NPORT-P false 0000871839 XXXXXXXX S000002068 C000166328 C000005423 T. Rowe Price Balanced Fund, Inc. 811-06275 0000871839 549300YW1EW4HR7IEA10 100 East Pratt Street Baltimore 21202 410-345-2000 T. Rowe Price Balanced Fund, Inc. S000002068 BL52WOAVD9QC4LOPHA21 2021-12-31 2021-03-31 N 5424732323.62 224044814.81 5200687508.81 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 182014080.94000000 0.00000000 1618351.23000000 USD N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5TN3 243860.55000000 PA USD 257715.48000000 0.004955411752 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SNU7 2557678.63000000 PA USD 2693877.32000000 0.051798484631 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENF87 4343.65000000 PA USD 5080.98000000 0.000097698236 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Ashtead Group PLC 2138007UTBN8X9K1A235 000000000 118450.00000000 NS 7070951.33000000 0.135961857312 Long EC CORP GB N 2 N N N MongoDB Inc 549300TPTG69WKWE1Z37 60937P106 1012.00000000 NS USD 270639.16000000 0.005203911204 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2MG4 12766.76000000 PA USD 15295.32000000 0.000294101885 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC/THE CFGNEKW0P8842LEUIA51 693475105 59412.00000000 NS USD 10421458.92000000 0.200386177834 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8DT7 3293263.00000000 PA USD 3595452.06000000 0.069134168394 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AAH1 166862.34000000 PA USD 183831.82000000 0.003534759965 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 23645.00000000 NS 14507845.46000000 0.278960145854 Long EC CORP NL N 2 N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAH4 533000.00000000 PA USD 551736.02000000 0.010608905439 Long DBT CORP US N 2 2022-10-01 Fixed 3.20000000 N N N N N N NAVER Corp 988400ULUQYDB2HQYJ61 000000000 17027.00000000 NS 5700679.03000000 0.109613950469 Long EC CORP KR N 2 N N N BEIJING ENT 529900896ODARUEY2V26 000000000 533000.00000000 NS 1886499.25000000 0.036274035823 Long EC CORP HK N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MK74 106856.86000000 PA USD 116095.73000000 0.002232315050 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.50000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAA1 960000.00000000 PA USD 1016712.00000000 0.019549569134 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 1335000.00000000 PA USD 1465162.50000000 0.028172477148 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AG8 450000.00000000 PA USD 419224.05000000 0.008060935199 Long DBT CORP US N 2 2031-04-15 Fixed 1.87500000 N N N N N N Electric Power Development Co 549300KMHPUAQI8VEH90 000000000 166500.00000000 NS 2913737.58000000 0.056026007620 Long EC CORP JP N 2 N N Celanese Corp 549300FHJQTDPPN41627 150870103 5973.00000000 NS USD 894815.13000000 0.017205708446 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LUN4 173417.63000000 PA USD 195616.75000000 0.003761363274 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N MARYLAND ST HLTH & HGR EDUCTNL N/A 574218NF6 1800000.00000000 PA USD 2110395.42000000 0.040579162205 Long DBT MUN US N 2 2036-07-01 Fixed 4.66500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AR3K5 722905.10000000 PA USD 800419.68000000 0.015390651306 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 22664.00000000 NS USD 2839572.56000000 0.054599945780 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410TA88 3655.54000000 PA USD 4236.42000000 0.000081458845 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Twilio Inc 5493004W8TRGD63APX93 90138F102 2700.00000000 NS USD 920052.00000000 0.017690968712 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DBY4 109566.21000000 PA USD 127395.54000000 0.002449590362 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N MET TRANSPRTN AUTH NY DEDICATE 5493000TKYODLXADQD60 59259NZH9 240000.00000000 PA USD 376000.78000000 0.007229828351 Long DBT MUN US N 2 2039-11-15 Fixed 7.33600000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814DX8 200000.00000000 PA USD 211970.40000000 0.004075814969 Long DBT NUSS CA N 2 2022-01-15 Fixed 8.40000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450Y103 77691.00000000 NS USD 18866482.44000000 0.362769007136 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YQR1 67939.84000000 PA USD 79060.12000000 0.001520185934 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 10900.00000000 NS USD 274898.00000000 0.005285801147 Long EC CORP US N 1 N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512109 14146.00000000 NS USD 1914944.02000000 0.036820978317 Long EC CORP US N 1 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 13444.00000000 NS USD 3483474.84000000 0.066981044988 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UPD8 360396.31000000 PA USD 397266.15000000 0.007638723713 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.50000000 N N N N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 1859.00000000 NS USD 687941.54000000 0.013227896097 Long EC CORP US N 1 N N N Morgan Stanley BAML Trust N/A 61766NBB0 495000.00000000 PA USD 523084.77000000 0.010057992700 Long ABS-MBS CORP US N 2 2049-09-15 Fixed 2.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AXG7 190965.98000000 PA USD 219791.51000000 0.004226201047 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.00000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 88703.00000000 NS USD 5191786.59000000 0.099828851112 Long EC CORP US N 1 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 8936.00000000 NS USD 1776119.36000000 0.034151626241 Long EC CORP US N 1 N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887109 21956.00000000 NS USD 5338601.40000000 0.102651839606 Long EC CORP US N 1 N N N WPP PLC 549300LSGBXPYHXGDT93 000000000 535600.00000000 NS 6825407.00000000 0.131240475195 Long EC CORP GB N 2 N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 12648.00000000 NS USD 1632983.28000000 0.031399373202 Long EC CORP CH N 1 N N N JD.com Inc 549300HVTWB0GJZ16V92 47215P106 12803.00000000 NS USD 1079676.99000000 0.020760274255 Long EC CORP CN N 1 N N N SOUTH CAROLINA ST PUBLIC SVC A EMBXY64GWKA9MZGFUD26 837151JB6 2000000.00000000 PA USD 2599829.80000000 0.049990117568 Long DBT MUN US N 2 2041-12-01 Fixed 5.78400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AQ35 1264047.93000000 PA USD 1379531.92000000 0.026525952918 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAS4 640000.00000000 PA USD 669016.96000000 0.012864009976 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N Burlington Stores Inc 5299003Z37DVGKKC1W09 122017106 4422.00000000 NS USD 1321293.60000000 0.025406133280 Long EC CORP US N 1 N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 52600.00000000 NS USD 3131278.00000000 0.060208924198 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828TY6 315000.00000000 PA USD 322530.47000000 0.006201689093 Long DBT UST US N 2 2022-11-15 Fixed 1.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJP5 2325000.00000000 PA USD 2329752.30000000 0.044797006089 Long DBT CORP US N 2 2032-03-11 Fixed 2.65100000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 122350.00000000 NS USD 2673347.50000000 0.051403732592 Long EC CORP US N 1 N N N Scentre Group N/A 000000000 1368873.00000000 NS 2947313.26000000 0.056671608417 Long EC CORP AU N 2 N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658107 9383.00000000 NS USD 1577000.81000000 0.030322929561 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61764BAA1 2140000.00000000 PA USD 2303695.66000000 0.044295983100 Long ABS-MBS CORP US N 2 2032-09-09 Fixed 3.91200000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AM5 1645000.00000000 PA USD 1869702.07000000 0.035951055833 Long DBT CORP US N 2 2048-03-15 Fixed 4.60000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 37486.00000000 NS USD 7595413.32000000 0.146046331511 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2GV5 460782.78000000 PA USD 507746.37000000 0.009763062463 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205AQG2 6270.52000000 PA USD 6349.97000000 0.000122098664 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPSG0 392417.93000000 PA USD 439132.80000000 0.008443745163 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.50000000 N N N N N N NTT 353800VHQU5VIXVUA841 000000000 638700.00000000 NS 16479686.68000000 0.316875156449 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A9S44 106564.30000000 PA USD 123665.33000000 0.002377865037 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DP2 660000.00000000 PA USD 609298.14000000 0.011715722949 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NJA7 29321.86000000 PA USD 31850.92000000 0.000612436720 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Sonic Capital LLC N/A 83546DAF5 249050.00000000 PA USD 254895.20000000 0.004901182768 Long ABS-O CORP US N 2 2048-02-20 Fixed 4.02600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4G6 824949.11000000 PA USD 900227.98000000 0.017309787955 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AL2 590000.00000000 PA USD 639001.86000000 0.012286872820 Long DBT CORP US N 2 2025-03-04 Fixed 3.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178WP45 5836.72000000 PA USD 6247.31000000 0.000120124694 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 118503.00000000 NS USD 9302485.50000000 0.178870302902 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNU5 961917.96000000 PA USD 1066756.35000000 0.020511833256 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 5.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAA1 1700000.00000000 PA USD 1892411.10000000 0.036387710217 Long DBT CORP FR N 2 2023-10-22 Fixed 5.70000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBE3 410000.00000000 PA USD 442439.20000000 0.008507321373 Long DBT CORP US N 2 2023-06-15 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SEH6 603259.10000000 PA USD 644201.67000000 0.012386855947 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N GEORGE WASHINGTON UNIVER 5493002S4P5IVD462L47 372546AT8 975000.00000000 PA USD 1132796.93000000 0.021781676520 Long DBT CORP US N 2 2044-09-15 Fixed 4.30000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 22100.00000000 NS USD 1288872.00000000 0.024782723396 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184SPQ7 28024.93000000 PA USD 30414.67000000 0.000584820179 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Snap Inc 549300JNC0L6VP8A2Q35 83304A106 155152.00000000 NS USD 8112898.08000000 0.155996645948 Long EC CORP US N 1 N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CJ6 1380000.00000000 PA USD 1406707.14000000 0.027048484217 Long DBT CORP US N 2 2030-05-20 Fixed 2.82300000 N N N N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742204 57500.00000000 NS USD 1102850.00000000 0.021205850152 Long EC CORP CA N 1 N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CM7 2775000.00000000 PA USD 2452914.08000000 0.047165188753 Long DBT CORP US N 2 2050-10-01 Fixed 2.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202CG56 2142.27000000 PA USD 2181.60000000 0.000041948300 Long ABS-MBS USGA US N 2 2025-06-20 Fixed 8.50000000 N N N N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 23518.00000000 NS USD 3186218.64000000 0.061265335296 Long EC CORP US N 1 N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BJ1 505000.00000000 PA USD 544501.10000000 0.010469790755 Long DBT CORP CL N 2 2030-01-29 Fixed 4.20000000 N N N N N N Vail Resorts Inc 529900PSZHRNU9HKH870 91879Q109 600.00000000 NS USD 174996.00000000 0.003364862812 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225APN4 483.61000000 PA USD 539.38000000 0.000010371321 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 7.50000000 N N N N N N TRINITY HEALTH CORP TWSRHFGEDJDX0GKMGJ67 896516AA9 725000.00000000 PA USD 836780.50000000 0.016089805407 Long DBT CORP US N 2 2045-12-01 Fixed 4.12500000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636Q104 66429.00000000 NS USD 23652045.45000000 0.454786899038 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 1315000.00000000 PA USD 1344558.57000000 0.025853477405 Long DBT CORP FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 112156.00000000 NS USD 7419119.40000000 0.142656511998 Long EC CORP US N 1 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 16460.00000000 NS USD 844068.80000000 0.016229946493 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6C47 738657.98000000 PA USD 772445.78000000 0.014852762806 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXN9 30004.82000000 PA USD 32253.04000000 0.000620168774 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Freddie Mac - STACR N/A 35565TAA7 814408.42000000 PA USD 815336.76000000 0.015677480306 Long ABS-MBS CORP US N 2 2050-11-25 Floating 1.11667000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJNB0 1299802.90000000 PA USD 1376951.10000000 0.026476328325 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAF0 370000.00000000 PA USD 374357.49000000 0.007198230798 Long DBT CORP US N 2 2021-08-27 Variable 4.91200000 N N N N N N Barclays Commercial Mortgage S N/A 05492NAG8 605000.00000000 PA USD 596163.61000000 0.011463169225 Long ABS-MBS CORP US N 2 2034-11-15 Floating 2.26600000 N N N N N N OZLM Ltd N/A 67107FBC0 1026917.77000000 PA USD 1026930.43000000 0.019746051426 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 1.39338000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 1280000.00000000 PA USD 1229401.60000000 0.023639213044 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 6070.00000000 NS USD 1914660.10000000 0.036815519039 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 1745000.00000000 PA USD 1637063.03000000 0.031477819561 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 3845.00000000 NS USD 551373.00000000 0.010601925208 Long EC CORP US N 1 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 20228.00000000 NS USD 1081995.72000000 0.020804859322 Long EC CORP US N 1 N N N PACKAGING CORP OF AMERIC 549300XZP8MFZFY8TJ84 695156AQ2 395000.00000000 PA USD 430144.73000000 0.008270920513 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XY95 321787.72000000 PA USD 358304.51000000 0.006889560455 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 72815L107 13160.00000000 NS USD 358083.60000000 0.006885312747 Long EC CORP IL N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 7470.00000000 NS USD 1709733.60000000 0.032875145778 Long EC CORP GB N 1 N N N BURLINGTN NORTH SANTA FE N/A 12189LAK7 1400000.00000000 PA USD 1622633.60000000 0.031200367206 Long DBT CORP US N 2 2042-09-01 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4XA9 394545.74000000 PA USD 414765.09000000 0.007975197304 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86960BAT9 1825000.00000000 PA USD 1832730.70000000 0.035240161938 Long DBT CORP SE N 2 2021-05-24 Fixed 3.35000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693476BN2 1100000.00000000 PA USD 1127475.80000000 0.021679360624 Long DBT CORP US N 2 2022-03-08 Fixed 3.30000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 1252000.00000000 PA USD 1338677.21000000 0.025740389279 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36224U4Z7 204.45000000 PA USD 205.04000000 0.000003942555 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 8.00000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 000000000 582800.00000000 NS 8278863.75000000 0.159187871526 Long EC CORP FR N 2 N N N Z Holdings Corp 52990078MD2OL792YM35 000000000 717800.00000000 NS 3580523.75000000 0.068847123460 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5C35 1462724.59000000 PA USD 1545619.65000000 0.029719525493 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Close Brothers Group PLC 213800W73SYHR14I3X91 000000000 91674.00000000 NS 1959347.29000000 0.037674774473 Long EC CORP GB N 2 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DU1 2345000.00000000 PA USD 2241930.22000000 0.043108343198 Long DBT CORP US N 2 2030-05-11 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416TMF3 54715.32000000 PA USD 61338.87000000 0.001179437716 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31292SAV2 1098100.18000000 PA USD 1191006.99000000 0.022900952767 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAX7 2630000.00000000 PA USD 2527487.86000000 0.048599110323 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N Tosoh Corp 529900YSLFVJF2MDBX02 000000000 50800.00000000 NS 972944.21000000 0.018707992132 Long EC CORP JP N 2 N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 14206.00000000 NS 2164073.45000000 0.041611295551 Long EC CORP FR N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194CP23 7235.85000000 PA USD 7765.39000000 0.000149314681 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Driven Brands Funding, LLC N/A 26209XAC5 1240000.00000000 PA USD 1273492.40000000 0.024487000955 Long ABS-O CORP US N 2 2051-01-20 Fixed 3.23700000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 409480.84000000 PA USD 421713.18000000 0.008108796755 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159LG9 3275000.00000000 PA USD 3278848.13000000 0.063046436157 Long DBT CORP CA N 2 2021-04-20 Fixed 3.12500000 N N N N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 000000000 34800.00000000 NS 5669163.58000000 0.109007964243 Long EC CORP FR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAEM6 588874.94000000 PA USD 665099.38000000 0.012788681859 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N BHP Group PLC 549300C116EOWV835768 000000000 253283.00000000 NS 7292532.61000000 0.140222472464 Long EC CORP AU N 2 N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 460690BL3 293000.00000000 PA USD 321162.57000000 0.006175386801 Long DBT CORP US N 2 2024-04-15 Fixed 4.20000000 N N N N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 8737.00000000 NS USD 396485.06000000 0.007623704737 Long EC CORP US N 1 N N N Great Portland Estates PLC 213800JMEDD2Q4N1MC42 000000000 461781.00000000 NS 4326996.72000000 0.083200475180 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQZ54 625177.12000000 PA USD 674367.65000000 0.012966894258 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.50000000 N N N N N N Hardee's Funding N/A 411707AD4 1935375.00000000 PA USD 2034272.66000000 0.039115456495 Long ABS-O CORP US N 2 2048-06-20 Fixed 4.95900000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAY6 260000.00000000 PA USD 271182.60000000 0.005214360592 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAD7 950000.00000000 PA USD 1041666.36000000 0.020029397233 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.76400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LWU9 10328.84000000 PA USD 12342.29000000 0.000237320353 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 98980L101 13943.00000000 NS USD 4479746.47000000 0.086137582048 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCT6 2455000.00000000 PA USD 2795073.97000000 0.053744316790 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408JR78 43164.36000000 PA USD 49910.01000000 0.000959681002 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2D74 413678.63000000 PA USD 449271.41000000 0.008638692658 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A 312942WL5 2739.63000000 PA USD 3015.39000000 0.000057980603 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N TARRANT CNTY TX CULTURAL EDU F 549300ROY505NVTMMI25 87638TEG4 1200000.00000000 PA USD 1383477.84000000 0.026601825963 Long DBT MUN US N 2 2047-11-15 Fixed 4.36600000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 30658.00000000 NS USD 1508680.18000000 0.029009244978 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9NZ2 229818.84000000 PA USD 250390.24000000 0.004814560374 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178NF87 528942.27000000 PA USD 561318.46000000 0.010793158770 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 14773.00000000 NS USD 1122157.08000000 0.021577091069 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7MP7 8222.53000000 PA USD 8725.78000000 0.000167781278 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENZL6 231375.44000000 PA USD 249615.32000000 0.004799660036 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.50000000 N N N N N N Mitsubishi UFJ Lease & Finance Co Ltd 353800MZ3QX9RLMH7B09 000000000 444900.00000000 NS 2689395.41000000 0.051712305448 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERTY6 446137.89000000 PA USD 481272.65000000 0.009254019765 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Safran SA 969500UIC89GT3UL7L24 000000000 33334.00000000 NS 4534341.28000000 0.087187343448 Long EC CORP FR N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SLR6 1531372.69000000 PA USD 1614777.95000000 0.031049316984 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAG3 780000.00000000 PA USD 838311.24000000 0.016119238823 Long DBT CORP IT N 2 2023-09-12 Fixed 4.00000000 N N N N N N Driven Brands Funding, LLC N/A 26209XAA9 671625.00000000 PA USD 701149.64000000 0.013481864442 Long ABS-O CORP US N 2 2050-07-20 Fixed 3.78600000 N N N N N N Munich Re 529900MUF4C20K50JS49 000000000 44205.00000000 NS 13613775.28000000 0.261768761475 Long EC CORP DE N 2 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 48357.00000000 NS 15664931.16000000 0.301208852357 Long EC CORP CH N 2 N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 9337.00000000 NS USD 3084944.80000000 0.059318018911 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371GJW1 474.36000000 PA USD 532.44000000 0.000010237877 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 1400000.00000000 PA USD 1325587.20000000 0.025488691596 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 12076.00000000 NS USD 724076.96000000 0.013922716155 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEH3 141828.13000000 PA USD 153989.19000000 0.002960939101 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.00000000 N N N N N N T ROWE PR INFL PROT BND-I QTPF0SBNUVQ114GUHO71 77958D200 1197.73973300 NS USD 15558.64000000 0.000299165061 Long EC RF US N 1 N N N Barry Callebaut AG 213800Y5RWKLDPUTT265 000000000 1799.00000000 NS 4073086.42000000 0.078318230293 Long EC CORP CH N 2 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002AS0 1000000.00000000 PA USD 1312037.00000000 0.025228145274 Long DBT CORP US N 2 2035-05-09 Fixed 5.55000000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A 28416DAA8 315238.38000000 PA USD 324331.81000000 0.006236325667 Long ABS-O CORP US N 2 2030-03-25 Fixed 2.69000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 2465000.00000000 PA USD 2793850.72000000 0.053720795861 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N CHEVRON CORP N/A 166764BX7 1155000.00000000 PA USD 1179697.37000000 0.022683488827 Long DBT CORP US N 2 2027-05-11 Fixed 1.99500000 N N N N N N Freddie Mac N/A 3128LUHZ2 35758.01000000 PA USD 37387.47000000 0.000718894760 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 2.10900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J95H0 1354511.09000000 PA USD 1443073.73000000 0.027747749264 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022642 13415000.00000000 PA USD 13766095.77000000 0.264697614434 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00080QAF2 940000.00000000 PA USD 1052794.36000000 0.020243368943 Long DBT CORP NL N 2 2025-07-28 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2LR4 978607.20000000 PA USD 1076479.95000000 0.020698800844 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 21431.00000000 NS USD 2005727.29000000 0.038566579641 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RSN0 33530.58000000 PA USD 38991.62000000 0.000749739720 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 33646.00000000 NS USD 5529720.10000000 0.106326713355 Long EC CORP US N 1 N N N TOTAL SE 529900S21EQ1BO4ESM68 89151E109 25678.00000000 NS USD 1195054.12000000 0.022978771902 Long EC CORP FR N 1 N N N BURLINGTN NORTH SANTA FE N/A 12189TAZ7 650000.00000000 PA USD 897027.95000000 0.017248257052 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 4363.00000000 NS USD 496378.51000000 0.009544478670 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CX4 1700000.00000000 PA USD 1772697.10000000 0.034085822249 Long DBT CORP US N 2 2022-08-15 Fixed 3.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TXX8 99344.55000000 PA USD 108895.72000000 0.002093871624 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LUTV7 42782.09000000 PA USD 46247.13000000 0.000889250313 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AF5 385000.00000000 PA USD 423662.47000000 0.008146278146 Long DBT CORP US N 2 2027-07-15 Fixed 4.