Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 11120U105 | 11120U105 | Brixmor Property Group Inc | 4041.0 | 91609.47 | CORP | Long | |
| 285512109 | 285512109 | Electronic Arts Inc | 2831.0 | 345891.58 | CORP | Long | |
| 15033EAA6 | 15033EAA6 | Cedar Funding Ltd | 250000.0 | 246421.25 | CORP | Long | |
| 000000000 | 000000000 | Americanas SA | 25905.0 | 47347.55 | CORP | Long | |
| 000000000 | 000000000 | NETHERLANDS GOVERNMENT | 20000.0 | 19695.98 | NUSS | Long | |
| 000000000 | 000000000 | BONOS Y OBLIG DEL ESTADO | 150000.0 | 162617.77 | NUSS | Long | |
| 91688F104 | 91688F104 | Upwork Inc | 1996.0 | 20838.24 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 99195.65 | CORP | N/A | |
| 000000000 | 000000000 | KINGDOM OF DENMARK | 65000.0 | 5058.29 | NUSS | Long | |
| 000000000 | 000000000 | Computershare Ltd | 12200.0 | 217626.89 | CORP | Long | |
| 919794107 | 919794107 | Valley National Bancorp | 6017.0 | 68052.27 | CORP | Long | |
| 609207AZ8 | 609207AZ8 | MONDELEZ INTERNATIONAL | 125000.0 | 120602.1 | CORP | Long | |
| 000000000 | 000000000 | KDDI Corp | 12600.0 | 382301.13 | CORP | Long | |
| 000000000 | 000000000 | SK Hynix Inc | 12068.0 | 720025.77 | CORP | Long | |
| 46647PBN5 | 46647PBN5 | JPMORGAN CHASE & CO | 25000.0 | 16488.37 | CORP | Long | |
| 912810TL2 | 912810TL2 | US TREASURY N/B | 25000.0 | 25042.97 | UST | Long | |
| 27579R104 | 27579R104 | East West Bancorp Inc | 2353.0 | 155062.7 | CORP | Long | |
| 78409V104 | 78409V104 | S&P Global Inc | 849.0 | 284364.06 | CORP | Long | |
| 302081104 | 302081104 | ExlService Holdings Inc | 975.0 | 165194.25 | CORP | Long | |
| 40049J206 | 40049J206 | Grupo Televisa SAB | 13530.0 | 61696.8 | CORP | Long | |
| 000000000 | 000000000 | Samsung Electronics Co Ltd | 24309.0 | 1067000.85 | CORP | Long | |
| 000000000 | 000000000 | BBVA | 72480.0 | 437120.74 | CORP | Long | |
| 44055UAD7 | 44055UAD7 | HORIZON THERAPEUTICS USA | 123125.0 | 123155.78 | CORP | Long | |
| 61747YEH4 | 61747YEH4 | MORGAN STANLEY | 40000.0 | 31409.54 | CORP | Long | |
| 49327M3F9 | 49327M3F9 | KEY BANK NA | 30000.0 | 31019.05 | CORP | Long | |
| 64133KAU5 | 64133KAU5 | Neuberger Berman CLO Ltd | 250000.0 | 244497.5 | CORP | Long | |
| 03852JAS0 | 03852JAS0 | ARAMARK SERVICES INC | 119214.4061 | 118081.87 | CORP | Long | |
| 07330MAC1 | 07330MAC1 | TRUIST BANK | 73000.0 | 68314.92 | CORP | Long | |
| 000000000 | 000000000 | Astellas Pharma Inc | 23700.0 | 362344.18 | CORP | Long | |
| 701094104 | 701094104 | Parker-Hannifin Corp | 656.0 | 190896.0 | CORP | Long | |
| 000000000 | 000000000 | SWEDISH GOVERNMENT | 100000.0 | 9472.45 | NUSS | Long | |
| 000000000 | 000000000 | Roche Holding AG | 2650.0 | 832558.27 | CORP | Long | |
| 000000000 | 000000000 | Omron Corp | 3800.0 | 185454.13 | CORP | Long | |
| 000000000 | 000000000 | UNITED KINGDOM GILT | 60000.0 | 69955.48 | NUSS | Long | |
| 000000000 | 000000000 | CITIGROUP GLOBAL MARKETS INC. | 1.0 | -7845.38 | CORP | N/A | |
