NPORT-P false 0000914036 XXXXXXXX S000025132 C000074973 C000074972 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1300 S Clinton Street FORT WAYNE 46802 260-455-2000 LVIP BlackRock Advantage Allocation Fund S000025132 ZX5Q7LQ8MDYX4KUUBW26 2020-12-31 2020-09-30 N 94204623.69 18140758.14 76063865.55 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 229212.79000000 0.00000000 0.00000000 714565.46000000 USD N Nippon Telegraph & Telephone Corp 353800VHQU5VIXVUA841 000000000 1900.00000000 NS 38791.68000000 0.050998828049 Long EC CORP JP N 2 N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 363.00000000 NS 13021.28000000 0.017118877545 Long EC CORP GB N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 45000.00000000 PA USD 45896.38000000 0.060339268413 Long DBT CORP US N 2 2041-06-19 Fixed 2.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7K53 76012.16000000 PA USD 85994.70000000 0.113055916075 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Konica Minolta Inc 549300SVK6KRUOL1A740 000000000 3100.00000000 NS 8792.55000000 0.011559430928 Long EC CORP JP N 2 N N N Repsol SA BSYCX13Y0NOTV14V9N85 000000000 3267.00000000 NS 22070.58000000 0.029015853770 Long EC CORP ES N 2 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCA4 100000.00000000 PA USD 106974.54000000 0.140637790659 Long DBT CORP CA N 2 2024-06-12 Fixed 2.65000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 5685.00000000 NS USD 1195726.05000000 1.572002739216 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 1526.00000000 NS USD 90720.70000000 0.119269115951 Long EC CORP US N 1 N N N Prosper Marketplace Issuance Trust N/A 74362GAA9 12224.21000000 PA USD 12277.45000000 0.016140975627 Long ABS-O CORP US N 2 2026-02-17 Fixed 2.48000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAJ9 25000.00000000 PA USD 28517.04000000 0.037490916079 Long DBT US N 2 2026-02-15 Fixed 4.40000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AJ1 10000.00000000 PA USD 11424.35000000 0.015019418113 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Dunkin' Brands Group Inc 549300311IRV47UCTO62 265504100 578.00000000 NS USD 47343.98000000 0.062242405980 Long EC CORP US N 1 N N N Feng TAY Enterprise Co Ltd N/A 000000000 2640.00000000 NS 15936.94000000 0.020952051128 Long EC CORP TW N 2 N N N IG Group Holdings PLC 2138003A5Q1M7ANOUD76 000000000 1454.00000000 NS 14852.53000000 0.019526393896 Long EC CORP GB N 2 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 633.00000000 NS USD 37790.10000000 0.049682066151 Long EC CORP US N 1 N N N Nexans SA 96950015FU78G84UIV14 000000000 366.00000000 NS 21144.82000000 0.027798771265 Long EC CORP FR N 2 N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AW1 20000.00000000 PA USD 24878.87000000 0.032707869656 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 60000.00000000 PA USD 62096.40000000 0.081637186791 Long DBT US N 2 2030-01-15 Fixed 4.00000000 N N N N N N CONNECTICUT LIGHT & PWR 549300O45IUXEDS1VZ32 207597EL5 10000.00000000 PA USD 12632.58000000 0.016607859604 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Covestro AG 3912005AWHKLQ1CPLV11 000000000 588.00000000 NS 29158.94000000 0.038334812185 Long EC CORP DE N 2 N N N Drive Auto Receivables Trust N/A 26208RAF2 180000.00000000 PA USD 185240.57000000 0.243532942561 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.42000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAY1 85000.00000000 PA USD 85259.53000000 0.112089399327 Long DBT CORP US N 2 2026-02-24 Fixed 0.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWX1 19331.58000000 PA USD 20539.43000000 0.027002874297 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61770KAX3 50000.00000000 PA USD 54501.43000000 0.071652195961 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.70000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CJ3 40000.00000000 PA USD 46303.65000000 0.060874700050 Long DBT CORP US N 2 2024-08-15 Fixed 5.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017DD8 35000.00000000 PA USD 39788.63000000 0.052309502958 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BE2 15000.00000000 PA USD 16194.47000000 0.021290621877 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466L302 1192.00000000 NS USD 299573.44000000 0.393844617064 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAA4 35000.00000000 PA USD 43949.73000000 0.057780037449 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 58.00000000 NS USD 11349.44000000 0.014920935082 Long EC CORP US N 1 N N N Fuji Media Holdings Inc 353800TG2T8DSPV7H313 000000000 500.00000000 NS 4814.94000000 0.006330127932 Long EC CORP JP N 2 N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEX8 40000.00000000 PA USD 40098.18000000 0.052716463606 Long DBT CORP US N 2 2020-12-09 Fixed 2.75000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 6400.00000000 NS 432277.57000000 0.568308705946 Long EC CORP KY N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJNJ3 98622.32000000 PA USD 109723.32000000 0.144251569660 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AS2 60000.00000000 PA USD 76131.55000000 0.100088983710 Long DBT CORP US N 2 2047-04-15 Fixed 4.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2.00000000 NC USD 202.11000000 0.000265710924 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUZ0 Comdty 2020-12-31 441719.77000000 USD 202.11000000 N N N NV Energy Inc 549300WSWTEW6DURBO45 67073YAA4 45000.00000000 PA USD 45319.28000000 0.059580563875 Long DBT CORP US N 2 2020-11-15 Fixed 6.25000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AG0 70000.00000000 PA USD 79618.76000000 0.104673565331 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N Naspers Ltd 21380044BQ8812EEKT59 000000000 225.00000000 NS 39740.36000000 0.052246043127 Long EC CORP ZA N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD -225.85000000 -0.00029692153 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYZ0 Comdty 2020-12-21 697882.10000000 USD -225.85000000 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAJ1 20000.00000000 PA USD 24506.25000000 0.032217991845 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 324.00000000 NS USD 143052.48000000 0.188068906261 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JE8 10000.00000000 PA USD 10009.66000000 0.013159546819 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N Freddie Mac N/A 31283H4Z5 787.45000000 PA USD 927.88000000 0.001219869636 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N NATIONAL OILWELL VARCO I 549300EHF3IW1AR6U008 637071AM3 2000.00000000 PA USD 1939.72000000 0.002550120199 Long DBT CORP US N 2 2029-12-01 Fixed 3.60000000 N N N N N N Tatneft PJSC 253400PAT768SVJMV121 000000000 1504.00000000 NS 8922.93000000 0.011730839519 Long EC CORP RU N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYS0 39112.10000000 PA USD 41737.42000000 0.054871547348 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 000000000 5403.00000000 NS 66503.27000000 0.087430831340 Long EC CORP ES N 2 N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBE9 2000.00000000 PA USD 1989.84000000 0.002616012196 Long DBT CORP US N 2 2050-04-01 Fixed 2.55000000 N N N N N N Freddie Mac - STACR 5493008J93RJW7PJFN93 35564WAA1 61118.65000000 PA USD 61099.06000000 0.080325999156 Long ABS-MBS USGSE US N 2 2048-11-25 Floating 1.10000000 N N N N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413106 35.00000000 NS USD 7242.55000000 0.009521669649 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 70000.00000000 PA USD 70421.78000000 0.092582436470 Long DBT CORP US N 2 2026-06-19 Fixed 1.32000000 N N N N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 501.00000000 NS USD 17409.75000000 0.022888331895 Long EC CORP US N 1 N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 250.00000000 NS USD 52092.50000000 0.068485212555 Long EC CORP US N 1 N N N UMBS, TBA N/A 01F0406A0 25000.00000000 PA USD 26660.16000000 0.035049704359 Long ABS-MBS USGSE US N 2 2050-10-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BL71 698.19000000 PA USD 826.23000000 0.001086231936 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AY2 87000.00000000 PA USD 89721.61000000 0.117955627617 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N Avant Loans Funding Trust N/A 05354NAA8 58388.36000000 PA USD 58613.35000000 0.077058074259 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.72000000 N N N N N N Gjensidige Forsikring ASA 5967007LIEEXZX6FAO47 000000000 723.00000000 NS 14673.07000000 0.019290460580 Long EC CORP NO N 2 N N N L'Oreal SA 529900JI1GG6F7RKVI53 000000000 1062.00000000 NS 345605.35000000 0.454362064695 Long EC CORP FR N 2 N N N Housing Development Finance Corp Ltd 335800OX2H9AP7NHLT64 000000000 2908.00000000 NS 68927.45000000 0.090617863688 Long EC CORP IN N 2 N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 962.00000000 NS USD 192246.08000000 0.252742979350 Long EC CORP US N 1 N N N Legend Holdings Corp 5299003ONUYCE70HZ185 000000000 1400.00000000 NS 1706.01000000 0.002242865239 Long EC CORP CN N 2 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 2.00000000 NC USD -5636.54000000 -0.00741027287 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI EAFE MFSZ0 Index 2020-12-18 190956.54000000 USD -5636.54000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGQ9 39262.20000000 PA USD 42373.64000000 0.055707976045 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CQ0 25000.00000000 PA USD 29611.11000000 0.038929273165 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAY5 10000.00000000 PA USD 12373.29000000 0.016266975009 Long DBT CORP CA N 2 2048-05-15 Fixed 4.88000000 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AJ6 21000.00000000 PA USD 26897.25000000 0.035361402954 Long DBT CORP US N 2 2043-03-18 Fixed 4.20000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HET5 85000.00000000 PA USD 86603.32000000 0.113856059475 Long DBT CORP US N 2 2022-01-21 Fixed 1.75000000 N N N N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 000000000 479.00000000 NS 32161.41000000 0.042282113546 Long EC CORP CH N 2 N N N INDIANA MICHIGAN POWER JHR9V15J0ZRG02MIRD06 454889AQ9 15000.00000000 PA USD 19132.04000000 0.025152600202 Long DBT CORP US N 2 2046-03-15 Fixed 4.55000000 N N N N N N Marlette Funding Trust N/A 57109JAA6 57455.14000000 PA USD 57890.24000000 0.076107412608 Long ABS-O CORP US N 2 2030-03-15 Fixed 2.24000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAH7 25000.00000000 PA USD 30595.31000000 0.040223185843 Long DBT CORP US N 2 2046-11-21 Fixed 3.80000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 1300.00000000 NS 86281.00000000 0.113432310304 Long EC CORP JP N 2 N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CR0 15000.00000000 PA USD 19519.94000000 0.025662566395 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N Turkiye Is Bankasi AS 789000FIRX9MDN0KTM91 000000000 15685.00000000 NS 10858.97000000 0.014276121679 Long EC CORP TR N 2 N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 000000000 2949.00000000 NS 43290.75000000 0.056913686527 Long EC CORP IN N 2 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 285.00000000 NS USD 62201.25000000 0.081775031482 Long EC CORP US N 1 N N N Santander Drive Auto Receivables Trust N/A 80284RAG4 135343.76000000 PA USD 136333.93000000 0.179236131393 Long ABS-O CORP US N 2 2022-08-15 Fixed 2.80000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAF4 25000.00000000 PA USD 29739.75000000 0.039098394204 Long DBT CORP BM N 2 2028-08-01 Fixed 4.75000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAP0 25000.00000000 PA USD 28558.69000000 0.037545672696 Long DBT CORP US N 2 2027-12-15 Fixed 3.45000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AT1 30000.00000000 PA USD 39295.67000000 0.051661415990 Long DBT US N 2 2047-03-15 Fixed 4.65000000 N N N N N N thyssenkrupp AG 549300UDG16DOYUPR330 000000000 2697.00000000 NS 13570.53000000 0.017840968115 Long EC CORP DE N 2 N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AT2 20000.00000000 PA USD 19906.86000000 0.026171244198 Long DBT CORP US N 2 2031-01-15 Fixed 1.50000000 N N N N N N ALS Ltd 549300RYCQ8DMIO2J661 000000000 2439.00000000 NS 16283.01000000 0.021407024060 Long EC CORP AU N 2 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7G3 20000.00000000 PA USD 20523.42000000 0.026981826195 Long DBT CORP CA N 2 2023-04-17 Fixed 1.60000000 N N N N N N Innolux Corp 3003007EXL0825P1MJ10 000000000 102000.00000000 NS 33295.80000000 0.043773478719 Long EC CORP TW N 2 N N N Marlette Funding Trust 549300FK0U6W6777SM18 57109XAA5 41196.97000000 PA USD 41608.66000000 0.054702268546 Long ABS-O CORP US N 2 2029-04-16 Fixed 3.44000000 N N N N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 000000000 48260.00000000 NS 16750.10000000 0.022021100135 Long EC CORP ES N 2 N N N Aptiv Corp N/A 247126AJ4 35000.00000000 PA USD 38456.13000000 0.050557685600 Long DBT CORP US N 2 2024-03-15 Fixed 4.15000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 000000000 117.00000000 NS 9336.80000000 0.012274948074 Long EC CORP CA N 1 N N N WF-RBS Commercial Mortgage Trust N/A 92937FAD3 10000.00000000 PA USD 10484.66000000 0.013784022050 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.20000000 N N N N N N First International Bank Of Israel Ltd 2138002RV6AUUX19F397 000000000 562.00000000 NS 11664.75000000 0.015335468314 Long EC CORP IL N 2 N N N Engie SA LAXUQCHT4FH58LRZDY46 000000000 2335.00000000 NS 31203.79000000 0.041023145187 Long EC CORP FR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFM9 19859.37000000 PA USD 22324.61000000 0.029349823123 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 4.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208GAG4 134674.04000000 PA USD 137681.03000000 0.181007143148 Long ABS-O CORP US N 2 2024-05-15 Fixed 3.81000000 N N N N N N BASF SE 529900PM64WH8AF1E917 000000000 925.00000000 NS 56328.84000000 0.074054663923 Long EC CORP DE N 2 N N N Sony Corp 529900R5WX9N2OI2N910 000000000 1200.00000000 NS 91970.43000000 0.120912116857 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9G96 18622.42000000 PA USD 22069.56000000 0.029014512791 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GRK2 30000.00000000 PA USD 30274.67000000 0.039801645342 Long DBT CORP CA N 2 2023-06-23 Fixed 0.95000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAC3 40000.00000000 PA USD 42922.58000000 0.056429659062 Long DBT CORP US N 2 2027-02-01 Fixed 2.15000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BR3 20000.00000000 PA USD 20767.72000000 0.027303003666 Long DBT CORP US N 2 2023-04-24 Fixed 2.50000000 N N N N N N KDDI Corp 5299003FU7V4I45FU310 000000000 5000.00000000 NS 125757.75000000 0.165331789399 Long EC CORP JP N 2 N N N Ubiquiti Inc N/A 90353W103 58.00000000 NS USD 9666.28000000 0.012708110388 Long EC CORP US N 1 N N N RTL Group SA 5493000C8J3C3SZYS040 000000000 238.00000000 NS 9367.65000000 0.012315506097 Long EC CORP LU N 2 N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CQ2 10000.00000000 PA USD 12830.32000000 0.016867825356 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N Universal Robina Corp N/A 000000000 30300.00000000 NS 84034.92000000 0.110479423300 Long EC CORP PH N 2 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCL8 80000.00000000 PA USD 84792.33000000 0.111475178636 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N Bendigo & Adelaide Bank Ltd 549300Y9URD6W70K0360 000000000 4567.00000000 NS 19891.06000000 0.026150472180 Long EC CORP AU N 2 N N N Freddie Mac N/A 31292H7J7 850.94000000 PA USD 1001.72000000 0.001316945954 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBD4 60000.00000000 PA USD 71155.52000000 0.093547073219 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BM7 10000.00000000 PA USD 13615.72000000 0.017900378716 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BJ0 55000.00000000 PA USD 57534.46000000 0.075639674087 Long DBT CORP US N 2 2022-12-15 Fixed 2.90000000 N N N N N N CompuGroup Medical SE & Co KgaA 529900CUXZGOCJZR7O57 000000000 96.00000000 NS 8883.41000000 0.011678883180 Long EC CORP DE N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 9.00000000 NC USD -8419.71000000 -0.01106926388 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USZ0 Comdty 2020-12-21 1594950.96000000 USD -8419.71000000 N N N Sumitomo Chemical Co Ltd 353800RSAU9BD8U4DM91 000000000 10800.00000000 NS 35747.77000000 0.046997046155 Long EC CORP JP N 2 N N N SSE PLC 549300KI75VYLLMSK856 000000000 1942.00000000 NS 30225.60000000 0.039737133764 Long EC CORP GB N 2 N N N Aflac Inc 549300N0B7DOGLXWPP39 001055102 552.00000000 NS USD 20065.20000000 0.026379411373 Long EC CORP US N 1 N N N Accenture PLC N/A 000000000 147.00000000 NS USD 33220.53000000 0.043674522402 Long EC CORP IE N 1 N N N Catalent Inc N/A 148806102 109.00000000 NS USD 9336.94000000 0.012275132130 Long EC CORP US N 1 N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 000000000 9695.00000000 NS 124551.05000000 0.163745359375 Long EC CORP AU N 2 N N N Under Armour Inc 549300D4549QKWETZ406 904311206 1640.00000000 NS USD 16137.60000000 0.021215855759 Long EC CORP US N 1 N N N Fanniemae-Aces N/A 3136BBN73 100000.00000000 PA USD 101457.54000000 0.133384675188 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 1.27000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HBA6 15000.00000000 PA USD 17287.91000000 0.022728150712 Long DBT CORP CA N 2 2030-04-15 Fixed 4.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXF23 19956.85000000 PA USD 22434.20000000 0.029493899419 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 4.00000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBM2 40000.00000000 PA USD 43453.01000000 0.057127007266 Long DBT CORP US N 2 2025-04-15 Fixed 2.65000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 35000.00000000 PA USD 39294.00000000 0.051659220466 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 45000.00000000 PA USD 65113.02000000 0.085603090940 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 227.00000000 NS USD 24559.13000000 0.032287512371 Long EC CORP US N 1 N N N Santander Drive Auto Receivables Trust N/A 80285LAF8 94744.93000000 PA USD 96232.92000000 0.126515947229 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.49000000 N N N N N N Skechers USA Inc 529900D2R54KZPA4XR56 830566105 5058.00000000 NS USD 152852.76000000 0.200953184399 Long EC CORP US N 1 N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAA9 5000.00000000 PA USD 5373.94000000 0.007065036678 Long DBT CORP CA N 2 2030-02-01 Fixed 2.60000000 N N N N N N Telekomunikasi Indonesia Persero Tbk PT 529900M5SQZAOKV1PC81 000000000 297200.00000000 NS 51315.66000000 0.067463912896 Long EC CORP ID N 2 N N N Bank N/A 06540YAH2 30000.00000000 PA USD 30862.14000000 0.040573983161 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 1.84000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523100 138.00000000 NS USD 23378.58000000 0.030735461353 Long EC CORP US N 1 N N N Banco do Brasil SA QE0Q0253K88YAGNPE356 000000000 665.00000000 NS 3516.89000000 0.004623601462 Long EC CORP BR N 1 N N N HUMANA INC 529900YLDW34GJAO4J06 444859BL5 20000.00000000 PA USD 23659.90000000 0.031105308452 Long DBT CORP US N 2 2049-08-15 Fixed 3.95000000 N N N N N N Daimler AG 529900R27DL06UVNT076 000000000 991.00000000 NS 53459.56000000 0.070282465416 Long EC CORP DE N 2 N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAG6 35000.00000000 PA USD 37740.30000000 0.049616594853 Long DBT US N 2 2024-09-01 Fixed 3.20000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BT5 35000.00000000 PA USD 36208.37000000 0.047602589926 Long DBT CORP US N 2 2022-06-06 Fixed 2.89000000 N N N N N N Fannie Mae - CAS N/A 20754CAA7 107116.57000000 PA USD 106937.19000000 0.140588687186 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 0.95000000 N N N N N N Vale SA 254900SMTWBX7RU2SR20 000000000 2021.00000000 NS 21297.17000000 0.027999063479 Long EC CORP BR N 1 N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAB1 20000.00000000 PA USD 21610.16000000 0.028410546642 Long DBT CORP US N 2 2027-06-17 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8LN1 127378.48000000 PA USD 135657.75000000 0.178347167895 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBB1 30000.00000000 PA USD 32014.65000000 0.042089170420 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N TEGNA Inc 549300YC5EDBGX85AO10 87901J105 427.00000000 NS USD 5017.25000000 0.006596101793 Long EC CORP US N 1 N N N EDP - Energias de Portugal SA 529900CLC3WDMGI9VH80 000000000 12059.00000000 NS 59293.27000000 0.077951954678 Long EC CORP PT N 2 N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AH8 40000.00000000 PA USD 47766.01000000 0.062797242362 Long DBT CORP US N 2 2050-04-03 Fixed 4.13000000 N N N N N N Givaudan SA 213800SVRMQA1TD91D41 000000000 12.00000000 NS 51813.68000000 0.068118652168 Long EC CORP CH N 2 N N N Vestas Wind Systems A/S 549300DYMC8BGZZC8844 000000000 274.00000000 NS 44280.17000000 0.058214461860 Long EC CORP DK N 2 N N N Rightmove PLC 2138001JXGCFKBXYB828 000000000 3289.00000000 NS 26589.48000000 0.034956782445 Long EC CORP GB N 2 N N N Freddie Mac N/A 31335CEA8 30992.42000000 PA USD 32815.90000000 0.043142561533 