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36223YQG8 198.93000000 PA USD 199.70000000 0.000003839876 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.50000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAC3 1490000.00000000 PA USD 1631481.46000000 0.031370495866 Long DBT CORP US N 2 2027-08-15 Fixed 3.95000000 N N N N N N Amcor PLC 549300GSODGFCDQ3DI89 000000000 313594.00000000 NS 3672616.48000000 0.070617903378 Long EC CORP GB N 2 N N N DNB ASA 5967007LIEEXZX78M803 000000000 521937.00000000 NS 11129225.84000000 0.213995280838 Long EC CORP NO N 2 N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CQ4 1180000.00000000 PA USD 1381817.76000000 0.026569905568 Long DBT CORP US N 2 2047-08-15 Fixed 4.40000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 12799.00000000 NS USD 7901590.64000000 0.151933578524 Long EC CORP NL N 1 N N N Freddie Mac N/A 3132CWL51 2371092.19000000 PA USD 2552199.96000000 0.049074280192 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Sanofi 549300E9PC51EN656011 000000000 144459.00000000 NS 14284705.80000000 0.274669565818 Long EC CORP FR N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A26L1 1932292.52000000 PA USD 2109066.79000000 0.040553615006 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N VIRGINIA ST PUBLIC BLDG AUTH P N/A 928172WG6 755000.00000000 PA USD 963357.05000000 0.018523648043 Long DBT MUN US N 2 2030-08-01 Fixed 5.90000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAV5 1360000.00000000 PA USD 1388534.16000000 0.026699050032 Long DBT CORP GB N 2 2021-11-15 Fixed 3.75000000 N N N N N N Freddie Mac N/A 312940JV2 135655.16000000 PA USD 156170.50000000 0.003002881825 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523100 52664.00000000 NS USD 12730995.36000000 0.244794468778 Long EC CORP US N 1 N N N Freddie Mac N/A 3128M9XT4 730331.67000000 PA USD 794911.72000000 0.015284743000 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 3.50000000 N N N N N N SMC Corp 353800O40V08DOZ70X62 000000000 4500.00000000 NS 2620711.20000000 0.050391629867 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMNX5 642853.47000000 PA USD 686177.06000000 0.013193968275 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WH6D9 821032.00000000 PA USD 867536.69000000 0.016681192410 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Storebrand ASA 5967007LIEEXZX7NA051 000000000 717077.00000000 NS 7205880.74000000 0.138556310637 Long EC CORP NO N 2 N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 52652.00000000 NS USD 3473452.44000000 0.066788332006 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 18753.00000000 NS USD 1394848.14000000 0.026820456673 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H020642 2935000.00000000 PA USD 2963432.84000000 0.056981559360 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 55172.00000000 NS USD 4253209.48000000 0.081781677380 Long EC CORP US N 1 N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BD5 2115000.00000000 PA USD 2161938.20000000 0.041570238479 Long DBT CORP US N 2 2029-11-15 Fixed 2.87500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 460000.00000000 PA USD 462300.00000000 0.008889209344 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAP1 1875000.00000000 PA USD 1978331.25000000 0.038039802365 Long DBT CORP US N 2 2024-04-23 Fixed 3.55900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183FLP2 54652.59000000 PA USD 59316.38000000 0.001140548819 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A 312943DQ3 21727.19000000 PA USD 24380.42000000 0.000468792250 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Asahi Kasei Corp 353800GPI4Z3MGDGN142 000000000 508800.00000000 NS 5873446.21000000 0.112935957025 Long EC CORP JP N 2 N N N Hamamatsu Photonics KK N/A 000000000 86400.00000000 NS 5118695.97000000 0.098423448079 Long EC CORP JP N 2 N N N T ROWE PRICE TREASURY RESERVE FUND 5493007QR86JJLYO6D96 000000000 261306658.88000000 NS USD 261306658.88000000 5.024463754789 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9HW4 467864.45000000 PA USD 496346.55000000 0.009543864136 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181KC81 389856.86000000 PA USD 420851.77000000 0.008092233368 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N THOMSON REUTERS CORP 549300561UZND4C7B569 884903BV6 405000.00000000 PA USD 437768.55000000 0.008417513054 Long DBT CORP CA N 2 2026-05-15 Fixed 3.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617A9KW6 127178.08000000 PA USD 138014.88000000 0.002653781442 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured P N/A 3137AYCD1 468477.23000000 PA USD 470213.73000000 0.009041376341 Long ABS-MBS USGSE US N 2 2022-04-25 Fixed 1.87500000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAG7 2420000.00000000 PA USD 2479708.66000000 0.047680401020 Long DBT CORP US N 2 2022-09-15 Fixed 2.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NDR6 337851.59000000 PA USD 366815.54000000 0.007053212471 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KWU4 53489.39000000 PA USD 63924.37000000 0.001229152297 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCP9 1335000.00000000 PA USD 1363386.11000000 0.026215497618 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N ENBRIDGE ENERGY PARTNERS CZ6VG2MNE1J6YDI02G48 29250RAT3 245000.00000000 PA USD 287974.96000000 0.005537247902 Long DBT CORP US N 2 2040-09-15 Fixed 5.50000000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36418XAC1 1278935.37000000 PA USD 1292962.99000000 0.024861385880 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.96400000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787EAX5 2730000.00000000 PA USD 2756797.68000000 0.053008331597 Long DBT CORP US N 2 2022-08-02 Fixed 3.50200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CAY0 573198.55000000 PA USD 624641.59000000 0.012010750289 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4TB2 463609.59000000 PA USD 491846.04000000 0.009457327308 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 2195.00000000 NS USD 423371.60000000 0.008140685232 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206SNE0 244.98000000 PA USD 245.97000000 0.000004729566 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 7.50000000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457108 75712.00000000 NS USD 14144515.84000000 0.271973961443 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179M2Q2 118524.02000000 PA USD 129007.25000000 0.002480580688 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.50000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477AL7 265000.00000000 PA USD 279460.26000000 0.005373525318 Long DBT CORP US N 2 2023-05-15 Fixed 3.10000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBJ6 1570000.00000000 PA USD 1693554.29000000 0.032564046332 Long DBT CORP US N 2 2027-06-15 Fixed 3.41000000 N N N N N N Etsy Inc 54930089Q7XT501AEA40 29786A106 8820.00000000 NS USD 1778729.40000000 0.034201812683 Long EC CORP US N 1 N N N Freddie Mac - SCRT N/A 35563PAD1 239559.30000000 PA USD 240412.83000000 0.004622712470 Long ABS-MBS CORP US N 2 2055-09-25 Variable 3.00000000 N N N N N N COLT Funding LLC N/A 19685TAA6 446284.96000000 PA USD 445861.61000000 0.008573128249 Long ABS-MBS CORP US N 2 2049-05-25 Variable 3.33700000 N N N N N N Freddie Mac N/A 3132DV4Y8 2629627.00000000 PA USD 2817380.97000000 0.054173240849 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJC89 166786.47000000 PA USD 175101.68000000 0.003366894851 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCV4 870000.00000000 PA USD 978544.68000000 0.018815679241 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AN5 210000.00000000 PA USD 210762.93000000 0.004052597462 Long DBT CORP US N 2 2021-07-28 Fixed 2.37500000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CAR5 780000.00000000 PA USD 790123.62000000 0.015192676327 Long DBT CORP US N 2 2023-06-09 Fixed 1.08200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPW42 251784.77000000 PA USD 294477.45000000 0.005662279256 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 38000.00000000 NS USD 2432000.00000000 0.046763048075 Long EC CORP US N 1 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110L106 45984.00000000 NS USD 23988013.44000000 0.461246967816 Long EC CORP US N 1 N N N Rio Tinto Ltd 529900X2VMAQT2PE0V24 000000000 31672.00000000 NS 2676825.60000000 0.051470610288 Long EC CORP AU N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 6555000.00000000 PA USD 5940468.75000000 0.114224681639 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N DocuSign Inc 549300Q7PVDWRZ39JG09 256163106 5971.00000000 NS USD 1208828.95000000 0.023243637460 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027X100 13860.00000000 NS USD 3313371.60000000 0.063710261275 Long EC CORP US N 1 N N N Cintas Corp N/A 172908105 4581.00000000 NS USD 1563541.11000000 0.030064123394 Long EC CORP US N 1 N N N CROWN CASTLE TOWERS LLC N/A 22822RBB5 45000.00000000 PA USD 45264.37000000 0.000870353581 Long DBT CORP US N 2 2022-05-15 Fixed 3.22200000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CL2 340000.00000000 PA USD 349339.46000000 0.006717178438 Long DBT CORP US N 2 2022-03-15 Fixed 3.50000000 N N N N N N Stanley Electric Co Ltd N/A 000000000 131400.00000000 NS 3924595.22000000 0.075463007791 Long EC CORP JP N 2 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QC48 1235000.00000000 PA USD 1323944.70000000 0.025457109233 Long DBT CORP CA N 2 2023-07-19 Fixed 3.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AG8 560000.00000000 PA USD 575421.28000000 0.011064330995 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FMB9 818574.24000000 PA USD 917908.68000000 0.017649756468 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JACE6 824297.82000000 PA USD 875860.58000000 0.016841246056 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BN3 2200000.00000000 PA USD 2265621.60000000 0.043563886431 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19300000 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BE3 1695000.00000000 PA USD 1692733.79000000 0.032548269572 Long DBT CORP US N 2 2050-05-01 Fixed 3.50000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBE7 1005000.00000000 PA USD 1099316.24000000 0.021137902212 Long DBT CORP US N 2 2025-09-15 Fixed 3.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204RRQ3 924.65000000 PA USD 1005.14000000 0.000019327060 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 7.50000000 N N N N N N Freddie Mac N/A 3128M75X0 42999.26000000 PA USD 48203.95000000 0.000926876493 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Marvell Technology Group Ltd 8DF36O58U3QIHUCGZB18 000000000 84748.00000000 NS USD 4150957.04000000 0.079815544251 Long EC CORP US N 1 N N N Teleperformance 9695004GI61FHFFNRG61 000000000 12869.00000000 NS 4691980.08000000 0.090218458079 Long EC CORP FR N 2 N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 1425000.00000000 PA USD 1334609.40000000 0.025662172505 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587602 20319.00000000 NS USD 1030986.06000000 0.019824034000 Long EP CORP US N 2 N N N Freddie Mac N/A 3128MMRT2 387788.53000000 PA USD 410195.67000000 0.007887335459 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.00000000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AP8 1187000.00000000 PA USD 1232996.25000000 0.023708331790 Long DBT CORP AU N 2 2028-03-15 Fixed 3.70000000 N N N N N N Freddie Mac N/A 3128M8R30 986.12000000 PA USD 1085.87000000 0.000020879354 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N T ROWE PRICE REAL ASSETS FUND INC 5493008NLR7XEV5QEO07 87279W209 6795446.61600000 NS USD 90651257.86000000 1.743062964395 Long EC RF US N 1 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 293800.00000000 NS 23447459.72000000 0.450853078180 Long EC CORP CN N 2 N N N GMRF Mortgage Acquisition Co., N/A 36418WAW9 145466.34000000 PA USD 146093.77000000 0.002809124173 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 640000.00000000 PA USD 636333.44000000 0.012235563835 Long DBT CORP GB N 2 2031-06-04 Fixed 2.84800000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 2200000.00000000 PA USD 2516199.40000000 0.048382053252 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 2095000.00000000 PA USD 2171195.15000000 0.041748233215 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGDE1 82924.26000000 PA USD 90186.35000000 0.001734123610 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N IBERDROLA INTL BV 549300ZMLFJKWC63XN87 29266MAE9 1000000.00000000 PA USD 1320212.00000000 0.025385336030 Long DBT CORP NL N 2 2033-09-15 Fixed 6.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D3Y5 156283.51000000 PA USD 182423.26000000 0.003507675854 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TE27 1313061.43000000 PA USD 1418000.73000000 0.027265639929 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193VFR8 14845.51000000 PA USD 16110.36000000 0.000309773659 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5ZM8 338557.04000000 PA USD 360121.05000000 0.006924489298 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.00000000 N N N N N N ASOS PLC 213800H8DBB8JSKDW630 000000000 118653.00000000 NS 9050803.53000000 0.174030904849 Long EC CORP GB N 2 N N N CC HOLDINGS GS V LLC/CRO N/A 14987BAE3 440000.00000000 PA USD 468176.72000000 0.009002208250 Long DBT CORP US N 2 2023-04-15 Fixed 3.84900000 N N N N N N T ROWE PRICE INSTITUTIONAL HIGH YIELD FUND E81VH37I6Q4XM5FXIK06 77958B204 27915328.71420700 NS USD 245375739.40000000 4.718140418633 Long EC RF US N 1 N N N Elekta AB 54930044O54BK617EP80 000000000 334899.00000000 NS 4344449.37000000 0.083536058696 Long EC CORP SE N 2 N N New Orleans Hotel Trust N/A 647622AE9 845000.00000000 PA USD 828078.79000000 0.015922486951 Long ABS-MBS CORP US N 2 2032-04-15 Floating 1.69471000 N N N N N N PACCAR FINANCIAL CORP PH3S12DWZBHHQKVYZ297 69371RP26 2190000.00000000 PA USD 2195948.04000000 0.042224187403 Long DBT CORP US N 2 2021-05-10 Fixed 3.10000000 N N N N N N Freddie Mac N/A 3132DMPS8 1247165.66000000 PA USD 1448071.59000000 0.027843849251 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Wilmar International Ltd 549300H2EAI4YRLWBB20 000000000 1614800.00000000 NS 6521596.77000000 0.125398743126 Long EC CORP SG N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MS27 67052.28000000 PA USD 76743.35000000 0.001475638554 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 5.00000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65557CBE2 820000.00000000 PA USD 827254.54000000 0.015906638085 Long DBT CORP FI N 2 2023-06-09 Fixed 1.00000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAX2 1165000.00000000 PA USD 1272562.12000000 0.024469113320 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428X106 37667.00000000 NS USD 10698934.68000000 0.205721544735 Long EC CORP US N 1 N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 89400PAE3 335000.00000000 PA USD 372357.86000000 0.007159781459 Long DBT CORP AU N 2 2026-02-02 Fixed 4.12500000 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAE0 1925000.00000000 PA USD 2050879.60000000 0.039434778508 Long DBT CORP FR N 2 2026-11-02 Fixed 2.94700000 N N N N N N Towd Point Mortgage Trust 549300ZHISOOIT5VZP03 89172HAK3 11884.37000000 PA USD 11880.97000000 0.000228449988 Long ABS-MBS CORP US N 2 2054-03-25 Variable 3.00000000 N N N N N N BRE Grand Islander Timeshare I N/A 05588UAA0 471865.27000000 PA USD 493976.55000000 0.009498293238 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.28000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WRQ9 1400000.00000000 PA USD 1582695.80000000 0.030432434121 Long DBT MUN US N 2 2046-08-01 Fixed 5.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CD37 170708.20000000 PA USD 198492.82000000 0.003816665001 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7QA6 1036459.04000000 PA USD 1154004.41000000 0.022189458759 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 37027.00000000 NS USD 9459287.69000000 0.181885331006 Long EC CORP US N 1 N N N IGO Ltd 2549005DZO8VGXM5QN07 000000000 1303984.00000000 NS 6253127.19000000 0.120236549098 Long EC CORP AU N 2 N N N GS Mortgage-Backed Securities N/A 36258KAS7 633238.59000000 PA USD 642480.71000000 0.012353764938 Long ABS-MBS CORP US N 2 2050-10-25 Variable 3.00000000 N N N N N N Prologis Inc 529900DFH19P073LZ636 74340W103 164843.00000000 NS USD 17473358.00000000 0.335981694158 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EBU2 527540.79000000 PA USD 603161.41000000 0.011597724511 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GKD4 251313.20000000 PA USD 294072.25000000 0.005654487978 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Sampo Oyj 743700UF3RL386WIDA22 000000000 195243.00000000 NS 8803544.46000000 0.169276551323 Long EC CORP FI N 2 N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 633067103 136896.00000000 NS 9299603.34000000 0.178814884075 Long EC CORP CA N 2 N N Kingfisher PLC 213800KBMEV7I92FY281 000000000 1634780.00000000 NS 7165308.51000000 0.137776178589 Long EC CORP GB N 2 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851102 108136.00000000 NS USD 24339250.88000000 0.468000641045 Long EC CORP US N 1 N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556102 48692.00000000 NS USD 22222054.96000000 0.427290717282 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K107 54442.00000000 NS USD 112620354.46000000 2.165489740908 Long EC CORP US N 1 N N N KKR & Co Inc 549300JOHU21WRN2Z451 48251W104 23397.00000000 NS USD 1142943.45000000 0.021976776110 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 3450000.00000000 PA USD 3227071.35000000 0.062050860478 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 13118.00000000 NS USD 1194918.62000000 0.022976166477 Long EC CORP US N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 290206.00000000 NS USD 14429042.32000000 0.277444901189 Long EC CORP GB N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371JWB6 335.07000000 PA USD 382.41000000 0.000007353066 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TE35 2312501.88000000 PA USD 2532720.99000000 0.048699734135 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8WZ4 751147.48000000 PA USD 816610.07000000 0.015701963800 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Renesas Electronics Corp 5299000EPC47VJQOFB81 000000000 275600.00000000 NS 3017493.76000000 0.058021055002 Long EC CORP JP N 2 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 900.00000000 NS USD 294705.00000000 0.005666654639 Long EC CORP US N 1 N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GCR8 2605000.00000000 PA USD 2647693.35000000 0.050910448772 Long DBT CORP US N 2 2021-10-09 Fixed 3.45000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFL7 1330000.00000000 PA USD 1413852.51000000 0.027185877013 Long DBT CORP US N 2 2023-06-08 Fixed 3.50000000 N N N N N N Central Japan Railway Co 353800YAR3OVUITHTG64 000000000 26800.00000000 NS 4012505.39000000 0.077153364496 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCZ6 440902.66000000 PA USD 481565.49000000 0.009259650559 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822V101 2198.00000000 NS USD 378341.74000000 0.007274840862 Long EC CORP US N 1 N N N Freddie Mac N/A 312941NS2 126491.33000000 PA USD 146186.94000000 0.002810915667 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CTT9 135838.26000000 PA USD 156707.69000000 0.003013211036 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAC7 1220000.00000000 PA USD 1347934.08000000 0.025918382477 Long DBT CORP US N 2 2026-06-15 Fixed 4.12500000 N N N N N N Covestro AG 3912005AWHKLQ1CPLV11 000000000 68873.00000000 NS 4633831.81000000 0.089100369944 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LTW2 1267226.37000000 PA USD 1353904.30000000 0.026033179223 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YGXF4 459894.92000000 PA USD 492184.68000000 0.009463838755 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N CHICAGO IL O'HARE INTERNATIONA N/A 167593AN2 755000.00000000 PA USD 1085605.29000000 0.020874264953 Long DBT MUN US N 2 2040-01-01 Fixed 6.39500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TQS7 990876.37000000 PA USD 1094525.76000000 0.021045789775 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VE6 218715.93000000 PA USD 251512.42000000 0.004836137906 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 5.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 64601.00000000 NS USD 21124527.00000000 0.406187200523 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 7500000.00000000 PA USD 6937500.00000000 0.133395824845 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 28747.00000000 NS USD 6177442.83000000 0.118781273043 Long EC CORP US N 1 N N N Towd Point Mortgage Trust N/A 89171VAK3 141482.72000000 PA USD 141824.32000000 0.002727030219 Long ABS-MBS CORP US N 2 2055-05-25 Variable 2.75000000 N N N N N N WEIBO CORP 549300Q9ID4640FE0422 948596AD3 1390000.00000000 PA USD 1466792.64000000 0.028203821850 Long DBT CORP KY N 2 2024-07-05 Fixed 3.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 53541.00000000 NS USD 14376829.32000000 0.276440937773 Long EC CORP US N 1 N N N JP Morgan Chase Commercial Mor N/A 46652RAA2 2510000.00000000 PA USD 2516249.65000000 0.048383019470 Long ABS-MBS CORP US N 2 2033-10-15 Floating 1.47600000 N N N N N N Antofagasta PLC 213800MY6QVH4FVLD628 000000000 347373.00000000 NS 8091399.76000000 0.155583271371 Long EC CORP CL N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JVTW2 804961.17000000 PA USD 849990.75000000 0.016343815092 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DH54 37990.61000000 PA USD 41346.84000000 0.000795026425 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.50000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685103 3275.00000000 NS USD 300808.75000000 0.005784018930 Long EC CORP US N 1 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBE2 1730000.00000000 PA USD 1876956.58000000 0.036090547198 Long DBT CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CV74 63820.47000000 PA USD 73646.49000000 0.001416091427 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N SOUTHEAST SUPPLY HEADER N/A 841504AB9 905000.00000000 PA USD 905985.55000000 0.017420495818 Long DBT CORP US N 2 2024-06-15 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TXY6 781000.25000000 PA USD 870535.87000000 0.016738861324 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.50000000 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AU7 140000.00000000 PA USD 147875.00000000 0.002843374068 Long DBT CORP US N 2 2025-02-15 Fixed 4.45000000 N N N N N N Homeward Opportunities Fund I N/A 43789EAA4 1098461.60000000 PA USD 1109669.20000000 0.021336971277 Long ABS-MBS CORP US N 2 2059-01-25 Variable 3.45400000 N N N N N N Towd Point Mortgage Trust N/A 89172YAA8 248215.42000000 PA USD 250051.59000000 0.004808048735 Long ABS-MBS CORP US N 2 2056-04-25 Variable 2.