| 019736AG2 | 019736AG2 | ALLISON TRANSMISSION INC | 250000.0 | 205937.5 | CORP | Long | |
| 960413AZ5 | 960413AZ5 | WESTLAKE CORP | 40000.0 | 24789.56 | CORP | Long | |
| 000957100 | 000957100 | ABM Industries Inc | 2165.0 | 96169.3 | CORP | Long | |
| 000000000 | 000000000 | FRANCE (GOVT OF) | 95000.0 | 79794.74 | NUSS | Long | |
| 46644XBD3 | 46644XBD3 | JP Morgan Mortgage Trust | 101874.44 | 96358.89 | CORP | Long | |
| 000000000 | 000000000 | JAPAN (20 YEAR ISSUE) | 12350000.0 | 104663.62 | NUSS | Long | |
| 907818108 | 907818108 | Union Pacific Corp | 1354.0 | 280372.78 | CORP | Long | |
| 3140XDAF3 | 3140XDAF3 | Fannie Mae | 151716.38 | 128812.73 | USGSE | Long | |
| 437076102 | 437076102 | Home Depot Inc/The | 1698.0 | 536330.28 | CORP | Long | |
| 000000000 | 000000000 | Tencent Holdings Ltd | 18100.0 | 774510.12 | CORP | Long | |
| 000000000 | 000000000 | MatsukiyoCocokara & Co | 6600.0 | 331911.0 | CORP | Long | |
| 68218J202 | 68218J202 | Omniab Inc/old | 363.28318 | 0.0 | CORP | Long | |
| 09239B109 | 09239B109 | Blackline Inc | 835.0 | 56170.45 | CORP | Long | |
| 000000000 | 000000000 | Klepierre SA | 12570.0 | 289698.13 | CORP | Long | |
| 89788MAE2 | 89788MAE2 | TRUIST FINANCIAL CORP | 75000.0 | 62909.08 | CORP | Long | |
| 000000000 | 000000000 | Credit Suisse Group AG | 36530.0 | 109196.91 | CORP | Long | |
| 483007704 | 483007704 | Kaiser Aluminum Corp | 813.0 | 61755.48 | CORP | Long | |
| 000000000 | 000000000 | UNITED KINGDOM GILT | 20000.0 | 19149.56 | NUSS | Long | |
| 89377M109 | 89377M109 | TransMedics Group Inc | 2123.0 | 131031.56 | CORP | Long | |
| 31418DYB2 | 31418DYB2 | Fannie Mae | 17142.0 | 13996.57 | USGSE | Long | |
| 934423104 | 934423104 | Warner Bros Discovery Inc | 1539.0 | 14589.72 | CORP | Long | |
| 855244109 | 855244109 | Starbucks Corp | 2026.0 | 200979.2 | CORP | Long | |
| 89677Q107 | 89677Q107 | Trip.com Group Ltd | 2495.0 | 85828.0 | CORP | Long | |
| 000000000 | 000000000 | GSK PLC | 25750.0 | 447531.53 | CORP | Long | |
| 902973304 | 902973304 | US Bancorp | 16708.0 | 728635.88 | CORP | Long | |
| 161175BY9 | 161175BY9 | CHARTER COMM OPT LLC/CAP | 20000.0 | 11637.64 | CORP | Long | |
| 68218J301 | 68218J301 | Omniab Inc/old | 363.28318 | 0.0 | CORP | Long | |
| 651639AZ9 | 651639AZ9 | NEWMONT CORP | 55000.0 | 43935.05 | CORP | Long | |
| 759470107 | 759470107 | Reliance Industries Ltd | 18178.0 | 1117947.0 | CORP | Long | |
| 948596101 | 948596101 | Weibo Corp | 1972.0 | 37704.64 | CORP | Long | |
| 000000000 | 000000000 | Hon Hai Precision Industry Co | 75582.0 | 245665.17 | CORP | Long | |
| 46590XAF3 | 46590XAF3 | JBS USA/FOOD/FINANCE | 70000.0 | 58087.02 | CORP | Long | |
| 000000000 | 000000000 | FRANCE (GOVT OF) | 25000.0 | 31232.65 | NUSS | Long | |
| 59156R108 | 59156R108 | MetLife Inc | 7213.0 | 522004.81 | CORP | Long | |
| 3140X4V45 | 3140X4V45 | Fannie Mae | 213803.68 | 209535.97 | USGSE | Long | |
| 000000000 | 000000000 | UEM Sunrise Bhd | 83019.0 | 4805.87 | CORP | Long | |