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Inventec Corp 391200XSJU5WEVAXB086 000000000 31000.00000000 NS 24148.69000000 0.031747913185 Long EC CORP TW N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9Q53 18157.26000000 PA USD 19980.76000000 0.026268399397 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 4735.00000000 NS USD 276524.00000000 0.363541871032 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 61691ABK8 70000.00000000 PA USD 77123.75000000 0.101393413866 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.54000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q3C1 65000.00000000 PA USD 67130.25000000 0.088255112351 Long DBT CORP US N 2 2022-11-18 Fixed 1.95000000 N N N N N N Toro Co/The YJKE4YIT6BWQHVEW0D14 891092108 466.00000000 NS USD 39120.70000000 0.051431385608 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8C52 72379.40000000 PA USD 80489.69000000 0.105818563674 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 3232.00000000 NS USD 405745.28000000 0.533427110318 Long EC CORP US N 1 N N N NORTHWESTERN UNIVERSITY OBWWNZE695DUK77DTI34 668444AS1 5000.00000000 PA USD 5170.02000000 0.006796946174 Long DBT CORP US N 2 2050-12-01 Fixed 2.64000000 N N N N N N Board of Regents of the University of Texas System TEHUYFNKZR6XVWLGEU86 91514AKD6 5000.00000000 PA USD 5075.35000000 0.006672484974 Long DBT MUN US N 2 2049-08-15 Fixed 2.44000000 N N N N N N Uni-President Enterprises Corp 254900DAXBDMVEXU5959 000000000 33000.00000000 NS 71470.09000000 0.093960633584 Long EC CORP TW N 2 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7C2 50000.00000000 PA USD 52988.20000000 0.069662775638 Long DBT CORP CA N 2 2024-11-01 Fixed 2.25000000 N N N N N N Wendy's Co/The 529900M0JIUCMWVKHG76 95058W100 490.00000000 NS USD 10924.55000000 0.014362338701 Long EC CORP US N 1 N N N Wipro Ltd 335800IFS1IJHESG8362 000000000 3304.00000000 NS 14060.41000000 0.018485005854 Long EC CORP IN N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETY75 92459.10000000 PA USD 104660.84000000 0.137596004677 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BE7 10000.00000000 PA USD 10278.28000000 0.013512697422 Long DBT CORP US N 2 2030-06-01 Fixed 1.70000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 2281.00000000 NS USD 449425.43000000 0.590852735067 Long EC CORP US N 1 N N N Evergy Inc 549300PGTHDQY6PSUI61 391164AE0 20000.00000000 PA USD 20355.15000000 0.026760604201 Long DBT CORP US N 2 2021-06-01 Fixed 4.85000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286HAE9 130000.00000000 PA USD 131578.73000000 0.172984542724 Long ABS-O CORP US N 2 2023-09-15 Fixed 2.28000000 N N N N N N Freddie Mac - STACR 549300BL200YC56BUV20 35563WAA2 283.43000000 PA USD 282.72000000 0.000371687657 Long ABS-MBS USGSE US N 2 2048-09-25 Floating 0.90000000 N N N N N N Essent Group Ltd 254900QUO860OUT6ZF83 000000000 266.00000000 NS USD 9844.66000000 0.012942623844 Long EC CORP BM N 1 N N N EBAY INC OML71K8X303XQONU6T67 278642AW3 25000.00000000 PA USD 26496.36000000 0.034834359006 Long DBT CORP US N 2 2030-03-11 Fixed 2.70000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 149.00000000 NS USD 21922.37000000 0.028821004351 Long EC CORP US N 1 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 924.00000000 NS 54015.37000000 0.071013180318 Long EC CORP CA N 1 N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AU9 75000.00000000 PA USD 83891.23000000 0.110290516256 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAM6 50000.00000000 PA USD 50121.74000000 0.065894284543 Long DBT CORP US N 2 2023-06-15 Fixed 0.70000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 569.00000000 NS USD 205181.40000000 0.269748846599 Long EC CORP US N 1 N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 173.00000000 NS USD 47076.76000000 0.061891095935 Long EC CORP US N 1 N N N Freddie Mac N/A 3132A5GA7 23944.81000000 PA USD 25187.52000000 0.033113647088 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N IDP Education Ltd N/A 000000000 985.00000000 NS 13559.87000000 0.017826953576 Long EC CORP AU N 2 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 4096.00000000 NS USD 150323.20000000 0.197627610578 Long EC CORP US N 1 N N N MGIC Investment Corp 254900S8483WM4M98R28 552848103 898.00000000 NS USD 7956.28000000 0.010459999557 Long EC CORP US N 1 N N N Hella GmbH & Co KGaA 529900PLX4ADJFWIY024 000000000 276.00000000 NS 13921.11000000 0.018301870276 Long EC CORP DE N 1 N N N Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd 529900ROARJHMUIME057 000000000 2000.00000000 NS 5015.16000000 0.006593354102 Long EC CORP CN N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJG5 20000.00000000 PA USD 19995.15000000 0.026287317710 Long DBT CORP US N 2 2025-09-25 Fixed 0.98000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAN3 3000.00000000 PA USD 3940.27000000 0.005180212669 Long DBT CORP US N 2 2036-07-15 Fixed 8.10000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 653.00000000 NS USD 65332.65000000 0.085891835140 Long EC CORP US N 1 N N N Veeva Systems Inc 549300YZEXPDB92M2F02 922475108 80.00000000 NS USD 22495.20000000 0.029574095186 Long EC CORP US N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 235.00000000 NS USD 92850.85000000 0.122069591557 Long EC CORP US N 1 N N N AIR PRODUCTS & CHEMICALS 7QEON6Y1RL5XR3R1W237 009158BA3 20000.00000000 PA USD 20983.04000000 0.027586081575 Long DBT CORP US N 2 2050-05-15 Fixed 2.80000000 N N N N N N CDK Global Inc 5493000L10CYRTHIJ385 12508E101 414.00000000 NS USD 18046.26000000 0.023725141852 Long EC CORP US N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 1983.00000000 NS USD 231495.42000000 0.304343485998 Long EC CORP US N 1 N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 1360698A2 10000.00000000 PA USD 10363.30000000 0.013624471915 Long DBT CORP CA N 2 2023-07-22 Fixed 2.61000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 10000.00000000 PA USD 12987.50000000 0.017074467496 Long DBT CORP KY N 2 2036-11-21 Fixed 6.88000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAA0 70000.00000000 PA USD 71249.41000000 0.093670508966 Long DBT CORP US N 2 2025-08-05 Fixed 1.20000000 N N N N N N Johnson Matthey PLC 2138001AVBSD1HSC6Z10 000000000 774.00000000 NS 23520.25000000 0.030921712734 Long EC CORP GB N 2 N N N UMBS, TBA N/A 01F0324A9 175000.00000000 PA USD 185059.08000000 0.243294340436 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 3.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DF4 25000.00000000 PA USD 27308.16000000 0.035901620043 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N Epiroc AB 5493004Q73OEYW1SPE91 000000000 1193.00000000 NS 17282.09000000 0.022720499247 Long EC CORP SE N 2 N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AY3 30000.00000000 PA USD 31035.06000000 0.040801318438 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAG2 35000.00000000 PA USD 38062.50000000 0.050040186262 Long DBT CORP BM N 2 2023-08-01 Fixed 4.13000000 N N N N N N Guotai Junan Securities Co Ltd 300300E1005431000017 000000000 6200.00000000 NS 8653.98000000 0.011377255070 Long EC CORP CN N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8AM5 30499.16000000 PA USD 33452.24000000 0.043979147993 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Fraser & Neave Holdings Bhd N/A 000000000 300.00000000 NS 2321.08000000 0.003051488355 Long EC CORP MY N 2 N N N GLAXOSMITHKLINE CAPITAL 549300U0LV41VX7LEP38 377373AE5 40000.00000000 PA USD 40686.05000000 0.053489327298 Long DBT CORP GB N 2 2021-05-14 Fixed 3.13000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 32363.00000000 NS 20212.70000000 0.026573327366 Long EC CORP MX N 1 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 1198.00000000 NS USD 137410.60000000 0.180651612965 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAW5 10000.00000000 PA USD 12594.92000000 0.016558348578 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351W103 1684.00000000 NS USD 84974.64000000 0.111714858803 Long EC CORP US N 1 N N N Drive Auto Receivables Trust N/A 26208JAG8 80000.00000000 PA USD 83064.95000000 0.109204218585 Long ABS-O CORP US N 2 2024-08-15 Fixed 4.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7EF0 135232.13000000 PA USD 144766.69000000 0.190322551915 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Marlette Funding Trust 549300W2612MGSLICQ35 57109MAA9 49239.28000000 PA USD 49649.75000000 0.065273766513 Long ABS-O CORP US N 2 2029-09-17 Fixed 2.69000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 40000.00000000 PA USD 43806.69000000 0.057591984950 Long DBT CORP US N 2 2025-03-19 Fixed 2.99000000 N N N N N N Umicore SA 529900F3AIQECS8ZSV61 000000000 700.00000000 NS 29116.16000000 0.038278569974 Long EC CORP BE N 2 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 2449.00000000 NS USD 364607.12000000 0.479343400921 Long EC CORP US N 1 N N N United Mexican States 254900EGTWEU67VP6075 91086QAV0 20000.00000000 PA USD 25008.60000000 0.032878423702 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Wix.com Ltd 5493008P6N29Q1AG9464 000000000 20.00000000 NS USD 5097.00000000 0.006700947898 Long EC CORP IL N 1 N N N Nippon Electric Glass Co Ltd 529900NCIGSAX4V03234 000000000 1100.00000000 NS 20556.56000000 0.027025394845 Long EC CORP JP N 2 N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AF3 35000.00000000 PA USD 37061.15000000 0.048723726742 Long DBT CORP US N 2 2029-12-01 Fixed 3.70000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92939HBA2 30000.00000000 PA USD 33158.73000000 0.043593274888 Long ABS-MBS CORP US N 2 2057-10-15 Variable 4.21000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH62 17699.23000000 PA USD 19235.90000000 0.025289143354 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BY7 30000.00000000 PA USD 38260.88000000 0.050300993413 Long DBT CORP US N 2 2047-08-15 Fixed 4.10000000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161C501 656.00000000 NS USD 13887.52000000 0.018257710017 Long EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BK7 30000.00000000 PA USD 33804.96000000 0.044442863579 Long DBT CORP US N 2 2025-09-15 Fixed 3.35000000 N N N N N N Freddie Mac N/A 3128M6SC3 2430.82000000 PA USD 2870.77000000 0.003774157386 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BG3 5000.00000000 PA USD 5814.94000000 0.007644812629 Long DBT CORP US N 2 2028-03-15 Fixed 4.15000000 N N N N N N Freddie Mac - STACR N/A 35565XAA8 130000.00000000 PA USD 130394.36000000 0.171427469610 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGJ5 239249.97000000 PA USD 261146.19000000 0.343324899558 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 549300YG8OJES76WL398 35564AAK7 53273.23000000 PA USD 52144.82000000 0.068553996859 Long ABS-MBS USGSE US N 2 2047-02-25 Floating 1.40000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 238.00000000 NS USD 24023.72000000 0.031583617038 Long EC CORP US N 1 N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAL6 40000.00000000 PA USD 41289.29000000 0.054282397694 Long ABS-O CORP US N 2 2023-10-16 Fixed 4.00000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609W102 1299.00000000 NS USD 381880.02000000 0.502051818217 Long EC CORP KY N 1 N N N NextEra Energy Inc N/A 65339F101 279.00000000 NS USD 77439.24000000 0.101808183741 Long EC CORP US N 1 N N N Japan Post Insurance Co Ltd 54930042SK2Z708BA841 000000000 900.00000000 NS 14170.75000000 0.018630068163 Long EC CORP JP N 2 N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 228227BD5 55000.00000000 PA USD 60432.05000000 0.079449091316 Long DBT US N 2 2023-01-15 Fixed 5.25000000 N N N N N N WF-RBS Commercial Mortgage Trust 549300GADFYEKC4OLM57 92890PAE4 20000.00000000 PA USD 21069.86000000 0.027700222500 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.34000000 N N N N N N Intertek Group PLC 2138003GAT25WW1RN369 000000000 1405.00000000 NS 114643.10000000 0.150719529136 Long EC CORP GB N 2 N N N Freddie Mac N/A 3131XXV99 1484564.11000000 PA USD 1554434.04000000 2.043590644204 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.00000000 N N N N N N Link REIT 529900XUE70U36QX5M62 000000000 9500.00000000 NS 77846.66000000 0.102343812580 Long EC HK N 2 N N N OneMain Financial Issuance Trust N/A 68269BAA6 140000.00000000 PA USD 149901.85000000 0.197073668181 Long ABS-O CORP US N 2 2036-10-14 Fixed 3.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7WU5 18688.24000000 PA USD 20777.06000000 0.027315282821 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 000000000 435.00000000 NS 4813.99000000 0.006328878982 Long EC CORP MX N 1 N N N Upstart Securitization Trust N/A 91679UAA0 148992.63000000 PA USD 150073.54000000 0.197299386397 Long ABS-O CORP US N 2 2030-04-22 Fixed 2.32000000 N N N N N N Meituan Dianping 21380033K525E5JLIA77 000000000 800.00000000 NS 25201.03000000 0.033131408478 Long EC CORP KY N 2 N N N KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 49338LAE3 55000.00000000 PA USD 64259.70000000 0.084481244195 Long DBT CORP US N 2 2027-04-06 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5V26 94431.03000000 PA USD 98906.36000000 0.130030677884 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CE0 30000.00000000 PA USD 40473.85000000 0.053210351205 Long DBT CORP US N 2 2048-11-01 Fixed 5.40000000 N N N N N N JD.COM INC 549300HVTWB0GJZ16V92 47215PAE6 200000.00000000 PA USD 216542.45000000 0.284685045171 Long DBT CORP KY N 2 2030-01-14 Fixed 3.38000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAQ8 56000.00000000 PA USD 57405.99000000 0.075470776544 Long DBT CORP US N 2 2032-04-20 Fixed 1.75000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 2311.00000000 NS USD 83727.53000000 0.110075302372 Long EC CORP US N 1 N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAS7 22000.00000000 PA USD 23565.85000000 0.030981662356 Long DBT CORP US N 2 2050-08-14 Fixed 2.75000000 N N N N N N Man Group PLC/Jersey 2549003YWC1DW6LALB09 000000000 3850.00000000 NS 5707.21000000 0.007503181647 Long EC CORP JE N 2 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 3704.00000000 NS USD 191793.12000000 0.252147479770 Long EC CORP US N 1 N N N Central Japan Railway Co 353800YAR3OVUITHTG64 000000000 100.00000000 NS 14333.96000000 0.018844637853 Long EC CORP JP N 2 N N N Secom Co Ltd 529900TYCL9N3E9PGE47 000000000 200.00000000 NS 18303.09000000 0.024062792322 Long EC CORP JP N 2 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBU8 10000.00000000 PA USD 9769.14000000 0.012843338856 Long DBT CORP US N 2 2050-09-25 Fixed 3.98000000 N N N N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 8.00000000 NS USD 1765.44000000 0.002320996950 Long EC CORP US N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AE6 40000.00000000 PA USD 43471.84000000 0.057151762779 Long DBT CORP US N 2 2023-09-15 Fixed 3.65000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 20000.00000000 PA USD 20580.00000000 0.027056211055 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAF6 110600.00000000 PA USD 111980.27000000 0.147218747285 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.66000000 N N N N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 000000000 200.00000000 NS 113338.22000000 0.149004023369 Long EC CORP JP N 2 N N N Wells Fargo Commercial Mortgage Trust 549300DT2BKPLXAJ4C66 94989CAZ4 30000.00000000 PA USD 32321.61000000 0.042492726035 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.58000000 N N N N N N UMBS, TBA N/A 01F0506A9 57000.00000000 PA USD 62457.30000000 0.082111656498 Long ABS-MBS USGSE US N 2 2050-10-15 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3128M5B74 1829.40000000 PA USD 2161.42000000 0.002841585796 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCZ0 20000.00000000 PA USD 26651.31000000 0.035038069400 Long DBT CORP US N 2 2049-03-15 Fixed 4.60000000 N N N N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 03073EAR6 35000.00000000 PA USD 37395.01000000 0.049162647374 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 170.00000000 NS USD 39271.70000000 0.051629902998 Long EC CORP US N 1 N N N Huadian Power International Corp Ltd 529900207FCOKWBDRE79 000000000 6000.00000000 NS 1546.86000000 0.002033633169 Long EC CORP CN N 2 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AK4 60000.00000000 PA USD 60150.56000000 0.079079020721 Long DBT CORP GB N 2 2020-11-16 Fixed 2.38000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 40000.00000000 PA USD 44332.00000000 0.058282601968 Long DBT CORP US N 2 2026-04-15 Fixed 5.38000000 N N N N N N Tenaris SA 549300Y7C05BKC4HZB40 000000000 1570.00000000 NS 7821.83000000 0.010283240200 Long EC CORP LU N 2 N N N Donaldson Co Inc OZE6KXY9QQPR8EJ8WL20 257651109 296.00000000 NS USD 13740.32000000 0.018064188429 Long EC CORP US N 1 N N N Conn Funding II, L.P N/A 20826JAA6 2266.40000000 PA USD 2266.94000000 0.002980311326 Long ABS-O CORP US N 2 2023-01-15 Fixed 3.25000000 N N N N N N IGO Ltd 2549005DZO8VGXM5QN07 000000000 3324.00000000 NS 10017.66000000 0.013170064297 Long EC CORP AU N 2 N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AK1 15000.00000000 PA USD 16744.06000000 0.022013159440 Long DBT CORP US N 2 2026-06-30 Fixed 3.25000000 N N N N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 605.00000000 NS USD 199268.85000000 0.261975707596 Long EC CORP US N 1 N N N Netcare Ltd N/A 000000000 18643.00000000 NS 14380.15000000 0.018905363139 Long EC CORP ZA N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CC1 150000.00000000 PA USD 150984.57000000 0.198497103596 Long DBT CORP DE N 2 2024-09-18 Fixed 2.22000000 N N N N N N Orange SA 969500MCOONR8990S771 000000000 2034.00000000 NS 21185.24000000 0.027851910821 Long EC CORP FR N 2 N N N Agricultural Bank of China Ltd 549300E7TSGLCOVSY746 000000000 19000.00000000 NS 5961.34000000 0.007837282469 Long EC CORP CN N 2 N N N Sundrug Co Ltd N/A 000000000 300.00000000 NS 11308.48000000 0.014867085597 Long EC CORP JP N 2 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 1224.00000000 NS USD 73794.96000000 0.097017104595 Long EC CORP US N 1 N N N Gazprom PJSC 213800FD9J2IHTA7YX78 000000000 4611.00000000 NS 10094.61000000 0.013271229284 Long EC CORP RU N 2 N N N ASX Ltd N/A 000000000 171.00000000 NS 9997.62000000 0.013143718016 Long EC CORP AU N 2 N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 751212101 1072.00000000 NS USD 72863.84000000 0.095792975380 Long EC CORP US N 1 N N N Hang Seng Bank Ltd 5493009Z5F07LWZYMK62 000000000 900.00000000 NS 13333.30000000 0.017529085464 Long EC CORP HK N 2 N N N Tate & Lyle PLC 2138008K14474WPKZ244 000000000 1096.00000000 NS 9406.01000000 0.012365937402 Long EC CORP GB N 2 N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 113.00000000 NS USD 13312.53000000 0.017501779463 Long EC CORP US N 1 N N N Freddie Mac N/A 3132DV6V2 173196.58000000 PA USD 181611.91000000 0.238762398790 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 2634.00000000 NS USD 526720.98000000 0.692472011764 Long EC CORP US N 1 N N N NTT DOCOMO Inc 353800TVPXCGWDZIIU09 000000000 2100.00000000 NS 77166.81000000 0.101450024189 Long EC CORP JP N 2 N N N LB BADEN-WUERTTEMBERG B81CK4ESI35472RHJ606 514886AC4 60000.00000000 PA USD 69689.20000000 0.091619324755 Long DBT CORP DE N 2 2023-02-01 Fixed 7.63000000 N N N N N N Freddie Mac - STACR 5493003FQV7GR462GO02 35565HAA3 17105.67000000 PA USD 17087.21000000 0.022464293493 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 0.85000000 N N N N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 541.00000000 NS USD 54500.34000000 0.071650762955 Long EC CORP US N 1 N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAB9 95000.00000000 PA USD 98208.20000000 0.129112817616 Long DBT CORP US N 2 2022-09-26 Fixed 2.20000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 000000000 727.00000000 NS USD 57076.77000000 0.075037956048 Long EC CORP BM N 1 N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 9651.00000000 NS 68877.88000000 0.090552694767 Long EC CORP NL N 2 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 783.00000000 NS USD 75379.41000000 0.099100156762 Long EC CORP US N 1 N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CY1 10000.00000000 PA USD 11356.18000000 0.014929796057 Long DBT CORP US N 2 2050-05-01 Fixed 3.70000000 N N N N N N China Petroleum & Chemical Corp 529900A2OB24EZ5B3J19 000000000 28000.00000000 NS 11305.50000000 0.014863167836 Long EC CORP CN N 2 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 209.00000000 NS 77198.92000000 0.101492238715 Long EC CORP NL N 2 N N N Intact Financial Corp 5493009LXGE7Y4U9OY43 000000000 314.00000000 NS 33622.56000000 0.044203065091 Long EC CORP CA N 1 N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAC0 40000.00000000 PA USD 40102.04000000 0.052721538288 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DW4 10000.00000000 PA USD 13683.14000000 0.017989014758 Long DBT CORP US N 2 2050-04-15 Fixed 5.13000000 N N N N N N Yadea Group Holdings Ltd N/A 000000000 18000.00000000 NS 26583.46000000 0.034948868043 Long EC CORP KY N 2 N N N Seazen Group Ltd 5493006M8GRAQRCSCD67 000000000 4000.00000000 NS 3407.32000000 0.004479551460 Long EC CORP KY N 2 N N N Bouygues SA 969500MOCLNQFNZN0D63 000000000 177.00000000 NS 6116.47000000 0.008041229505 Long EC CORP FR N 2 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 7545.00000000 NS 65459.71000000 0.086058878978 Long EC CORP IT N 2 N N N Shinhan Financial Group Co Ltd 988400EB8A6G49E5KO54 000000000 444.00000000 NS 10416.49000000 0.013694399994 Long EC CORP KR N 2 N N N Cargurus Inc 54930027BKQN6B7X7G78 141788109 787.00000000 NS USD 17022.81000000 0.022379627799 Long EC CORP US N 1 N N N Surgutneftegas PJSC 2138002GZLU65FRAC894 000000000 6712.00000000 NS 3390.52000000 0.004457464757 Long EP CORP RU N 2 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CP2 40000.00000000 PA USD 41116.01000000 0.054054589130 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 103.00000000 NS USD 36748.34000000 0.048312480222 Long EC CORP US N 1 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBT1 10000.00000000 PA USD 9922.51000000 0.013044972048 Long DBT CORP US N 2 2040-09-25 Fixed 3.73000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 590.00000000 NS USD 22125.00000000 0.029087398911 Long EC CORP US N 1 N N N SoFi Consumer Loan Program Trust N/A 83405AAA2 3746.57000000 PA USD 3753.11000000 0.004934156281 Long ABS-O CORP US N 2 2026-01-26 Fixed 3.28000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AM5 100000.00000000 PA USD 109982.27000000 0.144592007262 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAS2 100000.00000000 PA USD 109973.90000000 0.144581003351 Long DBT CORP US N 2 2024-01-31 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BXQY1 50000.00000000 PA USD 57105.91000000 0.075076265960 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 3.22000000 N N N N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 189.00000000 NS USD 13277.25000000 0.017455397387 Long EC CORP US N 1 N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CZ5 50000.00000000 PA USD 53831.96000000 0.070772053997 Long DBT CORP US N 2 2029-08-15 Fixed 2.60000000 N N N N N N Abcam PLC 213800B9N83DSNT33F79 000000000 1742.00000000 NS 27512.93000000 0.036170828028 Long EC CORP GB N 1 N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AV7 10000.00000000 PA USD 12494.87000000 0.016426814374 Long DBT CORP US N 2 2049-10-01 Fixed 4.50000000 N N N N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 000000000 2273.00000000 NS 69712.90000000 0.091650482783 Long EC CORP NL N 2 N N N HUNTSMAN INTERNATIONAL L 3YTEJFW18LGIUQ2N5J61 44701QBE1 20000.00000000 PA USD 22484.32000000 0.029559791416 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N Expeditors International of Washington Inc 984500B055A804AB6E40 302130109 169.00000000 NS USD 15297.88000000 0.020111888725 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 45000.00000000 PA USD 47104.93000000 0.061928130603 Long DBT CORP US N 2 2026-04-28 Fixed 2.19000000 N N N N N N Chr Hansen Holding A/S 549300MKPW8ZF3E8MW37 000000000 198.00000000 NS 21979.18000000 0.028895691589 Long EC CORP DK N 2 N N N Oversea-Chinese Banking Corp Ltd 5493007O3QFXCPOGWK22 000000000 1700.00000000 NS 10571.85000000 0.013898649409 Long EC CORP SG N 2 N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 6428352.18000000 NS USD 6428352.18000000 8.451256235162 Long STIV RF US N 1 N N N True Corp PCL 529900XJSWQEQFFF7B09 000000000 65500.00000000 NS 6439.55000000 0.008465977837 Long EC CORP TH N 2 N N N Hanover Insurance Group Inc/The JJYR6MFKFF6CF8DBZ078 410867105 229.00000000 NS USD 21338.22000000 0.028053031285 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 2280.00000000 NS USD 365210.40000000 0.480136523905 Long EC CORP US N 1 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WRC9 70000.00000000 PA USD 72395.30000000 0.095176993013 Long DBT CORP CA N 2 2022-11-01 Fixed 2.05000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 758.00000000 NS USD 146453.18000000 0.192539754508 Long EC CORP US N 1 N N N NetEase Inc 5299004AF4DSJDB0PA32 64110W102 176.00000000 NS USD 80021.92000000 0.105203593613 Long EC CORP KY N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCL3 45000.00000000 PA USD 57292.49000000 0.075321559830 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BE1 25000.00000000 PA USD 33034.17000000 0.043429517762 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKD3 15000.00000000 PA USD 14633.37000000 0.019238267598 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 71.00000000 NS USD 39744.38000000 0.052251328160 Long EC CORP US N 1 N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BB1 10000.00000000 PA USD 12120.75000000 0.015934964535 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N Teijin Ltd 3538000RF6UCIMPKCO54 000000000 1800.00000000 NS 27915.11000000 0.036699567919 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412NFD3 1964.95000000 PA USD 2303.93000000 0.003028941512 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N MarketAxess Holdings Inc 5493002U1CA1XJOVID83 57060D108 83.00000000 NS USD 39971.97000000 0.052550537250 Long EC CORP US N 1 N N N Knorr-Bremse AG 5299001GRRO0Z25YZT52 000000000 199.00000000 NS 23434.54000000 0.030809031108 Long EC CORP DE N 2 N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419M100 1218.00000000 NS USD 102458.16000000 0.134700174989 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206RDC3 40000.00000000 PA USD 44725.69000000 0.058800180186 Long DBT CORP US N 2 2024-04-01 Fixed 4.45000000 N N N N N N Sika AG 549300R3N69ECGYPU434 000000000 1294.00000000 NS 317743.84000000 0.417732963875 Long EC CORP CH N 2 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AT6 40000.00000000 PA USD 41569.44000000 0.054650706612 Long DBT CORP US N 2 2022-08-22 Fixed 2.50000000 N N N N N N Penumbra Inc 549300RGE06P3ECANU72 70975L107 140.00000000 NS USD 27213.20000000 0.035776777584 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FYT6 2028.97000000 PA USD 2398.01000000 0.003152627049 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208DAF3 30848.15000000 PA USD 30997.62000000 0.040752096643 Long ABS-O CORP US N 2 2022-10-17 Fixed 3.72000000 N N N N N N Freddie Mac N/A 3132L8T31 15419.74000000 PA USD 16337.10000000 0.021478135356 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 95000.00000000 PA USD 101797.08000000 0.133831063230 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F0306A1 -1500000.00000000 PA USD -1571308.59000000 -2.06577535685 Short ABS-MBS USGSE US N 2 2050-10-15 Fixed 3.00000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 116.00000000 NS USD 32906.88000000 0.043262171547 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAH7 50000.00000000 PA USD 58420.70000000 0.076804800252 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N BAIC Motor Corp Ltd 5299003EYHISIDNLZQ19 000000000 5500.00000000 NS 2250.40000000 0.002958566441 Long EC CORP CN N 2 N N N Freddie Mac N/A 3132LAS94 27226.50000000 PA USD 29405.01000000 0.038658316649 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Metallurgical Corp of China Ltd 3003002HS6H57JTIFW38 000000000 23000.00000000 NS 3700.09000000 0.004864451698 Long EC CORP CN N 2 N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBH7 30000.00000000 PA USD 31516.65000000 0.041434457441 Long DBT CORP US N 2 2030-06-01 Fixed 2.45000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXA7 20000.00000000 PA USD 24344.39000000 0.032005196980 Long DBT CORP US N 2 2039-04-23 Fixed 4.41000000 N N N N N N Zhongsheng Group Holdings Ltd 3003005VYMEBAJNJ2Y26 000000000 1500.00000000 NS 9435.77000000 0.012405062419 Long EC CORP KY N 2 N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GLZ5 40000.00000000 PA USD 42179.42000000 0.055452637983 Long DBT CORP CA N 2 2025-01-28 Fixed 2.25000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92938JAE2 50000.00000000 PA USD 54163.96000000 0.071208529317 Long ABS-MBS CORP US N 2 2046-03-15 Variable 4.08000000 N N N N N N Drive Auto Receivables Trust N/A 26208VAE6 60000.00000000 PA USD 60691.42000000 0.079790081086 Long ABS-O CORP US N 2 2025-03-17 Fixed 1.42000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAG5 45000.00000000 PA USD 50612.62000000 0.066539636966 Long DBT US N 2 2025-06-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F0526A5 23000.00000000 PA USD 25531.80000000 0.033566266735 Long ABS-MBS USGSE US N 2 2050-10-15 Fixed 5.50000000 N N N N N N Datang International Power Generation Co Ltd 213800VW156IS7SJUL96 000000000 16000.00000000 NS 2008.86000000 0.002641017499 Long EC CORP CN N 2 N N N Siemens Energy AG N/A 000000000 703.00000000 NS 18957.34000000 0.024922924785 Long EC CORP CH N 1 N N N XP Inc 5493008KDA8NBZRJST80 000000000 294.00000000 NS USD 12256.86000000 0.016113906269 Long EC CORP KY N 1 N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637209 594.00000000 NS USD 44740.08000000 0.058819098498 Long EC CORP US N 1 N N N Fannie Mae - CAS N/A 20754WAA3 63408.74000000 PA USD 63218.67000000 0.083112617986 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 0.90000000 N N N N N N LEGEND HOLDINGS 5299003ONUYCE70HZ185 000000000 107.00000000 NS 0.00000000 0.000000 N/A DE HK N 3 N/A N/A Legend Holdings Corp Legend Holdings Corp 2019-05-23 XXXX 0.00000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4HG4 119220.46000000 PA USD 126988.23000000 0.166949482624 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.00000000 N N N N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 190.00000000 NS USD 17050.60000000 0.022416162887 Long EC CORP US N 1 N N N Drive Auto Receivables Trust N/A 26208QAF4 140000.00000000 PA USD 143433.79000000 0.188570208683 Long ABS-O CORP US N 2 2026-03-16 Fixed 2.36000000 N N N N N N BP PLC 213800LH1BZH3DI6G760 000000000 18796.00000000 NS 54357.63000000 0.071463144302 Long EC CORP GB N 2 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAY1 40000.00000000 PA USD 48078.40000000 0.063207936715 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Faurecia SE 969500F0VMZLK2IULV85 000000000 548.00000000 NS 23621.20000000 0.031054430154 Long EC CORP FR N 2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 50000.00000000 PA USD 54318.20000000 0.071411306284 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N China Mobile Ltd 529900U2JJ7GK68NI589 000000000 11000.00000000 NS 70612.11000000 0.092832660409 Long EC CORP HK N 2 N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAH8 10000.00000000 PA USD 10387.53000000 0.013656326726 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YAX9 20000.00000000 PA USD 20913.30000000 0.027494395464 Long DBT CORP US N 2 2023-03-15 Fixed 2.25000000 N N N N N N UMBS, TBA N/A 01F0226B6 125000.00000000 PA USD 130833.71000000 0.172005076331 Long ABS-MBS USGSE US N 2 2050-11-15 Fixed 2.50000000 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAE2 121000.00000000 PA USD 117598.74000000 0.154605263813 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAB1 20000.00000000 PA USD 22808.86000000 0.029986459188 Long DBT CORP SG N 2 2030-05-12 Fixed 4.88000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGE3 55000.00000000 PA USD 56782.09000000 0.074650544761 Long DBT CORP US N 2 2023-01-20 Fixed 3.12000000 N N N N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 391.00000000 NS USD 41692.33000000 0.054812268215 Long EC CORP US N 1 N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBD1 3000.00000000 PA USD 3061.30000000 0.004024644261 Long DBT CORP US N 2 2045-04-01 Fixed 2.76000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAB0 50000.00000000 PA USD 52184.93000000 0.068606728862 Long DBT CORP US N 2 2040-04-05 Fixed 3.38000000 N N N N N N NEL ASA 549300G6XN5IXMRKEG37 000000000 9516.00000000 NS 17300.95000000 0.022745294200 Long EC CORP NO N 2 N N N Siemens Healthineers AG 529900QBVWXMWANH7H45 000000000 1029.00000000 NS 46190.19000000 0.060725535924 Long EC CORP DE N 2 N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAJ3 5000.00000000 PA USD 5213.37000000 0.006853937756 Long DBT CORP US N 2 2027-06-22 Fixed 2.38000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAN1 35000.00000000 PA USD 39443.13000000 0.051855279395 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N Signify NV 549300072P3J1X8NZO35 000000000 628.00000000 NS 23227.87000000 0.030537325222 Long EC CORP NL N 2 N N N Azimut Holding SpA 81560025690EF8540635 000000000 907.00000000 NS 16377.62000000 0.021531406380 Long EC CORP IT N 2 N N N VF CORP CWAJJ9DJ5Z7P057HV541 918204AZ1 85000.00000000 PA USD 87136.20000000 0.114556628656 Long DBT CORP US N 2 2022-04-23 Fixed 2.05000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 000000000 38.00000000 NS 1578.73000000 0.002075532171 Long EC CORP CA N 1 N N N PLDT Inc 254900ADE8GQHM5P2648 000000000 560.00000000 NS 15389.43000000 0.020232248109 Long EC CORP PH N 2 N N N Kyocera Corp N/A 000000000 800.00000000 NS 45805.22000000 0.060219421756 Long EC CORP JP N 2 N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAE0 55000.00000000 PA USD 56101.63000000 0.073755954413 Long DBT CORP US N 2 2021-05-25 Fixed 3.55000000 N N N N N N Novozymes A/S 529900T6WNZXD2R3JW38 000000000 14.00000000 NS 879.93000000 0.001156830505 Long EC CORP DK N 2 N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AH9 25000.00000000 PA USD 26437.46000000 0.034756924077 Long DBT CORP US N 2 2024-09-15 Fixed 2.35000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BH1 15000.00000000 PA USD 19229.90000000 0.025281255246 Long DBT CORP US N 2 2048-03-15 Fixed 4.80000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCR0 30000.00000000 PA USD 33126.78000000 0.043551270712 Long DBT CORP US N 2 2024-04-15 Fixed 3.70000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 000000000 16770.00000000 NS 6363.22000000 0.008365627954 Long EC CORP MX N 1 N N N JPMBB Commercial Mortgage Securities Trust N/A 46640UAC6 29416.05000000 PA USD 31885.53000000 0.041919418332 Long ABS-MBS CORP US N 2 2047-01-15 Fixed 3.93000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCA6 200000.00000000 PA USD 203633.72000000 0.267714135388 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBX8 60000.00000000 PA USD 64684.87000000 0.085040208688 Long DBT CORP US N 2 2024-02-01 Fixed 3.00000000 N N N N N N John Wood Group PLC 549300PLYY6I10B6S323 000000000 1863.00000000 NS 5115.00000000 0.006724612222 Long EC CORP GB N 2 N N N Ansell Ltd 549300NEGJ5G23VCJM45 000000000 375.00000000 NS 9975.96000000 0.013115241945 Long EC CORP AU N 2 N N N Cia Energetica de Sao Paulo N/A 000000000 6667.00000000 NS 33347.47000000 0.043841408478 Long EP CORP BR N 1 N N N Freddie Mac N/A 31334YPK7 44015.34000000 PA USD 46359.88000000 0.060948624770 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 000000000 283.00000000 NS USD 58382.90000000 0.076755105170 Long EC CORP IE N 1 N N N CGI Inc 549300WSRCZY73ZG3090 000000000 84.00000000 NS 5701.57000000 0.007495766825 Long EC CORP CA N 1 N N N UPJOHN INC N/A 91533BAE0 10000.00000000 PA USD 10766.18000000 0.014154132086 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N Freddie Mac N/A 3132L9V69 29760.00000000 PA USD 31481.56000000 0.041388325155 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531YAU2 50000.00000000 PA USD 55103.12000000 0.072443228596 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.69000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBC2 200000.00000000 PA USD 204923.09000000 0.269409250395 Long DBT CORP GB N 2 2025-09-29 Fixed 1.38000000 N N N N N N Drive Auto Receivables Trust N/A 26209AAF8 200000.00000000 PA USD 204644.80000000 0.269043386791 Long ABS-O CORP US N 2 2025-11-17 Fixed 2.51000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 243.00000000 NS USD 169307.82000000 0.222586399962 Long EC CORP US N 1 N N N FEDERAL FARM CREDIT BANK N/A 3133EJBW8 30000.00000000 PA USD 35996.94000000 0.047324626141 Long DBT USGSE US N 2 2030-02-06 Fixed 3.13000000 N N N N N N Japan Aviation Electronics Industry Ltd N/A 000000000 1000.00000000 NS 13846.07000000 0.018203216336 Long EC CORP JP N 2 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 455.00000000 NS USD 38015.25000000 0.049978067411 Long EC CORP US N 1 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 45000.00000000 PA USD 45590.11000000 0.059936619931 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N FUJIFILM Holdings Corp 529900UBKMFM0ST6H474 000000000 700.00000000 NS 34504.29000000 0.045362262028 Long EC CORP JP N 2 N N N GoDaddy Inc N/A 380237107 163.00000000 NS USD 12383.11000000 0.016279885212 Long EC CORP US N 1 N N N Bank N/A 06541RBB8 40000.00000000 PA USD 44585.16000000 0.058615427545 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.92000000 N N N N N N Howard Hughes Corp/The 549300BVHY25JZC1KI49 44267D107 222.00000000 NS USD 12787.20000000 0.016811136151 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 1274.00000000 NS USD 397194.98000000 0.522186161757 Long EC CORP US N 1 N N N Shionogi & Co Ltd 35380049VXDTHZI3DY35 000000000 800.00000000 NS 42819.36000000 0.056293957308 Long EC CORP JP N 2 N N N Experian PLC 635400RXXHHYT1JTSZ26 000000000 3458.00000000 NS 129932.11000000 0.170819756609 Long EC CORP JE N 2 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 2585.00000000 NS 31348.41000000 0.041213274888 Long EC CORP GB N 2 N N N Brambles Ltd N/A 000000000 3744.00000000 NS 28428.32000000 0.037374277252 Long EC CORP AU N 2 N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 158.00000000 NS USD 12292.40000000 0.016160630164 Long EC CORP US N 1 N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AX4 20000.00000000 PA USD 24860.15000000 0.032683258759 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208VAD8 100000.00000000 PA USD 100445.62000000 0.132054319450 Long ABS-O CORP US N 2 2024-05-15 Fixed 0.83000000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 4767.00000000 NS 163740.14000000 0.215266656271 Long EC CORP GB N 2 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 000000000 374.00000000 NS 17210.08000000 0.022625828802 Long EC CORP AU N 2 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 20000.00000000 PA USD 24316.90000000 0.031969056297 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N Bank of China Ltd 54930053HGCFWVHYZX42 000000000 49000.00000000 NS 15240.00000000 0.020035794775 Long EC CORP CN N 2 N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAJ1 165000.00000000 PA USD 167320.49000000 0.219973687624 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.61000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 418.00000000 NS USD 39350.52000000 0.051733526445 Long EC CORP US N 1 N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 000000000 908.00000000 NS 91771.94000000 0.120651165091 Long EC CORP NL N 2 N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 439.00000000 NS USD 25804.42000000 0.033924676077 Long EC CORP US N 1 N N N California State University N/A 13077DKU5 15000.00000000 PA USD 15717.90000000 0.020664082592 Long DBT MUN US N 2 2051-11-01 Fixed 2.98000000 N N N N N N Gulf Energy Development PCL N/A 000000000 6500.00000000 NS 6256.41000000 0.008225206482 Long EC CORP TH N 1 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAW0 75000.00000000 PA USD 80601.56000000 0.105965637451 Long DBT CORP US N 2 2023-11-28 Fixed 3.22000000 N N N N N N MCCORMICK & CO 549300JQQA6MQ4OJP259 579780AL1 45000.00000000 PA USD 46856.94000000 0.061602101945 Long DBT CORP US N 2 2022-08-15 Fixed 2.70000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CW6 150000.00000000 PA USD 158021.61000000 0.207748592393 Long DBT CORP US N 2 2022-08-15 Fixed 3.25000000 N N N N N N Chugai Pharmaceutical Co Ltd 529900T9LAII161DCN95 000000000 1100.00000000 NS 49363.00000000 0.064896780676 Long EC CORP JP N 2 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBB5 25000.00000000 PA USD 25260.54000000 0.033209645364 Long DBT US N 2 2025-09-15 Fixed 1.30000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BH4 100000.00000000 PA USD 131419.34000000 0.172774995130 Long DBT CORP US N 2 2039-03-15 Fixed 4.75000000 N N N N N N Spirax-Sarco Engineering PLC 213800WFVZQMHOZP2W17 000000000 129.00000000 NS 18369.81000000 0.024150508085 Long EC CORP GB N 2 N N N FOX CORP 549300DDU6FDRBIELS05 35137LAG0 35000.00000000 PA USD 38527.02000000 0.050650883598 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N Rubis SCA 969500MGFIKUGLTC9742 000000000 185.00000000 NS 7406.78000000 0.009737580316 Long EC CORP FR N 2 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 30000.00000000 PA USD 35653.95000000 0.046873702437 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N Berkeley Group Holdings PLC 2138009OQSSLVVHQAL78 000000000 300.00000000 NS 16353.81000000 0.021500103737 Long EC CORP GB N 2 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 354.00000000 NS USD 17476.98000000 0.022976718148 Long EC CORP US N 1 N N N Lear Corp 549300UPNBTXA1SYTQ33 521865AZ8 10000.00000000 PA USD 10807.19000000 0.014208047305 Long DBT CORP US N 2 2049-05-15 Fixed 5.25000000 N N N N N N Ping An Insurance Group Co of China Ltd 529900M9MC28JLN35U89 000000000 2000.00000000 NS 20761.70000000 0.027295089264 Long EC CORP CN N 2 N N N HCL Technologies Ltd 549300C1F8OLYSOQYB65 000000000 3060.00000000 NS 33736.80000000 0.044353254671 Long EC CORP IN N 2 N N N TechnipFMC PLC 549300D5I93QWCJTCK36 000000000 6935.00000000 NS USD 43759.85000000 0.057530405118 Long EC CORP GB N 1 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 258.00000000 NS USD 57180.54000000 0.075174380879 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBK0 20000.00000000 PA USD 20284.68000000 0.026667958370 Long DBT CORP US N 2 2021-09-15 Fixed 1.90000000 N N N N N N GlaxoSmithKline PLC 5493000HZTVUYLO1D793 000000000 4697.00000000 NS 88056.94000000 0.115767111444 Long EC CORP GB N 2 N N N Freddie Mac N/A 31335BNL6 32637.32000000 PA USD 35780.84000000 0.047040522778 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Vienna Insurance Group AG Wiener Versicherung Gruppe 549300JCRU23I1THU176 000000000 181.00000000 NS 4027.81000000 0.005295300167 Long EC CORP AT N 1 N N N Mercury Systems Inc 549300P3B84SGK7HH679 589378108 128.00000000 NS USD 9914.88000000 0.013034941004 Long EC CORP US N 1 N N N LG Electronics Inc 988400RMQFTGZIOG0609 000000000 98.00000000 NS 7676.62000000 0.010092334835 Long EC CORP KR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJK72 31316.22000000 PA USD 33210.53000000 0.043661375555 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N NetEase Inc 5299004AF4DSJDB0PA32 000000000 1300.00000000 NS 23340.80000000 0.030685792565 Long EC CORP KY N 2 N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAC7 5000.00000000 PA USD 5100.53000000 0.006705588735 Long DBT CORP US N 2 2050-04-15 Fixed 2.40000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAD9 20000.00000000 PA USD 21606.34000000 0.028405524546 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BD1 40000.00000000 PA USD 43232.49000000 0.056837092997 Long DBT CORP US N 2 2024-05-11 Fixed 2.88000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21054PAB1 75267.16000000 PA USD 75625.82000000 0.099424108219 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.47000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KN0 20000.00000000 PA USD 22186.87000000 0.029168738453 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N Nippon Television Holdings Inc N/A 000000000 3200.00000000 NS 34406.57000000 0.045233791040 Long EC CORP JP N 2 N N N Samsung Biologics Co Ltd N/A 000000000 51.00000000 NS 30066.40000000 0.039527835960 Long EC CORP KR N 2 N N N Gap Inc/The T2ZG1WRWZ4BUCMQL9224 364760108 4933.00000000 NS USD 84008.99000000 0.110445333526 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VSJ0 44872.90000000 PA USD 48029.81000000 0.063144056185 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBX6 7393.79000000 PA USD 7895.63000000 0.010380263930 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TAH3 130126.84000000 PA USD 127476.59000000 0.167591522043 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 2.20000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AB1 85000.00000000 PA USD 88491.55000000 0.116338486560 Long DBT CORP US N 2 2022-08-21 Fixed 2.95000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 70000.00000000 PA USD 79804.86000000 0.104918228153 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 30000.00000000 PA USD 31532.62000000 0.041455452956 Long DBT CORP US N 2 2031-06-03 Fixed 2.57000000 N N N N N N Silicon Laboratories Inc 4PRDF8Q9TDHRVZKZSZ47 826919102 307.00000000 NS USD 30039.95000000 0.039493062550 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 1062.00000000 NS USD 129648.96000000 0.170447503637 Long EC CORP US N 1 N N N Top Glove Corp Bhd N/A 000000000 4800.00000000 NS 9624.04000000 0.012652578107 Long EC CORP MY N 2 N N N Brookfield Finance Inc N/A 11271LAC6 50000.00000000 PA USD 55651.71000000 0.073164451474 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N Guardant Health Inc N/A 40131M109 167.00000000 NS USD 18667.26000000 0.024541561048 Long EC CORP US N 1 N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CQ3 10000.00000000 PA USD 11225.02000000 0.014757362012 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J75S0 18658.49000000 PA USD 21314.25000000 0.028021518293 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AF7 50000.00000000 PA USD 53363.92000000 0.070156728972 Long DBT CORP US N 2 2030-03-01 Fixed 3.30000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCV6 35000.00000000 PA USD 36058.55000000 0.047405623865 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK2N4 9229.14000000 PA USD 10863.84000000 0.014282524193 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6.00000000 N N N N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 414.00000000 NS 28683.82000000 0.037710179192 Long EC CORP DK N 2 N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 37310PAD3 3000.00000000 PA USD 2969.71000000 0.003904232290 Long DBT CORP US N 2 2050-04-01 Fixed 2.94000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAR4 57000.00000000 PA USD 75560.86000000 0.099338706301 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 000000000 1191.00000000 NS USD 13255.83000000 0.017427236841 Long EC CORP GB N 1 N N N Seattle Genetics Inc N/A 812578102 111.00000000 NS USD 21721.59000000 0.028557041958 Long EC CORP US N 1 N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AW7 100000.00000000 PA USD 102839.56000000 0.135201595733 Long DBT CORP US N 2 2022-05-05 Fixed 2.20000000 N N N N N N Kerry Properties Ltd 5299006T5ULIIRZ7LK49 000000000 7500.00000000 NS 19288.78000000 0.025358663881 Long EC CORP BM N 2 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJJ0 50000.00000000 PA USD 53367.31000000 0.070161185753 Long DBT CORP US N 2 2023-05-01 Fixed 3.38000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816109 830.00000000 NS USD 83207.50000000 0.109391626889 Long EC CORP US N 1 N N N Hermes International 969500Y4IJGHJE2MTJ13 000000000 48.00000000 NS 41340.12000000 0.054349223118 Long EC CORP FR N 2 N N N Freddie Mac N/A 3132HNH51 69716.59000000 PA USD 75644.27000000 0.099448364151 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDL2 20000.00000000 PA USD 20145.59000000 0.026485098876 Long DBT CORP US N 2 2025-07-08 Fixed 1.20000000 N N N N N N Freddie Mac - STACR N/A 35565MAA2 200000.00000000 PA USD 199620.16000000 0.262437569477 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 1.70000000 N N N N N N Freddie Mac N/A 3128MJZB9 47790.05000000 PA USD 50280.07000000 0.066102438571 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Industrial & Commercial Bank of China Ltd 5493002ERZU2K9PZDL40 000000000 39000.00000000 NS 20314.91000000 0.026707701289 Long EC CORP CN N 2 N N N ResMed Inc 529900T3QE5253CCXF22 761152107 113.00000000 NS USD 19371.59000000 0.025467532921 Long EC CORP US N 1 N N N Nippon Shokubai Co Ltd N/A 000000000 100.00000000 NS 5332.87000000 0.007011042577 Long EC CORP JP N 2 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 869.00000000 NS USD 210063.37000000 0.276167097847 Long EC US N 1 N N N Yuanta Financial Holding Co Ltd 21380045JG57LJEFFE13 000000000 6240.00000000 NS 3863.39000000 0.005079139709 Long EC CORP TW N 2 N N N Unipol Gruppo SpA 8156005CE5E7340CCA86 000000000 2736.00000000 NS 11956.27000000 0.015718725196 Long EC CORP IT N 2 N N N CHEVRON CORP N/A 166764BW9 10000.00000000 PA USD 10360.17000000 0.013620356952 Long DBT CORP US N 2 2025-05-11 Fixed 1.55000000 N N N N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 303075105 164.00000000 NS USD 54920.32000000 0.072202904234 Long EC CORP US N 1 N N N China Cinda Asset Management Co Ltd 3003008W60YAHL9CQE51 000000000 31000.00000000 NS 5841.90000000 0.007680256528 Long EC CORP CN N 2 N N N ARCHER-DANIELS-MIDLAND C 549300LO13MQ9HYSTR83 039482AA2 50000.00000000 PA USD 54319.15000000 0.071412555235 Long DBT CORP US N 2 2025-03-27 Fixed 2.75000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 521.00000000 NS USD 199688.88000000 0.262527914609 Long EC CORP US N 1 N N N JPMBB Commercial Mortgage Securities Trust N/A 46645LAY3 30000.00000000 PA USD 33528.01000000 0.044078761653 Long ABS-MBS CORP US N 2 2049-03-15 Fixed 3.58000000 N N N N N N Lonza Group AG 549300EFW4H2TCZ71055 000000000 53.00000000 NS 32708.17000000 0.043000930551 Long EC CORP CH N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEN0 65000.00000000 PA USD 72374.35000000 0.095149450368 Long DBT CORP US N 2 2025-02-15 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HP7D0 13510.87000000 PA USD 14356.59000000 0.018874389167 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.00000000 N N N N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 3896.00000000 NS 48635.03000000 0.063939729657 Long EC CORP GB N 2 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGK9 100000.00000000 PA USD 103407.68000000 0.135948494403 Long DBT CORP US N 2 2023-04-24 Fixed 2.88000000 N N N N N N Avant Loans Funding Trust N/A 05355MAA9 150000.00000000 PA USD 149524.53000000 0.196577611351 Long ABS-O CORP US N 2 2029-05-15 Fixed 2.17000000 N N N N N N Freddie Mac N/A 3128M6SU3 3143.94000000 PA USD 3649.11000000 0.004797429073 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAU2 10000.00000000 PA USD 10707.91000000 0.014077525409 Long DBT CORP US N 2 2050-07-01 Fixed 2.90000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990GWW8 5000.00000000 PA USD 5327.80000000 0.007004377126 Long DBT MUN US N 2 2043-07-01 Fixed 3.14000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CS1 10000.00000000 PA USD 9866.69000000 0.012971586348 Long DBT CORP US N 2 2050-09-01 Fixed 2.25000000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AR6 10000.00000000 PA USD 11333.93000000 0.014900544322 Long DBT CORP US N 2 2026-02-13 Fixed 3.63000000 N N N N N N Mirvac Group N/A 000000000 6242.00000000 NS 9784.94000000 0.012864110874 Long EC AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CNV4 2754.71000000 PA USD 3243.50000000 0.004264179813 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 2059.00000000 NS USD 286180.41000000 0.376237005483 Long EC CORP US N 1 N N N Fanniemae-Aces N/A 3136AVY52 125000.00000000 PA USD 135799.95000000 0.178534116059 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.67000000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CA9 15000.00000000 PA USD 16629.13000000 0.021862062728 Long DBT CORP US N 2 2050-02-07 Fixed 2.88000000 N N N N N N Wharf Holdings Ltd/The 254900JCV4TBBPX9IW91 000000000 1000.00000000 NS 2005.58000000 0.002636705333 Long EC CORP HK N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0506A5 25000.00000000 PA USD 27213.87000000 0.035777658423 Long ABS-MBS USGA US N 2 2050-10-21 Fixed 5.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GT4 20000.00000000 PA USD 20778.32000000 0.027316939324 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N Kaken Pharmaceutical Co Ltd N/A 000000000 300.00000000 NS 13747.61000000 0.018073772481 Long EC CORP JP N 2 N N N UCB SA 2138008J191VLSGY5A09 000000000 292.00000000 NS 33163.50000000 0.043599545934 Long EC CORP BE N 2 N N N Freddie Mac N/A 3128MJ2T6 4838.47000000 PA USD 5181.40000000 0.006811907286 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAC9 10000.00000000 PA USD 10712.15000000 0.014083099672 Long DBT CORP US N 2 2030-06-17 Fixed 3.40000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FLMV3 70000.00000000 PA USD 82621.55000000 0.108621287391 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 3.42000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAP40 195207.92000000 PA USD 204811.71000000 0.269262820813 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 3.00000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FV0 10000.00000000 PA USD 11974.90000000 0.015743217772 Long DBT CORP US N 2 2049-05-15 Fixed 4.13000000 N N N N N N Axon Enterprise Inc 549300QP2IEEGFE16681 05464C101 53.00000000 NS USD 4807.10000000 0.006319820804 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FWG79 90000.00000000 PA USD 92571.22000000 0.121701966276 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 1.38000000 N N N N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 104.00000000 NS USD 15132.00000000 0.019893808828 Long EC CORP US N 1 N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34532RAA4 100000.00000000 PA USD 110150.77000000 0.144813531633 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.19000000 N N N N N N Legrand SA 969500XXRPGD7HCAFA90 000000000 392.00000000 NS 31222.53000000 0.041047782378 Long EC CORP FR N 2 N N N Carter's Inc 5299003WAQK4R3L3ZU36 146229109 568.00000000 NS USD 49177.44000000 0.064652827784 Long EC CORP US N 1 N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 659.00000000 NS USD 356663.98000000 0.468900676321 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXV9 14773.45000000 PA USD 15818.25000000 0.020796011201 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.50000000 N N N N N N Yamada Denki Co Ltd 353800MDZ4K1DQKLO464 000000000 4000.00000000 NS 19947.72000000 0.026224962215 Long EC CORP JP N 2 N N N Moneysupermarket.com Group PLC 54930016B7VO33FBE722 000000000 1236.00000000 NS 4260.51000000 0.005601227296 Long EC CORP GB N 2 N N N Nordea Bank Abp 529900ODI3047E2LIV03 000000000 6898.00000000 NS 52416.04000000 0.068910565642 Long EC CORP FI N 2 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 1407.00000000 NS 177688.57000000 0.233604443733 Long EC CORP DE N 2 N N N Gunma Bank Ltd/The 54930054A69VC4I5BP89 000000000 1200.00000000 NS 4001.06000000 0.005260132352 Long EC CORP JP N 2 N N N FLEX LTD 549300EAQH74YHD07T53 33938XAC9 35000.00000000 PA USD 38219.04000000 0.050245987005 Long DBT CORP SG N 2 2026-02-01 Fixed 3.75000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320102 491.00000000 NS USD 31188.32000000 0.041002807015 Long EC CORP US N 1 N N N Prysmian SpA 529900X0H1IO3RS1A464 000000000 893.00000000 NS 25921.70000000 0.034078862298 Long EC CORP IT N 2 N N N Dowa Holdings Co Ltd 353800ZSQZKFE140A689 000000000 500.00000000 NS 14676.02000000 0.019294338900 Long EC CORP JP N 2 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAS4 135000.00000000 PA USD 146092.91000000 0.192066113053 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAJ4 8000.00000000 PA USD 8590.93000000 0.011294364200 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N Wacker Chemie AG 0NURKC5Q3CJYZPPK5046 000000000 185.00000000 NS 17953.48000000 0.023603165406 Long EC CORP DE N 2 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BH4 20000.00000000 PA USD 25437.71000000 0.033442568052 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0226A4 125000.00000000 PA USD 131240.23000000 0.172539521954 Long ABS-MBS USGA US N 2 2050-10-21 Fixed 2.50000000 N N N N N N Xinjiang Goldwind Science & Technology Co Ltd 3003008X6GR2ZPYM2V54 000000000 3400.00000000 NS 2991.46000000 0.003932826682 Long EC CORP CN N 2 N N N UMBS, TBA N/A 01F0204A4 125000.00000000 PA USD 129882.81000000 0.170754942653 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 2.00000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 000000000 2265.00000000 NS 23926.22000000 0.031455435280 Long EC CORP FR N 2 N N N Unilever NV 549300TK7G7NZTVM1Z30 000000000 1004.00000000 NS 60970.24000000 0.080156641473 Long EC CORP NL N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVS0 20000.00000000 PA USD 26256.59000000 0.034519137056 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAH0 20000.00000000 PA USD 21886.05000000 0.028773255003 Long DBT CORP US N 2 2047-04-01 Fixed 5.80000000 N N N N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 000000000 1344.00000000 NS 34720.35000000 0.045646312804 Long EC CORP AU N 2 N N N NAVER Corp N/A 000000000 51.00000000 NS 12960.18000000 0.017038550310 Long EC CORP KR N 2 N N N Alps Alpine Co Ltd 529900PWNU4ASLY9VI90 000000000 1300.00000000 NS 17523.49000000 0.023037864133 Long EC CORP JP N 2 N N N TaiDoc Technology Corp N/A 000000000 4000.00000000 NS 26564.81000000 0.034924349174 Long EC CORP TW N 2 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 26000.00000000 NS 391145.73000000 0.514233305356 Long EC CORP TW N 2 N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AA6 15000.00000000 PA USD 16575.00000000 0.021790898845 Long DBT CORP US N 2 2025-05-01 Fixed 6.88000000 N N N N N N Kajima Corp N/A 000000000 2200.00000000 NS 26506.07000000 0.034847124595 Long EC CORP JP N 2 N N N Westlake Automobile Receivables Trust N/A 96041LAD4 200000.00000000 PA USD 203065.44000000 0.266967026368 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.62000000 N N N N N N Prologis Inc 529900DFH19P073LZ636 74340W103 192.00000000 NS USD 19319.04000000 0.025398446240 Long EC US N 1 N N N Magazine Luiza SA N/A 000000000 64.00000000 NS 1020.53000000 0.001341675173 Long EC CORP BR N 1 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAD2 50000.00000000 PA USD 54823.48000000 0.072075590168 Long DBT CORP US N 2 2024-02-06 Fixed 3.79000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 20000.00000000 PA USD 21817.21000000 0.028682752108 Long DBT CORP US N 2 2025-05-01 Fixed 4.88000000 N N N N N N UMBS, TBA N/A 01F0306A1 930000.00000000 PA USD 974211.33000000 1.280780726769 Long ABS-MBS USGSE US N 2 2050-10-15 Fixed 3.00000000 N N N N N N East Japan Railway Co 353800SENYJ2DSM6PS44 000000000 1900.00000000 NS 116847.55000000 0.153617685815 Long EC CORP JP N 2 N N N ManpowerGroup Inc ERO1WSFOSR0JJ6CRQ987 56418H100 167.00000000 NS USD 12246.11000000 0.016099773409 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 458.00000000 NS USD 162590.00000000 0.213754584814 Long EC CORP US N 1 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CA5 60000.00000000 PA USD 61803.15000000 0.081251655504 Long DBT CORP US N 2 2022-08-17 Fixed 2.38000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 84.00000000 NS USD 26501.16000000 0.034840669493 Long EC CORP US N 1 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAN3 35000.00000000 PA USD 41524.60000000 0.054591756150 Long DBT CORP US N 2 2028-08-20 Fixed 3.90000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXG4 40000.00000000 PA USD 42207.08000000 0.055489002162 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AE7 20000.00000000 PA USD 19870.89000000 0.026123954990 Long DBT CORP US N 2 2025-02-01 Fixed 4.13000000 N N N N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 000000000 59.00000000 NS 14251.73000000 0.018736531330 Long EC CORP RU N 2 N N N Freddie Mac - STACR N/A 35565WAA0 200000.00000000 PA USD 200336.48000000 0.263379304419 Long ABS-MBS USGSE US N 2 2050-06-25 Floating 1.65000000 N N N N N N Imperial Brands PLC 549300DFVPOB67JL3A42 000000000 1943.00000000 NS 34320.15000000 0.045120175988 Long EC CORP GB N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCY9 71429.37000000 PA USD 76911.98000000 0.101115003088 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 318.00000000 NS USD 45407.22000000 0.059696177247 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage Trust N/A 17326DAF9 40000.00000000 PA USD 45093.64000000 0.059283918420 Long ABS-MBS CORP US N 2 2050-09-15 Variable 3.79000000 N N N N N N Franco-Nevada Corp N/A 000000000 556.00000000 NS 77695.11000000 0.102144572114 Long EC CORP CA N 1 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 1254.00000000 NS USD 11749.98000000 0.015447518890 Long EC CORP US N 1 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 000000000 19563.00000000 NS 54305.62000000 0.071394767551 Long EC CORP ES N 2 N N N Riyad Bank 54930037RJ782ISGGM71 000000000 25.00000000 NS 124.24000000 0.000163336426 Long EC CORP SA N 1 N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798101 516.00000000 NS USD 12554.28000000 0.016504919792 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9D32 21647.13000000 PA USD 23417.35000000 0.030786431679 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Geely Automobile Holdings Ltd 549300YS3T1KVQ2SNI84 000000000 6000.00000000 NS 12036.12000000 0.015823702769 Long EC CORP KY N 2 N N N Ujjivan Financial Services Ltd N/A 000000000 1039.00000000 NS 3000.13000000 0.003944224998 Long EC CORP IN N 2 N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 385.00000000 NS USD 35643.30000000 0.046859701044 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RKE1 15000.00000000 PA USD 13957.68000000 0.018349948295 Long DBT CORP US N 2 2052-02-01 Fixed 3.30000000 N N N N N N Hysan Development Co Ltd 5299007BABFLKIH9HL03 000000000 14000.00000000 NS 42103.70000000 0.055353090058 Long EC CORP HK N 2 N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AH1 10000.00000000 PA USD 11010.88000000 0.014475835431 Long DBT CORP US N 2 2024-11-18 Fixed 3.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 40000.00000000 PA USD 41695.56000000 0.054816514646 Long DBT CORP US N 2 2031-02-13 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEA6 20000.00000000 PA USD 21401.50000000 0.028136224533 Long DBT CORP US N 2 2060-05-15 Fixed 3.13000000 N N N N N N Freddie Mac N/A 31335BN44 54075.92000000 PA USD 57315.18000000 0.075351390026 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N BBMG Corp 529900T6R2GKVJ9Y2J16 000000000 10000.00000000 NS 1856.76000000 0.002441053957 Long EC CORP CN N 2 N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BK3 25000.00000000 PA USD 27673.30000000 0.036381664013 Long DBT CORP US N 2 2025-04-01 Fixed 3.25000000 N N N N N N Wharf Real Estate Investment Co Ltd 529900QLPKS8U9QOPB59 000000000 1000.00000000 NS 4099.06000000 0.005388971452 Long EC CORP KY N 2 N N N COSCO Shipping Holdings Co Ltd 3003009XI0QGYYA29S17 000000000 10000.00000000 NS 4933.36000000 0.006485812894 Long EC CORP CN N 2 N N N BOC Hong Kong Holdings Ltd N/A 000000000 22000.00000000 NS 58321.68000000 0.076674620173 Long EC CORP HK N 2 N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAF3 70000.00000000 PA USD 82502.34000000 0.108464563828 Long DBT CORP US N 2 2029-03-15 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8KV4 33556.89000000 PA USD 39496.19000000 0.051925036565 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Aristocrat Leisure Ltd 529900TE2HO3OZKYKC27 000000000 3659.00000000 NS 79797.44000000 0.104908473192 Long EC CORP AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C3D4 235654.66000000 PA USD 250965.44000000 0.329940423334 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N State of Oregon 549300R5SUGZRD8KP359 68607LXQ5 35000.00000000 PA USD 44223.20000000 0.058139564273 Long DBT MUN US N 2 2027-06-01 Fixed 5.89000000 N N N N N N Webster Financial Corp KMRURHT0VWKYS6Z5KU67 947890109 260.00000000 NS USD 6866.60000000 0.009027413937 Long EC CORP US N 1 N N N China Communications Construction Co Ltd 529900LWYPVP93SJ2U42 000000000 71000.00000000 NS 37336.18000000 0.049085304474 Long EC CORP CN N 2 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 1185.00000000 NS USD 123145.20000000 0.161897109895 Long EC CORP IE N 1 N N N Kotak Mahindra Bank Ltd 335800E6GTTXKHXE2I75 000000000 1142.00000000 NS 19717.67000000 0.025922519000 Long EC CORP IN N 2 N N N Resona Holdings Inc 52990067JE75XZCYYT81 000000000 6700.00000000 NS 22825.75000000 0.030008664212 Long EC CORP JP N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2SG8 17370.31000000 PA USD 18248.37000000 0.023990852776 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.00000000 N N N N N N Masimo Corp 549300Q4A8JK0PIYCU29 574795100 49.00000000 NS USD 11566.94000000 0.015206879004 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 2707.00000000 NS USD 125225.82000000 0.164632469168 Long EC CORP US N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AC0 25000.00000000 PA USD 25631.70000000 0.033697603736 Long DBT CORP US N 2 2021-12-15 Fixed 2.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFR6 63434.71000000 PA USD 67320.54000000 0.088505283702 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEH6 115002.76000000 PA USD 123944.61000000 0.162948081988 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N SK Innovation Co Ltd 988400PXP70BWVSJVF07 000000000 352.00000000 NS 41717.62000000 0.054845516591 Long EC CORP KR N 2 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 6193.00000000 NS USD 344640.45000000 0.453093525431 Long EC CORP US N 1 N N N Tupras Turkiye Petrol Rafinerileri AS 789000RCNG97UV50EE03 000000000 1179.00000000 NS 12095.61000000 0.015901913362 Long EC CORP TR N 2 N N N State of California N/A 13063A5G5 35000.00000000 PA USD 61236.70000000 0.080506952358 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N Rexel SA 969500N6AVPA51648T62 000000000 1525.00000000 NS 19120.49000000 0.025137415593 Long EC CORP FR N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0306A7 62500.00000000 PA USD 65439.45000000 0.086032243466 Long ABS-MBS USGA US N 2 2050-10-21 Fixed 3.00000000 N N N N N N Polskie Gornictwo Naftowe i Gazownictwo SA 2594008YSYXYOTBSQL93 000000000 9982.00000000 NS 13059.09000000 0.017168585774 Long EC CORP PL N 2 N N N Hitachi Capital Corp 353800YUHF3P4VZ74A67 000000000 2600.00000000 NS 61134.39000000 0.080372446966 Long EC CORP JP N 2 N N N Westlake Automobile Receivables Trust N/A 96042PAE2 70000.00000000 PA USD 71004.42000000 0.093348424362 Long ABS-O CORP US N 2 2025-07-15 Fixed 2.01000000 N N N N N N Drive Auto Receivables Trust N/A 26208KAG5 60000.00000000 PA USD 62678.73000000 0.082402767130 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.30000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 10000.00000000 PA USD 9008.54000000 0.011843389676 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 30711XEL4 14673.90000000 PA USD 14699.31000000 0.019324957907 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413DKC0 2257.95000000 PA USD 2651.21000000 0.003485505214 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 10000.00000000 PA USD 9521.37000000 0.012517599429 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Dah Sing Banking Group Ltd 529900DXBMKJOLLQOM66 000000000 2000.00000000 NS 1738.58000000 0.002285684519 Long EC CORP HK N 2 N N N alstria office REIT-AG 529900QIJIGPI0DRL085 000000000 603.00000000 NS 8384.87000000 0.011023460271 Long EC DE N 1 N N N Nidec Corp 353800IF171MZTNL6Y31 000000000 400.00000000 NS 37511.15000000 0.049315334855 Long EC CORP JP N 2 N N N UMBS, TBA N/A 01F0224A0 475000.00000000 PA USD 495929.69000000 0.651991174014 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 2.50000000 N N N N N N Singapore Telecommunications Ltd 2549003XJKIQO8YDYD89 000000000 12600.00000000 NS 19719.92000000 0.025925477041 Long EC CORP SG N 2 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063P105 91.00000000 NS USD 9277.45000000 0.012196921538 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 20000.00000000 PA USD 22937.24000000 0.030155238409 Long DBT CORP US N 2 2027-11-25 Fixed 4.18000000 N N N N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 000000000 236.00000000 NS 13558.95000000 0.017825744066 Long EC CORP RU N 2 N N N MMG Ltd 529900XB5IQXFMSWEC48 000000000 8000.00000000 NS 2014.95000000 0.002649023929 Long EC CORP HK N 2 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 11.00000000 NS USD 2692.25000000 0.003539459874 Long EC CORP US N 1 N N N Sanofi 549300E9PC51EN656011 000000000 959.00000000 NS 96103.13000000 0.126345314302 Long EC CORP FR N 2 N N N Wartsila OYJ Abp 743700G7A9J1PHM3X223 000000000 5534.00000000 NS 43459.14000000 0.057135066283 Long EC CORP FI N 2 N N N Santander Drive Auto Receivables Trust N/A 80285WAE7 190000.00000000 PA USD 190063.33000000 0.249873351328 Long ABS-O CORP US N 2 2025-03-17 Fixed 0.69000000 N N N N N N BioMarin Pharmaceutical Inc NSLL8ITTRR0J5HEMR848 09061G101 135.00000000 NS USD 10270.80000000 0.013502863581 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 45000.00000000 PA USD 57023.26000000 0.074967607270 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUB9 52350.72000000 PA USD 55952.73000000 0.073560197861 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKW35 3403.51000000 PA USD 4015.77000000 0.005279471363 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FY66 3058.21000000 PA USD 3514.80000000 0.004620853771 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8X57 130772.00000000 PA USD 137119.44000000 0.180268829369 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 834.00000000 NS USD 79371.78000000 0.104348864504 Long EC CORP US N 1 N N N Santander Drive Auto Receivables Trust N/A 80285RAF5 60000.00000000 PA USD 60728.03000000 0.079838211693 Long ABS-O CORP US N 2 2025-09-15 Fixed 1.46000000 N N N N N N First American Financial Corp 549300B6VEZK3N0A1P55 31847R102 476.00000000 NS USD 24233.16000000 0.031858964601 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 234.00000000 NS USD 343886.40000000 0.452102187436 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLT0 73982.55000000 PA USD 79211.42000000 0.104138041667 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CV7 55000.00000000 PA USD 61346.27000000 0.080651002360 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N 1Life Healthcare Inc N/A 68269G107 444.00000000 NS USD 12591.84000000 0.016554299349 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 75000.00000000 PA USD 82751.12000000 0.108791631087 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 40000.00000000 PA USD 41627.97000000 0.054727655107 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285FAG9 200000.00000000 PA USD 207060.42000000 0.272219165437 Long ABS-O CORP US N 2 2024-02-15 Fixed 3.88000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAG4 30000.00000000 PA USD 31331.30000000 0.041190780633 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.09000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAX9 25000.00000000 PA USD 33378.08000000 0.043881650976 Long DBT CORP US N 2 2045-09-01 Fixed 4.70000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645JAD4 50000.00000000 PA USD 56336.61000000 0.074064879023 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.77000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 30000.00000000 PA USD 32255.02000000 0.042405181181 Long DBT CORP US N 2 2026-04-08 Fixed 3.11000000 N N N N N N Nitto Denko Corp 3538009GX5P09USH2J25 000000000 300.00000000 NS 19544.62000000 0.025695012814 Long EC CORP JP N 2 N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AG0 10000.00000000 PA USD 13233.30000000 0.017397616995 Long DBT CORP US N 2 2043-11-15 Fixed 5.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 10000.00000000 PA USD 10153.05000000 0.013348059458 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859102 115.00000000 NS USD 47597.35000000 0.062575507641 Long EC CORP US N 1 N N N Unilever PLC 549300MKFYEKVRWML317 000000000 789.00000000 NS 48644.33000000 0.063951956225 Long EC CORP GB N 2 N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 03836WAB9 35000.00000000 PA USD 39681.66000000 0.052168871136 Long DBT CORP US N 2 2029-05-01 Fixed 3.57000000 N N N N N N Freddie Mac N/A 3128MJ3K4 27239.99000000 PA USD 29119.29000000 0.038282684937 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MF5 85000.00000000 PA USD 91948.86000000 0.120883759108 Long DBT CORP US N 2 2025-04-24 Fixed 3.35000000 N N N N N N Electrocomponents PLC 549300KVXDURRKVW7R37 000000000 1124.00000000 NS 10302.81000000 0.013544946638 Long EC CORP GB N 2 N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 86.00000000 NS USD 65371.18000000 0.085942489942 Long EC US N 1 N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579102 815.00000000 NS USD 43496.55000000 0.057184248638 Long EC CORP US N 1 N N N ViaSat Inc UFC8NYMNFSYIHNSM2I38 92552V100 715.00000000 NS USD 24588.85000000 0.032326584801 Long EC CORP US N 1 N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AC7 95000.00000000 PA USD 104230.58000000 0.137030348439 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N N PGE Polska Grupa Energetyczna SA 259400MP9VXR0E69MJ89 000000000 20682.00000000 NS 34343.19000000 0.045150466324 Long EC CORP PL N 2 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AC3 40000.00000000 PA USD 59287.11000000 0.077943856220 Long DBT CORP US N 2 2038-05-16 Fixed 6.38000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172BL2 40000.00000000 PA USD 48248.73000000 0.063431866959 Long DBT CORP US N 2 2044-11-10 Fixed 4.25000000 N N N N N N Shopify Inc 549300HGQ43STJLLP808 000000000 91.00000000 NS 93059.81000000 0.122344308072 Long EC CORP CA N 1 N N N Deckers Outdoor Corp 5493008LG4W3I6K8J118 243537107 70.00000000 NS USD 15400.70000000 0.020247064606 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 1182.00000000 NS USD 399716.94000000 0.525501743974 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FRUT6 80000.00000000 PA USD 86745.96000000 0.114043586100 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 2.07000000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718FK0 40000.00000000 PA USD 50679.85000000 0.066628023219 Long DBT CORP US N 2 2050-03-25 Fixed 3.60000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BN1 100000.00000000 PA USD 105763.30000000 0.139045391967 Long DBT CORP US N 2 2023-04-15 Fixed 3.00000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAQ5 20000.00000000 PA USD 18440.77000000 0.024243798111 Long DBT CORP US N 2 2050-08-15 Fixed 2.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323VAX3 4922.25000000 PA USD 4921.03000000 0.006469602832 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 2.67000000 N N N N N N China Life Insurance Co Ltd 549300J6TFLDXGH6S048 000000000 6000.00000000 NS 13601.85000000 0.017882144039 Long EC CORP CN N 2 N N N Paylocity Holding Corp 549300VH75FTB4DIEE07 70438V106 116.00000000 NS USD 18724.72000000 0.024617102831 Long EC CORP US N 1 N N N EXOR NV 5493002ENHZ6NYET7405 000000000 254.00000000 NS 13787.81000000 0.018126622806 Long EC CORP NL N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RSN0 2442.10000000 PA USD 2810.72000000 0.003695210570 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 000000000 400.00000000 NS 11184.32000000 0.014703854345 Long EC CORP JP N 2 N N N Dolby Laboratories Inc 549300X04FB2QPCJ5J24 25659T107 171.00000000 NS USD 11333.88000000 0.014900478588 Long EC CORP US N 1 N N N AU Optronics Corp 391200L7PIS4QXYJUQ72 000000000 38000.00000000 NS 14800.03000000 0.019457372949 Long EC CORP TW N 2 N N N SAP SE 529900D6BF99LW9R2E68 000000000 493.00000000 NS 76769.02000000 0.100927055764 Long EC CORP DE N 2 N N N Gecina SA 9695003E4MMA10IBTR26 000000000 164.00000000 NS 21619.40000000 0.028422694328 Long EC FR N 2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 110000.00000000 PA USD 115246.28000000 0.151512520651 Long DBT CORP US N 2 2025-10-30 Fixed 2.41000000 N N N N N N MISC Bhd N/A 000000000 27800.00000000 NS 50300.45000000 0.066129231845 Long EC CORP MY N 2 N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAB4 5000.00000000 PA USD 5032.67000000 0.006616374231 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N FANUC Corp 529900QTSW745LOKW705 000000000 200.00000000 NS 38383.08000000 0.050461647882 Long EC CORP JP N 2 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAL2 50000.00000000 PA USD 59154.52000000 0.077769542176 Long DBT CORP US N 2 2038-07-22 Fixed 3.97000000 N N N N N N MAXIM INTEGRATED PRODUCT SO0H5YEO14Y4PVKQH532 57772KAD3 90000.00000000 PA USD 100254.50000000 0.131803056911 Long DBT CORP US N 2 2027-06-15 Fixed 3.45000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVE6 30000.00000000 PA USD 30586.29000000 0.040211327387 Long DBT CORP US N 2 2023-04-06 Fixed 1.20000000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 000000000 100.00000000 NS 1470.14000000 0.001932770559 Long EC CORP SG N 2 N N N Freddie Mac N/A 3132XCR98 17957.54000000 PA USD 20182.60000000 0.026533755356 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AX1 45000.00000000 PA USD 46083.38000000 0.060585114451 Long DBT CORP US N 2 2024-09-01 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSQ1 41395.96000000 PA USD 44029.86000000 0.057885383133 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208NAF1 90000.00000000 PA USD 92498.59000000 0.121606480726 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.78000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 000000000 25778.00000000 NS 34166.90000000 0.044918700558 Long EC CORP GB N 2 N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BJ4 70000.00000000 PA USD 76993.38000000 0.101222018422 Long DBT CORP US N 2 2029-08-15 Fixed 2.95000000 N N N N N N Reinet Investments SCA 222100830RQTFVV22S80 000000000 88.00000000 NS 1526.21000000 0.002006484930 Long EC CORP LU N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 95001QAX9 50000.00000000 PA USD 58725.46000000 0.077205463560 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.38000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AV5 5000.00000000 PA USD 4811.49000000 0.006325592270 Long DBT CORP US N 2 2048-07-15 Fixed 5.20000000 N N N N N N Alexion Pharmaceuticals Inc M1YXUUZR0EIMU8T0EM75 015351109 177.00000000 NS USD 20254.11000000 0.026627768459 Long EC CORP US N 1 N N N Planet Fitness Inc 549300LLE5HUPF6H8G33 72703H101 200.00000000 NS USD 12324.00000000 0.016202174200 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VDP6 2974.49000000 PA USD 3416.83000000 0.004492054111 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.00000000 N N N N N N Teladoc Health Inc 549300I2PVFBC9MFAC61 87918A105 64.00000000 NS USD 14031.36000000 0.018446814263 Long EC CORP US N 1 N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AD9 20000.00000000 PA USD 20225.73000000 0.026590457707 Long DBT CORP US N 2 2024-07-15 Fixed 4.63000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BF2 150000.00000000 PA USD 158095.31000000 0.207845484655 Long DBT CORP US N 2 2022-06-12 Fixed 4.00000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 836.00000000 NS 15472.66000000 0.020341669317 Long EC CORP FR N 2 N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275R102 9411.00000000 NS USD 370699.29000000 0.487352683589 Long EC CORP US N 1 N N N China Eastern Airlines Corp Ltd 3003000KIOQE39Q7Y685 000000000 12000.00000000 NS 5162.01000000 0.006786415550 Long EC CORP CN N 2 N N N BENCHMARK Mortgage Trust N/A 08160KAE4 40000.00000000 PA USD 44607.53000000 0.058644837042 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 2.93000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122157 582.00000000 NS USD 1309.50000000 0.001721579610 N/A DE US N 1 N/A N/A Bristol-Myers Squibb Co Bristol-Myers Squibb Co 2021-03-31 XXXX 69.84000000 N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 44000.00000000 PA USD 47678.30000000 0.062681931368 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529Y106 688.00000000 NS USD 11579.04000000 0.015222786688 Long EC CORP US N 1 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 1344.00000000 NS 64080.24000000 0.084245310880 Long EC CORP SE N 2 N N N Publicis Groupe SA 2138004KW8BV57III342 000000000 499.00000000 NS 16082.74000000 0.021143732156 Long EC CORP FR N 2 N N N Encompass Health Corp 549300FVRPM9DRQZRG64 29261A100 173.00000000 NS USD 11241.54000000 0.014779080603 Long EC CORP US N 1 N N N Freddie Mac N/A 31329QHM6 28469.32000000 PA USD 30360.06000000 0.039913906268 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N District of Columbia Water & Sewer Authority 549300OT2FIJQJ5PSH71 254845JZ4 5000.00000000 PA USD 7485.10000000 0.009840546422 Long DBT MUN US N 2 2114-10-01 Fixed 4.81000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 000000000 3345.00000000 NS 157947.92000000 0.207651713277 Long EC CORP NL N 2 N N N WF-RBS Commercial Mortgage Trust 549300O5GNH0TNJ6B119 96221QAE3 50000.00000000 PA USD 54644.68000000 0.071840524544 Long ABS-MBS CORP US N 2 2046-12-15 Variable 4.16000000 N N N N N N Lintec Corp 3538002YOJO0IAM1PD28 000000000 500.00000000 NS 11642.72000000 0.015306505810 Long EC CORP JP N 2 N N N BT Group PLC 213800LRO7NS5CYQMN21 000000000 21645.00000000 NS 27416.01000000 0.036043408787 Long EC CORP GB N 2 N N N UMBS, TBA N/A 01F0226A8 700000.00000000 PA USD 734179.68000000 0.965214789823 Long ABS-MBS USGSE US N 2 2050-10-15 Fixed 2.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 2337.00000000 NS USD 289974.96000000 0.381225642298 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 9000.00000000 PA USD 9388.61000000 0.012343061888 Long DBT CORP US N 2 2050-06-01 Fixed 2.53000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBM1 30000.00000000 PA USD 32354.00000000 0.042535308672 Long DBT CORP US N 2 2029-11-01 Fixed 2.75000000 N N N N N N Freddie Mac N/A 3128MJX39 46980.77000000 PA USD 49403.84000000 0.064950472399 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26R8 18931.76000000 PA USD 20232.50000000 0.026599358123 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N UGI Corp DX6GCWD4Q1JO9CRE5I40 902681105 452.00000000 NS USD 14906.96000000 0.019597952184 Long EC CORP US N 1 N N N Ulvac Inc N/A 000000000 900.00000000 NS 32796.20000000 0.043116662245 Long EC CORP JP N 2 N N N Texas Transportation Commission 5493006JSGNPGVJS7691 882830BH4 10000.00000000 PA USD 10172.00000000 0.013372972733 Long DBT MUN US N 2 2044-10-01 Fixed 2.47000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563402 724.00000000 NS USD 104017.08000000 0.136749663257 Long EC CORP US N 1 N N N Chong Kun Dang Pharmaceutical Corp N/A 000000000 171.00000000 NS 24207.88000000 0.031825729372 Long EC CORP KR N 2 N N N Air Liquide SA 969500MMPQVHK671GT54 000000000 437.00000000 NS 69268.72000000 0.091066526134 Long EC CORP FR N 2 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAW1 35000.00000000 PA USD 36607.84000000 0.048127767022 Long DBT CORP US N 2 2022-06-01 Fixed 3.50000000 N N N N N N Mitsubishi Chemical Holdings Corp 353800YNKX4RQUGAR072 000000000 7600.00000000 NS 43870.10000000 0.057675349106 Long EC CORP JP N 2 N N N AT&T INC 549300Z40J86GGSTL398 00206RKF8 10000.00000000 PA USD 9495.06000000 0.012483010074 Long DBT CORP US N 2 2061-02-01 Fixed 3.50000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAD1 60000.00000000 PA USD 69133.36000000 0.090888570413 Long DBT US N 2 2029-05-01 Fixed 3.39000000 N N N N N N HubSpot Inc 529900BLNVEW0MVKJB37 443573100 118.00000000 NS USD 34483.14000000 0.045334456447 Long EC CORP US N 1 N N N Fannie Mae - CAS N/A 30711XZC1 39507.40000000 PA USD 39359.67000000 0.051745555810 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 0.60000000 N N N N N N Polski Koncern Naftowy ORLEN SA 259400VVMM70CQREJT74 000000000 2483.00000000 NS 29468.48000000 0.038741759686 Long EC CORP PL N 2 N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAK0 10000.00000000 PA USD 9669.66000000 0.012712554022 Long DBT CORP US N 2 2050-08-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RS91 29809.77000000 PA USD 31836.06000000 0.041854380880 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A 31329NU48 55384.88000000 PA USD 58601.50000000 0.077042495245 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 66878.40000000 PA USD 70778.29000000 0.093051134711 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N CanSino Biologics Inc 254900SPBQ0ZVM8QC931 000000000 1000.00000000 NS 21318.24000000 0.028026763885 Long EC CORP CN N 2 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DD7 20000.00000000 PA USD 26564.91000000 0.034924480642 Long DBT CORP US N 2 2046-04-14 Fixed 4.45000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAE8 40000.00000000 PA USD 40128.56000000 0.052756403727 Long ABS-O CORP US N 2 2024-11-15 Fixed 0.96000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAC6 10000.00000000 PA USD 10636.75000000 0.013983972446 Long DBT CORP NO N 2 2049-11-18 Fixed 3.25000000 N N N N N N Freddie Mac - STACR N/A 3137G0QP7 35617.22000000 PA USD 35595.55000000 0.046796924850 Long ABS-MBS USGSE US N 2 2030-03-25 Floating 0.90000000 N N N N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 88.00000000 NS USD 22216.48000000 0.029207666267 Long EC CORP US N 1 N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAF5 5000.00000000 PA USD 4968.01000000 0.006531366719 Long DBT US N 2 2030-01-15 Fixed 3.40000000 N N N N N N DT Auto Owner Trust N/A 26253KAC8 70000.00000000 PA USD 71221.12000000 0.093633316536 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.74000000 N N N N N N HomeServe PLC 213800EKBJTGNMXEDF11 000000000 1494.00000000 NS 23806.56000000 0.031298120109 Long EC CORP GB N 2 N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAU0 30000.00000000 PA USD 30948.16000000 0.040687072338 Long DBT US N 2 2023-10-15 Fixed 3.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAH9 100000.00000000 PA USD 107475.69000000 0.141296644895 Long DBT CORP US N 2 2025-03-01 Fixed 3.22000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 185.00000000 NS USD 12766.85000000 0.016784382318 Long EC CORP US N 1 N N N Just Dial Ltd N/A 000000000 1007.00000000 NS 5203.95000000 0.006841553426 Long EC CORP IN N 2 N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 30000.00000000 PA USD 30538.24000000 0.040148156787 Long DBT CORP US N 2 2030-06-15 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K14K9 65867.54000000 PA USD 68967.55000000 0.090670582544 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BB9 100000.00000000 PA USD 105867.09000000 0.139181843092 Long DBT CORP US N 2 2022-07-23 Fixed 4.46000000 N N N N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 45168D104 219.00000000 NS USD 86091.09000000 0.113182638533 Long EC CORP US N 1 N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DJ2 5000.00000000 PA USD 4686.01000000 0.006160625634 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 170000.00000000 PA USD 172157.71000000 0.226333106732 Long DBT CORP CA N 2 2025-06-10 Fixed 1.15000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BS1 10000.00000000 PA USD 9977.21000000 0.013116885301 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AH4 30000.00000000 PA USD 31054.70000000 0.040827138846 Long DBT CORP JP N 2 2022-07-18 Fixed 2.90000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166NAD8 90000.00000000 PA USD 90031.21000000 0.118362654000 Long ABS-O CORP US N 2 2024-09-16 Fixed 0.79000000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAC0 25000.00000000 PA USD 25358.44000000 0.033338352996 Long DBT CORP US N 2 2027-07-15 Fixed 1.35000000 N N N N N N Under Armour Inc 549300D4549QKWETZ406 904311107 2955.00000000 NS USD 33184.65000000 0.043627351515 Long EC CORP US N 1 N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139X83 25000.00000000 PA USD 41064.75000000 0.053987198393 Long DBT MUN US N 2 2041-01-01 Fixed 7.10000000 N N N N N N Freddie Mac N/A 3133A36A1 45731.57000000 PA USD 47953.56000000 0.063043811477 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 322.00000000 NS USD 20797.98000000 0.027342786025 Long EC CORP US N 1 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 215000.00000000 PA USD 236864.60000000 0.311402264777 Long DBT US N 2 2029-11-18 Fixed 3.20000000 N N N N N N Sirius XM Holdings Inc 54930055RWDMVXAGZK98 82968B103 24777.00000000 NS USD 132804.72000000 0.174596333015 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MR9 10000.00000000 PA USD 10243.49000000 0.013466959542 Long DBT CORP US N 2 2024-05-15 Fixed 1.68000000 N N N N N N Onex Corp 894500LB8PNE5C7CEN88 68272K103 938.00000000 NS 41843.87000000 0.055011495533 Long EC CORP CA N 1 N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AT2 44000.00000000 PA USD 48603.36000000 0.063898093593 Long DBT CORP US N 2 2026-10-01 Fixed 3.20000000 N N N N N N PSEG Power LLC N/A 69362BBC5 100000.00000000 PA USD 107583.00000000 0.141437723710 Long DBT CORP US N 2 2023-06-01 Fixed 3.85000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDQ1 40000.00000000 PA USD 38006.20000000 0.049966169514 Long DBT CORP US N 2 2062-08-15 Fixed 2.65000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117100 3286.00000000 NS USD 98547.14000000 0.129558416848 Long EC CORP US N 1 N N N PVH Corp 123WALMHY1GZXG2YDL90 693656100 575.00000000 NS USD 34293.00000000 0.045084482299 Long EC CORP US N 1 N N N Inchcape PLC 213800RGEH1MPPNM2T57 000000000 1014.00000000 NS 5750.14000000 0.007559621061 Long EC CORP GB N 2 N N N Allegion PLC N/A 000000000 1272.00000000 NS USD 125813.52000000 0.165405109364 Long EC CORP IE N 1 N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BK1 10000.00000000 PA USD 11383.63000000 0.014965884152 Long DBT CORP US N 2 2049-08-15 Fixed 3.80000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 491.00000000 NS USD 81196.67000000 0.106748019460 Long EC CORP US N 1 N N N Allied Properties Real Estate Investment Trust 549300AMZMPKVHA0MY77 000000000 351.00000000 NS 9450.15000000 0.012423967585 Long EC CA N 1 N N N Hindustan Unilever Ltd 5493007IW5N37IKRPM32 000000000 955.00000000 NS 26838.07000000 0.035283599914 Long EC CORP IN N 2 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 891906AE9 50000.00000000 PA USD 54244.50000000 0.071314414022 Long DBT CORP US N 2 2023-06-01 Fixed 4.00000000 N N N N N N First Horizon National Corp TF3RXI1ZB1TQ30H9JV10 320517105 4271.00000000 NS USD 40275.53000000 0.052949622936 Long EC CORP US N 1 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DW7 15000.00000000 PA USD 15570.39000000 0.020470153452 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 405.00000000 NS USD 34554.60000000 0.045428403815 Long EC CORP US N 1 N N N S-Oil Corp 988400QTUXYDN8W3MZ32 000000000 183.00000000 NS 8037.12000000 0.010566278668 Long EC CORP KR N 2 N N N Drive Auto Receivables Trust N/A 26208KAF7 50444.31000000 PA USD 50883.18000000 0.066895338058 Long ABS-O CORP US N 2 2024-09-16 Fixed 3.72000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AX1 18000.00000000 PA USD 22769.11000000 0.029934200471 Long DBT CORP US N 2 2050-03-26 Fixed 3.95000000 N N N N N N PeptiDream Inc N/A 000000000 500.00000000 NS 23464.39000000 0.030848274447 Long EC CORP JP N 2 N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAL8 100000.00000000 PA USD 104598.87000000 0.137514533666 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BA4 40000.00000000 PA USD 43238.64000000 0.056845178308 Long DBT CORP US N 2 2023-08-01 Fixed 3.70000000 N N N N N N Denso Corp 549300RYPA10CQM3QK38 000000000 800.00000000 NS 35065.37000000 0.046099905318 Long EC CORP JP N 2 N N N Wuxi Biologics Cayman Inc 5493001TD2TH6VDTJU11 000000000 2500.00000000 NS 61270.15000000 0.080550928561 Long EC CORP KY N 2 N N N DELL INT LLC / EMC CORP N/A 24703DBB6 50000.00000000 PA USD 58341.31000000 0.076700427434 Long DBT CORP US N 2 2025-07-15 Fixed 5.85000000 N N N N N N EDP Renovaveis SA 529900MUFAH07Q1TAX06 000000000 1024.00000000 NS 16999.13000000 0.022348496065 Long EC CORP ES N 2 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAW5 70000.00000000 PA USD 82051.90000000 0.107872377253 Long DBT CORP US N 2 2040-04-15 Fixed 4.38000000 N N N N N N Assa Abloy AB 549300YECS8HKCIMMB67 000000000 787.00000000 NS 18400.15000000 0.024190395619 Long EC CORP SE N 2 N N N Pinnacle Financial Partners Inc 54930098EZ8JMSAZGS24 72346Q104 455.00000000 NS USD 16193.45000000 0.021289280899 Long EC CORP US N 1 N N N CC HOLDINGS GS V LLC/CRO N/A 14987BAE3 50000.00000000 PA USD 53844.64000000 0.070788724199 Long DBT US N 2 2023-04-15 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJY1 7192.17000000 PA USD 8473.41000000 0.011139862454 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 1529.00000000 NS 43096.05000000 0.056657717417 Long EC CORP DE N 2 N N N Glory Ltd 3538003FKID28TGG5U64 000000000 100.00000000 NS 2242.16000000 0.002947733439 Long EC CORP JP N 2 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BL2 20000.00000000 PA USD 23339.60000000 0.030684214943 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N NIO Inc 549300JBU4TV5OCKJV96 62914V106 926.00000000 NS USD 19649.72000000 0.025833186175 Long EC CORP KY N 1 N N N Infosys Ltd 335800TYLGG93MM7PR89 000000000 2701.00000000 NS 37139.15000000 0.048826272148 Long EC CORP IN N 2 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 252.00000000 NS USD 80256.96000000 0.105512597104 Long EC US N 1 N N N Morgan Stanley BAML Trust 549300PFVBG5704L7K74 61762DAW1 40000.00000000 PA USD 41370.64000000 0.054389347295 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXA7 41439.08000000 PA USD 44013.75000000 0.057864203563 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 13.00000000 NC USD -7926.32000000 -0.01042061160 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNZ0 Comdty 2020-12-21 2891488.82000000 USD -7926.32000000 N N N Alaska Air Group Inc 529900G48RT4KWLC6C27 011659109 497.00000000 NS USD 18205.11000000 0.023933979516 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER2G4 61583.80000000 PA USD 69229.44000000 0.091014885319 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Worley LTD 549300XDR86FY8OLGP97 000000000 1736.00000000 NS 12099.46000000 0.015906974898 Long EC CORP AU N 2 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 000000000 648.00000000 NS 27142.87000000 0.035684315809 Long EC CORP FR N 2 N N N POSCO 988400E5HRVX81AYLM04 000000000 86.00000000 NS 14397.58000000 0.018928278093 Long EC CORP KR N 2 N N N American Financial Group Inc/OH 549300AFOM7IVKIU1G39 025932104 149.00000000 NS USD 9980.02000000 0.013120579565 Long EC CORP US N 1 N N N Beiersdorf AG L47NHHI0Z9X22DV46U41 000000000 1180.00000000 NS 133974.09000000 0.176133685858 Long EC CORP DE N 2 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 543.00000000 NS USD 69623.46000000 0.091532897383 Long EC CORP US N 1 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BA9 15000.00000000 PA USD 20118.75000000 0.026449812738 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BZ6 16000.00000000 PA USD 20758.74000000 0.027291197797 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 10000.00000000 PA USD 13330.12000000 0.017524904767 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7NJ2 26872.71000000 PA USD 28721.40000000 0.037759585043 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBJ4 10000.00000000 PA USD 9916.44000000 0.013036991912 Long DBT US N 2 2050-07-15 Fixed 3.00000000 N N N N N N Prosper Marketplace Issuance Trust N/A 74361MAA7 1251.19000000 PA USD 1251.86000000 0.001645801184 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.54000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 2783.00000000 NS USD 99965.36000000 0.131422928978 Long EC CORP US N 1 N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 72.00000000 NS USD 6630.48000000 0.008716990586 Long EC CORP US N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBE2 10000.00000000 PA USD 12758.68000000 0.016773641344 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N Teradata Corp 549300JU9SOUHV4U4R71 88076W103 1292.00000000 NS USD 29328.40000000 0.038557598654 Long EC CORP US N 1 N N N Daiwa House Industry Co Ltd N/A 000000000 200.00000000 NS 5129.46000000 0.006743622563 Long EC CORP JP N 2 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 318.00000000 NS 22327.23000000 0.029353267597 Long EC CORP CA N 1 N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBA5 100000.00000000 PA USD 102142.21000000 0.134284800360 Long DBT CORP US N 2 2021-09-01 Fixed 4.00000000 N N N N N N Eutelsat Communications SA 549300EFWH9UR17YSK05 000000000 1025.00000000 NS 9983.15000000 0.013124694528 Long EC CORP FR N 2 N N N Cerner Corp 549300L4UJ40IEVVI304 156782104 1409.00000000 NS USD 101856.61000000 0.133909326410 Long EC CORP US N 1 N N N Takara Bio Inc 529900OUPLSGTCWC5447 000000000 1300.00000000 NS 35334.53000000 0.046453765851 Long EC CORP JP N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VN30 175361.32000000 PA USD 184673.68000000 0.242787660953 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.00000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BM3 15000.00000000 PA USD 23887.50000000 0.031404530689 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXX7 16884.75000000 PA USD 17899.50000000 0.023532198726 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 4.00000000 N N N N N N Avenue Supermarts Ltd 335800B2ZPJKOU2ZM776 000000000 397.00000000 NS 11868.72000000 0.015603624551 Long EC CORP IN N 2 N N N Consumer Loan Underlying Bond Credit Trust N/A 21054AAA6 50413.19000000 PA USD 50792.68000000 0.066776359093 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.94000000 N N N N N N Sugi Holdings Co Ltd 529900N86BFWB1FADG87 000000000 200.00000000 NS 14140.76000000 0.018590640769 Long EC CORP JP N 2 N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 1695.00000000 NS 41008.11000000 0.053912734651 Long EC CORP GB N 2 N N N Pernod Ricard SA 52990097YFPX9J0H5D87 000000000 942.00000000 NS 150188.60000000 0.197450654018 Long EC CORP FR N 2 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1429.00000000 NS 18968.42000000 0.024937491491 Long EC CORP FR N 2 N N N Banco Bradesco SA 549300CTUU1RFXHQJE44 000000000 31624.00000000 NS 109751.20000000 0.144288223069 Long EP CORP BR N 1 N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 000000000 2551.00000000 NS 70571.84000000 0.092779718056 Long EC CORP ES N 2 N N N UMBS, TBA N/A 01F0206A2 2000000.00000000 PA USD 2067500.00000000 2.718110610143 Long ABS-MBS USGSE US N 2 2050-10-15 Fixed 2.00000000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AL7 36000.00000000 PA USD 40897.43000000 0.053767225349 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N Li Ning Co Ltd 529900T77L2FV3FZ3U81 000000000 1500.00000000 NS 7057.94000000 0.009278965707 Long EC CORP KY N 2 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AT6 20000.00000000 PA USD 22936.64000000 0.030154449598 Long DBT CORP US N 2 2029-08-15 Fixed 3.55000000 N N N N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 000000000 3022.00000000 NS 42593.31000000 0.055996772832 Long EC CORP IT N 2 N N N Santander Revolving Auto Loan Trust N/A 80286JAA3 100000.00000000 PA USD 105911.44000000 0.139240149358 Long ABS-O CORP US N 2 2032-01-26 Fixed 2.51000000 N N N N N N KWG Group Holdings Ltd 549300LK82ZOM9ZE7H90 000000000 12000.00000000 NS 20667.03000000 0.027170628064 Long EC CORP KY N 2 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAL8 70000.00000000 PA USD 85711.12000000 0.112683097789 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N Columbia Sportswear Co 549300OTMCIEUXAH5Z60 198516106 60.00000000 NS USD 5218.80000000 0.006861076494 Long EC CORP US N 1 N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AK7 10000.00000000 PA USD 11729.49000000 0.015420581001 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N Huaneng Power International Inc 529900WU0SMVKMPG4V21 000000000 58000.00000000 NS 22503.26000000 0.029584691544 Long EC CORP CN N 2 N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AW6 75000.00000000 PA USD 84410.92000000 0.110973744746 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Cochlear Ltd 5493001OLLWY8KV5UC08 000000000 207.00000000 NS 29573.77000000 0.038880182838 Long EC CORP AU N 2 N N N SoftBank Corp 353800M1YCTS9JRBJ535 000000000 2100.00000000 NS 23466.10000000 0.030850522558 Long EC CORP JP N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0306B5 75000.00000000 PA USD 78492.19000000 0.103192480992 Long ABS-MBS USGA US N 2 2050-11-19 Fixed 3.00000000 N N N N N N Kuehne + Nagel International AG 529900Q0YED3805QXQ66 000000000 213.00000000 NS 41358.92000000 0.054373939190 Long EC CORP CH N 2 N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 302.00000000 NS USD 87534.70000000 0.115080530508 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYJ26 177293.11000000 PA USD 195395.51000000 0.256883486774 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 11134.00000000 NS USD 1289428.54000000 1.695191968849 Long EC CORP US N 1 N N N Westlake Automobile Receivables Trust N/A 96042PAD4 110000.00000000 PA USD 110650.28000000 0.145470229786 Long ABS-O CORP US N 2 2025-07-15 Fixed 1.32000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBK0 10000.00000000 PA USD 10838.33000000 0.014248986587 Long DBT CORP US N 2 2049-09-06 Fixed 4.76000000 N N N N N N Telia Co AB 213800FSR9RNDUOTXO25 000000000 10483.00000000 NS 42887.36000000 0.056383355867 Long EC CORP SE N 2 N N N Rentokil Initial PLC 549300VN4WV7Z6T14K68 000000000 4078.00000000 NS 28186.52000000 0.037056386493 Long EC CORP GB N 2 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 2206.00000000 NS USD 305751.60000000 0.401966949469 Long EC CORP US N 1 N N N Unilever Indonesia Tbk PT 549300MUHUFNRRI19O72 000000000 5500.00000000 NS 3001.14000000 0.003945552830 Long EC CORP ID N 2 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCU8 20000.00000000 PA USD 20683.10000000 0.027191755047 Long DBT CORP US N 2 2022-07-08 Fixed 3.55000000 N N N N N N Orsted A/S W9NG6WMZIYEU8VEDOG48 000000000 245.00000000 NS 33775.81000000 0.044404540521 Long EC CORP DK N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 50000.00000000 PA USD 57793.50000000 0.075980230010 Long DBT CORP US N 2 2025-07-23 Fixed 4.91000000 N N N N N N IDACORP Inc N134NUJDWN8UEFA8B673 451107106 182.00000000 NS USD 14541.80000000 0.019117881920 Long EC CORP US N 1 N N N Freddie Mac N/A 3128M6MW5 3176.60000000 PA USD 3683.24000000 0.004842299261 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 31335BAU0 193995.79000000 PA USD 213370.65000000 0.280515128250 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Britvic PLC 635400L3NVMYD4BVCI53 000000000 1097.00000000 NS 11624.20000000 0.015282157849 Long EC CORP GB N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDC5 20000.00000000 PA USD 24622.42000000 0.032370718766 Long DBT CORP US N 2 2046-08-15 Fixed 4.13000000 N N N N N N Brookfield Finance Inc N/A 11271LAB8 10000.00000000 PA USD 11663.25000000 0.015333496287 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N Interactive Brokers Group Inc 5493004DT6DCDUZNDM53 45841N107 158.00000000 NS USD 7636.14000000 0.010039116398 Long EC CORP US N 1 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 6000.00000000 PA USD 7170.67000000 0.009427170113 Long DBT CORP US N 2 2030-04-13 Fixed 4.63000000 N N N N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 406.00000000 NS USD 125486.48000000 0.164975154881 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 261.00000000 NS USD 382521.60000000 0.502895293624 Long EC CORP US N 1 N N N Anhui Conch Cement Co Ltd 300300JVKW56SSAEQZ33 000000000 6500.00000000 NS 45020.86000000 0.059188235668 Long EC CORP CN N 2 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCE7 75000.00000000 PA USD 85175.48000000 0.111978900078 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AV9 40000.00000000 PA USD 41623.84000000 0.054722225460 Long DBT CORP US N 2 2022-06-15 Fixed 3.30000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 97.00000000 NS USD 9581.66000000 0.012596861769 Long EC CORP US N 1 N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 11209.00000000 NS 128748.17000000 0.169263248809 Long EC CORP GB N 2 N N N Walmart Inc Y87794H0US1R65VBXU25 931142CZ4 50000.00000000 PA USD 50097.00000000 0.065861759243 Long DBT CORP US N 2 2020-10-25 Fixed 3.25000000 N N N N N N Guangzhou R&F Properties Co Ltd 529900ICJ8CK8LFWH863 000000000 21200.00000000 NS 27457.37000000 0.036097784146 Long EC CORP CN N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8KB0 244915.93000000 PA USD 259620.04000000 0.341318493509 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Naturgy Energy Group SA TL2N6M87CW970S5SV098 000000000 1551.00000000 NS 31104.78000000 0.040892978255 Long EC CORP ES N 2 N N N CNOOC Ltd 549300XIVJCBIGMRUD48 000000000 66000.00000000 NS 63483.96000000 0.083461390689 Long EC CORP HK N 2 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 2.00000000 NC USD 1770.56000000 0.002327728136 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI Emerging Markets MESZ0 Index 2020-12-18 107079.44000000 USD 1770.56000000 N N N COMM Mortgage Trust N/A 12624PAJ4 50000.00000000 PA USD 50721.13000000 0.066682293403 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.42000000 N N N N N N Power Grid Corp of India Ltd 3358009SHWZ3DZEQ4Z56 000000000 3168.00000000 NS 6986.77000000 0.009185399597 Long EC CORP IN N 2 N N N Freddie Mac N/A 3128M9Q47 68269.94000000 PA USD 77447.78000000 0.101819411148 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEA8 75000.00000000 PA USD 94708.14000000 0.124511342297 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9DC4 16415.26000000 PA USD 18112.43000000 0.023812134538 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -5.00000000 NC USD -272.22000000 -0.00035788346 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 5 Year US Treasury Note FVZ0 Comdty 2020-12-31 -629884.03000000 USD -272.22000000 N N N Canon Inc 529900JH1GSC035SSP77 000000000 3800.00000000 NS 63028.92000000 0.082863156564 Long EC CORP JP N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 10000.00000000 PA USD 10676.00000000 0.014035573820 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BX7 20000.00000000 PA USD 21732.00000000 0.028570727825 Long DBT CORP US N 2 2030-11-15 Fixed 3.50000000 N N N N N N Eisai Co Ltd 353800HDEE0ZYEX4QV91 000000000 500.00000000 NS 45666.15000000 0.060036588555 Long EC CORP JP N 2 N N N Braskem SA 549300RPMQUFGBB7EY44 000000000 805.00000000 NS 2995.87000000 0.003938624441 Long EP CORP BR N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 1205.00000000 NS 131663.61000000 0.173096133161 Long EC CORP GB N 2 N N N Murata Manufacturing Co Ltd 529900QZG6DL8ZRI7140 000000000 300.00000000 NS 19508.15000000 0.025647066263 Long EC CORP JP N 2 N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBP8 10000.00000000 PA USD 12140.11000000 0.015960416831 Long DBT CORP US N 2 2049-06-01 Fixed 3.80000000 N N N N N N Drive Auto Receivables Trust N/A 26208JAF0 43608.40000000 PA USD 43809.08000000 0.057595127046 Long ABS-O CORP US N 2 2024-08-15 Fixed 3.63000000 N N N N N N Vivint Solar Inc 549300IMDTS6JXV4CV59 92854Q106 21.00000000 NS USD 889.35000000 0.001169214834 Long EC CORP US N 1 N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 526107107 48.00000000 NS USD 13085.28000000 0.017203017366 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD63 29079.37000000 PA USD 30870.93000000 0.040585539239 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N Dongfeng Motor Group Co Ltd 3003002JNYOYPX54GE50 000000000 8000.00000000 NS 5004.05000000 0.006578747955 Long EC CORP CN N 2 N N N Sun Hung Kai Properties Ltd 529900LUMD393RD3S874 000000000 5000.00000000 NS 64432.61000000 0.084708566326 Long EC CORP HK N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXH2 40000.00000000 PA USD 46332.25000000 0.060912300032 Long DBT CORP US N 2 2030-03-15 Fixed 3.80000000 N N N N N N Novatek PJSC 2138008R6GCRVBDFA581 669888109 97.00000000 NS USD 13289.00000000 0.017470844932 Long EC CORP RU N 1 N N N JBS SA 529900RM0MTMZL9O5050 000000000 6178.00000000 NS 22760.88000000 0.029923380616 Long EC CORP BR N 1 N N N Haci Omer Sabanci Holding AS 78900090FFOWNLGP0F20 000000000 9403.00000000 NS 10101.86000000 0.013280760748 Long EC CORP TR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GK3 16948.19000000 PA USD 17815.95000000 0.023422356819 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.00000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 78.00000000 NS USD 16470.48000000 0.021653488001 Long EC CORP US N 1 N N N ENEOS Holdings Inc 3538001KQ5SAOZSQTT44 000000000 24100.00000000 NS 85985.60000000 0.113043952444 Long EC CORP JP N 2 N N N Uni-President China Holdings Ltd 529900JUA05094TOKA73 000000000 3000.00000000 NS 2751.31000000 0.003617105152 Long EC CORP KY N 2 N N N China Unicom Hong Kong Ltd 5299006RQXYNFYPOUS20 000000000 32000.00000000 NS 21004.55000000 0.027614360443 Long EC CORP HK N 2 N N N Logan Group Co Ltd 549300NJ0E6Q0S1VOG90 000000000 4000.00000000 NS 6364.77000000 0.008367665716 Long EC CORP KY N 2 N N N Towngas China Co Ltd 254900BX211RVPV37P96 000000000 2000.00000000 NS 827.82000000 0.001088322285 Long EC CORP KY N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2FW7 21802.56000000 PA USD 23190.56000000 0.030488274336 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N CSPC Pharmaceutical Group Ltd 529900M3XQCW234H8O91 000000000 22000.00000000 NS 42945.03000000 0.056459173734 Long EC CORP HK N 2 N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAG7 93003.12000000 PA USD 93266.33000000 0.122615816755 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.32000000 N N N N N N Kao Corp 353800HM38HFCB8RGL63 000000000 800.00000000 NS 60056.58000000 0.078955466653 Long EC CORP JP N 2 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 1256.00000000 NS USD 110013.04000000 0.144632460110 Long EC CORP US N 1 N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 80000.00000000 PA USD 83282.40000000 0.109490096773 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Clarivate PLC 549300WDHIIODXFO0R55 000000000 432.00000000 NS USD 13387.68000000 0.017600578018 Long EC CORP JE N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206RDR0 60000.00000000 PA USD 75077.63000000 0.098703411215 Long DBT CORP US N 2 2037-03-01 Fixed 5.25000000 N N N N N N Apollo Tyres Ltd 335800W2PJ4XBSHQYC34 000000000 2002.00000000 NS 3556.41000000 0.004675557801 Long EC CORP IN N 2 N N N CoStar Group Inc N/A 22160N109 8.00000000 NS USD 6788.08000000 0.008924184895 Long EC CORP US N 1 N N N Prosus NV 635400Z5LQ5F9OLVT688 000000000 230.00000000 NS 21229.61000000 0.027910243380 Long EC CORP NL N 2 N N N Japan Tobacco Inc 353800Z0ENYBQO0XRJ31 000000000 2200.00000000 NS 40136.31000000 0.052766592533 Long EC CORP JP N 2 N N N Cie Plastic Omnium SA 9695001VLC2KYXX0DW73 000000000 644.00000000 NS 17017.11000000 0.022372134096 Long EC CORP FR N 2 N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 105000.00000000 PA USD 102231.76000000 0.134402530374 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 000000000 184.00000000 NS 7298.92000000 0.009595778425 Long EC CORP CA N 1 N N N RALPH LAUREN CORP HO1QNWM0IXBZ0QSMMO20 731572AA1 25000.00000000 PA USD 25448.24000000 0.033456411682 Long DBT CORP US N 2 2022-06-15 Fixed 1.70000000 N N N N N N HDFC Life Insurance Co Ltd 335800RQI8GAFHIRGZ37 000000000 1215.00000000 NS 9223.69000000 0.012126244088 Long EC CORP IN N 2 N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867224AD9 25000.00000000 PA USD 26851.05000000 0.035300664521 Long DBT CORP CA N 2 2025-05-15 Fixed 3.10000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAG7 45000.00000000 PA USD 46580.74000000 0.061238986032 Long DBT CORP US N 2 2022-09-15 Fixed 2.15000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7D0 45000.00000000 PA USD 46508.85000000 0.061144473349 Long DBT CORP CA N 2 2023-01-17 Fixed 1.95000000 N N N N N N Sino Biopharmaceutical Ltd 529900LPR4ADFEJAR786 000000000 21750.00000000 NS 23817.19000000 0.031312095208 Long EC CORP KY N 2 N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 000000000 4700.00000000 NS 146029.38000000 0.191982591134 Long EC CORP JP N 2 N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAY9 70000.00000000 PA USD 69550.92000000 0.091437530155 Long DBT CORP US N 2 2025-07-15 Fixed 3.25000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167HAC2 200000.00000000 PA USD 202970.26000000 0.266841894679 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.26000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 20000.00000000 PA USD 21686.43000000 0.028510817644 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Unibail-Rodamco-Westfield N/A 000000000 689.00000000 NS 25410.18000000 0.033406374782 Long EC XX N 2 N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBG3 70000.00000000 PA USD 76972.69000000 0.101194817596 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N Pidilite Industries Ltd 335800APXGEBZ349GN74 000000000 309.00000000 NS 6013.95000000 0.007906448030 Long EC CORP IN N 2 N N N Dr Reddy's Laboratories Ltd 335800OVDPY3DVZR2798 000000000 131.00000000 NS 9174.28000000 0.012061285517 Long EC CORP IN N 2 N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAC9 100000.00000000 PA USD 100096.06000000 0.131594758268 Long DBT CORP GB N 2 2020-10-16 Fixed 2.88000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FY4 10000.00000000 PA USD 12098.18000000 0.015905292102 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664100 5981.00000000 NS USD 71293.52000000 0.093728499708 Long EC CORP US N 1 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 1390.00000000 NS USD 53111.90000000 0.069825402135 Long EC CORP US N 1 N N N Celltrion Inc N/A 000000000 126.00000000 NS 27715.47000000 0.036437104267 Long EC CORP KR N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -5.00000000 NC USD -449.20000000 -0.00059055636 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYZ0 Comdty 2020-12-21 -799160.18000000 USD -449.20000000 N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 10000.00000000 PA USD 10089.31000000 0.013264261455 Long DBT CORP US N 2 2031-03-15 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419A3K1 5915.65000000 PA USD 6955.27000000 0.009143987029 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 000000000 273.00000000 NS 17683.57000000 0.023248318859 Long EC CORP FR N 2 N N N Sino-Ocean Group Holding Ltd 529900OLNN3N4AB8ME83 000000000 4000.00000000 NS 810.44000000 0.001065473065 Long EC CORP HK N 2 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 80.00000000 NS USD 11914.40000000 0.015663679348 Long EC CORP US N 1 N N N Guangdong Investment Ltd N/A 000000000 6000.00000000 NS 9539.89000000 0.012541947389 Long EC CORP HK N 2 N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BPW21 110000.00000000 PA USD 120538.73000000 0.158470423674 Long ABS-MBS USGSE US N 2 2026-03-25 Fixed 2.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4QW9 52348.85000000 PA USD 55014.40000000 0.072326589770 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAC9 20000.00000000 PA USD 22428.12000000 0.029485906136 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAH3 10000.00000000 PA USD 10497.67000000 0.013801126098 Long DBT CORP US N 2 2030-06-01 Fixed 2.13000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAD6 3000.00000000 PA USD 3086.52000000 0.004057800609 Long DBT CORP US N 2 2023-02-15 Fixed 1.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26S6 72913.76000000 PA USD 77743.49000000 0.102208176560 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Maeda Corp N/A 000000000 1000.00000000 NS 7328.95000000 0.009635258406 Long EC CORP JP N 2 N N N Consumer Loan Underlying Bond Credit Trust N/A 21055JAA6 125614.88000000 PA USD 126563.10000000 0.166390570719 Long ABS-O CORP US N 2 2028-03-15 Fixed 2.26000000 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AL1 40000.00000000 PA USD 43063.24000000 0.056614582612 Long DBT CORP US N 2 2023-05-15 Fixed 3.38000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162WBC9 65000.00000000 PA USD 66766.05000000 0.087776304184 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.85000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GC2 10000.00000000 PA USD 11515.88000000 0.015139751203 Long DBT CORP US N 2 2049-12-01 Fixed 3.30000000 N N N N N N H.U. Group Holdings Inc N/A 000000000 500.00000000 NS 13376.94000000 0.017586458304 Long EC CORP JP N 2 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBQ1 70000.00000000 PA USD 74234.30000000 0.097594698170 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N OTP Bank Nyrt 529900W3MOO00A18X956 000000000 691.00000000 NS 20798.22000000 0.027343101549 Long EC CORP HU N 2 N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAA8 60000.00000000 PA USD 60246.23000000 0.079204796606 Long DBT CORP US N 2 2020-11-15 Fixed 3.77000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AW6 100000.00000000 PA USD 112552.78000000 0.147971417421 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LFB3 22644.30000000 PA USD 25939.27000000 0.034101961309 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128MJDX5 2566.89000000 PA USD 3041.23000000 0.003998258539 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 3044.00000000 NS 151116.72000000 0.198670839178 Long EC CORP KR N 2 N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAH7 30000.00000000 PA USD 37137.39000000 0.048823958303 Long DBT CORP US N 2 2048-09-21 Fixed 4.25000000 N N N N N N Drive Auto Receivables Trust N/A 26208NAG9 200000.00000000 PA USD 209942.20000000 0.276007797502 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405JAA3 18301.95000000 PA USD 18436.78000000 0.024238552519 Long ABS-O CORP US N 2 2026-05-26 Fixed 2.50000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAE3 95000.00000000 PA USD 104446.46000000 0.137314162572 Long DBT CORP US N 2 2029-10-01 Fixed 2.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQP8 29906.72000000 PA USD 32460.16000000 0.042674875599 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Burlington Stores Inc 5299003Z37DVGKKC1W09 122017106 145.00000000 NS USD 29883.05000000 0.039286788521 Long EC CORP US N 1 N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 000000000 1900.00000000 NS 67911.56000000 0.089282288651 Long EC CORP JP N 2 N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AB9 5000.00000000 PA USD 5755.25000000 0.007566339099 Long DBT CORP US N 2 2025-04-15 Fixed 4.60000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 74.00000000 NS USD 12380.94000000 0.016277032347 Long EC CORP US N 1 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 285.00000000 NS USD 62554.65000000 0.082239641053 Long EC CORP US N 1 N N N JABIL INC 5493000CGCQY2OQU7669 466313AJ2 8000.00000000 PA USD 8508.07000000 0.011185429426 Long DBT CORP US N 2 2030-01-15 Fixed 3.60000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 310.00000000 NS USD 155009.30000000 0.203788354534 Long EC CORP US N 1 N N N PPL ELECTRIC UTILITIES N/A 69351UAW3 15000.00000000 PA USD 16122.02000000 0.021195372971 Long DBT CORP US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298CF3 50000.00000000 PA USD 61266.04000000 0.080545525207 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N N Upgrade Receivables Trust 5493009DX1Z3IUWYTS52 91532MAA5 15908.48000000 PA USD 15952.42000000 0.020972402447 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.77000000 N N N N N N Pixart Imaging Inc N/A 000000000 2000.00000000 NS 12405.41000000 0.016309202681 Long EC CORP TW N 2 N N N Ube Industries Ltd 529900XMRZ2VNF3ZPS69 000000000 400.00000000 NS 6754.90000000 0.008880563656 Long EC CORP JP N 2 N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 722.00000000 NS USD 57630.04000000 0.075765331650 Long EC CORP US N 1 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 3890.00000000 NS 462956.56000000 0.608641904605 Long EC CORP CH N 2 N N N Freddie Mac N/A 3132ACYH7 57314.43000000 PA USD 61068.31000000 0.080285572601 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3133KJQ39 24919.74000000 PA USD 26130.57000000 0.034353460491 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Wm Morrison Supermarkets PLC 213800IN6LSRGTZSOS29 000000000 9705.00000000 NS 21301.82000000 0.028005176762 Long EC CORP GB N 2 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 1075.00000000 NS USD 228910.50000000 0.300945131232 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MD0 25000.00000000 PA USD 32797.44000000 0.043118292454 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N UMBS, TBA N/A 01F0304A3 286000.00000000 PA USD 300110.08000000 0.394550129460 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 66213.92000000 PA USD 70722.85000000 0.092978248592 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BF6 50000.00000000 PA USD 53706.30000000 0.070606850719 Long DBT US N 2 2027-04-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128MJ4T4 26051.89000000 PA USD 28669.50000000 0.037691352908 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBK5 10000.00000000 PA USD 10390.54000000 0.013660283927 Long DBT CORP US N 2 2023-06-05 Fixed 3.05000000 N N N N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 576.00000000 NS 41804.41000000 0.054959618075 Long EC CORP DE N 2 N N N Tiffany & Co 549300EJG9IEYQL5XT21 886547108 1647.00000000 NS USD 190804.95000000 0.250848347793 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFK1 231835.57000000 PA USD 260794.90000000 0.342863063971 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N China International Capital Corp Ltd 529900OS3SVVTT56QN67 000000000 2800.00000000 NS 6512.10000000 0.008561358212 Long EC CORP CN N 2 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 78.00000000 NS USD 12997.14000000 0.017087141057 Long EC CORP US N 1 N N N Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 02043Q107 92.00000000 NS USD 13395.20000000 0.017610464447 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 1646.00000000 NS USD 179134.18000000 0.235504965077 Long EC CORP US N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AD8 25000.00000000 PA USD 28845.35000000 0.037922540211 Long DBT CORP US N 2 2026-12-15 Fixed 3.80000000 N N N N N N China Railway Construction Corp Ltd 3003008XPPXMY0STYT17 000000000 52500.00000000 NS 36314.55000000 0.047742183147 Long EC CORP CN N 2 N N N Keyence Corp 529900M7PQBS7A89DZ11 000000000 200.00000000 NS 93495.81000000 0.122917510599 Long EC CORP JP N 2 N N N Magnit PJSC 2534009KKPTVL99W2Y12 55953Q202 276.00000000 NS USD 4114.31000000 0.005409020393 Long EC CORP RU N 2 N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 33.00000000 NS USD 11773.41000000 0.015478321953 Long EC CORP US N 1 N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 30303M102 922.00000000 NS USD 241471.80000000 0.317459280111 Long EC CORP US N 1 N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 000000000 1000.00000000 NS 61874.53000000 0.081345497698 Long EC CORP JP N 2 N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BK4 30000.00000000 PA USD 30250.90000000 0.039770395287 Long DBT CORP US N 2 2050-04-24 Fixed 3.13000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AP7 50000.00000000 PA USD 55429.04000000 0.072871710633 Long DBT CORP US N 2 2025-03-17 Fixed 3.25000000 N N N N N N Renault SA 969500F7JLTX36OUI695 000000000 849.00000000 NS 22023.79000000 0.028954339673 Long EC CORP FR N 2 N N N Henderson Land Development Co Ltd 529900SYQB7IVR9QGN76 000000000 4331.00000000 NS 16081.52000000 0.021142128241 Long EC CORP HK N 2 N N N Sohu.com Ltd N/A 83410S108 185.00000000 NS USD 3674.10000000 0.004830283043 Long EC CORP KY N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 892.00000000 NS USD 56365.48000000 0.074102833970 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAL5 73000.00000000 PA USD 81633.18000000 0.107321892477 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N PACCAR FINANCIAL CORP PH3S12DWZBHHQKVYZ297 69371RQ41 45000.00000000 PA USD 46542.30000000 0.061188449552 Long DBT CORP US N 2 2023-02-07 Fixed 1.90000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405QAB5 26601.81000000 PA USD 26790.81000000 0.035221467915 Long ABS-O CORP US N 2 2026-11-25 Fixed 2.82000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AS3 20000.00000000 PA USD 21144.61000000 0.027798495181 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N Rockwool International A/S 213800QRC7LNX935OZ09 000000000 62.00000000 NS 23789.12000000 0.031275192008 Long EC CORP DK N 2 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 9752.00000000 NS USD 229269.52000000 0.301417129332 Long EC CORP US N 1 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 117.00000000 NS USD 4348.89000000 0.005717419130 Long EC CORP US N 1 N N N Grifols SA 959800HSSNXWRKBK4N60 000000000 280.00000000 NS 8051.44000000 0.010585104953 Long EC CORP ES N 2 N N N E.ON SE Q9MAIUP40P25UFBFG033 000000000 15299.00000000 NS 168631.82000000 0.221697673107 Long EC CORP DE N 2 N N N Siemens Gamesa Renewable Energy SA 9598004BR8D81D3M1D64 000000000 1058.00000000 NS 28631.69000000 0.037641644679 Long EC CORP ES N 2 N N N Kingspan Group PLC 635400HM7V74SUB9OG75 000000000 331.00000000 NS 30123.07000000 0.039602339142 Long EC CORP IE N 2 N N N Aptiv PLC N/A 000000000 176.00000000 NS USD 16135.68000000 0.021213331564 Long EC CORP JE N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7K5 58220.79000000 PA USD 62227.11000000 0.081809029228 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HEXQ0 242441.71000000 PA USD 269940.75000000 0.354886973003 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAL7 100000.00000000 PA USD 110498.58000000 0.145270792117 Long DBT CORP US N 2 2027-09-12 Fixed 3.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 2952.00000000 NS USD 244868.40000000 0.321924738151 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKZ4 48313.40000000 PA USD 52529.95000000 0.069060321376 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 171.00000000 NS USD 16188.57000000 0.021282865238 Long EC CORP US N 1 N N N Foot Locker Inc 549300X383CBNP6MTV94 344849104 964.00000000 NS USD 31840.92000000 0.041860770248 Long EC CORP US N 1 N N N Farfetch Ltd 549300QFQ74Z0F96NS78 000000000 386.00000000 NS USD 9711.76000000 0.012767902248 Long EC CORP KY N 1 N N N Megacable Holdings SAB de CV N/A 000000000 500.00000000 NS 1447.89000000 0.001903518825 Long EC CORP MX N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AVJ3 2683.26000000 PA USD 3134.94000000 0.004121457642 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 6.00000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAF1 8000.00000000 PA USD 8338.74000000 0.010962813866 Long DBT CORP US N 2 2025-02-15 Fixed 2.24000000 N N N N N N China Railway Signal & Communication Corp Ltd 529900GK68ZHDM38WD21 000000000 5000.00000000 NS 1651.12000000 0.002170702196 Long EC CORP CN N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J92G5 14607.19000000 PA USD 15792.59000000 0.020762276392 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 71.00000000 NS USD 34820.53000000 0.045778017917 Long EC CORP US N 1 N N N Baidu Inc 254900AL64IANZYI1E02 056752AG3 260000.00000000 PA USD 289328.65000000 0.380375948432 Long DBT CORP KY N 2 2025-06-30 Fixed 4.13000000 N N N N N N QL Resources Bhd N/A 000000000 900.00000000 NS 2125.93000000 0.002794927636 Long EC CORP MY N 2 N N N RingCentral Inc 549300C8EH0H1614VE84 76680R206 11.00000000 NS USD 3020.71000000 0.003971281209 Long EC CORP US N 1 N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAA3 20000.00000000 PA USD 20951.09000000 0.027544077399 Long DBT CORP US N 2 2025-06-17 Fixed 2.20000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 1121.00000000 NS USD 24381.75000000 0.032054313600 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3.00000000 NC USD 2704.75000000 0.003555893433 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 Index ESZ0 Index 2020-12-18 500095.25000000 USD 2704.75000000 N N N Clicks Group Ltd 378900E967958A677472 000000000 150.00000000 NS 1991.01000000 0.002617550377 Long EC CORP ZA N 1 N N N Spotify Technology SA 549300B4X0JHWV0DTD60 000000000 123.00000000 NS USD 29836.11000000 0.039225077221 Long EC CORP LU N 1 N N N Genmab A/S 529900MTJPDPE4MHJ122 000000000 49.00000000 NS 17782.37000000 0.023378209707 Long EC CORP DK N 2 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BB7 50000.00000000 PA USD 57750.00000000 0.075923041226 Long DBT NUSS UY N 2 2027-10-27 Fixed 4.38000000 N N N N N N MOL Hungarian Oil & Gas PLC 213800R83KX5FQFGXS67 000000000 3111.00000000 NS 16933.56000000 0.022262292190 Long EC CORP HU N 2 N N N CSL Ltd 529900ECSECK5ZDQTE14 000000000 316.00000000 NS 65275.06000000 0.085816122449 Long EC CORP AU N 2 N N N Freddie Mac - STACR N/A 35565RAA1 155000.00000000 PA USD 155378.49000000 0.204273722978 Long ABS-MBS USGSE US N 2 2050-09-25 Floating 1.45000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 446.00000000 NS USD 113355.36000000 0.149026557065 Long EC CORP US N 1 N N N Ritchie Bros Auctioneers Inc 5493002H8U24DJXQ4886 000000000 63.00000000 NS 3736.33000000 0.004912095872 Long EC CORP CA N 1 N N N Shenzhen International Holdings Ltd 5493002NKD14ZZMEJF98 000000000 1500.00000000 NS 2393.20000000 0.003146303415 Long EC CORP BM N 2 N N N Moderna Inc 549300EI6OKH5K5Q2G38 60770K107 207.00000000 NS USD 14645.25000000 0.019253886052 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 408.00000000 NS USD 197880.00000000 0.260149807755 Long EC CORP US N 1 N N N Marlette Funding Trust N/A 57108RAA9 93995.94000000 PA USD 94147.14000000 0.123773804183 Long ABS-O CORP US N 2 2030-09-16 Fixed 1.02000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAH6 35000.00000000 PA USD 36914.48000000 0.048530901937 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAS7 90000.00000000 PA USD 98417.77000000 0.129388336088 Long DBT CORP US N 2 2023-09-01 Fixed 4.05000000 N N N N N N Itau Unibanco Holding SA 5493002W2IVG62O3ZJ94 000000000 10221.00000000 NS 41168.65000000 0.054123794133 Long EP CORP BR N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A25T5 46819.70000000 PA USD 51839.94000000 0.068153175788 Long ABS-MBS USGA US N 2 2047-12-15 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 80000.00000000 PA USD 94807.46000000 0.124641916781 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JPN35 43966.44000000 PA USD 48880.72000000 0.064262734540 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 20000.00000000 PA USD 21930.17000000 0.028831258892 Long DBT CORP US N 2 2030-04-15 Fixed 2.88000000 N N N N N N Sinopec Engineering Group Co Ltd 529900MZVFFC7D57VV51 000000000 3000.00000000 NS 1108.94000000 0.001457906447 Long EC CORP CN N 2 N N N CHARTER COMM OPT LLC/CAP N/A 161175BM5 35000.00000000 PA USD 42535.69000000 0.055921020700 Long DBT CORP US N 2 2038-04-01 Fixed 5.38000000 N N N N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 57109HAA0 70864.77000000 PA USD 71610.69000000 0.094145478253 Long ABS-O CORP US N 2 2029-07-16 Fixed 3.13000000 N N N N N N Zhejiang Expressway Co Ltd 213800X1ZRKM85U9H438 000000000 22000.00000000 NS 15955.22000000 0.020976083564 Long EC CORP CN N 2 N N N ANTA Sports Products Ltd 529900291XG0CTK4LF95 000000000 2000.00000000 NS 20872.83000000 0.027441190174 Long EC CORP KY N 2 N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAP4 200000.00000000 PA USD 210572.22000000 0.276836075155 Long DBT CORP JP N 2 2025-01-16 Fixed 2.65000000 N N N N N N CLP Holdings Ltd 25490002BUTSMP94GO68 000000000 1500.00000000 NS 14005.88000000 0.018413316097 Long EC CORP HK N 2 N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAX1 80000.00000000 PA USD 83322.68000000 0.109543052272 Long DBT CORP US N 2 2024-06-10 Fixed 4.20000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35565KAA6 95887.92000000 PA USD 95661.54000000 0.125764762687 Long ABS-MBS USGSE US N 2 2050-02-25 Floating 0.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9WA9 53709.76000000 PA USD 56993.63000000 0.074928653162 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Texas Transportation Commission State Highway Fund N/A 88283LKV7 10000.00000000 PA USD 12591.50000000 0.016553852356 Long DBT MUN US N 2 2033-10-01 Fixed 4.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCD6 10000.00000000 PA USD 10414.94000000 0.013692362233 Long DBT CORP US N 2 2050-05-01 Fixed 2.70000000 N N N N N N Yuzhou Group Holdings Co Ltd 213800MP59KHGJSPHE82 000000000 3000.00000000 NS 1194.68000000 0.001570627513 Long EC CORP KY N 2 N N N Wheaton Precious Metals Corp 549300XSFG5ZCGVYD886 000000000 945.00000000 NS 46364.65000000 0.060954895816 Long EC CORP CA N 1 N N N SSAB AB 529900329VS14ZIML164 000000000 6271.00000000 NS 20825.67000000 0.027379189644 Long EC CORP SE N 2 N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAM8 10000.00000000 PA USD 10974.84000000 0.014428454195 Long DBT CORP US N 2 2031-03-01 Fixed 2.63000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216CN8 30000.00000000 PA USD 32915.53000000 0.043273543570 Long DBT CORP US N 2 2025-03-25 Fixed 2.95000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405RAB3 46819.95000000 PA USD 47126.79000000 0.061956869611 Long ABS-O CORP US N 2 2027-02-25 Fixed 3.14000000 N N N N N N Neste Oyj 5493009GY1X8GQ66AM14 000000000 1058.00000000 NS 55713.95000000 0.073246277450 Long EC CORP FI N 2 N N N Nordea Bank Abp 529900ODI3047E2LIV03 000000000 1410.00000000 NS 10705.86000000 0.014074830305 Long EC CORP FI N 2 N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BJ0 65000.00000000 PA USD 90483.90000000 0.118957798615 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N JD.com Inc 549300HVTWB0GJZ16V92 000000000 1200.00000000 NS 46206.26000000 0.060746662907 Long EC CORP KY N 2 N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516BW5 20000.00000000 PA USD 21324.65000000 0.028035191014 Long DBT CORP US N 2 2024-08-15 Fixed 2.30000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAR5 40000.00000000 PA USD 35820.55000000 0.047092728907 Long DBT CORP US N 2 2060-08-15 Fixed 2.30000000 N N N N N N Japan Post Holdings Co Ltd 5299003D9N4JBS256X18 000000000 2600.00000000 NS 17729.54000000 0.023308754915 Long EC CORP JP N 2 N N N HUMANA INC 529900YLDW34GJAO4J06 444859BN1 70000.00000000 PA USD 87432.78000000 0.114946537843 Long DBT CORP US N 2 2030-04-01 Fixed 4.88000000 N N N N N N China Construction Bank Corp 5493001KQW6DM7KEDR62 000000000 36000.00000000 NS 23391.80000000 0.030752841485 Long EC CORP CN N 2 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 1544.00000000 NS USD 216021.04000000 0.283999555423 Long EC CORP US N 1 N N N Kohl's Corp 549300JF6LPRTRJ0FH50 500255104 810.00000000 NS USD 15009.30000000 0.019732497016 Long EC CORP US N 1 N N N WuXi AppTec Co Ltd 254900OEPQLZSPLN9175 000000000 2600.00000000 NS 37597.99000000 0.049429502074 Long EC CORP CN N 2 N N N China Reinsurance Group Corp 300300F3000111000079 000000000 26000.00000000 NS 2398.09000000 0.003152732223 Long EC CORP CN N 2 N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAT9 15000.00000000 PA USD 16806.16000000 0.022094801359 Long DBT CORP US N 2 2030-03-20 Fixed 3.55000000 N N N N N N Yuexiu Property Co Ltd 529900GASK6R1FD08W10 000000000 8000.00000000 NS 1570.47000000 0.002064672875 Long EC CORP HK N 2 N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 000000000 5918.00000000 NS 274000.00000000 0.360223606858 Long EC CORP CA N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650DC1 40000.00000000 PA USD 40521.97000000 0.053273613833 Long DBT CORP US N 2 2021-03-09 Fixed 3.35000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024PY2 15000.00000000 PA USD 27187.35000000 0.035742792985 Long DBT MUN US N 2 2050-10-01 Fixed 6.91000000 N N N N N N RWE AG 529900GB7KCA94ACC940 000000000 988.00000000 NS 36999.96000000 0.048643281185 Long EC CORP DE N 2 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 000000000 383.00000000 NS 11188.99000000 0.014709993922 Long EC CORP CA N 1 N N N UMBS, TBA N/A 01F0326A7 49000.00000000 PA USD 51658.63000000 0.067914810306 Long ABS-MBS USGSE US N 2 2050-10-15 Fixed 3.50000000 N N N N N N Migros Ticaret AS 5493002IOWNT1QZMAA74 000000000 1777.00000000 NS 9480.09000000 0.012463329245 Long EC CORP TR N 1 N N N Legal & General Group PLC 213800JH9QQWHLO99821 000000000 5771.00000000 NS 14078.14000000 0.018508315214 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412DT81 655.71000000 PA USD 770.20000000 0.001012570153 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 000000000 613.00000000 NS 107471.27000000 0.141290833989 Long EC CORP DE N 2 N N N Swire Properties Ltd 5299001L12PHYVQ92465 000000000 2600.00000000 NS 6888.91000000 0.009056744552 Long EC CORP HK N 2 N N N Astellas Pharma Inc 529900IB708DY2HBBB35 000000000 5300.00000000 NS 79004.96000000 0.103866611864 Long EC CORP JP N 2 N N N Exeter Automobile Receivables Trust 549300KR7NUJOX0UJ040 30167DAB3 104575.81000000 PA USD 105096.24000000 0.138168418394 Long ABS-O CORP US N 2 2023-02-15 Fixed 3.45000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 4400.00000000 NS 43736.41000000 0.057499588909 Long EC CORP HK N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV69 32572.18000000 PA USD 34742.46000000 0.045675380482 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 162.00000000 NS USD 14213.88000000 0.018686770514 Long EC CORP US N 1 N N N Robert Half International Inc 529900VPCUY9H3HLIC08 770323103 116.00000000 NS USD 6141.04000000 0.008073531308 Long EC CORP US N 1 N N N KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 49338LAF0 56000.00000000 PA USD 61177.48000000 0.080429096730 Long DBT CORP US N 2 2029-10-30 Fixed 3.00000000 N N N N N N Daiichi Sankyo Co Ltd 353800XGIU2IHQGC9504 000000000 1800.00000000 NS 55255.94000000 0.072644138712 Long EC CORP JP N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7J2 28677.89000000 PA USD 30680.83000000 0.040335617678 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N QTS Realty Trust Inc 5493006PA4CJK4OG2J54 74736A103 396.00000000 NS USD 24955.92000000 0.032809166112 Long EC US N 1 N N N Shenzhen Investment Ltd 529900QMH55P3EJRQC98 000000000 8000.00000000 NS 2348.85000000 0.003087997149 Long EC CORP HK N 2 N N N Toyota Auto Loan Extended Note Trust 2020-1 549300XP7ILZSI1BWP36 89237JAA4 100000.00000000 PA USD 102622.23000000 0.134915875308 Long ABS-O CORP US N 2 2033-05-25 Fixed 1.35000000 N N N N N N Drive Auto Receivables Trust 549300RZ091I85JWZO63 26207KAG6 113951.97000000 PA USD 115800.40000000 0.152241013735 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.53000000 N N N N N N KGHM Polska Miedz SA G30CO71KTT9JDYJESN22 000000000 1940.00000000 NS 59367.71000000 0.078049819806 Long EC CORP PL N 2 N N N JD.com Inc 549300HVTWB0GJZ16V92 47215P106 1101.00000000 NS USD 85448.61000000 0.112337979909 Long EC CORP KY N 1 N N N Ramsay Health Care Ltd 549300QBX122KF2JPI10 000000000 481.00000000 NS 22933.48000000 0.030150295194 Long EC CORP AU N 2 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 2272.00000000 NS USD 97945.92000000 0.128768002114 Long EC CORP US N 1 N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752103 84.00000000 NS USD 22561.56000000 0.029661337662 Long EC CORP US N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 446.00000000 NS USD 21804.94000000 0.028666620927 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBS7 10000.00000000 PA USD 11811.51000000 0.015528411440 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Sinotruk Hong Kong Ltd 529900BB4WA4W576X724 000000000 1000.00000000 NS 2577.17000000 0.003388165959 Long EC CORP HK N 2 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEU9 110000.00000000 PA USD 116785.90000000 0.153536635504 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N Valeo SA 5493006IH2N2WMIBB742 000000000 884.00000000 NS 27146.02000000 0.035688457066 Long EC CORP FR N 2 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 35000.00000000 PA USD 39796.05000000 0.052319257918 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N Freddie Mac N/A 3128M5RA0 875.02000000 PA USD 1023.94000000 0.001346158248 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Twitter Inc 549300I8RX485XMK6836 90184L102 5070.00000000 NS USD 225615.00000000 0.296612587815 Long EC CORP US N 1 N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KD1 5000.00000000 PA USD 5301.40000000 0.006969669450 Long DBT MUN US N 2 2120-05-15 Fixed 3.71000000 N N N N N N Drive Auto Receivables Trust N/A 26208VAF3 30000.00000000 PA USD 30845.71000000 0.040552382891 Long ABS-O CORP US N 2 2026-08-17 Fixed 2.28000000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 000000000 548.00000000 NS 45788.97000000 0.060198058130 Long EC CORP FR N 2 N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AZ0 4000.00000000 PA USD 4196.93000000 0.005517639643 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AP8 3000.00000000 PA USD 3106.63000000 0.004084238918 Long DBT CORP US N 2 2050-10-15 Fixed 2.52000000 N N N N N N FLIR Systems Inc VOBD35NEPH6WISIRTJ85 302445101 670.00000000 NS USD 24019.50000000 0.031578069069 Long EC CORP US N 1 N N N Marlette Funding Trust 549300JRCMNFIBT50883 57109GAA2 16149.90000000 PA USD 16259.18000000 0.021375695124 Long ABS-O CORP US N 2 2028-12-15 Fixed 3.71000000 N N N N N N Cirrus Logic Inc 549300NKSJEM5ZZSSV18 172755100 93.00000000 NS USD 6272.85000000 0.008246819898 Long EC CORP US N 1 N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 40000.00000000 PA USD 43395.43000000 0.057051307721 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Unicharm Corp 353800UQ4BZIJTAQEG85 000000000 700.00000000 NS 31306.29000000 0.041157900369 Long EC CORP JP N 2 N N N Drive Auto Receivables Trust N/A 26208NAE4 131701.98000000 PA USD 132328.05000000 0.173969662261 Long ABS-O CORP US N 2 2023-06-15 Fixed 3.41000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286AAG9 130000.00000000 PA USD 135299.50000000 0.177876182102 Long ABS-O CORP US N 2 2024-12-16 Fixed 4.19000000 N N N N N N Marlette Funding Trust 549300ICATMFOKQ20083 57109FAB2 136375.92000000 PA USD 137191.94000000 0.180364144009 Long ABS-O CORP US N 2 2028-09-15 Fixed 3.86000000 N N N N N N Zeon Corp 529900UEFURDYZ4F4U10 000000000 1000.00000000 NS 10488.16000000 0.013788623447 Long EC CORP JP N 2 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 525.00000000 NS USD 225230.25000000 0.296106762878 Long EC CORP US N 1 N N N MediaTek Inc 254900UEGBK1I4DM4E14 000000000 2000.00000000 NS 42377.91000000 0.055713589749 Long EC CORP TW N 2 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBW8 60000.00000000 PA USD 65972.16000000 0.086732589151 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N Qualys Inc 549300EMBXYOW9W1XA17 74758T303 91.00000000 NS USD 8918.91000000 0.011725554487 Long EC CORP US N 1 N N N Talanx AG 5299006ZIILJ6VJVSJ32 000000000 236.00000000 NS 7620.14000000 0.010018081443 Long EC CORP DE N 2 N N N Morgan Stanley Capital I Trust N/A 61691UBH1 20000.00000000 PA USD 22402.30000000 0.029451960977 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.49000000 N N N N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 98980L101 55.00000000 NS USD 25856.05000000 0.033992553248 Long EC CORP US N 1 N N N CTBC Financial Holding Co Ltd 549300IWDYIFW6JXM387 000000000 19000.00000000 NS 12139.13000000 0.015959128440 Long EC CORP TW N 2 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCZ3 25000.00000000 PA USD 31719.60000000 0.041701272701 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BQYS0 140000.00000000 PA USD 152475.40000000 0.200457074982 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.53000000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457108 214.00000000 NS USD 31676.28000000 0.041644320560 Long EC CORP US N 1 N N N National Instruments Corp 549300TP4OOPCYWDUP86 636518102 807.00000000 NS USD 28809.90000000 0.037875934639 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GN7 28157.74000000 PA USD 30520.47000000 0.040124794840 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N GeneReach Biotechnology Corp N/A 000000000 4000.00000000 NS 24998.27000000 0.032864843009 Long EC CORP TW N 1 N N N American Express Co R4PP93JZOLY261QX3811 025816BM0 50000.00000000 PA USD 51775.83000000 0.068068891352 Long DBT CORP US N 2 2022-08-01 Fixed 2.50000000 N N N N N N ALLEGION US HOLDING CO 5493002B66JX7J7SXI33 01748NAD6 100000.00000000 PA USD 105975.93000000 0.139324933375 Long DBT CORP US N 2 2024-10-01 Fixed 3.20000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCE4 10000.00000000 PA USD 9054.03000000 0.011903194683 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAJ6 10000.00000000 PA USD 11600.80000000 0.015251394227 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25000000 N N N N N N Mobile TeleSystems PJSC 2534008FX8EXH1FMJA74 607409109 548.00000000 NS USD 4784.04000000 0.006289504175 Long EC CORP RU N 1 N N N Drive Auto Receivables Trust N/A 26208VAB2 169292.32000000 PA USD 169584.04000000 0.222949542169 Long ABS-O CORP US N 2 2023-07-17 Fixed 0.85000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBL2 200000.00000000 PA USD 197891.26000000 0.260164611105 Long DBT CORP JP N 2 2031-09-08 Fixed 1.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AVH7 1604.35000000 PA USD 1930.77000000 0.002538353771 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K14E3 43068.09000000 PA USD 45111.35000000 0.059307201486 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Oil & Natural Gas Corp Ltd 335800FPDZ9MRSNO7N41 000000000 15549.00000000 NS 14631.29000000 0.019235533053 Long EC CORP IN N 2 N N N Freddie Mac N/A 31335CAQ7 15501.90000000 PA USD 16854.65000000 0.022158550420 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 299.00000000 NS USD 941470.27000000 1.237736556237 Long EC CORP US N 1 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 2781.00000000 NS USD 214554.15000000 0.282071057589 Long EC CORP US N 1 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 109.00000000 NS USD 6693.69000000 0.008800091806 Long EC CORP US N 1 N N N MEMORIAL SLOAN-KETTERING 549300IZ71UAMEHWL382 586054AD0 1000.00000000 PA USD 1057.22000000 0.001389910954 Long DBT CORP US N 2 2050-01-01 Fixed 2.96000000 N N N N N N SGS SA 2138007JNS19JHNA2336 000000000 9.00000000 NS 24118.54000000 0.031708275441 Long EC CORP CH N 2 N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834107 601.00000000 NS USD 28042.66000000 0.036867255952 Long EC CORP US N 1 N N N AmeriCredit Automobile Receivables Trust N/A 03065HAF5 220000.00000000 PA USD 223732.17000000 0.294137260027 Long ABS-O CORP US N 2 2023-06-19 Fixed 2.69000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 15878.00000000 NS 224954.16000000 0.295743791580 Long EC CORP NO N 2 N N N Sumitomo Mitsui Trust Holdings Inc 353800P843RLCDBLNT17 000000000 400.00000000 NS 10641.51000000 0.013990230345 Long EC CORP JP N 2 N N N Alstom SA 96950032TUYMW11FB530 000000000 440.00000000 NS 21979.31000000 0.028895862498 Long EC CORP FR N 2 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813BQ1 45000.00000000 PA USD 49183.63000000 0.064660965682 Long DBT CORP US N 2 2026-08-15 Fixed 2.60000000 N N N N N N Caesars Entertainment Inc 5299000BKFWWVND5L441 12769G100 1431.00000000 NS USD 80221.86000000 0.105466451671 Long EC CORP US N 1 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 1804.00000000 NS USD 500988.84000000 0.658642361096 Long EC CORP US N 1 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 30000.00000000 PA USD 30008.74000000 0.039452031241 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Freddie Mac N/A 31334YPW1 45216.31000000 PA USD 47616.85000000 0.062601143993 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N 2020-10-22 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST William Flory William Flory VP XXXX