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FX84 39093.99000000 PA USD 43385.16000000 0.000834219705 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 4.00000000 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 000000000 108732.00000000 NS 3683657.97000000 0.070830211654 Long EC CORP AT N 2 N N N Sequoia Mortgage Trust N/A 81747EAC1 795020.14000000 PA USD 806040.79000000 0.015498735285 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.00000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BE9 1281000.00000000 PA USD 1369200.69000000 0.026327301682 Long DBT CORP US N 2 2023-11-30 Fixed 3.40000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BK8 2605000.00000000 PA USD 2576134.00000000 0.049534489346 Long DBT CORP US N 2 2030-05-20 Fixed 2.15000000 N N N N N N Murata Manufacturing Co Ltd 529900QZG6DL8ZRI7140 000000000 90800.00000000 NS 7308987.03000000 0.140538861787 Long EC CORP JP N 2 N N N Sumitomo Rubber Industries Ltd 353800JD4V72SJ3EOX37 000000000 136900.00000000 NS 1620691.02000000 0.031163014837 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJGP7 1616267.83000000 PA USD 1705371.74000000 0.032791274944 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 1733.00000000 NS USD 383894.16000000 0.007381604054 Long EC CORP US N 1 N N N Challenger Ltd 529900ACCCAOHJ2V3169 000000000 476018.00000000 NS 2319386.54000000 0.044597690902 Long EC CORP AU N 2 N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAD9 670000.00000000 PA USD 635884.27000000 0.012226927092 Long DBT CORP US N 2 2031-01-01 Fixed 1.89700000 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867224AD9 665000.00000000 PA USD 709465.89000000 0.013641771185 Long DBT CORP CA N 2 2025-05-15 Fixed 3.10000000 N N N N N N Alcon Inc 549300LDT5AP8S0NBM78 000000000 36825.00000000 NS 2584208.52000000 0.049689748050 Long EC CORP CH N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 8475000.00000000 PA USD 7521562.50000000 0.144626311180 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 000000000 93739.00000000 NS 3251751.24000000 0.062525411005 Long EC CORP AU N 2 N N N Verus Securitization Trust N/A 92537QAA9 1291756.36000000 PA USD 1287001.66000000 0.024746760073 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.81500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LX84 1010989.77000000 PA USD 1084584.08000000 0.020854628895 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.50000000 N N N N N N MAYO CLINIC 5493001OHMD58DCY4635 578454AC4 1500000.00000000 PA USD 1756692.00000000 0.033778072553 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 34249.00000000 NS USD 12813920.86000000 0.246388979116 Long EC CORP US N 1 N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 14404.00000000 NS USD 4417850.84000000 0.084947438824 Long EC CORP CA N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VQT0 6280700.10000000 PA USD 6546622.18000000 0.125879937391 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVY5 67660.45000000 PA USD 76708.70000000 0.001474972296 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414H103 196527.00000000 NS USD 5787720.15000000 0.111287596883 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZA1 3365000.00000000 PA USD 3397072.66000000 0.065319684258 Long DBT UST US N 2 2022-02-28 Fixed 1.12500000 N N N N N N COMM Mortgage Trust N/A 12593FBD5 3700000.00000000 PA USD 4050849.17000000 0.077890647402 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.70800000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AR7 1260000.00000000 PA USD 1260433.44000000 0.024235900308 Long DBT CORP US N 2 2021-06-09 Fixed 3.62500000 N N N N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 32679.00000000 NS USD 3036532.68000000 0.058387139678 Long EC CORP US N 1 N N N Cantor Commercial Real Estate N/A 12529MDE5 800000.00000000 PA USD 830301.76000000 0.015965230723 Long ABS-MBS CORP US N 2 2052-05-15 Variable 4.41140000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 915000.00000000 PA USD 1041527.34000000 0.020026724125 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 30839.00000000 NS USD 2506285.53000000 0.048191427109 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 1150000.00000000 PA USD 1351946.90000000 0.025995541891 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPW34 201072.42000000 PA USD 240206.27000000 0.004618740687 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417WUE9 218114.20000000 PA USD 245837.21000000 0.004727013680 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJMV7 809430.83000000 PA USD 854977.27000000 0.016439697031 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 1514000.00000000 PA USD 1431608.12000000 0.027527285913 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Sony Corp 529900R5WX9N2OI2N910 000000000 74900.00000000 NS 7926927.18000000 0.152420755266 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179ME48 106663.28000000 PA USD 119017.59000000 0.002288497238 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 4.00000000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677QBN8 2665000.00000000 PA USD 2681658.92000000 0.051563546462 Long DBT CORP US N 2 2021-07-26 Fixed 3.35000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 61270.00000000 NS USD 10415287.30000000 0.200267508523 Long EC CORP US N 1 N N N Hyundai Auto Receivables Trust N/A 44891KAD7 164025.70000000 PA USD 164585.03000000 0.003164678318 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.79000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SYU5 611640.78000000 PA USD 671968.09000000 0.012920754974 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.50000000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WAJ4 300000.00000000 PA USD 414803.44000000 0.007975934706 Long DBT CORP MX N 2 2035-03-01 Fixed 6.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022655 23017000.00000000 PA USD 23703014.55000000 0.455766944463 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045V100 188512.00000000 NS USD 10831899.52000000 0.208278222862 Long EC CORP US N 1 N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAC9 1735000.00000000 PA USD 1991724.48000000 0.038297330432 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N Stora Enso Oyj 7437000ZP669LKUTZ738 000000000 306039.00000000 NS 5709146.62000000 0.109776767212 Long EC CORP FI N 2 N N N Freddie Mac N/A 3128M9LV2 1462184.02000000 PA USD 1555416.54000000 0.029907902318 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206KHH7 14139.46000000 PA USD 15789.19000000 0.000303598129 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 6.50000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 41431.00000000 NS USD 1557805.60000000 0.029953839706 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HMH3 249015.24000000 PA USD 289375.96000000 0.005564186648 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured P N/A 3137FBBW5 1141099.60000000 PA USD 1218936.63000000 0.023437990226 Long ABS-MBS USGSE US N 2 2027-02-25 Fixed 2.95200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG74 1360940.85000000 PA USD 1514868.01000000 0.029128225978 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 5.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020653 26330000.00000000 PA USD 26232291.21000000 0.504400450239 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Cognizant Technology Solutions 5493006IEVQEFQO40L83 192446102 31823.00000000 NS USD 2486012.76000000 0.047801617685 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BCY0 755000.00000000 PA USD 925318.94000000 0.017792242630 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFH7 600000.00000000 PA USD 659712.60000000 0.012685103630 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 000000000 169126.00000000 NS 14457011.56000000 0.277982700085 Long EC CORP CH N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SSP3 383514.80000000 PA USD 404939.37000000 0.007786266129 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128MJS68 661661.74000000 PA USD 703810.41000000 0.013533026331 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Homeward Opportunities Fund I N/A 43800KAC1 897678.16000000 PA USD 905172.70000000 0.017404866154 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.03100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGTC8 237480.26000000 PA USD 276272.24000000 0.005312225345 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TEU5 2690000.00000000 PA USD 2690147.95000000 0.051726775458 Long DBT CORP US N 2 2021-04-13 Fixed 2.95000000 N N N N N N NEW JERSEY ST TURNPIKE AUTH 5493005YN67D71KSMI84 646139W35 415000.00000000 PA USD 652024.35000000 0.012537272214 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 91463.00000000 NS USD 2452123.03000000 0.047149978264 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206NJ48 446.58000000 PA USD 498.68000000 0.000009588732 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured P N/A 3137B7EZ8 275161.51000000 PA USD 282462.81000000 0.005431259031 Long ABS-MBS USGSE US N 2 2023-04-25 Fixed 2.77700000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBG7 1775000.00000000 PA USD 1863709.18000000 0.035835823183 Long DBT CORP US N 2 2048-03-30 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJ7F9 1122317.49000000 PA USD 1235836.49000000 0.023762944570 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YVG9 31396.72000000 PA USD 34544.21000000 0.000664223911 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826C839 185454.00000000 NS USD 39266175.42000000 0.755018934582 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GBA0 54130.23000000 PA USD 64686.88000000 0.001243814012 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4DE3 467301.90000000 PA USD 489555.11000000 0.009413276786 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZT0 30445000.00000000 PA USD 29859885.16000000 0.574152650191 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N Navient Student Loan Trust N/A 63935CAB7 1810907.82000000 PA USD 1864899.86000000 0.035858717849 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297FWP3 502210.60000000 PA USD 589771.75000000 0.011340265089 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N TEXAS ST TRANSPRTN COMMISSION N/A 88283KBL1 1820000.00000000 PA USD 1712292.76000000 0.032924353887 Long DBT MUN US N 2 2041-08-15 Fixed 3.02900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412XEK6 1730.64000000 PA USD 1944.64000000 0.000037391979 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.50000000 N N N N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 000000000 192700.00000000 NS 7781498.37000000 0.149624417095 Long EC CORP JP N 2 N N N CALIFORNIA ST N/A 13063BFR8 2200000.00000000 PA USD 3528073.56000000 0.067838599301 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N Freddie Mac N/A 3132HQ4K5 587295.39000000 PA USD 624094.16000000 0.012000224180 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202CPU1 1127.18000000 PA USD 1131.74000000 0.000021761353 Long ABS-MBS USGA US N 2 2026-06-20 Fixed 8.50000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 2125.00000000 NS USD 2984137.50000000 0.057379673263 Long EC CORP US N 1 N N N Synchrony Credit Card Master N 549300G1V1M796QIYC04 87165LBU4 920000.00000000 PA USD 952268.17000000 0.018310428542 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.62000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAF6 2755000.00000000 PA USD 2969035.95000000 0.057089297231 Long DBT CORP US N 2 2029-07-15 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AW5A7 191925.17000000 PA USD 204736.25000000 0.003936715091 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.50000000 N N N N N N Johnson Matthey PLC 2138001AVBSD1HSC6Z10 000000000 169607.00000000 NS 7045474.95000000 0.135471991694 Long EC CORP GB N 2 N N N Pola Orbis Holdings Inc 353800E8OIV0XYBABS79 000000000 53200.00000000 NS 1283055.45000000 0.024670881452 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMYW5 13983.58000000 PA USD 16233.44000000 0.000312140269 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.00000000 N N N N N N GM Financial Securitized Term N/A 362590AG6 1355000.00000000 PA USD 1376375.40000000 0.026465258634 Long ABS-O CORP US N 2 2027-09-16 Fixed 1.91000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UUM2 302073.83000000 PA USD 330952.27000000 0.006363625375 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TJ22 64649.40000000 PA USD 71965.21000000 0.001383763394 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 5.00000000 N N N N N N AUTORIDAD CANAL DE PANAM 549300W1ISP1PW2J2P64 05330GAA2 510000.00000000 PA USD 630127.95000000 0.012116243264 Long DBT CORP PA N 2 2035-07-29 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XMF54 810410.25000000 PA USD 896938.93000000 0.017246545355 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZL7 19895000.00000000 PA USD 19646312.50000000 0.377763756555 Long DBT UST US N 2 2025-04-30 Fixed 0.37500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAY5 420000.00000000 PA USD 451548.30000000 0.008682473215 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8VP5 527280.37000000 PA USD 558034.11000000 0.010730006543 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N MMAF Equipment Finance LLC N/A 55316AAC4 143817.79000000 PA USD 144094.08000000 0.002770673680 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.21000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 6985.00000000 NS USD 2031587.25000000 0.039063820822 Long EC CORP US N 1 N N N Recruit Holdings Co Ltd 353800R2LRSMVVC4I806 000000000 144800.00000000 NS 7110579.78000000 0.136723842144 Long EC CORP JP N 2 N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788C105 4000.00000000 NS USD 730040.00000000 0.014037374842 Long EC CORP US N 1 N N N Autoliv Inc A23RUXWKASG834LTMK28 000000000 42944.00000000 NS 3974662.71000000 0.076425716855 Long EC CORP SE N 2 N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513105 298972.00000000 NS USD 19486994.96000000 0.374700362730 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERJM3 3155025.32000000 PA USD 3336433.82000000 0.064153706877 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAL7 2200000.00000000 PA USD 2342727.20000000 0.045046490411 Long DBT CORP US N 2 2026-05-15 Fixed 3.10000000 N N N N N N Shopify Inc 549300HGQ43STJLLP808 82509L107 2857.00000000 NS USD 3161270.50000000 0.060785626797 Long EC CORP CA N 1 N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 1300.00000000 NS USD 141193.00000000 0.002714891055 Long EC CORP US N 1 N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AE2 275000.00000000 PA USD 287279.30000000 0.005523871594 Long DBT CORP US N 2 2023-07-15 Fixed 3.37500000 N N N N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348106 8593.00000000 NS USD 6341719.93000000 0.121940030414 Long EC CORP US N 1 N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAE8 830000.00000000 PA USD 928610.64000000 0.017855536184 Long DBT CORP CA N 2 2026-12-15 Fixed 4.00000000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 25476.00000000 NS USD 4678667.40000000 0.089962478846 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F101 53140.00000000 NS USD 24638892.40000000 0.473762216212 Long EC CORP US N 1 N N N UNIV OF CALIFORNIA CA REVENUES N/A 91412GTG0 1625000.00000000 PA USD 1892173.73000000 0.036383146012 Long DBT MUN US N 2 2031-05-15 Fixed 4.60100000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAE0 1710000.00000000 PA USD 1717759.98000000 0.033029478835 Long DBT CORP US N 2 2021-05-25 Fixed 3.55100000 N N N N N N Santander Retail Auto Lease Tr N/A 80285JAG1 1239190.37000000 PA USD 1249679.00000000 0.024029111495 Long ABS-O CORP US N 2 2022-06-20 Fixed 2.77000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AV4 3060000.00000000 PA USD 3295323.18000000 0.063363222158 Long DBT CORP US N 2 2024-06-03 Fixed 3.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 18464.00000000 NS USD 4069650.24000000 0.078252158644 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YWJZ1 36950.14000000 PA USD 40528.68000000 0.000779294659 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 79114.00000000 NS USD 10513459.46000000 0.202155185101 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CQD9 934559.60000000 PA USD 973318.55000000 0.018715190027 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 31283HS97 10653.19000000 PA USD 12264.56000000 0.000235825743 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 437076102 46936.00000000 NS USD 14327214.00000000 0.275486923137 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FGMN6 410424.28000000 PA USD 433913.83000000 0.008343393623 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGS7 380000.00000000 PA USD 396541.78000000 0.007624795362 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 3995000.00000000 PA USD 3917724.72000000 0.075330900258 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368JCD9 68.74000000 PA USD 69.65000000 0.000001339246 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.00000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAK7 500000.00000000 PA USD 519331.50000000 0.009985823972 Long DBT CORP US N 2 2023-03-15 Fixed 2.62500000 N N N N N N TSMC 549300KB6NK5SBD14S87 874039100 1200.00000000 NS USD 141936.00000000 0.002729177628 Long EC CORP TW N 1 N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AB5 1505000.00000000 PA USD 1517648.02000000 0.029181680641 Long DBT CORP JP N 2 2021-07-20 Fixed 3.18300000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239100 12100.00000000 NS USD 941259.00000000 0.018098741722 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQT23 1155663.65000000 PA USD 1270885.00000000 0.024436865276 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3128M9ZN5 229796.74000000 PA USD 259742.93000000 0.004994396020 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 312942UJ2 5419.36000000 PA USD 6002.45000000 0.000115416471 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 51547.00000000 NS USD 3738703.91000000 0.071888647484 Long EC CORP US N 1 N N N Kuaishou Technology 300300FCDZBE6UP9ED24 000000000 7800.00000000 NS 270899.53000000 0.005208917658 Long EC CORP CN N 2 N N N MANUF & TRADERS TRUST CO WWB2V0FCW3A0EE3ZJN75 55279HAQ3 250000.00000000 PA USD 273715.25000000 0.005263058961 Long DBT CORP US N 2 2027-08-17 Fixed 3.40000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAA0 425000.00000000 PA USD 437306.73000000 0.008408633075 Long DBT CORP FR N 2 2022-05-22 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBH3 8500000.00000000 PA USD 8288828.13000000 0.159379468886 Long DBT UST US N 2 2026-01-31 Fixed 0.37500000 N N N N N N DoorDash Inc N/A 25809K105 5197.00000000 NS USD 681482.61000000 0.013103702324 Long EC CORP US N 1 N N N Sumitomo Corp V82KK8NH1P0JS71FJC05 000000000 336800.00000000 NS 4820165.62000000 0.092683238741 Long EC CORP JP N 2 N N N Atlassian Corp PLC 549300AGBII4MWBVJY22 000000000 6894.00000000 NS USD 1452979.44000000 0.027938218505 Long EC CORP AU N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 13750000.00000000 PA USD 12804687.50000000 0.246211437974 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 234640.00000000 NS USD 8353184.00000000 0.160616918164 Long EC CORP US N 1 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103H107 3713.00000000 NS USD 1883419.25000000 0.036214812884 Long EC CORP US N 1 N N N Clarivate PLC 549300WDHIIODXFO0R55 000000000 25006.00000000 NS USD 659908.34000000 0.012688867363 Long EC CORP GB N 1 N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAG9 1440000.00000000 PA USD 1537709.76000000 0.029567432332 Long DBT CORP US N 2 2023-09-21 Fixed 3.45000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 05607MAA5 935000.00000000 PA USD 945099.87000000 0.018172594842 Long DBT CORP JE N 2 2021-07-15 Fixed 4.87500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 135216.00000000 NS USD 14633075.52000000 0.281368097875 Long EC CORP US N 1 N N N SBA TOWER TRUST N/A 78403DAN0 1135000.00000000 PA USD 1190978.23000000 0.022900399764 Long DBT CORP US N 2 2025-01-15 Fixed 2.83600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H040657 3910000.00000000 PA USD 4179423.44000000 0.080362902653 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGA20 653877.53000000 PA USD 701508.91000000 0.013488772567 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DWU9 22827.23000000 PA USD 26698.11000000 0.000513357319 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 6755000.00000000 PA USD 6653756.06000000 0.127939931955 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 1150000.00000000 PA USD 1288179.69000000 0.024769411502 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M2W3 2675000.00000000 PA USD 2691686.65000000 0.051756361931 Long DBT CORP US N 2 2021-06-15 Fixed 3.35000000 N N N N N N Freddie Mac N/A 3128M5H45 249.35000000 PA USD 297.37000000 0.000005717897 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AT4 755000.00000000 PA USD 740202.00000000 0.014232772085 Long DBT CORP US N 2 2026-01-15 Fixed 1.12500000 N N N N N N Freddie Mac N/A 312938PU1 218046.04000000 PA USD 242956.70000000 0.004671626579 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 72456.00000000 NS USD 5895020.16000000 0.113350785833 Long EC CORP US N 1 N N N Persimmon PLC 213800XI72Y57UWN6F31 000000000 128043.00000000 NS 5186465.47000000 0.099726535409 Long EC CORP GB N 2 N N N CarMax Auto Owner Trust N/A 14316NAG4 1205000.00000000 PA USD 1190795.10000000 0.022896878498 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.28000000 N N N N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 000000000 88200.00000000 NS 2658835.79000000 0.051124698138 Long EC CORP JP N 2 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 660514.00000000 NS USD 25806281.98000000 0.496209048059 Long EC CORP US N 1 N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 580135101 37740.00000000 NS USD 8459043.60000000 0.162652410583 Long EC CORP US N 1 N N N ILLINOIS ST TOLL HIGHWAY AUTH 549300ISBFGI8MJJKM98 452252FH7 470000.00000000 PA USD 633211.40000000 0.012175532541 Long DBT MUN US N 2 2034-01-01 Fixed 6.18400000 N N N N N N EATON VANCE CORP 4JJ8ORNW1AFZPSV8GJ79 278265AD5 750000.00000000 PA USD 799308.75000000 0.015369290091 Long DBT CORP US N 2 2023-06-15 Fixed 3.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EG45 1022.32000000 PA USD 1197.69000000 0.000023029455 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 5.50000000 N N N N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222401 132008.00000000 NS USD 11621984.32000000 0.223470152750 Long EC CORP CA N 1 N N N Freddie Mac N/A 3128M4W90 119309.24000000 PA USD 138782.52000000 0.002668541798 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193UCX0 18954.45000000 PA USD 20575.61000000 0.000395632499 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Siemens Healthineers AG 529900QBVWXMWANH7H45 000000000 106403.00000000 NS 5767234.54000000 0.110893694924 Long EC CORP DE N 2 N N GMRF Mortgage Acquisition Co., N/A 36418XAA5 672900.77000000 PA USD 685370.63000000 0.013178462056 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.65700000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17328PAQ6 2203497.23000000 PA USD 2238873.72000000 0.043049572123 Long ABS-MBS CORP US N 2 2050-08-25 Variable 2.50000000 N N N N N N New Residential Mortgage Loan N/A 64830PAA4 1597403.40000000 PA USD 1636988.65000000 0.031476389366 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.70986000 N N N N N N Sun Communities Inc 549300H5GEOJYN41ZG57 866674104 2150.00000000 NS USD 322586.00000000 0.006202756836 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SGL5 258694.24000000 PA USD 275464.44000000 0.005296692784 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 99436.00000000 NS USD 20020444.24000000 0.384957646582 Long EC CORP NL N 1 N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AD8 1085000.00000000 PA USD 1201218.69000000 0.023097305653 Long DBT CORP US N 2 2026-12-15 Fixed 3.80000000 N N N N N N Morgan Stanley BAML Trust N/A 61690AAG9 2775000.00000000 PA USD 3055939.61000000 0.058760300533 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 4.06800000 N N N N N N L Brands Inc GR3KVMWVCR54YWQNXU90 501797104 32215.00000000 NS USD 1992819.90000000 0.038318393416 Long EC CORP US N 1 N N N Square Inc 549300OHIIUWSTIZME52 852234103 1600.00000000 NS USD 363280.00000000 0.006985230306 Long EC CORP US N 1 N N N Ford Credit Auto Owner Trust/F N/A 34532JAC8 1665000.00000000 PA USD 1673562.60000000 0.032179641579 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.74000000 N N N N N N Navient Student Loan Trust N/A 63941UAA1 887922.23000000 PA USD 891328.12000000 0.017138659427 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CQB3 2976852.41000000 PA USD 3209862.97000000 0.061719973841 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAG5 1120000.00000000 PA USD 1213130.24000000 0.023326343641 Long DBT CORP US N 2 2025-04-01 Fixed 4.00000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 1116.00000000 NS USD 275384.16000000 0.005295149141 Long EC CORP US N 1 N N N Aviva PLC YF0Y5B0IB8SM0ZFG9G81 000000000 847791.00000000 NS 4778737.41000000 0.091886647715 Long EC CORP GB N 2 N N N Chipotle Mexican Grill Inc N/A 169656105 3636.00000000 NS USD 5166101.52000000 0.099334972755 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206FRA2 63.17000000 PA USD 68.51000000 0.000001317325 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 8.00000000 N N N N N N Atrium Hotel Portfolio Trust N/A 04965JAA1 2530000.00000000 PA USD 2529185.09000000 0.048631745047 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.03600000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAB8 1250000.00000000 PA USD 1208652.50000000 0.023240244639 Long DBT CORP US N 2 2030-06-05 Fixed 1.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 1340000.00000000 PA USD 1312019.46000000 0.025227808011 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N PACKAGING CORP OF AMERIC 549300XZP8MFZFY8TJ84 695156AR0 785000.00000000 PA USD 852731.37000000 0.016396512356 Long DBT CORP US N 2 2024-09-15 Fixed 3.65000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AV1 590000.00000000 PA USD 669629.94000000 0.012875796495 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376S6Z7 2365.33000000 PA USD 2551.17000000 0.000049054475 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 7.00000000 N N N N N N Pinduoduo Inc 5493000573DS7005T657 722304102 8399.00000000 NS USD 1124458.12000000 0.021621335988 Long EC CORP CN N 1 N N N Australia & New Zealand Bankin JHE42UYNWWTJB8YTTU19 000000000 250480.00000000 NS 5377924.30000000 0.103407949254 Long EC CORP AU N 2 N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607107 23085.00000000 NS USD 5720001.30000000 0.109985483463 Long EC CORP US N 1 N N N AMER AIRLN 14-1 A PTT N/A 02377AAA6 873395.73000000 PA USD 866845.26000000 0.016667897437 Long DBT CORP US N 2 2026-10-01 Fixed 3.70000000 N N N N N N Freddie Mac N/A 3133KHKY1 474320.59000000 PA USD 510242.68000000 0.009811062078 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBJ3 2525000.00000000 PA USD 2581143.30000000 0.049630809304 Long DBT CORP MX N 2 2030-05-07 Fixed 2.87500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 219012.00000000 NS USD 11850739.32000000 0.227868705818 Long EC CORP US N 1 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 49632.00000000 NS USD 1705851.84000000 0.032800506415 Long EC CORP US N 1 N N N Prysmian SpA 529900X0H1IO3RS1A464 000000000 173000.00000000 NS 5617328.25000000 0.108011262751 Long EC CORP IT N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FQ74 48028.98000000 PA USD 53857.64000000 0.001035586927 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AP7 2595000.00000000 PA USD 2652437.73000000 0.051001674788 Long DBT CORP US N 2 2021-11-12 Fixed 4.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03465AAB5 826205.49000000 PA USD 831226.75000000 0.015983016641 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.51800000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060205 142817.00000000 NS USD 2607838.42000000 0.050144109131 Long EC CORP JP N 1 N N N Meggitt PLC YMFO3TKB4UAWQTDZJJ31 000000000 1067458.00000000 NS 7019251.98000000 0.134967770474 Long EC CORP GB N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 8565000.00000000 PA USD 6996534.38000000 0.134530951304 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 144408.00000000 NS 8798680.84000000 0.169183032533 Long EC CORP FR N 2 N N N Johnson Controls International 549300XQ6S1GYKGBL205 000000000 75950.00000000 NS USD 4531936.50000000 0.087141103792 Long EC CORP US N 1 N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 37200.00000000 NS USD 3586824.00000000 0.068968266097 Long EC CORP US N 1 N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CT8 935000.00000000 PA USD 990748.44000000 0.019050335908 Long DBT CORP US N 2 2024-05-15 Fixed 3.15000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 560000.00000000 PA USD 628096.00000000 0.012077172468 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 10982.00000000 NS USD 2225831.76000000 0.042798798355 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERNP1 435399.70000000 PA USD 459086.34000000 0.008827416360 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109BE0 610000.00000000 PA USD 664207.65000000 0.012771535472 Long DBT CORP CA N 2 2025-12-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RFV6 80704.60000000 PA USD 93673.56000000 0.001801176476 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB71 386119.03000000 PA USD 408944.05000000 0.007863269025 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 332164.43000000 PA USD 361580.08000000 0.006952543858 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Umicore SA 529900F3AIQECS8ZSV61 000000000 87268.00000000 NS 4629954.77000000 0.089025821339 Long EC CORP BE N 2 N N N Jacobs Engineering Group Inc 549300CZ8QS1GE53O776 469814107 65716.00000000 NS USD 8495107.32000000 0.163345851978 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36192XPK9 14894.89000000 PA USD 16097.96000000 0.000309535229 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Hartford Financial Services Gr IU7C3FTM7Y3BQM112U94 416515104 155662.00000000 NS USD 10396664.98000000 0.199909434327 Long EC CORP US N 1 N N N IFF BZLRL03D3GPGMOGFO832 459506101 33236.00000000 NS USD 4640077.96000000 0.089220472334 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 2000000.00000000 PA USD 2215262.00000000 0.042595560610 Long DBT CORP US N 2 2029-04-23 Fixed 4.07500000 N N N N N N FHLMC Multifamily Structured P N/A 3137AXHN6 421870.99000000 PA USD 423430.69000000 0.008141821428 Long ABS-MBS USGSE US N 2 2022-02-25 Fixed 1.74900000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866F104 35629.00000000 NS USD 3979046.72000000 0.076510013594 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 161384.00000000 NS USD 21560902.40000000 0.414577925773 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31373UUL9 378.61000000 PA USD 416.68000000 0.000008012017 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UCL6 154598.35000000 PA USD 179032.50000000 0.003442477551 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BY4 2040000.00000000 PA USD 2074796.28000000 0.039894653860 Long DBT CORP US N 2 2021-11-05 Fixed 3.70000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748102 31694.00000000 NS USD 3860329.20000000 0.074227286170 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUB8 108065.29000000 PA USD 116256.44000000 0.002235405219 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5UV9 463462.36000000 PA USD 497749.05000000 0.009570831724 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CGZ2 49881.23000000 PA USD 53835.04000000 0.001035152369 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Housing Development Finance Co 335800OX2H9AP7NHLT64 000000000 130208.00000000 NS 4484518.84000000 0.086229346262 Long EC CORP IN N 2 N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 000000000 59386.00000000 NS 6630203.65000000 0.127487060869 Long EC CORP NL N 2 N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AS4 455000.00000000 PA USD 461707.16000000 0.008877810082 Long DBT CORP US N 2 2030-06-01 Fixed 2.70000000 N N N N N N Mitsubishi Electric Corp 549300TRXM9Y6561AX39 000000000 615900.00000000 NS 9412831.47000000 0.180992060262 Long EC CORP JP N 2 N N N SAP SE 529900D6BF99LW9R2E68 000000000 58348.00000000 NS 7156772.68000000 0.137612049712 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJWS3 58835.26000000 PA USD 61854.23000000 0.001189347175 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 4.50000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 35047.00000000 NS USD 2398967.15000000 0.046127884937 Long EC CORP US N 1 N N N Freddie Mac N/A 3128LXE97 28619.94000000 PA USD 33300.02000000 0.000640300343 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61771LAJ1 2090000.00000000 PA USD 2044360.67000000 0.039309431042 Long ABS-MBS CORP US N 2 2036-11-10 Variable 3.17709700 N N N N N N Welcia Holdings Co Ltd N/A 000000000 64000.00000000 NS 2195828.58000000 0.042221890399 Long EC CORP JP N 2 N N N Chevron Corp N/A 166764100 27300.00000000 NS USD 2860767.00000000 0.055007477283 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184Y5N3 98711.55000000 PA USD 107125.35000000 0.002059830547 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31378YMB7 106.45000000 PA USD 119.41000000 0.000002296042 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.00000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 500172.00000000 NS USD 117925552.44000000 2.267499291973 Long EC CORP US N 1 N N N Match Group Inc 15OMOPB0A8K0EFUVD031 57667L107 44191.00000000 NS USD 6070959.58000000 0.116733788940 Long EC CORP US N 1 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAV6 1025000.00000000 PA USD 1079979.98000000 0.020766100215 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N BFLD Trust N/A 054970AJ7 2080000.00000000 PA USD 2072092.67000000 0.039842668233 Long ABS-MBS CORP US N 2 2034-10-15 Floating 1.64600000 N N N N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730109 2884.00000000 NS USD 353463.04000000 0.006796467570 Long EC CORP US N 1 N N N Coupang Inc 549300XR4L1D80AK4W76 22266T109 40930.00000000 NS USD 2019895.50000000 0.038839009199 Long EC CORP KR N 1 N N N FORTIVE CORP 549300MU9YQJYHDQEF63 34959J108 61191.00000000 NS USD 4322532.24000000 0.083114631145 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 72509.00000000 NS USD 26978423.63000000 0.518747253787 Long EC CORP US N 1 N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 34354P105 18893.00000000 NS USD 733237.33000000 0.014098853829 Long EC CORP US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 65101.00000000 NS USD 7801703.84000000 0.150012932459 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 1880000.00000000 PA USD 1958379.08000000 0.037656157511 Long DBT CORP GB N 2 2026-05-07 Fixed 2.85200000 N N N N N N Towd Point Mortgage Trust N/A 89171UAU3 48274.71000000 PA USD 48274.88000000 0.000928240351 Long ABS-MBS CORP US N 2 2055-04-25 Variable 2.75000000 N N N N N N Sun Life Financial Inc 549300V040JZX5S66Z78 866796105 183729.00000000 NS 9285134.71000000 0.178536677973 Long EC CORP CA N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MVS6 1362316.46000000 PA USD 1479523.53000000 0.028448614293 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834107 14900.00000000 NS USD 905324.00000000 0.017407775384 Long EC CORP US N 1 N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 110760.00000000 NS USD 2376909.60000000 0.045703757358 Long EC CORP US N 1 N N N Freddie Mac N/A 3128LXFP0 8435.14000000 PA USD 9815.48000000 0.000188734277 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205DBD9 56.69000000 PA USD 58.83000000 0.000001131196 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 7.50000000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494103 17236.00000000 NS USD 1280634.80000000 0.024624336644 Long EC CORP US N 1 N N N BAIDU INC 254900AL64IANZYI1E02 056752AK4 2000000.00000000 PA USD 2140989.12000000 0.041167424813 Long DBT CORP KY N 2 2023-09-29 Fixed 3.87500000 N N N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 000000000 153700.00000000 NS 4357250.44000000 0.083782200576 Long EC CORP JP N 2 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BQ7 275000.00000000 PA USD 292744.38000000 0.005628955392 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 10640000.00000000 PA USD 11870250.00000000 0.228243861602 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N Stroeer SE & Co KGaA 529900MBF3N1ATE55378 000000000 41658.00000000 NS 3394196.41000000 0.065264379070 Long EC CORP DE N 2 N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DJ3 1865000.00000000 PA USD 1898016.10000000 0.036495484429 Long DBT CORP US N 2 2050-07-15 Fixed 3.80000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609W102 90985.00000000 NS USD 20629029.05000000 0.396659653460 Long EC CORP CN N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204B6W8 2208.63000000 PA USD 2242.98000000 0.000043128528 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 8.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17322MAY2 235000.00000000 PA USD 254146.98000000 0.004886795824 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 4.02600000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367T4W7 2835000.00000000 PA USD 2836831.41000000 0.054547238325 Long DBT CORP CA N 2 2021-04-13 Fixed 3.10000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AE9 210000.00000000 PA USD 232712.13000000 0.004474641662 Long DBT CORP US N 2 2026-09-15 Fixed 3.62500000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172109 45924.00000000 NS USD 4075295.76000000 0.078360711984 Long EC CORP US N 1 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 25997.00000000 NS USD 4944109.46000000 0.095066459033 Long EC CORP US N 1 N N N CNH Equipment Trust N/A 12597CAE7 2575000.00000000 PA USD 2677997.43000000 0.051493142502 Long ABS-O CORP US N 2 2027-04-15 Fixed 2.35000000 N N N N N N Suzuki Motor Corp 353800D83H0V3ZV1SV24 000000000 99400.00000000 NS 4527603.60000000 0.087057789808 Long EC CORP JP N 2 N N N Equifax Inc 5493004MCF8JDC86VS77 294429105 16927.00000000 NS USD 3065987.51000000 0.058953503835 Long EC CORP US N 1 N N N Freddie Mac N/A 3128QJQE9 42510.66000000 PA USD 45208.78000000 0.000869284684 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 2.31500000 N N N N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 26079.00000000 NS USD 8588075.49000000 0.165133465055 Long EC CORP US N 1 N N N PRICOA GLOBAL FUNDING 1 635400IBXEBMD9ADYA79 741531FA0 2650000.00000000 PA USD 2833064.65000000 0.054474810209 Long DBT CORP US N 2 2023-09-01 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0E35 300865.13000000 PA USD 321850.29000000 0.006188610437 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 73427.00000000 NS USD 17885348.66000000 0.343903544093 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36223LVW5 138.37000000 PA USD 138.89000000 0.000002670608 Long ABS-MBS USGA US N 2 2022-04-15 Fixed 8.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB97 433628.63000000 PA USD 472431.63000000 0.009084022625 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 4.00000000 N N N N N N Navient Student Loan Trust N/A 63941JAA6 2127571.03000000 PA USD 2184449.73000000 0.042003095288 Long ABS-O CORP US N 2 2068-10-15 Fixed 2.40000000 N N N N N N Align Technology Inc 549300N5YSE0U3LCP840 016255101 1598.00000000 NS USD 865364.94000000 0.016639433508 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLT0 1252012.50000000 PA USD 1353537.87000000 0.026026133423 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 27260.00000000 NS USD 14554931.80000000 0.279865532688 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413QQE1 17962.04000000 PA USD 21045.44000000 0.000404666497 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BUF3 12508.32000000 PA USD 13135.55000000 0.000252573337 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203CKH4 561.41000000 PA USD 608.41000000 0.000011698645 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.50000000 N N N N N N DETROIT MI CITY SCH DIST N/A 251130EC0 2000000.00000000 PA USD 2668888.00000000 0.051317984314 Long DBT MUN US N 2 2029-05-01 Fixed 6.64500000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 2127.00000000 NS USD 414850.08000000 0.007976831511 Long EC CORP US N 1 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BC6 875000.00000000 PA USD 904825.25000000 0.017398185306 Long DBT CORP US N 2 2022-09-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6Z46 1263445.25000000 PA USD 1360621.78000000 0.026162344453 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.50000000 N N N N N N Kering SA 549300VGEJKB7SVUZR78 000000000 7210.00000000 NS 4975316.32000000 0.095666511621 Long EC CORP FR N 2 N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDA8 2095000.00000000 PA USD 2116320.82000000 0.040693097141 Long DBT CORP US N 2 2021-08-06 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SQV2 601915.19000000 PA USD 634708.19000000 0.012204313159 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAE5 1000000.00000000 PA USD 1045659.00000000 0.020106168621 Long DBT CORP ES N 2 2023-02-23 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VN66 271391.77000000 PA USD 304258.91000000 0.005850359389 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N AMER AIRLINE 16-1 B PTT N/A 02376YAA5 1470058.82900000 PA USD 1389205.59000000 0.026711960440 Long DBT CORP US N 2 2024-01-15 Fixed 5.25000000 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAJ0 975000.00000000 PA USD 1038884.93000000 0.019975915265 Long DBT CORP US N 2 2023-07-15 Fixed 3.87500000 N N N N N N Freddie Mac N/A 31287UDJ8 5443.27000000 PA USD 5655.15000000 0.000108738507 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BP4 1460000.00000000 PA USD 1394670.84000000 0.026817047508 Long DBT CORP US N 2 2028-01-30 Fixed 1.15000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AU7 1120000.00000000 PA USD 1222757.76000000 0.023511463781 Long DBT CORP US N 2 2027-05-20 Fixed 3.25000000 N N N N N N Freddie Mac N/A 3128JM6Y8 70446.71000000 PA USD 73444.93000000 0.001412215786 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 2.12500000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AJ8 655000.00000000 PA USD 732880.81000000 0.014091998582 Long DBT CORP US N 2 2027-01-15 Fixed 3.95000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AT9 650000.00000000 PA USD 697367.45000000 0.013409139634 Long DBT CORP US N 2 2026-04-21 Fixed 3.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225ATR1 752.04000000 PA USD 839.78000000 0.000016147480 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FFW1 224972.18000000 PA USD 246773.28000000 0.004745012646 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 000000000 44018.00000000 NS 5131566.62000000 0.098670927859 Long EC CORP AU N 2 N N N Worley Ltd 549300XDR86FY8OLGP97 000000000 532529.00000000 NS 4265661.58000000 0.082021109185 Long EC CORP AU N 2 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 16382.00000000 NS USD 5780716.34000000 0.111152926035 Long EC CORP US N 1 N N N CyberAgent Inc 3538006T5KZABPGS8Q08 000000000 358400.00000000 NS 6469312.01000000 0.124393399892 Long EC CORP JP N 2 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135AZ9 1055000.00000000 PA USD 1129049.40000000 0.021709618162 Long DBT CORP US N 2 2024-08-22 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YR3Y2 671012.74000000 PA USD 722097.62000000 0.013884656956 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Spotify Technology SA 549300B4X0JHWV0DTD60 000000000 15401.00000000 NS USD 4126697.95000000 0.079349084962 Long EC CORP SE N 1 N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 413875AR6 570000.00000000 PA USD 624619.68000000 0.012010328998 Long DBT CORP US N 2 2025-04-27 Fixed 3.83200000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 24897.00000000 NS USD 4653000.33000000 0.089468946598 Long EC CORP US N 1 N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAD1 1145000.00000000 PA USD 1257848.91000000 0.024186204379 Long DBT CORP US N 2 2024-03-15 Fixed 4.75000000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296103 81615.00000000 NS USD 9786454.65000000 0.188176171581 Long EC CORP US N 1 N N N ABB Ltd 5493000LKVGOO9PELI61 000000000 279807.00000000 NS 8512141.66000000 0.163673392134 Long EC CORP CH N 2 N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752103 42397.00000000 NS USD 15218403.15000000 0.292622910417 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 23200000.00000000 PA USD 21246125.00000000 0.408525314470 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 1895000.00000000 PA USD 2093975.00000000 0.040263426642 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 000000000 171100.00000000 NS 3668622.00000000 0.070541096610 Long EC CORP SG N 2 N N N Freddie Mac N/A 312943GW7 412568.53000000 PA USD 454098.51000000 0.008731509232 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAD5 1110000.00000000 PA USD 1248339.30000000 0.024003351439 Long DBT CORP MX N 2 2025-04-17 Fixed 5.37500000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAQ6 765000.00000000 PA USD 787950.00000000 0.015150881468 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040Q104 93801.00000000 NS USD 6718965.63000000 0.129193796370 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9DD4 452131.89000000 PA USD 476469.90000000 0.009161671398 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.00000000 N N N N N N Carvana Co 5493003WEAK2PJ5WS063 146869102 10560.00000000 NS USD 2770944.00000000 0.053280340249 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETJ98 119052.05000000 PA USD 130200.38000000 0.002503522462 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297FYY2 76652.86000000 PA USD 88196.07000000 0.001695854054 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146103 258985.00000000 NS USD 14003318.95000000 0.269258995590 Long EC CORP US N 1 N N N Freddie Mac N/A 3128NGEY7 10794.23000000 PA USD 11523.96000000 0.000221585318 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 2.56700000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BX1 2570000.00000000 PA USD 2895125.56000000 0.055668131474 Long DBT CORP US N 2 2049-06-15 Fixed 4.10000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAV6 625000.00000000 PA USD 657557.50000000 0.012643664878 Long DBT CORP US N 2 2023-09-01 Fixed 3.12500000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 000000000 8792185.00000000 NS 5157717.56000000 0.099173764069 Long EC CORP GB N 2 N N N Wynn Resorts Ltd 254900CEKKWIHTEAB172 983134107 13755.00000000 NS USD 1724464.35000000 0.033158391983 Long EC CORP US N 1 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 83115.00000000 NS USD 9081976.05000000 0.174630297140 Long EC CORP US N 1 N N N Domino's Pizza Inc 5299004V0Y8MI5D9FF45 25754A201 862.00000000 NS USD 317034.98000000 0.006096020563 Long EC CORP US N 1 N N N BASF SE 529900PM64WH8AF1E917 000000000 75755.00000000 NS 6295466.08000000 0.121050650886 Long EC CORP DE N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCY9 422903.78000000 PA USD 458488.40000000 0.008815919034 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E101 411641.00000000 NS USD 13427729.42000000 0.258191429445 Long EC CORP US N 1 N N N Angel Oak Mortgage Trust N/A 03465LAA3 981106.20000000 PA USD 990735.86000000 0.019050094017 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.69100000 N N N N N N DENTSPLY SIRONA Inc 9NHEHR1SOZCYXDO8HO28 24906P109 19179.00000000 NS USD 1223811.99000000 0.023531734754 Long EC CORP US N 1 N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AG1 380000.00000000 PA USD 393345.22000000 0.007563331181 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 1630000.00000000 PA USD 1770026.78000000 0.034034476730 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAN2 1805000.00000000 PA USD 1808075.72000000 0.034766090385 Long DBT CORP NL N 2 2021-04-26 Fixed 3.12500000 N N N N N N Freddie Mac N/A 312940EU9 21201.70000000 PA USD 24681.65000000 0.000474584369 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023105 14873.00000000 NS USD 3788450.56000000 0.072845187363 Long EC CORP US N 1 N N N Equity LifeStyle Properties In 529900PEQG66LENB6798 29472R108 5000.00000000 NS USD 318200.00000000 0.006118421832 Long EC CORP US N 1 N N N Freddie Mac N/A 31335ABF4 1397531.49000000 PA USD 1515227.33000000 0.029135135064 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193EPR5 523074.66000000 PA USD 567611.77000000 0.010914167964 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.50000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAD4 422000.00000000 PA USD 448061.88000000 0.008615435540 Long DBT CORP IE N 2 2023-07-15 Fixed 4.12500000 N N N N N N Signature Bank/New York NY VLP5AP0XK2GM6GKD1007 82669G104 5700.00000000 NS USD 1288770.00000000 0.024780762116 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGA98 6135326.97000000 PA USD 6301747.10000000 0.121171423765 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206TKZ4 1374.67000000 PA USD 1459.62000000 0.000028065904 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFK39 1532600.24000000 PA USD 1645676.90000000 0.031643449009 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CW3 2680000.00000000 PA USD 2643150.00000000 0.050823088207 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAZ0 1875000.00000000 PA USD 1926575.63000000 0.037044633555 Long DBT CORP IT N 2 2022-07-14 Fixed 3.12500000 N N N N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 18205.00000000 NS USD 1541053.25000000 0.029631721717 Long EC CORP US N 1 N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAH2 480000.00000000 PA USD 515661.12000000 0.009915249072 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAF6 200000.00000000 PA USD 209496.60000000 0.004028248181 Long DBT CORP ES N 2 2030-05-28 Fixed 3.49000000 N N N N N N TSMC 549300KB6NK5SBD14S87 000000000 1048969.00000000 NS 22090460.38000000 0.424760386825 Long EC CORP TW N 2 N N N Legrand SA 969500XXRPGD7HCAFA90 000000000 47687.00000000 NS 4430509.66000000 0.085190845489 Long EC CORP FR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GRD7 1542555.54000000 PA USD 1804339.32000000 0.034694246038 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7A82 140222.07000000 PA USD 151099.99000000 0.002905384908 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FLK49 153011.64000000 PA USD 162008.94000000 0.003115144675 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BBT1 585120.24000000 PA USD 643260.77000000 0.012368764108 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 132799.00000000 NS USD 4973322.55000000 0.095628174959 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2MC6 289913.35000000 PA USD 307539.54000000 0.005913440088 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 43710.00000000 NS USD 6784666.20000000 0.130457101844 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D7K1 76520.08000000 PA USD 90066.70000000 0.001731822953 Long ABS-MBS USGA US N 2 2034-08-20 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG41 68045.06000000 PA USD 72310.64000000 0.001390405400 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N Onslow Bay Financial LLC N/A 67113ABC3 385354.23000000 PA USD 392080.51000000 0.007539013050 Long ABS-MBS CORP US N 2 2059-10-25 Floating 1.20863000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DGM6 1292293.59000000 PA USD 1492527.50000000 0.028698657580 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477103 3430.00000000 NS USD 288154.30000000 0.005540696292 Long EC CORP US N 1 N N N RIVIAN AUTO SER F CVT PFD STOCK PP N/A 000000000 44822.00000000 NS USD 1651690.70000000 0.031759083721 Long EP CORP US Y 3 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202KE84 366.10000000 PA USD 371.89000000 0.000007150785 Long ABS-MBS USGA US N 2 2023-08-20 Floating 2.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36224XPV7 47.65000000 PA USD 47.81000000 0.000000919301 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 7.50000000 N N N N N N Coupa Software Inc 549300Q95ICR2GFL2K37 22266L106 5797.00000000 NS USD 1475220.56000000 0.028365875809 Long EC CORP US N 1 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AD0 1385000.00000000 PA USD 1428958.52000000 0.027476338802 Long DBT CORP CH N 2 2023-12-14 Fixed 2.99700000 N N N N N N KT Corp 9884005ACF8449EANY26 000000000 107138.00000000 NS 2679169.46000000 0.051515678560 Long EC CORP KR N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36224JMS8 384.46000000 PA USD 385.87000000 0.000007419595 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 8.00000000 N N N N N N CBOE GLOBAL MARKETS INC 529900RLNSGA90UPEH54 12503M108 11210.00000000 NS USD 1106314.90000000 0.021272474035 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7UD5 718550.65000000 PA USD 840559.94000000 0.016162477337 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB89 1278797.96000000 PA USD 1373805.26000000 0.026415839399 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N TEVA PHARM FIN IV BV 549300P1YOE2RRPSGG38 88166JAA1 730000.00000000 PA USD 734562.50000000 0.014124334499 Long DBT CORP CW N 2 2021-11-10 Fixed 3.65000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAA3 560000.00000000 PA USD 574708.96000000 0.011050634344 Long DBT CORP IE N 2 2022-05-26 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617G85D1 56545.99000000 PA USD 63124.33000000 0.001213768946 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAB8 840000.00000000 PA USD 884742.60000000 0.017012031553 Long DBT CORP US N 2 2023-03-16 Fixed 3.50000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 19500.00000000 NS USD 2596230.00000000 0.049920899796 Long EC CORP US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 106393.00000000 NS USD 19631636.36000000 0.377481560404 Long EC CORP US N 1 N N N Denso Corp 549300RYPA10CQM3QK38 000000000 67300.00000000 NS 4486495.28000000 0.086267349699 Long EC CORP JP N 2 N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 89400PAK9 1445000.00000000 PA USD 1406859.23000000 0.027051408638 Long DBT CORP AU N 2 2031-03-16 Fixed 2.45000000 N N N N N N Freddie Mac N/A 31288ALH6 2732.50000000 PA USD 3076.11000000 0.000059148141 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Freddie Mac N/A 3132H7FP4 1162014.45000000 PA USD 1259578.74000000 0.024219465943 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N MEDSTAR HEALTH INC 549300ICFOCGDEPVJE31 58506YAS1 905000.00000000 PA USD 934503.00000000 0.017968835820 Long DBT CORP US N 2 2049-08-15 Fixed 3.62600000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 9000.00000000 NS USD 6011370.00000000 0.115587986969 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LHS4 23693.97000000 PA USD 26652.32000000 0.000512476859 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAD5 1300000.00000000 PA USD 1297675.60000000 0.024952001015 Long DBT CORP US N 2 2030-05-27 Fixed 2.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TE43 158747.93000000 PA USD 177494.92000000 0.003412912613 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 5.00000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K305 10498.00000000 NS USD 21652334.96000000 0.416336011793 Long EC CORP US N 1 N N N Next PLC 213800WQD8ECPZP9PH98 000000000 51180.00000000 NS 5547000.69000000 0.106658988462 Long EC CORP GB N 2 N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAZ1 2645000.00000000 PA USD 2722130.71000000 0.052341747228 Long DBT CORP CL N 2 2029-09-30 Fixed 3.00000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAM4 1350000.00000000 PA USD 1444770.00000000 0.027780365529 Long DBT CORP US N 2 2024-12-15 Fixed 3.45000000 N N N N N N Largan Precision Co Ltd N/A 000000000 24000.00000000 NS 2714414.34000000 0.052193375114 Long EC CORP TW N 2 N N N SG Capital Partners N/A 78432BAA7 608202.40000000 PA USD 616925.48000000 0.011862383174 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.70300000 N N N N N N KION Group AG 5299005KY91C4C6U9H17 000000000 71177.00000000 NS 7032687.66000000 0.135226114779 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384VQK1 363.80000000 PA USD 409.65000000 0.000007876843 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Freddie Mac N/A 312945DS4 144239.17000000 PA USD 158708.50000000 0.003051683065 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Bank of New York Mellon Corp/T WFLLPEPC7FZXENRZV188 064058100 15200.00000000 NS USD 718808.00000000 0.013821403396 Long EC CORP US N 1 N N N Public Service Enterprise Grou PUSS41EMO3E6XXNV3U28 744573106 117319.00000000 NS USD 7063776.99000000 0.135823907474 Long EC CORP US N 1 N N N DCC PLC 213800UPS1QEE4TD3T45 000000000 57876.00000000 NS 5020152.05000000 0.096528623215 Long EC CORP IE N 2 N N N OZLM Ltd N/A 67107FBE6 1295000.00000000 PA USD 1294997.80000000 0.024900511669 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 2.02338000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9NW9 442838.98000000 PA USD 482304.73000000 0.009273864833 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7XP5 1735567.01000000 PA USD 1898014.07000000 0.036495445396 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNR2 931636.34000000 PA USD 991495.88000000 0.019064707854 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 9892.00000000 NS USD 2070197.76000000 0.039806232473 Long EC CORP IT N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCXQ4 147775.23000000 PA USD 161230.27000000 0.003100172231 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Sea Ltd 529900OM6JLLW44YKI15 81141R100 50461.00000000 NS USD 11264409.03000000 0.216594613902 Long EC CORP SG N 1 N N N Magnetite CLO Ltd 549300WG00K34O9YA435 55954NAA7 2020000.00000000 PA USD 2025175.68000000 0.038940537699 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 1.51775000 N N N N N N CarMax Auto Owner Trust N/A 14314XAC3 413904.35000000 PA USD 417092.37000000 0.008019946772 Long ABS-O CORP US N 2 2023-01-17 Fixed 2.98000000 N N N N N N Freddie Mac N/A 3128M8AV6 50540.87000000 PA USD 59382.44000000 0.001141819036 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 000000000 58800.00000000 NS 5006093.13000000 0.096258295110 Long EC CORP JP N 2 N N N American International Group I ODVCVCQG2BP6VHV36M30 026874784 404944.00000000 NS USD 18712462.24000000 0.359807471767 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376JGN3 69.87000000 PA USD 70.10000000 0.000001347898 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DF99 78893.72000000 PA USD 83989.58000000 0.001614970710 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCX1 188794.80000000 PA USD 200896.75000000 0.003862888313 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300FCX3YXSYSLU895 92938VAT2 610000.00000000 PA USD 658412.47000000 0.012660104435 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.72300000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAB1 1020000.00000000 PA USD 1084197.78000000 0.020847201031 Long DBT CORP HK N 2 2025-03-11 Fixed 3.20000000 N N N N N N South32 Ltd 213800LAZNPXSBKVHR17 000000000 1509459.00000000 NS 3239523.35000000 0.062290290360 Long EC CORP AU N 2 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 12400.00000000 NS USD 680760.00000000 0.013089807815 Long EC CORP US N 1 N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CM8 900000.00000000 PA USD 902118.60000000 0.017346141225 Long DBT CORP US N 2 2021-06-15 Fixed 3.85000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 42250PAB9 360000.00000000 PA USD 362934.00000000 0.006978577339 Long DBT CORP US N 2 2031-01-15 Fixed 2.87500000 N N N N N N CIFC Funding Ltd 549300H3BLEZ8XSDXO87 12547UAL2 2210367.73000000 PA USD 2203544.61000000 0.042370255976 Long ABS-CBDO CORP KY N 2 2027-10-25 Floating 1.07775000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 9.00000000 NC USD -77145.57000000 -0.00148337253 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 2021-06-21 1708114.32000000 USD -77145.57000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DWG0 3973.94000000 PA USD 4589.02000000 0.000088238718 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 7688.00000000 NS USD 1274286.00000000 0.024502260476 Long EC CORP US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 81325.00000000 NS USD 10936586.00000000 0.210291158264 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8E25 1115621.46000000 PA USD 1200046.85000000 0.023074773248 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Fontainebleau Miami Beach Trus N/A 34461LAJ3 2635000.00000000 PA USD 2717620.16000000 0.052255017349 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 3.75000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBA5 200000.00000000 PA USD 201139.60000000 0.003867557888 Long DBT CORP US N 2 2021-09-01 Fixed 4.00000000 N N N N N N INLAND VLY CA DEV AGY SUCCESSO N/A 45750TAS2 695000.00000000 PA USD 767472.65000000 0.014757138334 Long DBT MUN US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDKJ2 698295.77000000 PA USD 766084.98000000 0.014730455900 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.50000000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 181528.00000000 NS 7457445.64000000 0.143393457641 Long EC CORP GB N 2 N N N QVC INC 549300WBLU5NKPX5X472 747262AS2 1645000.00000000 PA USD 1772487.50000000 0.034081792013 Long DBT CORP US N 2 2024-04-01 Fixed 4.85000000 N N N N N N APTIV CORP N/A 247126AJ4 745000.00000000 PA USD 811838.42000000 0.015610213430 Long DBT CORP US N 2 2024-03-15 Fixed 4.15000000 N N N N N N Onslow Bay Financial LLC N/A 67113AAQ3 608143.14000000 PA USD 618597.55000000 0.011894534115 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 101396.00000000 NS USD 6191239.76000000 0.119046563545 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG58 3195305.26000000 PA USD 3447533.90000000 0.066289964435 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N L'Oreal SA 529900JI1GG6F7RKVI53 000000000 26817.00000000 NS 10273090.43000000 0.197533314828 Long EC CORP FR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412P2U4 39347.15000000 PA USD 43807.36000000 0.000842337862 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7G3 2075000.00000000 PA USD 2124281.25000000 0.040846162096 Long DBT CORP CA N 2 2023-04-17 Fixed 1.60000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650100 19456.00000000 NS USD 1463674.88000000 0.028143872853 Long EC CORP US N 1 N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDM3 1165000.00000000 PA USD 1245925.44000000 0.023956937191 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LXQH5 74913.89000000 PA USD 81227.31000000 0.001561857155 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F4Y8 87353.19000000 PA USD 97280.66000000 0.001870534613 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 4.50000000 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBD1 485000.00000000 PA USD 515213.43000000 0.009906640787 Long DBT CORP US N 2 2025-05-15 Fixed 3.66300000 N N N N N N PPD Inc N/A 69355F102 16548.00000000 NS USD 626176.32000000 0.012040260425 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S5M5 1074461.52000000 PA USD 1162668.99000000 0.022356063271 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.00000000 N N N N N N BORAL FINANCE PTY LTD 549300X2TYFVNPM0UT91 09952AAA4 220000.00000000 PA USD 225430.92000000 0.004334636903 Long DBT CORP AU N 2 2022-11-01 Fixed 3.00000000 N N N N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 20963.00000000 NS USD 1675362.96000000 0.032214259310 Long EC CORP US N 1 N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AX5 1550000.00000000 PA USD 1648697.80000000 0.031701535560 Long DBT CORP US N 2 2024-11-19 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JVR87 1064098.57000000 PA USD 1123554.26000000 0.021603956363 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAD0 1665000.00000000 PA USD 1729502.10000000 0.033255258983 Long DBT CORP NL N 2 2023-04-06 Fixed 2.75000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 101108.00000000 NS USD 4463918.20000000 0.085833232480 Long EC CORP US N 1 N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EF3 1750000.00000000 PA USD 1849193.50000000 0.035556712393 Long DBT CORP US N 2 2023-07-01 Fixed 3.35000000 N N N N N N JOBSOHIO BEVERAGE SYS STWD LIQ N/A 47770VAY6 1225000.00000000 PA USD 1386136.87000000 0.026652954395 Long DBT MUN US N 2 2029-01-01 Fixed 3.98500000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAT2 500000.00000000 PA USD 503110.00000000 0.009673913288 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 8900.00000000 NS USD 591939.00000000 0.011381937464 Long EC CORP US N 1 N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413102 10813.00000000 NS USD 960086.27000000 0.018460756743 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 226952.00000000 NS USD 14107336.32000000 0.271259065192 Long EC CORP US N 1 N N N Veeva Systems Inc 549300YZEXPDB92M2F02 922475108 6486.00000000 NS USD 1694402.64000000 0.032580358599 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 3820000.00000000 PA USD 3881654.80000000 0.074637339648 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903202 35139.00000000 NS USD 5204437.29000000 0.100072101643 Long EC CORP US N 1 N N N Freddie Mac N/A 3132CWAQ7 579593.43000000 PA USD 623373.29000000 0.011986363128 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N Planet Fitness Master Issuer L 549300NX9W3U2DO53T22 72703PAA1 3046875.00000000 PA USD 3049129.69000000 0.058629357846 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.26200000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAM5 420000.00000000 PA USD 424220.58000000 0.008157009612 Long DBT CORP GB N 2 2023-06-15 Fixed 1.32600000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498101 122214.00000000 NS USD 13221110.52000000 0.254218514333 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617G9FT3 258064.48000000 PA USD 289522.03000000 0.005566995315 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBG5 28500000.00000000 PA USD 28482187.50000000 0.547661966840 Long DBT UST US N 2 2023-01-31 Fixed 0.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F5C5 246386.76000000 PA USD 286275.33000000 0.005504567031 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 253145.00000000 NS USD 15388684.55000000 0.295897119831 Long EC CORP US N 1 N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AT9 565000.00000000 PA USD 585516.85000000 0.011258450906 Long DBT CORP US N 2 2022-12-15 Fixed 2.95000000 N N N N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 284716.00000000 NS 5752339.90000000 0.110607297405 Long EC CORP GB N 2 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 35806.00000000 NS USD 5385222.40000000 0.103548278778 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 9200000.00000000 PA USD 8692562.50000000 0.167142565002 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Angel Oak Mortgage Trust N/A 03465CAA3 3154608.45000000 PA USD 3148277.15000000 0.060535787713 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.90900000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 127223.00000000 NS USD 3851040.21000000 0.074048675362 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MG61 398421.20000000 PA USD 442021.20000000 0.008499283974 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GCR8 700000.00000000 PA USD 709749.60000000 0.013647226425 Long DBT CORP GB N 2 2022-05-12 Fixed 1.70000000 N N N N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 13872.00000000 NS USD 993651.36000000 0.019106153913 Long EC CORP US N 1 N N N Darling Ingredients Inc L1N0SPPKS7EXZYUMZ898 237266101 64655.00000000 NS USD 4757314.90000000 0.091474730830 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MSY7 12807.73000000 PA USD 14147.18000000 0.000272025188 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4.00000000 N N N N N N Fannie Mae N/A 3136B13K8 342398.86000000 PA USD 349251.49000000 0.006715486931 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 4.00000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QBZ0 1595000.00000000 PA USD 1603585.89000000 0.030834113514 Long DBT CORP CA N 2 2021-06-11 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9WH0 135773.61000000 PA USD 149546.02000000 0.002875504820 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGE8 444723.55000000 PA USD 473368.01000000 0.009102027553 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 312945ZY7 505298.49000000 PA USD 559448.72000000 0.010757206985 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Cold Storage Trust N/A 193051AJ8 2118344.58000000 PA USD 2119674.48000000 0.040757582077 Long ABS-MBS CORP US N 2 2037-11-15 Floating 1.40600000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 689.00000000 NC USD -1093684.15000000 -0.02102960710 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 2021-06-30 86115209.31000000 USD -1093684.15000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CGY5 766888.36000000 PA USD 828997.90000000 0.015940159807 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CNZ4 113511.49000000 PA USD 122704.64000000 0.002359392672 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAE6 960000.00000000 PA USD 996480.84000000 0.019160559797 Long DBT CORP KY N 2 2023-01-19 Fixed 2.98500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 16080000.00000000 PA USD 17203087.50000000 0.330784871632 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N VIRGINIA ST CMWLTH TRANSPRTN B N/A 927793TC3 690000.00000000 PA USD 833012.99000000 0.016017362869 Long DBT MUN US N 2 2035-05-15 Fixed 5.35000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAA5 780000.00000000 PA USD 779365.86000000 0.014985823675 Long DBT CORP US N 2 2025-07-07 Fixed 1.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HMT7 93898.19000000 PA USD 112215.42000000 0.002157703569 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743755AJ9 1310000.00000000 PA USD 1426614.89000000 0.027431274953 Long DBT CORP US N 2 2023-10-01 Fixed 4.37900000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 94973VBB2 915000.00000000 PA USD 1072595.94000000 0.020624118218 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 2975000.00000000 PA USD 3034500.00000000 0.058348054845 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FCN4 289530.89000000 PA USD 324091.25000000 0.006231700125 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 4.50000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AN4 650000.00000000 PA USD 653753.10000000 0.012570513011 Long DBT CORP US N 2 2021-06-01 Fixed 3.92200000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 503326.00000000 NS 13511395.16000000 0.259800173286 Long EC CORP FR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETGU4 240748.94000000 PA USD 261913.13000000 0.005036125119 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAZ4 51660000.00000000 PA USD 50529937.50000000 0.971601108784 Long DBT UST US N 2 2025-11-30 Fixed 0.37500000 N N N N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351AJ8 630000.00000000 PA USD 634479.30000000 0.012199912010 Long DBT CORP US N 2 2021-06-01 Fixed 5.00000000 N N N N N N TJX COS INC V167QI9I69W364E2DY52 872540AW9 375000.00000000 PA USD 349555.13000000 0.006721325390 Long DBT CORP US N 2 2031-05-15 Fixed 1.60000000 N N N N N N UNITED AIR 2014-2 B PTT N/A 90932QAB2 982234.84100000 PA USD 996968.36000000 0.019169933942 Long DBT CORP US N 2 2022-09-03 Fixed 4.62500000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAC5 1322000.00000000 PA USD 1384028.24000000 0.026612409179 Long DBT CORP CL N 2 2025-01-10 Fixed 2.70000000 N N N N N N TEXAS ST PRIV ACTIVITY BOND SU N/A 882667AZ1 1900000.00000000 PA USD 2003191.47000000 0.038517820319 Long DBT MUN US N 2 2049-12-31 Fixed 3.92200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371GEG1 787.03000000 PA USD 891.57000000 0.000017143310 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9NY2 301769.66000000 PA USD 321268.15000000 0.006177416917 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N Broadridge Financial Solutions 549300KZDJZQ2YIHRC28 11133T103 900.00000000 NS USD 137790.00000000 0.002649457398 Long EC CORP US N 1 N N N Ericsson 549300W9JLPW15XIFM52 000000000 761329.00000000 NS 10091610.68000000 0.194043780998 Long EC CORP SE N 2 N N N T. ROWE PRICE SHORT-TERM FUND 549300YTML4H25P65J89 000000000 3050526.51900000 NS USD 30505265.19000000 0.586562163912 Long STIV RF US N 1 N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207M7E0 1343.98000000 PA USD 1349.40000000 0.000025946569 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 7.50000000 N N N N N N Fannie Mae - CAS N/A 30711XMZ4 2437185.96000000 PA USD 2405190.22000000 0.046247543539 Long ABS-MBS CORP US N 2 2029-11-25 Floating 1.20863000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS47 2516578.11000000 PA USD 2669508.80000000 0.051329921197 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 2312.00000000 NS USD 816621.52000000 0.015702183963 Long EC CORP US N 1 N N N Freddie Mac N/A 3132GK2F2 39332.21000000 PA USD 43346.00000000 0.000833466727 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YV95 71131.65000000 PA USD 78363.86000000 0.001506798089 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 9200.00000000 NS USD 1696664.00000000 0.032623840542 Long EC CORP US N 1 N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 1986.00000000 NS USD 832690.08000000 0.016011153882 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FTK2 420915.10000000 PA USD 466998.60000000 0.008979555091 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.00000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAL7 535000.00000000 PA USD 537002.51000000 0.010325606164 Long DBT CORP US N 2 2021-05-05 Fixed 4.75000000 N N N N N N Sumitomo Mitsui Trust Holdings 353800P843RLCDBLNT17 000000000 98154.00000000 NS 3424545.39000000 0.065847936146 Long EC CORP JP N 2 N N N NEXTERA ENERGY INC N/A 65339F101 137151.00000000 NS USD 10369987.11000000 0.199396466187 Long EC CORP US N 1 N N N Freddie Mac N/A 3128M7TQ9 318324.49000000 PA USD 354618.50000000 0.006818685018 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SGK7 224733.11000000 PA USD 237299.49000000 0.004562848461 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCT22 551626.17000000 PA USD 587124.99000000 0.011289372587 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.00000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448AL7 1000000.00000000 PA USD 1007539.00000000 0.019373188608 Long DBT CORP US N 2 2021-06-01 Fixed 4.85000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CV7 2450000.00000000 PA USD 2771393.45000000 0.053288982375 Long DBT CORP US N 2 2045-06-01 Fixed 4.45000000 N N N N N N Starwood Mortgage Residential N/A 85572JAC1 677591.99000000 PA USD 686853.52000000 0.013206975401 Long ABS-MBS CORP US N 2 2049-09-27 Variable 2.91600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CJV9 132184.92000000 PA USD 157582.61000000 0.003030034197 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KWK3 26737.25000000 PA USD 31567.81000000 0.000606993016 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QF4G1 151513.67000000 PA USD 155623.46000000 0.002992363216 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLY73 135601.16000000 PA USD 145416.71000000 0.002796105510 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 120063.00000000 NS USD 6359737.11000000 0.122286468841 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GMK5 18286.75000000 PA USD 21203.34000000 0.000407702634 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 654105.00000000 NS USD 25307322.45000000 0.486614940950 Long EC CORP US N 1 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AT5 1100000.00000000 PA USD 1186879.10000000 0.022821580761 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 2045000.00000000 PA USD 2439689.09000000 0.046910895643 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36192STM2 32083.84000000 PA USD 34729.92000000 0.000667794785 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851109 128317.00000000 NS USD 17012267.86000000 0.327115748277 Long EC CORP US N 1 N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAT8 1440000.00000000 PA USD 1379214.72000000 0.026519853724 Long DBT CORP US N 2 2031-01-15 Fixed 2.25000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 1370000.00000000 PA USD 1435075.00000000 0.027593947868 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 9202.00000000 NS USD 1730436.10000000 0.033273218147 Long EC CORP US N 1 N N N Ipsen SA 549300M6SGDPB4Z94P11 000000000 34410.00000000 NS 2949786.28000000 0.056719160207 Long EC CORP FR N 2 N N N Verus Securitization Trust N/A 92537KAA2 1801576.33000000 PA USD 1833702.22000000 0.035258842545 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.64200000 N N N N N N Freddie Mac N/A 3128MEE31 1396933.92000000 PA USD 1462725.11000000 0.028125610460 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Freddie Mac - STACR N/A 35564KBK4 2620000.00000000 PA USD 2616737.31000000 0.050315219008 Long ABS-MBS CORP US N 2 2033-08-25 Floating 0.71667000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKV3 1245762.67000000 PA USD 1337178.67000000 0.025711575012 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A8YF7 11918.74000000 PA USD 13367.04000000 0.000257024479 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GH0 2288119.49000000 PA USD 2419748.00000000 0.046527463838 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 202.00000000 NC USD -46052.57000000 -0.00088550927 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 2021-06-30 44632818.09000000 USD -46052.57000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJR6 36231.24000000 PA USD 42581.13000000 0.000818759633 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JACF3 1590073.00000000 PA USD 1696169.71000000 0.032614336222 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.00000000 N N N N N N Melrose Industries PLC 213800RGNXXZY2M7TR85 000000000 3066602.00000000 NS 7051620.59000000 0.135590161455 Long EC CORP GB N 2 N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 450000.00000000 PA USD 583183.80000000 0.011213590491 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 5000.00000000 NS USD 3397950.00000000 0.065336553950 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 1200000.00000000 PA USD 1239438.00000000 0.023832195222 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5SM2 753588.09000000 PA USD 791677.91000000 0.015222562568 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 2.50000000 N N N N N N TOTAL SE 529900S21EQ1BO4ESM68 000000000 214037.00000000 NS 9978355.91000000 0.191866092571 Long EC CORP FR N 2 N N N Astellas Pharma Inc 529900IB708DY2HBBB35 000000000 766500.00000000 NS 11807394.57000000 0.227035263126 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2TA0 648998.12000000 PA USD 701665.41000000 0.013491781784 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NBA5 494271.24000000 PA USD 526184.87000000 0.010117602126 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.00000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 43864.00000000 NS USD 6802429.12000000 0.130798651302 Long EC CORP US N 1 N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AK0 1075000.00000000 PA USD 1151672.23000000 0.022144615073 Long DBT CORP US N 2 2028-01-15 Fixed 3.62500000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAF2 690000.00000000 PA USD 739848.36000000 0.014225972215 Long DBT CORP CA N 2 2023-10-01 Fixed 4.00000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385BA8 1700000.00000000 PA USD 1696518.40000000 0.032621040912 Long DBT CORP CA N 2 2030-07-15 Fixed 2.95000000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 71429MAC9 1510000.00000000 PA USD 1477426.28000000 0.028408287894 Long DBT CORP IE N 2 2030-06-15 Fixed 3.15000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 7165000.00000000 PA USD 5595417.19000000 0.107589951915 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N Telecom Italia SpA/Milano 549300W384M3RI3VXU42 000000000 4809647.00000000 NS 2765656.87000000 0.053178678113 Long EC CORP IT N 2 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 10805.00000000 NS USD 2206705.15000000 0.042431027556 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RVB2 1054501.06000000 PA USD 1129897.56000000 0.021725926775 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Tokio Marine Holdings Inc 5299009QN2NZ191KLS29 000000000 151400.00000000 NS 7205294.96000000 0.138545047126 Long EC CORP JP N 2 N N N LOS ANGELES CA DEPT OF ARPTS N/A 544435Q52 1000000.00000000 PA USD 1495420.10000000 0.028754277150 Long DBT MUN US N 2 2040-05-15 Fixed 7.05300000 N N N N N N Freddie Mac N/A 312933NW0 233626.39000000 PA USD 262603.30000000 0.005049395864 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKJH9 218454.06000000 PA USD 230371.06000000 0.004429627036 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128QJPK6 23861.00000000 PA USD 24010.24000000 0.000461674345 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 2.44800000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 530000.00000000 PA USD 710811.09000000 0.013667636995 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380H5W8 278812.77000000 PA USD 286878.10000000 0.005516157229 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417UHR9 12473.98000000 PA USD 14033.77000000 0.000269844515 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBB5 2045000.00000000 PA USD 2190606.05000000 0.042121470407 Long DBT CORP JP N 2 2023-07-19 Fixed 3.74800000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816109 2600.00000000 NS USD 367744.00000000 0.007071065111 Long EC CORP US N 1 N N N CROWN CASTLE TOWERS LLC N/A 22822RBF6 490000.00000000 PA USD 508728.90000000 0.009781954773 Long DBT CORP US N 2 2023-07-15 Fixed 3.72000000 N N N N N N Octagon Investment Partners Lt 549300EY2ULL20U3RR38 67590WCE2 928133.96000000 PA USD 927317.88000000 0.017830678702 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 1.09125000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AD0 1860000.00000000 PA USD 2030191.86000000 0.039036989947 Long DBT CORP US N 2 2027-11-15 Fixed 3.62500000 N N N N N N Freddie Mac N/A 3128NC3S1 34702.75000000 PA USD 36643.02000000 0.000704580306 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6WA5 2403152.23000000 PA USD 2563161.03000000 0.049285042134 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.50000000 N N N N N N CarMax Auto Owner Trust 5493003IB59OF448TR74 14314RAC6 49748.50000000 PA USD 49833.70000000 0.000958213696 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JSV1 317538.06000000 PA USD 356092.78000000 0.006847032808 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TSK2 895745.48000000 PA USD 995685.24000000 0.019145261819 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3128M76Q4 120872.07000000 PA USD 142100.01000000 0.002732331249 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BW8 1956000.00000000 PA USD 2152824.46000000 0.041394997418 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 81747DAL3 158623.38000000 PA USD 159111.65000000 0.003059434925 Long ABS-MBS CORP US N 2 2048-02-25 Variable 3.50000000 N N N N N N COMM Mortgage Trust N/A 12595HAA6 2160000.00000000 PA USD 2245201.42000000 0.043171242575 Long ABS-MBS CORP US N 2 2029-10-10 Fixed 3.24400000 N N N N N N Westrock Co N/A 96145D105 299290.00000000 NS USD 15578044.50000000 0.299538175935 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBH5 415000.00000000 PA USD 430133.81000000 0.008270710541 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LW73 259321.95000000 PA USD 279206.61000000 0.005368648078 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61765LAW0 1375000.00000000 PA USD 1505177.85000000 0.028941901382 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.03600000 N N N N N N Freddie Mac - STACR N/A 35564KCU1 1650000.00000000 PA USD 1649010.83000000 0.031707554572 Long ABS-MBS CORP US N 2 2033-08-25 Floating 0.81667000 N N N N N N FEDERAL REALTY INVS TRST 549300LI6XZ51GOCJ427 313747AT4 1500000.00000000 PA USD 1558102.50000000 0.029959548566 Long DBT CORP US N 2 2023-06-01 Fixed 2.75000000 N N N N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 000000000 42593.00000000 NS 3033817.98000000 0.058334940810 Long EC CORP ES N 2 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 8718.00000000 NS USD 3655021.50000000 0.070279583109 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A46Y6 399862.45000000 PA USD 440517.46000000 0.008470369720 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAP4 1215000.00000000 PA USD 1356175.71000000 0.026076854410 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604103 2929673.00000000 NS USD 38466606.49000000 0.739644641690 Long EC CORP US N 1 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 11605.00000000 NS USD 914822.15000000 0.017590407969 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417UEC5 259221.79000000 PA USD 292134.05000000 0.005617219829 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Apollo Global Management Inc 54930054P2G7ZJB0KM79 03768E105 9600.00000000 NS USD 451296.00000000 0.008677621934 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBL3 44533.13000000 PA USD 49931.64000000 0.000960096908 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RP5 11185000.00000000 PA USD 12495742.19000000 0.240270967421 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FQ82 240159.53000000 PA USD 275991.14000000 0.005306820291 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 5.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWC4 3935000.00000000 PA USD 3939910.88000000 0.075757500778 Long DBT CORP US N 2 2022-04-26 Fixed 3.00000000 N N N N N N HOUSTON TX ARPT SYS REVENUE N/A 442349ET9 685000.00000000 PA USD 676414.96000000 0.013006260400 Long DBT MUN US N 2 2031-07-01 Fixed 2.38500000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 88110.00000000 NS USD 11932737.30000000 0.229445381592 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KV2 1460000.00000000 PA USD 1470966.06000000 0.028284069317 Long DBT CORP US N 2 2021-08-02 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XJ76 860123.23000000 PA USD 943291.56000000 0.018137824247 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31292SBC3 2018220.76000000 PA USD 2138104.93000000 0.041111966953 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAG8 1225000.00000000 PA USD 1393437.50000000 0.026793332566 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBH2 2250000.00000000 PA USD 2244375.00000000 0.043155351983 Long DBT CORP US N 2 2022-09-09 Floating 1.28538000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 365000.00000000 PA USD 424959.28000000 0.008171213503 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N DATABRICKS SER G CVY PFD STCK PP N/A 000000000 1293.00000000 NS USD 229336.69000000 0.004409737935 Long EP CORP US Y 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERN71 300063.80000000 PA USD 318065.69000000 0.006115839289 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AK9 770000.00000000 PA USD 810425.00000000 0.015583035870 Long DBT CORP US N 2 2023-03-15 Fixed 4.37500000 N N N N N N Starwood Mortgage Residential N/A 85572TAA3 542745.95000000 PA USD 542550.29000000 0.010432280137 Long ABS-MBS CORP US N 2 2049-02-25 Variable 3.46800000 N N N N N N RenaissanceRe Holdings Ltd EK6GB9U3U58PDI411C94 000000000 2500.00000000 NS USD 400625.00000000 0.007703308443 Long EC CORP BM N 1 N N N Element Fleet Management Corp 5493000PGBS1C22ELQ16 286181201 587472.00000000 NS 6427739.32000000 0.123594030772 Long EC CORP CA N 2 N N Starwood Mortgage Residential N/A 85572JAA5 181185.84000000 PA USD 183858.26000000 0.003535268359 Long ABS-MBS CORP US N 2 2049-09-27 Variable 2.61000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971M4P4 950000.00000000 PA USD 1241007.04000000 0.023862365079 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N SMB Private Education Loan Tru 549300INMCHM7L5O6M41 78449LAB4 959024.15000000 PA USD 1017652.65000000 0.019567656166 Long ABS-O CORP US N 2 2037-01-15 Fixed 3.60000000 N N N N N N UTAH ST TRANSIT AUTH SALES TAX N/A 917565LB7 900000.00000000 PA USD 1248746.40000000 0.024011179250 Long DBT MUN US N 2 2039-06-15 Fixed 5.93700000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAC3 2870000.00000000 PA USD 3017050.19000000 0.058012525937 Long DBT CORP IE N 2 2023-09-23 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHVS8 243934.31000000 PA USD 274906.68000000 0.005285968048 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N ANT INTERNATIONAL N/A 000000000 202596.00000000 NS USD 1634949.72000000 0.031437184357 Long EC CORP KY Y 3 N N N Freddie Mac N/A 3129413N5 110957.85000000 PA USD 124506.06000000 0.002394030785 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAL6 480000.00000000 PA USD 526911.84000000 0.010131580470 Long DBT CORP US N 2 2025-10-01 Fixed 4.37500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCE3 1215000.00000000 PA USD 1327241.70000000 0.025520504697 Long DBT CORP US N 2 2027-05-11 Fixed 3.65000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265V105 2821.00000000 NS USD 191461.27000000 0.003681460762 Long EC CORP PE N 1 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAL3 2485000.00000000 PA USD 2618568.75000000 0.050350434352 Long DBT CORP US N 2 2024-12-01 Fixed 2.87500000 N N N N N N COOPER COS INC/THE QJKMVPIGLH7530PCUE20 216648402 1062.00000000 NS USD 407903.58000000 0.007843262632 Long EC CORP US N 1 N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BE1 1395000.00000000 PA USD 1496649.47000000 0.028777915755 Long DBT CORP US N 2 2025-05-13 Fixed 3.35000000 N N N N N N Cisco Systems Inc/Delaware 8E6NF1YAL0WT6CWXXV93 17275R102 121339.00000000 NS USD 6274439.69000000 0.120646350686 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHJ1 2575000.00000000 PA USD 2577526.08000000 0.049561256576 Long DBT CORP US N 2 2022-06-25 Floating 0.85063000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XXGD2 612644.70000000 PA USD 646888.51000000 0.012438519117 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 1350000.00000000 PA USD 1455684.75000000 0.027990236820 Long DBT CORP FR N 2 2023-09-12 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BJ7 1800000.00000000 PA USD 1845280.80000000 0.035481478109 Long DBT CORP GB N 2 2023-03-13 Fixed 3.26200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JVS37 979717.01000000 PA USD 1034458.11000000 0.019890795365 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T7M1 666781.52000000 PA USD 729608.26000000 0.014029073247 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 5.00000000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36417JAL3 422738.66000000 PA USD 435030.67000000 0.008364868476 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -67.00000000 NC USD 228723.26000000 0.004397942764 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 2021-06-21 -9001535.76000000 USD 228723.26000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 59022CAJ2 900000.00000000 PA USD 1178841.60000000 0.022667033887 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N CNH Equipment Trust N/A 18978CAC7 161689.88000000 PA USD 162521.03000000 0.003124991257 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.08000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 3915000.00000000 PA USD 4001400.14000000 0.076939830228 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N ALFA S.A. 549300ZCGJ6T8YDJ4M34 015398AB6 395000.00000000 PA USD 432795.58000000 0.008321891658 Long DBT CORP MX N 2 2024-03-25 Fixed 5.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810EM6 100000.00000000 PA USD 109703.13000000 0.002109396686 Long DBT UST US N 2 2022-08-15 Fixed 7.25000000 N N N N N N Knorr-Bremse AG 5299001GRRO0Z25YZT52 000000000 30531.00000000 NS 3810035.06000000 0.073260219029 Long EC CORP DE N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 4470000.00000000 PA USD 4081096.59000000 0.078472251660 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205BVZ2 148.40000000 PA USD 157.99000000 0.000003037867 Long ABS-MBS USGA US N 2 2024-11-15 Fixed 8.00000000 N N N N N N PERUSAHAAN GAS NEGARA 549300OX1VFDX7ZPN240 69367PAA4 1105000.00000000 PA USD 1213194.87000000 0.023327586361 Long DBT CORP ID N 2 2024-05-16 Fixed 5.12500000 N N N N N N Seagen Inc N/A 81181C104 3173.00000000 NS USD 440602.78000000 0.008472010272 Long EC CORP US N 1 N N N Freddie Mac N/A 3132DMCR4 525175.91000000 PA USD 557160.79000000 0.010713214148 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AK9 790000.00000000 PA USD 818482.66000000 0.015737970385 Long DBT CORP US N 2 2023-03-01 Fixed 4.45000000 N N N N N N Freddie Mac N/A 3133KH3Q7 475144.22000000 PA USD 518984.94000000 0.009979160238 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.50000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 15905.00000000 NS USD 1582070.35000000 0.030420407827 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 1040000.00000000 PA USD 1072858.80000000 0.020629172550 Long DBT CORP CH N 2 2023-05-23 Fixed 3.49100000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAK8 2460000.00000000 PA USD 2658517.08000000 0.051118569910 Long DBT CORP US N 2 2025-05-15 Fixed 3.40000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BH6 650000.00000000 PA USD 660528.70000000 0.012700795786 Long DBT CORP US N 2 2025-03-12 Fixed 1.37500000 N N N N N N Freddie Mac N/A 3128MJTL4 470664.54000000 PA USD 508542.02000000 0.009778361401 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N INTUITIVE SURGICAL INC 54930052SRG011710797 46120E602 18997.00000000 NS USD 14037643.18000000 0.269918989676 Long EC CORP US N 1 N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AS9 1045000.00000000 PA USD 1141382.44000000 0.021946760655 Long DBT CORP US N 2 2027-11-15 Fixed 3.37500000 N N N N N N Freddie Mac N/A 3128M74W3 56456.21000000 PA USD 63316.20000000 0.001217458266 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 2778.00000000 NS USD 858874.26000000 0.016514629239 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BLD8 133640.01000000 PA USD 156383.59000000 0.003006979168 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 071734107 65113.00000000 NS USD 2066686.62000000 0.039738719476 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFRH1 83044.89000000 PA USD 90725.17000000 0.001744484163 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAB5 1310000.00000000 PA USD 1431692.45000000 0.027528907429 Long DBT CORP US N 2 2025-01-15 Fixed 4.35000000 N N N N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 18344.00000000 NS USD 1766160.32000000 0.033960131559 Long EC CORP US N 1 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAG0 2000000.00000000 PA USD 2123674.00000000 0.040834485756 Long DBT CORP ES N 2 2023-04-12 Fixed 3.84800000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBF0 1700000.00000000 PA USD 1968188.60000000 0.037844777188 Long DBT CORP US N 2 2044-08-01 Fixed 4.85000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CM5 2320000.00000000 PA USD 2180800.00000000 0.041932917451 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAD4 945000.00000000 PA USD 978801.71000000 0.018820621472 Long DBT CORP US N 2 2030-05-22 Fixed 3.00000000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 76006.00000000 NS USD 12006667.82000000 0.230866934413 Long EC CORP CH N 1 N N N Towd Point Mortgage Trust N/A 89175JAA8 774523.80000000 PA USD 796471.95000000 0.015314743457 Long ABS-MBS CORP US N 2 2057-10-25 Variable 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419LZY2 580861.62000000 PA USD 639062.10000000 0.012288031128 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36205CKF6 1346.39000000 PA USD 1351.76000000 0.000025991948 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419A3K1 27416.69000000 PA USD 32589.67000000 0.000626641572 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Mill City Mortgage Trust N/A 59980VAA9 992580.63000000 PA USD 1023604.33000000 0.019682096420 Long ABS-MBS CORP US N 2 2062-05-25 Variable 3.25000000 N N N N N N Snowflake Inc 254900CJNSY1K7T53Z16 833445109 1870.00000000 NS USD 428753.60000000 0.008244171549 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417F4U9 1583445.01000000 PA USD 1693276.79000000 0.032558710499 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 2736.00000000 NS USD 434531.52000000 0.008355270707 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C6L0 375087.34000000 PA USD 436333.24000000 0.008389914588 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FGML0 916644.50000000 PA USD 968744.36000000 0.018627236463 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020448 15250000.00000000 PA USD 15650655.78000000 0.300934362110 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 2.00000000 N N N N N N THG PLC 21380066N3SV9O8IDP37 000000000 118295.00000000 NS 1017206.58000000 0.019559079030 Long EC CORP GB N 2 N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 678173.00000000 NS 8283265.31000000 0.159272505720 Long EC CORP NL N 2 N N N Freddie Mac N/A 31292GU38 886.07000000 PA USD 999.09000000 0.000019210729 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.00000000 N N N N N N Tradeweb Markets Inc N/A 892672106 14089.00000000 NS USD 1042586.00000000 0.020047080279 Long EC CORP US N 1 N N N Bunzl PLC 213800Q1Q9DV4L78UM09 000000000 96986.00000000 NS 3104282.94000000 0.059689857057 Long EC CORP GB N 2 N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RCR3 1000000.00000000 PA USD 1028757.40000000 0.019781180819 Long ABS-O CORP US N 2 2023-09-20 Fixed 3.41000000 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AD2 475000.00000000 PA USD 502527.68000000 0.009662716307 Long DBT CORP US N 2 2039-01-15 Fixed 3.70100000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QHR8 1275000.00000000 PA USD 1270789.57000000 0.024435030327 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.32000000 N N N N N N TechnoPro Holdings Inc 3538001DJ8I5PJQNHU53 000000000 60200.00000000 NS 5037222.93000000 0.096856865971 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CJD7 577451.27000000 PA USD 616481.46000000 0.011853845457 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 51765.00000000 NS USD 3010134.75000000 0.057879554287 Long EC CORP US N 1 N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAR2 2000000.00000000 PA USD 2016392.00000000 0.038771643106 Long DBT CORP US N 2 2030-02-06 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LTJW9 799332.34000000 PA USD 869065.87000000 0.016710595830 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK2B0 268803.42000000 PA USD 295762.37000000 0.005686985989 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N Deephaven Residential Mortgage N/A 24381PAA1 468656.19000000 PA USD 470310.36000000 0.009043234364 Long ABS-MBS CORP US N 2 2059-04-25 Variable 3.55800000 N N N N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 000000000 341800.00000000 NS 7791498.26000000 0.149816697250 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9DE2 996202.43000000 PA USD 1058263.53000000 0.020348531385 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 239736.00000000 NS 17343610.56000000 0.333486880929 Long EC CORP KR N 2 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857L108 3818.00000000 NS USD 8895329.12000000 0.171041407601 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61765DAU2 1440000.00000000 PA USD 1579958.21000000 0.030379795119 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.77900000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106B101 19060.00000000 NS USD 2058098.80000000 0.039573590924 Long EC CORP US N 1 N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAA1 625000.00000000 PA USD 644280.00000000 0.012388362094 Long DBT CORP US N 2 2022-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DBD0 97358.18000000 PA USD 113157.04000000 0.002175809252 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 233798.00000000 NS USD 3675304.56000000 0.070669590391 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KHU1 297883.06000000 PA USD 348588.29000000 0.006702734771 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N DALLAS-FORT WORTH TX INTERNATI N/A 2350364W7 1155000.00000000 PA USD 1170051.61000000 0.022498017964 Long DBT MUN US N 2 2038-11-01 Fixed 2.99400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJT2 231686.52000000 PA USD 276887.93000000 0.005324063972 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGFA7 289889.38000000 PA USD 324753.20000000 0.006244428250 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206J4K7 185.36000000 PA USD 185.52000000 0.000003567220 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 7.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAX9 21500000.00000000 PA USD 21496640.63000000 0.413342285872 Long DBT UST US N 2 2022-11-30 Fixed 0.12500000 N N N N N N Freddie Mac N/A 3128M7RU2 61257.22000000 PA USD 71680.57000000 0.001378290271 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAF2 1945000.00000000 PA USD 2061497.72000000 0.039638946129 Long DBT CORP IE N 2 2023-07-03 Fixed 4.12500000 N N N N N N Towd Point Mortgage Trust N/A 89173FAA8 212109.07000000 PA USD 215729.62000000 0.004148098105 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UZH8 2261663.33000000 PA USD 2320953.06000000 0.044627812304 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.00000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 755000.00000000 PA USD 759649.29000000 0.014606708992 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N Otsuka Holdings Co Ltd N/A 000000000 135700.00000000 NS 5754890.44000000 0.110656339767 Long EC CORP JP N 2 N N N Freddie Mac N/A 3128M6M88 18268.09000000 PA USD 21618.63000000 0.000415687925 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BRY6 128745.52000000 PA USD 149175.10000000 0.002868372686 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJGK8 1046130.10000000 PA USD 1104577.39000000 0.021239064799 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 3905000.00000000 PA USD 4387633.59000000 0.084366414682 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Sanofi 549300E9PC51EN656011 80105N105 42390.00000000 NS USD 2096609.40000000 0.040314081483 Long EC CORP FR N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36189MBR8 185724.09000000 PA USD 201544.23000000 0.003875338205 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.50000000 N N N N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 780259107 98783.00000000 NS USD 3638177.89000000 0.069955710352 Long EC CORP NL N 1 N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FMT8 1300000.00000000 PA USD 1627766.14000000 0.031299056850 Long DBT MUN US N 2 2039-03-15 Fixed 5.62800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFNV7 7509287.88000000 PA USD 7717740.76000000 0.148398471296 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DD97 103745.38000000 PA USD 121390.19000000 0.002334118129 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8ZH9 2286066.94000000 PA USD 2544994.77000000 0.048935737163 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N CHICAGO IL MET WTR RECLAMATION N/A 167560PL9 500000.00000000 PA USD 665108.65000000 0.012788860105 Long DBT MUN US N 2 2038-12-01 Fixed 5.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DDX4 9627.15000000 PA USD 11264.75000000 0.000216601170 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DD5 525000.00000000 PA USD 578542.13000000 0.011124339407 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N NTT Data Corp 353800SZGJGSLJRRWB43 000000000 531200.00000000 NS 8238335.59000000 0.158408586865 Long EC CORP JP N 2 N N N Verus Securitization Trust N/A 92537FAA3 430773.22000000 PA USD 435831.88000000 0.008380274324 Long ABS-MBS CORP US N 2 2059-12-25 Variable 3.40200000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030645 19505000.00000000 PA USD 20316438.43000000 0.390649090059 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 47787.00000000 NS USD 2667948.21000000 0.051299913818 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXS8 257177.45000000 PA USD 271510.80000000 0.005220671296 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 3.50000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 60345.00000000 NS USD 1987160.85000000 0.038209579918 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FKN5 184166.15000000 PA USD 206554.41000000 0.003971675084 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.50000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138H101 13697.00000000 NS USD 3402745.71000000 0.065428766951 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184Q2S2 34487.22000000 PA USD 36921.79000000 0.000709940559 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N GlaxoSmithKline PLC 5493000HZTVUYLO1D793 37733W105 168222.00000000 NS USD 6003843.18000000 0.115443259565 Long EC CORP GB N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203N3J5 151.31000000 PA USD 168.96000000 0.000003248801 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0Y36 64666.33000000 PA USD 68954.52000000 0.001325873163 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 775000.00000000 PA USD 858334.20000000 0.016504244843 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAP36 2778189.19000000 PA USD 3000562.45000000 0.057695495930 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N PICC P&C 300300F1000311000017 000000000 4622000.00000000 NS 4021591.41000000 0.077328072551 Long EC CORP CN N 2 N N N FLEETCOR TECHNOLOGIES INC 549300DG6RR0NQSFLN74 339041105 10364.00000000 NS USD 2784081.32000000 0.053532947620 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCP5 645000.00000000 PA USD 713057.18000000 0.013710825324 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N Roku Inc 549300KR6ITU0YIR1T71 77543R102 2400.00000000 NS USD 781848.00000000 0.015033550827 Long EC CORP US N 1 N N N Freddie Mac N/A 3128M75T9 78831.12000000 PA USD 91636.29000000 0.001762003385 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206FY63 365.25000000 PA USD 366.70000000 0.000007050990 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 7.50000000 N N N N N N HIGH STREET FNDG TRUST I N/A 42981CAA6 1800000.00000000 PA USD 1988573.40000000 0.038236740750 Long DBT CORP US N 2 2028-02-15 Fixed 4.11100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K3B27 274461.62000000 PA USD 291051.30000000 0.005596400466 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46591LBH3 1726736.34000000 PA USD 1771761.34000000 0.034067829243 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBC8 2835000.00000000 PA USD 2867225.45000000 0.055131661826 Long DBT CORP US N 2 2021-08-13 Fixed 3.40000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 000000000 320206.00000000 NS 18259871.09000000 0.351104946395 Long EC CORP NL N 2 N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAD1 750000.00000000 PA USD 1052622.75000000 0.020240069187 Long DBT CORP US N 2 2037-06-15 Fixed 6.25000000 N N N N N N CHARTER COMMUNICATIONS INC 0J0XRGZE3PBRFEZ7MV65 16119P108 6796.00000000 NS USD 4193267.92000000 0.080629107457 Long EC CORP US N 1 N N N Mill City Mortgage Trust N/A 59980TAA4 51327.70000000 PA USD 51745.74000000 0.000994978835 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.50000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UBP3 200000.00000000 PA USD 205371.00000000 0.003948920208 Long DBT CORP US N 2 2022-09-15 Fixed 2.75000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 28651.00000000 NS USD 993903.19000000 0.019110996158 Long EC CORP US N 1 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAN2 505000.00000000 PA USD 582044.32000000 0.011191680311 Long DBT CORP US N 2 2045-02-15 Fixed 4.50000000 N N N N N N Moncler SpA 815600EBD7FB00525B20 000000000 102628.00000000 NS 5877382.20000000 0.113011639135 Long EC CORP IT N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHWG3 168483.74000000 PA USD 185509.82000000 0.003567024930 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 1599.00000000 NS USD 756550.86000000 0.014547131676 Long EC CORP US N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 9707.00000000 NS USD 1791038.57000000 0.034438496198 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 1900000.00000000 PA USD 2210249.10000000 0.042499171431 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JVEF5 94670.41000000 PA USD 99960.98000000 0.001922072415 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 96324.00000000 NS USD 6156066.84000000 0.118370250655 Long EC CORP US N 1 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAL6 435000.00000000 PA USD 476861.36000000 0.009169198479 Long DBT CORP US N 2 2024-11-15 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371FMW9 180.16000000 PA USD 195.52000000 0.000003759502 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 7.50000000 N N N N N N OMNICOM GP/OMNICOM CAP N/A 68217FAA0 830000.00000000 PA USD 909594.51000000 0.017489889720 Long DBT CORP US N 2 2026-04-15 Fixed 3.60000000 N N N N N N XP Inc 5493008KDA8NBZRJST80 000000000 31005.00000000 NS USD 1167958.35000000 0.022457768285 Long EC CORP BR N 1 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063P105 847.00000000 NS USD 111617.66000000 0.002146209704 Long EC CORP US N 1 N N N Freddie Mac N/A 3128MJQ94 310001.46000000 PA USD 335272.49000000 0.006446695546 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERA59 64302.59000000 PA USD 70298.07000000 0.001351707247 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 731011AU6 1030000.00000000 PA USD 1140611.70000000 0.021931940691 Long DBT NUSS PL N 2 2026-04-06 Fixed 3.25000000 N N N N N N TransDigm Group Inc N/A 893641100 400.00000000 NS USD 235168.00000000 0.004521863688 Long EC CORP US N 1 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BN9 1200000.00000000 PA USD 1432027.20000000 0.027535344078 Long DBT CORP US N 2 2044-03-01 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGC0 876721.64000000 PA USD 975046.11000000 0.018748407943 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 10028.00000000 NS USD 1147804.88000000 0.022070252789 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RAB5 67020.29000000 PA USD 77781.38000000 0.001495598031 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BV1 810000.00000000 PA USD 850110.39000000 0.016346115557 Long DBT CORP US N 2 2023-07-15 Fixed 3.00000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062X103 5074.00000000 NS USD 1419451.50000000 0.027293535664 Long EC CORP US N 1 N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAE7 2125000.00000000 PA USD 2257081.50000000 0.043399675450 Long DBT CORP FR N 2 2023-04-24 Fixed 3.75000000 N N N N N N Alexandria Real Estate Equitie MGCJBT4MKTQBVLNUIS88 015271109 2771.00000000 NS USD 455275.30000000 0.008754136818 Long EC CORP US N 1 N N N Freddie Mac N/A 3133A1CC4 3613339.78000000 PA USD 3814030.89000000 0.073337051755 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AVS3 502484.53000000 PA USD 551077.63000000 0.010596245766 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAE9 2130000.00000000 PA USD 2170727.73000000 0.041739245557 Long DBT CORP US N 2 2029-12-15 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAND6 292632.84000000 PA USD 317344.81000000 0.006101978045 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 1402260.00000000 NS 3799526.50000000 0.073058158052 Long EC CORP IT N 2 N N N Freddie Mac N/A 31292SAY6 293642.80000000 PA USD 319389.72000000 0.006141298039 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807108 672.00000000 NS USD 400001.28000000 0.007691315414 Long EC CORP US N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 132867.00000000 NS 21831588.25000000 0.419782734744 Long EC CORP DE N 2 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 2803.00000000 NS USD 277076.55000000 0.005327690801 Long EC CORP US N 1 N N N SMB Private Education Loan Tru N/A 78448YAH4 3500938.66000000 PA USD 3453518.10000000 0.066405029991 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMWT4 522014.37000000 PA USD 573943.96000000 0.011035924750 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Opendoor Technologies Inc N/A 683712103 27221.00000000 NS USD 576812.99000000 0.011091091110 Long EC CORP US N 1 N N N NEW YORK CITY NY MUNI WTR FIN N/A 64972FL20 245000.00000000 PA USD 355407.12000000 0.006833848782 Long DBT MUN US N 2 2042-06-15 Fixed 6.01100000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAE3 1095000.00000000 PA USD 1143430.76000000 0.021986146217 Long DBT CORP US N 2 2022-09-15 Fixed 3.62500000 N N N N N N FIRST AMERICAN FINANCIAL 549300B6VEZK3N0A1P55 31847RAF9 415000.00000000 PA USD 461754.73000000 0.008878724768 Long DBT CORP US N 2 2024-11-15 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31379FGP3 1839.15000000 PA USD 2065.94000000 0.000039724363 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.00000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDP5 600000.00000000 PA USD 607070.40000000 0.011672887459 Long DBT CORP US N 2 2023-05-05 Fixed 1.10000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211K100 41840.00000000 NS USD 1917108.80000000 0.036862603199 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A56A2 413445.98000000 PA USD 469493.28000000 0.009027523365 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Verus Securitization Trust N/A 92537MAA8 2208496.59000000 PA USD 2248819.32000000 0.043240808377 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.69200000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 502661.40000000 0.009665287505 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.36.V1 Y Default Event 2026-06-20 462283.10000000 USD 0.00000000 USD 21200000.00000000 USD 40378.30000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XAS6 32606.76000000 PA USD 38854.14000000 0.000747096223 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9NN7 748663.24000000 PA USD 795447.38000000 0.015295042792 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TZ73 940592.90000000 PA USD 1030928.21000000 0.019822921647 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203XG75 255.81000000 PA USD 259.57000000 0.000004991070 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 8.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36207AUG5 9996.26000000 PA USD 11162.58000000 0.000214636622 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 6.50000000 N N N N N N WPP FINANCE 2010 549300OJB3S151W7KN44 92936MAF4 1310000.00000000 PA USD 1426939.77000000 0.027437521819 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAL9 590000.00000000 PA USD 657126.07000000 0.012635369244 Long DBT CORP CA N 2 2026-12-01 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UK27 105616.72000000 PA USD 116654.64000000 0.002243061899 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.50000000 N N N N N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 000000000 16300.00000000 NS 7084527.83000000 0.136222909336 Long EC CORP JP N 2 N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 89400PAG8 395000.00000000 PA USD 425272.01000000 0.008177226747 Long DBT CORP AU N 2 2027-03-22 Fixed 3.37500000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 46491.00000000 NS USD 2378479.56000000 0.045733944905 Long EC CORP US N 1 N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 000000000 303900.00000000 NS 5859807.08000000 0.112673700738 Long EC CORP SG N 2 N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 668771108 139376.00000000 NS USD 2963133.76000000 0.056975808582 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BL89 158130.75000000 PA USD 185880.75000000 0.003574157256 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZP6 765000.00000000 PA USD 785081.25000000 0.015095720492 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 983919101 23481.00000000 NS USD 2909295.90000000 0.055940601989 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CB71 19813.98000000 PA USD 19844.01000000 0.000381565128 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CHP4 57154.95000000 PA USD 67171.65000000 0.001291591734 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 312938BW2 38138.66000000 PA USD 42495.91000000 0.000817121004 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UH70 525132.79000000 PA USD 578744.05000000 0.011128221971 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FGNN5 246877.31000000 PA USD 261006.35000000 0.005018689347 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8UK7 722675.92000000 PA USD 812033.42000000 0.015613962935 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BWU6 41561.70000000 PA USD 45489.02000000 0.000874673202 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132CWG73 226745.60000000 PA USD 242316.68000000 0.004659320130 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETRW8 693357.71000000 PA USD 746558.27000000 0.014354991887 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.50000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 44484.00000000 NS USD 7005340.32000000 0.134700273918 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKF59 17613.59000000 PA USD 19590.13000000 0.000376683466 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.50000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 21807.00000000 NS USD 2774504.61000000 0.053348804466 Long EC CORP US N 1 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 7751.00000000 NS USD 1132498.61000000 0.021775940355 Long EC CORP US N 1 N N N Accenture PLC N/A 000000000 18151.00000000 NS USD 5014213.75000000 0.096414440235 Long EC CORP IE N 1 N N N Pinterest Inc N/A 72352L106 27300.00000000 NS USD 2021019.00000000 0.038860612112 Long EC CORP US N 1 N N N Liberty Broadband Corp 549300MIX43II8JLN536 530307305 14492.00000000 NS USD 2175973.80000000 0.041840118182 Long EC CORP US N 1 N N N PHILADELPHIA PA AUTH FOR INDL 549300DIY68KQZEW7M79 71783DAD7 805000.00000000 PA USD 865063.06000000 0.016633628891 Long DBT MUN US N 2 2026-04-15 Fixed 3.96400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B6G6 1916240.76000000 PA USD 2024867.79000000 0.038934617520 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERTD2 905522.33000000 PA USD 957347.03000000 0.018408086015 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SJS7 2663249.63000000 PA USD 2820709.07000000 0.054237234312 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 000000000 145829.00000000 NS 6498197.28000000 0.124948812421 Long EC CORP DE N 2 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 72457.00000000 NS USD 16800604.59000000 0.323045838873 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417KXK8 76760.09000000 PA USD 86066.63000000 0.001654908699 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31292SBG4 552450.99000000 PA USD 599050.25000000 0.011518674194 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857W308 320594.00000000 NS USD 5908547.42000000 0.113610891059 Long EC CORP GB N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJGD4 1466984.48000000 PA USD 1556388.18000000 0.029926585232 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 256539.00000000 NS 28598041.81000000 0.549889639813 Long EC CORP CH N 2 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 5300.00000000 NS USD 582523.00000000 0.011200884479 Long EC CORP US N 1 N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2N8 2665000.00000000 PA USD 2696993.33000000 0.051858399979 Long DBT CORP US N 2 2021-09-07 Fixed 3.15000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 1735000.00000000 PA USD 1750946.39000000 0.033667594660 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N THK Co Ltd N/A 000000000 96400.00000000 NS 3344601.23000000 0.064310751690 Long EC CORP JP N 2 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CX6 447000.00000000 PA USD 400053.38000000 0.007692317204 Long DBT CORP US N 2 2053-09-01 Fixed 2.77000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDA6 1455000.00000000 PA USD 1486796.12000000 0.028588453305 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N T ROWE PRICE LIMITED DURATION INFLATION FOCUSED BOND FUND 5493009ZRV6DHHWWGU69 872798202 3092064.45940000 NS USD 16449782.92000000 0.316300160164 Long EC RF US N 1 N N N Freddie Mac N/A 3128M75Q5 209138.00000000 PA USD 241314.26000000 0.004640045370 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 741503AW6 1515000.00000000 PA USD 1645135.47000000 0.031633038270 Long DBT CORP US N 2 2025-03-15 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJV2 96325.22000000 PA USD 111866.18000000 0.002150988303 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 1445000.00000000 PA USD 1616820.62000000 0.031088593907 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N Fannie Mae or Freddie Mac N/A 01F042640 6015000.00000000 PA USD 6547891.41000000 0.125904342433 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKAT2 111144.72000000 PA USD 118088.52000000 0.002270632869 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Evotec SE 529900F9KI6OYITO9B12 000000000 83764.00000000 NS 3018011.36000000 0.058031007532 Long EC CORP DE N 2 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JG85 1242.21000000 PA USD 1435.66000000 0.000027605196 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N STATE GRID OVERSEAS INV 3003006V8BHG5158QO96 857006AL4 1175000.00000000 PA USD 1244118.29000000 0.023922188900 Long DBT CORP VG N 2 2023-05-02 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJ39 3392.13000000 PA USD 3943.99000000 0.000075835935 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3132DMN68 372530.60000000 PA USD 390553.76000000 0.007509656354 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AA8 575000.00000000 PA USD 583917.68000000 0.011227701703 Long DBT CORP US N 2 2031-07-15 Fixed 2.90200000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 10442.00000000 NS USD 2598074.02000000 0.049956357031 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCKG0 3858037.77000000 PA USD 4033412.63000000 0.077555373653 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCR1 1235000.00000000 PA USD 1549417.42000000 0.029792549876 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203MVZ0 1114.89000000 PA USD 1119.20000000 0.000021520231 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 7.50000000 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412F7Y7 750000.00000000 PA USD 1014103.05000000 0.019499403651 Long DBT MUN US N 2 2043-05-15 Fixed 5.77000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 92732.00000000 NS USD 18692916.56000000 0.359431642995 Long EC CORP US N 1 N N N FHLMC Multifamily Structured P N/A 3137B1UF7 425399.18000000 PA USD 429251.85000000 0.008253752013 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 1.78500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H020642 -2935000.00000000 PA USD -2963432.84000000 -0.05698155936 Short ABS-MBS USGA US N 2 2051-04-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9KW4 682792.52000000 PA USD 765199.71000000 0.014713433727 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BN5 1850000.00000000 PA USD 2172717.70000000 0.041777509152 Long DBT CORP US N 2 2025-12-03 Fixed 5.20000000 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259YBF5 700000.00000000 PA USD 884358.58000000 0.017004647529 Long DBT MUN US N 2 2039-11-15 Fixed 5.87100000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AF1 1400000.00000000 PA USD 1469983.20000000 0.028265170662 Long DBT NUSS MA N 2 2022-12-11 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QA3Y4 1544959.40000000 PA USD 1684763.13000000 0.032395007912 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 35336.00000000 NS USD 109332410.88000000 2.102268415373 Long EC CORP US N 1 N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 1000000.00000000 PA USD 1098361.00000000 0.021119534641 Long DBT CORP FR N 2 2025-03-15 Fixed 4.50000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 13697.00000000 NS USD 1160135.90000000 0.022307356441 Long EC CORP US N 1 N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AP0 2140000.00000000 PA USD 2382258.70000000 0.045806611067 Long DBT CORP US N 2 2028-05-01 Fixed 3.95000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFD1 2000000.00000000 PA USD 2145004.00000000 0.041244623838 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage S N/A 05493BAA6 2590000.00000000 PA USD 2602978.23000000 0.050050656294 Long ABS-MBS CORP US N 2 2037-10-15 Floating 2.24600000 N N N N N N Morgan Stanley BAML Trust N/A 61763UBC5 1670000.00000000 PA USD 1799924.16000000 0.034609350339 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.46400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VKA7 2407415.98000000 PA USD 2470696.47000000 0.047507112584 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCCH7 762971.17000000 PA USD 819340.48000000 0.015754464743 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENZ93 1586138.80000000 PA USD 1730769.09000000 0.033279620955 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132H7DB7 266793.19000000 PA USD 291287.99000000 0.005600951595 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 5450000.00000000 PA USD 5226039.06000000 0.100487465381 Long DBT UST US N 2 2028-01-31 Fixed 0.75000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 113536.00000000 NS USD 15053738.24000000 0.289456696148 Long EC CORP US N 1 N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 511716.00000000 NS 6074365.13000000 0.116799271629 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384VQL9 533.69000000 PA USD 613.64000000 0.000011799209 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 73998.00000000 NS USD 20729799.72000000 0.398597294778 Long EC CORP GB N 1 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 641420.00000000 NS USD 78349453.00000000 1.506521067979 Long EC CORP US N 1 N N N Freddie Mac N/A 31335APZ5 2477118.43000000 PA USD 2683376.39000000 0.051596570366 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAV6 665000.00000000 PA USD 734007.05000000 0.014113654180 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N Kirin Holdings Co Ltd 353800GBVL72LLMTYM96 497350108 147800.00000000 NS 2836006.77000000 0.054531381960 Long EC CORP JP N 2 N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AN3 738000.00000000 PA USD 786311.69000000 0.015119379671 Long DBT CORP AU N 2 2026-09-15 Fixed 3.70000000 N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 1430000.00000000 PA USD 1403799.54000000 0.026992576224 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NF78 607565.13000000 PA USD 659914.33000000 0.012688982540 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184BZ34 62277.84000000 PA USD 67496.03000000 0.001297828986 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.50000000 N N N N N N Freddie Mac N/A 312944LP4 26787.07000000 PA USD 29669.25000000 0.000570487074 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 2750000.00000000 PA USD 2841498.00000000 0.054636968577 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 590188JB5 700000.00000000 PA USD 894667.20000000 0.017202864015 Long DBT CORP US N 2 2028-06-01 Fixed 6.75000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BD4 2105000.00000000 PA USD 2301973.27000000 0.044262864594 Long DBT CORP US N 2 2024-02-15 Fixed 4.35000000 N N N N N N Aptiv PLC N/A 000000000 18622.00000000 NS USD 2567973.80000000 0.049377583168 Long EC CORP IE N 1 N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 59562VBD8 1350000.00000000 PA USD 1677746.25000000 0.032260085751 Long DBT CORP US N 2 2043-11-15 Fixed 5.15000000 N N N N N N Navient Student Loan Trust N/A 63940YAB2 1911170.08000000 PA USD 1961552.15000000 0.037717170021 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.13000000 N N N N N N Freddie Mac N/A 312945AM0 139018.01000000 PA USD 152964.82000000 0.002941242282 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac - STACR N/A 35566CAA3 635427.04000000 PA USD 635797.24000000 0.012225253659 Long ABS-MBS CORP US N 2 2050-12-25 Floating 0.91667000 N N N N N N Freddie Mac N/A 3133KHDK9 1003537.78000000 PA USD 1093157.85000000 0.021019487291 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N HILTON WORLDWIDE HOLDINGS INC 549300HVGPK36ICB0B89 43300A203 55179.00000000 NS USD 6672244.68000000 0.128295435338 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380UPK3 259174.66000000 PA USD 275033.53000000 0.005288407148 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DQW6 730729.45000000 PA USD 776976.62000000 0.014939882826 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BJ6 1085000.00000000 PA USD 1105987.16000000 0.021266172176 Long DBT CORP US N 2 2022-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFS42 3467162.60000000 PA USD 3564618.37000000 0.068541291203 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N MID-ATLANTIC INTERSTATE N/A 59524QAA3 2640000.00000000 PA USD 2853631.44000000 0.054870273116 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 000000000 294252.00000000 NS 2026085.82000000 0.038958038078 Long EC CORP GB N 2 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 15867.00000000 NS USD 1517043.87000000 0.029170063908 Long EC CORP US N 1 N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AG6 1370000.00000000 PA USD 1557809.19000000 0.029953908735 Long DBT CORP US N 2 2028-09-15 Fixed 4.50000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 3003.00000000 NS USD 692912.22000000 0.013323473460 Long EC CORP US N 1 N N N HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 4042Q1AA5 950000.00000000 PA USD 1222666.15000000 0.023509702283 Long DBT CORP US N 2 2034-11-01 Fixed 5.87500000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 44399.00000000 NS USD 6030716.17000000 0.115959979517 Long EC CORP US N 1 N N N APT PIPELINES LTD 261700SS8OEHDOCOUJ33 00205GAD9 620000.00000000 PA USD 685126.04000000 0.013173759023 Long DBT CORP AU N 2 2027-07-15 Fixed 4.25000000 N N N N N N UNIV OF CALIFORNIA CA REVENUES N/A 91412GXY6 365000.00000000 PA USD 413524.16000000 0.007951336420 Long DBT MUN US N 2 2045-05-15 Fixed 4.13100000 N N N N N N Freddie Mac N/A 3128MJMS6 469127.21000000 PA USD 529154.66000000 0.010174705923 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9VD0 605403.01000000 PA USD 641378.03000000 0.012332562356 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.00000000 N N N N N N FACEBOOK INC BQ4BKCS1HXDV9HN80Z93 30303M102 247080.00000000 NS USD 72772472.40000000 1.399285619001 Long EC CORP US N 1 N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAG2 565000.00000000 PA USD 578460.00000000 0.011122760193 Long DBT CORP US N 2 2022-10-15 Fixed 2.37500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBC0 660000.00000000 PA USD 687820.98000000 0.013225577942 Long DBT CORP IT N 2 2023-01-12 Fixed 3.37500000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DR5 1975000.00000000 PA USD 2095032.60000000 0.040283762415 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 920000.00000000 PA USD 975568.00000000 0.018758442962 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJMU9 1285923.25000000 PA USD 1359519.42000000 0.026141148025 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBV9 2120000.00000000 PA USD 2717977.80000000 0.052261894132 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SEG8 471204.43000000 PA USD 499296.02000000 0.009600577215 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N PING AN 529900M9MC28JLN35U89 000000000 357000.00000000 NS 4270204.18000000 0.082108455329 Long EC CORP CN N 2 N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696106 15553.00000000 NS USD 6273147.02000000 0.120621494934 Long EC CORP US N 1 N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508104 67201.00000000 NS USD 12700316.99000000 0.244204578115 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2990000.00000000 PA USD 3335718.75000000 0.064139957348 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NNA2 383524.18000000 PA USD 416888.77000000 0.008016031905 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 3.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 915000.00000000 PA USD 1084278.66000000 0.020848756210 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD5K3 49339.80000000 PA USD 53297.06000000 0.001024807968 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.50000000 N N N N N N Towd Point Mortgage Trust N/A 89172EAU8 156845.17000000 PA USD 157474.68000000 0.003027958894 Long ABS-MBS CORP US N 2 2055-02-25 Variable 2.75000000 N N N N N N Citrix Systems Inc HCTKJGUQOPZ5NBK7NP58 177376100 15530.00000000 NS USD 2179790.80000000 0.041913512325 Long EC CORP US N 1 N N N JPMBB Commercial Mortgage Secu N/A 46644YAU4 2425000.00000000 PA USD 2648743.60000000 0.050930643218 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80140000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516106 77920.00000000 NS USD 16914094.40000000 0.325228046702 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9CU3 1156160.08000000 PA USD 1243085.85000000 0.023902336910 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128KWU43 40709.16000000 PA USD 47386.92000000 0.000911166454 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J93L3 703683.84000000 PA USD 756702.73000000 0.014550051867 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402Q6Z9 476902.14000000 PA USD 557014.77000000 0.010710406442 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N CoStar Group Inc N/A 22160N109 4975.00000000 NS USD 4088902.75000000 0.078622350277 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204FUK8 862.32000000 PA USD 881.61000000 0.000016951797 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.50000000 N N N N N N GS Mortgage Securities Trust N/A 36255NAT2 1250000.00000000 PA USD 1399052.75000000 0.026901303868 Long ABS-MBS CORP US N 2 2051-03-10 Variable 3.99200000 N N N N N N Air Liquide SA 969500MMPQVHK671GT54 000000000 41633.00000000 NS 6797667.80000000 0.130707099561 Long EC CORP FR N 2 N N N Freddie Mac N/A 3132GUKV5 1161929.21000000 PA USD 1286758.94000000 0.024742092998 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132DMNJ0 397165.82000000 PA USD 414690.17000000 0.007973756725 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAD0 740000.00000000 PA USD 904484.98000000 0.017391642517 Long DBT CORP US N 2 2033-02-01 Fixed 4.95000000 N N N N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 257.00000000 NS USD 1210709.01000000 0.023279787680 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBS4 1400000.00000000 PA USD 1427605.20000000 0.027450316858 Long DBT CORP US N 2 2022-01-14 Fixed 3.45000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625H100 112752.00000000 NS USD 17164236.96000000 0.330037844629 Long EC CORP US N 1 N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 17401QAE1 1085000.00000000 PA USD 1085000.00000000 0.020862626300 Long DBT CORP US N 2 2021-05-13 Fixed 2.55000000 N N N N N N Ellington Financial Mortgage T N/A 31573TAC2 651660.46000000 PA USD 663547.27000000 0.012758837535 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.04600000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 461202103 49204.00000000 NS USD 18848084.24000000 0.362415242370 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 11097.00000000 NS USD 3911470.56000000 0.075210643849 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJJ0 1080000.00000000 PA USD 1143448.92000000 0.021986495402 Long DBT CORP US N 2 2023-05-01 Fixed 3.37500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 700000.00000000 PA USD 987109.90000000 0.018980373235 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAC6 2600000.00000000 PA USD 2885526.80000000 0.055483564338 Long DBT CORP US N 2 2028-04-04 Fixed 3.95000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2000000.00000000 PA USD 2244375.00000000 0.043155351983 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 5388.00000000 NS USD 2228746.20000000 0.042854837869 Long EC CORP US N 1 N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466L302 96845.00000000 NS USD 20518550.15000000 0.394535340091 Long EC CORP US N 1 N N N MVW Owner Trust N/A 55400DAA9 1542836.24000000 PA USD 1573568.61000000 0.030256934440 Long ABS-O CORP US N 2 2038-10-20 Fixed 2.22000000 N N N N N N CHICAGO IL O'HARE INTERNATIONA N/A 167593T44 975000.00000000 PA USD 974797.10000000 0.018743619922 Long DBT MUN US N 2 2030-01-01 Fixed 2.34600000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 741503AZ9 2020000.00000000 PA USD 2206322.78000000 0.042423675259 Long DBT CORP US N 2 2026-06-01 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388MWB0 21057.30000000 PA USD 23892.85000000 0.000459417143 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130H204 18445.00000000 NS USD 1899220.17000000 0.036518636560 Long EP CORP US N 2 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 113306.00000000 NS USD 5972359.26000000 0.114837879605 Long EC CORP US N 1 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BP7 2940000.00000000 PA USD 3267075.00000000 0.062820059741 Long DBT CORP US N 2 2027-02-15 Fixed 4.18500000 N N N N N N Mitsubishi UFJ Financial Group 353800V2V8PUY9TK3E06 000000000 814100.00000000 NS 4353229.68000000 0.083704888490 Long EC CORP JP N 2 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 756.00000000 NS USD 209827.80000000 0.004034616570 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184BAH0 147052.48000000 PA USD 159599.20000000 0.003068809647 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.50000000 N N N N N N CarMax Inc N/A 143130102 6967.00000000 NS USD 924242.22000000 0.017771539213 Long EC CORP US N 1 N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203101 43294.00000000 NS USD 2427927.52000000 0.046684741505 Long EC CORP US N 1 N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 000000000 16626.00000000 NS 7076883.46000000 0.136075921654 Long EC CORP CH N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JACW6 892092.28000000 PA USD 958905.07000000 0.018438044361 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 166300.00000000 NS 12941469.87000000 0.248841520435 Long EC CORP JP N 2 N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AL9 1500000.00000000 PA USD 1653702.00000000 0.031797757454 Long DBT CORP US N 2 2043-01-15 Fixed 4.15000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 4185000.00000000 PA USD 4572766.41000000 0.087926190571 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N Omron Corp 549300ZHW0TR2QZ0NY83 000000000 47100.00000000 NS 3689456.66000000 0.070941710182 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UKW1 366528.93000000 PA USD 389913.86000000 0.007497352212 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 3.50000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 290000.00000000 NS 3548663.45000000 0.068234506379 Long EC CORP HK N 2 N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AD0 780000.00000000 PA USD 873416.70000000 0.016794254577 Long DBT CORP US N 2 2024-12-15 Fixed 4.95000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 929089100 9400.00000000 NS USD 598216.00000000 0.011502633045 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 90072.00000000 NS USD 10640205.36000000 0.204592284038 Long EC CORP IE N 1 N N N BAYLOR SCOTT & WHITE HOL 549300JQDKSBWYRGGV95 072863AF0 1850000.00000000 PA USD 2078060.60000000 0.039957420946 Long DBT CORP US N 2 2046-11-15 Fixed 3.96700000 N N N N N N Great Wolf Trust N/A 39152TAJ9 1130000.00000000 PA USD 1118764.18000000 0.021511851617 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.73900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374UC61 523.69000000 PA USD 563.52000000 0.000010835490 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 7.00000000 N N N N N N GM Financial Securitized Term N/A 38013RAD7 603998.24000000 PA USD 608857.83000000 0.011707256568 Long ABS-O CORP US N 2 2022-12-16 Fixed 2.81000000 N N N N N N MISSISSIPPI POWER CO LNZ0J6YZ5SC6ILIRU850 605417CB8 1435000.00000000 PA USD 1581634.04000000 0.030412018359 Long DBT CORP US N 2 2028-03-30 Fixed 3.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FP67 16073.83000000 PA USD 17835.42000000 0.000342943504 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 4200.00000000 NS USD 791574.00000000 0.015220564563 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BF2 1645000.00000000 PA USD 1874150.15000000 0.036036584525 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FP75 593939.57000000 PA USD 674737.46000000 0.012974005049 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.50000000 N N N N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 29416.00000000 NS 1982157.00000000 0.038113364754 Long EC CORP DK N 2 N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AW4 3420000.00000000 PA USD 3454832.70000000 0.066430307418 Long DBT CORP JP N 2 2021-07-26 Fixed 3.53500000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 22266.00000000 NS USD 1575542.16000000 0.030294882307 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LS37 505081.81000000 PA USD 549837.37000000 0.010572397766 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MNJ5 14870.05000000 PA USD 16495.80000000 0.000317184987 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 4.00000000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAH8 2065000.00000000 PA USD 2315406.03000000 0.044521152752 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N Towd Point Mortgage Trust N/A 89172PAJ8 286142.84000000 PA USD 289871.60000000 0.005573716927 Long ABS-MBS CORP US N 2 2055-08-25 Variable 2.75000000 N N N N N N Freddie Mac N/A 312942NF8 510007.57000000 PA USD 561358.68000000 0.010793932130 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WBX5 5455000.00000000 PA USD 5513090.02000000 0.106006946402 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6BM2 4877048.52000000 PA USD 5156263.21000000 0.099145799497 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.00000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 000000000 551363.00000000 NS 5993978.44000000 0.115253578105 Long EC CORP SE N 2 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAA6 3370000.00000000 PA USD 3496236.83000000 0.067226435429 Long DBT CORP GB N 2 2023-05-21 Fixed 2.37500000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470M109 4347.00000000 NS USD 157361.40000000 0.003025780720 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 472019.00000000 NS USD 36656995.54000000 0.704849031554 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GH25 243700.94000000 PA USD 257805.61000000 0.004957144792 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELN41 1530749.93000000 PA USD 1663904.62000000 0.031993935747 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAF4 1825000.00000000 PA USD 1992188.25000000 0.038306247907 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620M106 57665.00000000 NS USD 8108275.65000000 0.155907764815 Long EC CORP US N 1 N N N Samsonite International SA 549300UULS5HYFJSEL12 000000000 1101600.00000000 NS 2142330.09000000 0.041193209289 Long EC CORP US N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EH7F3 40569.05000000 PA USD 48264.39000000 0.000928038647 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BRQH1 1152599.73000000 PA USD 1194276.81000000 0.022963825609 Long ABS-MBS USGSE US N 2 2025-06-25 Fixed 2.20600000 N N N N N N IAC/InterActiveCorp 549300TO56L57RP6P031 44891N109 1200.00000000 NS USD 259572.00000000 0.004991109340 Long EC CORP US N 1 N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 116073.00000000 NS USD 10238799.33000000 0.196873957772 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEAQ5 785759.10000000 PA USD 833065.92000000 0.016018380619 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Unilever PLC 549300MKFYEKVRWML317 000000000 341259.00000000 NS 19042187.82000000 0.366147510069 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410K5N0 556.55000000 PA USD 647.08000000 0.000012442201 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 411219.00000000 NS 8026890.25000000 0.154342867868 Long EC CORP NO N 2 N N N Freddie Mac N/A 31287UEV0 8446.35000000 PA USD 8840.50000000 0.000169987140 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFL3 940000.00000000 PA USD 947595.20000000 0.018220575614 Long DBT CORP US N 2 2025-09-01 Fixed 1.45000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 000000000 139201.00000000 NS 8821580.62000000 0.169623354701 Long EC CORP DE N 2 N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 1583.00000000 NS USD 297509.02000000 0.005720570972 Long EC CORP US N 1 N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAC1 370000.00000000 PA USD 384945.78000000 0.007401824842 Long DBT CORP US N 2 2022-09-01 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERN63 1225707.58000000 PA USD 1302611.12000000 0.025046902314 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132A5GA7 195618.95000000 PA USD 205616.60000000 0.003953642660 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384AVV7 420.45000000 PA USD 459.78000000 0.000008840754 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CJA3 349369.68000000 PA USD 367815.52000000 0.007072440314 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448108 34568.00000000 NS USD 4889643.60000000 0.094019177112 Long EC CORP US N 1 N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 478000.00000000 PA USD 508098.70000000 0.009769837144 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 894832.54000000 PA USD 891967.55000000 0.017150954532 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N INVESCO FINANCE PLC 549300OYQ3LAJYXXO449 46132FAA8 480000.00000000 PA USD 500951.52000000 0.009632409544 Long DBT CORP GB N 2 2022-11-30 Fixed 3.12500000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738108 168898.00000000 NS USD 20105617.92000000 0.386595385435 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411FFM1 4310.37000000 PA USD 4285.32000000 0.000082399105 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 2.23000000 N N N N N N UNITED CONTINENTAL HOLDINGS INC 98450079DA0B78DD6764 910047109 27611.00000000 NS USD 1588736.94000000 0.030548594533 Long EC CORP US N 1 N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127AW2 1000000.00000000 PA USD 1308915.00000000 0.025168114749 Long DBT CORP US N 2 2037-05-15 Fixed 6.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGA61 1627394.40000000 PA USD 1751143.36000000 0.033671382043 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46591LAC5 2000418.40000000 PA USD 2057795.20000000 0.039567753234 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BD8 1800000.00000000 PA USD 2204130.60000000 0.042381523524 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179N2K3 367464.98000000 PA USD 403377.74000000 0.007756238753 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.00000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 12900.00000000 NS USD 2485572.00000000 0.047793142652 Long EC CORP US N 1 N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAG3 1600000.00000000 PA USD 1610998.40000000 0.030976642939 Long DBT CORP US N 2 2021-06-25 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C2A1 19025.62000000 PA USD 20691.61000000 0.000397862974 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAJ3 2740000.00000000 PA USD 2930484.80000000 0.056348026968 Long DBT CORP US N 2 2023-07-26 Fixed 3.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VL32 1325220.51000000 PA USD 1360036.96000000 0.026151099401 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.00000000 N N N N N N SMB Private Education Loan Tru N/A 78449XAA0 1900279.42000000 PA USD 1904113.42000000 0.036612725082 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.29000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAH8 1280000.00000000 PA USD 1377384.96000000 0.026484670683 Long DBT CORP HK N 2 2029-04-09 Fixed 3.60000000 N N N N N N UNITED AIR 2019-1 AA PTT N/A 90931CAA6 1065865.68000000 PA USD 1134801.61000000 0.021820222962 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 1620000.00000000 PA USD 1611276.30000000 0.030981986463 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N COLT Funding LLC N/A 19685TAC2 569555.81000000 PA USD 569019.80000000 0.010941241884 Long ABS-MBS CORP US N 2 2049-05-25 Variable 3.54100000 N N N N N N MAXIM INTEGRATED PRODUCTS INC SO0H5YEO14Y4PVKQH532 57772K101 24543.00000000 NS USD 2242493.91000000 0.043119181958 Long EC CORP US N 1 N N N Zalando SE 529900YRFFGH5AXU4S86 000000000 69487.00000000 NS 6808863.18000000 0.130922366869 Long EC CORP DE N 2 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 18359.00000000 NS USD 1555741.66000000 0.029914153799 Long EC CORP US N 1 N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AF8 820000.00000000 PA USD 881535.26000000 0.016950360091 Long DBT CORP US N 2 2024-05-15 Fixed 3.60000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 2940000.00000000 PA USD 3118872.54000000 0.059970389197 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6GM3 958871.76000000 PA USD 1034776.48000000 0.019896917056 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAE3 565000.00000000 PA USD 614457.84000000 0.011814934832 Long DBT CORP US N 2 2027-03-15 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELB36 155692.68000000 PA USD 169236.93000000 0.003254126107 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 1000000.00000000 PA USD 1002824.62000000 0.019282539439 Long DBT NUSS ID N 2 2021-05-05 Fixed 4.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLV5 316433.57000000 PA USD 352231.51000000 0.006772787432 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 5.00000000 N N N N N N AHS HOSPITAL CORP 549300D7W3C9Z4RGJG34 001306AB5 1600000.00000000 PA USD 2046288.00000000 0.039346490181 Long DBT CORP US N 2 2045-07-01 Fixed 5.02400000 N N N N N N Apartment Income REIT Corp N/A 03750L109 12431.00000000 NS USD 531549.56000000 0.010220755603 Long EC CORP US N 1 N N N ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 452308AR0 1200000.00000000 PA USD 1364332.80000000 0.026233700788 Long DBT CORP US N 2 2042-09-01 Fixed 3.90000000 N N N N N N Direct Line Insurance Group PL 213800FF2R23ALJQOP04 000000000 424433.00000000 NS 1832186.82000000 0.035229704090 Long EC CORP GB N 2 N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAC7 2720000.00000000 PA USD 2857357.28000000 0.054941914413 Long DBT CORP US N 2 2024-10-01 Fixed 2.40000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BL3 840000.00000000 PA USD 948612.00000000 0.018240126875 Long DBT CORP US N 2 2043-03-31 Fixed 4.70000000 N N N N N N HCA HEALTHCARE INC 529900PH4ZGUH2MNEU89 40412C101 92785.00000000 NS USD 17475126.90000000 0.336015706969 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 51761.00000000 NS USD 7777607.86000000 0.149549609485 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FU22 1219757.42000000 PA USD 1298557.03000000 0.024968949351 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 16700000.00000000 PA USD 15202218.75000000 0.292311713100 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9WP6 955422.78000000 PA USD 1009743.51000000 0.019415577426 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 75477.00000000 NS USD 9596145.78000000 0.184516869428 Long EC CORP US N 1 N N N Wix.com Ltd 5493008P6N29Q1AG9464 000000000 6848.00000000 NS USD 1912098.56000000 0.036766265167 Long EC CORP IL N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31372MDP8 129.34000000 PA USD 145.17000000 0.000002791361 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A26K3 5398291.22000000 PA USD 5803959.31000000 0.111599847138 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Starwood Mortgage Residential N/A 85573EAA5 1295527.30000000 PA USD 1298326.16000000 0.024964510130 Long ABS-MBS CORP US N 2 2055-11-25 Variable 1.02700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGG1 1187101.53000000 PA USD 1300623.72000000 0.025008688135 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Panasonic Corp 254900GE1G59KGWPHX32 000000000 418500.00000000 NS 5419347.77000000 0.104204449139 Long EC CORP JP N 2 N N N AUSGRID FINANCE PTY LTD 549300DN8D7YR73BKB57 052113AA5 1705000.00000000 PA USD 1790142.59000000 0.034421268091 Long DBT CORP AU N 2 2023-05-01 Fixed 3.85000000 N N N N N Homeward Opportunities Fund I N/A 43800KAA5 512362.56000000 PA USD 518642.74000000 0.009972580339 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.67500000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891160MJ9 305000.00000000 PA USD 334737.50000000 0.006436408636 Long DBT CORP CA N 2 2031-09-15 Fixed 3.62500000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 32055.00000000 NS USD 16031026.05000000 0.308248208007 Long EC CORP US N 1 N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 69369EAE9 1250000.00000000 PA USD 1327444.44000000 0.025524403028 Long DBT CORP ID N 2 2023-05-20 Fixed 4.30000000 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170302 1298.00000000 NS USD 342568.16000000 0.006586978345 Long EC CORP US N 1 N N N Freddie Mac N/A 3137FRZF1 1045015.23000000 PA USD 174866.47000000 0.003362372180 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 4.50000000 N N N N N N 2021-05-24 T. Rowe Price Balanced Fund, Inc. Alan S. Dupski Alan S. Dupski Treasurer & Vice President XXXX