| 3140QQPB5 | 3140QQPB5 | Fannie Mae | 197034.88 | 197563.74 | USGSE | Long | |
| 207410101 | 207410101 | CONMED Corp | 941.0 | 83410.24 | CORP | Long | |
| 68213N109 | 68213N109 | Omnicell Inc | 936.0 | 47193.12 | CORP | Long | |
| 135087K37 | 135087K37 | CANADA-GOV'T WI | 60000.0 | 38420.83 | NUSS | Long | |
| 693475BH7 | 693475BH7 | PNC FINANCIAL SERVICES | 75000.0 | 75851.89 | CORP | Long | |
| 10948C107 | 10948C107 | BrightView Holdings Inc | 4370.0 | 30109.3 | CORP | Long | |
| 000000000 | 000000000 | Arcos Dorados Holdings Inc | 4719.0 | 39450.84 | CORP | Long | |
| 000000000 | 000000000 | BUNDESREPUB. DEUTSCHLAND | 110000.0 | 85975.03 | NUSS | Long | |
| 694308JF5 | 694308JF5 | PACIFIC GAS & ELECTRIC | 30000.0 | 25666.39 | CORP | Long | |
| 09739D100 | 09739D100 | Boise Cascade Co | 2361.0 | 162129.87 | CORP | Long | |
| 000000000 | 000000000 | BUNDESREPUB. DEUTSCHLAND | 10000.0 | 5361.64 | NUSS | Long | |
| 133131102 | 133131102 | Camden Property Trust | 1343.0 | 150254.84 | CORP | Long | |
| 45384B106 | 45384B106 | Independent Bank Group Inc | 924.0 | 55513.92 | CORP | Long | |
| 75605VAD4 | 75605VAD4 | REALPAGE INC | 128375.0003 | 122405.56 | CORP | Long | |
| 02364W105 | 02364W105 | America Movil SAB de CV | 4704.0 | 85612.8 | CORP | Long | |
| 09247X101 | 09247X101 | BlackRock Inc | 305.0 | 216132.15 | CORP | Long | |
| 000000000 | 000000000 | THE TORONTO-DOMINION BANK | 1.0 | -97572.2 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -33.0 | 9715.2 | CORP | N/A | |
| 000000000 | 000000000 | Sundrug Co Ltd | 9200.0 | 274443.77 | CORP | Long | |
| 200340107 | 200340107 | Comerica Inc | 1158.0 | 77412.3 | CORP | Long | |
| 485134BP4 | 485134BP4 | EVERGY METRO | 270000.0 | 262558.88 | CORP | Long | |
| 000000000 | 000000000 | Tokyo Electron Ltd | 800.0 | 237000.91 | CORP | Long | |
| 92343E102 | 92343E102 | VeriSign Inc | 2628.0 | 539896.32 | CORP | Long | |
| 000000000 | 000000000 | Ferrari NV | 1116.0 | 239069.52 | CORP | Long | |
| 3138WBQU2 | 3138WBQU2 | Fannie Mae | 32011.05 | 31602.71 | USGSE | Long | |
| 125523100 | 125523100 | Cigna Corp | 2513.0 | 832657.42 | CORP | Long | |
| 759916109 | 759916109 | Repligen Corp | 729.0 | 123426.99 | CORP | Long | |
| 000000000 | 000000000 | Tata Consultancy Services Ltd | 3900.0 | 153525.08 | CORP | Long | |
| 31418MG63 | 31418MG63 | Fannie Mae | 392050.34 | 409086.61 | USGSE | Long | |
| 78440P306 | 78440P306 | SK Telecom Co Ltd | 18917.0 | 389501.03 | CORP | Long | |
| 000000000 | 000000000 | Burberry Group PLC | 10800.0 | 265050.2 | CORP | Long | |
| 31418AK31 | 31418AK31 | Fannie Mae | 358975.78 | 335304.45 | USGSE | Long | |
| 46120E602 | 46120E602 | Intuitive Surgical Inc | 645.0 | 171150.75 | CORP | Long | |
| 3137FCM43 | 3137FCM43 | FHLMC Multifamily Structured P | 100000.0 | 96970.34 | USGSE | Long | |
| 000000000 | 000000000 | Coca-Cola HBC AG | 10650.0 | 254030.01 | CORP | Long | |
| 00191U102 | 00191U102 | ASGN Inc | 1541.0 | 125560.68 | CORP | Long | |
| 254687106 | 254687106 | Walt Disney Co/The | 7731.0 | 671669.28 | CORP | Long | |
| 461202103 | 461202103 | Intuit Inc | 1038.0 | 404010.36 | CORP | Long | |
| 808541106 | 808541106 | Mativ Holdings Inc | 1869.0 | 39062.1 | CORP | Long | |
| 000000000 | 000000000 | BELGIUM KINGDOM | 75000.0 | 56814.8 | NUSS | Long | |
| 70015QAA6 | 70015QAA6 | Park Avenue Institutional Advi | 250000.0 | 244099.75 | CORP | Long | |
| 23331A109 | 23331A109 | DR Horton Inc | 1225.0 | 109196.5 | CORP | Long | |
| 69370C100 | 69370C100 | PTC Inc | 699.0 | 83907.96 | CORP | Long | |
| 694308JT5 | 694308JT5 | PACIFIC GAS & ELECTRIC | 25000.0 | 20381.44 | CORP | Long | |
| 235851102 | 235851102 | Danaher Corp | 658.0 | 174646.36 | CORP | Long | |
| 000000000 | 000000000 | BUONI POLIENNALI DEL TES | 90000.0 | 86249.8 | NUSS | Long | |
| 000000000 | 000000000 | Grupo Financiero Banorte SAB d | 10747.0 | 77343.77 | CORP | Long | |
| 31620M106 | 31620M106 | Fidelity National Information | 5131.0 | 348138.35 | CORP | Long | |
| 406216101 | 406216101 | Halliburton Co | 1949.0 | 76693.15 | CORP | Long | |
| 62954HAL2 | 62954HAL2 | NXP BV/NXP FDG/NXP USA | 50000.0 | 34076.13 | CORP | Long | |
| 03835VAJ5 | 03835VAJ5 | APTIV PLC | 209000.0 | 124323.57 | CORP | Long | |
| 46647PDG8 | 46647PDG8 | JPMORGAN CHASE & CO | 205000.0 | 200167.17 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 614443.72 | CORP | N/A | |
| 147448104 | 147448104 | Casella Waste Systems Inc | 1149.0 | 91127.19 | CORP | Long | |
| 12592LBL5 | 12592LBL5 | COMM Mortgage Trust | 345000.0 | 325585.95 | CORP | Long | |
| 31418D2W1 | 31418D2W1 | Fannie Mae | 326707.12 | 286518.55 | USGSE | Long | |
| 11133T103 | 11133T103 | Broadridge Financial Solutions | 1535.0 | 205889.55 | CORP | Long | |
| 15089QAL8 | 15089QAL8 | CELANESE US HOLDINGS LLC | 155000.0 | 154527.96 | CORP | Long | |
| 174610AR6 | 174610AR6 | CITIZENS FINANCIAL GROUP | 345000.0 | 319473.28 | CORP | Long | |
| 72165NBH1 | 72165NBH1 | PILOT TRAVEL CENTERS LLC | 112644.4593 | 111473.18 | CORP | Long | |
| 668074305 | 668074305 | NorthWestern Corp | 1429.0 | 84796.86 | CORP | Long | |
| 147528103 | 147528103 | Casey's General Stores Inc | 798.0 | 179031.3 | CORP | Long | |
| 56117J100 | 56117J100 | Malibu Boats Inc | 1747.0 | 93115.1 | CORP | Long | |
| 000000000 | 000000000 | SG Holdings Co Ltd | 15500.0 | 216130.75 | CORP | Long | |
| 000000000 | 000000000 | UNITED KINGDOM GILT | 155000.0 | 156805.65 | NUSS | Long | |
| 529043101 | 529043101 | LXP Industrial Trust | 5895.0 | 59067.9 | CORP | Long | |
| 91282CFF3 | 91282CFF3 | US TREASURY N/B | 2955000.0 | 2691358.74 | UST | Long | |
| 81762P102 | 81762P102 | ServiceNow Inc | 385.0 | 149483.95 | CORP | Long | |
| 71654V408 | 71654V408 | Petroleo Brasileiro SA | 9584.0 | 102069.6 | CORP | Long | |
| 000000000 | 000000000 | TSMC | 79069.0 | 1153794.36 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 486951.34 | CORP | N/A | |
| 32026V104 | 32026V104 | First Foundation Inc | 2437.0 | 34922.21 | CORP | Long | |
| 20030N101 | 20030N101 | Comcast Corp | 19226.0 | 672333.22 | CORP | Long | |
| 900111AB1 | 900111AB1 | TURKCELL ILETISIM HIZMET | 200000.0 | 173420.0 | CORP | Long | |
| 33829M101 | 33829M101 | Five Below Inc | 1055.0 | 186597.85 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 216256.18 | CORP | N/A | |
| 31335BZT6 | 31335BZT6 | Freddie Mac | 21574.84 | 22395.7 | USGSE | Long | |
| 879382109 | 879382109 | Telefonica SA | 66455.0 | 240797.91 | CORP | Long | |
| 45245E109 | 45245E109 | IMAX Corp | 2944.0 | 43159.04 | CORP | Long | |
| 16115Q308 | 16115Q308 | Chart Industries Inc | 175.0 | 20165.25 | CORP | Long | |
| 000000000 | 000000000 | HCL Technologies Ltd | 9600.0 | 120600.51 | CORP | Long | |
| 40637H109 | 40637H109 | Halozyme Therapeutics Inc | 2757.0 | 156873.3 | CORP | Long | |
| 000000000 | 000000000 | Chocoladefabriken Lindt & Spru | 35.0 | 356945.87 | CORP | Long | |
| 30063P105 | 30063P105 | Exact Sciences Corp | 1569.0 | 77681.19 | CORP | Long | |
| 000000000 | 000000000 | SWEDISH GOVERNMENT | 65000.0 | 6189.89 | NUSS | Long | |
| 000000000 | 000000000 | SPIRIT MTA REIT | 677.0 | 0.0 | CORP | Long | |
| 80283LAA1 | 80283LAA1 | SANTANDER UK PLC | 90000.0 | 90312.12 | CORP | Long | |
| 03827FBB6 | 03827FBB6 | APPLIED SYSTEMS INC | 112515.76 | 112234.47 | CORP | Long | |
| 69366J200 | 69366J200 | PTC Therapeutics Inc | 1782.0 | 68018.94 | CORP | Long | |
| 277432100 | 277432100 | Eastman Chemical Co | 954.0 | 77693.76 | CORP | Long | |
| 000000000 | 000000000 | Alfresa Holdings Corp | 13100.0 | 167293.51 | CORP | Long | |
| 64111Q104 | 64111Q104 | NETGEAR Inc | 1044.0 | 18906.84 | CORP | Long | |
| 78466DBD5 | 78466DBD5 | SS&C TECHNOLOGIES INC | 39211.2728 | 38604.71 | CORP | Long | |
| 03740LAB8 | 03740LAB8 | AON CORP/AON GLOBAL HOLD | 140000.0 | 89659.68 | CORP | Long | |
| 89115A2C5 | 89115A2C5 | TORONTO-DOMINION BANK | 85000.0 | 82302.31 | CORP | Long | |
| 000000000 | 000000000 | Novartis AG | 8970.0 | 810903.91 | CORP | Long | |
| 052769106 | 052769106 | Autodesk Inc | 737.0 | 137723.19 | CORP | Long | |
| 000000000 | 000000000 | Galp Energia SGPS SA | 23110.0 | 311947.43 | CORP | Long | |
| 344419106 | 344419106 | Fomento Economico Mexicano SAB | 853.0 | 66636.36 | CORP | Long | |
| 3132DVKR5 | 3132DVKR5 | Freddie Mac | 264938.69 | 243804.98 | USGSE | Long | |
| 000000000 | 000000000 | Rio Tinto PLC | 6440.0 | 451411.29 | CORP | Long | |
| 000000000 | 000000000 | BELGIUM KINGDOM | 45000.0 | 29448.45 | NUSS | Long | |
| 38378WRW5 | 38378WRW5 | Government National Mortgage A | 450000.0 | 405847.62 | USGA | Long | |
| 3140QEZW5 | 3140QEZW5 | Fannie Mae | 625674.58 | 585782.01 | USGSE | Long | |
| 560317208 | 560317208 | VK Co Ltd | 2644.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Telenet Group Holding NV | 7160.0 | 116882.44 | CORP | Long | |
| 758750103 | 758750103 | Regal Rexnord Corp | 519.0 | 62269.62 | CORP | Long | |
| 882681109 | 882681109 | Texas Roadhouse Inc | 2541.0 | 231103.95 | CORP | Long | |
| 166764100 | 166764100 | Chevron Corp | 2749.0 | 493418.01 | CORP | Long | |
| 95058W100 | 95058W100 | Wendy's Co/The | 2606.0 | 58973.78 | CORP | Long | |
| 35564KBK4 | 35564KBK4 | Freddie Mac - STACR | 22464.04 | 22341.48 | CORP | Long | |
| 000000000 | 000000000 | Capgemini SE | 1440.0 | 240388.82 | CORP | Long | |
| 000000000 | 000000000 | Gazprom PJSC | 87612.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Daito Trust Cons | 3200.0 | 330143.25 | CORP | Long | |
| 000000000 | 000000000 | AstraZeneca PLC | 2850.0 | 386517.03 | CORP | Long | |
| 20030NDZ1 | 20030NDZ1 | COMCAST CORP | 530000.0 | 537531.94 | CORP | Long | |
| 000000000 | 000000000 | Enel SpA | 45430.0 | 244611.63 | CORP | Long | |
| 3133KJQ21 | 3133KJQ21 | Freddie Mac | 326425.72 | 287292.86 | USGSE | Long | |
| 084664DB4 | 084664DB4 | BERKSHIRE HATHAWAY FIN | 215000.0 | 172508.95 | CORP | Long | |
| 90400D108 | 90400D108 | Ultragenyx Pharmaceutical Inc | 1191.0 | 55179.03 | CORP | Long | |
| 000000000 | 000000000 | HENGAN INT'L | 9000.0 | 47793.53 | CORP | Long | |
| 000000000 | 000000000 | ENEOS Holdings Inc | 85400.0 | 291520.88 | CORP | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank, National Association | 1.0 | 8259.32 | CORP | N/A | |
| 000000000 | 000000000 | XP Inc | 499.0 | 7654.66 | CORP | Long | |
| 00215F107 | 00215F107 | ATN International Inc | 869.0 | 39374.39 | CORP | Long | |
| 31418EHF0 | 31418EHF0 | Fannie Mae | 114908.29 | 108862.26 | USGSE | Long | |
| 9128282D1 | 9128282D1 | US TREASURY N/B | 2510000.0 | 2453918.32 | UST | Long | |
| 513076BB4 | 513076BB4 | LAMAR MEDIA CORP | 171937.5 | 167725.03 | CORP | Long | |
| 32054K103 | 32054K103 | First Industrial Realty Trust | 2103.0 | 101490.78 | CORP | Long | |
| 74112D101 | 74112D101 | Prestige Consumer Healthcare I | 2436.0 | 152493.6 | CORP | Long | |
| 3140X72U2 | 3140X72U2 | Fannie Mae | 396119.14 | 402123.47 | USGSE | Long | |
| 90385KAK7 | 90385KAK7 | UKG INC | 112907.1462 | 107544.06 | CORP | Long | |
| 717081103 | 717081103 | Pfizer Inc | 5208.0 | 266857.92 | CORP | Long | |
| 92826C839 | 92826C839 | Visa Inc | 5244.0 | 1089493.44 | CORP | Long | |
| 000000000 | 000000000 | Deutsche Lufthansa AG | 17620.0 | 146458.22 | CORP | Long | |
| 3140KYPB4 | 3140KYPB4 | Fannie Mae | 764482.86 | 630987.64 | USGSE | Long | |
| 000000000 | 000000000 | Shionogi & Co Ltd | 5100.0 | 255932.64 | CORP | Long | |
| 000000000 | 000000000 | Intertek Group PLC | 3340.0 | 162888.6 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -6.0 | 969.54 | CORP | N/A | |
| 88160R101 | 88160R101 | Tesla Inc | 1295.0 | 159518.1 | CORP | Long | |
| 882508104 | 882508104 | Texas Instruments Inc | 983.0 | 162411.26 | CORP | Long | |
| 000000000 | 000000000 | BUONI POLIENNALI DEL TES | 20000.0 | 22039.59 | NUSS | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank, National Association | 1.0 | -13800.98 | CORP | N/A | |
| 78486QAS0 | 78486QAS0 | SVB FINANCIAL GROUP | 10000.0 | 8875.07 | CORP | Long | |
| 694308JG3 | 694308JG3 | PACIFIC GAS & ELECTRIC | 45000.0 | 35017.5 | CORP | Long | |
| 3140X8BP1 | 3140X8BP1 | Fannie Mae | 90878.52 | 78360.46 | USGSE | Long | |
| 438516106 | 438516106 | Honeywell International Inc | 2951.0 | 632399.3 | CORP | Long | |
| 06051GLC1 | 06051GLC1 | BANK OF AMERICA CORP | 205000.0 | 212025.04 | CORP | Long | |
| 000000000 | 000000000 | Yandex NV | 2625.0 | 0.0 | CORP | Long | |
| 316175108 | 316175108 | Fidelity Government Portfolio | 302318.0 | 302318.0 | RF | Long | |
| 753422104 | 753422104 | Rapid7 Inc | 1549.0 | 52635.02 | CORP | Long | |
| 000000000 | 000000000 | Kuehne + Nagel International A | 1120.0 | 260665.12 | CORP | Long | |
| 10316T104 | 10316T104 | Box Inc | 2605.0 | 81093.65 | CORP | Long | |
| 92343VEA8 | 92343VEA8 | VERIZON COMMUNICATIONS | 540000.0 | 507013.45 | CORP | Long | |
| 135087N59 | 135087N59 | CANADA-GOV'T WI | 30000.0 | 19844.53 | NUSS | Long | |
| 922475108 | 922475108 | Veeva Systems Inc | 635.0 | 102476.3 | CORP | Long | |
| 000000000 | 000000000 | Kunlun Energy Co Ltd | 62000.0 | 44243.45 | CORP | Long | |
| 023135106 | 023135106 | Amazon.com Inc | 11367.0 | 954828.0 | CORP | Long | |
| 000000000 | 000000000 | Westpac Securitisation Trust | 896419.91 | 608322.66 | CORP | Long | |
| 22052L104 | 22052L104 | Corteva Inc | 2013.0 | 118324.14 | CORP | Long | |
| 589889104 | 589889104 | Merit Medical Systems Inc | 1861.0 | 131423.82 | CORP | Long | |
| 171604101 | 171604101 | Chuy's Holdings Inc | 1423.0 | 40270.9 | CORP | Long | |
| 3140QED41 | 3140QED41 | Fannie Mae | 66054.48 | 58138.69 | USGSE | Long | |
| 000000000 | 000000000 | Honda Motor Co Ltd | 14700.0 | 339609.88 | CORP | Long | |
| 594918104 | 594918104 | Microsoft Corp | 10176.0 | 2440408.32 | CORP | Long | |
| 61747YEF8 | 61747YEF8 | MORGAN STANLEY | 127000.0 | 92378.53 | CORP | Long | |
| 36193FLJ4 | 36193FLJ4 | Government National Mortgage A | 8744.21 | 9098.62 | USGA | Long | |
| 000000000 | 000000000 | Teleperformance | 850.0 | 202630.83 | CORP | Long | |
| 48666K109 | 48666K109 | KB Home | 2718.0 | 86568.3 | CORP | Long | |
| 08163LAG4 | 08163LAG4 | BENCHMARK Mortgage Trust | 500000.0 | 398790.5 | CORP | Long | |
| 91159HJB7 | 91159HJB7 | US BANCORP | 55000.0 | 41985.31 | CORP | Long | |
| 48242W106 | 48242W106 | KBR Inc | 1176.0 | 62092.8 | CORP | Long | |
| 000000000 | 000000000 | Vestas Wind Systems A/S | 10660.0 | 310126.39 | CORP | Long | |
| 488401100 | 488401100 | Kemper Corp | 1131.0 | 55645.2 | CORP | Long | |
| 92343VGK4 | 92343VGK4 | VERIZON COMMUNICATIONS | 110000.0 | 83144.4 | CORP | Long | |
| 3140J9JV4 | 3140J9JV4 | Fannie Mae | 22839.66 | 23844.23 | USGSE | Long | |
| 000000000 | 000000000 | SWEDISH GOVERNMENT | 145000.0 | 11545.09 | NUSS | Long | |
| 20030NBT7 | 20030NBT7 | COMCAST CORP | 65000.0 | 52923.24 | CORP | Long | |
| 000000000 | 000000000 | AUSTRALIAN GOVERNMENT | 60000.0 | 23720.46 | NUSS | Long | |
| 833445109 | 833445109 | Snowflake Inc | 352.0 | 50526.08 | CORP | Long | |
| 30303M102 | 30303M102 | Meta Platforms Inc | 1042.0 | 125394.28 | CORP | Long | |
| 04538FAD1 | 04538FAD1 | ASPLUNDH TREE EXPERT LLC | 112135.88 | 111773.79 | CORP | Long | |
| 01609W102 | 01609W102 | Alibaba Group Holding Ltd | 5328.0 | 469343.52 | CORP | Long | |
| 00206RGQ9 | 00206RGQ9 | AT&T INC | 60000.0 | 56637.82 | CORP | Long | |
| 000000000 | 000000000 | JAPAN (10 YEAR ISSUE) | 102800000.0 | 765836.68 | NUSS | Long | |
| 60937P106 | 60937P106 | MongoDB Inc | 330.0 | 64957.2 | CORP | Long | |
| 87936R205 | 87936R205 | Telefonica Brasil SA | 6897.0 | 49313.55 | CORP | Long | |
| 172967NX5 | 172967NX5 | CITIGROUP INC | 180000.0 | 180959.31 | CORP | Long | |
| 000000000 | 000000000 | KINGDOM OF DENMARK | 35000.0 | 6297.63 | NUSS | Long | |
| 68218J103 | 68218J103 | OmniAb Inc | 4693.99996 | 16898.4 | CORP | Long | |
| 099724106 | 099724106 | BorgWarner Inc | 1927.0 | 77561.75 | CORP | Long | |
| 000000000 | 000000000 | BONOS Y OBLIG DEL ESTADO | 20000.0 | 13770.61 | NUSS | Long | |
| 651639AY2 | 651639AY2 | NEWMONT CORP | 50000.0 | 40302.59 | CORP | Long | |
| 000000000 | 000000000 | ASM International NV | 1180.0 | 297656.82 | CORP | Long | |
| 22788C105 | 22788C105 | Crowdstrike Holdings Inc | 684.0 | 72018.36 | CORP | Long | |
| 000000000 | 000000000 | Westpac Banking Corp | 26760.0 | 425426.4 | CORP | Long | |
| 228903100 | 228903100 | Artivion Inc | 3476.0 | 42129.12 | CORP | Long | |
| 89173FAA8 | 89173FAA8 | Towd Point Mortgage Trust | 6084.81 | 5982.48 | CORP | Long | |
| 472319AM4 | 472319AM4 | JEFFERIES FIN GROUP INC | 65000.0 | 63626.58 | CORP | Long | |
| 000000000 | 000000000 | BAE Systems PLC | 35940.0 | 371929.12 | CORP | Long | |
| 000000000 | 000000000 | Daimler Truck Holding AG | 7240.0 | 224325.43 | CORP | Long | |
| 78486QAF8 | 78486QAF8 | SVB FINANCIAL GROUP | 45000.0 | 32928.03 | CORP | Long | |
| 291011104 | 291011104 | Emerson Electric Co | 1064.0 | 102207.84 | CORP | Long | |
| 135087M50 | 135087M50 | CANADA-GOV'T WI | 55000.0 | 38392.76 | NUSS | Long | |
| 65339KCA6 | 65339KCA6 | NEXTERA ENERGY CAPITAL | 220000.0 | 144627.38 | CORP | Long | |
| 695114CX4 | 695114CX4 | PACIFICORP | 30000.0 | 21689.89 | CORP | Long | |
| 12513GBH1 | 12513GBH1 | CDW LLC/CDW FINANCE | 90000.0 | 77223.15 | CORP | Long | |
| 816851BN8 | 816851BN8 | SEMPRA ENERGY | 145000.0 | 139171.59 | CORP | Long | |
| 000000000 | 000000000 | Vinci SA | 3750.0 | 374483.55 | CORP | Long | |
| 260003108 | 260003108 | Dover Corp | 3757.0 | 508735.37 | CORP | Long | |
| 842400GR8 | 842400GR8 | SOUTHERN CAL EDISON | 30000.0 | 26533.72 | CORP | Long | |
| 09248U700 | 09248U700 | BlackRock Liquidity FedFund | 302318.0 | 302318.0 | RF | Long | |
| 91282CFV8 | 91282CFV8 | US TREASURY N/B | 180000.0 | 183726.56 | UST | Long | |
| 318910106 | 318910106 | First Bancorp/Southern Pines N | 1791.0 | 76726.44 | CORP | Long | |
| 3138ESAD0 | 3138ESAD0 | Fannie Mae | 378132.28 | 390709.19 | USGSE | