA4R0NPLQE78 N/A 4100.00000000 NS 179783.64000000 0.038618558074 Long EC CORP CN N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQV2 155275.18600000 PA USD 140755.15000000 0.030235014345 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723AV5 30000.00000000 PA USD 29575.37000000 0.006352959278 Long DBT CORP US N 2 2035-12-15 Fixed 6.00000000 N N N N N N N/A N/A N/A 1880296.00000000 PA USD -4361.47000000 -0.00093686879 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 46-V1 2I65BYEJ0 Y Receipt of notional amount upon default event with regard to the reference instrument 2036-06-20 3902.95000000 USD 0.00000000 USD 1880296.00000000 USD -4361.47000000 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RAR0 60000.00000000 PA USD 62537.31000000 0.013433373237 Long DBT CORP US N 2 2042-02-01 Fixed 6.50000000 N N N N N N Petronet LNG Ltd. 335800KIIKNA7GRD9351 N/A 2532.00000000 NS 6649.62000000 0.001428376553 Long EC CORP IN N 2 N N N Ping An Insurance Group Co. of China Ltd. 529900M9MC28JLN35U89 N/A 49000.00000000 NS 376771.51000000 0.080932683528 Long EC CORP CN N 2 N N N Acrisure LLC 549300R0Z1Q47XRTGO22 004961AA6 2000.00000000 PA USD 1927.25000000 0.000413984365 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWL4 146000.00000000 PA USD 144708.95000000 0.031084313286 Long DBT CORP US N 2 2028-06-05 Variable 3.69100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAUJ5 18973.79320000 PA USD 19051.28000000 0.004092324324 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5.00000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899101 10623.00000000 NS USD 89764.35000000 0.019281897749 Long EC CORP US N 1 N N N N/A N/A N/A 10260511.87000000 PA USD -678459.42000000 -0.14573697869 N/A DE US N 2 Merrill Lynch International & Co. AHYI0DDQ2LCHPGHJC422 MSCI ACWI Index NDUEACWF Index Y 2026-11-12 0.00000000 USD 0.00000000 USD 10260511.87000000 USD -678459.42000000 N N N Ono Pharmaceutical Co. Ltd. 529900G26L4NG4GFJZ86 N/A 23600.00000000 NS 378780.27000000 0.081364176709 Long EC CORP JP N 2 N N N Ralph Lauren Corp. HO1QNWM0IXBZ0QSMMO20 751212AD3 280000.00000000 PA USD 284349.84000000 0.061079978186 Long DBT CORP US N 2 2032-06-15 Fixed 5.00000000 N N N N N N Bank Hapoalim BM B6ARUI4946ST4S7WOU88 N/A 2389.00000000 NS 56105.67000000 0.012051820038 Long EC CORP IL N 2 N N N Multi Commodity Exchange of India Ltd. 254900BTZEPM27IOAM68 N/A 640.00000000 NS 16354.19000000 0.003512973907 Long EC CORP IN N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QM4E1 106686.48310000 PA USD 92169.49000000 0.019798535630 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BZ1 150000.00000000 PA USD 151798.94000000 0.032607283844 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DZ9 195000.00000000 PA USD 198501.06000000 0.042639167353 Long DBT CORP US N 2 2036-01-30 Variable 5.44200000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 6002.00000000 NS USD 1765548.32000000 0.379249915783 Long EC CORP US N 1 N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286DH7 200000.00000000 PA USD 199750.00000000 0.042907446836 Long DBT NUSS PH N 2 2050-02-04 Fixed 5.90000000 N N N N N N Nippon Life India Asset Management Ltd. 335800ZQXV958RZSRU89 N/A 1245.00000000 NS 10522.59000000 0.002260312745 Long EC CORP IN N 1 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BV6 170000.00000000 PA USD 171162.71000000 0.036766732814 Long DBT CORP US N 2 2028-01-21 Variable 5.30000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 390000.00000000 PA USD 372292.28000000 0.079970519207 Long DBT CORP US N 2 2035-08-03 Fixed 5.50000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QCA6 120000.00000000 PA USD 122465.15000000 0.026306217336 Long DBT CORP US N 2 2034-11-17 Fixed 5.22700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NNY7 336.20000000 PA USD 342.71000000 0.000073616075 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650EK2 160000.00000000 PA USD 160622.16000000 0.034502562157 Long DBT CORP US N 2 2035-09-15 Fixed 5.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A5V66 6477.74000000 PA USD 6625.21000000 0.001423133145 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.50000000 N N N N N N Ownit Mortgage Loan Trust N/A 69121PDF7 21521.37000000 PA USD 19629.29000000 0.004216484190 Long ABS-O CORP US N 2 2037-01-25 Variable 6.50000160 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 N/A 49.00000000 NS 5293.24000000 0.001137018342 Long EC CORP AT N 2 N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAD3 200000.00000000 PA USD 205163.90000000 0.044070383639 Long DBT CORP US N 2 2053-02-15 Fixed 6.50000000 N N N N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 084670702 645.00000000 NS USD 309084.00000000 0.066393017762 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBU9 125000.00000000 PA USD 109735.22000000 0.023571755285 Long DBT CORP US N 2 2031-11-19 Variable 1.76400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFEW2 4227.71000000 PA USD 4103.73000000 0.000881504764 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 780641AH9 260000.00000000 PA USD 299242.69000000 0.064279047871 Long DBT CORP NL N 2 2030-10-01 Fixed 8.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 14200.00000000 NS USD 2336894.00000000 0.501978248147 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPJ54 7761.73000000 PA USD 7621.83000000 0.001637212843 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJQ5 7460000.00000000 PA USD 7396182.01000000 1.588742359885 Long DBT UST US N 2 2030-12-31 Fixed 3.75000000 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F020646 3318000.00000000 PA USD 2671767.64000000 0.573911028649 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5GJ2 11729.80000000 PA USD 11043.74000000 0.002372258758 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164VAK9 71000.00000000 PA USD 70071.61000000 0.015051784134 Long DBT CORP US N 2 2032-07-15 Fixed 10.50000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EAT2 470000.00000000 PA USD 428609.65000000 0.092067813621 Long DBT CORP US N 2 2031-03-15 Fixed 2.70000000 N N N N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 3089.00000000 NS USD 648782.67000000 0.139362242410 Long EC CORP US N 1 N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAE2 145000.00000000 PA USD 135921.60000000 0.029196740054 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N Chroma ATE, Inc. N/A N/A 30000.00000000 NS 1439533.24000000 0.309220004829 Long EC CORP TW N 2 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAX4 13000.00000000 PA USD 13015.54000000 0.002795812718 Long DBT CORP US N 2 2029-12-05 Variable 4.45200000 N N N N N N Millicom International Cellular SA 549300CTHC1CP86P2G96 600814AS6 47000.00000000 PA USD 47676.80000000 0.010241250369 Long DBT CORP LU N 2 2032-04-02 Fixed 7.37500000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762E102 69.00000000 NS USD 37882.38000000 0.008137352720 Long EC CORP US N 1 N N N Somnigroup International, Inc. 549300HFEKVR3US71V91 88023UAH4 22000.00000000 PA USD 21156.36000000 0.004544507594 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N Millicom International Cellular SA 549300CTHC1CP86P2G96 600814AQ0 16200.00000000 PA USD 16092.92000000 0.003456851611 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N Trip.com Group Ltd. 2549004RMYDSRQL4KW41 N/A 407.00000000 NS 20113.42000000 0.004320478094 Long EC CORP KY N 2 N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BV3 200000.00000000 PA USD 195935.51000000 0.042088072484 Long DBT CORP US N 2 2053-09-15 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7S63 7097.14200000 PA USD 6937.83000000 0.001490285716 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427M5E7 251947.98000000 PA USD 260621.42000000 0.055982977337 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 388.00000000 NS 9704.83000000 0.002084653202 Long EC CORP DE N 2 N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 5904.00000000 NS USD 1201050.72000000 0.257992590319 Long EC CORP US N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAK8 30000.00000000 PA USD 31716.31000000 0.006812845482 Long DBT CORP US N 2 2033-10-28 Variable 6.12300000 N N N N N N N/A N/A N/A 44.00000000 NC USD -115908.67000000 -0.02489784778 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 10-Year Ultra Note 2026-06-18 4991250.00000000 USD -115908.67000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GQQ2 29581.78000000 PA USD 27086.35000000 0.005818303492 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498106 2730.00000000 NS USD 161370.30000000 0.034663266924 Long EC CORP US N 1 N N N Genmab A/S 529900MTJPDPE4MHJ122 37230JAA0 9000.00000000 PA USD 9227.09000000 0.001982031908 Long DBT CORP DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417EAT6 40000.00000000 PA USD 40064.13000000 0.008606005146 Long DBT CORP US N 2 2035-07-24 Fixed 5.05000000 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F070641 332000.00000000 PA USD 349269.83000000 0.075025164767 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 7.00000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDU2 198000.00000000 PA USD 109685.08000000 0.023560984925 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457CS5 210000.00000000 PA USD 192683.11000000 0.041389438290 Long DBT CORP US N 2 2054-08-14 Fixed 5.05000000 N N N N N N Holcim AG 529900EHPFPYHV6IQO98 N/A 3236.00000000 NS 267494.08000000 0.057459264163 Long EC CORP CH N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JR7K1 51573.74880000 PA USD 42446.07000000 0.009117659534 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WJUH2 3654.28000000 PA USD 3335.18000000 0.000716415812 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Vertex Pharmaceuticals, Inc. 54930015RAQRRZ5ZGJ91 92532F100 385.00000000 NS USD 171917.90000000 0.036928951962 Long EC CORP US N 1 N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F022444 225000.00000000 PA USD 212509.14000000 0.045648183363 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 2.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLC1 150000.00000000 PA USD 154094.00000000 0.033100275909 Long DBT CORP US N 2 2028-11-10 Variable 6.20400000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 828.00000000 NS USD 263419.92000000 0.056584111204 Long EC CORP US N 1 N N N CCO Holdings LLC N/A 1248EPCN1 20000.00000000 PA USD 17865.41000000 0.003837592639 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N TIM SA 529900QI0CH1DN5ZCS77 N/A 4858.00000000 NS 25735.02000000 0.005528030049 Long EC CORP BR N 1 N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBE4 20000.00000000 PA USD 20284.28000000 0.004357179803 Long DBT CORP US N 2 2030-10-15 Fixed 6.50000000 N N N N N N Carrington Mortgage Loan Trust N/A 14453MAC8 12381.77000000 PA USD 12164.39000000 0.002612980812 Long ABS-O CORP US N 2 2036-10-25 Floating 3.95303040 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 593000.00000000 PA USD 415864.41000000 0.089330062894 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 4000000.00000000 PA USD 2914843.76000000 0.626125174813 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAG1 16000.00000000 PA USD 16763.12000000 0.003600814419 Long DBT CORP US N 2 2031-02-15 Fixed 7.12500000 N N N N N N Energisa SA N/A N/A 7256.00000000 NS 73472.63000000 0.015782342756 Long EC CORP BR N 1 N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAS0 10000.00000000 PA USD 8997.92000000 0.001932804876 Long DBT CORP US N 2 2045-06-15 Fixed 5.10000000 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 62957HAR6 18000.00000000 PA USD 18425.66000000 0.003957937556 Long DBT CORP US N 2 2032-11-15 Fixed 7.62500000 N N N N N N Kaiser Aluminum Corp. N/A 483007AM2 23000.00000000 PA USD 22582.96000000 0.004850949464 Long DBT CORP US N 2 2034-03-01 Fixed 5.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WJUD1 7259.21000000 PA USD 6618.65000000 0.001421724020 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F052649 1097000.00000000 PA USD 1102052.68000000 0.236727242944 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 5.50000000 N N N N N N Rakuten Group, Inc. 529900IMXUCQKUL1H943 75102WAK4 37000.00000000 PA USD 39427.13000000 0.008469173889 Long DBT CORP JP N 2 2029-04-15 Fixed 9.75000000 N N N N N N Contemporary Amperex Technology Co. Ltd. 300300KINDY1K0E9I032 N/A 15500.00000000 NS 919810.16000000 0.197580503328 Long EC CORP CN N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FGD2 66.22000000 PA USD 65.67000000 0.000014106293 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N Accton Technology Corp. 529900M1YRZ0GWMDF920 N/A 2000.00000000 NS 98674.35000000 0.021195816904 Long EC CORP TW N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KSBC0 16717.07900000 PA USD 13599.24000000 0.002921194830 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N British Land Co. plc (The) RV5B68J2GV3QGMRPW209 N/A 3656.00000000 NS 17294.21000000 0.003714895600 Long EC CORP GB N 2 N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 429.00000000 NS USD 36563.67000000 0.007854086241 Long EC CORP US N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DD1 23000.00000000 PA USD 22790.86000000 0.004895607578 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002AQ4 30000.00000000 PA USD 30835.11000000 0.006623558663 Long DBT CORP US N 2 2033-06-01 Fixed 5.35000000 N N N N N N Nomura Asset Acceptance Corp. Alternative Loan Trust N/A 655378AE7 3293.31440000 PA USD 2769.56000000 0.000594917389 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.63303080 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 N/A 9735.00000000 NS 1382923.28000000 0.297059860403 Long EC CORP AU N 2 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 2963.00000000 NS USD 1012723.77000000 0.217538880206 Long EC CORP US N 1 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475CF0 35000.00000000 PA USD 34287.70000000 0.007365194818 Long DBT CORP US N 2 2041-01-25 Variable 5.42300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FEH5 943.02000000 PA USD 935.16000000 0.000200877737 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFYM2 6114.57000000 PA USD 5924.34000000 0.001272582245 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N Allianz SE 529900K9B0N5BT694847 N/A 3377.00000000 NS 1426169.98000000 0.306349499858 Long EC CORP DE N 2 N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 42250PAA1 50000.00000000 PA USD 47024.54000000 0.010101141176 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWLR8 399228.44750000 PA USD 395861.09000000 0.085033234912 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.00000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAT1 50000.00000000 PA USD 49977.99000000 0.010735559193 Long DBT CORP US N 2 2027-10-08 Fixed 4.50000000 N N N N N N Aethon United BR LP 5493007HPG2M9K9X5V41 00810GAD6 12000.00000000 PA USD 12515.58000000 0.002688418440 Long DBT CORP US N 2 2029-10-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNE40 22694.40670000 PA USD 19602.63000000 0.004210757469 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WAQ3 80000.00000000 PA USD 85648.39000000 0.018397765910 Long DBT CORP GB N 2 2037-02-27 Fixed 6.15000000 N N N N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579YBJ9 370000.00000000 PA USD 346931.92000000 0.074522968276 Long DBT CORP US N 2 2029-08-26 Fixed 2.37500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBR5 220000.00000000 PA USD 197255.11000000 0.042371530140 Long DBT CORP GB N 2 2032-03-10 Variable 2.66700000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315BB8 400000.00000000 PA USD 405406.50000000 0.087083643784 Long DBT CORP US N 2 2033-06-15 Fixed 4.95000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 N/A 5063.00000000 NS 187173.77000000 0.040206000427 Long EC CORP NO N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFWG2 46444.01000000 PA USD 38210.57000000 0.008207849816 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TB4 3070000.00000000 PA USD 1686461.34000000 0.362261578412 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636QAP9 30000.00000000 PA USD 29010.85000000 0.006231697141 Long DBT CORP US N 2 2030-03-26 Fixed 3.35000000 N N N N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 947075AW7 13000.00000000 PA USD 13283.00000000 0.002853264662 Long DBT CORP BM N 2 2033-10-15 Fixed 6.75000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AF9 1050.00000000 PA USD 945.20000000 0.000203034386 Long DBT CORP US N 2 2030-12-31 Fixed 11.49999840 N N Y N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAF1 40000.00000000 PA USD 39548.41000000 0.008495225529 Long DBT CORP US N 2 2028-04-11 Fixed 3.70000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161N101 212.00000000 NS USD 10392.24000000 0.002232312817 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EH3N0 28740.96000000 PA USD 30465.84000000 0.006544237347 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.50000000 N N N N N N Tutor Perini Corp. 549300FHXYVPW8LJ6D98 901109AG3 31000.00000000 PA USD 33959.07000000 0.007294603207 Long DBT CORP US N 2 2029-04-30 Fixed 11.87500000 N N N N N N Interstate Power & Light Co. EF9UQIIO4KY2BWOK3P26 461070AV6 10000.00000000 PA USD 9839.52000000 0.002113585388 Long DBT CORP US N 2 2034-09-30 Fixed 4.95000000 N N N N N N CCO Holdings LLC N/A 1248EPCS0 6000.00000000 PA USD 6018.41000000 0.001292789021 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N National Aluminium Co. Ltd. 335800OM1V78CX7SSC72 N/A 1941.00000000 NS 8012.86000000 0.001721208332 Long EC CORP IN N 2 N N N DISH DBS Corp. N/A 25470XBF1 36000.00000000 PA USD 34818.93000000 0.007479306071 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFGT2 162611.51200000 PA USD 139546.22000000 0.029975329240 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432PC3 20000.00000000 PA USD 20089.82000000 0.004315408678 Long DBT CORP US N 2 2034-08-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNE57 81635.17080000 PA USD 70388.37000000 0.015119826000 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523CV0 140000.00000000 PA USD 141721.02000000 0.030442488767 Long DBT CORP US N 2 2034-02-15 Fixed 5.25000000 N N N N N N HLF Financing SARL LLC 549300VKVJUV5OGV2R51 40390DAD7 40000.00000000 PA USD 42656.56000000 0.009162873994 Long DBT CORP US N 2 2029-04-15 Fixed 12.25000000 N N N N N N Chevron Corp. N/A 166764100 14254.00000000 NS USD 2949152.60000000 0.633494910624 Long EC CORP US N 1 N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 654922AD5 15000.00000000 PA USD 15432.62000000 0.003315015380 Long DBT CORP JP N 2 2035-07-17 Fixed 8.12500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312942H40 5997.37000000 PA USD 5805.82000000 0.001247123469 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 12090.40000000 0.002597087335 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1276000.00000000 EUR 1492143.81000000 USD 2026-06-17 12090.40000000 N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523100 2861.00000000 NS USD 763171.75000000 0.163933673543 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810RC4 332000.00000000 PA USD 283535.78000000 0.060905113424 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMR49 131476.33000000 PA USD 127299.10000000 0.027344577549 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GK3 20000.00000000 PA USD 14968.92000000 0.003215409957 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N CS Wind Corp. N/A N/A 1993.00000000 NS 80261.48000000 0.017240626713 Long EC CORP KR N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRA5 223034.99000000 PA USD 210742.10000000 0.045268613026 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280ES4 200000.00000000 PA USD 200582.70000000 0.043086315577 Long DBT CORP GB N 2 2036-03-03 Variable 5.45000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 31784.00000000 NS 593227.69000000 0.127428713745 Long EC CORP FR N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNEJ7 37777.99910000 PA USD 31131.77000000 0.006687282934 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EM7 5000.00000000 PA USD 4834.55000000 0.001038489096 Long DBT CORP US N 2 2036-10-24 Variable 4.80400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GSRR5 2229.01380000 PA USD 2134.78000000 0.000458563000 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196FZJ6 5989.57000000 PA USD 5545.48000000 0.001191200942 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BW1 60000.00000000 PA USD 58389.33000000 0.012542363318 Long DBT CORP US N 2 2056-04-01 Fixed 5.90000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAZ7 30000.00000000 PA USD 20076.79000000 0.004312609760 Long DBT CORP US N 2 2049-08-15 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QE2F8 2813.04550000 PA USD 2679.00000000 0.000575464581 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 4.00000000 N N N N N N N/A N/A N/A -29.00000000 NC USD 496001.40000000 0.106543948442 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short NASDAQ 100 E-Mini Index US6311011026 2026-06-18 -13870700.00000000 USD 496001.40000000 N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149YBS6 170000.00000000 PA USD 171564.11000000 0.036852955839 Long DBT CORP US N 2 2034-11-15 Fixed 5.35000000 N N N N N N Champion Iron Canada, Inc. N/A 15853BAA9 25000.00000000 PA USD 25966.47000000 0.005577746838 Long DBT CORP CA N 2 2032-07-15 Fixed 7.87500000 N N N N N N Powszechna Kasa Oszczednosci Bank Polski SA P4GTT6GF1W40CVIMFR43 N/A 1432.00000000 NS 33872.51000000 0.007276009622 Long EC CORP PL N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M9ZF2 10050.91000000 PA USD 10170.56000000 0.002184694680 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052645 811000.00000000 PA USD 816165.05000000 0.175316938636 Long ABS-MBS USGA US N 2 2056-04-15 Fixed 5.50000000 N N N N N N Shree Cement Ltd. 335800W6FNBDUZ89L830 N/A 40.00000000 NS 9780.37000000 0.002100879628 Long EC CORP IN N 2 N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216CE8 8000.00000000 PA USD 7900.66000000 0.001697107128 Long DBT CORP US N 2 2027-05-25 Fixed 2.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WCSJ3 10626.50000000 PA USD 10460.62000000 0.002247001234 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.00000000 N N N N N N Esab Corp. 549300ZNV0SWBXEIWT04 29605JAB2 15000.00000000 PA USD 15105.15000000 0.003244672944 Long DBT CORP US N 2 2031-04-01 Fixed 5.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XX50 56950.59650000 PA USD 56629.76000000 0.012164397579 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216101 1941.00000000 NS USD 75679.59000000 0.016256410435 Long EC CORP US N 1 N N N Australian Dollar N/A N/A 24709.01000000 OU Currencies 17047.98000000 0.003662003982 Long STIV AU N 1 N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAF5 250000.00000000 PA USD 250077.03000000 0.053717981826 Long DBT CORP US N 2 2030-07-01 Fixed 4.50000000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361702 586.00000000 NS USD 38957.28000000 0.008368247411 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050649 617000.00000000 PA USD 611016.54000000 0.131249860857 Long ABS-MBS USGA US N 2 2056-04-15 Fixed 5.00000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BJ1 440000.00000000 PA USD 451740.89000000 0.097036536778 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBS6 195000.00000000 PA USD 187328.69000000 0.040239278133 Long DBT CORP US N 2 2056-04-15 Fixed 5.65000000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585ABK7 20000.00000000 PA USD 20399.72000000 0.004381976978 Long DBT CORP US N 2 2030-03-01 Fixed 5.15000000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAM7 30000.00000000 PA USD 31505.64000000 0.006767592357 Long DBT CORP SG N 2 2029-12-15 Fixed 8.25000000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBB0 46000.00000000 PA USD 47362.93000000 0.010173829291 Long DBT CORP US N 2 2029-04-01 Fixed 7.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJEN4 5631.63680000 PA USD 5425.98000000 0.001165531656 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WBC8 20000.00000000 PA USD 18955.91000000 0.004071838300 Long DBT CORP US N 2 2054-03-01 Fixed 5.45000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMYM1 196021.88470000 PA USD 161359.56000000 0.034660959911 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132KFAE2 528.46000000 PA USD 513.13000000 0.000110223270 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653CAL2 35000.00000000 PA USD 36065.96000000 0.007747175275 Long DBT CORP US N 2 2032-03-01 Fixed 7.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJH35 3921.78000000 PA USD 3706.27000000 0.000796128075 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Flex Ltd. 549300EAQH74YHD07T53 N/A 896.00000000 NS USD 58652.16000000 0.012598820711 Long EC CORP SG N 1 N N N Lehman Brothers Holdings, Inc. 549300FDK6ZP3YIHRJ47 524ESC7M6 490000.00000000 PA USD 0.05000000 0.000000010740 Long DBT CORP US N 3 2017-12-28 Fixed 6.75000000 Y N N N N N Indian Rupee N/A N/A 49080.91000000 OU Currencies 517.47000000 0.000111155526 Long STIV IN N 1 N N N Ambac Assurance Corp. 549300RYYRVPPB8NC636 023138AA8 4834.56980000 PA USD 6357.46000000 0.001365618908 Long DBT CORP US N 2 2174-06-07 Fixed 5.10000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCS8 90000.00000000 PA USD 66987.35000000 0.014389267378 Long DBT CORP US N 2 2051-02-15 Fixed 3.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 505000.00000000 PA USD 470545.68000000 0.101075913635 Long DBT CORP US N 2 2031-05-13 Variable 2.95600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GWY8 34284.88000000 PA USD 31403.47000000 0.006745645654 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAM0 40000.00000000 PA USD 39911.01000000 0.008573114091 Long DBT CORP CA N 2 2031-08-06 Variable 4.69600000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 18618.00000000 NS USD 1749719.64000000 0.375849824440 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020642 956200.00000000 PA USD 789686.73000000 0.169629243479 Long ABS-MBS USGA US N 2 2056-04-15 Fixed 2.00000000 N N N N N N Shell plc 21380068P1DRHMJ8KU70 N/A 55015.00000000 NS 2548022.06000000 0.547329767597 Long EC CORP GB N 2 N N N Rogers Communications, Inc. 5493000M6Z4XFIP6PF03 775109CK5 60000.00000000 PA USD 47390.40000000 0.010179730005 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057104 90.00000000 NS USD 7815.60000000 0.001678835752 Long EC CORP US N 1 N N N Var Energi ASA 549300LIVN3FFOJN2K47 N/A 60565.00000000 NS 311804.98000000 0.066977499888 Long EC CORP NO N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307UV47 292.18030000 PA USD 283.58000000 0.000060914612 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 136375DC3 160000.00000000 PA USD 152948.72000000 0.032854263189 Long DBT CORP CA N 2 2032-08-05 Fixed 3.85000000 N N N N N N Northern States Power Co. 3S1GHB0TEH85KX44SB51 665772DC0 60000.00000000 PA USD 58306.29000000 0.012524525849 Long DBT CORP US N 2 2056-05-15 Fixed 5.55000000 N N N N N N Discovery Global Holdings, Inc. 549300DXR29GD4N0A520 55903VBY8 18000.00000000 PA USD 17415.00000000 0.003740841985 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N Gulfport Energy Operating Corp. 549300FJX18IDUFPHD40 402635AT3 45000.00000000 PA USD 46022.40000000 0.009885875751 Long DBT CORP US N 2 2029-09-01 Fixed 6.75000000 N N N N N N Nomura Research Institute Ltd. 5299005F1HCVF4M4QN79 N/A 200.00000000 NS 5473.53000000 0.001175745669 Long EC CORP JP N 2 N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494103 2145.00000000 NS USD 137430.15000000 0.029520785255 Long EC CORP US N 1 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448DY1 30000.00000000 PA USD 29543.16000000 0.006346040385 Long DBT CORP US N 2 2027-10-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KFF6 7052.54000000 PA USD 7399.00000000 0.001589347680 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N Tata Consultancy Services Ltd. 335800ZJKU9GPQRE2U66 N/A 5030.00000000 NS 126658.72000000 0.027207020249 Long EC CORP IN N 2 N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AJ6 115000.00000000 PA USD 113094.90000000 0.024293433838 Long DBT CORP US N 2 2035-12-15 Fixed 5.50000000 N N N N N N Vistra Corp. 549300KP43CPCUJOOG15 92840M102 174.00000000 NS USD 26157.42000000 0.005618763995 Long EC CORP US N 1 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 09257WAF7 44000.00000000 PA USD 46230.71000000 0.009930621935 Long DBT CORP US N 2 2029-12-01 Fixed 7.75000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 13.00000000 NS 5386.71000000 0.001157096235 Long EC CORP CH N 2 N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAM3 150000.00000000 PA USD 151282.25000000 0.032496295865 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMY33 11473.03320000 PA USD 9425.36000000 0.002024621442 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAL8 30000.00000000 PA USD 30219.84000000 0.006491395134 Long DBT CORP US N 2 2030-03-15 Fixed 5.20000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NMY2 103525.74000000 PA USD 104293.99000000 0.022402947841 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N RHP Hotel Properties LP N/A 74984CAA6 10000.00000000 PA USD 9868.54000000 0.002119819050 Long DBT CORP US N 2 2034-03-15 Fixed 5.75000000 N N N N N N Deluxe Corp. KWGNKB8TX9LE5TV29231 248019AU5 8000.00000000 PA USD 8052.08000000 0.001729633013 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 626717AQ5 12000.00000000 PA USD 11850.75000000 0.002545609139 Long DBT CORP US N 2 2034-02-15 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1353.49000000 0.000290737422 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 99100.00000000 GBP 132491.95000000 USD 2026-06-17 1353.49000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PNF7 38000.00000000 PA USD 37913.28000000 0.008143990217 Long DBT CORP CA N 2 2085-01-28 Variable 6.95000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCW4 266000.00000000 PA USD 262653.19000000 0.056419413198 Long DBT CORP US N 2 2028-02-24 Variable 2.94700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ALJW8 6343.50000000 PA USD 6411.08000000 0.001377136792 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAT2 470000.00000000 PA USD 484949.43000000 0.104169921832 Long DBT CORP GB N 2 2029-01-10 Variable 6.53400000 N N N N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250AJ3 75000.00000000 PA USD 73764.95000000 0.015845134771 Long DBT CORP US N 2 2034-09-15 Fixed 6.25000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 4166.00000000 NS USD 1407441.44000000 0.302326501938 Long EC CORP US N 1 N N N RioCan REIT 549300S8HVUSEU3JBY60 766910103 17950.00000000 NS 245036.66000000 0.052635281411 Long EC CORP CA N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CWYW8 5007.64820000 PA USD 4892.51000000 0.001050939237 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGSZ1 11498.14760000 PA USD 11054.35000000 0.002374537846 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8GB3 38440.70180000 PA USD 37281.43000000 0.008008265210 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M9GP1 5941.16020000 PA USD 5617.28000000 0.001206623994 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 3398.00000000 NS 73395.33000000 0.015765738272 Long EC CORP ES N 2 N N N N/A N/A N/A 39456416.45000000 PA USD -2241627.63000000 -0.48151448491 N/A DE US N 2 Merrill Lynch International & Co. AHYI0DDQ2LCHPGHJC422 MSCI ACWI Net Total Return USD Index NDUEACWF Index Y 2026-04-07 0.00000000 USD 0.00000000 USD 39456416.45000000 USD -2241627.63000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 273000.00000000 PA USD 247397.66000000 0.053142437766 Long DBT CORP US N 2 2032-04-22 Variable 2.68700000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BW8 160000.00000000 PA USD 165715.76000000 0.035596696681 Long DBT CORP US N 2 2032-06-01 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FEF0 23310.99220000 PA USD 22779.11000000 0.004893083611 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJF94 604.68880000 PA USD 576.11000000 0.000123751735 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBH8 10000.00000000 PA USD 11000.26000000 0.002362919004 Long DBT CORP US N 2 2031-11-09 Variable 7.66000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XX68 32904.11650000 PA USD 33397.33000000 0.007173938230 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N HD Korea Shipbuilding & Offshore Engineering Co. Ltd. 988400DPTJ9KH5R6W540 N/A 25.00000000 NS 5794.18000000 0.001244623130 Long EC CORP KR N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CS54 10748.37460000 PA USD 10238.69000000 0.002199329395 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Genmab A/S 529900MTJPDPE4MHJ122 37230JAB8 64000.00000000 PA USD 66990.78000000 0.014390004162 Long DBT CORP DK N 2 2033-12-15 Fixed 7.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CCL6 1980.95410000 PA USD 1888.63000000 0.000405688567 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGS73 12963.57480000 PA USD 12482.45000000 0.002681301926 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5H40 27412.95120000 PA USD 25530.86000000 0.005484175309 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Option One Mortgage Loan Trust N/A 68402VAB8 24673.87000000 PA USD 21330.39000000 0.004581890237 Long ABS-O CORP US N 2 2037-01-25 Variable 5.86599840 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F060642 1024000.00000000 PA USD 1043791.87000000 0.224212486460 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 6.00000000 N N N N N N Makalot Industrial Co. Ltd. N/A N/A 13460.00000000 NS 97878.86000000 0.021024941085 Long EC CORP TW N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8XE2 78410.78580000 PA USD 64534.82000000 0.013862449853 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335BKV7 25183.81920000 PA USD 23779.64000000 0.005108003199 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Banc of America Funding Trust N/A 05968KAC8 47639.12760000 PA USD 16433.08000000 0.003529919932 Long ABS-MBS CORP US N 2 2036-11-26 Variable 0.00001080 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KM2 280000.00000000 PA USD 275479.46000000 0.059174569634 Long DBT CORP US N 2 2027-02-09 Fixed 2.20000000 N N N N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 149123101 242.00000000 NS USD 171447.32000000 0.036827868676 Long EC CORP US N 1 N N N KB Financial Group, Inc. 529900TKE4MXG3Q6GW86 N/A 312.00000000 NS 30629.18000000 0.006579323717 Long EC CORP KR N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83Z8 20600.46020000 PA USD 19208.01000000 0.004125990828 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087Q56 340000.00000000 PA USD 339575.31000000 0.072942726211 Long DBT NUSS CA N 2 2028-04-26 Fixed 3.75000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAM6 160000.00000000 PA USD 158629.44000000 0.034074514460 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N Genmab A/S 529900MTJPDPE4MHJ122 N/A 530.00000000 NS 142740.40000000 0.030661457443 Long EC CORP DK N 2 N N N New Flyer Holdings, Inc. N/A 64438WAA5 40000.00000000 PA USD 42753.63000000 0.009183725187 Long DBT CORP US N 2 2030-07-01 Fixed 9.25000000 N N N N N N Zhongji Innolight Co. Ltd. 655600K7YZDKAI214O83 N/A 1300.00000000 NS 111702.09000000 0.023994250253 Long EC CORP CN N 2 N N N Brazilian Real N/A N/A 319.80000000 OU Currencies 61.74000000 0.000013262106 Long STIV BR N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J76Q3 24908.32900000 PA USD 24003.51000000 0.005156091760 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8HY2 27364.40960000 PA USD 27064.64000000 0.005813640059 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83D7 39517.27000000 PA USD 37106.03000000 0.007970588283 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540109 5319.00000000 NS USD 849444.30000000 0.182465512604 Long EC CORP US N 1 N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550AT3 20000.00000000 PA USD 20739.94000000 0.004455058187 Long DBT CORP US N 2 2035-03-15 Fixed 5.80000000 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F030645 767000.00000000 PA USD 673563.64000000 0.144685337042 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 3.00000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KAL1 340000.00000000 PA USD 334415.74000000 0.071834420952 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N West Pharmaceutical Services, Inc. 5493007NKRGM1RJQ1P16 955306105 125.00000000 NS USD 31330.00000000 0.006729863876 Long EC CORP US N 1 N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 939344AA5 26185.88800000 PA USD 24681.75000000 0.005301781606 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 81762P102 4904.00000000 NS USD 512713.20000000 0.110133739030 Long EC CORP US N 1 N N N Talos Production, Inc. 549300GZ2DZZE2Y8TX15 87485LAD6 32000.00000000 PA USD 33309.22000000 0.007155011696 Long DBT CORP US N 2 2029-02-01 Fixed 9.00000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8X3 50000.00000000 PA USD 47315.78000000 0.010163701200 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTAA8 45158.21430000 PA USD 46310.80000000 0.009947825726 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XCP3 80000.00000000 PA USD 80518.96000000 0.017295934896 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N Rio Tinto Alcan, Inc. 2138007ZSQ7B17SKOX77 013716AU9 20000.00000000 PA USD 21459.70000000 0.004609666767 Long DBT CORP CA N 2 2033-12-15 Fixed 6.12500000 N N N N N N Anglo American plc 549300S9XF92D1X8ME43 N/A 4739.00000000 NS 204348.95000000 0.043895327700 Long EC CORP GB N 2 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076C106 869.00000000 NS USD 386183.60000000 0.082954454498 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YHT4 40011.75000000 PA USD 40745.15000000 0.008752292152 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.00000000 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AC0 79000.00000000 PA USD 85339.81000000 0.018331481154 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N Wheaton Precious Metals Corp. 549300XSFG5ZCGVYD886 962879102 12781.00000000 NS 1677672.78000000 0.360373745266 Long EC CORP CA N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KHE7 2776.64000000 PA USD 2912.89000000 0.000625705495 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Bharat Electronics Ltd. 335800HS8AOTM9W1F335 N/A 22273.00000000 NS 95311.76000000 0.020473513267 Long EC CORP IN N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030641 28000.00000000 PA USD 24992.62000000 0.005368558267 Long ABS-MBS USGA US N 2 2056-04-15 Fixed 3.00000000 N N N N N N Noble Finance II LLC N/A 65505PAA5 52000.00000000 PA USD 53538.51000000 0.011500379331 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N ENN Energy Holdings Ltd. 549300V7BXPWT6WIPR03 N/A 24800.00000000 NS 201931.93000000 0.043376137927 Long EC CORP KY N 2 N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAK2 20000.00000000 PA USD 20260.94000000 0.004352166237 Long DBT CORP US N 2 2030-08-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A7UK3 1446.85260000 PA USD 1309.29000000 0.000281243009 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N PennyMac Financial Services, Inc. 549300W1D516HBDEU871 70932MAH0 8000.00000000 PA USD 7486.71000000 0.001608188291 Long DBT CORP US N 2 2034-02-15 Fixed 6.75000000 N N N N N N Forint N/A N/A 0.74000000 OU Currencies 0.00000000 0.000000 Long STIV HU N 1 N N N Singapore Dollar N/A N/A 0.82000000 OU Currencies 0.64000000 0.000000137475 Long STIV SG N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BMP0 25076.56000000 PA USD 25554.70000000 0.005489296278 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBN0 170000.00000000 PA USD 173794.54000000 0.037332065008 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 302301AJ5 12000.00000000 PA USD 12535.37000000 0.002692669446 Long DBT CORP US N 2 2032-04-01 Fixed 7.37500000 N N N N N N N/A N/A N/A 49.00000000 NC USD 4642.76000000 0.000997291503 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 2-Year Note 2026-06-30 10165968.75000000 USD 4642.76000000 N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EG8 230000.00000000 PA USD 228189.99000000 0.049016519972 Long DBT CORP US N 2 2027-04-01 Fixed 3.35000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307MSF4 5352.17000000 PA USD 5192.29000000 0.001115333702 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Karoon USA Finance, Inc. 254900I4IZ164TOMZH46 48575AAA9 10000.00000000 PA USD 10339.40000000 0.002220962482 Long DBT CORP US N 2 2029-05-14 Fixed 10.50000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216DL1 1170000.00000000 PA USD 764816.93000000 0.164287067652 Long DBT CORP US N 2 2051-03-05 Fixed 3.00000000 N N N N N N IQVIA Holdings, Inc. 549300W3R20NM4KQPH86 46266C105 1748.00000000 NS USD 298103.92000000 0.064034433537 Long EC CORP US N 1 N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBG0 180000.00000000 PA USD 186241.05000000 0.040005646816 Long DBT CORP US N 2 2029-06-12 Variable 6.56500000 N N N N N N FactSet Research Systems, Inc. 549300ZSJE7NBK6K9P30 303075AA3 540000.00000000 PA USD 530791.74000000 0.114017113218 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N Mitsui Fudosan Co. Ltd. 353800ND4ZKNZDYKMF33 N/A 56500.00000000 NS 602314.77000000 0.129380670701 Long EC CORP JP N 2 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 063671101 2041.00000000 NS 276446.86000000 0.059382372708 Long EC CORP CA N 1 N N N Insulet Corp. 549300TZTYD2PYN92D43 45784PAL5 15000.00000000 PA USD 15310.53000000 0.003288789747 Long DBT CORP US N 2 2033-04-01 Fixed 6.50000000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 18208.00000000 NS USD 2629963.52000000 0.564931263661 Long EC CORP US N 1 N N N CCO Holdings LLC N/A 1248EPCV3 14000.00000000 PA USD 13941.85000000 0.002994789425 Long DBT CORP US N 2 2036-02-01 Fixed 7.37500000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 11715.00000000 NS 840478.70000000 0.180539650250 Long EC CORP IT N 2 N N N Alpha Generation LLC 254900K5V62L4YGVKF49 02073LAC5 23000.00000000 PA USD 22593.90000000 0.004853299439 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N EF Holdco N/A 31574BAA4 20000.00000000 PA USD 19259.54000000 0.004137059767 Long DBT CORP US N 2 2030-09-30 Fixed 7.37500000 N N N N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAL0 14000.00000000 PA USD 14179.20000000 0.003045773567 Long DBT CORP US N 2 2033-08-01 Fixed 7.37500000 N N N N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 00846U101 350.00000000 NS USD 39893.00000000 0.008569245440 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQA36 9513.78000000 PA USD 9314.39000000 0.002000784449 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N King Yuan Electronics Co. Ltd. N/A N/A 29000.00000000 NS 248071.64000000 0.053287212540 Long EC CORP TW N 2 N N N Citigroup Mortgage Loan Trust N/A 17312TAJ2 119131.82000000 PA USD 81264.97000000 0.017456182127 Long ABS-O CORP US N 2 2037-05-25 Floating 3.99303000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJU5 165000.00000000 PA USD 168605.20000000 0.036217364983 Long DBT CORP US N 2 2036-02-12 Variable 5.42400000 N N N N N N Amneal Pharmaceuticals LLC 54930037VIXE7LRZ1M66 03168LAA3 50000.00000000 PA USD 51472.40000000 0.011056567041 Long DBT CORP US N 2 2032-08-01 Fixed 6.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GEN5 50000.00000000 PA USD 51492.99000000 0.011060989891 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N Unilever Capital Corp. MYF1DAS6G5WY7PRWCU78 904764BQ9 480000.00000000 PA USD 420239.67000000 0.090269893862 Long DBT CORP US N 2 2031-08-12 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MGR7 1170.79000000 PA USD 1210.19000000 0.000259955760 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM7F6 99214.80600000 PA USD 81735.49000000 0.017557252524 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 N/A 8134.00000000 NS 169511.35000000 0.036412011205 Long EC CORP GB N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VXX3 217666.01580000 PA USD 179916.44000000 0.038647084276 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N J Sainsbury plc 213800VGZAAJIKJ9Y484 N/A 8298.00000000 NS 37233.16000000 0.007997896536 Long EC CORP GB N 1 N N N Westlake Corp. GOXNEVUM0LL78B1OS344 960413AS1 40000.00000000 PA USD 34428.44000000 0.007395426578 Long DBT CORP US N 2 2046-08-15 Fixed 5.00000000 N N N N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621XAK4 24000.00000000 PA USD 24148.02000000 0.005187133338 Long DBT CORP US N 2 2048-03-27 Variable 7.00000000 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F050643 1515000.00000000 PA USD 1493981.86000000 0.320915881014 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 5.00000000 N N N N N N PennyMac Financial Services, Inc. 549300W1D516HBDEU871 70932MAG2 49000.00000000 PA USD 47284.62000000 0.010157007853 Long DBT CORP US N 2 2032-05-15 Fixed 6.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312942DD4 9640.53000000 PA USD 9552.74000000 0.002051983397 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AN8 30000.00000000 PA USD 30973.27000000 0.006653236224 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AD0 110000.00000000 PA USD 122933.81000000 0.026406888195 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579Y69 6465.04090000 PA USD 3295.38000000 0.000707866543 Long ABS-MBS CORP US N 2 2036-04-25 Variable 3.98085120 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBY4 25000.00000000 PA USD 18074.50000000 0.003882506372 Long DBT CORP US N 2 2037-09-20 Fixed 5.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 160000.00000000 PA USD 148496.56000000 0.031897913660 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A7JB6 539.91430000 PA USD 486.98000000 0.000104606099 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CQB3 8665.23270000 PA USD 8298.90000000 0.001782651366 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BR2 80000.00000000 PA USD 80610.40000000 0.017315576733 Long DBT CORP CA N 2 2054-03-22 Fixed 6.35000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKX6 310000.00000000 PA USD 323832.68000000 0.069561118903 Long DBT CORP US N 2 2028-12-01 Fixed 6.30000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZM9 215000.00000000 PA USD 194177.01000000 0.041710336587 Long DBT CORP US N 2 2033-02-24 Variable 3.10200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEUA8 3232.90000000 PA USD 3104.25000000 0.000666810722 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A24Y5 15928.51500000 PA USD 14594.11000000 0.003134898618 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Obayashi Corp. 529900YT4O5S0LCXWD54 N/A 13900.00000000 NS 336664.52000000 0.072317471807 Long EC CORP JP N 2 N N N Rocket Cos., Inc. N/A 77311WAC5 29000.00000000 PA USD 29326.41000000 0.006299481241 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Dollarama, Inc. 5493002GJ0NJP1HI0C79 25675T107 1072.00000000 NS 131566.79000000 0.028261301864 Long EC CORP CA N 1 N N N Astellas Pharma, Inc. 529900IB708DY2HBBB35 N/A 4700.00000000 NS 76618.54000000 0.016458102286 Long EC CORP JP N 2 N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAA3 16000.00000000 PA USD 16263.04000000 0.003493394363 Long DBT CORP SG N 2 2030-07-15 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WPHS6 34175.76000000 PA USD 31281.95000000 0.006719542460 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HFE88 7902.16330000 PA USD 7356.41000000 0.001580199103 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111EH2 60000.00000000 PA USD 60831.83000000 0.013067026341 Long DBT CORP US N 2 2035-03-01 Fixed 5.30000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 15528.00000000 NS USD 1098140.16000000 0.235886811185 Long EC CORP US N 1 N N N Century Communities, Inc. 5299002QMB2O7ZL1CA26 156504AN2 15000.00000000 PA USD 14694.69000000 0.003156503779 Long DBT CORP US N 2 2033-09-15 Fixed 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -357890.59000000 -0.07687695351 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 14678961.89000000 USD 20780128.00000000 AUD 2026-06-17 -357890.59000000 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CE8 300000.00000000 PA USD 302111.55000000 0.064895295470 Long DBT CORP US N 2 2028-02-10 Fixed 4.87500000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 28504KAA5 22000.00000000 PA USD 25476.24000000 0.005472442620 Long DBT NUSS FR N 2 2033-03-15 Variable 9.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J6D46 67147.60250000 PA USD 66479.79000000 0.014280240576 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N Anywhere Real Estate Group LLC LF6PBYTYG3BDVEF4FI12 75606DAL5 32000.00000000 PA USD 30839.71000000 0.006624546769 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNE65 97097.84970000 PA USD 83535.70000000 0.017943947968 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N One Market Plaza Trust N/A 68245HAS3 830824.80000000 PA USD 2586.77000000 0.000555653047 Long ABS-MBS CORP US N 2 2032-02-10 Variable 0.00001080 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAY4 20000.00000000 PA USD 20343.06000000 0.004369806084 Long DBT CORP US N 2 2033-07-15 Fixed 6.75000000 N N N N N N Osaic Holdings, Inc. 549300XL60BDV6UW5C86 00791GAC1 7000.00000000 PA USD 6910.42000000 0.001484397891 Long DBT CORP US N 2 2033-08-01 Fixed 8.00000000 N N N N N N Shanghai Putailai New Energy Technology Group Co. Ltd. N/A N/A 1900.00000000 NS 8957.20000000 0.001924057986 Long EC CORP CN N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H1WJ5 14037.38690000 PA USD 13067.91000000 0.002807062095 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636QAR5 70000.00000000 PA USD 69477.77000000 0.014924223892 Long DBT CORP US N 2 2027-03-26 Fixed 3.30000000 N N N N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284BA3 150000.00000000 PA USD 150053.94000000 0.032232447825 Long DBT CORP US N 2 2034-12-01 Fixed 5.15000000 N N N N N N California Resources Corp. 5493003Q8F0T4F4YMR48 13057QAK3 37000.00000000 PA USD 38710.44000000 0.008315224762 Long DBT CORP US N 2 2029-06-15 Fixed 8.25000000 N N N N N N Coinbase Global, Inc. 5493004G3J2SC154DU06 19260Q107 552.00000000 NS USD 96384.72000000 0.020703991235 Long EC CORP US N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 N/A 4154.00000000 NS 1012056.02000000 0.217395443673 Long EC CORP DE N 2 N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813CP2 40000.00000000 PA USD 37273.66000000 0.008006596169 Long DBT CORP US N 2 2028-12-01 Fixed 2.27200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -514358.72000000 -0.11048720617 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 39054554.95000000 USD 6077220714.00000000 JPY 2026-06-17 -514358.72000000 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 32881.00000000 NS USD 1650626.20000000 0.354563984597 Long EC CORP US N 1 N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568AZ3 30000.00000000 PA USD 29750.79000000 0.006390640501 Long DBT CORP US N 2 2027-09-25 Fixed 3.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141G104 550.00000000 NS USD 465294.50000000 0.099947930022 Long EC CORP US N 1 N N N Diageo Capital plc 213800L23DJLALFC4O95 25243YBE8 270000.00000000 PA USD 232912.91000000 0.050031030304 Long DBT CORP GB N 2 2032-04-29 Fixed 2.12500000 N N N N N N Lehman ABS Manufactured Housing Contract Trust N/A 52519SAX1 2272.20850000 PA USD 2197.59000000 0.000472054949 Long ABS-O CORP US N 2 2033-06-15 Fixed 0.00000000 N N N N N N N/A N/A N/A 17.00000000 NC 79242.18000000 0.017021675221 N/A DE JP N 2 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long TOPIX Index JP9010100007 2026-06-11 614609043.00000000 JPY 79242.18000000 N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AA4 20000.00000000 PA USD 20195.16000000 0.004338036315 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MEVG3 10867.88000000 PA USD 10735.66000000 0.002306081405 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.50000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAN8 60000.00000000 PA USD 59329.97000000 0.012744418190 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826CAF9 90000.00000000 PA USD 76359.10000000 0.016402373085 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EX3 180000.00000000 PA USD 185029.34000000 0.039745364551 Long DBT CORP GB N 2 2036-05-13 Variable 5.79000000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65336YAN3 43000.00000000 PA USD 42280.20000000 0.009082029705 Long DBT CORP US N 2 2028-11-01 Fixed 4.75000000 N N N N N N Banco Bradesco SA 549300CTUU1RFXHQJE44 N/A 7449.00000000 NS 27582.23000000 0.005924821363 Long EP CORP BR N 1 N N N Delta Electronics, Inc. 529900UVZWNWGDLJSM52 N/A 16000.00000000 NS 721445.94000000 0.154970729992 Long EC CORP TW N 2 N N N ACS Actividades de Construccion y Servicios SA 95980020140005558665 N/A 200.00000000 NS 24391.07000000 0.005239341873 Long EC CORP ES N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W7G40 15840.78000000 PA USD 14506.94000000 0.003116174001 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM2W4 9477.00700000 PA USD 7834.89000000 0.001682979354 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335BCD6 19486.02000000 PA USD 18235.27000000 0.003917040691 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HJF71 11556.33130000 PA USD 11432.06000000 0.002455672123 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNS0 11437.73410000 PA USD 10922.87000000 0.002346295188 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 4171.00000000 NS 815597.33000000 0.175194989121 Long EC CORP GB N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ARZW7 9359.40000000 PA USD 9262.62000000 0.001989663956 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAL9 41000.00000000 PA USD 39402.68000000 0.008463921888 Long DBT CORP US N 2 2030-09-30 Fixed 6.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CET7 2895.70600000 PA USD 2758.84000000 0.000592614671 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.00000000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 444859102 80.00000000 NS USD 13871.20000000 0.002979613399 Long EC CORP US N 1 N N N SK hynix, Inc. 988400XAIK6XISWQV045 N/A 1720.00000000 NS 975868.02000000 0.209622053504 Long EC CORP KR N 2 N N N CoreWeave, Inc. 984500511DP2B6186053 21873S108 596.00000000 NS USD 46172.12000000 0.009918036466 Long EC CORP US N 1 N N N Chase Mortgage Finance Trust N/A 161636AA3 266101.06000000 PA USD 102922.99000000 0.022108449169 Long ABS-MBS CORP US N 2 2037-12-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179N2J6 37678.10780000 PA USD 35660.75000000 0.007660133841 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 3.50000000 N N N N N N Alternative Loan Trust N/A 12668BWF6 18616.52190000 PA USD 8158.12000000 0.001752411014 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.50000000 N N N N N N TDK Corp. 3538005O8WNU39U8NX03 N/A 900.00000000 NS 11691.25000000 0.002511347623 Long EC CORP JP N 2 N N N Xiaomi Corp. 2549001ACVFAZRNMKL32 N/A 30200.00000000 NS 124745.99000000 0.026796154863 Long EC CORP KY N 2 N N N N/A N/A N/A 1.00000000 NC N/A 90708.34000000 0.019484672221 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 6698578.00000000 AUD 4707177.17000000 USD 2026-06-17 90708.34000000 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162100 1709.00000000 NS USD 601311.65000000 0.129165194766 Long EC CORP US N 1 N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AN9 70000.00000000 PA USD 69554.37000000 0.014940678012 Long DBT CORP US N 2 2030-07-01 Fixed 4.70000000 N N N N N N Smiths Group plc 213800MJL6IPZS3ASA11 N/A 15373.00000000 NS 469125.80000000 0.100770915259 Long EC CORP GB N 2 N N N Conseco Finance Securitizations Corp. N/A 20846QEQ7 36427.86000000 PA USD 6173.04000000 0.001326004433 Long ABS-O CORP US N 2 2031-05-01 Fixed 7.96000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJH27 10045.55000000 PA USD 9499.42000000 0.002040529955 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Leggett & Platt, Inc. DKOVQUCDW4ZLYCUD4T55 524660AY3 10000.00000000 PA USD 9786.07000000 0.002102104021 Long DBT CORP US N 2 2027-11-15 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335CCX0 4051.01190000 PA USD 4080.42000000 0.000876497643 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AG7 60000.00000000 PA USD 55762.21000000 0.011978042858 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 22584.00000000 NS USD 8359919.28000000 1.795758658643 Long EC CORP US N 1 N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAD8 18000.00000000 PA USD 18075.96000000 0.003882819988 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N GSAMP Trust N/A 362429AG7 25000.00000000 PA USD 24587.27000000 0.005281486760 Long ABS-O CORP US N 2 2037-02-25 Floating 7.16802840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EP6D1 3031.01000000 PA USD 2944.25000000 0.000632441803 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N JBS NV RB8RC03FUD8DSX57C193 46590XAN6 100000.00000000 PA USD 95921.25000000 0.020604435218 Long DBT CORP NL N 2 2029-02-02 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QY7 3265000.00000000 PA USD 2483313.09000000 0.533429909324 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N Cyprium Corp. N/A 23292NAA6 15000.00000000 PA USD 14787.26000000 0.003176388346 Long DBT CORP US N 2 2031-04-15 Fixed 6.12500000 N N N N N N FirstCash, Inc. 549300V2X3UU7K0DG350 33767DAD7 63000.00000000 PA USD 64210.73000000 0.013792833460 Long DBT CORP US N 2 2032-03-01 Fixed 6.87500000 N N N N N N Dino Polska SA 259400H4L81SMPRTW956 N/A 1548.00000000 NS 13990.09000000 0.003005151654 Long EC CORP PL N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132HNDN6 1361.35000000 PA USD 1291.65000000 0.000277453835 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFKW5 5274.72000000 PA USD 5213.89000000 0.001119973506 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.50000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96949LAC9 30000.00000000 PA USD 27134.28000000 0.005828599131 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CT4 215000.00000000 PA USD 220374.50000000 0.047337707849 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPB2 46967.19600000 PA USD 46184.41000000 0.009920676429 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAQ1 270000.00000000 PA USD 266517.80000000 0.057249553614 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PJK1 115822.67000000 PA USD 119593.48000000 0.025689366133 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 47232.00000000 NS USD 2302560.00000000 0.494603107824 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTZ1 367066.84550000 PA USD 328023.23000000 0.070461273103 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F020448 1250000.00000000 PA USD 1149578.34000000 0.246936027574 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 2.00000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAF4 10000.00000000 PA USD 9896.53000000 0.002125831463 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797TV9 1810000.00000000 PA USD 1752826.43000000 0.376517180770 Long STIV UST US N 2 2027-02-18 None 0.00000000 N N N N N N Atlanticus Holdings Corp. N/A 04914AAA2 35000.00000000 PA USD 31464.36000000 0.006758725176 Long DBT CORP US N 2 2030-09-01 Fixed 9.75000000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65346UAA7 40000.00000000 PA USD 40119.07000000 0.008617806573 Long DBT CORP US N 2 2034-04-15 Fixed 7.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EJXL7 17266.04000000 PA USD 17087.59000000 0.003670512437 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335BFU5 13479.55110000 PA USD 13292.81000000 0.002855371906 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Bristow Group, Inc. 5493005Q24EN3UC1PV68 11040GAB9 53000.00000000 PA USD 53569.33000000 0.011506999644 Long DBT CORP US N 2 2033-02-01 Fixed 6.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XCSJ5 22049.41640000 PA USD 21705.47000000 0.004662459574 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERHD5 1312.45000000 PA USD 1232.83000000 0.000264818962 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 3.00000000 N N N N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 914.00000000 NS 84795.18000000 0.018214491503 Long EC CORP GB N 2 N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F062648 9000.00000000 PA USD 9310.53000000 0.001999955299 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKWK0 902.75000000 PA USD 867.98000000 0.000186447087 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M5G37 6349.99000000 PA USD 6284.34000000 0.001349912312 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.50000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076DK5 130000.00000000 PA USD 126743.61000000 0.027225255108 Long DBT CORP US N 2 2035-09-15 Fixed 4.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83P0 23366.37510000 PA USD 19267.43000000 0.004138754585 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDR4 162000.00000000 PA USD 165286.08000000 0.035504398950 Long DBT CORP US N 2 2034-06-01 Variable 5.35000000 N N N N N N Crompton Greaves Consumer Electricals Ltd. 335800DIIEEWMH3UDH51 N/A 30170.00000000 NS 72226.59000000 0.015514686210 Long EC CORP IN N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMA8 308127.36370000 PA USD 309775.83000000 0.066541626818 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QZ4 332000.00000000 PA USD 265820.47000000 0.057099763126 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886FAE7 930000.00000000 PA USD 824315.68000000 0.177067740756 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N Safran SA 969500UIC89GT3UL7L24 N/A 4289.00000000 NS 1403486.54000000 0.301476966712 Long EC CORP FR N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKWL8 2071.75000000 PA USD 1989.08000000 0.000427265804 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 3.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MY4 10000.00000000 PA USD 8945.44000000 0.001921531870 Long DBT CORP US N 2 2032-05-01 Variable 2.56100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468U6 522000.00000000 PA USD 452019.83000000 0.097096454692 Long DBT CORP US N 2 2032-02-13 Variable 1.79400000 N N N N N N Ithaca Energy North Sea plc 213800BMMUN3AKWBIO91 46567TAC8 34000.00000000 PA USD 34863.46000000 0.007488871371 Long DBT CORP GB N 2 2029-10-15 Fixed 8.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QANL0 225138.86960000 PA USD 222537.67000000 0.047802369184 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBD4 105000.00000000 PA USD 102227.95000000 0.021959150587 Long DBT CORP US N 2 2027-06-15 Fixed 2.87500000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508BP8 690000.00000000 PA USD 656579.01000000 0.141036941003 Long DBT CORP US N 2 2032-08-16 Fixed 3.65000000 N N N N N N Nice Ltd. 254900YTY4EF5Z4W0A51 N/A 900.00000000 NS 99367.72000000 0.021344756761 Long EC CORP IL N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GDC67 144.17000000 PA USD 139.45000000 0.000029954660 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0AC6 30469.91660000 PA USD 31609.25000000 0.006789848380 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FCTM0 18793.63000000 PA USD 17131.47000000 0.003679938113 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AM1 110000.00000000 PA USD 116524.90000000 0.025030217531 Long DBT CORP GB N 2 2042-01-14 Fixed 6.10000000 N N N N N N Santos Ltd. 5299000RK70B5O2M7077 N/A 111619.00000000 NS 610951.62000000 0.131235915668 Long EC CORP AU N 2 N N N Bear Stearns Asset-Backed Securities I Trust N/A 073879EV6 62.36000000 PA USD 61.73000000 0.000013259958 Long ABS-O CORP US N 2 2034-08-25 Floating 5.51802960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CLH5 24342.39160000 PA USD 23132.71000000 0.004969038921 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417C3C7 372.63430000 PA USD 368.35000000 0.000079123694 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QM3K8 80632.48530000 PA USD 66360.20000000 0.014254551957 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RV2 1500000.00000000 PA USD 1117617.18000000 0.240070586905 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Rio Tinto Finance USA plc 2138006TSNBEUA761G16 76720AAD8 20000.00000000 PA USD 18344.54000000 0.003940512514 Long DBT CORP GB N 2 2042-03-22 Fixed 4.75000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650EG1 28000.00000000 PA USD 28351.20000000 0.006090000534 Long DBT CORP US N 2 2054-12-10 Variable 6.75000000 N N N N N N SoftBank Corp. 353800M1YCTS9JRBJ535 N/A 48000.00000000 NS 64229.92000000 0.013796955583 Long EC CORP JP N 2 N N N PennyMac Financial Services, Inc. 549300W1D516HBDEU871 70932MAD9 8000.00000000 PA USD 8183.73000000 0.001757912189 Long DBT CORP US N 2 2029-12-15 Fixed 7.87500000 N N N N N N Light & Wonder International, Inc. RLTHESQ0RNFQJWPBJN60 531968AA3 49000.00000000 PA USD 50288.70000000 0.010802301485 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YFM1 26131.01740000 PA USD 26686.57000000 0.005732428453 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAJ0 33000.00000000 PA USD 32853.28000000 0.007057073166 Long DBT CORP US N 2 2033-04-15 Fixed 5.75000000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874DS3 50000.00000000 PA USD 50481.91000000 0.010843804102 Long DBT CORP US N 2 2033-03-27 Fixed 5.12500000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAW8 29000.00000000 PA USD 29708.38000000 0.006381530590 Long DBT CORP US N 2 2032-09-01 Fixed 6.87500000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 N/A 193000.00000000 NS 2144486.27000000 0.460647963061 Long EC CORP HK N 2 N N Skanska AB 549300UINV5RINHGMG07 N/A 4049.00000000 NS 109521.92000000 0.023525937220 Long EC CORP SE N 2 N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579Y101 4484.00000000 NS USD 651211.32000000 0.139883930374 Long EC CORP US N 1 N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030107 5123.00000000 NS USD 722906.53000000 0.155284473110 Long EC CORP US N 1 N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 5303.00000000 NS USD 1198637.09000000 0.257474128738 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XQL58 11922.80000000 PA USD 11717.13000000 0.002516906796 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.00000000 N N N N N N Perimeter Holdings LLC N/A 71384AAA2 18000.00000000 PA USD 17653.51000000 0.003792075303 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCU8 150000.00000000 PA USD 136083.39000000 0.029231493475 Long DBT CORP US N 2 2033-01-25 Variable 2.96300000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLP8 41224.89260000 PA USD 35507.29000000 0.007627169752 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Pentair Finance SARL 549300H2U8U8TZPV3T89 709629AR0 450000.00000000 PA USD 447448.70000000 0.096114549723 Long DBT CORP LU N 2 2029-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FDB9 942.99000000 PA USD 935.13000000 0.000200871292 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.50000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612EBP0 10000.00000000 PA USD 10076.90000000 0.002164575975 Long DBT CORP US N 2 2032-09-15 Fixed 4.50000000 N N N N N N Global Partners LP 549300PCHWTW9P4DU444 37954FAK0 24000.00000000 PA USD 24802.80000000 0.005327783841 Long DBT CORP US N 2 2032-01-15 Fixed 8.25000000 N N N N N N United Airlines Pass-Through Trust N/A 90932KAA7 9911.63760000 PA USD 9684.60000000 0.002080307682 Long DBT CORP US N 2 2028-05-01 Fixed 3.50000000 N N N N N N ReNew Energy Global plc 254900SL77LA2KAG7R65 N/A 4424.00000000 NS USD 20261.92000000 0.004352376746 Long EC CORP GB N 1 N N N Engie SA LAXUQCHT4FH58LRZDY46 N/A 23666.00000000 NS 762694.99000000 0.163831262757 Long EC CORP FR N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A8RR0 15253.20580000 PA USD 12553.83000000 0.002696634760 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Bear Stearns Asset-Backed Securities I Trust N/A 07389YAE1 8183.44000000 PA USD 7790.65000000 0.001673476348 Long ABS-O CORP US N 2 2037-03-25 Floating 4.07302920 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJR0 493470.96530000 PA USD 424803.45000000 0.091250220009 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N Lonza Group AG 549300EFW4H2TCZ71055 N/A 66.00000000 NS 42340.23000000 0.009094924494 Long EC CORP CH N 2 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733R102 218.00000000 NS USD 376926.36000000 0.080965946197 Long EC CORP US N 1 N N N Reinsurance Group of America, Inc. LORM1GNEU1DKEW527V90 759351AS8 30000.00000000 PA USD 30474.58000000 0.006546114749 Long DBT CORP US N 2 2034-09-15 Fixed 5.75000000 N N N N N N Genesis Energy LP N/A 37185LAS1 12000.00000000 PA USD 11943.31000000 0.002565491558 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N APLD ComputeCo LLC N/A 00202DAA5 66000.00000000 PA USD 68001.25000000 0.014607058919 Long DBT CORP US N 2 2030-12-15 Fixed 9.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QTAC0 3171.04000000 PA USD 2987.13000000 0.000641652674 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N California Resources Corp. 5493003Q8F0T4F4YMR48 13057QAL1 36000.00000000 PA USD 36293.83000000 0.007796123059 Long DBT CORP US N 2 2034-01-15 Fixed 7.00000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAC5 25000.00000000 PA USD 27032.36000000 0.005806706130 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 1129.00000000 NS USD 105674.40000000 0.022699467834 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFAD8 3127.92350000 PA USD 3038.06000000 0.000652592730 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Garrett Motion Holdings, Inc. 5493001N1N6Z0SR83G07 366504AA6 55000.00000000 PA USD 56948.38000000 0.012232838985 Long DBT CORP US N 2 2032-05-31 Fixed 7.75000000 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097AM5 30000.00000000 PA USD 30095.66000000 0.006464720557 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N SEI Investments Co. 5LJTIFADGZ6XH1RVOC11 784117103 126.00000000 NS USD 9887.22000000 0.002123831622 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132KFAB8 7255.57000000 PA USD 7041.79000000 0.001512616921 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CH0 130000.00000000 PA USD 128330.07000000 0.027566035825 Long DBT CORP US N 2 2027-03-15 Fixed 3.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417F4H8 20814.22000000 PA USD 19042.08000000 0.004090348111 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -163485.57000000 -0.03511763906 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 8900423.59000000 USD 12113343.00000000 CAD 2026-06-17 -163485.57000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KXQ6 5336.21000000 PA USD 5447.47000000 0.001170147831 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 02557TAE9 30000.00000000 PA USD 29634.45000000 0.006365650002 Long DBT CORP US N 2 2056-03-15 Variable 5.80000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513E101 4501.00000000 NS USD 868242.90000000 0.186503559814 Long EC CORP US N 1 N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 438127AB8 260000.00000000 PA USD 255521.30000000 0.054887442279 Long DBT CORP JP N 2 2027-03-10 Fixed 2.53400000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBF1 40000.00000000 PA USD 30466.84000000 0.006544452153 Long DBT CORP US N 2 2049-06-15 Fixed 4.20000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAE2 43000.00000000 PA USD 42618.94000000 0.009154793002 Long DBT CORP US N 2 2032-06-15 Fixed 8.87500000 N N N N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 149123CB5 30000.00000000 PA USD 24748.54000000 0.005316128482 Long DBT CORP US N 2 2042-08-15 Fixed 3.80300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHD25 6455.40380000 PA USD 6228.42000000 0.001337900375 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.50000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAR8 89000.00000000 PA USD 83730.67000000 0.017985828643 Long DBT CORP US N 2 2029-01-15 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRVX9 44283.69490000 PA USD 45874.31000000 0.009854065168 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 1189.00000000 NS USD 562682.36000000 0.120867401489 Long EC CORP US N 1 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874DW4 85000.00000000 PA USD 85853.93000000 0.018441917082 Long DBT CORP US N 2 2030-05-07 Fixed 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181GFS3 12100.82000000 PA USD 11407.26000000 0.002450344941 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5B0 200245.43030000 PA USD 172389.78000000 0.037030314495 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2.50000000 N N N N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 46124HAD8 720000.00000000 PA USD 641457.07000000 0.137788661471 Long DBT CORP US N 2 2030-07-15 Fixed 1.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E1RT2 425.25000000 PA USD 415.49000000 0.000089249637 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 036752103 61.00000000 NS USD 17857.75000000 0.003835947227 Long EC CORP US N 1 N N N Trane Technologies Financing Ltd. 549300A5OEF3CJI2CO89 456873AD0 1280000.00000000 PA USD 1264129.14000000 0.271542197091 Long DBT CORP IE N 2 2029-03-21 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HH6H3 2080.75940000 PA USD 2048.94000000 0.000440124075 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Kimco Realty OP LLC 549300EA7I6T15IBYS12 49447BAA1 20000.00000000 PA USD 21643.00000000 0.004649040660 Long DBT CORP US N 2 2034-03-01 Fixed 6.40000000 N N N N N N Anheuser-Busch Cos. LLC 5493002J2SVENP0PVK27 03522AAH3 20000.00000000 PA USD 19479.46000000 0.004184299846 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Intuitive Surgical, Inc. 54930052SRG011710797 46120E602 61.00000000 NS USD 28120.39000000 0.006040421221 Long EC CORP US N 1 N N N NSTAR Electric Co. 54930080R72Y2Z31UR68 67021CAN7 280000.00000000 PA USD 271034.46000000 0.058219758114 Long DBT CORP US N 2 2029-05-15 Fixed 3.25000000 N N N N N N Parade Technologies Ltd. 529900D9FDQHQKAQLY02 N/A 4000.00000000 NS 61319.50000000 0.013171780657 Long EC CORP KY N 2 N N N East West Bancorp, Inc. 254900O4X656YXFOYB11 27579R104 61.00000000 NS USD 6512.36000000 0.001398892317 Long EC CORP US N 1 N N N Alternative Loan Trust N/A 23245FAE3 22485.61000000 PA USD 20800.10000000 0.004467980900 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.25302920 N N N N N N Burford Capital Global Finance LLC 549300JVAOO67CSCH406 12116LAE9 25000.00000000 PA USD 22562.50000000 0.004846554539 Long DBT CORP US N 2 2031-07-01 Fixed 9.25000000 N N N N N N Turning Point Brands, Inc. 549300IYG00QF0VVP302 90041LAG0 25000.00000000 PA USD 25585.00000000 0.005495804892 Long DBT CORP US N 2 2032-03-15 Fixed 7.62500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 5089.00000000 NS USD 1106806.61000000 0.237748414402 Long EC CORP US N 1 N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAF1 15000.00000000 PA USD 15074.29000000 0.003238044038 Long DBT CORP US N 2 2031-04-01 Fixed 5.87500000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250N105 2720.00000000 NS 147448.21000000 0.031672722061 Long EC CORP CA N 1 N N N StoneX Group, Inc. 549300JUF07L8VF02M60 861896AA6 56000.00000000 PA USD 58163.11000000 0.012493769963 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N CWHEQ Revolving Home Equity Loan Trust N/A 126685AB2 239.93000000 PA USD 239.40000000 0.000051424494 Long ABS-O CORP US N 2 2035-05-15 Floating 3.96699120 N N N N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 46124HAH9 20000.00000000 PA USD 18395.70000000 0.003951501976 Long DBT CORP US N 2 2053-09-15 Fixed 5.50000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAV8 40000.00000000 PA USD 38706.44000000 0.008314365539 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N CRH America Finance, Inc. 549300WEVUODRJ4CWK56 12636YAF9 295000.00000000 PA USD 301363.16000000 0.064734537002 Long DBT CORP US N 2 2035-01-09 Fixed 5.50000000 N N N N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338LAG8 25000.00000000 PA USD 24738.45000000 0.005313961092 Long DBT CORP US N 2 2034-10-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFCS3 21787.85800000 PA USD 21495.07000000 0.004617264446 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.50000000 N N N N N N Etsy, Inc. 54930089Q7XT501AEA40 29786A106 2245.00000000 NS USD 112205.10000000 0.024102299689 Long EC CORP US N 1 N N N Church & Dwight Co., Inc. POOXSI30AWAQGYJZC921 171340AN2 60000.00000000 PA USD 59157.07000000 0.012707278277 Long DBT CORP US N 2 2027-08-01 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMJZ8 131600.89410000 PA USD 107249.04000000 0.023037709547 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N JetBlue Airways Corp. 54930070J9H97ZO93T57 476920AA1 63000.00000000 PA USD 59538.68000000 0.012789250296 Long DBT CORP US N 2 2031-09-20 Fixed 9.87500000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918CD4 160000.00000000 PA USD 89364.91000000 0.019196095744 Long DBT CORP US N 2 2060-06-01 Fixed 2.67500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJET1 3842.37690000 PA USD 3705.71000000 0.000796007783 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AK7 10000.00000000 PA USD 9680.35000000 0.002079394758 Long DBT CORP US N 2 2030-06-01 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERM23 3644.49820000 PA USD 3558.51000000 0.000764388378 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 3.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAB3 10000.00000000 PA USD 9881.46000000 0.002122594341 Long DBT CORP US N 2 2043-09-30 Fixed 5.70000000 N N N N N N QIAGEN NV 54930036WK3GMCN17Z57 N/A 786.00000000 NS 31840.65000000 0.006839554428 Long EC CORP NL N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QJ78 861043.79400000 PA USD 877211.03000000 0.188429965627 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 18589GAA3 8000.00000000 PA USD 7815.74000000 0.001678865824 Long DBT CORP US N 2 2034-01-15 Fixed 7.62500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 315000.00000000 PA USD 311399.31000000 0.066890359643 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N Cyprium Corp. N/A 23292NAB4 15000.00000000 PA USD 14559.63000000 0.003127492116 Long DBT CORP US N 2 2034-04-15 Fixed 6.37500000 N N N N N N Rogers Communications, Inc. 5493000M6Z4XFIP6PF03 775109DG3 16000.00000000 PA USD 16063.02000000 0.003450428919 Long DBT CORP CA N 2 2055-04-15 Variable 7.00000000 N N N N N N Washington Mutual Escrow Bonds N/A N/A 400000.00000000 PA USD 0.04000000 0.000000008592 Long DBT CORP US N 3 2017-09-29 Fixed 0.00010000 Y N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410K3K8 3364.67000000 PA USD 3529.82000000 0.000758225601 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KXB5 1758.98000000 PA USD 1769.24000000 0.000380042909 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N NGL Energy Operating LLC 5493008CQD36WWZJ3O79 62922LAC2 34000.00000000 PA USD 35025.03000000 0.007523577535 Long DBT CORP US N 2 2029-02-15 Fixed 8.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416YVG0 2491.32000000 PA USD 2465.56000000 0.000529616443 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886F107 423.00000000 NS USD 326826.72000000 0.070204255885 Long EC CORP US N 1 N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F022642 1554000.00000000 PA USD 1306331.25000000 0.280607452616 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 2.50000000 N N N N N N ICICI Bank Ltd. R7RX8ER1V4666J8D1I38 N/A 491.00000000 NS 6303.09000000 0.001353939920 Long EC CORP IN N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRRZ8 647026.67800000 PA USD 655191.85000000 0.140738971071 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 220.00000000 NS USD 926270.40000000 0.198968199971 Long EC CORP US N 1 N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636QAQ7 250000.00000000 PA USD 190165.05000000 0.040848544545 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 74432QCE3 80000.00000000 PA USD 64206.31000000 0.013791884019 Long DBT CORP US N 2 2050-02-25 Fixed 4.35000000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251TAD1 11952.10790000 PA USD 4683.44000000 0.001006029801 Long ABS-O CORP US N 2 2036-08-25 Floating 4.11302880 N N N N N N Rio Tinto Finance USA plc 2138006TSNBEUA761G16 76720AAU0 200000.00000000 PA USD 203195.05000000 0.043647463355 Long DBT CORP GB N 2 2035-03-14 Fixed 5.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRR8 56209.97000000 PA USD 51167.53000000 0.010991079215 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Brookfield Renewable Corp. 894500N9AWD5I1YNP231 11285B108 198.00000000 NS 7890.96000000 0.001695023512 Long EC CORP CA N 1 N N N Ecolab, Inc. 82DYEISM090VG8LTLS26 278865BS8 10000.00000000 PA USD 10011.31000000 0.002150486866 Long DBT CORP US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Tech Mahindra Ltd. 3358005FZUZ1I25XQH69 N/A 5683.00000000 NS 84417.31000000 0.018133322858 Long EC CORP IN N 2 N N N Lojas Renner SA 52990032N7OAAM138D78 N/A 176385.00000000 NS 506355.39000000 0.108768044940 Long EC CORP BR N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FRA7 26819.51830000 PA USD 27351.66000000 0.005875293603 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VSH4 132608.78100000 PA USD 118790.94000000 0.025516975933 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.00000000 N N N N N N Evergy Kansas Central, Inc. J75GNWGEO73W89ZV3S44 30036FAD3 20000.00000000 PA USD 20159.80000000 0.004330440784 Long DBT CORP US N 2 2035-03-15 Fixed 5.25000000 N N N N N N J M Smucker Co. (The) 5493000WDH6A0LHDJD55 832696AS7 80000.00000000 PA USD 73720.99000000 0.015835691910 Long DBT CORP US N 2 2030-03-15 Fixed 2.37500000 N N N N N N FNB Corp. PCYSKIGYNYFDTBLVZU83 302520101 1598.00000000 NS USD 26718.56000000 0.005739300088 Long EC CORP US N 1 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBH7 60000.00000000 PA USD 57907.17000000 0.012438792581 Long DBT CORP US N 2 2029-09-06 Fixed 3.46200000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAL7 90000.00000000 PA USD 88476.70000000 0.019005303136 Long DBT CORP US N 2 2027-09-12 Fixed 3.00000000 N N N N N N Federal National Mortgage Association or Federal Home Loan Mortgage Corp. N/A 01F040446 458000.00000000 PA USD 447252.23000000 0.096072346839 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKWP9 2558.67000000 PA USD 2467.22000000 0.000529973021 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSVP3 19386.43260000 PA USD 20158.21000000 0.004330099243 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 46124HAG1 60000.00000000 PA USD 61040.56000000 0.013111862743 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081HB6 85000.00000000 PA USD 81884.49000000 0.017589258580 Long DBT CORP US N 2 2066-02-15 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HHWN1 6051.24000000 PA USD 5781.93000000 0.001241991760 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLW3 51614.92410000 PA USD 42547.51000000 0.009139449428 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FMDA1 9911.62000000 PA USD 9396.31000000 0.002018381335 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.00000000 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAB4 64000.00000000 PA USD 62186.20000000 0.013357952793 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653CAK4 28000.00000000 PA USD 28770.28000000 0.006180021324 Long DBT CORP US N 2 2031-01-15 Fixed 7.37500000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BL6 160000.00000000 PA USD 167779.73000000 0.036040049287 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AH7 10000.00000000 PA USD 10005.72000000 0.002149286102 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Fujitsu Ltd. 3538000246DHJLRTUZ24 N/A 12600.00000000 NS 257678.38000000 0.055350795448 Long EC CORP JP N 2 N N N Birlasoft Ltd. 335800287UMX47DWBF82 N/A 10292.00000000 NS 36450.88000000 0.007829858301 Long EC CORP IN N 2 N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 237194AQ8 75000.00000000 PA USD 74865.97000000 0.016081640188 Long DBT CORP US N 2 2029-10-15 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YGYN6 3859.53000000 PA USD 3747.65000000 0.000805016736 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.50000000 N N N N N N Citicorp Mortgage Securities Trust N/A 17314DAA4 17766.05080000 PA USD 15238.69000000 0.003273358102 Long ABS-MBS CORP US N 2 2038-06-25 Fixed 6.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CU1 195000.00000000 PA USD 199142.32000000 0.042776913683 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 26138EAX7 80000.00000000 PA USD 78934.90000000 0.016955669713 Long DBT CORP US N 2 2027-06-15 Fixed 3.43000000 N N N N N N Enerflex, Inc. 549300SQCOV1LC1GBK07 29281WAA6 7000.00000000 PA USD 7147.17000000 0.001535253150 Long DBT CORP US N 2 2031-01-15 Fixed 6.87500000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LBC9 20000.00000000 PA USD 19864.84000000 0.004267081683 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875P101 5777.00000000 NS USD 835180.89000000 0.179401650245 Long EC CORP US N 1 N N N Oakwood Mortgage Investors, Inc. N/A 67087TCW9 6660.57000000 PA USD 2418.55000000 0.000519518425 Long ABS-O CORP US N 2 2031-09-15 Variable 6.93000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFGY6 4845.77000000 PA USD 4703.65000000 0.001010371025 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250AG9 20000.00000000 PA USD 19624.43000000 0.004215440234 Long DBT CORP US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 3990.00000000 NS USD 556086.30000000 0.119450529931 Long EC CORP US N 1 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 870.00000000 NS USD 113917.80000000 0.024470197483 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A8S40 3603.77830000 PA USD 3261.70000000 0.000700631886 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAC0 16000.00000000 PA USD 16075.92000000 0.003453199913 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86360QAE5 9316.17000000 PA USD 8398.99000000 0.001804151273 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.17303000 N N N N N N Jacobs Solutions, Inc. 254900E3KHXCC2C8K272 46982L108 895.00000000 NS USD 113915.60000000 0.024469724910 Long EC CORP US N 1 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324P102 2676.00000000 NS USD 724098.84000000 0.155540588143 Long EC CORP US N 1 N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 00109LAB9 35000.00000000 PA USD 33897.83000000 0.007281448503 Long DBT CORP US N 2 2033-10-15 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDJ7 43000.00000000 PA USD 37289.06000000 0.008009904177 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045V100 1886.00000000 NS USD 140507.00000000 0.030181710301 Long EC CORP US N 1 N N N Fortrea Holdings, Inc. 5493000FIVFABOVCDU97 34965KAA5 15000.00000000 PA USD 14215.50000000 0.003053571016 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Viasat, Inc. UFC8NYMNFSYIHNSM2I38 92552VAR1 52000.00000000 PA USD 51386.82000000 0.011038183966 Long DBT CORP US N 2 2031-05-30 Fixed 7.50000000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556102 646.00000000 NS USD 317528.38000000 0.068206919068 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417FR75 90475.99000000 PA USD 82507.43000000 0.017723069668 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDC1 220000.00000000 PA USD 228461.86000000 0.049074919209 Long DBT CORP JP N 2 2030-07-13 Fixed 5.85200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196FZG2 3833.51000000 PA USD 3556.39000000 0.000763932990 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179DEK2 19522.77000000 PA USD 18411.19000000 0.003954829317 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 N/A 38819.00000000 NS 1448851.91000000 0.311221708647 Long EC CORP DE N 2 N N N Telefonica Brasil SA 529900MTGG2HSDBIWG79 N/A 42322.00000000 NS 335971.24000000 0.072168551283 Long EC CORP BR N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB89 12440.56130000 PA USD 11651.34000000 0.002502774726 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBNR7 500673.26630000 PA USD 462946.03000000 0.099443465183 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.50000000 N N N N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621XAJ7 40000.00000000 PA USD 40168.21000000 0.008628362128 Long DBT CORP US N 2 2028-03-27 Fixed 4.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RU4 265000.00000000 PA USD 193708.79000000 0.041609760243 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J6DA2 582.72420000 PA USD 562.29000000 0.000120783120 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Rocket Cos., Inc. N/A 77311WAA9 25000.00000000 PA USD 25230.68000000 0.005419694922 Long DBT CORP US N 2 2030-08-01 Fixed 6.12500000 N N N N N N Discovery Global Holdings, Inc. 549300DXR29GD4N0A520 55903VBU6 24000.00000000 PA USD 14580.00000000 0.003131867709 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Won N/A N/A -79.05000000 OU Currencies -0.05000000 -0.00000001074 Short STIV KR N 1 N N N Cooper-Standard Automotive, Inc. ITCH5B3Q4RTX2PH9UN62 216762AK0 91000.00000000 PA USD 85517.25000000 0.018369596285 Long DBT CORP US N 2 2031-03-01 Fixed 9.25000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 199118.92000000 0.042771887229 Long DBT CORP ES N 2 2028-03-24 Variable 4.17500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WD6X4 68.37710000 PA USD 66.57000000 0.000014299618 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307NNV2 2183.44000000 PA USD 2115.40000000 0.000454400065 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BE2 440000.00000000 PA USD 467503.47000000 0.100422429461 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Hyatt Hotels Corp. T27JQIMTYSH41TCD5186 448579AT9 370000.00000000 PA USD 374484.77000000 0.080441478647 Long DBT CORP US N 2 2031-12-15 Fixed 5.37500000 N N N N N N Canadian Pacific Kansas City Ltd. N/A 13646K108 1166.00000000 NS 91756.18000000 0.019709754269 Long EC CORP CA N 1 N N N Diageo Capital plc 213800L23DJLALFC4O95 25243YBD0 580000.00000000 PA USD 525556.21000000 0.112892491314 Long DBT CORP GB N 2 2030-04-29 Fixed 2.00000000 N N N N N N MBRF Global Foods Co. SA 391200219USWMOBN3F92 N/A 13264.00000000 NS 55336.55000000 0.011886608647 Long EC CORP BR N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132M9MM3 3811.05330000 PA USD 3544.36000000 0.000761348877 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.50000000 N N N N N N Incyte Corp. 549300Z4WN6JVZ3T4680 45337C102 159.00000000 NS USD 14965.08000000 0.003214585103 Long EC CORP US N 1 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214FP3 10000.00000000 PA USD 10915.49000000 0.002344709921 Long DBT CORP AU N 2 2033-11-17 Fixed 6.82000000 N N N N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826C839 42.00000000 NS USD 12694.08000000 0.002726761265 Long EC CORP US N 1 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002BG5 100000.00000000 PA USD 74176.37000000 0.015933510149 Long DBT CORP US N 2 2049-08-10 Fixed 3.85000000 N N N N N N Reliance, Inc. 549300E287ZOFT3C5Z56 759509AG7 370000.00000000 PA USD 332358.07000000 0.071392421623 Long DBT CORP US N 2 2030-08-15 Fixed 2.15000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBL9 455000.00000000 PA USD 456603.84000000 0.098081126358 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N 1261229 BC Ltd. N/A 68288AAA5 60000.00000000 PA USD 61430.64000000 0.013195654167 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XWA84 3314.79000000 PA USD 3098.21000000 0.000665513295 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Carlisle Cos., Inc. XR64VGX1ZPX6G7ZN7Z11 142339AM2 75000.00000000 PA USD 74334.76000000 0.015967533230 Long DBT CORP US N 2 2040-09-15 Fixed 5.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WPHP2 5672.66000000 PA USD 5194.11000000 0.001115724649 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Enel Chile SA 549300YM5CWCAUVOPB53 29278DAA3 10000.00000000 PA USD 10055.00000000 0.002159871729 Long DBT CORP CL N 2 2028-06-12 Fixed 4.87500000 N N N N N N Crown Holdings, Inc. NYLWZIOY8PUNIT4JOE22 228368106 4721.00000000 NS USD 473280.25000000 0.101663314971 Long EC CORP US N 1 N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13645RAX2 10000.00000000 PA USD 10052.60000000 0.002159356195 Long DBT CORP CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N NXP BV 724500RKKW4NOJ9YQF60 62954HAZ1 25000.00000000 PA USD 24979.00000000 0.005365632613 Long DBT CORP US N 2 2026-06-18 Fixed 3.87500000 N N N N N N Illinois Tool Works, Inc. 76NA4I14SZCFAYMNSV04 452308109 173.00000000 NS USD 45030.17000000 0.009672739050 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFE1 264345.67570000 PA USD 236488.27000000 0.050799038160 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.00000000 N N N N N N Rogers Communications, Inc. 5493000M6Z4XFIP6PF03 775109DH1 16000.00000000 PA USD 16372.61000000 0.003516930629 Long DBT CORP CA N 2 2055-04-15 Variable 7.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286T2 3063000.00000000 PA USD 2932583.22000000 0.629935712669 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 580135101 6287.00000000 NS USD 1953936.73000000 0.419716827856 Long EC CORP US N 1 N N N Albemarle Corp. HDBLS2Q6GV1LSKQPBS54 012653101 1670.00000000 NS USD 299815.10000000 0.064402004826 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810UM8 810000.00000000 PA USD 789370.31000000 0.169561274646 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N Century Aluminum Co. 549300U5ODNGEYWKSW73 156431AS7 34000.00000000 PA USD 35070.18000000 0.007533276014 Long DBT CORP US N 2 2032-08-01 Fixed 6.87500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJD3 70000.00000000 PA USD 62229.85000000 0.013367329063 Long DBT CORP US N 2 2033-01-27 Variable 2.67700000 N N N N N N GE Aerospace 3C7474T6CDKPR9K6YT90 369604301 1355.00000000 NS USD 384508.35000000 0.082594601180 Long EC CORP US N 1 N N N Pidilite Industries Ltd. 335800APXGEBZ349GN74 N/A 794.00000000 NS 10757.02000000 0.002310669655 Long EC CORP IN N 1 N N N Apollo Tyres Ltd. 335800W2PJ4XBSHQYC34 N/A 4706.00000000 NS 20591.32000000 0.004423133758 Long EC CORP IN N 2 N N N AmeriGas Partners LP N/A 030981AM6 29000.00000000 PA USD 29772.30000000 0.006395260973 Long DBT CORP US N 2 2028-06-01 Fixed 9.37500000 N N N N N N Tronox, Inc. 549300EPZ4YXC7E5P181 897051AC2 45000.00000000 PA USD 36031.73000000 0.007739822475 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HBK4 220000.00000000 PA USD 232794.65000000 0.050005627377 Long DBT CORP JP N 2 2033-01-18 Fixed 6.18100000 N N N N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 00790RAC8 15000.00000000 PA USD 14596.81000000 0.003135478593 Long DBT CORP US N 2 2034-03-01 Fixed 5.37500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132J7RZ7 13134.82000000 PA USD 12045.59000000 0.002587461890 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Bharti Airtel Ltd. 335800KQ1FPKOQ84OR26 N/A 5210.00000000 NS 99007.68000000 0.021267418102 Long EC CORP IN N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196FZE7 3655.24000000 PA USD 3400.03000000 0.000730345964 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411RAK5 820000.00000000 PA USD 817927.82000000 0.175695591753 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MS7 250000.00000000 PA USD 229170.04000000 0.049227040339 Long DBT CORP US N 2 2031-06-03 Variable 2.57200000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286AY3 30000.00000000 PA USD 35160.00000000 0.007552569866 Long DBT NUSS PH N 2 2030-02-02 Fixed 9.50000000 N N N N N N Endeavour Mining plc 529900NI5MXQ91GHXR07 N/A 4791.00000000 NS 287267.13000000 0.061706628827 Long EC CORP GB N 1 N N N Osaic Holdings, Inc. 549300XL60BDV6UW5C86 00791GAB3 22000.00000000 PA USD 22002.75000000 0.004726317025 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N Lehman ABS Manufactured Housing Contract Trust N/A 52519SAL7 8313.28000000 PA USD 8362.25000000 0.001796259310 Long ABS-O CORP US N 2 2040-04-15 Variable 6.63000120 N N N N N N Rakuten Group, Inc. 529900IMXUCQKUL1H943 75102WAG3 60000.00000000 PA USD 62101.03000000 0.013339657788 Long DBT CORP JP N 2 2027-02-15 Fixed 11.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FDW3 1147.53000000 PA USD 1137.97000000 0.000244442489 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.50000000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AM7 49000.00000000 PA USD 48077.94000000 0.010327417544 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VT3 96787.18000000 PA USD 100583.54000000 0.021605921878 Long ABS-MBS USGA US N 2 2055-09-20 Fixed 6.50000000 N N N N N N Accenture plc 5493000EWHDSR3MZWH98 N/A 543.00000000 NS USD 107671.47000000 0.023128449936 Long EC CORP IE N 1 N N N Zegona Finance plc 254900B3KC1SS7T2TE92 98927UAA5 59000.00000000 PA USD 61805.33000000 0.013276139730 Long DBT CORP GB N 2 2029-07-15 Fixed 8.62500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296WPQ4 23526.32000000 PA USD 24008.02000000 0.005157060534 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 80000.00000000 PA USD 49192.36000000 0.010566801359 Long DBT CORP US N 2 2061-03-25 Fixed 4.10000000 N N N N N N Alternative Loan Trust N/A 02148GAD5 9683.59000000 PA USD 8083.32000000 0.001736343545 Long ABS-MBS CORP US N 2 2047-06-25 Floating 4.15302840 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S5M5 9352.52720000 PA USD 8943.36000000 0.001921085075 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.00000000 N N N N N N Siemens Energy AG 5299005CHJZ14D4FDJ62 N/A 6090.00000000 NS 1050217.90000000 0.225592834598 Long EC CORP DE N 2 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475CE3 55000.00000000 PA USD 55240.08000000 0.011865886337 Long DBT CORP US N 2 2036-07-21 Variable 5.37300000 N N N N N N Zloty N/A N/A 0.83000000 OU Currencies 0.22000000 0.000000047257 Long STIV PL N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGKA4 74736.22000000 PA USD 70994.50000000 0.015250026204 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2U1 236775.40660000 PA USD 203838.25000000 0.043785626408 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAY3 20000.00000000 PA USD 19642.36000000 0.004219291701 Long DBT CORP US N 2 2033-01-15 Fixed 4.65000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BBA8 120000.00000000 PA USD 119053.77000000 0.025573433326 Long DBT CORP US N 2 2054-08-01 Fixed 5.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPF7 25091.70000000 PA USD 24149.84000000 0.005187524284 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJR2 30000.00000000 PA USD 30985.78000000 0.006655923444 Long DBT CORP US N 2 2035-01-23 Variable 5.67800000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTGZ7 238603.84590000 PA USD 246257.21000000 0.052897462559 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RT7 830000.00000000 PA USD 541023.83000000 0.116215024896 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Pacific Gas & Electric Co. 1HNPXZSMMB7HMBMVBS46 694308LB1 75000.00000000 PA USD 71177.63000000 0.015289363580 Long DBT CORP US N 2 2056-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMA22 5962.12140000 PA USD 5797.97000000 0.001245437244 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N International Consolidated Airlines Group SA 959800TZHQRUSH1ESL13 N/A 22986.00000000 NS 108172.85000000 0.023236149239 Long EC CORP ES N 2 N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 970648AN1 150000.00000000 PA USD 145598.44000000 0.031275380844 Long DBT CORP US N 2 2054-03-05 Fixed 5.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHFF4 4802.09000000 PA USD 4352.24000000 0.000934886139 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132HRMP2 39657.75000000 PA USD 36381.71000000 0.007815000188 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N BioNTech SE 894500UZJ5LG1F8J1U58 09075V102 1317.00000000 NS USD 117054.96000000 0.025144077462 Long EC CORP DE N 1 N N N Gerdau SA 254900YDV6SEQQPZVG24 N/A 31894.00000000 NS 116742.81000000 0.025077025850 Long EP CORP BR N 1 N N N BorgWarner, Inc. 549300DSFX2IE88NSX47 099724106 12691.00000000 NS USD 688613.66000000 0.147918167746 Long EC CORP US N 1 N N N CSMC Mortgage-Backed Trust N/A 22944BAL2 22917.22310000 PA USD 10356.80000000 0.002224700102 Long ABS-MBS CORP US N 2 2037-08-25 Variable 6.99999840 N N N N N N Orica Ltd. N/A N/A 6627.00000000 NS 93139.62000000 0.020006925124 Long EC CORP AU N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QM4T8 59757.53080000 PA USD 51544.52000000 0.011072058831 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Anywhere Real Estate Group LLC N/A 75606DAV3 18000.00000000 PA USD 19108.15000000 0.004104540326 Long DBT CORP US N 2 2030-04-15 Fixed 9.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307U5V6 478.78250000 PA USD 465.05000000 0.000099895410 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WY93 1330175.95950000 PA USD 1145139.81000000 0.245982605846 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GD3M2 7501.53000000 PA USD 7433.22000000 0.001596698332 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABV6 20000.00000000 PA USD 19382.46000000 0.004163463689 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 04273WAE1 135000.00000000 PA USD 138389.63000000 0.029726887068 Long DBT CORP US N 2 2034-04-10 Fixed 5.87500000 N N N N N N Dell Technologies, Inc. 549300TJB5YBRUPOG437 24703L202 2444.00000000 NS USD 401133.72000000 0.086165826108 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GLT1 45237.03000000 PA USD 41399.67000000 0.008892886806 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Allegion US Holding Co., Inc. 5493002B66JX7J7SXI33 01748NAE4 15000.00000000 PA USD 14786.37000000 0.003176197169 Long DBT CORP US N 2 2027-10-01 Fixed 3.55000000 N N N N N N NCR Atleos Corp. 9845005FC3S0VA714741 638962AA8 46000.00000000 PA USD 49240.35000000 0.010577109886 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 053015AJ2 115000.00000000 PA USD 116179.53000000 0.024956030072 Long DBT CORP US N 2 2032-05-08 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECG3 291700.96950000 PA USD 252806.64000000 0.054304317725 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8ZR7 35356.24400000 PA USD 34784.58000000 0.007471927494 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N TSMC Arizona Corp. 2549005GOBWLCSY63Q97 872898AH4 150000.00000000 PA USD 148984.50000000 0.032002725973 Long DBT CORP US N 2 2032-04-22 Fixed 4.25000000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095BA8 30000.00000000 PA USD 29010.84000000 0.006231694993 Long DBT CORP US N 2 2036-02-15 Fixed 4.62500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBD1 200000.00000000 PA USD 210000.00000000 0.045109205685 Long DBT NUSS MX N 2 2055-05-13 Fixed 7.37500000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8G8 281000.00000000 PA USD 281173.76000000 0.060397737967 Long DBT CORP US N 2 2027-10-15 Variable 4.44700000 N N N N N N Grupo Financiero Banorte SAB de CV N/A N/A 12462.00000000 NS 138213.27000000 0.029689003928 Long EC CORP MX N 1 N N N MasTec, Inc. 549300TMDIT8WREDOF45 576323109 3803.00000000 NS USD 1223577.22000000 0.262831411852 Long EC CORP US N 1 N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAE4 11000.00000000 PA USD 11175.03000000 0.002400460603 Long DBT CORP US N 2 2035-10-01 Fixed 6.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 2830000.00000000 PA USD 1892009.77000000 0.406414561303 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XYBY9 4534.93000000 PA USD 4295.04000000 0.000922599251 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YBX65 1614.11000000 PA USD 1576.90000000 0.000338727173 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132KE2B0 4984.55000000 PA USD 4852.49000000 0.001042342711 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525103 7936.00000000 NS USD 1021998.08000000 0.219531055242 Long EC CORP US N 1 N N N CPFL Energia SA 529900GBWSBDXN8GGM28 N/A 12614.00000000 NS 118570.16000000 0.025469551121 Long EC CORP BR N 1 N N N GSR Mortgage Loan Trust N/A 3622MPAN8 203.88710000 PA USD 527.96000000 0.000113408839 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 5.50000000 N N N N N N Morgan Stanley ABS Capital I, Inc. Trust N/A 61744CKH8 78382.83000000 PA USD 74730.75000000 0.016052594156 Long ABS-O CORP US N 2 2034-12-25 Floating 4.39302960 N N N N N N Coca-Cola Femsa SAB de CV 5493008KEVFYPMGTXO33 N/A 5369.00000000 NS 52333.00000000 0.011241428862 Long EC CORP MX N 1 N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AE0 22000.00000000 PA USD 22703.50000000 0.004876842148 Long DBT CORP US N 2 2030-03-15 Fixed 7.87500000 N N N N N N Lindblad Expeditions LLC 549300MPUWOG67Y2R254 53523LAB6 10000.00000000 PA USD 10209.91000000 0.002193147286 Long DBT CORP US N 2 2030-09-15 Fixed 7.00000000 N N N N N N N/A N/A N/A -262.00000000 NC USD 1031399.43000000 0.221550519198 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury Ultra Bond 2026-06-18 -30473875.00000000 USD 1031399.43000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMM8 230000.00000000 PA USD 234549.55000000 0.050382589973 Long DBT CORP US N 2 2036-01-24 Variable 5.51100000 N N N N N N HCL Technologies Ltd. 549300C1F8OLYSOQYB65 N/A 6683.00000000 NS 96186.47000000 0.020661405997 Long EC CORP IN N 2 N N N Alternative Loan Trust 549300QKXMAFE33VN106 02151RAC7 3947.71320000 PA USD 3707.63000000 0.000796420210 Long ABS-MBS CORP US N 2 2047-08-25 Floating 4.27303080 N N N N N N Samsung C&T Corp. 988400GFRE4IDFPE9E64 N/A 324.00000000 NS 56783.60000000 0.012197443295 Long EC CORP KR N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 613138.91890000 PA USD 527848.29000000 0.113384843258 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAS2 40000.00000000 PA USD 39477.31000000 0.008479952841 Long DBT CORP US N 2 2056-06-15 Variable 6.10000000 N N N N N N N/A N/A N/A 14707864.00000000 PA USD -5178.58000000 -0.00111238871 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 46-V1 2I65BYEJ0 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 253595.38000000 USD 14707864.00000000 USD -5178.58000000 N N N Potomac Electric Power Co. 549300BXF2DWUNN57U06 737679DH0 30000.00000000 PA USD 30517.21000000 0.006555271918 Long DBT CORP US N 2 2034-03-15 Fixed 5.20000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830DAB9 19760.76000000 PA USD 19354.30000000 0.004157414759 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.25000160 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040640 219000.00000000 PA USD 205110.19000000 0.044058846423 Long ABS-MBS USGA US N 2 2056-04-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L6BK9 29863.49530000 PA USD 24624.39000000 0.005289460349 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N HTA Group Ltd. 213800WEFU8O8X6EPU13 40435WAC4 54000.00000000 PA USD 54675.00000000 0.011744503908 Long DBT CORP MU N 2 2029-06-04 Fixed 7.50000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 N/A 1391.00000000 NS 23951.86000000 0.005144997044 Long EC CORP FI N 2 N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BF2 10000.00000000 PA USD 10701.81000000 0.002298810230 Long DBT CORP US N 2 2040-09-15 Fixed 6.55000000 N N N N N N L'Oreal SA 529900JI1GG6F7RKVI53 N/A 33.00000000 NS 13473.58000000 0.002894202340 Long EC CORP FR N 2 N N N Campbell's Co. (The) 5493007JDSMX8Z5Z1902 134429BG3 60000.00000000 PA USD 59274.24000000 0.012732447066 Long DBT CORP US N 2 2028-03-15 Fixed 4.15000000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199BL8 60000.00000000 PA USD 62330.04000000 0.013388850451 Long DBT CORP US N 2 2035-01-16 Fixed 5.45000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 25000.00000000 PA USD 24706.12000000 0.005307016422 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N CACI International, Inc. SYRPI2D1O9WRTS2WX210 127190AE6 64000.00000000 PA USD 65147.26000000 0.013994005481 Long DBT CORP US N 2 2033-06-15 Fixed 6.37500000 N N N N N N Diversified Healthcare Trust N/A 25525PAE7 5000.00000000 PA USD 5042.97000000 0.001083258909 Long DBT CORP US N 2 2030-10-15 Fixed 7.25000000 N N N N N N Bear Stearns Mortgage Funding Trust N/A 07400WAA8 6278.82000000 PA USD 6262.41000000 0.001345201622 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.07302920 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377508 3161.00000000 NS USD 461948.54000000 0.099229198604 Long EC CORP US N 1 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LGV2 250000.00000000 PA USD 253749.53000000 0.054506855911 Long DBT CORP CA N 2 2028-02-01 Fixed 5.20300000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65346UAB5 55000.00000000 PA USD 55419.05000000 0.011904330120 Long DBT CORP US N 2 2033-09-15 Fixed 6.50000000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448DC2 50000.00000000 PA USD 49835.40000000 0.010704930042 Long DBT CORP US N 2 2035-09-15 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WC7G2 3035.92550000 PA USD 2983.99000000 0.000640978184 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3129414T1 3470.60000000 PA USD 3356.13000000 0.000720915992 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251PAD9 19285.69000000 PA USD 8992.91000000 0.001931728699 Long ABS-O CORP US N 2 2036-06-25 Floating 4.09303080 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GL7 230246.63460000 PA USD 215911.86000000 0.046379107155 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 4.00000000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807AV0 710000.00000000 PA USD 642157.87000000 0.137939197334 Long DBT CORP US N 2 2030-06-15 Fixed 1.90000000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 444859BN1 178000.00000000 PA USD 177625.82000000 0.038155045949 Long DBT CORP US N 2 2030-04-01 Fixed 4.87500000 N N N N N N EURO N/A N/A 49433.47000000 OU Currencies 57137.68000000 0.012273501711 Long STIV XX N 1 N N N Infosys Ltd. 335800TYLGG93MM7PR89 N/A 65751.00000000 NS 886839.15000000 0.190498141082 Long EC CORP IN N 2 N N N Pound Sterling N/A N/A 109772.69000000 OU Currencies 145295.13000000 0.031210228115 Long STIV GB N 1 N N N Diageo Capital plc 213800L23DJLALFC4O95 25243YBH1 830000.00000000 PA USD 856990.50000000 0.184086479690 Long DBT CORP GB N 2 2033-01-24 Fixed 5.50000000 N N N N N N N/A N/A N/A 4.00000000 NC USD -9380.12000000 -0.00201490363 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI Emerging Markets Index GB00BP5FTD07 2026-06-19 290920.00000000 USD -9380.12000000 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027X100 6081.00000000 NS USD 1049458.98000000 0.225429814224 Long EC CORP US N 1 N N N UPL Ltd. 335800RJSM1SLHO4UA95 N/A 3212.00000000 NS 19483.82000000 0.004185236399 Long EC CORP IN N 2 N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 347000.00000000 PA USD 216319.26000000 0.046466619014 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512AE9 122000.00000000 PA USD 112044.44000000 0.024067788999 Long DBT CORP US N 2 2031-02-15 Fixed 1.85000000 N N N N N N TMX Group Ltd. 549300N65GFVKSHGJW59 87262K105 1511.00000000 NS 53581.79000000 0.011509676124 Long EC CORP CA N 1 N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 970648AL5 110000.00000000 PA USD 110181.44000000 0.023667605903 Long DBT CORP US N 2 2027-06-15 Fixed 4.65000000 N N N N N N Option One Mortgage Loan Trust N/A 68403BAA3 25978.46410000 PA USD 23479.06000000 0.005043436889 Long ABS-O CORP US N 2 2037-03-25 Variable 5.82000120 N N N N N N N/A N/A N/A 5.00000000 NC -11543.05000000 -0.00247951341 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long EURO STOXX 50 Index EU0009658145 2026-06-19 274750.00000000 EUR -11543.05000000 N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BS2 10000.00000000 PA USD 9723.80000000 0.002088728067 Long DBT CORP US N 2 2033-11-15 Fixed 5.37500000 N N N N N N Grupo Cibest SA 529900OSSJBGZREZ2C28 N/A 9851.00000000 NS 181003.23000000 0.038880533008 Long EP CORP CO N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196FZF4 4864.93000000 PA USD 4519.29000000 0.000970769438 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 1521.00000000 NS USD 919277.19000000 0.197466018312 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M9WN8 28870.14000000 PA USD 29778.24000000 0.006396536919 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N Life Time, Inc. 549300PALKE96VYH4X17 53190FAE5 32000.00000000 PA USD 32253.54000000 0.006928245571 Long DBT CORP US N 2 2031-11-15 Fixed 6.00000000 N N N N N N MTN Group Ltd. 2549009JD6Q6XHZS5E05 N/A 18461.00000000 NS 215562.85000000 0.046304137803 Long EC CORP ZA N 2 N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255AY0 7000.00000000 PA USD 7401.95000000 0.001589981357 Long DBT CORP US N 2 2030-06-01 Fixed 10.00000000 N N N N N N Millrose Properties, Inc. N/A 601137AB8 53000.00000000 PA USD 52025.21000000 0.011175313803 Long DBT CORP US N 2 2032-09-15 Fixed 6.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDG8 305000.00000000 PA USD 306501.09000000 0.065838193864 Long DBT CORP US N 2 2028-07-25 Variable 4.85100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNG7 95989.85990000 PA USD 97430.98000000 0.020928733890 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132G5AU3 645.69100000 PA USD 638.91000000 0.000137241536 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QM4F8 130666.77110000 PA USD 112866.93000000 0.024244464573 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YBX73 8211.66000000 PA USD 8042.29000000 0.001727530065 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAH0 19000.00000000 PA USD 18758.92000000 0.004029523717 Long DBT CORP BM N 2 2033-10-15 Fixed 5.87500000 N N N N N N Migros Ticaret A/S 789000L1JHPL1R9B2J15 N/A 4549.00000000 NS 61847.26000000 0.013285146535 Long EC CORP TR N 2 N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAB4 37000.00000000 PA USD 38029.52000000 0.008168959237 Long DBT CORP JP N 2 2033-07-24 Fixed 6.62500000 N N N N N N American Home Mortgage Assets Trust N/A 02660UAE0 38416.32000000 PA USD 25538.41000000 0.005485797093 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.79873880 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 170000.00000000 PA USD 172492.08000000 0.037052289122 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N Getty Images, Inc. 5493005NV20IG4VEKZ40 374276AR4 9000.00000000 PA USD 8071.37000000 0.001733776616 Long DBT CORP US N 2 2030-11-15 Fixed 10.50000000 N N N N N N HDC Hyundai Development Co-Engineering & Construction N/A N/A 1475.00000000 NS 20249.65000000 0.004349741080 Long EC CORP KR N 2 N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 15290.00000000 NS 113267.52000000 0.024330513605 Long EC CORP GB N 2 N N N Repsol SA BSYCX13Y0NOTV14V9N85 N/A 35684.00000000 NS 1004450.05000000 0.215761637648 Long EC CORP ES N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD71 12749.37820000 PA USD 12007.56000000 0.002579292827 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N Option One Mortgage Loan Trust N/A 68402YAD8 40000.00000000 PA USD 34564.76000000 0.007424708896 Long ABS-O CORP US N 2 2037-03-25 Floating 4.00303080 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 1198.00000000 NS USD 232579.72000000 0.049959459179 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312938GD9 3274.27000000 PA USD 3244.46000000 0.000696928635 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDY3 100000.00000000 PA USD 99103.61000000 0.021288024417 Long DBT CORP US N 2 2031-03-01 Fixed 4.40000000 N N N N N N Moderna, Inc. 549300EI6OKH5K5Q2G38 60770K107 1136.00000000 NS USD 57708.80000000 0.012396181566 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307UR34 389.97670000 PA USD 378.71000000 0.000081349082 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466L302 1567.00000000 NS USD 292511.89000000 0.062833233387 Long EC CORP US N 1 N N N Hungary 5299003F3UFKGCCMAP43 445545AF3 30000.00000000 PA USD 33951.00000000 0.007292869724 Long DBT NUSS HU N 2 2041-03-29 Fixed 7.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEN7 2570000.00000000 PA USD 2542163.89000000 0.546071399048 Long DBT UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N Rolls-Royce Holdings plc 213800EC7997ZBLZJH69 N/A 43694.00000000 NS 663817.80000000 0.142591874656 Long EC CORP GB N 2 N N N Deluxe Corp. KWGNKB8TX9LE5TV29231 248019AW1 25000.00000000 PA USD 25952.10000000 0.005574660080 Long DBT CORP US N 2 2029-09-15 Fixed 8.12500000 N N N N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944TAF2 580000.00000000 PA USD 546120.49000000 0.117309816725 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBF7 1499340.00000000 PA USD 1409521.86000000 0.302773388099 Long DBT UST US N 2 2031-01-15 Fixed 0.12500000 N N N N N N Virginia Electric & Power Co. CQKUMNNZVDJLRYV2PT43 927804GY4 100000.00000000 PA USD 96460.61000000 0.020720292843 Long DBT CORP US N 2 2056-03-15 Fixed 5.70000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620M106 7626.00000000 NS USD 357735.66000000 0.076843673656 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132HNMK2 3941.17000000 PA USD 3728.75000000 0.000800956908 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292LGU3 31336.65000000 PA USD 29686.72000000 0.006376877898 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746RF0 40000.00000000 PA USD 38275.89000000 0.008221880927 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N Alkermes plc N/A N/A 2369.00000000 NS USD 83767.84000000 0.017993812973 Long EC CORP IE N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LTL63 482.74000000 PA USD 455.11000000 0.000097760240 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 136069101 1552.00000000 NS 147089.12000000 0.031595587467 Long EC CORP CA N 1 N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BV8 13000.00000000 PA USD 13258.31000000 0.002847961108 Long DBT CORP US N 2 2032-03-01 Fixed 6.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9Y96 3890.31440000 PA USD 3912.57000000 0.000840442499 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Lotes Co. Ltd. N/A N/A 1000.00000000 NS 66737.15000000 0.014335522981 Long EC CORP TW N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y4UY3 1174.74000000 PA USD 1146.57000000 0.000246289818 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W5M21 19343.99000000 PA USD 17699.97000000 0.003802055177 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Solar Industries India Ltd. 3358002ANWRT2YJ79L60 N/A 944.00000000 NS 121003.00000000 0.025992139121 Long EC CORP IN N 2 N N N Murata Manufacturing Co. Ltd. 529900QZG6DL8ZRI7140 N/A 42300.00000000 NS 949094.74000000 0.203870999245 Long EC CORP JP N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EXEK5 14783.75000000 PA USD 14630.74000000 0.003142766952 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QB7 66000.00000000 PA USD 64058.67000000 0.013760170099 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N Klepierre SA 969500PB4U31KEFHZ621 N/A 1224.00000000 NS 45951.64000000 0.009870676096 Long EC CORP FR N 2 N N N Amada Co. Ltd. 529900QF5O6TQGCPDX85 N/A 17800.00000000 NS 251041.45000000 0.053925144779 Long EC CORP JP N 2 N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408103 220.00000000 NS USD 9031.00000000 0.001939910650 Long EC CORP US N 1 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFK5 10000.00000000 PA USD 7197.19000000 0.001545997733 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BB8 460000.00000000 PA USD 457866.07000000 0.098352260609 Long DBT CORP NL N 2 2028-03-28 Variable 4.01700000 N N N N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922NAC7 20000.00000000 PA USD 19594.64000000 0.004209041171 Long DBT CORP US N 2 2027-06-22 Fixed 3.70000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132JADY8 4704.19000000 PA USD 4430.68000000 0.000951735502 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECX7 40000.00000000 PA USD 43132.56000000 0.009265121527 Long DBT CORP US N 2 2054-03-15 Fixed 6.40000000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBF6 270000.00000000 PA USD 271926.92000000 0.058411463646 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 053015AG8 1120000.00000000 PA USD 1066977.88000000 0.229192974527 Long DBT CORP US N 2 2028-05-15 Fixed 1.70000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CD1 65000.00000000 PA USD 67126.02000000 0.014419054490 Long DBT CORP CA N 2 2033-06-15 Fixed 6.75000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAR0 90000.00000000 PA USD 92784.04000000 0.019930544498 Long DBT CORP US N 2 2034-02-01 Fixed 5.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GSSE0 7775.93720000 PA USD 7359.28000000 0.001580815596 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233W109 1086.00000000 NS USD 44819.22000000 0.009627425779 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5C8 741224.14500000 PA USD 662208.62000000 0.142246213553 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFRT0 94048.84250000 PA USD 77595.19000000 0.016667892313 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N ASR Nederland NV 7245000G0HS48PZWUD53 N/A 484.00000000 NS 33321.87000000 0.007157728988 Long EC CORP NL N 2 N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 13945.00000000 NS 1631026.60000000 0.350353877989 Long EC CORP KR N 2 N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 233835AQ0 60000.00000000 PA USD 69480.61000000 0.014924833941 Long DBT CORP US N 2 2031-01-18 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQT80 70112.74210000 PA USD 72757.92000000 0.015628818945 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Ivanhoe Mines Ltd. 5299006XZISURYIA4G32 46579RAE4 49000.00000000 PA USD 49590.45000000 0.010652313376 Long DBT CORP CA N 2 2030-01-23 Fixed 7.87500000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BU2 300000.00000000 PA USD 272629.51000000 0.058562384011 Long DBT CORP US N 2 2031-05-24 Fixed 2.75000000 N N N N N N Roku, Inc. 549300KR6ITU0YIR1T71 77543R102 3408.00000000 NS USD 322464.96000000 0.069267324795 Long EC CORP US N 1 N N N MPT Operating Partnership LP WUQXXXF7PXTUPGROE843 55342UAH7 41000.00000000 PA USD 38164.24000000 0.008197897866 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KKX33 22459.84900000 PA USD 18301.62000000 0.003931293052 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BY2 21000.00000000 PA USD 20888.03000000 0.004486868769 Long DBT CORP US N 2 2033-05-31 Fixed 6.37500000 N N N N N N Seegene, Inc. N/A N/A 693.00000000 NS 10150.29000000 0.002180340568 Long EC CORP KR N 2 N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKV0 35000.00000000 PA USD 35745.12000000 0.007678257001 Long DBT CORP US N 2 2028-03-01 Fixed 5.65000000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234103 5558.00000000 NS USD 334480.44000000 0.071848318884 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFQ25 7469.29000000 PA USD 7236.93000000 0.001554534113 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978V103 4294.00000000 NS USD 507593.74000000 0.109034049629 Long EC CORP US N 1 N N N Radico Khaitan Ltd. 335800P7T5DW332M7E19 N/A 3662.00000000 NS 102472.29000000 0.022011636222 Long EC CORP IN N 2 N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBB8 130000.00000000 PA USD 122747.48000000 0.026366863441 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N Hyundai Steel Co. 9884006EYA94IB2C3132 N/A 4905.00000000 NS 112649.48000000 0.024197755065 Long EC CORP KR N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 9073.00000000 NS 270013.26000000 0.058000398491 Long EC CORP DE N 2 N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAD6 11000.00000000 PA USD 11118.82000000 0.002388386373 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CS6 139000.00000000 PA USD 136983.69000000 0.029424883084 Long DBT CORP US N 2 2027-03-04 Fixed 2.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416VXQ2 18917.74000000 PA USD 18540.67000000 0.003982642364 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.00000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444U700 295.00000000 NS USD 289170.80000000 0.062115548073 Long EC CORP US N 1 N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BT5 50000.00000000 PA USD 50883.88000000 0.010930149566 Long DBT CORP US N 2 2034-03-15 Fixed 5.85200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7R64 25682.24650000 PA USD 25272.27000000 0.005428628693 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N eBay, Inc. OML71K8X303XQONU6T67 278642103 2727.00000000 NS USD 248211.54000000 0.053317263863 Long EC CORP US N 1 N N N Perenti Finance Pty. Ltd. 894500ZDIIAOXSQHE612 71367VAB5 32000.00000000 PA USD 32833.63000000 0.007052852233 Long DBT CORP AU N 2 2029-04-26 Fixed 7.50000000 N N N N N N Ameren Illinois Co. RC71E2BZ6UOMFPDJSE79 02361DAZ3 30000.00000000 PA USD 30229.28000000 0.006493422901 Long DBT CORP US N 2 2052-12-01 Fixed 5.90000000 N N N N N N Rithm Capital Corp. 549300WNTHGEO5LP2G31 64828TAB8 55000.00000000 PA USD 54033.68000000 0.011606744690 Long DBT CORP US N 2 2029-04-01 Fixed 8.00000000 N N N N N N Invitation Homes Operating Partnership LP 549300147YMUQB3GW319 46188BAE2 10000.00000000 PA USD 10157.28000000 0.002181842060 Long DBT CORP US N 2 2030-08-15 Fixed 5.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CZ98 23495.67680000 PA USD 22413.91000000 0.004814636554 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216DC1 180000.00000000 PA USD 105753.51000000 0.022716461116 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLF6 1260000.00000000 PA USD 1227958.59000000 0.263772555283 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BB3 60000.00000000 PA USD 58392.23000000 0.012542986254 Long DBT CORP US N 2 2027-06-01 Fixed 2.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAQ4 22000.00000000 PA USD 21929.65000000 0.004710614725 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MABR9 37053.39110000 PA USD 34937.01000000 0.007504670333 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213FZ22 4106.45000000 PA USD 3867.54000000 0.000830769796 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N 2026-03-31 BlackRock Series Fund, Inc. Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX