0001752724-21-175717.txt : 20210819 0001752724-21-175717.hdr.sgml : 20210819 20210819121805 ACCESSION NUMBER: 0001752724-21-175717 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210819 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Voya BALANCED PORTFOLIO INC CENTRAL INDEX KEY: 0000846799 IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05773 FILM NUMBER: 211189342 BUSINESS ADDRESS: STREET 1: 7337 E. DOUBLETREE RANCH ROAD STREET 2: STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 BUSINESS PHONE: 480-477-3000 MAIL ADDRESS: STREET 1: 7337 E. DOUBLETREE RANCH ROAD STREET 2: STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258-2034 FORMER COMPANY: FORMER CONFORMED NAME: ING BALANCED PORTFOLIO INC DATE OF NAME CHANGE: 20090508 FORMER COMPANY: FORMER CONFORMED NAME: ING VP BALANCED PORTFOLIO INC DATE OF NAME CHANGE: 20020501 FORMER COMPANY: FORMER CONFORMED NAME: AETNA INVESTMENT ADVISERS FUND INC DATE OF NAME CHANGE: 20020322 0000846799 S000008663 Voya Balanced Portfolio C000028776 Class I IBPIX C000028777 Class S IBPSX NPORT-P 1 primary_doc.xml NPORT-P false 0000846799 XXXXXXXX S000008663 C000028776 C000028777 Voya BALANCED PORTFOLIO INC 811-05773 0000846799 549300SR3YSJO26U8B04 7337 East Doubletree Ranch Road Suite 100 Scottsdale 85258 1-800-992-0180 VOYA BALANCED PORTFOLIO S000008663 PX3K2LVY4N2W4J8E8Q69 2021-12-31 2021-06-30 N 417720221.88 28344624.47 389375597.41 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 860580.64000000 4933703.79000000 0.00000000 4472857.72000000 USD N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308HL4 28000.00000000 PA USD 26981.52000000 0.006929432706 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 Nutrien Ltd 67077MAW8 15000.00000000 PA USD 15841.92000000 0.004068544640 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XLVIII Ltd 55821UAE4 250000.00000000 PA USD 249372.75000000 0.064044267709 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 2.14208000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QNKW8 22556.17000000 PA USD 24051.23000000 0.006176871421 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Ericsson 549300W9JLPW15XIFM52 Telefonaktiebolaget LM Ericsson 000000000 1207.00000000 NS 15176.71000000 0.003897704453 Long EC CORP SE N 2 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 NVIDIA Corp 67066GAM6 62000.00000000 PA USD 61808.08000000 0.015873639850 Long DBT CORP US N 2 2028-06-15 Fixed 1.55000000 N N N N N N Align Technology Inc 549300N5YSE0U3LCP840 Align Technology Inc 016255101 538.00000000 NS USD 328718.00000000 0.084421828739 Long EC CORP US N 1 N N N AMER AIRLINE 17-2 A PTT N/A American Airlines 2017-2 Class A Pass Through Trust 02377CAA2 19265.54000000 PA USD 19111.48000000 0.004908237734 Long DBT CORP US N 2 2029-10-15 Fixed 3.60000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP 060505104 5576.00000000 NS USD 229898.48000000 0.059042857726 Long EC CORP US N 1 N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92556H206 5471.00000000 NS USD 247289.20000000 0.063509167406 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PDT6 19000.00000000 PA USD 21264.10000000 0.005461076693 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N TORO CO/THE YJKE4YIT6BWQHVEW0D14 TORO CO 891092108 127.00000000 NS USD 13954.76000000 0.003583881499 Long EC CORP US N 1 N N N Freddie Mac - STACR N/A Freddie Mac STACR REMIC Trust 2020-HQA3 35565MAH7 132481.58000000 PA USD 134221.33000000 0.034470914688 Long ABS-MBS CORP US N 2 2050-07-25 Floating 3.69150000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 Anthem Inc 94973VBJ5 25000.00000000 PA USD 26939.51000000 0.006918643638 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N CANTOR FITZGERALD SECURITIES 549300DWZ3YOKJO5X179 CANTOR FITZGERALD SECURITIES 000000000 3686400.00000000 PA USD 3686400.00000000 0.946746541005 Long RA CORP US N 2 Repurchase Y 0.05000000 2021-07-01 65088.55296000 USD 65432.80801382 USD ADAS 36597.54700800 USD 36022.87241625 USD UST 7041857.60563200 USD 3661614.01855181 USD AMBS N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 IPALCO Enterprises Inc 462613AP5 12000.00000000 PA USD 13511.75000000 0.003470107035 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N Arkema SA 9695000EHMS84KKP2785 Arkema SA 000000000 699.00000000 NS 87853.01000000 0.022562536169 Long EC CORP FR N 2 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GD9 5000.00000000 PA USD 5042.95000000 0.001295137659 Long DBT CORP US N 2 2022-02-01 Fixed 2.40000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 Tesla Inc 88160R101 2126.00000000 NS USD 1445042.20000000 0.371117812624 Long EC CORP US N 1 N N N AMERICAN TRANSMISSION SY N/A American Transmission Systems Inc 030288AB0 50000.00000000 PA USD 64277.05000000 0.016507724271 Long DBT CORP US N 2 2044-09-01 Fixed 5.00000000 N N N N N N Boston Beer Co Inc/The 529900Q02MQ0DCQNRM58 Boston Beer Co Inc/The 100557107 23.00000000 NS USD 23478.40000000 0.006029756398 Long EC CORP US N 1 N N N Air Liquide SA 969500MMPQVHK671GT54 Air Liquide SA 000000000 1096.00000000 NS 192183.21000000 0.049356767932 Long EC CORP FR N 2 N N N Avalara Inc 549300Q16CMW239SS315 Avalara Inc 05338G106 201.00000000 NS USD 32521.80000000 0.008352295371 Long EC CORP US N 1 N N N FANUC Corp 529900QTSW745LOKW705 FANUC Corp 000000000 300.00000000 NS 71939.35000000 0.018475567158 Long EC CORP JP N 2 N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833DW7 35000.00000000 PA USD 34444.74000000 0.008846147583 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 Wendy's Funding LLC 95058XAE8 96500.00000000 PA USD 103079.08000000 0.026472917328 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88400000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 HP Inc 40434LAD7 32000.00000000 PA USD 31800.45000000 0.008167037228 Long DBT CORP US N 2 2026-06-17 Fixed 1.45000000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 Mylan Inc 628530BJ5 35000.00000000 PA USD 43290.50000000 0.011117928367 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N Dropbox Inc 549300JCDF7UAR6TJR51 Dropbox Inc 26210C104 13648.00000000 NS USD 413670.88000000 0.106239549358 Long EC CORP US N 1 N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co Ltd 874060AX4 200000.00000000 PA USD 198575.25000000 0.050998380823 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N Scentre Group N/A Scentre Group 000000000 7306.00000000 NS 14950.45000000 0.003839596035 Long EC CORP AU N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FMA1 29185.70000000 PA USD 31948.87000000 0.008205154666 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAP6 1000.00000000 PA USD 995.90000000 0.000255768467 Long DBT UST US N 2 2023-10-15 Fixed 0.12500000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 KeyCorp 493267108 2221.00000000 NS USD 45863.65000000 0.011778768444 Long EC CORP US N 1 N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A WFRBS Commercial Mortgage Trust 2012-C8 92936YAK7 1495300.07000000 PA USD 15313.22000000 0.003932763147 Long ABS-MBS CORP US N 2 2045-08-15 Variable 1.94050700 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214ET6 43000.00000000 PA USD 43502.01000000 0.011172248669 Long DBT CORP AU N 2 2031-06-03 Fixed 2.15000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFB0 79000.00000000 PA USD 86044.95000000 0.022098187604 Long DBT CORP US N 2 2024-01-22 Fixed 4.12500000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 Newmont Corp 651639AT3 3000.00000000 PA USD 3133.32000000 0.000804703741 Long DBT CORP US N 2 2023-03-15 Fixed 3.70000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 Commonwealth Edison Co 202795JL5 13000.00000000 PA USD 15088.60000000 0.003875075916 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BZ8 79000.00000000 PA USD 80380.25000000 0.020643371216 Long DBT CORP US N 2 2031-05-12 Fixed 2.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31307M4H6 10554.26000000 PA USD 11117.42000000 0.002855191767 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Deutsche Bank Commercial Mortg N/A DBJPM 16-C3 Mortgage Trust 23312VAS5 110000.00000000 PA USD 93792.38000000 0.024087893700 Long ABS-MBS CORP US N 2 2049-08-10 Variable 3.63063900 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 Appalachian Power Co 037735CY1 14000.00000000 PA USD 15486.74000000 0.003977326802 Long DBT CORP US N 2 2050-05-01 Fixed 3.70000000 N N N N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Corp Trust 2020-PJ2 36262DAD0 37805.28000000 PA USD 38307.10000000 0.009838084424 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.50000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 PayPal Holdings Inc 70450YAE3 21000.00000000 PA USD 22675.81000000 0.005823634082 Long DBT CORP US N 2 2029-10-01 Fixed 2.85000000 N N N N N N Social Professional Loan Progr N/A Sofi Professional Loan Program 2019-C LLC 83401CAB0 95827.81000000 PA USD 97874.50000000 0.025136269620 Long ABS-O CORP US N 2 2048-11-16 Fixed 2.37000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCJ8 217000.00000000 PA USD 216906.76000000 0.055706305542 Long DBT UST US N 2 2026-06-30 Fixed 0.87500000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 AEP Texas Inc 0010EPAN8 32000.00000000 PA USD 35057.33000000 0.009003473826 Long DBT CORP US N 2 2025-10-01 Fixed 3.85000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 Harley-Davidson Financial Services Inc 41283LAY1 33000.00000000 PA USD 35329.92000000 0.009073480781 Long DBT CORP US N 2 2025-06-08 Fixed 3.35000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 Norfolk Southern Corp 655844CJ5 13000.00000000 PA USD 14298.07000000 0.003672050866 Long DBT CORP US N 2 2121-05-15 Fixed 4.10000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBV0 200000.00000000 PA USD 215130.76000000 0.055250190672 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 MSILF Government Portfolio 61747C707 413000.00000000 NS USD 413000.00000000 0.106067252993 Long STIV RF US N 1 N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135CB0 21000.00000000 PA USD 22087.90000000 0.005672646192 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N GUARDIAN LIFE GLOB FUND 635400NHILJ5JEKILC36 Guardian Life Global Funding 40139LBA0 30000.00000000 PA USD 29291.15000000 0.007522595199 Long DBT CORP US N 2 2027-11-19 Fixed 1.25000000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 salesforce.com Inc 79466L302 1295.00000000 NS USD 316329.65000000 0.081240234905 Long EC CORP US N 1 N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AN6 17000.00000000 PA USD 16735.90000000 0.004298137867 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N H&R Block Inc 549300CE3KUCWLZBG404 H&R Block Inc 093671105 2624.00000000 NS USD 61611.52000000 0.015823159029 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MY4 35000.00000000 PA USD 35653.02000000 0.009156459787 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585ABH4 23000.00000000 PA USD 25957.76000000 0.006666509193 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N SIGNATURE BANK/NEW YORK NY VLP5AP0XK2GM6GKD1007 SIGNATURE BANK 82669G104 259.00000000 NS USD 63623.35000000 0.016339840098 Long EC CORP US N 1 N N N Goldman Sachs Financial Square Government Fund N/A Goldman Sachs Financial Square Government Fund 38141W273 268000.00000000 NS USD 268000.00000000 0.068828144799 Long STIV RF US N 1 N N Atlas Copco AB 213800T8PC8Q4FYJZR07 Atlas Copco AB 000000000 2483.00000000 NS 152477.00000000 0.039159362069 Long EC CORP SE N 2 N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BY9 35000.00000000 PA USD 34437.42000000 0.008844267650 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Energizer Holdings Inc 5493000D6NN0V57UME20 Energizer Holdings Inc 29272W109 2404.00000000 NS USD 103323.92000000 0.026535797488 Long EC CORP US N 1 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/The 00130HCD5 21000.00000000 PA USD 20803.98000000 0.005342908014 Long DBT CORP US N 2 2026-01-15 Fixed 1.37500000 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 ONEOK Partners LP 68268NAM5 24000.00000000 PA USD 31686.29000000 0.008137718493 Long DBT CORP US N 2 2043-09-15 Fixed 6.20000000 N N N N N N Carvana Co 5493003WEAK2PJ5WS063 Carvana Co 146869102 525.00000000 NS USD 158455.50000000 0.040694769023 Long EC CORP US N 1 N N N RWE AG 529900GB7KCA94ACC940 RWE AG 000000000 5941.00000000 NS 215403.55000000 0.055320248991 Long EC CORP DE N 2 N N N Nabtesco Corp 529900DVHQXYRTGW7739 Nabtesco Corp 000000000 400.00000000 NS 15090.83000000 0.003875648628 Long EC CORP JP N 2 N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QSYA0 6089.56000000 PA USD 6606.44000000 0.001696675406 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJT7 37000.00000000 PA USD 38090.30000000 0.009782405536 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N HeidelbergCement AG LZ2C6E0W5W7LQMX5ZI37 HeidelbergCement AG 000000000 1578.00000000 NS 135481.32000000 0.034794507129 Long EC CORP DE N 2 N N N Allegion plc 984500560CAC2E6FB757 Allegion plc 000000000 2341.00000000 NS USD 326101.30000000 0.083749804088 Long EC CORP IE N 1 N N N Taco Bell Funding, LLC N/A Taco Bell Funding LLC 87342RAE4 97500.00000000 PA USD 110344.27000000 0.028338773855 Long ABS-O CORP US N 2 2048-11-25 Fixed 4.94000000 N N N N N N Sanofi 549300E9PC51EN656011 Sanofi 000000000 3325.00000000 NS 349332.35000000 0.089716035705 Long EC CORP FR N 2 N N N WPP PLC 549300LSGBXPYHXGDT93 WPP PLC 000000000 6781.00000000 NS 91664.52000000 0.023541413640 Long EC CORP GB N 2 N N N GSAA Home Equity Trust N/A GSAA Home Equity Trust 2006-4 362334FK5 224624.66000000 PA USD 178018.68000000 0.045719013000 Long ABS-MBS CORP US N 2 2036-03-25 Variable 3.05939100 N N N N N N CNH Industrial NV 549300WGC2HZ5J67V817 CNH Industrial NV 000000000 7237.00000000 NS 120044.74000000 0.030830062489 Long EC CORP GB N 2 N N N Tri Pointe Homes Inc N/A Tri Pointe Homes Inc 87265H109 13721.00000000 NS USD 294041.03000000 0.075516039514 Long EC CORP US N 1 N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2020-5 46653JBM2 333739.88000000 PA USD 337484.98000000 0.086673377131 Long ABS-MBS CORP US N 2 2050-12-25 Variable 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBV7 31000.00000000 PA USD 29611.91000000 0.007604973243 Long DBT CORP US N 2 2041-11-19 Fixed 2.52500000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBA9 4000.00000000 PA USD 4492.92000000 0.001153878165 Long DBT CORP US N 2 2042-06-01 Fixed 5.15000000 N N N N N N Publicis Groupe SA 2138004KW8BV57III342 Publicis Groupe SA 000000000 1426.00000000 NS 91256.69000000 0.023436674153 Long EC CORP FR N 2 N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAN0 9000.00000000 PA USD 10483.01000000 0.002692261679 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 Target Corp 87612E106 1872.00000000 NS USD 452537.28000000 0.116221274011 Long EC CORP US N 1 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 000000000 66538.00000000 NS 184066.27000000 0.047272163747 Long EC CORP IT N 2 N N N Mattel Inc 549300VELLG24KHTJ564 Mattel Inc 577081102 661.00000000 NS USD 13286.10000000 0.003412155278 Long EC CORP US N 1 N N N WiseTech Global Ltd 254900VE3AF301Q85K83 WiseTech Global Ltd 000000000 884.00000000 NS 21124.68000000 0.005425270648 Long EC CORP AU N 2 N N N Wendy's Co/The 529900M0JIUCMWVKHG76 Wendy's Co/The 95058W100 3069.00000000 NS USD 71875.98000000 0.018459292384 Long EC CORP US N 1 N N N CHEMED CORP 54930020031IDJT2IM79 CHEMED CORP 16359R103 273.00000000 NS USD 129538.50000000 0.033268263563 Long EC CORP US N 1 N N N J.G. Wentworth XXXIX LLC N/A J.G. Wentworth XXXIX LLC 46620VAA2 249581.00000000 PA USD 274587.42000000 0.070519935462 Long ABS-O CORP US N 2 2072-09-15 Fixed 3.53000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308GZ4 17000.00000000 PA USD 16876.77000000 0.004334316303 Long DBT CORP US N 2 2042-04-15 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31397SMB7 139776.78000000 PA USD 148760.83000000 0.038204969954 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 5.00000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-D 63941HAA0 58935.89000000 PA USD 59557.36000000 0.015295606708 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WE4G1 12951.85000000 PA USD 13598.24000000 0.003492319521 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Benefit Street Partners CLO Lt 549300D98ZLKNSI8CN63 Benefit Street Partners CLO VIII Ltd 08180XAQ5 250000.00000000 PA USD 249429.75000000 0.064058906531 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 1.38825000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 Duke Energy Indiana LLC 26443TAB2 25000.00000000 PA USD 26521.45000000 0.006811276869 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N BJ's Wholesale Club Holdings I 549300UCIWH1C93V0J03 BJ's Wholesale Club Holdings Inc 05550J101 1221.00000000 NS USD 58095.18000000 0.014920087541 Long EC CORP US N 1 N N N Secom Co Ltd 529900TYCL9N3E9PGE47 Secom Co Ltd 000000000 1900.00000000 NS 144819.11000000 0.037192651764 Long EC CORP JP N 2 N N N Trex Co Inc N/A Trex Co Inc 89531P105 130.00000000 NS USD 13287.30000000 0.003412463464 Long EC CORP US N 1 N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAE7 50000.00000000 PA USD 52187.24000000 0.013402801908 Long DBT CORP US N 2 2023-05-01 Fixed 3.25000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DK3 7000.00000000 PA USD 8140.12000000 0.002090557306 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N Alexion Pharmaceuticals Inc M1YXUUZR0EIMU8T0EM75 Alexion Pharmaceuticals Inc 015351109 1357.00000000 NS USD 249294.47000000 0.064024163727 Long EC CORP US N 1 N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CF5 10000.00000000 PA USD 12732.63000000 0.003270012318 Long DBT CORP US N 2 2046-07-15 Fixed 4.80000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2005-J2 12667F6H3 98604.36000000 PA USD 82545.70000000 0.021199505194 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.49150000 N N N N N N Bank N/A BANK 2017-BNK8 06650AAG2 3000000.00000000 PA USD 32758.50000000 0.008413085005 Long ABS-MBS CORP US N 2 2050-11-15 Variable 0.22116700 N N N N N N Washington Mutual Mortgage Pas N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust 93935FAC5 154992.88000000 PA USD 104899.40000000 0.026940414524 Long ABS-MBS CORP US N 2 2046-08-25 Floating 1.07630000 N N N N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 2018-C9 90291JAX5 2098018.72000000 PA USD 104023.12000000 0.026715367036 Long ABS-MBS CORP US N 2 2051-03-15 Variable 1.04206800 N N N N N N American Campus Communities In 529900MR3ZXRO3W6UX26 American Campus Communities Inc 024835100 2025.00000000 NS USD 94608.00000000 0.024297362400 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMD1 20000.00000000 PA USD 20096.18000000 0.005161129802 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N FLEX INTERMEDIATE HOLDCO 549300290TQIGM30A243 Flex Intermediate Holdco LLC 33939HAA7 46000.00000000 PA USD 46658.88000000 0.011983000555 Long DBT CORP US N 2 2031-06-30 Fixed 3.36300000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAR0 20000.00000000 PA USD 20748.70000000 0.005328710925 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 PECO Energy Co 693304AS6 10000.00000000 PA USD 12173.79000000 0.003126490227 Long DBT CORP US N 2 2044-10-01 Fixed 4.15000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 AMERIPRISE FINANCIAL INC 03076C106 1980.00000000 NS USD 492782.40000000 0.126557083514 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31395GJR4 13680.35000000 PA USD 16046.61000000 0.004121113420 Long ABS-MBS USGSE US N 2 2034-09-15 Fixed 5.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAE3 68000.00000000 PA USD 68602.06000000 0.017618479549 Long DBT CORP GB N 2 2040-09-02 Fixed 3.30000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XSX3 61064.45000000 PA USD 62502.35000000 0.016051943269 Long ABS-MBS CORP US N 2 2030-02-25 Floating 2.89150000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/The 00130HCC7 16000.00000000 PA USD 17546.24000000 0.004506250550 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N Advanced Drainage Systems Inc 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems Inc 00790R104 108.00000000 NS USD 12589.56000000 0.003233268875 Long EC CORP US N 1 N N N Eiffage SA 969500OQXKE5WDM9M994 Eiffage SA 000000000 139.00000000 NS 14158.05000000 0.003636090729 Long EC CORP FR N 2 N N N Alleghany Corp 549300DCJE6AYX159479 Alleghany Corp 017175100 19.00000000 NS USD 12674.33000000 0.003255039628 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QPD27 25225.38000000 PA USD 26852.96000000 0.006896415743 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Lixil Corp 353800KB8G4F9WUJJ886 Lixil Corp 000000000 4900.00000000 NS 126799.14000000 0.032564737195 Long EC CORP JP N 2 N N N ChampionX Corp 549300EP2909K6DYYP38 ChampionX Corp 15872M104 2026.00000000 NS USD 51966.90000000 0.013346213873 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RML3 50000.00000000 PA USD 50537.29000000 0.012979059380 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 National Fuel Gas Co 636180101 7094.00000000 NS USD 370661.50000000 0.095193818633 Long EC CORP US N 1 N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust 2018-1 33850TAZ1 92498.86560000 PA USD 96353.45000000 0.024745631375 Long ABS-MBS CORP US N 2 2048-03-25 Variable 4.00357200 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD -278.17000000 -0.00007144001 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -1820969.70000000 MXN 90829.70000000 USD 2021-07-23 -278.17000000 N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 STIFEL FINANCIAL CORP 860630102 5445.00000000 NS USD 353162.70000000 0.090699751691 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 961.82000000 0.000247015993 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -807548.40000000 CZK 38502.89000000 USD 2021-08-06 961.82000000 N N N Intertek Group PLC 2138003GAT25WW1RN369 Intertek Group PLC 000000000 335.00000000 NS 25638.99000000 0.006584642224 Long EC CORP GB N 2 N N N London Stock Exchange Group PL 213800QAUUUP6I445N30 London Stock Exchange Group PLC 000000000 481.00000000 NS 53155.47000000 0.013651464127 Long EC CORP GB N 2 N N N CONTL AIRLINES 2012-2 A N/A Continental Airlines 2012-2 Class A Pass Through Trust 210795QB9 2501.66000000 PA USD 2649.55000000 0.000680461235 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N Aristocrat Leisure Ltd 529900TE2HO3OZKYKC27 Aristocrat Leisure Ltd 000000000 2032.00000000 NS 65598.24000000 0.016847034184 Long EC CORP AU N 2 N N N Fisher & Paykel Healthcare Cor N/A Fisher & Paykel Healthcare Corp Ltd 000000000 1235.00000000 NS 26866.62000000 0.006899923924 Long EC CORP NZ N 2 N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513ECG4 56000.00000000 PA USD 59592.01000000 0.015304505571 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 Black Hills Corp 092113AT6 25000.00000000 PA USD 25490.59000000 0.006546529923 Long DBT CORP US N 2 2030-06-15 Fixed 2.50000000 N N N N N N Sekisui House Ltd 529900GMNDOYQSAJAE76 Sekisui House Ltd 000000000 6700.00000000 NS 137582.99000000 0.035334261036 Long EC CORP JP N 2 N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 Empresa Nacional del Petroleo 000000000 200000.00000000 PA USD 209626.20000000 0.053836501669 Long DBT CORP CL N 2 2026-08-05 Fixed 3.75000000 N N N N N N Brookfield Renewable Corp N/A Brookfield Renewable Corp 11284V105 2072.00000000 NS USD 86899.68000000 0.022317700589 Long EC CORP US N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818FV5 35000.00000000 PA USD 37754.25000000 0.009696100693 Long DBT CORP US N 2 2061-05-20 Fixed 3.55000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 EQT Corp 26884L109 770.00000000 NS USD 17140.20000000 0.004401970774 Long EC CORP US N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 QUALCOMM Inc 747525103 5650.00000000 NS USD 807554.50000000 0.207397306192 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GVR2 35000.00000000 PA USD 39153.23000000 0.010055388745 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N Loanpal Solar Loan Ltd. N/A Loanpal Solar Loan 2020-2 Ltd 53948KAA7 86211.75000000 PA USD 89833.80000000 0.023071245501 Long ABS-O CORP US N 2 2047-07-20 Fixed 2.75000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 Prosus NV 000000000 758.00000000 NS 74259.28000000 0.019071374912 Long EC CORP NL N 2 N N N ALPHABET INC-CL A 5493006MHB84DD0ZWV18 ALPHABET INC 02079K305 1673.00000000 NS USD 4085114.67000000 1.049145015037 Long EC CORP US N 1 N N N LKQ Corp DS830JTTZQN6GK0I2E41 LKQ Corp 501889208 8694.00000000 NS USD 427918.68000000 0.109898689811 Long EC CORP US N 1 N N N Mapletree Logistics Trust 549300M9EBZIYH387075 Mapletree Logistics Trust 000000000 36500.00000000 NS 55798.45000000 0.014330238045 Long EC CORP SG N 2 N N N Targa Resources Corp 5493003QENHHS261UR94 Targa Resources Corp 87612G101 9671.00000000 NS USD 429875.95000000 0.110401358703 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417WKM2 36218.27000000 PA USD 41471.85000000 0.010650860063 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Santander Drive Auto Receivabl N/A Santander Drive Auto Receivables Trust 2020-1 80287AAE3 100000.00000000 PA USD 101959.14000000 0.026185292729 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.03000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QNKY4 17601.39000000 PA USD 18662.02000000 0.004792806771 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Daimler AG 529900R27DL06UVNT076 Daimler AG 000000000 2281.00000000 NS 203826.58000000 0.052347034933 Long EC CORP DE N 2 N N N Gracechurch Mortgage Finance P N/A Grace Trust 2020-GRCE 38406JAL2 178000.00000000 PA USD 170813.00000000 0.043868439916 Long ABS-MBS CORP US N 2 2040-12-10 Variable 2.76923000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MBZ2 34000.00000000 PA USD 33215.64000000 0.008530488356 Long DBT CORP JP N 2 2030-09-23 Fixed 2.14200000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 CLI Funding VI LLC 12563LAN7 91500.01000000 PA USD 92418.58000000 0.023735072412 Long ABS-O CORP US N 2 2045-09-18 Fixed 2.08000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 NVIDIA Corp 67066G104 1227.00000000 NS USD 981722.70000000 0.252127433390 Long EC CORP US N 1 N N N Quidel Corp 549300X2FQ6S98OQLQ46 Quidel Corp 74838J101 1379.00000000 NS USD 176677.48000000 0.045374564090 Long EC CORP US N 1 N N N Hongkong Land Holdings Ltd 213800XCHYNRPAYGXW28 Hongkong Land Holdings Ltd 000000000 10500.00000000 NS USD 50005.58000000 0.012842504854 Long EC CORP HK N 2 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 000000000 28319.00000000 NS 163443.14000000 0.041975701889 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WEWE5 34178.81000000 PA USD 35894.81000000 0.009218556642 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N OLD REPUBLIC INTERNATIONAL CORP 549300IV6O2YY2A1KH37 OLD REPUBLIC INTL CORP 680223104 19186.00000000 NS USD 477923.26000000 0.122740937844 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918CE2 93000.00000000 PA USD 98873.11000000 0.025392734074 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N Williams-Sonoma Inc 549300IARG6YWVTZ1I92 Williams-Sonoma Inc 969904101 697.00000000 NS USD 111276.05000000 0.028578074933 Long EC CORP US N 1 N N Persimmon PLC 213800XI72Y57UWN6F31 Persimmon PLC 000000000 1798.00000000 NS 73652.52000000 0.018915545938 Long EC CORP GB N 2 N N N Bank OZK 549300VYK2WBD7SST478 Bank OZK 06417N103 2607.00000000 NS USD 109911.12000000 0.028227531650 Long EC CORP US N 1 N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 Piedmont Operating Partnership LP 720198AE0 23000.00000000 PA USD 23397.85000000 0.006009069432 Long DBT CORP US N 2 2030-08-15 Fixed 3.15000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 Toyota Motor Corp 000000000 1300.00000000 NS 113638.33000000 0.029184759074 Long EC CORP JP N 2 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 Costco Wholesale Corp 22160K105 2188.00000000 NS USD 865725.96000000 0.222336984073 Long EC CORP US N 1 N N N Brixmor Property Group Inc 5299007UXW6Y0W2EGZ95 Brixmor Property Group Inc 11120U105 10915.00000000 NS USD 249844.35000000 0.064165384698 Long EC CORP US N 1 N N N SCENTRE GROUP TRUST 1/2 N/A Scentre Group Trust 1 / Scentre Group Trust 2 80622GAD6 40000.00000000 PA USD 43761.55000000 0.011238904104 Long DBT CORP AU N 2 2026-01-28 Fixed 3.62500000 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 CITIZENS FINANCIAL GROUP INC 174610105 1396.00000000 NS USD 64034.52000000 0.016445437368 Long EC CORP US N 1 N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Corp 466330AN7 870000.00000000 PA USD 874332.34000000 0.224547286942 Long ABS-MBS CORP US N 2 2038-04-15 Floating 2.52300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BAPB2 540218.58000000 PA USD 613701.70000000 0.157611751759 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 4.25000000 N N N N N N Ashland Global Holdings Inc 529900E4L9R04SB8HB11 Ashland Global Holdings Inc 044186104 648.00000000 NS USD 56700.00000000 0.014561775410 Long EC CORP US N 1 N N N WISCONSIN PUBLIC SERVICE 549300BJRHJVYNUMQZ30 Wisconsin Public Service Corp 976843BH4 26000.00000000 PA USD 29478.81000000 0.007570790310 Long DBT CORP US N 2 2042-12-01 Fixed 3.67100000 N N N N N N Eaton Vance CDO Ltd 5493008YP5U5LTXAO749 Eaton Vance Clo 2015-1 Ltd 27830KAU8 250000.00000000 PA USD 249770.75000000 0.064146482640 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 1.43825000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 RYDER SYSTEM INC 783549108 5021.00000000 NS USD 373210.93000000 0.095848566906 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJE0 53000.00000000 PA USD 51515.23000000 0.013230215335 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N Aqua Finance Trust N/A Aqua Finance Trust 2020-A 038413AA8 73808.59020000 PA USD 74698.12000000 0.019184078431 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.90000000 N N N N N N AMETEK INC 549300WZDEF9KKE40E98 AMETEK INC 031100100 3927.00000000 NS USD 524254.50000000 0.134639793424 Long EC CORP US N 1 N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 DENTSPLY SIRONA Inc 24906PAA7 45000.00000000 PA USD 48182.41000000 0.012374275717 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp 902973304 1938.00000000 NS USD 110407.86000000 0.028355105130 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468Y8 32000.00000000 PA USD 31440.58000000 0.008074614898 Long DBT CORP US N 2 2052-01-25 Fixed 2.80200000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DA2 33000.00000000 PA USD 40111.68000000 0.010301539250 Long DBT CORP US N 2 2044-07-16 Fixed 4.50000000 N N N N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 United Rentals Inc 911363109 214.00000000 NS USD 68268.14000000 0.017532721735 Long EC CORP US N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209S103 14118.00000000 NS USD 673146.24000000 0.172878383873 Long EC CORP US N 1 N N N Cigna Corp 549300VIWYMSIGT1U456 Cigna Corp 125523100 2127.00000000 NS USD 504247.89000000 0.129501667118 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I 2017-HR2 61691NAN5 75000.00000000 PA USD 67127.43000000 0.017239762955 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 2.73000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 Cleveland-Cliffs Inc 185899101 1295.00000000 NS USD 27920.20000000 0.007170505852 Long EC CORP US N 1 N N WASHINGTON GAS LIGHT CO DL22T1SB4DUBS063O841 Washington Gas Light Co 93884PDY3 36000.00000000 PA USD 40515.43000000 0.010405230905 Long DBT CORP US N 2 2049-09-15 Fixed 3.65000000 N N N N N N Paylocity Holding Corp 549300VH75FTB4DIEE07 Paylocity Holding Corp 70438V106 276.00000000 NS USD 52660.80000000 0.013524422267 Long EC CORP US N 1 N N N ALLISON TRANSMISSION HOLDING 529900RP7DJ882LI9T83 ALLISON TRANSMISSION HOLDINGS INC 01973R101 7243.00000000 NS USD 287836.82000000 0.073922665394 Long EC CORP US N 1 N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO 949746101 23172.00000000 NS USD 1049459.88000000 0.269523793216 Long EC CORP US N 1 N N N LB-UBS Commercial Mortgage Tru N/A LB-UBS Commercial Mortgage Trust 2006-C7 50180CAU4 242525.82000000 PA USD 784.81000000 0.000201556031 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.62913500 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967HB0 45000.00000000 PA USD 52444.93000000 0.013468982224 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 TENET HEALTHCARE CORP 88033G407 665.00000000 NS USD 44548.35000000 0.011440971210 Long EC CORP US N 1 N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523AJ9 19000.00000000 PA USD 23690.38000000 0.006084197406 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Ollie's Bargain Outlet Holding 529900YO5DSQCPEFDZ05 Ollie's Bargain Outlet Holdings Inc 681116109 305.00000000 NS USD 25659.65000000 0.006589948155 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31396HWV7 128890.17000000 PA USD 147977.33000000 0.038003750359 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 Entergy Louisiana LLC 29364WBC1 9000.00000000 PA USD 11053.10000000 0.002838673012 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBD6 35000.00000000 PA USD 37794.93000000 0.009706548189 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N NOVARTIS AG 5493007HIVTX6SY6XD66 NOVARTIS AG-REG 000000000 2403.00000000 NS 219217.49000000 0.056299750538 Long EC CORP CH N 2 N N N AmeriCredit Automobile Receiva N/A Americredit Automobile Receivables Trust 2018-2 03066LAG3 100000.00000000 PA USD 104807.82000000 0.026916894817 Long ABS-O CORP US N 2 2024-07-18 Fixed 4.01000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust 93363NAH8 20217.15000000 PA USD 19709.22000000 0.005061750179 Long ABS-MBS CORP US N 2 2036-10-25 Variable 2.51357400 N N N N N N Vivendi SE 969500FU4DRAEVJW7U54 Vivendi SE 000000000 2643.00000000 NS 88802.31000000 0.022806336758 Long EC CORP FR N 2 N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 KazMunayGas National Co JSC 48667QAR6 200000.00000000 PA USD 224506.00000000 0.057657953270 Long DBT CORP KZ N 2 2025-04-24 Fixed 4.75000000 N N N N N N RIO TINTO LTD 529900X2VMAQT2PE0V24 RIO TINTO LTD 000000000 2098.00000000 NS 198902.39000000 0.051082397387 Long EC CORP AU N 2 N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 POST HOLDINGS INC 737446104 922.00000000 NS USD 100009.34000000 0.025684542294 Long EC CORP US N 1 N N N FedEx Corp 549300E707U7WNPZN687 FedEx Corp 31428X106 2310.00000000 NS USD 689142.30000000 0.176986514970 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ACSH5 214171.39000000 PA USD 220752.62000000 0.056694004829 Long ABS-MBS USGSE US N 2 2033-03-25 Fixed 3.00000000 N N N N N N Nexstar Media Group Inc 52990083ZRR5UT591988 Nexstar Media Group Inc 65336K103 403.00000000 NS USD 59595.64000000 0.015305437833 Long EC CORP US N 1 N N N Brother Industries Ltd 549300O5FACQ67KI6R92 Brother Industries Ltd 114813108 1900.00000000 NS 37949.52000000 0.009746250215 Long EC CORP JP N 2 N N N AETNA INC 549300QKBENKLBXQ8968 Aetna Inc 00817YAJ7 70000.00000000 PA USD 84030.37000000 0.021580800275 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust 2006-AR2 17307G6K9 65360.78000000 PA USD 57853.59000000 0.014858042051 Long ABS-MBS CORP US N 2 2036-03-25 Variable 2.77500000 N N N N N N MASIMO CORP 549300Q4A8JK0PIYCU29 MASIMO CORP 574795100 455.00000000 NS USD 110314.75000000 0.028331192487 Long EC CORP US N 1 N N N Newark BSL CLO 1 Ltd. 549300R0C043JWD1XY94 Newark BSL CLO 1 Ltd 65023TAJ1 250000.00000000 PA USD 250038.00000000 0.064215118169 Long ABS-CBDO CORP KY N 2 2029-12-21 Floating 1.28138000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 782.24000000 0.000200895999 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -9282256.72000000 HUF 32088.87000000 USD 2021-08-06 782.24000000 N N N CCL INDUSTRIES INC 549300TD3EMSRRC0YH75 CCL Industries Inc 124900AD3 25000.00000000 PA USD 26281.26000000 0.006749590928 Long DBT CORP CA N 2 2030-06-01 Fixed 3.05000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCG4 1623000.00000000 PA USD 1613173.24000000 0.414297467722 Long DBT UST US N 2 2024-06-15 Fixed 0.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGB4 75000.00000000 PA USD 80238.82000000 0.020607048960 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N Pentair PLC 549300EVR9D56WPSRP15 Pentair PLC 000000000 1171.00000000 NS USD 79030.79000000 0.020296800961 Long EC CORP GB N 1 N N N Husqvarna AB 549300GYQIIJ3UXB7655 Husqvarna AB 000000000 6347.00000000 NS 84353.15000000 0.021663697098 Long EC CORP SE N 2 N N N Carlyle Global Market Strategi 549300VC6J79YJCFU884 Carlyle US Clo 2017-2 Ltd 14315JAS8 250000.00000000 PA USD 250006.25000000 0.064206964088 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 1.58800000 N N N N N N Selective Insurance Group Inc 549300R3WGJWLE40R258 Selective Insurance Group Inc 816300107 590.00000000 NS USD 47878.50000000 0.012296225114 Long EC CORP US N 1 N N N Axalta Coating Systems Ltd 529900AGLPA40GV6H619 Axalta Coating Systems Ltd 000000000 14719.00000000 NS USD 448782.31000000 0.115256917224 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFP9 20000.00000000 PA USD 21964.73000000 0.005641013495 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N International Bancshares Corp 549300Y16R531AU8TX77 International Bancshares Corp 459044103 1586.00000000 NS USD 68102.84000000 0.017490269152 Long EC CORP US N 1 N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 Waste Management Inc 94106LBP3 17000.00000000 PA USD 16103.23000000 0.004135654649 Long DBT CORP US N 2 2031-03-15 Fixed 1.50000000 N N N N N N CIFC Funding Ltd N/A CIFC Funding 2021-I Ltd 12563EAA1 250000.00000000 PA USD 249691.25000000 0.064126065336 Long ABS-CBDO CORP KY N 2 2033-04-25 Floating 1.24579000 N N N N N N Social Professional Loan Progr N/A Sofi Professional Loan Program 2018-D Trust 83401AAB4 68670.99000000 PA USD 70541.74000000 0.018116630952 Long ABS-O CORP US N 2 2048-02-25 Fixed 3.60000000 N N N N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 Mitsui Fudosan Co Ltd 000000000 5500.00000000 NS 127180.20000000 0.032662601571 Long EC CORP JP N 2 N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313385KG0 1600000.00000000 PA USD 1599945.33000000 0.410900256883 Long DBT USGSE US N 2 2021-08-11 None 0.00000000 N N N N N N Social Professional Loan Progr N/A Sofi Professional Loan Program 2018-C Trust 78490DAB0 71886.53000000 PA USD 74193.97000000 0.019054601904 Long ABS-O CORP US N 2 2048-01-25 Fixed 3.59000000 N N N N N N BBCCRE Trust N/A BBCCRE Trust 2015-GTP 05490TAN2 2180000.00000000 PA USD 53212.27000000 0.013666051584 Long ABS-MBS CORP US N 2 2033-08-10 Variable 0.74868700 N N N N N N Morgan Stanley Mortgage Loan T N/A Morgan Stanley Mortgage Loan Trust 2007-13 61756HBN9 47293.06000000 PA USD 36612.87000000 0.009402969842 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 6.00000000 N N N N N N L'Oreal SA 529900JI1GG6F7RKVI53 L'Oreal SA 000000000 631.00000000 NS 281800.09000000 0.072372303727 Long EC CORP FR N 2 N N N Santander Drive Auto Receivabl N/A Santander Drive Auto Receivables Trust 2019-3 80286HAF6 100000.00000000 PA USD 101155.66000000 0.025978941842 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.49000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 Humana Inc 444859102 1021.00000000 NS USD 452017.12000000 0.116087685773 Long EC CORP US N 1 N N N Amkor Technology Inc 529900VHLRTKPWZJBM84 Amkor Technology Inc 031652100 1745.00000000 NS USD 41304.15000000 0.010607791108 Long EC CORP US N 1 N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 Narragansett Electric Co/The 631005BJ3 15000.00000000 PA USD 16452.87000000 0.004225449696 Long DBT CORP US N 2 2030-04-09 Fixed 3.39500000 N N N N N N PROG Holdings Inc 549300DHYTLBOVRXIG52 PROG Holdings Inc 74319R101 1012.00000000 NS USD 48707.56000000 0.012509145494 Long EC CORP US N 1 N N N Toyo Suisan Kaisha Ltd N/A Toyo Suisan Kaisha Ltd 892306101 1000.00000000 NS 38542.54000000 0.009898550462 Long EC CORP JP N 2 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAH4 32000.00000000 PA USD 36199.41000000 0.009296784452 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 Entergy Texas Inc 29365TAG9 33000.00000000 PA USD 37279.25000000 0.009574110511 Long DBT CORP US N 2 2029-03-30 Fixed 4.00000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 000000000 22051.00000000 NS 140724.95000000 0.036141183714 Long EC CORP GB N 2 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DAQ2 27000.00000000 PA USD 28105.67000000 0.007218138524 Long DBT CORP US N 2 2023-03-20 Fixed 2.95000000 N N N N N N CNP Assurances 969500QKVPV2H8UXM738 CNP Assurances 000000000 6288.00000000 NS 107168.84000000 0.027523255363 Long EC CORP FR N 2 N N N Invitation Homes Inc N/A Invitation Homes Inc 46187W107 15121.00000000 NS USD 563862.09000000 0.144811871558 Long EC CORP US N 1 N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 Petroleos del Peru SA 716564AA7 200000.00000000 PA USD 210250.00000000 0.053996706881 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RJZ6 20000.00000000 PA USD 20812.37000000 0.005345062746 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Asahi Kasei Corp 353800GPI4Z3MGDGN142 Asahi Kasei Corp 000000000 1300.00000000 NS 14288.54000000 0.003669603358 Long EC CORP JP N 2 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2N3 200000.00000000 PA USD 197722.80000000 0.050779453390 Long DBT CORP FR N 2 2027-01-13 Fixed 1.32300000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RME9 115000.00000000 PA USD 116796.21000000 0.029995770350 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CW3 27000.00000000 PA USD 36418.71000000 0.009353105392 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N KB HOME 549300LGUCWQURMWLG09 KB HOME 48666K109 2032.00000000 NS USD 82743.04000000 0.021250186336 Long EC CORP US N 1 N N N Entergy Corp 4XM3TW50JULSLG8BNC79 Entergy Corp 29364G103 5152.00000000 NS USD 513654.40000000 0.131917460523 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132GJJU4 274272.21000000 PA USD 305679.65000000 0.078505086613 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 UNITED STATES ULTRA BOND 000000000 23.00000000 NC USD 182130.52000000 0.046775021652 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2021-09-21 4249681.98000000 USD 182130.52000000 N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 Republic Services Inc 760759AZ3 20000.00000000 PA USD 19047.77000000 0.004891875640 Long DBT CORP US N 2 2032-02-15 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132GFVW4 77342.13000000 PA USD 86567.99000000 0.022232515487 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N 3i Group PLC 35GDVHRBMFE7NWATNM84 3i Group PLC 000000000 9495.00000000 NS 154092.87000000 0.039574352122 Long EC CORP GB N 2 N N N KBR Inc 254900OFQDXZRKRCV808 KBR Inc 48242W106 5535.00000000 NS USD 211160.25000000 0.054230478593 Long EC CORP US N 1 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAZ4 200000.00000000 PA USD 200387.80000000 0.051463882516 Long DBT CORP DK N 2 2026-09-11 Fixed 1.62100000 N N N N N N CK Asset Holdings Ltd 5299006GJZSGP78B8S35 CK Asset Holdings Ltd 000000000 8000.00000000 NS 55064.12000000 0.014141646360 Long EC CORP HK N 2 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAE2 46000.00000000 PA USD 46184.17000000 0.011861084851 Long DBT CORP US N 2 2029-06-07 Fixed 1.88700000 N N N N N II-VI Inc 549300O5C25A0MMHHU33 II-VI Inc 902104108 862.00000000 NS USD 62572.58000000 0.016069979838 Long EC CORP US N 1 N N N Amedisys Inc 5299001RBS9GK9STN379 Amedisys Inc 023436108 397.00000000 NS USD 97237.21000000 0.024972599887 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJK6 36000.00000000 PA USD 35696.07000000 0.009167515950 Long DBT CORP US N 2 2026-10-24 Fixed 1.19700000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887109 760.00000000 NS USD 184824.40000000 0.047466867782 Long EC CORP US N 1 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558AZ6 12000.00000000 PA USD 13014.62000000 0.003342433395 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N ST Engineering 254900OEXGGWCR24DG90 Singapore Technologies Engineering Ltd 000000000 11000.00000000 NS 31739.67000000 0.008151427621 Long EC CORP SG N 2 N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 Laboratory Corp of America Holdings 50540RAT9 17000.00000000 PA USD 18201.86000000 0.004674627819 Long DBT CORP US N 2 2024-09-01 Fixed 3.25000000 N N N N N N Globus Medical Inc 5299003M2P4CIK0RF205 Globus Medical Inc 379577208 578.00000000 NS USD 44812.34000000 0.011508769501 Long EC CORP US N 1 N N N Neurocrine Biosciences Inc 549300FECER0XBN49756 Neurocrine Biosciences Inc 64125C109 307.00000000 NS USD 29877.24000000 0.007673115675 Long EC CORP US N 1 N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 Vertex Pharmaceuticals Inc 92532F100 2241.00000000 NS USD 451852.83000000 0.116045492579 Long EC CORP US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825CAV6 25000.00000000 PA USD 28121.59000000 0.007222227121 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 26442UAC8 109000.00000000 PA USD 123639.77000000 0.031753343255 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 Aetna Inc 00817YAV0 42000.00000000 PA USD 43728.09000000 0.011230310859 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N Yamada Holdings Co Ltd 353800MDZ4K1DQKLO464 Yamada Holdings Co Ltd 000000000 30300.00000000 NS 140110.98000000 0.035983503057 Long EC CORP JP N 2 N N N Medpace Holdings Inc 549300H8TYEUVTW14A54 Medpace Holdings Inc 58506Q109 489.00000000 NS USD 86372.07000000 0.022182199032 Long EC CORP US N 1 N N N Ajinomoto Co Inc 353800UT0TLROREPIC92 Ajinomoto Co Inc 000000000 2200.00000000 NS 57155.20000000 0.014678680528 Long EC CORP JP N 2 N N N Unilever PLC 549300MKFYEKVRWML317 Unilever PLC 000000000 4432.00000000 NS 259424.53000000 0.066625780281 Long EC CORP GB N 1 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAF8 6000.00000000 PA USD 6438.57000000 0.001653562792 Long DBT CORP US N 2 2024-01-30 Fixed 4.37500000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAN9 55000.00000000 PA USD 58928.32000000 0.015134055752 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 Berry Global Inc 08576PAC5 27000.00000000 PA USD 27057.24000000 0.006948879226 Long DBT CORP US N 2 2024-02-15 Fixed 0.95000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 Wendy's Funding LLC 95058XAL2 100000.00000000 PA USD 101344.34000000 0.026027398911 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.77500000 N N N N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 459.98000000 0.000118132724 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 -47308.49000000 PEN 12770.20000000 USD 2021-07-23 459.98000000 N N N Ferguson PLC 213800DU1LGY3R2S2X42 Ferguson PLC 000000000 969.00000000 NS 134814.13000000 0.034623158435 Long EC CORP GB N 2 N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585AAH5 35000.00000000 PA USD 41543.14000000 0.010669168863 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Woodward Inc YPYKXXTR8TFDH54ZMB45 Woodward Inc 980745103 740.00000000 NS USD 90931.20000000 0.023353081344 Long EC CORP US N 1 N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 AIA GROUP LTD 000000000 13800.00000000 NS 171196.99000000 0.043967056779 Long EC CORP HK N 2 N N N Johnson Controls International 549300XQ6S1GYKGBL205 Johnson Controls International plc 000000000 4911.00000000 NS USD 337041.93000000 0.086559592394 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJL4 26000.00000000 PA USD 25364.51000000 0.006514149877 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N Trend Micro Inc/Japan 3538005O5UJ5RNAGVE16 Trend Micro Inc/Japan 000000000 2600.00000000 NS 136145.11000000 0.034964982630 Long EC CORP JP N 2 N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833EF3 65000.00000000 PA USD 63677.35000000 0.016353708456 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N Janus Henderson Group PLC 2138009WPYMWJN3RVF44 Janus Henderson Group PLC 000000000 2537.00000000 NS USD 98460.97000000 0.025286887687 Long EC CORP GB N 1 N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 61764PBV3 1565701.10000000 PA USD 43137.10000000 0.011078531959 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.12856600 N N N N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 STMicroelectronics NV 000000000 5923.00000000 NS 215398.84000000 0.055319039362 Long EC CORP CH N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SU3 1098000.00000000 PA USD 1048246.88000000 0.269212268815 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N GoDaddy Inc 549300J8H1TB0I2CB447 GoDaddy Inc 380237107 2123.00000000 NS USD 184616.08000000 0.047413366741 Long EC CORP US N 1 N N N Sumitomo Realty & Development N/A Sumitomo Realty & Development Co Ltd 000000000 1900.00000000 NS 67953.09000000 0.017451810142 Long EC CORP JP N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYG3 43000.00000000 PA USD 42932.24000000 0.011025919519 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738AS7 20000.00000000 PA USD 21106.68000000 0.005420647862 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31397QPY8 78371.66000000 PA USD 89155.62000000 0.022897074339 Long ABS-MBS USGSE US N 2 2041-02-25 Fixed 5.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust 2007-10 17313QAL2 38062.50000000 PA USD 37678.29000000 0.009676592537 Long ABS-MBS CORP US N 2 2037-09-25 Variable 3.23376000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GBF8 10000.00000000 PA USD 11952.81000000 0.003069737826 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 Lennox International Inc 526107107 34.00000000 NS USD 11927.20000000 0.003063160629 Long EC CORP US N 1 N N N Marriott Vacations Worldwide C 549300WA6BT5H4F7IO94 Marriott Vacations Worldwide Corp 57164Y107 221.00000000 NS USD 35205.30000000 0.009041475694 Long EC CORP US N 1 N N N Jefferies Financial Group Inc 549300HOF34RGOJ5YL07 Jefferies Financial Group Inc 47233W109 866.00000000 NS USD 29617.20000000 0.007606331828 Long EC CORP US N 1 N N N Pure Storage Inc 549300NPDB0BZTK3WO90 Pure Storage Inc 74624M102 19085.00000000 NS USD 372730.05000000 0.095725066614 Long EC CORP US N 1 N N N Penn National Gaming Inc N/A Penn National Gaming Inc 707569109 198.00000000 NS USD 15145.02000000 0.003889565781 Long EC CORP US N 1 N N N Semtech Corp 549300J7WUY317SW6O61 Semtech Corp 816850101 1250.00000000 NS USD 86000.00000000 0.022086643480 Long EC CORP US N 1 N N N COLUMBIA PROPERTY TRUST 549300WBDIMT4TVGZ316 Columbia Property Trust Operating Partnership LP 19828JAB4 9000.00000000 PA USD 9496.51000000 0.002438907333 Long DBT CORP US N 2 2026-08-15 Fixed 3.65000000 N N N N N N LVMH Moet Hennessy Louis Vuitt IOG4E947OATN0KJYSD45 LVMH Moet Hennessy Louis Vuitton SE 000000000 480.00000000 NS 377594.51000000 0.096974364215 Long EC CORP FR N 2 N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 03522AAJ9 75000.00000000 PA USD 95097.56000000 0.024423091902 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2H5 101000.00000000 PA USD 105721.32000000 0.027151501199 Long DBT CORP US N 2 2025-10-30 Fixed 2.40600000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38148LAF3 46000.00000000 PA USD 61673.43000000 0.015839058844 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 ERP Operating LP 26884ABM4 17000.00000000 PA USD 17618.06000000 0.004524695465 Long DBT CORP US N 2 2030-02-15 Fixed 2.50000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 Dow Chemical Co/The 260543DC4 34000.00000000 PA USD 33613.74000000 0.008632728970 Long DBT CORP US N 2 2030-11-15 Fixed 2.10000000 N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 Ally Financial Inc 02005N100 6309.00000000 NS USD 314440.56000000 0.080755076099 Long EC CORP US N 1 N N N Scientific Games Corp 529900JXALYBOHXKFM62 Scientific Games Corp 80874P109 1903.00000000 NS USD 147368.32000000 0.037847343536 Long EC CORP US N 1 N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 United States Steel Corp 912909108 1200.00000000 NS USD 28800.00000000 0.007396457351 Long EC CORP US N 1 N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 Chevron USA Inc 166756AS5 3000.00000000 PA USD 3325.76000000 0.000854126458 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 Fortive Corp 34959J108 6956.00000000 NS USD 485111.44000000 0.124587016553 Long EC CORP US N 1 N N N EXELIXIS INC 254900PJQB59O2O95R37 EXELIXIS INC 30161Q104 4483.00000000 NS USD 81680.26000000 0.020977241651 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378CCP0 13641.06000000 PA USD 15014.92000000 0.003856153313 Long ABS-MBS USGA US N 2 2032-05-16 Fixed 7.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 46636VAM8 150000.00000000 PA USD 150289.41000000 0.038597542064 Long ABS-MBS CORP US N 2 2046-08-15 Variable 5.61124300 N N N N N N Barratt Developments PLC 2138006R85VEOF5YNK29 Barratt Developments PLC 000000000 5826.00000000 NS 56096.64000000 0.014406819629 Long EC CORP GB N 2 N N N Merck KGaA 529900OAREIS0MOPTW25 Merck KGaA 000000000 414.00000000 NS 79436.58000000 0.020401016532 Long EC CORP DE N 2 N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2018-C5 17291DAU7 1298082.65000000 PA USD 50316.28000000 0.012922299274 Long ABS-MBS CORP US N 2 2051-06-10 Variable 0.69323300 N N N N N N EAST WEST BANCORP INC N/A EAST WEST BANCORP INC 27579R104 401.00000000 NS USD 28747.69000000 0.007383023022 Long EC CORP US N 1 N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 Ceridian HCM Holding Inc 15677J108 128.00000000 NS USD 12277.76000000 0.003153191951 Long EC CORP US N 1 N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 National Rural Utilities Cooperative Finance Corp 637432MT9 43000.00000000 PA USD 45031.89000000 0.011565154647 Long DBT CORP US N 2 2043-04-30 Fixed 4.75000000 N N N N N N Loanpal Solar Loan Ltd. N/A Loanpal Solar Loan 2021-1 Ltd 53948PAA6 88050.96000000 PA USD 89585.56000000 0.023007492147 Long ABS-O CORP US N 2 2048-01-20 Fixed 2.29000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 GATX Corp 361448BF9 20000.00000000 PA USD 22581.72000000 0.005799469753 Long DBT CORP US N 2 2030-06-30 Fixed 4.00000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 General Mills Inc 370334CF9 25000.00000000 PA USD 27722.21000000 0.007119657776 Long DBT CORP US N 2 2025-04-17 Fixed 4.00000000 N N N N N N Rohm Co Ltd 5493009V2FGDEP7JFE59 Rohm Co Ltd 000000000 1600.00000000 NS 147244.41000000 0.037815520792 Long EC CORP JP N 2 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 EOG Resources Inc 26875PAT8 11000.00000000 PA USD 14673.76000000 0.003768536112 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 5 Year US Treasury Note 000000000 43.00000000 NC USD -14152.81000000 -0.00363474498 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B UNITED STATES TREASURY NOTE/BOND 2021-09-30 5321629.39000000 USD -14152.81000000 N N N BASF SE 529900PM64WH8AF1E917 BASF SE 000000000 690.00000000 NS 54468.32000000 0.013988632149 Long EC CORP DE N 2 N N N ACS Actividades de Construccio 95980020140005558665 ACS Actividades de Construccion y Servicios SA 000000000 970.00000000 NS 26004.14000000 0.006678420572 Long EC CORP ES N 2 N N N Holcim Ltd 529900EHPFPYHV6IQO98 Holcim Ltd 000000000 4219.00000000 NS 253596.10000000 0.065128914520 Long EC CORP CH N 2 N N N CommVault Systems Inc 65T5VRP62VXG39YFML83 CommVault Systems Inc 204166102 5888.00000000 NS USD 460264.96000000 0.118205907884 Long EC CORP US N 1 N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 Koninklijke Philips NV 000000000 4158.00000000 NS 206378.45000000 0.053002409851 Long EC CORP NL N 2 N N N Bank N/A BANK 2019-BNK21 06540BBE8 3792190.79000000 PA USD 222436.26000000 0.057126399671 Long ABS-MBS CORP US N 2 2052-10-17 Variable 0.99182400 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661107 592.00000000 NS USD 114830.24000000 0.029490867112 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 Intel Corp 458140BN9 20000.00000000 PA USD 28308.64000000 0.007270265570 Long DBT CORP US N 2 2060-03-25 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31307NG73 13380.67000000 PA USD 14094.54000000 0.003619780000 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 Appalachian Power Co 037735CZ8 23000.00000000 PA USD 23802.64000000 0.006113028181 Long DBT CORP US N 2 2031-04-01 Fixed 2.70000000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 Edwards Lifesciences Corp 28176E108 4368.00000000 NS USD 452393.76000000 0.116184414999 Long EC CORP US N 1 N N N Elmwood CLO IX Ltd N/A ELMW9 2021-2A A 29003UAA7 250000.00000000 PA USD 250099.75000000 0.064230976893 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 0.01000000 N N N N N N COLUMBIA PROPERTY TRUST 549300WBDIMT4TVGZ316 Columbia Property Trust Operating Partnership LP 19828JAA6 5000.00000000 PA USD 5390.99000000 0.001384521792 Long DBT CORP US N 2 2025-04-01 Fixed 4.15000000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 Essential Utilities Inc 29670G102 235.00000000 NS USD 10739.50000000 0.002758133809 Long EC CORP US N 1 N N N NEC Corp 5493000QYMPFRTEY4K28 NEC Corp 000000000 700.00000000 NS 36018.07000000 0.009250212452 Long EC CORP JP N 2 N N N XLIT LTD 635400XCGXK8NVDIVE95 XLIT Ltd 98420EAD7 22000.00000000 PA USD 29935.72000000 0.007688134592 Long DBT CORP KY N 2 2045-03-31 Fixed 5.50000000 N N N N N N PulteGroup Inc N/A PulteGroup Inc 745867101 2374.00000000 NS USD 129549.18000000 0.033271006416 Long EC CORP US N 1 N N N Pernod Ricard SA 52990097YFPX9J0H5D87 Pernod Ricard SA 000000000 671.00000000 NS 149137.68000000 0.038301753112 Long EC CORP FR N 2 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Co/The 842587DF1 35000.00000000 PA USD 37100.00000000 0.009528075268 Long DBT CORP US N 2 2051-01-15 Fixed 4.00000000 N N N N N N Xero Ltd 254900UG5D8YST164N14 Xero Ltd 000000000 410.00000000 NS 42172.57000000 0.010830819979 Long EC CORP NZ N 2 N N N IAA Inc 549300PZCOPC5178W747 IAA Inc 449253103 1398.00000000 NS USD 76246.92000000 0.019581843471 Long EC CORP US N 1 N N N STAAR Surgical Co 5299006LRHI7OJ8BY308 STAAR Surgical Co 852312305 459.00000000 NS USD 69997.50000000 0.017976858453 Long EC CORP US N 1 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 Koninklijke Ahold Delhaize NV 000000000 7792.00000000 NS 232041.85000000 0.059593321087 Long EC CORP NL N 2 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 ENTERCOM COMMUNICATIONS CORP 000000000 4498000.00000000 NC USD 36368.31000000 0.009340161592 N/A DE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 Call Purchased Entercom Communications Corp Entercom Communications Corp 1.00000000 0.73250000 USD 2021-09-18 XXXX 2804.23000000 N N N CORNING INC 549300X2937PB0CJ7I56 Corning Inc 219350BQ7 15000.00000000 PA USD 21047.58000000 0.005405469716 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N Bear Stearns Mortgage Funding N/A Bear Stearns Mortgage Funding Trust 2006-AR5 07401NAP4 51573.89000000 PA USD 48126.51000000 0.012359919399 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.28150000 N N N N N N AmeriCredit Automobile Receiva N/A Americredit Automobile Receivables Trust 2019-1 03066GAG4 100000.00000000 PA USD 105407.98000000 0.027071028770 Long ABS-O CORP US N 2 2025-03-18 Fixed 3.62000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 Equinix Inc 29444U700 364.00000000 NS USD 292146.40000000 0.075029457917 Long EC CORP US N 1 N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-13T1 12668BZK2 16602.58000000 PA USD 11231.64000000 0.002884525911 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 Georgia-Pacific LLC 37331NAK7 35000.00000000 PA USD 35804.38000000 0.009195332280 Long DBT CORP US N 2 2030-04-30 Fixed 2.30000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAT7 25000.00000000 PA USD 32431.49000000 0.008329101827 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 Zions Bancorp NA 989701107 947.00000000 NS USD 50058.42000000 0.012856075299 Long EC CORP US N 1 N N N EMCOR GROUP INC 529900X0SQJB2J7YDU43 EMCOR GROUP INC 29084Q100 2072.00000000 NS USD 255249.68000000 0.065553589310 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3617AT2L6 171047.23000000 PA USD 190663.82000000 0.048966556011 Long ABS-MBS USGA US N 2 2047-09-15 Fixed 4.50000000 N N N N N N WRKCO INC 549300JEB576INN13W07 WRKCo Inc 92940PAG9 25000.00000000 PA USD 26218.83000000 0.006733557566 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N DELTA AIR LINES/SKYMILES N/A Delta Air Lines Inc / SkyMiles IP Ltd 830867AB3 37000.00000000 PA USD 41164.94000000 0.010572038996 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96949LAB1 30000.00000000 PA USD 33237.94000000 0.008536215474 Long DBT CORP US N 2 2025-09-15 Fixed 4.00000000 N N N N N N ACS Actividades de Construccio 95980020140005558665 ACS Actividades de Construccion y Servicios SA 000000000 970.00000000 NS 1357.21000000 0.000348560620 Long EC CORP ES N 1 N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust 92926UAA9 128549.46000000 PA USD 128945.62000000 0.033115999271 Long ABS-MBS CORP US N 2 2036-12-25 Variable 3.04999100 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582BE1 25000.00000000 PA USD 29782.75000000 0.007648848617 Long DBT CORP NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N TIMKEN CO/THE B0I35MLPFXZSE70ASS73 TIMKEN CO 887389104 1885.00000000 NS USD 151912.15000000 0.039014296481 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHM4 75000.00000000 PA USD 86227.63000000 0.022145103743 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAY4 25000.00000000 PA USD 32432.37000000 0.008329327830 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N COMM Mortgage Trust N/A COMM 2017-COR2 Mortgage Trust 12595EAE5 743998.99000000 PA USD 44577.67000000 0.011448501214 Long ABS-MBS CORP US N 2 2050-09-10 Variable 1.30904700 N N N N N N New Residential Investment Cor 549300WNTHGEO5LP2G31 New Residential Investment Corp 64828T201 1265.00000000 NS USD 13396.35000000 0.003440469841 Long EC CORP US N 1 N N N Tenaris SA 549300Y7C05BKC4HZB40 Tenaris SA 000000000 6131.00000000 NS 67074.74000000 0.017226231034 Long EC CORP LU N 2 N N N Legrand SA 969500XXRPGD7HCAFA90 Legrand SA 000000000 1940.00000000 NS 205607.20000000 0.052804336318 Long EC CORP FR N 2 N N N Cognex Corp 549300JQTYZCLC43S226 Cognex Corp 192422103 1529.00000000 NS USD 128512.45000000 0.033004751929 Long EC CORP US N 1 N N N BURLINGTON RESOURCES LLC 0FJ5X7MVCTSE8OEPQE56 Burlington Resources LLC 20825VAB8 8000.00000000 PA USD 11070.80000000 0.002843218751 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 Starbucks Corp 855244109 2435.00000000 NS USD 272257.35000000 0.069921523539 Long EC CORP US N 1 N N N Cable One Inc 549300648QS85T0XSH18 Cable One Inc 12685J105 35.00000000 NS USD 66948.35000000 0.017193771372 Long EC CORP US N 1 N N N WORLD FUEL SERVICES CORP D3W7PCXCBRQLL17DZ313 WORLD FUEL SERVICES CORP 981475106 6291.00000000 NS USD 199613.43000000 0.051265007701 Long EC CORP US N 1 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 046353AW8 25000.00000000 PA USD 23677.54000000 0.006080899819 Long DBT CORP GB N 2 2030-08-06 Fixed 1.37500000 N N N N N N DBWF Mortgage Trust N/A DBWF Mortgage Trust 23306NAL6 130000.00000000 PA USD 119430.94000000 0.030672425492 Long ABS-MBS CORP US N 2 2034-06-10 Variable 3.53513700 N N N N N N INDUSTRIAL AND COMMERCIAL BANK OF CHINA FINANCIAL SERVICES LLC 5493003O0P1GJ0O8CI80 INDUSTRIAL AND COMMERCIAL BANK OF CHINA FINANCIAL SERVICES LLC 000000000 3686400.00000000 PA USD 3686400.00000000 0.946746541005 Long RA CORP US N 2 Repurchase Y 0.04000000 2021-07-01 784992.54857142 USD 809251.06018011 USD ADAS 3053544.03801380 USD 3016782.97157046 USD UST 15791515.01370514 USD 462657.87987675 USD AMBS N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 Reckitt Benckiser Group PLC 000000000 2521.00000000 NS 222730.58000000 0.057201987356 Long EC CORP GB N 2 N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 CNO Financial Group Inc 12621E103 16305.00000000 NS USD 385124.10000000 0.098908124330 Long EC CORP US N 1 N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBL5 25000.00000000 PA USD 28080.90000000 0.007211777057 Long DBT CORP US N 2 2026-12-15 Fixed 4.50000000 N N N N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 Interpublic Group of Cos Inc/The 460690BL3 9000.00000000 PA USD 9796.99000000 0.002516077038 Long DBT CORP US N 2 2024-04-15 Fixed 4.20000000 N N N N N N Homebanc Mortgage Trust N/A HomeBanc Mortgage Trust 2004-1 43739EAB3 35160.80000000 PA USD 34704.01000000 0.008912733676 Long ABS-MBS CORP US N 2 2029-08-25 Floating 0.95150000 N N N N N N Brambles Ltd N/A Brambles Ltd 000000000 17274.00000000 NS 148244.85000000 0.038072455229 Long EC CORP AU N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BSSU8 251390.37000000 PA USD 328817.10000000 0.084447279744 Long ABS-MBS USGSE US N 2 2056-11-15 Fixed 5.00000000 N N N N N N Evolution AB 549300SUH6ZR1RF6TA88 Evolution AB 000000000 557.00000000 NS 88107.42000000 0.022627874110 Long EC CORP SE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31401HHE5 19419.42000000 PA USD 22188.94000000 0.005698595430 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468Q5 34000.00000000 PA USD 35318.26000000 0.009070486243 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N Daiwa House Industry Co Ltd N/A Daiwa House Industry Co Ltd 000000000 3200.00000000 NS 96219.20000000 0.024711153097 Long EC CORP JP N 2 N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TGU3 27000.00000000 PA USD 27727.27000000 0.007120957292 Long DBT CORP US N 2 2030-02-13 Fixed 2.15000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAM1 33000.00000000 PA USD 40123.80000000 0.010304651926 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N CRH PLC 549300MIDJNNTH068E74 CRH PLC 000000000 5053.00000000 NS 255536.30000000 0.065627199470 Long EC CORP IE N 2 N N N NORTHERN TRUST CORP 549300GLF98S992BC502 Northern Trust Corp 665859AV6 25000.00000000 PA USD 25241.54000000 0.006482568545 Long DBT CORP US N 2 2030-05-01 Fixed 1.95000000 N N N N N N TeamViewer AG 3912000FZ0R0KEK9JS42 TeamViewer AG 000000000 422.00000000 NS 15849.00000000 0.004070362936 Long EC CORP DE N 2 N N N Goodman Group N/A Goodman Group 000000000 11979.00000000 NS 189576.14000000 0.048687216471 Long EC CORP AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31403C6L0 4885.24000000 PA USD 5599.16000000 0.001437984310 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585A102 7458.00000000 NS USD 450612.36000000 0.115726913293 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBQ7 200000.00000000 PA USD 200803.12000000 0.051570545595 Long DBT CORP GB N 2 2024-12-10 Fixed 1.00700000 N N N N N N Mello Warehouse Securitization N/A Mello Warehouse Securitization Trust 2021-1 58550LAC9 100000.00000000 PA USD 100346.30000000 0.025771080845 Long ABS-MBS CORP US N 2 2055-02-25 Floating 1.20613000 N N N N N N Altice USA Inc 54930064K3612MGCER95 Altice USA Inc 02156K103 11168.00000000 NS USD 381275.52000000 0.097919726489 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJG5 63000.00000000 PA USD 62988.45000000 0.016176784169 Long DBT CORP US N 2 2025-09-25 Fixed 0.98100000 N N N N N N MERCK & CO. INC. 4YV9Y5M8S0BRK1RP0397 MERCK & CO INC 58933Y105 15798.00000000 NS USD 1228610.46000000 0.315533502400 Long EC CORP US N 1 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711X3H5 166433.58000000 PA USD 167875.21000000 0.043113952470 Long ABS-MBS CORP US N 2 2031-03-25 Floating 2.09150000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP Capital Markets PLC 05565QDV7 28000.00000000 PA USD 30814.00000000 0.007913695723 Long DBT CORP GB N 2 N/A Fixed 4.87500000 N N N N N N SMC Corp 353800O40V08DOZ70X62 SMC Corp 000000000 300.00000000 NS 177478.43000000 0.045580265219 Long EC CORP JP N 2 N N N CONTL AIRLINES 2012-1 A N/A Continental Airlines 2012-1 Class A Pass Through Trust 210795PZ7 35162.53000000 PA USD 37402.10000000 0.009605661024 Long DBT CORP US N 2 2024-04-11 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31389FJW3 1257.76000000 PA USD 1399.81000000 0.000359501214 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Clarivate PLC 549300WDHIIODXFO0R55 Clarivate PLC 000000000 435.00000000 NS USD 11975.55000000 0.003075577945 Long EC CORP GB N 1 N N N Nitori Holdings Co Ltd N/A Nitori Holdings Co Ltd 000000000 700.00000000 NS 123618.00000000 0.031747752253 Long EC CORP JP N 2 N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBP4 21000.00000000 PA USD 25709.79000000 0.006602825182 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N American Eagle Outfitters Inc 5299001Z9HXK01DHW793 American Eagle Outfitters Inc 02553E106 1279.00000000 NS USD 48000.87000000 0.012327652353 Long EC CORP US N 1 N N MDU Resources Group Inc N/A MDU Resources Group Inc 552690109 4749.00000000 NS USD 148833.66000000 0.038223674259 Long EC CORP US N 1 N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AS9 10000.00000000 PA USD 10787.22000000 0.002770389328 Long DBT CORP GB N 2 2024-09-11 Fixed 3.62500000 N N N N N N Straumann Holding AG 50670046ML5FVIM60Z37 Straumann Holding AG 000000000 40.00000000 NS 63801.76000000 0.016385659611 Long EC CORP CH N 2 N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 90278MBA4 60000.00000000 PA USD 63923.21000000 0.016416850574 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.92100000 N N N N N N Clear Creek CLO Ltd N/A Clear Creek CLO 18452LAL2 250000.00000000 PA USD 249859.75000000 0.064169339748 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 2.13825000 N N N N N N Synaptics Inc 549300AJ3LI4FWNRQX29 Synaptics Inc 87157D109 341.00000000 NS USD 53052.78000000 0.013625091133 Long EC CORP US N 1 N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 2133.72000000 0.000547985034 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -2370099.58000000 THB 76074.94000000 USD 2021-08-06 2133.72000000 N N N Oshkosh Corp 549300FEKNPCFSA2B506 Oshkosh Corp 688239201 720.00000000 NS USD 89740.80000000 0.023047361107 Long EC CORP US N 1 N N N PERKINELMER INC 549300IKL1SDPFI7N655 PerkinElmer Inc 714046AG4 59000.00000000 PA USD 63949.82000000 0.016423684592 Long DBT CORP US N 2 2029-09-15 Fixed 3.30000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCE4 31000.00000000 PA USD 33148.35000000 0.008513206842 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175CA0 21000.00000000 PA USD 21443.89000000 0.005507250619 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 CHARLES RIVER LABORATORIES 159864107 257.00000000 NS USD 95069.44000000 0.024415870083 Long EC CORP US N 1 N N N Palmer Square CLO Ltd N/A Palmer Square CLO Ltd 69701XAA2 400000.00000000 PA USD 400406.40000000 0.102832946559 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.25576000 N N N N N N Welcia Holdings Co Ltd N/A Welcia Holdings Co Ltd 000000000 600.00000000 NS 19619.16000000 0.005038620840 Long EC CORP JP N 2 N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 Dow Chemical Co/The 260543CG6 55000.00000000 PA USD 65724.82000000 0.016879542641 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 Santos Finance Ltd 803014AA7 46000.00000000 PA USD 47139.92000000 0.012106541938 Long DBT CORP AU N 2 2031-04-29 Fixed 3.64900000 N N N N N N FACEBOOK INC-A BQ4BKCS1HXDV9HN80Z93 FACEBOOK INC 30303M102 8299.00000000 NS USD 2885645.29000000 0.741095566644 Long EC CORP US N 1 N N N Adtalem Global Education Inc 549300Z467EZLMODV621 Adtalem Global Education Inc 00737L103 1105.00000000 NS USD 39382.20000000 0.010114193149 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 Masco Corp 574599106 2684.00000000 NS USD 158114.44000000 0.040607177504 Long EC CORP US N 1 N N N RETAIL PPTYS OF AMERICA 549300OVTYLM7DH6CM14 Retail Properties of America Inc 76131VAB9 20000.00000000 PA USD 22204.47000000 0.005702583867 Long DBT CORP US N 2 2030-09-15 Fixed 4.75000000 N N N N N N MASTERCARD INC - A AR5L2ODV9HN37376R084 MASTERCARD INC 57636Q104 700.00000000 NS USD 255563.00000000 0.065634056602 Long EC CORP US N 1 N N N Travel + Leisure Co T4VNTWMFQ7JQB65L7T35 Travel + Leisure Co 894164102 1461.00000000 NS USD 86856.45000000 0.022306598199 Long EC CORP US N 1 N N N iShares Core S&P Mid-Cap ETF 549300ODQWH5PC0IUZ78 iShares Core S&P Mid-Cap ETF 464287507 1304.00000000 NS USD 350423.92000000 0.089996374279 Long EC RF US N 1 N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 Diageo Capital PLC 25243YBE8 12000.00000000 PA USD 12062.31000000 0.003097859773 Long DBT CORP GB N 2 2032-04-29 Fixed 2.12500000 N N N N N N Polaris Inc 549300QJSN8UVWN1EI78 Polaris Inc 731068102 99.00000000 NS USD 13559.04000000 0.003482252121 Long EC CORP US N 1 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FWHG8 799414.16000000 PA USD 117457.28000000 0.030165547297 Long ABS-MBS USGSE US N 2 2035-07-25 Variable 1.44658300 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCJ3 55000.00000000 PA USD 55485.75000000 0.014249929982 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2019-GSA1 36261PAT9 90000.00000000 PA USD 97479.38000000 0.025034794334 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.04790000 N N N N N N Helios Issuer, LLC N/A Sunnova Sol III Issuer LLC 86745QAA9 100000.00000000 PA USD 100058.59000000 0.025697190749 Long ABS-O CORP US N 2 2056-04-28 Fixed 2.58000000 N N N N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 Kentucky Utilities Co 491674BM8 25000.00000000 PA USD 26489.94000000 0.006803184425 Long DBT CORP US N 2 2050-06-01 Fixed 3.30000000 N N N N N N UNITED AIR 2013-1 A PTT N/A United Airlines 2013-1 Class A Pass Through Trust 909319AA3 8134.59000000 PA USD 8619.25000000 0.002213608160 Long DBT CORP US N 2 2025-08-15 Fixed 4.30000000 N N N N N N Datadog Inc 549300F6JNO0KRPO1K63 Datadog Inc 23804L103 1868.00000000 NS USD 194421.44000000 0.049931593374 Long EC CORP US N 1 N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 Verisk Analytics Inc 92345Y106 919.00000000 NS USD 160567.68000000 0.041237222123 Long EC CORP US N 1 N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 Steel Dynamics Inc 858119BN9 21000.00000000 PA USD 20977.79000000 0.005387546148 Long DBT CORP US N 2 2027-10-15 Fixed 1.65000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAP4 10000.00000000 PA USD 11270.19000000 0.002894426377 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 Hess Corp 42809HAD9 109000.00000000 PA USD 136250.34000000 0.034992007949 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 Arrow Electronics Inc 042735100 3576.00000000 NS USD 407056.08000000 0.104540726924 Long EC CORP US N 1 N N N UBS-Barclays Commercial Mortga N/A UBS-Barclays Commercial Mortgage Trust 2012-C4 90270RAL8 40000.00000000 PA USD 29571.21000000 0.007594520611 Long ABS-MBS CORP US N 2 2045-12-10 Variable 4.61564500 N N N N N N EVONIK INDUSTRIES AG 41GUOJQTALQHLF39XJ34 EVONIK INDUSTRIES AG 000000000 875.00000000 NS 29376.66000000 0.007544556000 Long EC CORP DE N 2 N N N MAIN STREET CAPITAL CORP 5493001FS9QJLJNF3E20 Main Street Capital Corp 56035LAD6 30000.00000000 PA USD 32665.74000000 0.008389262248 Long DBT CORP US N 2 2024-05-01 Fixed 5.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGR4 60000.00000000 PA USD 66117.02000000 0.016980268008 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2017-P8 17326DAJ1 975957.32000000 PA USD 45517.58000000 0.011689890250 Long ABS-MBS CORP US N 2 2050-09-15 Variable 1.04035400 N N N N N N Imperial Brands PLC 549300DFVPOB67JL3A42 Imperial Brands PLC 000000000 7776.00000000 NS 167671.62000000 0.043061666194 Long EC CORP GB N 2 N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 Steel Dynamics Inc 858119BL3 15000.00000000 PA USD 15702.31000000 0.004032689799 Long DBT CORP US N 2 2025-06-15 Fixed 2.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EJQ76 115107.05000000 PA USD 126654.44000000 0.032527575133 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Sprouts Farmers Market Inc 529900P8F4G77Q52XE24 Sprouts Farmers Market Inc 85208M102 1462.00000000 NS USD 36330.70000000 0.009330502538 Long EC CORP US N 1 N N N EastGroup Properties Inc 31TIGQQZC4P6JMHKSW85 EastGroup Properties Inc 277276101 777.00000000 NS USD 127777.65000000 0.032816039538 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKG6 137000.00000000 PA USD 136068.42000000 0.034945286994 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N Tradeweb Markets Inc N/A Tradeweb Markets Inc 892672106 1906.00000000 NS USD 161171.36000000 0.041392260088 Long EC CORP US N 1 N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886FAE7 61000.00000000 PA USD 57877.41000000 0.014864159537 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N GLAXOSMITHKLINE PLC 5493000HZTVUYLO1D793 GLAXOSMITHKLINE PLC 000000000 12476.00000000 NS 245266.55000000 0.062989707529 Long EC CORP GB N 2 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 Fannie Mae or Freddie Mac 01F022675 940000.00000000 PA USD 972312.51000000 0.249710694883 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Mettler-Toledo International I 5493000BD5GJNUDIUG10 Mettler-Toledo International Inc 592688105 11.00000000 NS USD 15238.74000000 0.003913635086 Long EC CORP US N 1 N N N Freddie Mac Multifamily S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily ML Certificates 30318LAK3 658896.39000000 PA USD 125612.93000000 0.032260093040 Long ABS-MBS USGSE US N 2 2037-07-25 Variable 1.87103900 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 Engie SA 000000000 1018.00000000 NS 13959.38000000 0.003585068014 Long EC CORP FR N 2 N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 Henkel AG & Co KGaA 000000000 1125.00000000 NS 118815.50000000 0.030514367307 Long EP CORP DE N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SN9 1000.00000000 PA USD 816.84000000 0.000209782021 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Wolters Kluwer NV 724500TEM53I0U077B74 Wolters Kluwer NV 000000000 633.00000000 NS 63625.13000000 0.016340297240 Long EC CORP NL N 2 N N N Flowers Foods Inc 7YNCQQNDK8FBM9BBTK25 Flowers Foods Inc 343498101 2596.00000000 NS USD 62823.20000000 0.016134344426 Long EC CORP US N 1 N N N AMER AIRLN 15-2 AA PTT N/A American Airlines 2015-2 Class AA Pass Through Trust 02377BAB2 3815.84000000 PA USD 3957.45000000 0.001016357991 Long DBT CORP US N 2 2027-09-22 Fixed 3.60000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAD5 60000.00000000 PA USD 74809.87000000 0.019212778226 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N Medical Properties Trust Inc 254900U6E39J1MQCCY14 Medical Properties Trust Inc 58463J304 1152.00000000 NS USD 23155.20000000 0.005946751710 Long EC CORP US N 1 N N N WP CAREY INC 54930042CRNE713E3Q67 WP Carey Inc 92936UAG4 20000.00000000 PA USD 19934.76000000 0.005119673685 Long DBT CORP US N 2 2031-02-01 Fixed 2.40000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCD1 565000.00000000 PA USD 563830.27000000 0.144803699500 Long DBT UST US N 2 2023-05-31 Fixed 0.12500000 N N N N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 RBC DOMINION SECURITIES INC. 000000000 1915955.00000000 PA USD 1915955.00000000 0.492058314065 Long RA CORP US N 2 Repurchase Y 0.05000000 2021-07-01 124859.62602425 USD 128591.48439432 USD UST 2655086.08655774 USD 1825682.68255873 USD AMBS N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZX1 1941400.00000000 PA USD 1941951.77000000 0.498734841864 Long DBT UST US N 2 2022-06-30 Fixed 0.12500000 N N N N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 BHP Group Ltd 000000000 10009.00000000 NS 364131.11000000 0.093516674496 Long EC CORP AU N 2 N N N CoStar Group Inc N/A CoStar Group Inc 22160N109 4370.00000000 NS USD 361923.40000000 0.092949687244 Long EC CORP US N 1 N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 2 Year US Treasury Note 000000000 20.00000000 NC USD -6318.64000000 -0.00162276219 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2021-09-30 4412724.88000000 USD -6318.64000000 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 TotalEnergies SE 000000000 767.00000000 NS 34746.40000000 0.008923620337 Long EC CORP FR N 2 N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust 2018-1 33850TBA5 92498.87560000 PA USD 95622.37000000 0.024557874359 Long ABS-MBS CORP US N 2 2048-03-25 Variable 4.00357200 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2019-GC38 36252SAX5 1221683.07000000 PA USD 76414.20000000 0.019624804561 Long ABS-MBS CORP US N 2 2052-02-10 Variable 1.11961400 N N N N N N CarMax Auto Owner Trust N/A Carmax Auto Owner Trust 2018-4 14315EAG5 100000.00000000 PA USD 104875.45000000 0.026934263651 Long ABS-O CORP US N 2 2025-04-15 Fixed 4.15000000 N N N N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 Eaton Corp PLC 000000000 1338.00000000 NS USD 198264.84000000 0.050918660881 Long EC CORP US N 1 N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 Commerzbank AG 000000000 8553.00000000 NS 60740.50000000 0.015599462422 Long EC CORP DE N 2 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661DY0 30000.00000000 PA USD 28784.28000000 0.007392420118 Long DBT CORP US N 2 2030-10-15 Fixed 1.70000000 N N N N N N Webster Financial Corp KMRURHT0VWKYS6Z5KU67 Webster Financial Corp 947890109 1570.00000000 NS USD 83743.80000000 0.021507202957 Long EC CORP US N 1 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 AP Moller - Maersk A/S 000000000 35.00000000 NS 100761.84000000 0.025877800424 Long EC CORP DK N 2 N N N BX Trust N/A BX Commercial Mortgage Trust 2021-IRON 05608JAJ2 343000.00000000 PA USD 345393.32000000 0.088704408364 Long ABS-MBS CORP US N 2 2038-02-15 Floating 2.42300000 N N N N N N Pinterest Inc N/A Pinterest Inc 72352L106 181.00000000 NS USD 14289.95000000 0.003669965476 Long EC CORP US N 1 N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 Virginia Electric and Power Co 927804FJ8 28000.00000000 PA USD 28787.65000000 0.007393285606 Long DBT CORP US N 2 2022-09-01 Fixed 3.45000000 N N N N N N EnerSys 7ZS3DE5PN30BYUJFWP05 EnerSys 29275Y102 1879.00000000 NS USD 183634.67000000 0.047161319615 Long EC CORP US N 1 N N N CSAIL Commercial Mortgage Trus N/A CSAIL 2018-CX11 Commercial Mortgage Trust 12652UAU3 170000.00000000 PA USD 192218.08000000 0.049365723296 Long ABS-MBS CORP US N 2 2051-04-15 Variable 4.03310000 N N N N N N Wingstop Inc 549300SSH3F8HPIM3Q47 Wingstop Inc 974155103 377.00000000 NS USD 59426.51000000 0.015262001623 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2019-H6 61769JBA8 62000.00000000 PA USD 68558.19000000 0.017607212793 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.41700000 N N N N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 Rockwell Automation Inc 773903109 1327.00000000 NS USD 379548.54000000 0.097476201006 Long EC CORP US N 1 N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 FactSet Research Systems Inc 303075105 121.00000000 NS USD 40608.81000000 0.010429212891 Long EC CORP US N 1 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 Agilent Technologies Inc 00846U101 4598.00000000 NS USD 679630.38000000 0.174543650018 Long EC CORP US N 1 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XAX2 79364.85000000 PA USD 81103.23000000 0.020829047978 Long ABS-MBS CORP US N 2 2025-05-25 Floating 4.09150000 N N N N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 Old Dominion Freight Line Inc 679580100 568.00000000 NS USD 144158.40000000 0.037022967273 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAB9 147000.00000000 PA USD 148104.38000000 0.038036379522 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DH7 29000.00000000 PA USD 32376.43000000 0.008314961239 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N NORTHERN NATURAL GAS CO 5493007M02M6CT9EXE41 Northern Natural Gas Co 665501AM4 16000.00000000 PA USD 16464.49000000 0.004228433961 Long DBT CORP US N 2 2051-10-16 Fixed 3.40000000 N N N N N N MAIN STREET CAPITAL CORP 5493001FS9QJLJNF3E20 Main Street Capital Corp 56035LAE4 44000.00000000 PA USD 45253.60000000 0.011622094528 Long DBT CORP US N 2 2026-07-14 Fixed 3.00000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 Turkey Government International Bond 900123AW0 80000.00000000 PA USD 86686.48000000 0.022262946259 Long DBT NUSS TR N 2 2025-02-05 Fixed 7.37500000 N N N N N N Bio-Techne Corp 54930073RLKQ51TILZ35 Bio-Techne Corp 09073M104 352.00000000 NS USD 158491.52000000 0.040704019731 Long EC CORP US N 1 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 Estee Lauder Cos Inc/The 518439104 1904.00000000 NS USD 605624.32000000 0.155537307429 Long EC CORP US N 1 N N N DXC Technology Co 549300DOVZ3EDJB7O259 DXC Technology Co 23355L106 2091.00000000 NS USD 81423.54000000 0.020911310452 Long EC CORP US N 1 N N N Sun Communities Inc 549300H5GEOJYN41ZG57 Sun Communities Inc 866674104 163.00000000 NS USD 27938.20000000 0.007175128638 Long EC CORP US N 1 N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2004-J7 12667FTE5 77416.13000000 PA USD 76163.54000000 0.019560429699 Long ABS-MBS CORP US N 2 2034-10-25 Floating 1.11150000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Stacr Remic Trust 2020-HQA2 35565LAH9 200000.00000000 PA USD 203370.76000000 0.052229970586 Long ABS-MBS CORP US N 2 2050-03-25 Floating 3.19150000 N N N N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 ITOCHU Corp 000000000 1400.00000000 NS 40396.59000000 0.010374710246 Long EC CORP JP N 2 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBT2 25000.00000000 PA USD 28130.85000000 0.007224605287 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N Magellan Financial Group Ltd 549300X5WFW6USQQ9U26 Magellan Financial Group Ltd 000000000 2406.00000000 NS 97172.88000000 0.024956078564 Long EC CORP AU N 2 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCE3 15000.00000000 PA USD 16668.69000000 0.004280876899 Long DBT CORP US N 2 2027-05-11 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128M9WG3 33717.74000000 PA USD 37113.68000000 0.009531588586 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Mitsubishi UFJ Financial Group 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 000000000 48400.00000000 NS 260694.90000000 0.066952038528 Long EC CORP JP N 2 N N N Jazz Pharmaceuticals PLC 635400GAUMJCLEZRRV50 Jazz Pharmaceuticals PLC 000000000 1753.00000000 NS USD 311402.92000000 0.079974945032 Long EC CORP IE N 1 N N N Sabra Health Care REIT Inc 549300E3BC7GU7TAZ621 Sabra Health Care REIT Inc 78573L106 3124.00000000 NS USD 56856.80000000 0.014602045012 Long EC CORP US N 1 N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 Duke Energy Carolinas LLC 26442CAN4 15000.00000000 PA USD 17729.58000000 0.004553336192 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N OWL ROCK TECHNOLOGY FINA 254900G5EZJSOD3UKL16 Owl Rock Technology Finance Corp 691205AC2 38000.00000000 PA USD 41823.50000000 0.010741171321 Long DBT CORP US N 2 2025-12-15 Fixed 4.75000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 Synopsys Inc 871607107 1244.00000000 NS USD 343082.76000000 0.088111007028 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific Inc 883556102 2006.00000000 NS USD 1011966.82000000 0.259894771714 Long EC CORP US N 1 N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 Consolidated Edison Co of New York Inc 209111EH2 13000.00000000 PA USD 16506.82000000 0.004239305213 Long DBT CORP US N 2 2035-03-01 Fixed 5.30000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 Lennar Corp 526057104 4639.00000000 NS USD 460884.65000000 0.118365057560 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCK5 646000.00000000 PA USD 644473.32000000 0.165514563389 Long DBT UST US N 2 2023-06-30 Fixed 0.12500000 N N N N N N Colfax Corp 635400OP2DYYYMOIYL17 Colfax Corp 194014106 324.00000000 NS USD 14842.44000000 0.003811856751 Long EC CORP US N 1 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HS2 145500.00000000 PA USD 52483.31000000 0.013478839030 Long DBT NUSS AR N 2 2030-07-09 Variable 0.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132GK2F2 116076.29000000 PA USD 127151.80000000 0.032655307843 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 Black Hills Corp 092113109 4271.00000000 NS USD 280305.73000000 0.071988520047 Long EC CORP US N 1 N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 Illumina Inc 452327AM1 30000.00000000 PA USD 30482.97000000 0.007828680123 Long DBT CORP US N 2 2031-03-23 Fixed 2.55000000 N N N N N N TRANSCONT GAS PIPE LINE N/A Transcontinental Gas Pipe Line Co LLC 893574AP8 9000.00000000 PA USD 9752.70000000 0.002504702417 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31397NUJ2 212180.40000000 PA USD 237729.59000000 0.061054054640 Long ABS-MBS USGSE US N 2 2036-10-25 Fixed 4.50000000 N N N N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LAZ4 45000.00000000 PA USD 52942.57000000 0.013596786843 Long DBT CORP US N 2 2046-08-01 Fixed 3.90000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 Carrier Global Corp 14448CAQ7 18000.00000000 PA USD 18677.36000000 0.004796746412 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B0WK8 79853.49000000 PA USD 83112.56000000 0.021345086993 Long ABS-MBS USGSE US N 2 2047-10-25 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAH4 9000.00000000 PA USD 9272.43000000 0.002381358786 Long DBT CORP KY N 2 2025-02-15 Fixed 2.87500000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 000000000 628.00000000 NS 47026.38000000 0.012077382433 Long EC CORP AU N 2 N N N Fortune Brands Home & Security 54930032LHW54PQUJD44 Fortune Brands Home & Security Inc 34964C106 2331.00000000 NS USD 232190.91000000 0.059631602890 Long EC CORP US N 1 N N N Wells Fargo Alternative Loan T N/A Wells Fargo Alternative Loan 2007-PA2 Trust 94985FAG3 15134.01000000 PA USD 12102.64000000 0.003108217382 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.52150000 N N N N N N Qualys Inc 549300EMBXYOW9W1XA17 Qualys Inc 74758T303 1482.00000000 NS USD 149222.58000000 0.038323557252 Long EC CORP US N 1 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BZ2 200000.00000000 PA USD 198408.33000000 0.050955512189 Long DBT CORP GB N 2 2027-01-14 Fixed 1.45600000 N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co 476556DD4 14000.00000000 PA USD 14243.36000000 0.003658000166 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 Builders FirstSource Inc 12008R107 781.00000000 NS USD 33317.46000000 0.008556637915 Long EC CORP US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 10 Year US Treasury Note 000000000 19.00000000 NC USD 10617.87000000 0.002726896618 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2021-09-21 2506882.13000000 USD 10617.87000000 N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DF1 17000.00000000 PA USD 21320.84000000 0.005475648741 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBS3 17000.00000000 PA USD 16801.02000000 0.004314862079 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 TYSON FOODS INC-CL A 902494103 530.00000000 NS USD 39092.80000000 0.010039869026 Long EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD -4760.58000000 -0.00122261899 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -373929.15000000 BRL 70247.82000000 USD 2021-07-23 -4760.58000000 N N N PotlatchDeltic Corp 54930084YA8UJOTXDM59 PotlatchDeltic Corp 737630103 6804.00000000 NS USD 361632.60000000 0.092875003571 Long EC CORP US N 1 N N N Tohoku Electric Power Co Inc 353800KTF7EYIIYHY088 Tohoku Electric Power Co Inc 000000000 3100.00000000 NS 24305.29000000 0.006242119475 Long EC CORP JP N 2 N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 Newcrest Finance Pty Ltd 65120FAD6 13000.00000000 PA USD 13986.77000000 0.003592102353 Long DBT CORP AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 COMMERCIAL METALS CO 201723103 5312.00000000 NS USD 163184.64000000 0.041909313548 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B1EY6 600000.00000000 PA USD 646690.56000000 0.166083998150 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFU3 30000.00000000 PA USD 28569.70000000 0.007337311374 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DBG3 45000.00000000 PA USD 57040.46000000 0.014649212837 Long DBT CORP US N 2 2049-05-15 Fixed 5.30000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AQ1 250000.00000000 PA USD 256111.26000000 0.065774861522 Long DBT CORP CH N 2 2026-06-05 Fixed 2.19300000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 RPM International Inc 749685103 1676.00000000 NS USD 148627.68000000 0.038170774180 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2C6 120000.00000000 PA USD 129097.08000000 0.033154897445 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N Jay Park CLO, Ltd. N/A Jay Park CLO Ltd 47206VAN4 250000.00000000 PA USD 249688.00000000 0.064125230666 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 2.18825000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 000000000 4318.00000000 NS 270995.53000000 0.069597461115 Long EC CORP FR N 2 N N N DELTA AIR LINES/SKYMILES N/A Delta Air Lines Inc / SkyMiles IP Ltd 830867AA5 10000.00000000 PA USD 10750.93000000 0.002761069278 Long DBT CORP N/A N 2 2025-10-20 Fixed 4.50000000 N N N N N N Natera Inc N/A Natera Inc 632307104 172.00000000 NS USD 19527.16000000 0.005014993268 Long EC CORP US N 1 N N N SMB Private Education Loan Tru 5493000RGRVHYZAIY180 SMB Private Education Loan Trust 2017-A 78448WAD7 100000.00000000 PA USD 103951.10000000 0.026696870757 Long ABS-O CORP US N 2 2041-06-17 Fixed 3.50000000 N N N N N N HEICO Corp 529900O1DTDLCJ7L0I14 HEICO Corp 422806109 413.00000000 NS USD 57580.46000000 0.014787896412 Long EC CORP US N 1 N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust 93362FAD5 25657.10000000 PA USD 25542.20000000 0.006559784477 Long ABS-MBS CORP US N 2 2046-08-25 Variable 3.07590600 N N N N N N Nissan Chemical Corp 3538002E4L1CUGJFFU25 Nissan Chemical Corp 000000000 2200.00000000 NS 107536.09000000 0.027617573036 Long EC CORP JP N 2 N N N Boyd Gaming Corp 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304101 4776.00000000 NS USD 293676.24000000 0.075422353622 Long EC CORP US N 1 N N N CRANE CO 549300X1RO9ID7AUCA83 CRANE CO 224399105 2931.00000000 NS USD 270736.47000000 0.069530928954 Long EC CORP US N 1 N N N SYNNEX CORP 5493004HI6PFLF46NS53 SYNNEX CORP 87162W100 3133.00000000 NS USD 381474.08000000 0.097970720953 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468U6 51000.00000000 PA USD 49047.78000000 0.012596521283 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N Symrise AG 529900D82I6R9601CF26 Symrise AG 000000000 788.00000000 NS 109812.92000000 0.028202311785 Long EC CORP DE N 2 N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RBD5 22000.00000000 PA USD 23588.82000000 0.006058114621 Long DBT CORP US N 2 2031-01-30 Fixed 3.25000000 N N N N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 Zurich Insurance Group AG 000000000 458.00000000 NS 183962.77000000 0.047245582728 Long EC CORP CH N 2 N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 Bunge Ltd Finance Corp 120568BC3 41000.00000000 PA USD 41480.69000000 0.010653130364 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N iShares MSCI Eurozone ETF 549300Q88WD2SU6SPH06 iShares MSCI Eurozone ETF 464286608 153023.00000000 NS USD 7551685.05000000 1.939434597399 Long EC RF US N 1 N N N AMERICAN TRANSMISSION SY N/A American Transmission Systems Inc 030288AA2 50000.00000000 PA USD 51203.26000000 0.013150094751 Long DBT CORP US N 2 2022-01-15 Fixed 5.25000000 N N N N N N Santen Pharmaceutical Co Ltd 529900TPT3I7C17MIM03 Santen Pharmaceutical Co Ltd 000000000 2100.00000000 NS 28983.44000000 0.007443568675 Long EC CORP JP N 2 N N N HubSpot Inc 529900BLNVEW0MVKJB37 HubSpot Inc 443573100 346.00000000 NS USD 201621.12000000 0.051780625529 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBR0 20000.00000000 PA USD 20226.94000000 0.005194711773 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912796J59 2125000.00000000 PA USD 2124556.51000000 0.545631653378 Long DBT UST US N 2 2021-12-09 None 0.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96949LAD7 21000.00000000 PA USD 23346.14000000 0.005995789195 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216DK3 40000.00000000 PA USD 40430.81000000 0.010383498675 Long DBT CORP US N 2 2031-03-05 Fixed 2.00000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 ASML Holding NV 000000000 932.00000000 NS 643376.04000000 0.165232758364 Long EC CORP NL N 2 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FXQX9 1295926.87000000 PA USD 120891.57000000 0.031047546585 Long ABS-MBS USGSE US N 2 2035-10-25 Variable 0.96139500 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137A1Z30 47760.15000000 PA USD 54697.26000000 0.014047428848 Long ABS-MBS USGSE US N 2 2037-06-15 Fixed 5.50000000 N N N N N N Kinnevik AB 2138006PZH76JOS6MN27 Kinnevik AB 000000000 3966.00000000 NS 158814.25000000 0.040786903713 Long EC CORP SE N 2 N N N BRINK'S CO/THE XFP140TFNOQMIVFTVQ13 BRINK'S CO/THE 109696104 288.00000000 NS USD 22129.92000000 0.005683437828 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAR9 40000.00000000 PA USD 49539.75000000 0.012722869725 Long DBT CORP US N 2 2039-04-22 Fixed 4.45700000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 Athene Global Funding 04685A2M2 40000.00000000 PA USD 41694.24000000 0.010707974582 Long DBT CORP US N 2 2023-05-26 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137ALY45 8997.02000000 PA USD 10038.14000000 0.002578009527 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 4.50000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2007-2CB 02149HAR1 120474.55000000 PA USD 59109.92000000 0.015180694525 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.69150000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738AU2 85000.00000000 PA USD 93613.13000000 0.024041858458 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Dominos Pizza Master Issuer LL N/A Domino's Pizza Master Issuer LLC 25755TAL4 197500.00000000 PA USD 214451.05000000 0.055075626574 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.66800000 N N N N N N Lithia Motors Inc SE8N1EZEHPZQBCBVKD53 Lithia Motors Inc 536797103 908.00000000 NS USD 312025.12000000 0.080134739330 Long EC CORP US N 1 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBP4 15000.00000000 PA USD 14397.36000000 0.003697550667 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Santos Ltd 5299000RK70B5O2M7077 Santos Ltd 000000000 6345.00000000 NS 33701.62000000 0.008655298437 Long EC CORP AU N 2 N N N Concentrix Corp N/A Concentrix Corp 20602D101 214.00000000 NS USD 34411.20000000 0.008837533792 Long EC CORP US N 1 N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AU0 15000.00000000 PA USD 16949.77000000 0.004353064268 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP 30231G102 7312.00000000 NS USD 461240.96000000 0.118456565606 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBH7 6000.00000000 PA USD 6609.72000000 0.001697517780 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N United Therapeutics Corp 5299005C4HZL4UWROC14 United Therapeutics Corp 91307C102 435.00000000 NS USD 78043.35000000 0.020043205203 Long EC CORP US N 1 N N N VIATRIS INC 254900ZZTSW7NL773X71 Viatris Inc 91533BAE0 66000.00000000 PA USD 70286.29000000 0.018051025916 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N Herbalife Nutrition Ltd 549300BA7TYPBSZZIA41 Herbalife Nutrition Ltd 000000000 3130.00000000 NS USD 165044.90000000 0.042387068192 Long EC CORP US N 1 N N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 Fresenius SE & Co KGaA 000000000 544.00000000 NS 28391.25000000 0.007291481589 Long EC CORP DE N 2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2Q5 21000.00000000 PA USD 21580.51000000 0.005542337563 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N JPMBB Commercial Mortgage Secu N/A JPMBB Commercial Mortgage Securities Trust 2013-C17 46640UAQ5 100000.00000000 PA USD 79293.67000000 0.020364314180 Long ABS-MBS CORP US N 2 2047-01-15 Variable 3.86700000 N N N N N N Qantas Airways Ltd YLXNW6TI6QSK1H8H0N82 Qantas Airways Ltd 000000000 9534.00000000 NS 33283.13000000 0.008547821235 Long EC CORP AU N 2 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QAW0 48000.00000000 PA USD 50841.12000000 0.013057089437 Long DBT CORP US N 2 2023-11-28 Fixed 3.21600000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYA6 40000.00000000 PA USD 39904.44000000 0.010248315576 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAQ3 25000.00000000 PA USD 31901.60000000 0.008193014716 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 794.20000000 0.000203967584 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -5209213.85000000 RUB 71606.08000000 USD 2021-08-06 794.20000000 N N N Ciena Corp W0CZ7N0GH8UIGXDM1H41 Ciena Corp 171779309 1690.00000000 NS USD 96144.10000000 0.024691865807 Long EC CORP US N 1 N N N LCM Ltd Partnership N/A LCM XXIV Ltd 50188YAE4 250000.00000000 PA USD 250022.75000000 0.064211201642 Long ABS-CBDO CORP KY N 2 2030-03-20 Floating 1.16825000 N N N N N N HERMAN MILLER INC U98HXD3PNK7HYU2MU887 HERMAN MILLER INC 600544100 1189.00000000 NS USD 56049.46000000 0.014394702794 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 86765BAN9 9000.00000000 PA USD 9710.12000000 0.002493766960 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N Garmin Ltd 2549001E0HIPIJQ0W046 Garmin Ltd 000000000 520.00000000 NS USD 75212.80000000 0.019316259288 Long EC CORP CH N 1 N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKD3 51000.00000000 PA USD 50073.67000000 0.012859991826 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co 476556DB8 50000.00000000 PA USD 54445.20000000 0.013982694437 Long DBT CORP US N 2 2024-04-01 Fixed 4.70000000 N N N N N N Hanover Insurance Group Inc/Th JJYR6MFKFF6CF8DBZ078 Hanover Insurance Group Inc/The 410867105 3057.00000000 NS USD 414651.48000000 0.106491388458 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 Intel Corp 458140BK5 15000.00000000 PA USD 15372.96000000 0.003948105659 Long DBT CORP US N 2 2060-02-15 Fixed 3.10000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BM3 35000.00000000 PA USD 39214.48000000 0.010071119058 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 Oglethorpe Power Corp 677050AQ9 20000.00000000 PA USD 21203.17000000 0.005445428563 Long DBT CORP US N 2 2050-08-01 Fixed 3.75000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017DB2 2000.00000000 PA USD 2123.87000000 0.000545455342 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N MGIC Investment Corp 254900S8483WM4M98R28 MGIC Investment Corp 552848103 7354.00000000 NS USD 100014.40000000 0.025685841810 Long EC CORP US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BX6 27000.00000000 PA USD 30426.07000000 0.007814066983 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N TERADYNE INC C3X4YJ278QNZHRJULN75 TERADYNE INC 880770102 3165.00000000 NS USD 423983.40000000 0.108888025551 Long EC CORP US N 1 N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 Schlumberger Holdings Corp 806851AJ0 19000.00000000 PA USD 20461.54000000 0.005254962081 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 000000000 13764.00000000 NS 210826.30000000 0.054144713074 Long EC CORP CH N 2 N N N ITT Inc 549300KDSERHTJOXUS80 ITT Inc 45073V108 3173.00000000 NS USD 290615.07000000 0.074636179548 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650100 1817.00000000 NS USD 151610.48000000 0.038936821158 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFD1 5000.00000000 PA USD 5756.92000000 0.001478500460 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCK0 55000.00000000 PA USD 55089.17000000 0.014148079737 Long DBT CORP US N 2 2025-06-23 Fixed 0.96900000 N N N N N N Axon Enterprise Inc 549300QP2IEEGFE16681 Axon Enterprise Inc 05464C101 301.00000000 NS USD 53216.80000000 0.013667214985 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JBCA2 584522.18000000 PA USD 667220.47000000 0.171356519113 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.50000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2005-10CB 12667GAW3 58960.75000000 PA USD 48195.67000000 0.012377681169 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.59150000 N N N N N N Great Wolf Trust N/A Great Wolf Trust 2019-WOLF 39152TAN0 900000.00000000 PA USD 885477.24000000 0.227409536162 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.80500000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 KLA Corp 482480100 1257.00000000 NS USD 407531.97000000 0.104662945677 Long EC CORP US N 1 N N N Sony Group Corp 529900R5WX9N2OI2N910 Sony Group Corp 000000000 3000.00000000 NS 290901.79000000 0.074709815390 Long EC CORP JP N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MR9 20000.00000000 PA USD 20427.52000000 0.005246225016 Long DBT CORP US N 2 2024-05-15 Fixed 1.67800000 N N N N N N Eagle Materials Inc 529900KRXRGXL61SG039 Eagle Materials Inc 26969P108 687.00000000 NS USD 97629.57000000 0.025073366345 Long EC CORP US N 1 N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 BAE Systems PLC 000000000 4840.00000000 NS 34973.90000000 0.008982047214 Long EC CORP GB N 2 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP 907818108 2284.00000000 NS USD 502320.12000000 0.129006574459 Long EC CORP US N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 000000000 1401.00000000 NS 168321.82000000 0.043228651492 Long EC CORP GB N 2 N N N SMB Private Education Loan Tru N/A SMB Private Education Loan Trust 2020-PT-A 78449VAB2 100000.00000000 PA USD 101109.56000000 0.025967102374 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.60000000 N N N N N N Compass Minerals International 2549008X9G8XP7YJGC47 Compass Minerals International Inc 20451N101 1136.00000000 NS USD 67319.36000000 0.017289054693 Long EC CORP US N 1 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 459.98000000 0.000118132724 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 -47308.48000000 PEN 12770.20000000 USD 2021-07-23 459.98000000 N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2017-GS6 36253PAE2 846892.24000000 PA USD 44947.79000000 0.011543555964 Long ABS-MBS CORP US N 2 2050-05-10 Variable 1.17568100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WHLM2 133410.31000000 PA USD 142571.17000000 0.036615332585 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N National Instruments Corp 549300TP4OOPCYWDUP86 National Instruments Corp 636518102 5061.00000000 NS USD 213979.08000000 0.054954414560 Long EC CORP US N 1 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 Assurant Inc 04621XAN8 49000.00000000 PA USD 48972.57000000 0.012577205743 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N APA Corp N/A APA Corp 03743Q108 7438.00000000 NS USD 160883.94000000 0.041318444471 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAU0 70000.00000000 PA USD 74602.64000000 0.019159557120 Long DBT CORP US N 2 2024-07-23 Fixed 3.79700000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 064159QE9 21000.00000000 PA USD 22506.69000000 0.005780200441 Long DBT CORP CA N 2 2026-08-03 Fixed 2.70000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CBG9 15000.00000000 PA USD 15975.00000000 0.004102722437 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N MSCI Inc 549300HTIN2PD78UB763 MSCI Inc 55354G100 573.00000000 NS USD 305454.84000000 0.078447350586 Long EC CORP US N 1 N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 National Retail Properties Inc 637417106 2127.00000000 NS USD 99713.76000000 0.025608631014 Long EC CORP US N 1 N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 Interstate Power and Light Co 461070AS3 20000.00000000 PA USD 20322.20000000 0.005219176583 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135CA2 61000.00000000 PA USD 63013.89000000 0.016183317706 Long DBT CORP US N 2 2041-05-12 Fixed 2.87500000 N N N N N N OLD REPUBLIC INTL CORP 549300IV6O2YY2A1KH37 Old Republic International Corp 680223AL8 29000.00000000 PA USD 30934.87000000 0.007944737730 Long DBT CORP US N 2 2051-06-11 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140K9EE5 852926.74000000 PA USD 890688.90000000 0.228748002166 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Orkla ASA 549300PZS8G8RG6RVZ52 Orkla ASA 000000000 9632.00000000 NS 98161.11000000 0.025209877211 Long EC CORP NO N 2 N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 Astrazeneca Finance LLC 04636NAB9 26000.00000000 PA USD 26430.29000000 0.006787865026 Long DBT CORP US N 2 2031-05-28 Fixed 2.25000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 Roper Technologies Inc 776696106 1121.00000000 NS USD 527094.20000000 0.135369089256 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31307M2M7 6308.12000000 PA USD 6624.33000000 0.001701269941 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N CIMAREX ENERGY CO 11KYOFXPU1C4CQL1CL44 Cimarex Energy Co 171798AD3 60000.00000000 PA USD 66207.09000000 0.017003399915 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Volkswagen AG 529900NNUPAGGOMPXZ31 Volkswagen AG 000000000 361.00000000 NS 90513.87000000 0.023245902055 Long EP CORP DE N 2 N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DC8 13000.00000000 PA USD 14752.52000000 0.003788763368 Long DBT CORP US N 2 2035-01-15 Fixed 3.87500000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 Simon Property Group LP 828807DL8 27000.00000000 PA USD 26876.31000000 0.006902412523 Long DBT CORP US N 2 2028-02-01 Fixed 1.75000000 N N N N N N J2 GLOBAL INC 5493008OJYGLHD7MXA18 J2 GLOBAL INC 48123V102 408.00000000 NS USD 56120.40000000 0.014412921706 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2017-C4 17326FAF4 1265104.91000000 PA USD 61543.43000000 0.015805672057 Long ABS-MBS CORP US N 2 2050-10-12 Variable 1.23134800 N N N N N N Sandvik AB 5299008ZUAXN43LVZF54 Sandvik AB 000000000 7255.00000000 NS 185507.85000000 0.047642392392 Long EC CORP SE N 2 N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 Norfolk Southern Corp 655844CA4 42000.00000000 PA USD 46120.53000000 0.011844740735 Long DBT CORP US N 2 2025-08-01 Fixed 3.65000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2019-L3 61691UBF5 3350864.68000000 PA USD 162071.27000000 0.041623376266 Long ABS-MBS CORP US N 2 2052-11-15 Variable 0.76397200 N N N N N N HERO Funding Trust N/A HERO Funding Trust 2015-2 42770UAA1 21302.71120000 PA USD 22446.52000000 0.005764747495 Long ABS-O CORP US N 2 2040-09-20 Fixed 3.99000000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 Deutsche Telekom AG 000000000 15362.00000000 NS 324905.65000000 0.083442735538 Long EC CORP DE N 2 N N N Emergent BioSolutions Inc 549300YW6TUOX8BE5103 Emergent BioSolutions Inc 29089Q105 812.00000000 NS USD 51147.88000000 0.013135871980 Long EC CORP US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CG2 200000.00000000 PA USD 205679.20000000 0.052822827462 Long DBT CORP GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N Newark BSL CLO 2 Ltd. N/A Newark BSL CLO 2 Ltd 65023PAS9 250000.00000000 PA USD 249096.50000000 0.063973320787 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 1.92575000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BQ1 22000.00000000 PA USD 25189.73000000 0.006469262626 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Cochlear Ltd 5493001OLLWY8KV5UC08 Cochlear Ltd 000000000 153.00000000 NS 28866.11000000 0.007413435816 Long EC CORP AU N 2 N N N Philip Morris International In HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc 718172109 9791.00000000 NS USD 970386.01000000 0.249215928387 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBD4 9000.00000000 PA USD 10440.85000000 0.002681434088 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N Globe Life Inc 5493001JFHKQOPP6XA71 Globe Life Inc 37959E102 172.00000000 NS USD 16383.00000000 0.004207505583 Long EC CORP US N 1 N N N United Utilities Group PLC 2138002IEYQAOC88ZJ59 United Utilities Group PLC 000000000 2160.00000000 NS 29153.95000000 0.007487359298 Long EC CORP GB N 2 N N N NISOURCE INC 549300D8GOWWH0SJB189 NiSource Inc 65473PAJ4 29000.00000000 PA USD 32149.65000000 0.008256719274 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 Royal Dutch Shell PLC 000000000 11773.00000000 NS 236023.29000000 0.060615840224 Long EC CORP NL N 2 N N N REGAL BELOIT CORP QH78R09VCJGQKPBPYU33 REGAL BELOIT CORP 758750103 2360.00000000 NS USD 315083.60000000 0.080920222555 Long EC CORP US N 1 N N N Liberty Broadband Corp 549300MIX43II8JLN536 Liberty Broadband Corp 530307305 328.00000000 NS USD 56960.48000000 0.014628672258 Long EC CORP US N 1 N N N Knight-Swift Transportation Ho N/A Knight-Swift Transportation Holdings Inc 499049104 5502.00000000 NS USD 250120.92000000 0.064236413802 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCY3 13000.00000000 PA USD 15803.37000000 0.004058644174 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XJX3 178271.55000000 PA USD 183998.70000000 0.047254810322 Long ABS-MBS CORP US N 2 2029-10-25 Floating 3.09150000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 Regency Centers LP 75884RAZ6 23000.00000000 PA USD 24246.47000000 0.006227013238 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Sea Ltd 529900OM6JLLW44YKI15 Sea Ltd 81141R100 167.00000000 NS USD 45858.20000000 0.011777368768 Long EC CORP SG N 1 N N N ASX Ltd N/A ASX Ltd 000000000 580.00000000 NS 33811.57000000 0.008683535954 Long EC CORP AU N 2 N N N XLIT LTD 635400XCGXK8NVDIVE95 XLIT Ltd 98420EAC9 71000.00000000 PA USD 79735.61000000 0.020477813846 Long DBT CORP KY N 2 2025-03-31 Fixed 4.45000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CB9 9000.00000000 PA USD 9266.80000000 0.002379912881 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61746BDZ6 112000.00000000 PA USD 125263.17000000 0.032170267174 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2020-GC47 36258RBC6 1300212.45090000 PA USD 117189.58000000 0.030096796198 Long ABS-MBS CORP US N 2 2053-05-12 Variable 1.24650200 N N N N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 Deutsche Post AG 000000000 4646.00000000 NS 316413.81000000 0.081261848997 Long EC CORP DE N 2 N N N COMMONBOND STUDENT LOAN TRUST N/A Commonbond Student Loan Trust 2020-A-GS 20267WAA3 58309.54000000 PA USD 59187.68000000 0.015200664960 Long ABS-O CORP US N 2 2050-08-25 Fixed 1.98000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BK4 24000.00000000 PA USD 26100.00000000 0.006703039474 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 Cheniere Corpus Christi Holdings LLC 16412XAJ4 30000.00000000 PA USD 32798.33000000 0.008423314203 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 McKesson Corp 581557BQ7 32000.00000000 PA USD 31550.48000000 0.008102839574 Long DBT CORP US N 2 2025-12-03 Fixed 0.90000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650CL2 5000.00000000 PA USD 5522.46000000 0.001418286106 Long DBT CORP US N 2 2025-07-20 Fixed 3.87500000 N N N N N N SIERRA PACIFIC POWER CO QB888G5GSVGE1LD1WV84 Sierra Pacific Power Co 826418BM6 68000.00000000 PA USD 72343.27000000 0.018579302473 Long DBT CORP US N 2 2026-05-01 Fixed 2.60000000 N N N N N N Tokio Marine Holdings Inc 5299009QN2NZ191KLS29 Tokio Marine Holdings Inc 000000000 2000.00000000 NS 92120.55000000 0.023658531919 Long EC CORP JP N 2 N N N BENCHMARK Mortgage Trust N/A Benchmark 2019-B9 Mortgage Trust 08160JAG2 991830.42000000 PA USD 67229.74000000 0.017266038356 Long ABS-MBS CORP US N 2 2052-03-15 Variable 1.20781900 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36193BMR4 65275.29000000 PA USD 70581.96000000 0.018126960310 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WEJ42 198926.28000000 PA USD 211804.44000000 0.054395920393 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 Bayer AG 000000000 2351.00000000 NS 142929.27000000 0.036707300342 Long EC CORP DE N 2 N N N OHA Loan Funding Ltd N/A OHA Loan Funding 2013-1 Ltd 67706HAW8 200000.00000000 PA USD 200002.00000000 0.051364800806 Long ABS-CBDO CORP KY N 2 2031-07-23 Floating 1.26288000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DAT6 25000.00000000 PA USD 31123.04000000 0.007993063819 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2019-LTV3 46651HAJ6 400000.00000000 PA USD 407775.44000000 0.104725473992 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust 933636AA0 33881.57000000 PA USD 32244.63000000 0.008281112174 Long ABS-MBS CORP US N 2 2037-04-25 Variable 2.71612700 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607GLZ5 35000.00000000 PA USD 36575.87000000 0.009393467449 Long DBT CORP CA N 2 2025-01-28 Fixed 2.25000000 N N N N N N Universal Display Corp N/A Universal Display Corp 91347P105 528.00000000 NS USD 117390.24000000 0.030148329988 Long EC CORP US N 1 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBN4 22000.00000000 PA USD 24470.41000000 0.006284525831 Long DBT CORP US N 2 2027-03-09 Fixed 3.75000000 N N N N N N LAMAR ADVERTISING CO 529900Y8WW4MKVPTB543 LAMAR ADVERTISING CO-A 512816109 720.00000000 NS USD 75182.40000000 0.019308451916 Long EC CORP US N 1 N N N DECKERS OUTDOOR CORP 5493008LG4W3I6K8J118 DECKERS OUTDOOR CORP 243537107 1577.00000000 NS USD 605678.39000000 0.155551193764 Long EC CORP US N 1 N N N DELTA AIR LINES 2020-A N/A Delta Air Lines 2020-1 Class A Pass Through Trust 247361ZW1 11825.34000000 PA USD 12016.23000000 0.003086025441 Long DBT CORP US N 2 2028-06-10 Fixed 2.50000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 AEP Texas Inc 00108WAK6 52000.00000000 PA USD 53978.10000000 0.013862733144 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N Thor Industries Inc 254900XZO1228PDSG060 Thor Industries Inc 885160101 604.00000000 NS USD 68252.00000000 0.017528576637 Long EC CORP US N 1 N N N COMMONBOND STUDENT LOAN TRUST 5493005PJR3MYTKJFJ48 Commonbond Student Loan Trust 2018-A-GS 20269DAA3 33744.98000000 PA USD 35058.09000000 0.009003669010 Long ABS-O CORP US N 2 2044-02-25 Fixed 3.21000000 N N N N N N Liberty Media Corp-Liberty Sir N/A Liberty Media Corp-Liberty SiriusXM 531229607 1534.00000000 NS USD 71162.26000000 0.018275993789 Long EC CORP US N 1 N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 Entergy Arkansas LLC 29366MAB4 24000.00000000 PA USD 22814.46000000 0.005859242374 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 Berry Global Inc 08576PAD3 40000.00000000 PA USD 39703.60000000 0.010196735559 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust 93364FAD3 69702.52000000 PA USD 70176.20000000 0.018022752444 Long ABS-MBS CORP US N 2 2037-07-25 Variable 3.03460200 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650CZ1 135000.00000000 PA USD 175674.04000000 0.045116859189 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Wells Fargo Commercial Mortgag 5493006021R83VCLAO08 Wells Fargo Commercial Mortgage Trust 2018-C45 95001NAC2 400000.00000000 PA USD 352608.92000000 0.090557529117 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 3.00000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017BP3 6000.00000000 PA USD 8571.58000000 0.002201365482 Long DBT CORP US N 2 2038-07-15 Fixed 6.12500000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BH1 50000.00000000 PA USD 55656.38000000 0.014293751424 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N A O Smith Corp 549300XG4US7UJNECY36 A O Smith Corp 831865209 1346.00000000 NS USD 96992.76000000 0.024909819887 Long EC CORP US N 1 N N N Freddie Mac - STACR N/A Freddie Mac STACR REMIC Trust 2020-DNA6 35566CAH8 250000.00000000 PA USD 252972.25000000 0.064968696467 Long ABS-MBS CORP US N 2 2050-12-25 Floating 2.01800000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 ENTERCOM COMMUNICATIONS CORP 000000000 -2570000.00000000 NC USD -22806.98000000 -0.00585732135 N/A DE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 Call Written Entercom Communications Corp Entercom Communications Corp 1.00000000 0.75100000 USD 2021-07-20 XXXX -4935.20000000 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBL6 19000.00000000 PA USD 18395.70000000 0.004724410086 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Sartorius Stedim Biotech 52990006IVXY7GCSSR39 Sartorius Stedim Biotech 000000000 63.00000000 NS 29817.23000000 0.007657703820 Long EC CORP FR N 2 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBK8 56000.00000000 PA USD 59845.55000000 0.015369620078 Long DBT CORP US N 2 2050-05-06 Fixed 4.45000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400FV0 6000.00000000 PA USD 6470.94000000 0.001661876101 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N J.V.B. FINANCIAL GROUP, LLC 254900YUMD4CG5TD3D77 J.V.B. FINANCIAL GROUP, LLC 000000000 1268044.00000000 PA USD 1268044.00000000 0.325660880762 Long RA CORP US N 2 Repurchase Y 0.09000000 2021-07-01 2757123.27811973 USD 1290092.69685394 USD AMBS 3331.15158800 USD 3312.18532708 USD UST N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 CI Financial Corp 125491AP5 28000.00000000 PA USD 29318.87000000 0.007529714290 Long DBT CORP CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N WINTRUST FINANCIAL CORP Q774KI4AW80FHFW33O61 WINTRUST FINANCIAL CORP 97650W108 296.00000000 NS USD 22386.48000000 0.005749327936 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGK4 18000.00000000 PA USD 19064.46000000 0.004896161990 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A Penske Truck Leasing Co Lp / PTL Finance Corp 709599BL7 24000.00000000 PA USD 23788.96000000 0.006109514863 Long DBT CORP US N 2 2025-11-15 Fixed 1.20000000 N N N N N N Venture Corp Ltd 254900B1NLZC3J1MAE72 Venture Corp Ltd 000000000 6700.00000000 NS 95849.86000000 0.024616298668 Long EC CORP SG N 2 N N N VISA INC-CLASS A SHARES 549300JZ4OKEHW3DPJ59 VISA INC 92826C839 1939.00000000 NS USD 453376.98000000 0.116436926971 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417WKH3 21789.05000000 PA USD 24949.93000000 0.006407676846 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 MICROSOFT CORP 594918104 24794.00000000 NS USD 6716694.60000000 1.724991151134 Long EC CORP US N 1 N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 Chevron USA Inc 166756AW6 28000.00000000 PA USD 37814.19000000 0.009711494570 Long DBT CORP US N 2 2047-08-15 Fixed 4.95000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2021-L5 61691YAP6 1009859.98000000 PA USD 100436.43000000 0.025794228161 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.42534300 N N N N N N Zaxby's Funding LLC N/A ZAXBY'S FUNDING LLC 98920MAA0 200000.00000000 PA USD 202495.96000000 0.052005303194 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFT6 118000.00000000 PA USD 113766.15000000 0.029217585990 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2020-2 61946PAA1 83957.35000000 PA USD 82758.96000000 0.021254274934 Long ABS-O CORP US N 2 2046-08-20 Fixed 1.44000000 N N N N N N Cedar Funding Ltd 549300PPJP6KEORGHQ85 Cedar Funding IV CLO Ltd 150323BA0 300000.00000000 PA USD 300604.20000000 0.077201602257 Long ABS-CBDO CORP KY N 2 2034-07-23 Floating 0.01000000 N N N N N N Darling Ingredients Inc L1N0SPPKS7EXZYUMZ898 Darling Ingredients Inc 237266101 1593.00000000 NS USD 107527.50000000 0.027615366940 Long EC CORP US N 1 N N N Oversea-Chinese Banking Corp L 5493007O3QFXCPOGWK22 Oversea-Chinese Banking Corp Ltd 000000000 7600.00000000 NS 67729.24000000 0.017394320663 Long EC CORP SG N 2 N N N Hannover Rueck SE 529900KIN5BE45V5KB18 Hannover Rueck SE 000000000 421.00000000 NS 70478.62000000 0.018100420382 Long EC CORP DE N 2 N N N MISSISSIPPI POWER CO LNZ0J6YZ5SC6ILIRU850 Mississippi Power Co 605417BZ6 30000.00000000 PA USD 35516.88000000 0.009121496117 Long DBT CORP US N 2 2042-03-15 Fixed 4.25000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216100 3860.00000000 NS USD 208864.60000000 0.053640906463 Long EC CORP US N 1 N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 Duke Energy Carolinas LLC 26442CBB9 12000.00000000 PA USD 12470.10000000 0.003202588986 Long DBT CORP US N 2 2031-04-15 Fixed 2.55000000 N N N N N N EMPOWER FINANCE 2020 LP N/A Empower Finance 2020 LP 29248HAA1 12000.00000000 PA USD 11830.17000000 0.003038241245 Long DBT CORP US N 2 2027-09-17 Fixed 1.35700000 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 SERVICE CORP INTERNATIONAL 817565104 2968.00000000 NS USD 159055.12000000 0.040848764292 Long EC CORP US N 1 N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 Teledyne Technologies Inc 879360AC9 99000.00000000 PA USD 99309.30000000 0.025504757016 Long DBT CORP US N 2 2026-04-01 Fixed 1.60000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC 000000000 85726.00000000 NS 203434.15000000 0.052246250497 Long EC CORP GB N 2 N N N NetApp Inc QTX3D84DZDD5JYOCYH15 NetApp Inc 64110D104 2122.00000000 NS USD 173622.04000000 0.044589861602 Long EC CORP US N 1 N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216DQ0 72000.00000000 PA USD 74939.72000000 0.019246126490 Long DBT CORP US N 2 2041-05-05 Fixed 2.87500000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAH4 18000.00000000 PA USD 23340.90000000 0.005994443451 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 Allstate Corp/The 020002101 1946.00000000 NS USD 253836.24000000 0.065190587619 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886F107 746.00000000 NS USD 416670.84000000 0.107010003393 Long EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 935.15000000 0.000240166565 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -317909.50000000 MYR 77391.55000000 USD 2021-08-06 935.15000000 N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2019-GC41 17328FBB0 1116047.35000000 PA USD 74652.74000000 0.019172423874 Long ABS-MBS CORP US N 2 2056-08-10 Variable 1.18570600 N N N N N N Sumitomo Chemical Co Ltd 353800RSAU9BD8U4DM91 Sumitomo Chemical Co Ltd 000000000 17600.00000000 NS 93541.67000000 0.024023505998 Long EC CORP JP N 2 N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 24703TAD8 25000.00000000 PA USD 30026.73000000 0.007711507911 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 AXA SA 000000000 2229.00000000 NS 56599.41000000 0.014535941742 Long EC CORP FR N 2 N N N Hikari Tsushin Inc 3538001SOIIV8U3OXH94 Hikari Tsushin Inc 000000000 600.00000000 NS 105447.65000000 0.027081216876 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BKQN3 253994.37000000 PA USD 265024.18000000 0.068063890434 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 3.50000000 N N N N N N TIS Inc 35380064HYEZXBQHDF07 TIS Inc 000000000 5000.00000000 NS 127606.42000000 0.032772064004 Long EC CORP JP N 2 N N N CK Hutchison Holdings Ltd 254900Z8HM1VEPOQ2G79 CK Hutchison Holdings Ltd 000000000 11000.00000000 NS 85632.90000000 0.021992364331 Long EC CORP HK N 2 N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Trust 36262LAP5 200000.00000000 PA USD 203380.28000000 0.052232415527 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N Swiss Life Holding AG 5493000KUC3Z24U77V93 Swiss Life Holding AG 000000000 160.00000000 NS 77832.56000000 0.019989069812 Long EC CORP CH N 2 N N N Ashtead Group PLC 2138007UTBN8X9K1A235 Ashtead Group PLC 000000000 1501.00000000 NS 111566.60000000 0.028652694401 Long EC CORP GB N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SY5 1809000.00000000 PA USD 1882773.28000000 0.483536537092 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N Albertsons Cos Inc 549300YKWOC0AOR16R51 Albertsons Cos Inc 013091103 4906.00000000 NS USD 96451.96000000 0.024770930854 Long EC CORP US N 1 N N Vishay Intertechnology Inc 5493009O8F3QQJTCQR75 Vishay Intertechnology Inc 928298108 14952.00000000 NS USD 337167.60000000 0.086591867143 Long EC CORP US N 1 N N N 10X Genomics Inc 5493003Z6741WNLG7H43 10X Genomics Inc 88025U109 63.00000000 NS USD 12336.66000000 0.003168318734 Long EC CORP US N 1 N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAD0 20000.00000000 PA USD 21860.49000000 0.005614242429 Long DBT CORP N/A N 2 2030-05-01 Fixed 3.40000000 N N N N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 TotalEnergies Capital International SA 89153VAV1 33000.00000000 PA USD 33524.75000000 0.008609874430 Long DBT CORP FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 Stellantis NV 000000000 744.00000000 NS 14636.97000000 0.003759087651 Long EC CORP NL N 2 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBN2 39000.00000000 PA USD 37058.48000000 0.009517412042 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2005-65CB 12668AZ40 47792.28000000 PA USD 43879.34000000 0.011269155101 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WEUG2 26613.07000000 PA USD 29060.77000000 0.007463428677 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Tandem Diabetes Care Inc 549300JEPFOD0K4D3I05 Tandem Diabetes Care Inc 875372203 161.00000000 NS USD 15681.40000000 0.004027319663 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BB9 50000.00000000 PA USD 51771.10000000 0.013295928235 Long DBT CORP US N 2 2022-07-23 Fixed 4.46400000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 Tucson Electric Power Co 898813AS9 25000.00000000 PA USD 23782.91000000 0.006107961094 Long DBT CORP US N 2 2030-08-01 Fixed 1.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GFD1 17000.00000000 PA USD 24793.16000000 0.006367414949 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Kering SA 549300VGEJKB7SVUZR78 Kering SA 000000000 97.00000000 NS 84992.93000000 0.021828006317 Long EC CORP FR N 2 N N N HASBRO INC 549300NUB6D2R1ITYR45 Hasbro Inc 418056AX5 40000.00000000 PA USD 42584.64000000 0.010936648388 Long DBT CORP US N 2 2024-11-19 Fixed 3.00000000 N N N N N N Nissan Motor Co Ltd 353800DRBDH1LUTNAY26 Nissan Motor Co Ltd 000000000 4800.00000000 NS 23912.10000000 0.006141139855 Long EC CORP JP N 2 N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 VeriSign Inc 92343EAM4 21000.00000000 PA USD 21360.78000000 0.005485906189 Long DBT CORP US N 2 2031-06-15 Fixed 2.70000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110L106 1726.00000000 NS USD 911690.46000000 0.234141652960 Long EC CORP US N 1 N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 Liberty Mutual Group Inc 53079EBJ2 4000.00000000 PA USD 4468.83000000 0.001147691337 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBM1 18000.00000000 PA USD 17585.08000000 0.004516225494 Long DBT CORP US N 2 2030-08-10 Fixed 1.74900000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38374UNM9 41374.92000000 PA USD 46681.56000000 0.011988825265 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 4.75000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 Cargill Inc 141781BJ2 48000.00000000 PA USD 56690.57000000 0.014559353584 Long DBT CORP US N 2 2049-05-23 Fixed 3.87500000 N N N N N N Gaming and Leisure Properties 5493006GWRDBCZYWTM57 Gaming and Leisure Properties Inc 36467J108 11786.00000000 NS USD 546045.38000000 0.140236158514 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBC6 25000.00000000 PA USD 28299.71000000 0.007267972155 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BU3 200000.00000000 PA USD 200828.07000000 0.051576953290 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N Keyence Corp 529900M7PQBS7A89DZ11 Keyence Corp 000000000 200.00000000 NS 100724.69000000 0.025868259508 Long EC CORP JP N 2 N N N Goodyear Tire & Rubber Co/The 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co/The 382550101 2351.00000000 NS USD 40319.65000000 0.010354950404 Long EC CORP US N 1 N N N Osaka Gas Co Ltd 353800024KMNOPQRWZ02 Osaka Gas Co Ltd 000000000 10000.00000000 NS 186588.97000000 0.047920047183 Long EC CORP JP N 2 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680BA0 10000.00000000 PA USD 10291.22000000 0.002643005896 Long DBT CORP US N 2 2025-09-15 Fixed 2.20000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582BD3 125000.00000000 PA USD 135729.51000000 0.034858247641 Long DBT CORP NL N 2 2025-05-11 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QNKH1 36129.19000000 PA USD 38799.44000000 0.009964527889 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Bojangles Issuer, LLC N/A Bojangles Issuer LLC 09748RAA6 100000.00000000 PA USD 104724.15000000 0.026895406568 Long ABS-O CORP US N 2 2050-10-20 Fixed 3.83200000 N N N N N N Patterson Cos Inc YM48Q2087CUE26GWEK09 Patterson Cos Inc 703395103 2412.00000000 NS USD 73300.68000000 0.018825185884 Long EC CORP US N 1 N N N Smurfit Kappa Group PLC 635400CPLP8H5ITDVT56 Smurfit Kappa Group PLC 000000000 2324.00000000 NS 126386.57000000 0.032458780375 Long EC CORP IE N 2 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773100 1540.00000000 NS USD 58874.20000000 0.015120156576 Long EC CORP US N 1 N N N Brooks Automation Inc 35ZN6X1ANPH25YN32Y17 Brooks Automation Inc 114340102 971.00000000 NS USD 92516.88000000 0.023760317959 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBZ7 24000.00000000 PA USD 25488.49000000 0.006545990598 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271AW9 43000.00000000 PA USD 41937.29000000 0.010770395032 Long DBT CORP US N 2 2032-05-18 Fixed 2.00000000 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 salesforce.com Inc 79466LAJ3 41000.00000000 PA USD 41098.52000000 0.010554980916 Long DBT CORP US N 2 2031-07-15 Fixed 1.95000000 N N N N N N NXP BV/NXP FUNDING LLC N/A NXP BV / NXP Funding LLC 62947QAX6 31000.00000000 PA USD 36194.12000000 0.009295425866 Long DBT CORP N/A N 2 2026-03-01 Fixed 5.35000000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 ServiceNow Inc 81762P102 1042.00000000 NS USD 572631.10000000 0.147063941297 Long EC CORP US N 1 N N N Apartment Income REIT Corp N/A Apartment Income REIT Corp 03750L109 4067.00000000 NS USD 192897.81000000 0.049540292530 Long EC CORP US N 1 N N N ENEOS Holdings Inc 3538001KQ5SAOZSQTT44 ENEOS Holdings Inc 000000000 50200.00000000 NS 210378.29000000 0.054029654503 Long EC CORP JP N 2 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QAY6 75000.00000000 PA USD 80000.51000000 0.020545845844 Long DBT CORP US N 2 2024-04-14 Fixed 3.22400000 N N N N N N COMM Mortgage Trust N/A Comm 2013-CCRE13 Mortgage Trust 12630BBF4 177000.00000000 PA USD 190578.94000000 0.048944757007 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.04562900 N N N N N N Zendesk Inc 549300SLI6BN94BKKO36 Zendesk Inc 98936J101 136.00000000 NS USD 19630.24000000 0.005041466422 Long EC CORP US N 1 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 03523TBU1 15000.00000000 PA USD 19823.90000000 0.005091202461 Long DBT CORP US N 2 2039-01-23 Fixed 5.45000000 N N N N N N Stanley Electric Co Ltd N/A Stanley Electric Co Ltd 000000000 2100.00000000 NS 60671.63000000 0.015581775130 Long EC CORP JP N 2 N N N Electricite de France SA 549300X3UK4GG3FNMO06 Electricite de France SA 000000000 6481.00000000 NS 88569.72000000 0.022746602660 Long EC CORP FR N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BAPA4 540218.58000000 PA USD 607855.35000000 0.156110283757 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 4.25000000 N N N N N N XPO Logistics Inc 54930096DB9LCLPN7H13 XPO Logistics Inc 983793100 469.00000000 NS USD 65608.41000000 0.016849646058 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PEF5 47000.00000000 PA USD 50234.54000000 0.012901306690 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N American Money Management Corp 549300I1YCI83LUUYL82 AMMC CLO 16 Ltd 00176JAX4 250000.00000000 PA USD 247643.25000000 0.063600095036 Long ABS-CBDO CORP KY N 2 2029-04-14 Floating 2.13575000 N N N N N N Poste Italiane SpA 815600354DEDBD0BA991 Poste Italiane SpA 000000000 10470.00000000 NS 138576.00000000 0.035589287290 Long EC CORP IT N 2 N N N Maximus Inc 549300DQCDS8HJ7QF202 Maximus Inc 577933104 482.00000000 NS USD 42401.54000000 0.010889624383 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397JR97 50629.51350000 PA USD 58817.84000000 0.015105682120 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 5.50000000 N N N N N N Octagon Investment Partners 32 N/A Octagon Investment Partners 32 Ltd 67578BAC0 250000.00000000 PA USD 250004.75000000 0.064206578856 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 1.38375000 N N N N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 Playtika Holding Corp 72815L107 615.00000000 NS USD 14661.60000000 0.003765413163 Long EC CORP IL N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 811.09000000 0.000208305298 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -581088.68000000 CNY 90443.84000000 USD 2021-08-06 811.09000000 N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 46640JAE7 40000.00000000 PA USD 39510.52000000 0.010147148476 Long ABS-MBS CORP US N 2 2046-01-15 Variable 3.98600000 N N N N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 Cie de Saint-Gobain 000000000 3250.00000000 NS 214486.00000000 0.055084602483 Long EC CORP FR N 2 N N N Middleby Corp/The JDFO86U9VQRBKW5KYA35 Middleby Corp/The 596278101 240.00000000 NS USD 41582.40000000 0.010679251672 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31398CKN7 46205.85000000 PA USD 51415.00000000 0.013204474122 Long ABS-MBS USGSE US N 2 2033-03-15 Variable 5.33233500 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468P7 75000.00000000 PA USD 83796.75000000 0.021520801652 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 Synchrony Financial 87165B103 11600.00000000 NS USD 562832.00000000 0.144547322365 Long EC CORP US N 1 N N N FIVE BELOW INC 529900AAXP5Z6BGI7418 FIVE BELOW 33829M101 89.00000000 NS USD 17201.03000000 0.004417593222 Long EC CORP US N 1 N N N Eni SpA BUCRF72VH5RBN7X3VL35 Eni SpA 000000000 4602.00000000 NS 56105.35000000 0.014409056544 Long EC CORP IT N 2 N N N Popular Inc 5493008CARDZMVQ3LO89 Popular Inc 733174700 322.00000000 NS USD 24166.10000000 0.006206372500 Long EC CORP PR N 1 N N N ASM International NV 7245001I22ND6ZFHX623 ASM International NV 000000000 545.00000000 NS 179755.46000000 0.046165055333 Long EC CORP NL N 2 N N N Elastic NV 2549003I48WHHH937I59 Elastic NV 000000000 133.00000000 NS USD 19386.08000000 0.004978760900 Long EC CORP US N 1 N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 VEREIT Operating Partnership LP 92340LAH2 45000.00000000 PA USD 45734.41000000 0.011745576842 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2018-1 61946FAA3 50746.49000000 PA USD 54795.46000000 0.014072648713 Long ABS-O CORP US N 2 2043-06-22 Fixed 4.01000000 N N N N N N Volvo AB 549300HGV012CNC8JD22 Volvo AB 928856301 6626.00000000 NS 159682.79000000 0.041009963403 Long EC CORP SE N 2 N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 21684AAC0 260000.00000000 PA USD 290523.98000000 0.074612785683 Long DBT CORP NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 Northwestern Mutual Life Insurance Co/The 668138AC4 28000.00000000 PA USD 30874.89000000 0.007929333580 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N Equitrans Midstream Corp 549300RH0NLJNZ5SXU64 Equitrans Midstream Corp 294600101 15730.00000000 NS USD 133862.30000000 0.034378708088 Long EC CORP US N 1 N N N Bear Stearns Alt-A Trust N/A Bear Stearns ALT-A Trust 2005-7 07386HVR9 30064.01000000 PA USD 28052.75000000 0.007204547533 Long ABS-MBS CORP US N 2 2035-09-25 Variable 2.81637700 N N N N N N ALASKA AIRLINES 2020 TR N/A Alaska Airlines 2020-1 Class A Pass Through Trust 01166VAA7 29784.98000000 PA USD 33032.76000000 0.008483520852 Long DBT CORP US N 2 2027-08-15 Fixed 4.80000000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2020-3 03066PAC3 100000.00000000 PA USD 100360.50000000 0.025774727709 Long ABS-O CORP US N 2 2025-06-18 Fixed 0.53000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 369604BW2 14000.00000000 PA USD 15625.41000000 0.004012940231 Long DBT CORP US N 2 2030-05-01 Fixed 3.62500000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017BJ7 5000.00000000 PA USD 6619.14000000 0.001699937038 Long DBT CORP US N 2 2035-05-01 Fixed 5.40000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCS8 78000.00000000 PA USD 87445.66000000 0.022457919957 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N Scotts Miracle-Gro Co/The 2TH9E0JTOUXOEGI2R879 Scotts Miracle-Gro Co/The 810186106 87.00000000 NS USD 16697.04000000 0.004288157786 Long EC CORP US N 1 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040H105 896.00000000 NS USD 138602.24000000 0.035596026284 Long EC CORP US N 1 N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 Analog Devices Inc 032654AN5 10000.00000000 PA USD 11107.76000000 0.002852710871 Long DBT CORP US N 2 2026-12-05 Fixed 3.50000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 Anthem Inc 94973VBF3 50000.00000000 PA USD 66059.95000000 0.016965611209 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N Envista Holdings Corp 549300BX623VURJZ5269 Envista Holdings Corp 29415F104 765.00000000 NS USD 33055.65000000 0.008489399494 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38377NT20 288979.16000000 PA USD 315944.56000000 0.081141335538 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 DTE Electric Co 23338VAL0 13000.00000000 PA USD 13343.28000000 0.003426840328 Long DBT CORP US N 2 2050-03-01 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3133THQB6 66531.26000000 PA USD 74630.00000000 0.019166583755 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.00000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568QAC1 200000.00000000 PA USD 217150.00000000 0.055768774788 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N Epiroc AB 5493004Q73OEYW1SPE91 Epiroc AB 000000000 3770.00000000 NS 85901.08000000 0.022061238704 Long EC CORP SE N 1 N N N Halliburton Co ENYF8GB5SMQZ25S06U51 Halliburton Co 406216101 18337.00000000 NS USD 423951.44000000 0.108879817538 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 PPG Industries Inc 693506107 2732.00000000 NS USD 463811.64000000 0.119116771334 Long EC CORP US N 1 N N N Jones Lang LaSalle Inc 6SYKCME112RT8TQUO411 Jones Lang LaSalle Inc 48020Q107 501.00000000 NS USD 97925.46000000 0.025149357240 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31396QLY3 199099.64000000 PA USD 228764.73000000 0.058751686423 Long ABS-MBS USGSE US N 2 2049-02-25 Variable 5.53776300 N N N N N N British American Tobacco PLC 213800FKA5MF17RJKT63 British American Tobacco PLC 000000000 8384.00000000 NS 325513.26000000 0.083598782811 Long EC CORP GB N 2 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DBL2 110000.00000000 PA USD 116644.69000000 0.029956856766 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 FedEx Corp 31428XBA3 51000.00000000 PA USD 58635.66000000 0.015058894391 Long DBT CORP US N 2 2035-02-01 Fixed 3.90000000 N N N N N N Triton Container Finance LLC N/A Triton Container Finance VIII LLC 89680HAE2 97875.01000000 PA USD 97528.42000000 0.025047388857 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.86000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 Hartford Financial Services Group Inc/The 416515AS3 16000.00000000 PA USD 21891.09000000 0.005622101165 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31292HMU5 2149.39000000 PA USD 2451.26000000 0.000629536112 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DP2 30000.00000000 PA USD 29134.14000000 0.007482271666 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBT6 20000.00000000 PA USD 26200.12000000 0.006728752437 Long DBT CORP GB N 2 2059-06-19 Fixed 5.12500000 N N N N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 Palo Alto Networks Inc 697435105 779.00000000 NS USD 289047.95000000 0.074233709539 Long EC CORP US N 1 N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 Duke Energy Ohio Inc 26442EAH3 13000.00000000 PA USD 13070.73000000 0.003356843645 Long DBT CORP US N 2 2030-06-01 Fixed 2.12500000 N N N N N N OCTAGON INVESTMENT PARTNERS 30 549300CDNDWWERRAUA43 Octagon Investment Partners 30 Ltd 675920AN2 250000.00000000 PA USD 248985.50000000 0.063944813608 Long ABS-CBDO CORP KY N 2 2030-03-17 Floating 2.13825000 N N N N N N AGCO Corp LYOM0B2GCF1JWXK5ZG04 AGCO Corp 001084102 1590.00000000 NS USD 207304.20000000 0.053240162295 Long EC CORP US N 1 N N N STERIS PLC N/A STERIS Irish FinCo UnLtd Co 85917PAA5 14000.00000000 PA USD 14273.89000000 0.003665840924 Long DBT CORP IE N 2 2031-03-15 Fixed 2.70000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABY0 38000.00000000 PA USD 38735.30000000 0.009948055362 Long DBT CORP US N 2 2060-11-15 Fixed 3.60000000 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 SALESFORCE.COM INC 79466LAL8 22000.00000000 PA USD 22324.71000000 0.005733464076 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N Silicon Laboratories Inc 4PRDF8Q9TDHRVZKZSZ47 Silicon Laboratories Inc 826919102 80.00000000 NS USD 12260.00000000 0.003148630803 Long EC CORP US N 1 N N N HORMEL FOODS CORP MSD54751OJP1FS2ND863 Hormel Foods Corp 440452AJ9 51000.00000000 PA USD 52981.82000000 0.013606867084 Long DBT CORP US N 2 2051-06-03 Fixed 3.05000000 N N N N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 CARLISLE COS INC 142339100 1376.00000000 NS USD 263338.88000000 0.067631069268 Long EC CORP US N 1 N N N Santander Drive Auto Receivabl N/A Santander Drive Auto Receivables Trust 2019-3 80286HAG4 100000.00000000 PA USD 102522.24000000 0.026329908880 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.68000000 N N N N N N Countrywide Alternative Loan T 549300CA9X1CRUCWUL74 Alternative Loan Trust 2006-HY11 021466AA5 66855.01000000 PA USD 64893.14000000 0.016665949389 Long ABS-MBS CORP US N 2 2036-06-25 Floating 0.33150000 N N N N N N PPL ELECTRIC UTILITIES 549300GCZLSGYEYPIR35 PPL Electric Utilities Corp 69351UAS2 75000.00000000 PA USD 89459.75000000 0.022975181443 Long DBT CORP US N 2 2044-06-15 Fixed 4.12500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBE2 20000.00000000 PA USD 24741.50000000 0.006354147554 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N ROCHE HOLDING AG 549300U41AUUVOAAOB37 ROCHE HOLDING AG-GENUSSCHEIN 000000000 1398.00000000 NS 526819.71000000 0.135298594340 Long EC CORP CH N 2 N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 Halliburton Co 406216BG5 2000.00000000 PA USD 2212.23000000 0.000568148084 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 455.81000000 0.000117061778 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -160078860.06000000 COP 43065.76000000 USD 2021-07-23 455.81000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2S1 36000.00000000 PA USD 37360.25000000 0.009594913047 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCA5 12000.00000000 PA USD 13956.60000000 0.003584354051 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 Intercontinental Exchange Inc 45866FAP9 24000.00000000 PA USD 22919.01000000 0.005886093055 Long DBT CORP US N 2 2040-09-15 Fixed 2.65000000 N N N N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 Bayerische Motoren Werke AG 000000000 1583.00000000 NS 167822.21000000 0.043100340934 Long EC CORP DE N 2 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAE2 39000.00000000 PA USD 38658.87000000 0.009928426500 Long DBT CORP US N 2 2026-03-01 Fixed 1.20000000 N N N N N N Sinch AB 549300UXY7QM6IDCGI12 Sinch AB 000000000 860.00000000 NS 14471.41000000 0.003716568294 Long EC CORP SE N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BWWW0 5942.13000000 PA USD 6023.40000000 0.001546938236 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 4.00000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 Applied Materials Inc 038222105 5619.00000000 NS USD 800145.60000000 0.205494541856 Long EC CORP US N 1 N N N Tabcorp Holdings Ltd 213800OCCFUN67NEY278 Tabcorp Holdings Ltd 000000000 5925.00000000 NS 22988.74000000 0.005904001214 Long EC CORP AU N 2 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 Generac Holdings Inc 368736104 413.00000000 NS USD 171456.95000000 0.044033820080 Long EC CORP US N 1 N N N Konami Holdings Corp 353800FC4A5QCMIZFV94 Konami Holdings Corp 000000000 1000.00000000 NS 59889.91000000 0.015381012677 Long EC CORP JP N 2 N N N nVent Electric PLC N/A nVent Electric PLC 000000000 3214.00000000 NS USD 100405.36000000 0.025786248719 Long EC CORP GB N 1 N N N RLI Corp 529900AMTJE5ECN9PS55 RLI Corp 749607107 382.00000000 NS USD 39953.38000000 0.010260884417 Long EC CORP US N 1 N N N MINERALS TECHNOLOGIES INC 549300D3I1QU67GP6403 MINERALS TECHNOLOGIES INC 603158106 765.00000000 NS USD 60182.55000000 0.015456168902 Long EC CORP US N 1 N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp 459200JZ5 100000.00000000 PA USD 110073.42000000 0.028269213769 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N NCR Corp 549300YKTY8JX1DV2R67 NCR Corp 62886E108 903.00000000 NS USD 41185.83000000 0.010577403996 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WEUR8 23747.92000000 PA USD 24940.09000000 0.006405149723 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2007-AR7 Trust 94986KAA4 20645.12000000 PA USD 20592.00000000 0.005288467006 Long ABS-MBS CORP US N 2 2037-12-28 Variable 2.87281500 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 Southwestern Electric Power Co 845437BS0 36000.00000000 PA USD 36467.60000000 0.009365661392 Long DBT CORP US N 2 2026-03-15 Fixed 1.65000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 Astrazeneca Finance LLC 04636NAE3 23000.00000000 PA USD 23015.03000000 0.005910753050 Long DBT CORP US N 2 2028-05-28 Fixed 1.75000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 International Paper Co 460146103 1692.00000000 NS USD 103736.52000000 0.026641762013 Long EC CORP US N 1 N N N Aon PLC 635400FALWQYX5E6QC64 Aon PLC 000000000 865.00000000 NS USD 206527.40000000 0.053040663404 Long EC CORP US N 1 N N N COMM Mortgage Trust N/A COMM 2012-CCRE4 Mortgage Trust 12624QAS2 739238.91000000 PA USD 12178.22000000 0.003127627946 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.84085000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 Federation des Caisses Desjardins du Quebec 31429KAD5 200000.00000000 PA USD 206743.53000000 0.053096170221 Long DBT CORP CA N 2 2025-02-10 Fixed 2.05000000 N N N N N N Galp Energia SGPS SA 2138003319Y7NM75FG53 Galp Energia SGPS SA 000000000 2804.00000000 NS 30486.88000000 0.007829684295 Long EC CORP PT N 2 N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 Black Hills Corp 092113AR0 15000.00000000 PA USD 16000.36000000 0.004109235428 Long DBT CORP US N 2 2029-10-15 Fixed 3.05000000 N N N N N N Olin Corp 549300GKK294V7W57P06 Olin Corp 680665205 458.00000000 NS USD 21187.08000000 0.005441296306 Long EC CORP US N 1 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Co/The 842587DJ3 60000.00000000 PA USD 60459.00000000 0.015527167188 Long DBT CORP US N 2 2051-09-15 Fixed 3.75000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 Entergy Mississippi LLC 29366WAB2 19000.00000000 PA USD 20864.43000000 0.005358432870 Long DBT CORP US N 2 2051-06-01 Fixed 3.50000000 N N N N N N AVANGRID INC 549300OX0Q38NLSKPB49 Avangrid Inc 05351WAC7 55000.00000000 PA USD 59113.14000000 0.015181521490 Long DBT CORP US N 2 2025-04-15 Fixed 3.20000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 Reynolds American Inc 761713BB1 52000.00000000 PA USD 63771.27000000 0.016377829125 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BG1 25000.00000000 PA USD 25848.77000000 0.006638518225 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546104 3073.00000000 NS USD 263724.86000000 0.067730197206 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RJY9 191000.00000000 PA USD 198740.27000000 0.051040761496 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RBL2 160000.00000000 PA USD 187495.50000000 0.048152863519 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 NVIDIA Corp 67066GAN4 60000.00000000 PA USD 60143.15000000 0.015446050137 Long DBT CORP US N 2 2031-06-15 Fixed 2.00000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 Nordea Bank Abp 000000000 13622.00000000 NS 151693.45000000 0.038958129633 Long EC CORP FI N 2 N N N HealthEquity Inc 529900LRJU1RAFQHM467 HealthEquity Inc 42226A107 377.00000000 NS USD 30340.96000000 0.007792208911 Long EC CORP US N 1 N N N UNITED AIR 2016-2 AA PTT N/A United Airlines 2016-2 Class AA Pass Through Trust 90932EAA1 89648.16000000 PA USD 91780.48000000 0.023571194653 Long DBT CORP US N 2 2028-10-07 Fixed 2.87500000 N N N N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 HOME DEPOT INC 437076102 1790.00000000 NS USD 570813.10000000 0.146597039926 Long EC CORP US N 1 N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 SALESFORCE.COM INC 79466LAM6 35000.00000000 PA USD 35667.33000000 0.009160134902 Long DBT CORP US N 2 2061-07-15 Fixed 3.05000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHZ5 105000.00000000 PA USD 107318.34000000 0.027561650168 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N Dassault Systemes SE 96950065LBWY0APQIM86 Dassault Systemes SE 000000000 101.00000000 NS 24512.27000000 0.006295276376 Long EC CORP FR N 2 N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 American Homes 4 Rent 02665T306 539.00000000 NS USD 20940.15000000 0.005377879389 Long EC CORP US N 1 N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DB0 10000.00000000 PA USD 12166.27000000 0.003124558929 Long DBT CORP US N 2 2055-01-15 Fixed 4.37500000 N N N N N N MIRAE ASSET SECURITIES (USA) INC. 25490087B4GFZLJZE912 MIRAE ASSET SECURITIES (USA) INC. 000000000 1611046.00000000 PA USD 1611046.00000000 0.413751146891 Long RA CORP US N 2 Repurchase Y 0.06000000 2021-07-01 147743.02756742 USD 147279.35284834 USD ADAS 2116851.01739859 USD 1495990.30810228 USD AMBS N N TDK Corp 3538005O8WNU39U8NX03 TDK Corp 000000000 200.00000000 NS 24210.94000000 0.006217888373 Long EC CORP JP N 2 N N N Essent Group Ltd 254900QUO860OUT6ZF83 Essent Group Ltd 000000000 1671.00000000 NS USD 75111.45000000 0.019290230435 Long EC CORP US N 1 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 Emerson Electric Co 291011104 2585.00000000 NS USD 248780.40000000 0.063892139531 Long EC CORP US N 1 N N N Iliad SA 969500FZ9BTRZS3JNB97 Iliad SA 000000000 332.00000000 NS 48644.01000000 0.012492824492 Long EC CORP FR N 2 N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAP6 41000.00000000 PA USD 40591.97000000 0.010424888018 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAV1 75000.00000000 PA USD 89215.48000000 0.022912447670 Long DBT CORP US N 2 2036-05-14 Fixed 4.30000000 N N N N N N GENTEX CORP 549300S3UD8XV1MN0287 GENTEX CORP 371901109 11030.00000000 NS USD 364982.70000000 0.093735381063 Long EC CORP US N 1 N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 BlackRock Liquidity FedFund 09248U700 413000.00000000 NS USD 413000.00000000 0.106067252993 Long STIV RF US N 1 N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBQ2 38000.00000000 PA USD 38291.96000000 0.009834196147 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N SKF AB 549300B6HWYEE57O8J84 SKF AB 000000000 4238.00000000 NS 108018.95000000 0.027741581834 Long EC CORP SE N 2 N N N ARES CLO Ltd N/A ARES XLVI CLO Ltd 04016UAE7 300000.00000000 PA USD 299080.80000000 0.076810360482 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 1.41375000 N N N N N N Teleperformance 9695004GI61FHFFNRG61 Teleperformance 000000000 52.00000000 NS 21116.62000000 0.005423200668 Long EC CORP FR N 2 N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust 92922F4V7 28493.08000000 PA USD 28304.35000000 0.007269163806 Long ABS-MBS CORP US N 2 2045-10-25 Floating 1.07150000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 DTE Electric Co 23338VAN6 12000.00000000 PA USD 12193.92000000 0.003131660042 Long DBT CORP US N 2 2028-04-01 Fixed 1.90000000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 Public Storage 74460WAA5 39000.00000000 PA USD 38699.40000000 0.009938835473 Long DBT CORP US N 2 2026-02-15 Fixed 0.87500000 N N N N N N Panasonic Corp 254900GE1G59KGWPHX32 Panasonic Corp 000000000 2600.00000000 NS 29937.76000000 0.007688658508 Long EC CORP JP N 2 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCL3 25000.00000000 PA USD 31038.71000000 0.007971406068 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 Element Fleet Management Corp 286181AD4 36000.00000000 PA USD 38777.10000000 0.009958790498 Long DBT CORP CA N 2 2025-06-15 Fixed 3.85000000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAB3 7000.00000000 PA USD 9295.49000000 0.002387281088 Long DBT CORP US N 2 2043-09-30 Fixed 5.70000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 Republic Services Inc 760759AX8 22000.00000000 PA USD 20642.39000000 0.005301408238 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABX4 43000.00000000 PA USD 42704.58000000 0.010967451551 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N NextEra Energy Inc N/A NextEra Energy Inc 65339F101 5070.00000000 NS USD 371529.60000000 0.095416765321 Long EC CORP US N 1 N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 SoftBank Group Corp 000000000 900.00000000 NS 62767.64000000 0.016120075427 Long EC CORP JP N 2 N N N CACI International Inc SYRPI2D1O9WRTS2WX210 CACI International Inc 127190304 360.00000000 NS USD 91843.20000000 0.023587302494 Long EC CORP US N 1 N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO/THE 742718109 2112.00000000 NS USD 284972.16000000 0.073186959299 Long EC CORP US N 1 N N N Yara International ASA 213800WKOUWXWFJ5Z514 Yara International ASA 000000000 2359.00000000 NS 124305.96000000 0.031924435128 Long EC CORP NO N 2 N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AW0 12000.00000000 PA USD 14704.65000000 0.003776469326 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N JPMBB Commercial Mortgage Secu N/A JPMBB Commercial Mortgage Securities Trust 2014-C19 46641WAX5 408883.94050000 PA USD 5757.49000000 0.001478646848 Long ABS-MBS CORP US N 2 2047-04-15 Variable 0.83427700 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96949LAA3 23000.00000000 PA USD 23388.29000000 0.006006614219 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N Itochu Techno-Solutions Corp N/A Itochu Techno-Solutions Corp 000000000 1400.00000000 NS 43310.05000000 0.011122949226 Long EC CORP JP N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CBL4 20500.00000000 PA USD 19904.22000000 0.005111830359 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N Adevinta ASA 529900W8V3YLHRSZH763 Adevinta ASA 000000000 1562.00000000 NS 29963.80000000 0.007695346138 Long EC CORP NO N 2 N N N Voya Short Term Bond Fund 5493006MN6OC470MML96 Voya Short Term Bond Fund 92913L551 491244.98900000 NS USD 4902624.99000000 1.259099189217 Long EC RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ANSU8 17634.17000000 PA USD 19400.40000000 0.004982438583 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Rockland Park CLO Ltd N/A Rockland Park CLO Ltd 773663AE9 250000.00000000 PA USD 250087.50000000 0.064227830830 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 0.01000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RBE8 5000.00000000 PA USD 5797.95000000 0.001489037843 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N Olympus Corp 5299000Y52IFDI1I2A21 Olympus Corp 000000000 3000.00000000 NS 59672.80000000 0.015325254175 Long EC CORP JP N 2 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746UDD8 35000.00000000 PA USD 37275.00000000 0.009573019020 Long DBT CORP US N 2 N/A Fixed 4.65000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 APPLE INC 037833100 41793.00000000 NS USD 5723969.28000000 1.470038009077 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJA8 13000.00000000 PA USD 15565.57000000 0.003997572036 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 Black Hills Corp 092113AH2 40000.00000000 PA USD 43004.91000000 0.011044582733 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N Prosperity Bancshares Inc N/A Prosperity Bancshares Inc 743606105 227.00000000 NS USD 16298.60000000 0.004185829853 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBL9 182000.00000000 PA USD 187437.71000000 0.048138021808 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBR6 33000.00000000 PA USD 33814.88000000 0.008684386033 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824100 4544.00000000 NS USD 526785.92000000 0.135289916344 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBW5 27000.00000000 PA USD 26570.76000000 0.006823940734 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017AZ7 37000.00000000 PA USD 38556.57000000 0.009902153667 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCA1 20000.00000000 PA USD 21856.04000000 0.005613099574 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 Valero Energy Corp 91913YAY6 16000.00000000 PA USD 16976.67000000 0.004359972764 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N WISCONSIN ELECTRIC POWER AENKIFMULUAWOUU8Q584 Wisconsin Electric Power Co 976656CM8 23000.00000000 PA USD 23092.78000000 0.005930720916 Long DBT CORP US N 2 2028-06-15 Fixed 1.70000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 DTE Energy Co 233331BG1 47000.00000000 PA USD 47009.43000000 0.012073029309 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N Simpson Manufacturing Co Inc 529900EJUNNL15LZ8056 Simpson Manufacturing Co Inc 829073105 663.00000000 NS USD 73221.72000000 0.018804907263 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2014-GC22 36253BAW3 999686.66000000 PA USD 20784.49000000 0.005337902564 Long ABS-MBS CORP US N 2 2047-06-10 Variable 1.10543400 N N N N N N Wells Fargo Commercial Mortgag N/A Wells Fargo Commercial Mortgage Trust 2019-C52 95002MAY5 1076941.47000000 PA USD 110314.02000000 0.028331005007 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.76024600 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 084659BD2 26000.00000000 PA USD 25008.98000000 0.006422842151 Long DBT CORP US N 2 2031-05-15 Fixed 1.65000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 Anthem Inc 036752AL7 34000.00000000 PA USD 36123.63000000 0.009277322523 Long DBT CORP US N 2 2029-09-15 Fixed 2.87500000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 Medtronic PLC 000000000 9414.00000000 NS USD 1168559.82000000 0.300111210813 Long EC CORP IE N 1 N N N Curtiss-Wright Corp TEL51ETZWP7D0ZM4X325 Curtiss-Wright Corp 231561101 415.00000000 NS USD 49285.40000000 0.012657547192 Long EC CORP US N 1 N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 Brazilian Government International Bond 105756BZ2 200000.00000000 PA USD 216483.00000000 0.055597474890 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJZ3 49000.00000000 PA USD 49444.27000000 0.012698348414 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 Yum! Brands Inc 988498101 4043.00000000 NS USD 465066.29000000 0.119438992349 Long EC CORP US N 1 N N N Dow Inc 5493003S21INSLK2IP73 Dow Inc 260557103 3696.00000000 NS USD 233882.88000000 0.060066137055 Long EC CORP US N 1 N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 CISCO SYSTEMS INC 17275R102 22101.00000000 NS USD 1171353.00000000 0.300828559311 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAR0 71000.00000000 PA USD 85629.85000000 0.021991581026 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAB8 75000.00000000 PA USD 80386.09000000 0.020644871053 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 CONOCOPHILLIPS 20825C104 8788.00000000 NS USD 535189.20000000 0.137448058779 Long EC CORP US N 1 N N N Graco Inc 4T5VJ4S81BRT6Q7GGT78 Graco Inc 384109104 243.00000000 NS USD 18395.10000000 0.004724255994 Long EC CORP US N 1 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368BGS1 50000.00000000 PA USD 55184.22000000 0.014172490614 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80300000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 Piedmont Natural Gas Co Inc 720186AM7 15000.00000000 PA USD 15502.20000000 0.003981297262 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFW9 12000.00000000 PA USD 11299.78000000 0.002902025724 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 COMCAST CORP-CLASS A 20030N101 13107.00000000 NS USD 747361.14000000 0.191938361050 Long EC CORP US N 1 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAM3 14000.00000000 PA USD 13953.91000000 0.003583663201 Long DBT CORP KY N 2 2026-02-21 Fixed 2.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WHS86 422126.37000000 PA USD 458358.15000000 0.117716198202 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Penumbra Inc 549300RGE06P3ECANU72 Penumbra Inc 70975L107 128.00000000 NS USD 35079.68000000 0.009009213785 Long EC CORP US N 1 N N N Southwest Gas Holdings Inc N/A Southwest Gas Holdings Inc 844895102 467.00000000 NS USD 30910.73000000 0.007938538060 Long EC CORP US N 1 N N N Spire Inc 549300NXSY15DRY2R511 Spire Inc 84857L101 673.00000000 NS USD 48637.71000000 0.012491206517 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BD6 20000.00000000 PA USD 22156.00000000 0.005690135732 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 DANA INC 235825205 7213.00000000 NS USD 171380.88000000 0.044014283673 Long EC CORP US N 1 N N N LEAR CORP 549300UPNBTXA1SYTQ33 LEAR CORP 521865204 286.00000000 NS USD 50130.08000000 0.012874479123 Long EC CORP US N 1 N N N Newcrest Mining Ltd 5299006MN50OZJUJI655 Newcrest Mining Ltd 000000000 739.00000000 NS 14014.28000000 0.003599167511 Long EC CORP AU N 2 N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2021-1 61947DAB5 92508.90000000 PA USD 92779.78000000 0.023827836314 Long ABS-O CORP US N 2 2046-12-20 Fixed 2.05000000 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 REINSURANCE GROUP OF AMERICA 759351604 219.00000000 NS USD 24966.00000000 0.006411803966 Long EC CORP US N 1 N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0RL5 143449.09000000 PA USD 146829.84000000 0.037709050329 Long ABS-MBS CORP US N 2 2030-04-25 Floating 2.44150000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 Owl Rock Capital Corp 69121KAD6 58000.00000000 PA USD 62728.94000000 0.016110136438 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N Riserva CLO, Ltd. 549300640C8OB2I8SN35 Riserva Clo Ltd 76761RAY5 400000.00000000 PA USD 399958.80000000 0.102717993284 Long ABS-CBDO CORP KY N 2 2034-01-18 Floating 1.24975000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 Evergy Metro Inc 30037DAA3 18000.00000000 PA USD 18347.93000000 0.004712141726 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBX3 66000.00000000 PA USD 64149.47000000 0.016474958992 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Bluemountain CLO Ltd 5493001GLQHON6UV2U40 BlueMountain CLO XXVIII Ltd 09630PAG8 250000.00000000 PA USD 248801.75000000 0.063897622669 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 2.16281000 N N N N N N Crocs Inc 549300B0J6YCXD63OG72 Crocs Inc 227046109 1542.00000000 NS USD 179673.84000000 0.046144093568 Long EC CORP US N 1 N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 Duquesne Light Holdings Inc 266233AH8 17000.00000000 PA USD 16735.66000000 0.004298076230 Long DBT CORP US N 2 2030-10-01 Fixed 2.53200000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BA0 13000.00000000 PA USD 15932.04000000 0.004091689388 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Lehman XS Trust N/A Lehman XS Trust Series 2005-5N 86359DUM7 37856.26000000 PA USD 35666.78000000 0.009159993650 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.45150000 N N N N N N MARS INC 54930073HKEO6GZBSS03 Mars Inc 571676AJ4 25000.00000000 PA USD 24506.63000000 0.006293827903 Long DBT CORP US N 2 2026-07-16 Fixed 0.87500000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 Arthur J Gallagher & Co 363576AB5 39000.00000000 PA USD 40915.53000000 0.010507985161 Long DBT CORP US N 2 2051-05-20 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137F84J9 848000.00000000 PA USD 77996.07000000 0.020031062685 Long ABS-MBS USGSE US N 2 2029-12-25 Fixed 1.36401000 N N N N N N EVERCORE INC 529900P6KLPT95DW3W58 EVERCORE INC 29977A105 632.00000000 NS USD 88966.64000000 0.022848540224 Long EC CORP US N 1 N N N Driven Brands Funding, LLC N/A DRIVEN BRANDS FUNDING LLC 26208LAD0 97750.00000000 PA USD 105677.15000000 0.027140157396 Long ABS-O CORP US N 2 2049-04-20 Fixed 4.64100000 N N N N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 Nintendo Co Ltd 000000000 300.00000000 NS 173601.91000000 0.044584691787 Long EC CORP JP N 2 N N N Oak Hill Credit Partners N/A OHA Credit Funding 8 Ltd 67707GAJ8 250000.00000000 PA USD 249599.50000000 0.064102501969 Long ABS-CBDO CORP KY N 2 2034-01-18 Floating 2.08778000 N N N N N N Cree Inc 549300OGU88P3AW3TO93 Cree Inc 225447101 292.00000000 NS USD 28595.56000000 0.007343952777 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBW5 25000.00000000 PA USD 26910.63000000 0.006911226635 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31389MR90 391.52000000 PA USD 392.71000000 0.000100856346 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 7.00000000 N N N N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust 2020-2 33851KAG1 306021.40000000 PA USD 309077.82000000 0.079377809512 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BU2 200000.00000000 PA USD 226246.59000000 0.058104974093 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 Molina Healthcare Inc 60855R100 861.00000000 NS USD 217884.66000000 0.055957451224 Long EC CORP US N 1 N N N Chase Funding Mortgage Loan As N/A Chase Funding Trust Series 2003-5 161546GR1 16450.35000000 PA USD 15936.04000000 0.004092716674 Long ABS-MBS CORP US N 2 2033-07-25 Floating 0.69150000 N N N N N N LOUISIANA-PACIFIC CORP 549300C7E2UAO5BVRR75 LOUISIANA-PACIFIC CORP 546347105 5694.00000000 NS USD 343291.26000000 0.088164554297 Long EC CORP US N 1 N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 STEEL DYNAMICS INC 858119100 1706.00000000 NS USD 101677.60000000 0.026112987222 Long EC CORP US N 1 N N N Nice Ltd 254900YTY4EF5Z4W0A51 Nice Ltd 000000000 178.00000000 NS 43936.36000000 0.011283799059 Long EC CORP IL N 2 N N N NU SKIN ENTERPRISES INC 54930050DETB6CP71D38 NU SKIN ENTERPRISES INC - A 67018T105 1114.00000000 NS USD 63108.10000000 0.016207512853 Long EC CORP US N 1 N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 MCDONALD'S CORP 580135101 3821.00000000 NS USD 882612.79000000 0.226673884000 Long EC CORP US N 1 N N N MANPOWERGROUP INC ERO1WSFOSR0JJ6CRQ987 MANPOWERGROUP INC 56418H100 691.00000000 NS USD 82166.81000000 0.021102198120 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHG7 18000.00000000 PA USD 20312.29000000 0.005216631482 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N South32 Ltd 213800LAZNPXSBKVHR17 South32 Ltd 000000000 6795.00000000 NS 14901.37000000 0.003826991239 Long EC CORP AU N 2 N N N Evergy Inc 549300PGTHDQY6PSUI61 Evergy Inc 30034W106 10120.00000000 NS USD 611551.60000000 0.157059559989 Long EC CORP US N 1 N N N SEB SA 969500WP61NBK098AC47 SEB SA 000000000 206.00000000 NS 37266.00000000 0.009570707627 Long EC CORP FR N 2 N N N Sohgo Security Services Co Ltd N/A Sohgo Security Services Co Ltd 000000000 1900.00000000 NS 86565.42000000 0.022231855456 Long EC CORP JP N 2 N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 Entergy Corp 29364GAL7 13000.00000000 PA USD 13554.85000000 0.003481176039 Long DBT CORP US N 2 2030-06-15 Fixed 2.80000000 N N N N N N SEI Investments Co 5LJTIFADGZ6XH1RVOC11 SEI Investments Co 784117103 1576.00000000 NS USD 97664.72000000 0.025082393619 Long EC CORP US N 1 N N N New York Community Bancorp Inc 529900HVXOTLY61GL030 New York Community Bancorp Inc 649445103 8497.00000000 NS USD 93636.94000000 0.024047973376 Long EC CORP US N 1 N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp 084664CR0 29000.00000000 PA USD 36096.04000000 0.009270236820 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N Jamf Holding Corp N/A Jamf Holding Corp 47074L105 3248.00000000 NS USD 109035.36000000 0.028002617710 Long EC CORP US N 1 N N N Dominos Pizza Master Issuer LL N/A Domino's Pizza Master Issuer LLC 25755TAK6 97500.00000000 PA USD 106493.34000000 0.027349772484 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.32800000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918BR4 50000.00000000 PA USD 53334.28000000 0.013697386368 Long DBT CORP US N 2 2026-08-08 Fixed 2.40000000 N N N N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 PPG Industries Inc 693506BU0 32000.00000000 PA USD 31945.23000000 0.008204219836 Long DBT CORP US N 2 2026-03-15 Fixed 1.20000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 O'Reilly Automotive Inc 67103H107 564.00000000 NS USD 319342.44000000 0.082013983958 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417DKX0 47846.56000000 PA USD 51576.28000000 0.013245894283 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N GEA Group AG 549300PHUU0ZZWO8EO07 GEA Group AG 000000000 1127.00000000 NS 45666.11000000 0.011728035938 Long EC CORP DE N 2 N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBH4 73000.00000000 PA USD 79511.76000000 0.020420324367 Long DBT CORP US N 2 2045-02-15 Fixed 4.90000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SWOP IRS USD 000000000 -1111000.00000000 NC USD -711.06000000 -0.00018261545 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IRS USD 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2021-09-28 0.00000000 USD 0.00000000 USD 0.00000000 USD 0.01000000 USD 2.72000000 USD 2021-09-24 XXXX 8975.88000000 N N N FMC Corp CKDHZ2X64EEBQCSP7013 FMC Corp 302491303 3256.00000000 NS USD 352299.20000000 0.090477986382 Long EC CORP US N 1 N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 Entergy Mississippi LLC 29364NAR9 73000.00000000 PA USD 75964.49000000 0.019509309393 Long DBT CORP US N 2 2023-07-01 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31419KE92 64341.26000000 PA USD 73736.99000000 0.018937239644 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N AMER AIRLINE 17-1 A PTT N/A American Airlines 2017-1 Class A Pass Through Trust 02378AAA5 8855.00000000 PA USD 8963.74000000 0.002302080577 Long DBT CORP US N 2 2029-02-15 Fixed 4.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BG9 30000.00000000 PA USD 29148.45000000 0.007485946780 Long DBT CORP US N 2 2031-03-11 Fixed 1.65000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAF0 28000.00000000 PA USD 27919.54000000 0.007170336350 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55000000 N N N N N N Halozyme Therapeutics Inc 529900242I3SV9AGM753 Halozyme Therapeutics Inc 40637H109 1692.00000000 NS USD 76833.72000000 0.019732546289 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2L7 200000.00000000 PA USD 206262.74000000 0.052972693042 Long DBT CORP FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 Aetna Inc 00817YAF5 23000.00000000 PA USD 33613.41000000 0.008632644218 Long DBT CORP US N 2 2036-06-15 Fixed 6.62500000 N N N N N N Arrowhead Pharmaceuticals Inc 549300O3CSB8T7OZ3D66 Arrowhead Pharmaceuticals Inc 04280A100 204.00000000 NS USD 16895.28000000 0.004339070068 Long EC CORP US N 1 N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 Duke Energy Indiana LLC 26443TAC0 195000.00000000 PA USD 189303.69000000 0.048617245471 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N CarMax Inc N/A CarMax Inc 143130102 1788.00000000 NS USD 230920.20000000 0.059305257323 Long EC CORP US N 1 N N N Alliance Data Systems Corp 549300G8S4PO686J7H97 Alliance Data Systems Corp 018581108 369.00000000 NS USD 38446.11000000 0.009873785171 Long EC CORP US N 1 N N N Medipal Holdings Corp 353800PJDODZEA4NP730 Medipal Holdings Corp 000000000 3400.00000000 NS 65003.07000000 0.016694181770 Long EC CORP JP N 2 N N N LHC Group Inc 5299009NPLWAMRQYZX73 LHC Group Inc 50187A107 515.00000000 NS USD 103133.90000000 0.026486996279 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2016-P4 29429EAF8 890999.66000000 PA USD 63699.08000000 0.016359289185 Long ABS-MBS CORP US N 2 2049-07-10 Variable 2.10810600 N N N N N N Social Professional Loan Progr N/A SoFi Professional Loan Program 2020-C Trust 83390UAF4 124687.35000000 PA USD 126589.36000000 0.032510861194 Long ABS-O CORP US N 2 2046-02-15 Fixed 1.95000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC 00287Y109 1083.00000000 NS USD 121989.12000000 0.031329420952 Long EC CORP US N 1 N N N Diageo PLC 213800ZVIELEA55JMJ32 Diageo PLC 000000000 327.00000000 NS 15672.60000000 0.004025059635 Long EC CORP GB N 2 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BZ1 9000.00000000 PA USD 11494.20000000 0.002951956947 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N JD Sports Fashion PLC 213800HROV6Y9MUU8375 JD Sports Fashion PLC 000000000 9208.00000000 NS 117177.62000000 0.030093724614 Long EC CORP GB N 2 N N N INTEL CORP KNX4USFCNGPY45LOCE31 Intel Corp 458140BL3 75000.00000000 PA USD 95162.61000000 0.024439798136 Long DBT CORP US N 2 2040-03-25 Fixed 4.60000000 N N N N N N Singapore Airlines Ltd 549300ZG62N2599PWR15 Singapore Airlines Ltd 000000000 26300.00000000 NS 94841.20000000 0.024357253158 Long EC CORP SG N 2 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 PEPSICO INC 713448108 8576.00000000 NS USD 1270705.92000000 0.326344518879 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABF1 309000.00000000 PA USD 346466.25000000 0.088979959788 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FirstEnergy Corp 337932AG2 57000.00000000 PA USD 57957.86000000 0.014884820822 Long DBT CORP US N 2 2022-07-15 Variable 3.35000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBR5 102000.00000000 PA USD 101344.26000000 0.026027378365 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31374TZ28 286.33000000 PA USD 327.90000000 0.000084211748 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.00000000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2019-R02 20753KAB8 62704.79000000 PA USD 63182.42000000 0.016226599822 Long ABS-MBS CORP US N 2 2031-08-25 Floating 2.39150000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 03522AAH3 97000.00000000 PA USD 119155.06000000 0.030601573594 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Vontier Corp N/A Vontier Corp 928881101 792.00000000 NS USD 25803.36000000 0.006626855964 Long EC CORP US N 1 N N N Tempur Sealy International Inc 549300HFEKVR3US71V91 Tempur Sealy International Inc 88023U101 1310.00000000 NS USD 51338.90000000 0.013184930011 Long EC CORP US N 1 N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 Halliburton Co 406216BD2 2000.00000000 PA USD 2109.46000000 0.000541754546 Long DBT CORP US N 2 2023-08-01 Fixed 3.50000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 Medtronic Inc 585055BT2 18000.00000000 PA USD 22422.25000000 0.005758514439 Long DBT CORP US N 2 2035-03-15 Fixed 4.37500000 N N N N N N JFE Holdings Inc N/A JFE Holdings Inc 000000000 4500.00000000 NS 52793.58000000 0.013558523017 Long EC CORP JP N 2 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Co 532457108 573.00000000 NS USD 131514.96000000 0.033775860858 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468C6 100000.00000000 PA USD 111311.00000000 0.028587050842 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WET82 16337.67000000 PA USD 17184.83000000 0.004413432714 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 NetApp Inc 64110DAL8 17000.00000000 PA USD 17491.07000000 0.004492081711 Long DBT CORP US N 2 2025-06-22 Fixed 1.87500000 N N N N N N LPL Financial Holdings Inc 549300XROQ4Y8G2L7682 LPL Financial Holdings Inc 50212V100 1533.00000000 NS USD 206924.34000000 0.053142606104 Long EC CORP US N 1 N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 American Water Works Co Inc 030420103 1564.00000000 NS USD 241059.32000000 0.061909200680 Long EC CORP US N 1 N N N Swedish Match AB 529900YVXCGNWAUYZG78 Swedish Match AB 000000000 23030.00000000 NS 196402.74000000 0.050440433685 Long EC CORP SE N 2 N N N Avnet Inc XJI53DCPL7QABOWK4Z75 Avnet Inc 053807103 12103.00000000 NS USD 485088.24000000 0.124581058296 Long EC CORP US N 1 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XGP3 73684.92000000 PA USD 76422.77000000 0.019627005520 Long ABS-MBS CORP US N 2 2029-09-25 Floating 3.74150000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122DS4 18000.00000000 PA USD 17255.60000000 0.004431607967 Long DBT CORP US N 2 2050-11-13 Fixed 2.55000000 N N N N N N Iridium Communications Inc 549300U620NVQ4J1CT96 Iridium Communications Inc 46269C102 9571.00000000 NS USD 382744.29000000 0.098296938109 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 News Corp 65249B109 10391.00000000 NS USD 267776.07000000 0.068770634775 Long EC CORP US N 1 N N N HP INC WHKXQACZ14C5XRO8LW03 HP Inc 428236BX0 45000.00000000 PA USD 46979.89000000 0.012065442804 Long DBT CORP US N 2 2022-09-15 Fixed 4.05000000 N N N N N N CADENCE DESIGN SYSTEMS INC GCT7RXJOGLXPV0NXZY22 CADENCE DESIGN SYS INC 127387108 1563.00000000 NS USD 213849.66000000 0.054921176730 Long EC CORP US N 1 N N N Novozymes A/S 529900T6WNZXD2R3JW38 Novozymes A/S 000000000 1833.00000000 NS 138299.20000000 0.035518199116 Long EC CORP DK N 2 N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 Federal Home Loan Bank Discount Notes 313385JZ0 1525000.00000000 PA USD 1524956.80000000 0.391641594939 Long DBT USGSE US N 2 2021-08-04 None 0.00000000 N N N N N N Thungela Resources Ltd 213800EGYK3BN3SRIF27 Thungela Resources Ltd 000000000 561.00000000 NS 1544.30000000 0.000396609343 Long EC CORP ZA N 1 N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 Weingarten Realty Investors 948741103 2886.00000000 NS USD 92554.02000000 0.023769856307 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 AMAZON.COM INC 023135106 1411.00000000 NS USD 4854065.76000000 1.246628138046 Long EC CORP US N 1 N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 Cimarex Energy Co 171798101 1255.00000000 NS USD 90924.75000000 0.023351424846 Long EC CORP US N 1 N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833DG2 35000.00000000 PA USD 41066.71000000 0.010546811426 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp 084664CW9 17000.00000000 PA USD 16623.84000000 0.004269358457 Long DBT CORP US N 2 2030-10-15 Fixed 1.45000000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 Hubbell Inc 443510607 837.00000000 NS USD 156385.08000000 0.040163040786 Long EC CORP US N 1 N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 Baltimore Gas and Electric Co 059165EN6 30000.00000000 PA USD 30324.73000000 0.007788040699 Long DBT CORP US N 2 2031-06-15 Fixed 2.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAL4 11000.00000000 PA USD 13574.35000000 0.003486184057 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 UNITED STATES 10 YEAR TREASURY NOTE/BOND 000000000 -64.00000000 NC USD -139493.55000000 -0.03582493379 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B UNITED STATES TREASURY NOTE/BOND 2021-09-21 -9281506.45000000 USD -139493.55000000 N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 Deutsche Boerse AG 000000000 690.00000000 NS 120436.64000000 0.030930710810 Long EC CORP DE N 2 N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 14.58000000 0.000003744456 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -40551.30000000 PHP 842.64000000 USD 2021-08-06 14.58000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCH2 3094000.00000000 PA USD 3099076.08000000 0.795909168580 Long DBT UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 Union Electric Co 906548CJ9 17000.00000000 PA USD 19684.35000000 0.005055363030 Long DBT CORP US N 2 2042-09-15 Fixed 3.90000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 ArcelorMittal SA 000000000 2995.00000000 NS 92207.03000000 0.023680741837 Long EC CORP LU N 2 N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 Monolithic Power Systems Inc 609839105 270.00000000 NS USD 100831.50000000 0.025895690605 Long EC CORP US N 1 N N N Amdocs Ltd 549300HQV672RJ7RQV66 Amdocs Ltd 000000000 5415.00000000 NS USD 418904.40000000 0.107583629479 Long EC CORP US N 1 N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 CAMDEN PROPERTY TRUST 133131102 97.00000000 NS USD 12868.99000000 0.003305032489 Long EC CORP US N 1 N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 LAM RESEARCH CORP 512807108 1016.00000000 NS USD 661111.20000000 0.169787527620 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810ST6 22000.00000000 PA USD 19770.78000000 0.005077560106 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N Avis Budget Group Inc 529900E95812SYWMCE44 Avis Budget Group Inc 053774105 199.00000000 NS USD 15500.11000000 0.003980760505 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJS9 61000.00000000 PA USD 61502.24000000 0.015795093582 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 Regions Financial Corp 7591EP100 25756.00000000 NS USD 519756.08000000 0.133484502741 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EHDC3 47596.85000000 PA USD 52680.18000000 0.013529399466 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N UMB Financial Corp 549300MGEH3N3CUCV828 UMB Financial Corp 902788108 1114.00000000 NS USD 103668.84000000 0.026624380338 Long EC CORP US N 1 N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833ED8 39000.00000000 PA USD 38430.98000000 0.009869899463 Long DBT CORP US N 2 2031-02-08 Fixed 1.65000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDA6 38000.00000000 PA USD 40036.61000000 0.010282259665 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 S&P Global Inc 78409V104 2084.00000000 NS USD 855377.80000000 0.219679354764 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGC2 80000.00000000 PA USD 85818.69000000 0.022040079185 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N Foot Locker Inc 549300X383CBNP6MTV94 Foot Locker Inc 344849104 1378.00000000 NS USD 84926.14000000 0.021810853213 Long EC CORP US N 1 N N N Palmer Square CLO Ltd N/A Palmer Square CLO 2021-1 Ltd 69701WAE6 250000.00000000 PA USD 249793.75000000 0.064152389533 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.90100000 N N N N N N Wesfarmers Ltd 5493003L32ZX9557ST85 Wesfarmers Ltd 000000000 6968.00000000 NS 308913.30000000 0.079335557249 Long EC CORP AU N 2 N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 Palmer Square CLO 2015-2 Ltd 69689CAW6 250000.00000000 PA USD 249730.50000000 0.064136145577 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 1.28825000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2020-R01 20754CAB5 156812.02000000 PA USD 157622.58000000 0.040480857313 Long ABS-MBS CORP US N 2 2040-01-25 Floating 2.14150000 N N N N N N Five Guys Funding, LLC 549300LV8X8T05G1H175 Five Guys Funding LLC 33830JAA3 99250.00000000 PA USD 103846.06000000 0.026669894233 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.60000000 N N N N N N Avient Corp SM8L9RZYIB34LNTWO040 Avient Corp 05368V106 600.00000000 NS USD 29496.00000000 0.007575205070 Long EC CORP US N 1 N N N Wix.com Ltd 5493008P6N29Q1AG9464 Wix.com Ltd 000000000 57.00000000 NS USD 16545.96000000 0.004249357204 Long EC CORP IL N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ENY86 42961.63000000 PA USD 45493.47000000 0.011683698285 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N New York Times Co/The 529900J1WEMMIW7BOH57 New York Times Co/The 650111107 1665.00000000 NS USD 72510.75000000 0.018622314927 Long EC CORP US N 1 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 1883.74000000 0.000483784811 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -288088.85000000 PLN 77450.57000000 USD 2021-08-06 1883.74000000 N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 Interpublic Group of Cos Inc/The 460690BN9 40000.00000000 PA USD 40352.59000000 0.010363410102 Long DBT CORP US N 2 2021-10-01 Fixed 3.75000000 N N N N N N Monster Beverage Corp 52990090AP0E7HCB6F33 Monster Beverage Corp 61174X109 4036.00000000 NS USD 368688.60000000 0.094687135622 Long EC CORP US N 1 N N N Ipsen SA 549300M6SGDPB4Z94P11 Ipsen SA 000000000 1156.00000000 NS 120289.80000000 0.030892999150 Long EC CORP FR N 2 N N N Oaktree CLO Ltd N/A Oaktree CLO Ltd 67402JAA9 450000.00000000 PA USD 450906.30000000 0.115802403386 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 0.01000000 N N N N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 Novo Nordisk A/S 000000000 612.00000000 NS 51229.69000000 0.013156882542 Long EC CORP DK N 2 N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 Alliant Energy Finance LLC 01882YAA4 74000.00000000 PA USD 78433.28000000 0.020143347585 Long DBT CORP US N 2 2023-06-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QS2P2 10398.65000000 PA USD 11325.06000000 0.002908518169 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Annaly Capital Management Inc 2DTL0G3FPRYUT58TI025 Annaly Capital Management Inc 035710409 20711.00000000 NS USD 183913.68000000 0.047232975364 Long EC CORP US N 1 N N N BOC Hong Kong Holdings Ltd N/A BOC Hong Kong Holdings Ltd 000000000 23000.00000000 NS 77954.17000000 0.020020301867 Long EC CORP HK N 2 N N N Wellman Park CLO Ltd N/A Wellman Park CLO Ltd 949723AA8 250000.00000000 PA USD 249999.50000000 0.064205230544 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 0.01000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 Reynolds American Inc 761713AZ9 6000.00000000 PA USD 7526.05000000 0.001932850967 Long DBT CORP US N 2 2043-09-15 Fixed 6.15000000 N N N N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 154310.00000000 NS USD 66053938.60000000 16.96406735280 Long EC RF US N 1 N N Clean Harbors Inc 5493000SJVZVZJKHJF48 Clean Harbors Inc 184496107 1956.00000000 NS USD 182181.84000000 0.046788201729 Long EC CORP US N 1 N N N Loanpal Solar Loan Ltd. N/A Loanpal Solar Loan 2021-2 Ltd 53948QAA4 140843.45000000 PA USD 142414.39000000 0.036575068121 Long ABS-O CORP US N 2 2048-03-20 Fixed 2.22000000 N N N N N N PRIMERICA INC 254900621R686KJR7022 PRIMERICA INC 74164M108 698.00000000 NS USD 106891.72000000 0.027452085007 Long EC CORP US N 1 N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2020-2 Trust 95002QAE0 100000.00000000 PA USD 102411.70000000 0.026301519838 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.00000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 BlackRock Inc 09247X101 1048.00000000 NS USD 916968.56000000 0.235497182180 Long EC CORP US N 1 N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 Triton Container International Ltd 89680YAC9 23000.00000000 PA USD 23154.29000000 0.005946518003 Long DBT CORP BM N 2 2031-06-15 Fixed 3.15000000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 Avnet Inc 053807AU7 14000.00000000 PA USD 13968.56000000 0.003587425635 Long DBT CORP US N 2 2031-05-15 Fixed 3.00000000 N N N N N N SolarEdge Technologies Inc 5493000K6Y58XXPDF853 SolarEdge Technologies Inc 83417M104 422.00000000 NS USD 116628.14000000 0.029952606371 Long EC CORP IL N 1 N N N Otsuka Holdings Co Ltd N/A Otsuka Holdings Co Ltd 000000000 5000.00000000 NS 207610.05000000 0.053318711131 Long EC CORP JP N 2 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31374CK47 2164.23000000 PA USD 2471.02000000 0.000634610904 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BGU8 28000.00000000 PA USD 35505.56000000 0.009118588898 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BY4 12000.00000000 PA USD 15030.03000000 0.003860033885 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 CMS Energy Corp 125896BU3 53000.00000000 PA USD 59194.38000000 0.015202385664 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 Piedmont Operating Partnership LP 720198AD2 30000.00000000 PA USD 32360.71000000 0.008310924006 Long DBT CORP US N 2 2024-03-15 Fixed 4.45000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CT0 35000.00000000 PA USD 39234.52000000 0.010076265760 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N MKS INSTRUMENTS INC 549300KEQATBHAGVF505 MKS INSTRUMENTS INC 55306N104 550.00000000 NS USD 97872.50000000 0.025135755977 Long EC CORP US N 1 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 Deere & Co 244199105 2641.00000000 NS USD 931507.11000000 0.239230993466 Long EC CORP US N 1 N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 salesforce.com Inc 79466LAK0 31000.00000000 PA USD 31245.92000000 0.008024622037 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N Munich Re 529900MUF4C20K50JS49 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 000000000 680.00000000 NS 186360.92000000 0.047861479055 Long EC CORP DE N 2 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 Akamai Technologies Inc 00971T101 2642.00000000 NS USD 308057.20000000 0.079115692418 Long EC CORP US N 1 N N N SOUTH JERSEY INDUSTRIES 549300DJYWYT5VXLFA46 South Jersey Industries Inc 838518AA6 41000.00000000 PA USD 43463.92000000 0.011162466340 Long DBT CORP US N 2 2031-04-15 Variable 5.02000000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2019-GC43 17328HBD2 60000.00000000 PA USD 65019.92000000 0.016698509211 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.03800000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825CAZ7 41000.00000000 PA USD 42004.12000000 0.010787558408 Long DBT CORP US N 2 2031-02-15 Fixed 2.40000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 88032WAE6 200000.00000000 PA USD 206998.39000000 0.053161623732 Long DBT CORP KY N 2 2023-01-19 Fixed 2.98500000 N N N N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2018-2-GS 61946LAB8 74352.51000000 PA USD 79230.07000000 0.020347980337 Long ABS-O CORP US N 2 2044-02-22 Fixed 4.74000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAD4 35000.00000000 PA USD 34978.58000000 0.008983249138 Long DBT CORP US N 2 2027-03-02 Fixed 1.26700000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 Newmont Corp 651639AY2 18000.00000000 PA USD 17967.01000000 0.004614313305 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 Hershey Co/The 427866108 272.00000000 NS USD 47376.96000000 0.012167418891 Long EC CORP US N 1 N N N UniCredit SpA 549300TRUWO2CD2G5692 UniCredit SpA 000000000 14453.00000000 NS 170873.07000000 0.043883867180 Long EC CORP IT N 2 N N N TEACHERS INSURANCE AND ANNUITY 54930043TEPI4UKGHU90 Tiaa Clo III Ltd 87272HAA8 250000.00000000 PA USD 248688.50000000 0.063868537641 Long ABS-CBDO CORP KY N 2 2031-01-16 Floating 1.33363000 N N N N N N MONONGAHELA POWER CO N/A Monongahela Power Co 610202BR3 20000.00000000 PA USD 22075.48000000 0.005669456470 Long DBT CORP US N 2 2027-05-15 Fixed 3.55000000 N N N N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 Ulta Beauty Inc 90384S303 542.00000000 NS USD 187407.34000000 0.048130222141 Long EC CORP US N 1 N N N Santander Drive Auto Receivabl N/A Santander Drive Auto Receivables Trust 2018-4 80285MAH2 150000.00000000 PA USD 154208.16000000 0.039603961066 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.98000000 N N N N N N Sunnova Sol Issuer,LLC N/A Sunnova Sol II Issuer LLC 86745PAA1 198257.71000000 PA USD 203468.76000000 0.052255139087 Long ABS-O CORP US N 2 2055-11-01 Fixed 2.73000000 N N N N N N COMMONBOND STUDENT LOAN TRUST 549300KDXV3I7WKXA522 Commonbond Student Loan Trust 2017-B-GS 20268KAA8 40367.68000000 PA USD 41176.11000000 0.010574907691 Long ABS-O CORP US N 2 2042-09-25 Fixed 2.68000000 N N N N N N MIZUHO FIN GRP CAYMAN 2 5493005X5HKEZQSVVC05 Mizuho Financial Group Cayman 2 Ltd 000000000 200000.00000000 PA USD 207389.80000000 0.053262146210 Long DBT CORP KY N 2 2022-07-18 Fixed 4.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBQ2 14000.00000000 PA USD 14142.84000000 0.003632184475 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N Carter's Inc 5299003WAQK4R3L3ZU36 Carter's Inc 146229109 391.00000000 NS USD 40339.47000000 0.010360040605 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WDZP9 161213.93000000 PA USD 179790.98000000 0.046174177631 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Umpqua Holdings Corp 5299002ENJ7CY215BW86 Umpqua Holdings Corp 904214103 7169.00000000 NS USD 132268.05000000 0.033969270514 Long EC CORP US N 1 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 Infineon Technologies AG 000000000 644.00000000 NS 25903.72000000 0.006652630563 Long EC CORP DE N 2 N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 CenterPoint Energy Houston Electric LLC 15189XAM0 25000.00000000 PA USD 28121.10000000 0.007222101278 Long DBT CORP US N 2 2042-08-01 Fixed 3.55000000 N N N N N N INGREDION INC PKSTQ48QDN0XSVS7YK88 INGREDION INC 457187102 493.00000000 NS USD 44616.50000000 0.011458473591 Long EC CORP US N 1 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XR63 361160.41000000 PA USD 368015.67000000 0.094514312773 Long ABS-MBS CORP US N 2 2030-12-25 Floating 2.64150000 N N N N N N James Hardie Industries PLC 635400NSGXKTVOO7JU45 James Hardie Industries PLC 000000000 473.00000000 NS 16049.91000000 0.004121960930 Long EC CORP IE N 2 N N N DiaSorin SpA 8156002878BDF0EE4348 DiaSorin SpA 000000000 167.00000000 NS 31598.94000000 0.008115285141 Long EC CORP IT N 2 N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 46636DBC9 100000.00000000 PA USD 99244.49000000 0.025488112418 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.87300000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214EQ2 33000.00000000 PA USD 32503.25000000 0.008347531333 Long DBT CORP AU N 2 2040-11-16 Fixed 2.96300000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HX1 8843.00000000 PA USD 3370.77000000 0.000865685991 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QS6V5 6164.10000000 PA USD 6734.67000000 0.001729607619 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 Mars Inc 571676AN5 75000.00000000 PA USD 72395.55000000 0.018592729097 Long DBT CORP US N 2 2040-07-16 Fixed 2.37500000 N N N N N N DICK'S SPORTING GOODS INC 529900SSBV5I4LWSK313 DICK'S SPORTING GOODS INC 253393102 2047.00000000 NS USD 205088.93000000 0.052671233473 Long EC CORP US N 1 N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 925524AV2 40000.00000000 PA USD 50842.07000000 0.013057333417 Long DBT CORP US N 2 2033-05-15 Fixed 5.50000000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 WALT DISNEY CO/THE 254687106 1491.00000000 NS USD 262073.07000000 0.067305982127 Long EC CORP US N 1 N N N PacWest Bancorp 549300YI8VMFO7G36V04 PacWest Bancorp 695263103 1494.00000000 NS USD 61493.04000000 0.015792730825 Long EC CORP US N 1 N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 Lumentum Holdings Inc 55024U109 268.00000000 NS USD 21984.04000000 0.005645972717 Long EC CORP US N 1 N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 Marlette Funding Trust 2019-2 57109HAC6 250000.00000000 PA USD 255733.15000000 0.065677754769 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.11000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCC8 101000.00000000 PA USD 103729.34000000 0.026639918035 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N WH Group Ltd 254900A4AYEDRWYSE928 WH Group Ltd 000000000 128500.00000000 NS 115341.94000000 0.029622282641 Long EC CORP HK N 2 N N N Hitachi Ltd 549300T6IPOCDWLKC615 Hitachi Ltd 000000000 400.00000000 NS 22922.87000000 0.005887084386 Long EC CORP JP N 2 N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 LSEGA Financing PLC 50220PAE3 200000.00000000 PA USD 209985.84000000 0.053928864930 Long DBT CORP GB N 2 2041-04-06 Fixed 3.20000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBC8 38000.00000000 PA USD 42465.00000000 0.010905922272 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N Dexcom Inc 549300YSK3QDSFR5EU59 Dexcom Inc 252131107 144.00000000 NS USD 61488.00000000 0.015791436445 Long EC CORP US N 1 N N N US AIRWAYS 2012-1A PTT N/A US Airways 2012-1 Class A Pass Through Trust 90345WAA2 19462.06000000 PA USD 20370.40000000 0.005231555376 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAA1 206000.00000000 PA USD 228176.23000000 0.058600547008 Long DBT CORP FR N 2 2023-10-22 Fixed 5.70000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 Baltimore Gas and Electric Co 059165EL0 20000.00000000 PA USD 21012.09000000 0.005396355123 Long DBT CORP US N 2 2049-09-15 Fixed 3.20000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135CC8 44000.00000000 PA USD 46448.06000000 0.011928857460 Long DBT CORP US N 2 2061-05-12 Fixed 3.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PEE8 19000.00000000 PA USD 19920.54000000 0.005116021685 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N Life Storage Inc W9EE01AFDDF9DQCQZC68 Life Storage Inc 53223X107 1941.00000000 NS USD 208366.35000000 0.053512945183 Long EC CORP US N 1 N N N Adient PLC 5493002QLDY8O75RTR78 Adient PLC 000000000 912.00000000 NS USD 41222.40000000 0.010586795955 Long EC CORP US N 1 N N N Japan Airlines Co Ltd 3538002MH5L1QZZ93477 Japan Airlines Co Ltd 000000000 2600.00000000 NS 56298.51000000 0.014458664172 Long EC CORP JP N 2 N N N Pola Orbis Holdings Inc 353800E8OIV0XYBABS79 Pola Orbis Holdings Inc 000000000 4000.00000000 NS 105471.59000000 0.027087365181 Long EC CORP JP N 2 N N Lawson Inc 529900IWO8XQO92PR233 Lawson Inc 000000000 2600.00000000 NS 120423.03000000 0.030927215470 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31419EC98 23465.87000000 PA USD 25898.24000000 0.006651223182 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBJ4 15000.00000000 PA USD 17780.07000000 0.004566303106 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N Rakuten Group Inc 529900IMXUCQKUL1H943 Rakuten Group Inc 000000000 5300.00000000 NS 59843.13000000 0.015368998570 Long EC CORP JP N 2 N N N CD Commercial Mortgage Trust N/A CD 2017-CD4 Mortgage Trust 12515DAS3 803189.68000000 PA USD 42952.42000000 0.011031102176 Long ABS-MBS CORP US N 2 2050-05-10 Variable 1.43845300 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175AY0 72000.00000000 PA USD 81616.07000000 0.020960756283 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Voya Floating Rate Fund 54930033N6GOK9FB2919 Voya Floating Rate Fund 92913L619 182804.68300000 NS USD 1658038.47000000 0.425819820509 Long EC RF US N 1 N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP 46651WAJ3 100000.00000000 PA USD 98372.38000000 0.025264135876 Long ABS-MBS CORP US N 2 2038-12-05 Variable 3.99018600 N N N N N N Voya Emerging Markets Local Currency Debt Fund 549300ZQOPFIB5V6CL41 Voya Emerging Markets Local Currency Debt Fund 92913M500 127282.96400000 NS USD 852795.86000000 0.219016257226 Long EC RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QSYY8 6006.62000000 PA USD 6503.82000000 0.001670320390 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAQ2 16000.00000000 PA USD 18062.93000000 0.004638947617 Long DBT CORP US N 2 2051-03-24 Fixed 4.40000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 CHEMOURS CO 163851108 1790.00000000 NS USD 62292.00000000 0.015997920880 Long EC CORP US N 1 N N N Fannie Mae or Freddie Mac N/A Fannie Mae or Freddie Mac 01F020687 1450000.00000000 PA USD 1461328.14000000 0.375300391118 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAC5 8000.00000000 PA USD 8384.66000000 0.002153360420 Long DBT CORP US N 2 2023-05-01 Fixed 3.87500000 N N N N N N HKEX 213800YTVSXYQN17BW16 Hong Kong Exchanges & Clearing Ltd 000000000 2700.00000000 NS 160730.40000000 0.041279012107 Long EC CORP HK N 2 N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 Entergy Corp 29364GAP8 32000.00000000 PA USD 31975.32000000 0.008211947593 Long DBT CORP US N 2 2031-06-15 Fixed 2.40000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 CURRENCY CONTRACT - CLP 000000000 1.00000000 NC USD -57.91000000 -0.00001487252 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -2119.79000000 USD 1515016.00000000 CLP 2021-07-23 -57.91000000 N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 064159VJ2 34000.00000000 PA USD 37400.00000000 0.009605121699 Long DBT CORP CA N 2 N/A Fixed 4.90000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAL3 26000.00000000 PA USD 27479.36000000 0.007057288690 Long DBT CORP US N 2 2024-12-01 Fixed 2.87500000 N N N N N N ASGN Inc LZBNYYCBUKY537072438 ASGN Inc 00191U102 1771.00000000 NS USD 171663.03000000 0.044086745841 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCW4 18000.00000000 PA USD 19387.11000000 0.004979025426 Long DBT CORP US N 2 2023-03-20 Fixed 5.20000000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 Citrix Systems Inc 177376AG5 20000.00000000 PA USD 19764.47000000 0.005075939563 Long DBT CORP US N 2 2026-03-01 Fixed 1.25000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBT1 17000.00000000 PA USD 16643.93000000 0.004274518000 Long DBT CORP US N 2 2040-09-25 Fixed 3.73400000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137F82T9 1648786.49000000 PA USD 117318.91000000 0.030130010915 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.97412500 N N N N N N Dominos Pizza Master Issuer LL N/A Domino's Pizza Master Issuer LLC 25755TAP5 100000.00000000 PA USD 105139.81000000 0.027002156966 Long ABS-O CORP US N 2 2051-04-25 Fixed 3.15100000 N N N N N N Prime Mortgage Trust N/A Prime Mortgage Trust 2007-1 74162FAD7 10557.07000000 PA USD 10080.28000000 0.002588831983 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.50000000 N N N N N N Progyny Inc N/A Progyny Inc 74340E103 883.00000000 NS USD 52097.00000000 0.013379626341 Long EC CORP US N 1 N N N Deer Creek CLO, Ltd. N/A Deer Creek Clo Ltd 2017-1 24380LAC7 250000.00000000 PA USD 250032.75000000 0.064213769856 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 1.36825000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAM1 30000.00000000 PA USD 32180.86000000 0.008264734671 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 Exelon Corp 30161NAY7 10000.00000000 PA USD 12660.18000000 0.003251405605 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N Sonova Holding AG 5299004A0QNX7FBNHS61 Sonova Holding AG 000000000 591.00000000 NS 222602.99000000 0.057169219509 Long EC CORP CH N 2 N N N Bechtle AG 529900HA2QT774RUXW59 Bechtle AG 000000000 243.00000000 NS 45163.91000000 0.011599060213 Long EC CORP DE N 2 N N N UNITED AIR 2016-1 AA PTT N/A United Airlines 2016-1 Class AA Pass Through Trust 90931LAA6 47288.41000000 PA USD 49959.81000000 0.012830750137 Long DBT CORP US N 2 2028-07-07 Fixed 3.10000000 N N N N N N FIRST AMERICAN FINANCIAL 549300B6VEZK3N0A1P55 FIRST AMERICAN FINANCIAL 31847R102 6378.00000000 NS USD 397668.30000000 0.102129743785 Long EC CORP US N 1 N N N JABIL INC 5493000CGCQY2OQU7669 JABIL INC 466313103 3900.00000000 NS USD 226668.00000000 0.058213201214 Long EC CORP US N 1 N N N COMMONBOND STUDENT LOAN TRUST 549300EJIXF1G1X7PN20 Commonbond Student Loan Trust 2018-BGS 20268MAC0 75795.20000000 PA USD 77765.66000000 0.019971888458 Long ABS-O CORP US N 2 2045-09-25 Fixed 3.99000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 BorgWarner Inc 099724106 3224.00000000 NS USD 156492.96000000 0.040190746682 Long EC CORP US N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 Siemens AG 000000000 1916.00000000 NS 304219.47000000 0.078130081089 Long EC CORP DE N 2 N N N Anglo American PLC 549300S9XF92D1X8ME43 Anglo American PLC 000000000 5373.00000000 NS 213813.81000000 0.054911969682 Long EC CORP GB N 2 N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 Omega Healthcare Investors Inc 681936100 7106.00000000 NS USD 257876.74000000 0.066228274631 Long EC CORP US N 1 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 2456.38000000 0.000630851038 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -950628.76000000 ZAR 68729.44000000 USD 2021-08-06 2456.38000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FV94 52315.61000000 PA USD 57891.13000000 0.014867683127 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017BT5 51000.00000000 PA USD 63586.48000000 0.016330371092 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Yelp Inc 5299007OU2DOSXPQBO35 Yelp Inc 985817105 3486.00000000 NS USD 139300.56000000 0.035775369829 Long EC CORP US N 1 N N N Kingfisher PLC 213800KBMEV7I92FY281 Kingfisher PLC 000000000 3237.00000000 NS 16337.43000000 0.004195802230 Long EC CORP GB N 2 N N N Australia & New Zealand Bankin JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd 000000000 1084.00000000 NS 22881.01000000 0.005876333841 Long EC CORP AU N 2 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 CENTENE CORP 15135B101 1187.00000000 NS USD 86567.91000000 0.022232494942 Long EC CORP US N 1 N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 Regency Centers LP 75884RBA0 25000.00000000 PA USD 27700.62000000 0.007114113001 Long DBT CORP US N 2 2030-06-15 Fixed 3.70000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 Fox Corp 35137L105 3134.00000000 NS USD 116365.42000000 0.029885134244 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 Mondelez International Inc 609207105 9073.00000000 NS USD 566518.12000000 0.145493996996 Long EC CORP US N 1 N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 Kite Realty Group LP 49803XAA1 21000.00000000 PA USD 22677.43000000 0.005824050133 Long DBT CORP US N 2 2026-10-01 Fixed 4.00000000 N N N N N N Adecco Group AG NI14Y5UMU60O7JE9P611 Adecco Group AG 000000000 323.00000000 NS 21977.50000000 0.005644293105 Long EC CORP CH N 2 N N N Endesa SA 549300LHK07F2CHV4X31 Endesa SA 000000000 5832.00000000 NS 141576.12000000 0.036359782416 Long EC CORP ES N 2 N N Direct Line Insurance Group PL 213800FF2R23ALJQOP04 Direct Line Insurance Group PLC 000000000 36093.00000000 NS 142358.33000000 0.036560670711 Long EC CORP GB N 2 N N N Tele2 AB 213800EKD193RVI9HL76 Tele2 AB 000000000 4141.00000000 NS 56458.17000000 0.014499668283 Long EC CORP SE N 2 N N YETI Holdings Inc 549300DSQICIGNT5GO63 YETI Holdings Inc 98585X104 2317.00000000 NS USD 212746.94000000 0.054637974597 Long EC CORP US N 1 N N N COMM Mortgage Trust N/A COMM 2012-CCRE4 Mortgage Trust 12624QAA1 2380000.00000000 PA USD 19184.23000000 0.004926921493 Long ABS-MBS CORP US N 2 2045-10-15 Variable 0.76879000 N N N N N N Treasury Wine Estates Ltd 529900LVOPJGAX6ILK66 Treasury Wine Estates Ltd 000000000 3145.00000000 NS 27538.60000000 0.007072502792 Long EC CORP AU N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCD6 121000.00000000 PA USD 126091.34000000 0.032382958983 Long DBT CORP US N 2 2042-04-22 Fixed 3.15700000 N N N N N N GXO LOGISTICS INC N/A GXO Logistics Inc 36262GAC5 16000.00000000 PA USD 15891.52000000 0.004081282983 Long DBT CORP US N 2 2031-07-15 Fixed 2.65000000 N N N N N N Liberty Global PLC 549300BSGXG3QLIQYT84 Liberty Global PLC 000000000 11629.00000000 NS USD 315843.64000000 0.081115417119 Long EC CORP GB N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCJ8 60000.00000000 PA USD 69143.07000000 0.017757422514 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 Brown & Brown Inc 115236101 231.00000000 NS USD 12275.34000000 0.003152570443 Long EC CORP US N 1 N N N HUNTSMAN CORP 5299000V56320A7RIQ67 HUNTSMAN CORP 447011107 12979.00000000 NS USD 344203.08000000 0.088398729219 Long EC CORP US N 1 N N N STERIS PLC N/A STERIS Irish FinCo UnLtd Co 85917PAB3 72000.00000000 PA USD 76600.30000000 0.019672599030 Long DBT CORP IE N 2 2051-03-15 Fixed 3.75000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 Mars Inc 571676AG0 42000.00000000 PA USD 52536.00000000 0.013492370952 Long DBT CORP US N 2 2054-04-01 Fixed 4.12500000 N N N N N N Terex Corp YAWJZJYEQ7M1SYMOS462 Terex Corp 880779103 3606.00000000 NS USD 171717.72000000 0.044100791406 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31397QNH7 143870.92000000 PA USD 160397.34000000 0.041193475160 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137B2BP4 239672.38000000 PA USD 257334.48000000 0.066089010639 Long ABS-MBS USGSE US N 2 2033-04-15 Fixed 3.00000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 Enel SpA 000000000 21676.00000000 NS 201431.92000000 0.051732034914 Long EC CORP IT N 2 N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AS5 16000.00000000 PA USD 18495.51000000 0.004750043434 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N AutoNation Inc N/A AutoNation Inc 05329W102 3457.00000000 NS USD 327758.17000000 0.084175323821 Long EC CORP US N 1 N N N ONE GAS INC 549300HXDWI0LATTX840 ONE Gas Inc 68235PAL2 59000.00000000 PA USD 59042.85000000 0.015163469511 Long DBT CORP US N 2 2024-03-11 Fixed 1.10000000 N N N N N N Electrolux AB 549300Y3HHZB1ZGFPJ93 Electrolux AB 000000000 1612.00000000 NS 44671.65000000 0.011472637293 Long EC CORP SE N 2 N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 CBRE Services Inc 12505BAE0 33000.00000000 PA USD 33454.11000000 0.008591732564 Long DBT CORP US N 2 2031-04-01 Fixed 2.50000000 N N N N N N Iida Group Holdings Co Ltd 35380051BV8PV1I4S949 Iida Group Holdings Co Ltd 000000000 800.00000000 NS 20577.61000000 0.005284771345 Long EC CORP JP N 2 N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 064159TF3 25000.00000000 PA USD 26076.90000000 0.006697106899 Long DBT CORP CA N 2 2025-02-03 Fixed 2.20000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967NA5 21000.00000000 PA USD 20934.40000000 0.005376402666 Long DBT CORP US N 2 2027-06-09 Fixed 1.46200000 N N N N N N Washington Federal Inc N/A Washington Federal Inc 938824109 937.00000000 NS USD 29777.86000000 0.007647592760 Long EC CORP US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BJ7 200000.00000000 PA USD 204064.11000000 0.052408037729 Long DBT CORP GB N 2 2023-03-13 Fixed 3.26200000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 Phillips 66 718546AY0 10000.00000000 PA USD 10013.77000000 0.002571750789 Long DBT CORP US N 2 2024-02-15 Fixed 0.90000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHU6 40000.00000000 PA USD 46767.54000000 0.012010906772 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N MasTec Inc 549300TMDIT8WREDOF45 MasTec Inc 576323109 639.00000000 NS USD 67797.90000000 0.017411954023 Long EC CORP US N 1 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BW2 14000.00000000 PA USD 14007.45000000 0.003597413421 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N AMER AIRLINE 17-2 AA PTT N/A American Airlines 2017-2 Class AA Pass Through Trust 02376AAA7 4188.16000000 PA USD 4270.05000000 0.001096640372 Long DBT CORP US N 2 2029-10-15 Fixed 3.35000000 N N N N N N Daiichi Sankyo Co Ltd 353800XGIU2IHQGC9504 Daiichi Sankyo Co Ltd 000000000 800.00000000 NS 17258.47000000 0.004432345045 Long EC CORP JP N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCB5 2588400.00000000 PA USD 2628439.31000000 0.675039557559 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N adidas AG 549300JSX0Z4CW0V5023 adidas AG 000000000 178.00000000 NS 66421.95000000 0.017058580568 Long EC CORP DE N 2 N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RCP5 16000.00000000 PA USD 18805.18000000 0.004829573328 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PCV8 100000.00000000 PA USD 110040.00000000 0.028260630797 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31393GYQ1 56895.07000000 PA USD 65427.75000000 0.016803248697 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp Trust 2018-RIVR 36255WAL9 100000.00000000 PA USD 92682.33000000 0.023802809065 Long ABS-MBS CORP US N 2 2035-07-15 Floating 2.17300000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAA0 150000.00000000 PA USD 158171.57000000 0.040621849713 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 INTEL CORP 458140100 10163.00000000 NS USD 570550.82000000 0.146529680800 Long EC CORP US N 1 N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2007-23CB 02151EAC6 26424.57000000 PA USD 11457.46000000 0.002942521328 Long ABS-MBS CORP US N 2 2037-09-25 Floating 0.59150000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31395PBA9 40601.80400000 PA USD 46252.69000000 0.011878682256 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 5.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NiSource Inc 65473QAX1 20000.00000000 PA USD 28125.92000000 0.007223339158 Long DBT CORP US N 2 2041-06-15 Fixed 5.95000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 FAIR ISAAC CORP 303250104 74.00000000 NS USD 37198.32000000 0.009553325952 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DC6 11000.00000000 PA USD 11842.57000000 0.003041425831 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 547.78000000 0.000140681646 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -96558.81000000 RON 23757.84000000 USD 2021-08-06 547.78000000 N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 Mitsubishi Corp 000000000 2200.00000000 NS 60095.76000000 0.015433879369 Long EC CORP JP N 2 N N N F5 Networks Inc 54930015FPK9KT966303 F5 Networks Inc 315616102 970.00000000 NS USD 181060.20000000 0.046500140533 Long EC CORP US N 1 N N N Hikma Pharmaceuticals PLC 549300BNS685UXH4JI75 Hikma Pharmaceuticals PLC 000000000 3946.00000000 NS 133539.92000000 0.034295913993 Long EC CORP JO N 2 N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp 084664CV1 11000.00000000 PA USD 11003.01000000 0.002825808826 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N Incyte Corp 549300Z4WN6JVZ3T4680 Incyte Corp 45337C102 5313.00000000 NS USD 446982.69000000 0.114794736232 Long EC CORP US N 1 N N N Hoya Corp 353800X4VR3BHEUCJB42 Hoya Corp 000000000 1600.00000000 NS 211632.58000000 0.054351783061 Long EC CORP JP N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJF7 112000.00000000 PA USD 108984.90000000 0.027989658500 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VDR2 80000.00000000 PA USD 101483.42000000 0.026063117636 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N PENSKE TRUCK LEASING/PTL N/A Penske Truck Leasing Co Lp / PTL Finance Corp 709599BM5 40000.00000000 PA USD 40301.92000000 0.010350396960 Long DBT CORP US N 2 2026-06-15 Fixed 1.70000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 000000000 2987.00000000 NS 38943.49000000 0.010001523017 Long EC CORP DE N 2 N N N Dycom Industries Inc 549300F56EKTHQI3WT60 Dycom Industries Inc 267475101 543.00000000 NS USD 40469.79000000 0.010393509575 Long EC CORP US N 1 N N N Techtronic Industries Co Ltd 549300HZW2SBE758OK89 Techtronic Industries Co Ltd 000000000 2500.00000000 NS 43567.43000000 0.011189049927 Long EC CORP HK N 2 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89832QAF6 25000.00000000 PA USD 28156.25000000 0.007231128552 Long DBT CORP US N 2 N/A Fixed 5.10000000 N N N N N N NuVasive Inc 549300C5ZB4NZ6TWM881 NuVasive Inc 670704105 837.00000000 NS USD 56731.86000000 0.014569957741 Long EC CORP US N 1 N N N Mercari Inc 3538009SK4V5AXSTUJ26 Mercari Inc 000000000 800.00000000 NS 42290.74000000 0.010861168568 Long EC CORP JP N 2 N N N ARES CLO Ltd N/A ARES XLIV CLO Ltd 04016NAP8 400000.00000000 PA USD 400210.80000000 0.102782712286 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 1.46237000 N N N N N N Mill City Mortgage Trust N/A Mill City Mortgage Loan Trust 2017-2 59980AAC1 200000.00000000 PA USD 210929.00000000 0.054171088636 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.25000000 N N N N N N Sanderson Farms Inc 529900KZGVFTWHUO2759 Sanderson Farms Inc 800013104 202.00000000 NS USD 37969.94000000 0.009751494508 Long EC CORP US N 1 N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 National Rural Utilities Cooperative Finance Corp 637432NV3 44000.00000000 PA USD 45453.73000000 0.011673492201 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Check Point Software Technolog 2549003ZVBH73EPNS513 Check Point Software Technologies Ltd 000000000 1573.00000000 NS USD 182672.49000000 0.046914211166 Long EC CORP IL N 1 N N N SAP SE 529900D6BF99LW9R2E68 SAP SE 000000000 1228.00000000 NS 172484.19000000 0.044297637332 Long EC CORP DE N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VQT0 283157.15000000 PA USD 296044.64000000 0.076030609511 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N N N N N N Bank Leumi Le-Israel BM 7JDSZWRGUQY2DSTWCR57 Bank Leumi Le-Israel BM 000000000 8102.00000000 NS 61564.86000000 0.015811175741 Long EC CORP IL N 2 N N N Royal Gold Inc 5493001NGRU6SFL04184 Royal Gold Inc 780287108 3567.00000000 NS USD 406994.70000000 0.104524963225 Long EC CORP US N 1 N N N UCB SA 2138008J191VLSGY5A09 UCB SA 000000000 1597.00000000 NS 167256.07000000 0.042954944046 Long EC CORP BE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31389X5U3 394.55000000 PA USD 399.33000000 0.000102556503 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 VMWARE INC-CLASS A 928563402 1611.00000000 NS USD 257711.67000000 0.066185881116 Long EC CORP US N 1 N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 Interstate Power and Light Co 461070AL8 80000.00000000 PA USD 86125.95000000 0.022118990140 Long DBT CORP US N 2 2024-12-01 Fixed 3.25000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017CW7 4000.00000000 PA USD 4854.11000000 0.001246639499 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N PRA HEALTH SCIENCES INC 549300R1HR1VWWHIAK47 PRA HEALTH SCIENCES INC 69354M108 497.00000000 NS USD 82109.37000000 0.021087446297 Long EC CORP US N 2 N N N Kohl's Corp 549300JF6LPRTRJ0FH50 Kohl's Corp 500255104 2039.00000000 NS USD 112369.29000000 0.028858842399 Long EC CORP US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 Johnson & Johnson 478160CP7 15000.00000000 PA USD 14733.83000000 0.003783963375 Long DBT CORP US N 2 2027-09-01 Fixed 0.95000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 26442UAB0 5000.00000000 PA USD 6040.96000000 0.001551448020 Long DBT CORP US N 2 2045-08-15 Fixed 4.20000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 NIKE Inc 654106103 1553.00000000 NS USD 239922.97000000 0.061617361641 Long EC CORP US N 1 N N N EXELON CORP 3SOUA6IRML7435B56G12 Exelon Corp 30161NAX9 5000.00000000 PA USD 5700.64000000 0.001464046549 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N Taylor Morrison Home Corp 5299009UDLLGLKOOJE30 Taylor Morrison Home Corp 87724P106 4855.00000000 NS USD 128269.10000000 0.032942254433 Long EC CORP US N 1 N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC 084670702 8032.00000000 NS USD 2232253.44000000 0.573290533574 Long EC CORP US N 1 N N N Renaissance Home Equity Loan T N/A Renaissance Home Equity Loan Trust 2005-3 75970NBE6 120138.43000000 PA USD 129490.04000000 0.033255817997 Long ABS-MBS CORP US N 2 2035-11-25 Variable 5.14000000 N N N N N N Corporate Office Properties Tr YY1J47X6LF9TYY8JY420 Corporate Office Properties Trust 22002T108 7857.00000000 NS USD 219917.43000000 0.056479510134 Long EC CORP US N 1 N N N STERIS PLC N/A STERIS PLC 000000000 81.00000000 NS USD 16710.30000000 0.004291563238 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO 46625H100 13268.00000000 NS USD 2063704.72000000 0.530003609298 Long EC CORP US N 1 N N N BP PLC 213800LH1BZH3DI6G760 BP PLC 000000000 32420.00000000 NS 142174.34000000 0.036513418135 Long EC CORP GB N 2 N N N Schneider Electric SE 969500A1YF1XUYYXS284 Schneider Electric SE 000000000 2042.00000000 NS 321909.39000000 0.082673231743 Long EC CORP FR N 2 N N N CSL Ltd 529900ECSECK5ZDQTE14 CSL Ltd 000000000 1103.00000000 NS 235897.38000000 0.060583503837 Long EC CORP AU N 2 N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 Tampa Electric Co 875127BC5 14000.00000000 PA USD 17032.06000000 0.004374198104 Long DBT CORP US N 2 2044-05-15 Fixed 4.35000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851109 450.00000000 NS USD 59616.00000000 0.015310666717 Long EC CORP US N 1 N N N COMM Mortgage Trust N/A COMM 2016-COR1 Mortgage Trust 12594MBF4 20000.00000000 PA USD 21663.23000000 0.005563581833 Long ABS-MBS CORP US N 2 2049-10-10 Variable 4.51032400 N N N N N N Dai Nippon Printing Co Ltd 529900S7NFNQ4FT6OP83 Dai Nippon Printing Co Ltd 000000000 6700.00000000 NS 141781.76000000 0.036412595176 Long EC CORP JP N 2 N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523AK6 100000.00000000 PA USD 129026.62000000 0.033136801807 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 286072.00000000 NS USD 19163963.28000000 4.921716565566 Long EC RF US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCE9 40000.00000000 PA USD 47190.31000000 0.012119483170 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBD1 55000.00000000 PA USD 64341.53000000 0.016524284117 Long DBT CORP GB N 2 2043-02-19 Fixed 4.37500000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2019-GC42 36257UAN7 2058970.89000000 PA USD 115213.63000000 0.029589329882 Long ABS-MBS CORP US N 2 2052-09-01 Variable 0.93430100 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAC7 14000.00000000 PA USD 13789.06000000 0.003541326187 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC 92343V104 929.00000000 NS USD 52051.87000000 0.013368035990 Long EC CORP US N 1 N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2005-51 12668ACY9 48926.01000000 PA USD 46109.04000000 0.011841789857 Long ABS-MBS CORP US N 2 2035-11-20 Floating 1.40630000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CQ9 30000.00000000 PA USD 36281.75000000 0.009317931129 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N N HIGHWOODS PROPERTIES INC ZIIGTYKL9T0X3HLTDX53 HIGHWOODS PROPERTIES INC 431284108 6216.00000000 NS USD 280776.72000000 0.072109480375 Long EC CORP US N 1 N N N EPAM Systems Inc 549300XCR4R530HJP604 EPAM Systems Inc 29414B104 631.00000000 NS USD 322415.76000000 0.082803278414 Long EC CORP US N 1 N N N Spark New Zealand Ltd 529900HUN51H3Y7QBB66 Spark New Zealand Ltd 000000000 41896.00000000 NS 140631.59000000 0.036117206865 Long EC CORP NZ N 2 N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 46645UAV9 1259459.58000000 PA USD 30941.14000000 0.007946348000 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.81036800 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 632525AS0 250000.00000000 PA USD 271155.00000000 0.069638416429 Long DBT CORP AU N 2 2034-08-02 Fixed 3.93300000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group Inc 744573AQ9 17000.00000000 PA USD 16132.94000000 0.004143284814 Long DBT CORP US N 2 2030-08-15 Fixed 1.60000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 Eastman Chemical Co 277432100 617.00000000 NS USD 72034.75000000 0.018500067923 Long EC CORP US N 1 N N N Nippon Shinyaku Co Ltd N/A Nippon Shinyaku Co Ltd 000000000 500.00000000 NS 39778.80000000 0.010216048531 Long EC CORP JP N 2 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 PayPal Holdings Inc 70450Y103 3702.00000000 NS USD 1079058.96000000 0.277125471441 Long EC CORP US N 1 N N N Tetra Tech Inc 549300UJ1LP7JGJC5P32 Tetra Tech Inc 88162G103 145.00000000 NS USD 17695.80000000 0.004544660763 Long EC CORP US N 1 N N N iShares Russell 2000 ETF 549300O80OAR5VTWR172 iShares Russell 2000 ETF 464287655 33035.00000000 NS USD 7577237.95000000 1.945997129866 Long EC RF US N 1 N N Citibank, National Association E57ODZWZ7FF32TWEFA76 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 0.92000000 0.000000236275 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -606.53000000 ILS 187.02000000 USD 2021-08-06 0.92000000 N N N Nomura Real Estate Holdings In N/A Nomura Real Estate Holdings Inc 000000000 4900.00000000 NS 124111.23000000 0.031874424289 Long EC CORP JP N 2 N N N Accenture PLC N/A Accenture PLC 000000000 2111.00000000 NS USD 622301.69000000 0.159820413538 Long EC CORP IE N 1 N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 63938C108 3888.00000000 NS USD 75155.04000000 0.019301425281 Long EC CORP US N 1 N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 Laboratory Corp of America Holdings 50540RAN2 10000.00000000 PA USD 10695.03000000 0.002746712960 Long DBT CORP US N 2 2023-11-01 Fixed 4.00000000 N N N N N N METROPOLITAN EDISON CO N/A Metropolitan Edison Co 591894CB4 12000.00000000 PA USD 12726.62000000 0.003268468821 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Corp Trust 2020-PJ4 36259VAD5 115090.81000000 PA USD 116418.57000000 0.029898784303 Long ABS-MBS CORP US N 2 2051-01-25 Variable 3.00000000 N N N N N N Fox Factory Holding Corp 529900GE1HSV0617R721 Fox Factory Holding Corp 35138V102 1148.00000000 NS USD 178697.68000000 0.045893394755 Long EC CORP US N 1 N N N Aurizon Holdings Ltd 5299005PC1O6NOWL3H48 Aurizon Holdings Ltd 000000000 55312.00000000 NS 154063.43000000 0.039566791299 Long EC CORP AU N 2 N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MAK6 8000.00000000 PA USD 8643.12000000 0.002219738488 Long DBT CORP JP N 2 2026-10-19 Fixed 3.01000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A Cleveland Electric Illuminating Co/The 186108CK0 39000.00000000 PA USD 41756.59000000 0.010723987398 Long DBT CORP US N 2 2028-04-01 Fixed 3.50000000 N N N N N N Sage Group PLC/The 2138005RN5XYLTF8G138 Sage Group PLC/The 000000000 9341.00000000 NS 88480.09000000 0.022723583755 Long EC CORP GB N 2 N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBJ0 50000.00000000 PA USD 55976.21000000 0.014375890623 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N TopBuild Corp 5493007YSKHOL4RWII46 TopBuild Corp 89055F103 167.00000000 NS USD 33029.26000000 0.008482621977 Long EC CORP US N 1 N N N NESTLE SA KY37LUS27QQX7BB93L28 NESTLE SA-REG 000000000 3980.00000000 NS 496095.38000000 0.127407927795 Long EC CORP CH N 2 N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 Triton Container International Ltd 89680YAA3 20000.00000000 PA USD 20124.36000000 0.005168367030 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N Toll Brothers Inc 529900JB6IS9MSZGVR44 Toll Brothers Inc 889478103 479.00000000 NS USD 27690.99000000 0.007111639811 Long EC CORP US N 1 N N N FIRST INDUSTRIAL REALTY TRUST INC N/A FIRST INDUSTRIAL REALTY TR 32054K103 5626.00000000 NS USD 293845.98000000 0.075465946493 Long EC CORP US N 1 N N N Hudson Pacific Properties Inc N/A Hudson Pacific Properties Inc 444097109 2803.00000000 NS USD 77979.46000000 0.020026796881 Long EC CORP US N 1 N N N National Storage Affiliates Tr N/A National Storage Affiliates Trust 637870106 1083.00000000 NS USD 54756.48000000 0.014062637814 Long EC CORP US N 1 N N N Genpact Ltd 529900OSEC6Q0L4L5B35 Genpact Ltd 000000000 11989.00000000 NS USD 544660.27000000 0.139880432575 Long EC CORP US N 1 N N N Ligand Pharmaceuticals Inc 5493008K7TB0IKP37H79 Ligand Pharmaceuticals Inc 53220K504 103.00000000 NS USD 13512.57000000 0.003470317629 Long EC CORP US N 1 N N N Owens Corning JO5M6676RDJIZ2U8X907 Owens Corning 690742101 3366.00000000 NS USD 329531.40000000 0.084630727295 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138AHX27 66537.27000000 PA USD 75448.73000000 0.019376851169 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Sumitomo Corp V82KK8NH1P0JS71FJC05 Sumitomo Corp 000000000 3500.00000000 NS 46929.54000000 0.012052511845 Long EC CORP JP N 2 N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust 92922F2N7 55957.79000000 PA USD 55953.10000000 0.014369955480 Long ABS-MBS CORP US N 2 2045-08-25 Floating 1.11150000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 GE Capital Funding LLC 36166NAJ2 18000.00000000 PA USD 20990.92000000 0.005390918213 Long DBT CORP US N 2 2030-05-15 Fixed 4.40000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 Intel Corp 458140BJ8 30000.00000000 PA USD 31997.25000000 0.008217579687 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 Georgia-Pacific LLC 37331NAN1 40000.00000000 PA USD 39381.22000000 0.010113941464 Long DBT CORP US N 2 2026-05-15 Fixed 0.95000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BP5 200000.00000000 PA USD 211195.32000000 0.054239485320 Long DBT CORP GB N 2 2028-05-22 Fixed 3.07300000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 Canadian Natural Resources Ltd 136385AP6 10000.00000000 PA USD 14015.38000000 0.003599450015 Long DBT CORP CA N 2 2039-02-01 Fixed 6.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96950FAN4 19000.00000000 PA USD 24131.80000000 0.006197563524 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BM3 7000.00000000 PA USD 7466.42000000 0.001917536704 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAB9 11000.00000000 PA USD 10909.48000000 0.002801788317 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N GXO LOGISTICS INC N/A GXO Logistics Inc 36262GAA9 16000.00000000 PA USD 15939.36000000 0.004093569321 Long DBT CORP US N 2 2026-07-15 Fixed 1.65000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2016-GS4 36251XAT4 1397941.91000000 PA USD 33340.22000000 0.008562483170 Long ABS-MBS CORP US N 2 2049-11-10 Variable 0.62134800 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 JOHNSON & JOHNSON 478160104 9171.00000000 NS USD 1510830.54000000 0.388013668563 Long EC CORP US N 1 N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 Smith & Nephew PLC 83192PAA6 28000.00000000 PA USD 27422.27000000 0.007042626754 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 VODAFONE GROUP PLC 000000000 146319.00000000 NS 245234.66000000 0.062981517493 Long EC CORP GB N 2 N N N Sumitomo Mitsui Trust Holdings 353800P843RLCDBLNT17 Sumitomo Mitsui Trust Holdings Inc 000000000 6100.00000000 NS 194591.29000000 0.049975214495 Long EC CORP JP N 2 N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 Navient Private Education Refi Loan Trust 2019-A 63941BAB1 60298.37000000 PA USD 61848.39000000 0.015883992322 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.42000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 Nomura Holdings Inc 000000000 22700.00000000 NS 115531.33000000 0.029670922052 Long EC CORP JP N 2 N N N MOSAIC CO 2YD5STGSJNMUB7H76907 Mosaic Co/The 61945CAD5 42000.00000000 PA USD 52734.69000000 0.013543398803 Long DBT CORP US N 2 2033-11-15 Fixed 5.45000000 N N N N N N CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 549300SOSI58J6VIW052 MICHELIN (CGDE) 000000000 1145.00000000 NS 182736.28000000 0.046930593805 Long EC CORP FR N 2 N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 TEXAS INSTRUMENTS INC 882508104 1615.00000000 NS USD 310564.50000000 0.079759620804 Long EC CORP US N 1 N N N Octagon Investment Partners XV 54930007Y57X4ONHQV20 Octagon Investment Partners XVII Ltd 67590GBG3 250000.00000000 PA USD 250072.75000000 0.064224042714 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 1.17575000 N N N N N N Assa Abloy AB 549300YECS8HKCIMMB67 Assa Abloy AB 000000000 1192.00000000 NS 35936.32000000 0.009229217300 Long EC CORP SE N 2 N N N FUCHS PETROLUB SE 529900SNF9E1P5ZO4P98 FUCHS PETROLUB SE 000000000 2544.00000000 NS 123801.91000000 0.031794984283 Long EP CORP DE N 2 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122108 12912.00000000 NS USD 862779.84000000 0.221580357305 Long EC CORP US N 1 N N N Freedom Financial N/A FREED ABS Trust 2021-2 35635CAA0 138949.73000000 PA USD 139046.97000000 0.035710242481 Long ABS-O CORP US N 2 2028-06-19 Fixed 0.68000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 Astrazeneca Finance LLC 04636NAA1 23000.00000000 PA USD 22948.79000000 0.005893741198 Long DBT CORP US N 2 2026-05-28 Fixed 1.20000000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 000000000 20927.00000000 NS 58894.32000000 0.015125323824 Long EC CORP GB N 2 N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0UD9 77646.29000000 PA USD 78851.64000000 0.020250791401 Long ABS-MBS CORP US N 2 2030-09-25 Floating 2.39150000 N N N N N N Voya High Yield Bond Fund OTPD0VW0B2EUAT57PE57 Voya High Yield Bond Fund 92913L593 4091457.76700000 NS USD 33181722.49000000 8.521777612853 Long EC RF US N 1 N N N UGI CORP DX6GCWD4Q1JO9CRE5I40 UGI CORP 902681105 10945.00000000 NS USD 506862.95000000 0.130173270582 Long EC CORP US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT US Long Bond 000000000 14.00000000 NC USD 60306.19000000 0.015487922304 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2021-09-21 2190193.81000000 USD 60306.19000000 N N N T&D Holdings Inc 3538008ARJ1MACEWA242 T&D Holdings Inc 000000000 11300.00000000 NS 146638.86000000 0.037660002572 Long EC CORP JP N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SS8 2200.00000000 PA USD 1976.56000000 0.000507622977 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 94983PAF5 14387.24000000 PA USD 14119.72000000 0.003626246763 Long ABS-MBS CORP US N 2 2036-04-25 Variable 2.82664700 N N N N N N UBS-Barclays Commercial Mortga N/A UBS-Barclays Commercial Mortgage Trust 2012-C4 90270RAN4 60000.00000000 PA USD 34620.29000000 0.008891232586 Long ABS-MBS CORP US N 2 2045-12-10 Variable 4.61564500 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 Infor Inc 45674CAB9 15000.00000000 PA USD 15179.94000000 0.003898533986 Long DBT CORP US N 2 2023-07-15 Fixed 1.45000000 N N N N N N Manhattan Associates Inc 529900Q1GJP7KD52SW51 Manhattan Associates Inc 562750109 90.00000000 NS USD 13035.60000000 0.003347821508 Long EC CORP US N 1 N N N IndyMac INDX Mortgage Loan Tru N/A IndyMac INDX Mortgage Loan Trust 2006-AR2 45661EAB0 34583.21000000 PA USD 32886.70000000 0.008446009513 Long ABS-MBS CORP US N 2 2046-04-25 Floating 0.51150000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687FL5 8000.00000000 PA USD 8094.15000000 0.002078751224 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 Weyerhaeuser Co 962166104 12933.00000000 NS USD 445153.86000000 0.114325053485 Long EC CORP US N 1 N N N Benefit Street Partners CLO Lt 5493002BNZCV0YE1MG83 Benefit Street Partners CLO IV Ltd 08180FBL4 250000.00000000 PA USD 248752.50000000 0.063884974213 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 2.33825000 N N N N N N Japan Tobacco Inc 353800Z0ENYBQO0XRJ31 Japan Tobacco Inc 000000000 6100.00000000 NS 115279.74000000 0.029606308347 Long EC CORP JP N 2 N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585AAJ1 25000.00000000 PA USD 30098.43000000 0.007729922008 Long DBT CORP US N 2 2054-09-15 Fixed 5.00000000 N N N N N N Murata Manufacturing Co Ltd 529900QZG6DL8ZRI7140 Murata Manufacturing Co Ltd 000000000 1100.00000000 NS 83792.37000000 0.021519676774 Long EC CORP JP N 2 N N N Repligen Corp 54930006QJ0T5AUO1E71 Repligen Corp 759916109 63.00000000 NS USD 12576.06000000 0.003229801786 Long EC CORP US N 1 N N N Genting Singapore Ltd 254900Y2N3AK93K1O866 Genting Singapore Ltd 000000000 131800.00000000 NS 82094.44000000 0.021083611953 Long EC CORP SG N 2 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC 91324P102 3988.00000000 NS USD 1596954.72000000 0.410132204129 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EL6X6 79153.32000000 PA USD 91245.96000000 0.023433918459 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 WEC Energy Group Inc 92939UAD8 31000.00000000 PA USD 30311.67000000 0.007784686611 Long DBT CORP US N 2 2027-10-15 Fixed 1.37500000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 Anthem Inc 036752103 2060.00000000 NS USD 786508.00000000 0.201992113843 Long EC CORP US N 1 N N N Telstra Corp Ltd PCTXNQGRJVR3OG33JG65 Telstra Corp Ltd 000000000 17842.00000000 NS 50321.43000000 0.012923621905 Long EC CORP AU N 2 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 CMS Energy Corp 125896BV1 26000.00000000 PA USD 26482.30000000 0.006801222309 Long DBT CORP US N 2 2050-12-01 Fixed 3.75000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325DS1 200000.00000000 PA USD 196058.00000000 0.050351897063 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Tokyo Gas Co Ltd 353800678EIJLOQSWZ83 Tokyo Gas Co Ltd 000000000 4700.00000000 NS 88649.88000000 0.022767189466 Long EC CORP JP N 2 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 Athene Global Funding 04685A2K6 25000.00000000 PA USD 26653.49000000 0.006845187571 Long DBT CORP US N 2 2026-11-12 Fixed 2.95000000 N N N N N N BRUNSWICK CORP/DE YM4O38W15AX4YLLQKU27 BRUNSWICK CORP 117043109 587.00000000 NS USD 58476.94000000 0.015018131693 Long EC CORP US N 1 N N N Roku Inc 549300KR6ITU0YIR1T71 Roku Inc 77543R102 300.00000000 NS USD 137775.00000000 0.035383573320 Long EC CORP US N 1 N N N ADOBE SYSTEMS INC FU4LY2G4933NH2E1CP29 ADOBE SYSTEMS INC 00724F101 1395.00000000 NS USD 816967.80000000 0.209814843414 Long EC CORP US N 1 N N N Eisai Co Ltd 353800HDEE0ZYEX4QV91 Eisai Co Ltd 000000000 1000.00000000 NS 98277.27000000 0.025239709589 Long EC CORP JP N 2 N N N MILEAGE PLUS HLDINGS LLC N/A Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 599191AA1 21000.00000000 PA USD 23147.25000000 0.005944709980 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 EOG RESOURCES INC 26875P101 1110.00000000 NS USD 92618.40000000 0.023786390471 Long EC CORP US N 1 N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YBD0 200000.00000000 PA USD 207117.49000000 0.053192211165 Long DBT CORP JP N 2 2026-05-25 Fixed 2.22600000 N N N N N N Medibank Pvt Ltd BDYVSUPTML83OLINBJ17 Medibank Pvt Ltd 000000000 12418.00000000 NS 29440.94000000 0.007561064482 Long EC CORP AU N 2 N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BV0 15000.00000000 PA USD 16076.31000000 0.004128741016 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 Viatris Inc 91533BAF7 43000.00000000 PA USD 45552.71000000 0.011698912387 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Nitto Denko Corp 3538009GX5P09USH2J25 Nitto Denko Corp 000000000 1500.00000000 NS 111705.68000000 0.028688413126 Long EC CORP JP N 2 N N N GPT Group/The N/A GPT Group/The 000000000 7917.00000000 NS 28961.55000000 0.007437946854 Long EC CORP AU N 2 N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WDG5 55000.00000000 PA USD 58418.40000000 0.015003097366 Long DBT CORP US N 2 2024-04-10 Fixed 2.87500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBM4 50000.00000000 PA USD 49098.23000000 0.012609477924 Long DBT CORP US N 2 2077-08-16 Fixed 4.87500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XLT9 169687.58000000 PA USD 174070.68000000 0.044705081971 Long ABS-MBS CORP US N 2 2029-11-25 Floating 2.94150000 N N N N N N DocuSign Inc 549300Q7PVDWRZ39JG09 DocuSign Inc 256163106 51.00000000 NS USD 14258.07000000 0.003661778009 Long EC CORP US N 1 N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 Health Care Service Corp A Mutual Legal Reserve Co 42218SAD0 18000.00000000 PA USD 18295.71000000 0.004698730511 Long DBT CORP US N 2 2025-06-01 Fixed 1.50000000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 Northwestern Mutual Global Funding 66815L2D0 43000.00000000 PA USD 43083.06000000 0.011064653328 Long DBT CORP US N 2 2028-06-01 Fixed 1.70000000 N N N N N N HelloFresh SE 391200ZAF4V6XD2M9G57 HelloFresh SE 000000000 209.00000000 NS 20316.67000000 0.005217756360 Long EC CORP DE N 2 N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 46642CAD2 99979.39000000 PA USD 103144.44000000 0.026489703177 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 3.53820000 N N N N N N Univar Solutions Inc 549300VSXHFQVR770L55 Univar Solutions Inc 91336L107 761.00000000 NS USD 18553.18000000 0.004764854326 Long EC CORP US N 1 N N N HILL-ROM HOLDINGS INC JLZ01A0E2071OH26RE45 HILL-ROM HOLDINGS INC 431475102 557.00000000 NS USD 63269.63000000 0.016248997220 Long EC CORP US N 1 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 Zoetis Inc 98978V103 2051.00000000 NS USD 382224.36000000 0.098163408940 Long EC CORP US N 1 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBE2 25000.00000000 PA USD 27284.85000000 0.007007334353 Long DBT CORP US N 2 2025-02-15 Fixed 3.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCG5 200000.00000000 PA USD 211350.00000000 0.054279210460 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAE9 200000.00000000 PA USD 210852.39000000 0.054151413545 Long DBT CORP ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416CKR6 52495.34990000 PA USD 58862.95000000 0.015117267335 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040WAH1 23000.00000000 PA USD 24288.74000000 0.006237869081 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 DTE Electric Co 23338VAP1 12000.00000000 PA USD 13037.85000000 0.003348399357 Long DBT CORP US N 2 2051-04-01 Fixed 3.25000000 N N N N N N Banc of America Merrill Lynch 549300UQK6PJ8BF5JQ90 BAMLL Commercial Mortgage Securities Trust 2015-200P 05526QAN6 900000.00000000 PA USD 924466.32000000 0.237422767669 Long ABS-MBS CORP US N 2 2033-04-14 Variable 3.71566000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBW9 23000.00000000 PA USD 23283.96000000 0.005979820038 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N Bank N/A BANK 2019-BNK16 065405AJ1 986655.57000000 PA USD 58845.12000000 0.015112688209 Long ABS-MBS CORP US N 2 2052-02-15 Variable 1.11944800 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214EH2 15000.00000000 PA USD 15784.90000000 0.004053900682 Long DBT CORP AU N 2 2025-02-19 Fixed 2.35000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PED0 47000.00000000 PA USD 48167.26000000 0.012370384872 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 Black Hills Corp 092113AQ2 8000.00000000 PA USD 9328.72000000 0.002395815264 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DB8 22000.00000000 PA USD 23347.74000000 0.005996200109 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 McKesson Corp 58155Q103 1310.00000000 NS USD 250524.40000000 0.064340036115 Long EC CORP US N 1 N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BK7 80000.00000000 PA USD 86225.43000000 0.022144538736 Long DBT CORP US N 2 2029-08-15 Fixed 3.12500000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 610.65000000 0.000156828009 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -167972.33000000 TRY 19546.35000000 USD 2021-08-06 610.65000000 N N N BRITISH AIR 20-1 A PPT N/A British Airways 2020-1 Class A Pass Through Trust 11044MAA4 11260.96000000 PA USD 12162.25000000 0.003123526507 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N nCino Inc 549300WVRR2WR3L6MZ46 nCino Inc 63947U107 179.00000000 NS USD 10725.68000000 0.002754584537 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PEC2 17000.00000000 PA USD 17011.47000000 0.004368910150 Long DBT CORP US N 2 2026-05-15 Fixed 1.15000000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBM3 41000.00000000 PA USD 43216.23000000 0.011098854239 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N CHEVRON CORP N/A CHEVRON CORP 166764100 610.00000000 NS USD 63891.40000000 0.016408681084 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122DQ8 18000.00000000 PA USD 17395.53000000 0.004467544991 Long DBT CORP US N 2 2030-11-13 Fixed 1.45000000 N N N N N N UNITED AIR 2020-1 A PTT N/A United Airlines 2020-1 Class A Pass Through Trust 90931GAA7 1903.30000000 PA USD 2115.84000000 0.000543393066 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N NORTHWESTERN CORP 3BPWMBHR1R9SHUN7J795 NORTHWESTERN CORP 668074305 837.00000000 NS USD 50404.14000000 0.012944863606 Long EC CORP US N 1 N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 TotalEnergies Capital International SA 89153VAX7 30000.00000000 PA USD 30606.00000000 0.007860276864 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N Geberit AG 52990093Z5OHD6T7BS47 Geberit AG 000000000 66.00000000 NS 49577.31000000 0.012732515938 Long EC CORP CH N 2 N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 Alabama Power Co 010392FT0 20000.00000000 PA USD 21777.19000000 0.005592849203 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308HN0 13000.00000000 PA USD 12421.19000000 0.003190027850 Long DBT CORP US N 2 2046-03-15 Fixed 4.25000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2019-GC38 36252SAV9 50000.00000000 PA USD 57187.04000000 0.014686857723 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 3.96800000 N N N N N N ORIX CORP 35380016EMHNBOVYE123 ORIX Corp 686330AK7 150000.00000000 PA USD 161787.66000000 0.041550539139 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398FXL0 294313.40000000 PA USD 318882.45000000 0.081895848666 Long ABS-MBS USGSE US N 2 2029-11-25 Fixed 4.00000000 N N N N N N Cabot Corp K05C0SER542GQ6VLRO68 Cabot Corp 127055101 5708.00000000 NS USD 324956.44000000 0.083455779499 Long EC CORP US N 1 N N N Coca-Cola HBC AG 549300EFP3TNG7JGVE49 Coca-Cola HBC AG 000000000 2525.00000000 NS 91396.37000000 0.023472546972 Long EC CORP CH N 2 N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833EG1 140000.00000000 PA USD 136756.92000000 0.035122108552 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 Unum Group 91529YAR7 30000.00000000 PA USD 30396.64000000 0.007806508728 Long DBT CORP US N 2 2051-06-15 Fixed 4.12500000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 Parker-Hannifin Corp 701094104 337.00000000 NS USD 103496.07000000 0.026580009299 Long EC CORP US N 1 N N N TRAVELERS COS INC 549300Y650407RU8B149 Travelers Cos Inc/The 89417EAR0 19000.00000000 PA USD 20127.48000000 0.005169168313 Long DBT CORP US N 2 2051-06-08 Fixed 3.05000000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 Georgia Power Co 373334FS5 33000.00000000 PA USD 35756.42000000 0.009183015124 Long DBT CORP US N 2 2023-04-15 Fixed 5.75000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 Southern Co Gas Capital Corp 001192AH6 40000.00000000 PA USD 55274.99000000 0.014195802296 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128M4XA6 2797.77000000 PA USD 3232.18000000 0.000830093108 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 144141DB1 45000.00000000 PA USD 53015.25000000 0.013615452625 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N N Segro PLC 213800XC35KGM9NFC641 Segro PLC 000000000 11035.00000000 NS 167050.68000000 0.042902195492 Long EC CORP GB N 2 N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 Intercontinental Exchange Inc 45866FAL8 23000.00000000 PA USD 22744.73000000 0.005841334215 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N PACIFIC LIFE GF II 6354003EUPCHXTWUU869 Pacific Life Global Funding II 6944PL2E8 40000.00000000 PA USD 40101.33000000 0.010298881148 Long DBT CORP US N 2 2026-04-14 Fixed 1.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A1KE4 416814.03000000 PA USD 484869.92000000 0.124524989040 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 4.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAV2 17000.00000000 PA USD 20136.49000000 0.005171482274 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 86765BAP4 43000.00000000 PA USD 49737.03000000 0.012773535458 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Nordson Corp 14OS6Q5N55N95WM84M53 Nordson Corp 655663102 56.00000000 NS USD 12292.56000000 0.003156992909 Long EC CORP US N 1 N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 ONEOK Partners LP 68268NAG8 19000.00000000 PA USD 24526.90000000 0.006299033674 Long DBT CORP US N 2 2041-02-01 Fixed 6.12500000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 Georgia Power Co 373334KK6 25000.00000000 PA USD 26033.95000000 0.006686076419 Long DBT CORP US N 2 2024-09-15 Fixed 2.20000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A WFRBS Commercial Mortgage Trust 2014-C23 92939HAJ4 500000.00000000 PA USD 504557.50000000 0.129581181603 Long ABS-MBS CORP US N 2 2057-10-15 Variable 4.14642900 N N N N N N Ricoh Co Ltd 549300HFIB2GRUMDID72 Ricoh Co Ltd 000000000 4000.00000000 NS 45024.15000000 0.011563166849 Long EC CORP JP N 2 N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 Consolidated Edison Co of New York Inc 209111FN8 34000.00000000 PA USD 38572.16000000 0.009906157513 Long DBT CORP US N 2 2057-11-15 Fixed 4.00000000 N N N N N N M&G PLC 254900TWUJUQ44TQJY84 M&G PLC 000000000 12508.00000000 NS 39624.10000000 0.010176318255 Long EC CORP GB N 2 N N N Porsche Automobil Holding SE 52990053Z17ZYM1KFV27 Porsche Automobil Holding SE 000000000 684.00000000 NS 73427.78000000 0.018857827888 Long EP CORP DE N 2 N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co 476556DC6 50000.00000000 PA USD 55384.67000000 0.014223970471 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N J Sainsbury PLC 213800VGZAAJIKJ9Y484 J Sainsbury PLC 000000000 10129.00000000 NS 38124.25000000 0.009791124624 Long EC CORP GB N 2 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 Hilton Worldwide Holdings Inc 43300A203 696.00000000 NS USD 83951.52000000 0.021560549905 Long EC CORP US N 1 N N N Sunnova Sol Issuer,LLC N/A Sunnova Sol Issuer LLC 86745NAA6 97212.82000000 PA USD 101876.51000000 0.026164071574 Long ABS-O CORP US N 2 2055-02-01 Fixed 3.35000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787107 1722.00000000 NS USD 279859.44000000 0.071873903208 Long EC CORP US N 1 N N N Copart Inc 549300KVYX3JWMYEHU61 Copart Inc 217204106 5842.00000000 NS USD 770150.86000000 0.197791249662 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650CY4 5000.00000000 PA USD 6160.40000000 0.001582122773 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Veeva Systems Inc 549300YZEXPDB92M2F02 Veeva Systems Inc 922475108 184.00000000 NS USD 57214.80000000 0.014693987086 Long EC CORP US N 1 N N N Power Assets Holdings Ltd 254900JOWYUW1ZX4DF47 Power Assets Holdings Ltd 000000000 8500.00000000 NS 52156.52000000 0.013394912353 Long EC CORP HK N 2 N N N Nemetschek SE 529900R0S2IX1S358J38 Nemetschek SE 000000000 529.00000000 NS 40493.02000000 0.010399475537 Long EC CORP DE N 2 N N N COMM Mortgage Trust N/A COMM 2016-CR28 Mortgage Trust 12593YBH5 1461167.80000000 PA USD 36879.29000000 0.009471392209 Long ABS-MBS CORP US N 2 2049-02-10 Variable 0.78110500 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 000000000 10796.00000000 NS 143309.57000000 0.036804969534 Long EC CORP NL N 2 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 CURRENCY CONTRACT - USD 000000000 1.00000000 NC USD 1771.85000000 0.000455049061 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -1219102101.78000000 IDR 85132.83000000 USD 2021-08-06 1771.85000000 N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 Newcrest Finance Pty Ltd 65120FAE4 10000.00000000 PA USD 11483.81000000 0.002949288572 Long DBT CORP AU N 2 2050-05-13 Fixed 4.20000000 N N N N N N UNITED AIR 2014-1 A PTT N/A United Airlines 2014-1 Class A Pass Through Trust 90932PAA6 11382.25000000 PA USD 12024.54000000 0.003088159627 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BP9 16000.00000000 PA USD 16426.71000000 0.004218731247 Long DBT CORP US N 2 2028-03-20 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378G2A5 391622.59000000 PA USD 400796.74000000 0.102933194238 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 1.75000000 N N N N N N NewMarket Corp 54930082CG88ERDREQ47 NewMarket Corp 651587107 51.00000000 NS USD 16420.98000000 0.004217259661 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABN4 14000.00000000 PA USD 13994.40000000 0.003594061901 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N Spirit Realty Capital Inc 549300LTU6LVPZSHMJ25 Spirit Realty Capital Inc 84860W300 6317.00000000 NS USD 302205.28000000 0.077612793921 Long EC CORP US N 1 N N N Repsol SA BSYCX13Y0NOTV14V9N85 Repsol SA 000000000 8859.00000000 NS 111291.79000000 0.028582117302 Long EC CORP ES N 2 N N Acuity Brands Inc N/A Acuity Brands Inc 00508Y102 2297.00000000 NS USD 429607.91000000 0.110332520285 Long EC CORP US N 1 N N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 Tokyo Electron Ltd 000000000 300.00000000 NS 129715.32000000 0.033313674730 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae 21H022671 1011000.00000000 PA USD 1046306.03000000 0.268713816931 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 Honda Motor Co Ltd 000000000 5200.00000000 NS 167248.86000000 0.042953092364 Long EC CORP JP N 2 N N N Fastighets AB Balder 549300GHKJCEZOAEUU82 Fastighets AB Balder 000000000 292.00000000 NS 18304.82000000 0.004701070154 Long EC CORP SE N 2 N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833DD9 70000.00000000 PA USD 82867.52000000 0.021282155469 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CE7 200000.00000000 PA USD 210016.92000000 0.053936846940 Long DBT CORP GB N 2 2025-11-07 Fixed 2.63300000 N N N N N N NVR INC 529900RWXR4JI3JYTV70 NVR INC 62944T105 38.00000000 NS USD 188985.40000000 0.048535501776 Long EC CORP US N 1 N N N RH 5493008MTS3OGGMHGK69 RH 74967X103 160.00000000 NS USD 108640.00000000 0.027901080787 Long EC CORP US N 1 N N N THL Credit Wind River 2019-1 C 549300TGVPUHSOMYKZ89 THL Credit Wind River 2019-1 CLO Ltd 97316JAC7 400000.00000000 PA USD 400042.00000000 0.102739360828 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 1.30556000 N N N N N N Workday Inc 549300J0DYC0N31V7G13 Workday Inc 98138H101 229.00000000 NS USD 54671.46000000 0.014040802855 Long EC CORP US N 1 N N N SWIB REPO N/A SWIB REPO 000000000 2576599.00000000 PA USD 2576599.00000000 0.661725854711 Long RA CORP US N 2 Repurchase N 0.11000000 2021-07-01 1781280.62895634 USD 2628411.65904155 USD UST N N SYNOVUS FINANCIAL CORP 549300EIUS8UN5JTLE54 SYNOVUS FINANCIAL CORP 87161C501 3108.00000000 NS USD 136379.04000000 0.035025060868 Long EC CORP US N 1 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 Assurant Inc 04621XAM0 43000.00000000 PA USD 46645.23000000 0.011979494942 Long DBT CORP US N 2 2030-02-22 Fixed 3.70000000 N N N N N N ISHARES MSCI EAFE ETF 549300O0XO3KDQV68404 ISHARES MSCI EAFE ETF 464287465 5126.00000000 NS USD 404338.88000000 0.103842891719 Long EC RF US N 1 N N N Pandora A/S 5299007OWYZ6I1E46843 Pandora A/S 000000000 450.00000000 NS 60711.30000000 0.015591963236 Long EC CORP DK N 2 N N N Public Service Enterprise Grou PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group Inc 744573106 5766.00000000 NS USD 344460.84000000 0.088464927512 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGC7 103000.00000000 PA USD 115459.48000000 0.029652469432 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 172967424 9481.00000000 NS USD 670780.75000000 0.172270875335 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCZ0 30000.00000000 PA USD 37153.44000000 0.009541799806 Long DBT CORP US N 2 2042-10-01 Fixed 4.62500000 N N N N N N Hancock Whitney Corp 549300GRNBWY8HIICT41 Hancock Whitney Corp 410120109 2795.00000000 NS USD 124209.80000000 0.031899739178 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A2GT4 419875.04000000 PA USD 455927.27000000 0.117091896110 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 4.00000000 N N N N N N Countrywide Alternative Loan T N/A Alternative Loan Trust 2006-19CB 02147QAM4 91455.66000000 PA USD 48110.60000000 0.012355833370 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.49150000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BT0 10000.00000000 PA USD 11506.90000000 0.002955218579 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBZ1 43000.00000000 PA USD 45358.93000000 0.011649145529 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 UNUM GROUP 91529Y106 4418.00000000 NS USD 125471.20000000 0.032223693738 Long EC CORP US N 1 N N N Sunrun Inc 54930007SJ77CI66U531 Sunrun Inc 86771W105 474.00000000 NS USD 26439.72000000 0.006790286853 Long EC CORP US N 1 N N N Sumitomo Mitsui Financial Grou 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 000000000 7400.00000000 NS 255092.61000000 0.065513250367 Long EC CORP JP N 2 N N N INDIANA MICHIGAN POWER JHR9V15J0ZRG02MIRD06 Indiana Michigan Power Co 454889AU0 44000.00000000 PA USD 46206.03000000 0.011866698968 Long DBT CORP US N 2 2051-05-01 Fixed 3.25000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAV3 14000.00000000 PA USD 13686.34000000 0.003514945489 Long DBT CORP US N 2 2026-07-15 Fixed 1.05000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-F 63941XAA5 54657.66000000 PA USD 55020.93000000 0.014130554242 Long ABS-O CORP US N 2 2069-07-15 Fixed 1.22000000 N N N N N N Wind River CLO Ltd 254900CL04BC1Q11T078 Wind River 2016-2 CLO Ltd 88433BAQ0 250000.00000000 PA USD 249999.25000000 0.064205166338 Long ABS-CBDO CORP KY N 2 2031-11-01 Floating 1.36563000 N N N N N N UBS Commercial Mortgage Trust N/A CCUBS Commercial Mortgage Trust 2017-C1 12508GAZ9 60000.00000000 PA USD 65609.22000000 0.016849854083 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.53780500 N N N N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 Charter Communications Inc 16119P108 1050.00000000 NS USD 757522.50000000 0.194548016115 Long EC CORP US N 1 N N N Sumitomo Electric Industries L 5493005SP87FL5TOS202 Sumitomo Electric Industries Ltd 000000000 7200.00000000 NS 106343.47000000 0.027311282655 Long EC CORP JP N 2 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 Electronic Arts Inc 285512109 3798.00000000 NS USD 546266.34000000 0.140292905778 Long EC CORP US N 1 N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 Xilinx Inc 983919101 671.00000000 NS USD 97053.44000000 0.024925403812 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ACA1 143000.00000000 PA USD 145564.71000000 0.037384137826 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N 2021-08-18 Voya BALANCED PORTFOLIO INC Tin Bui Tin Bui Vice President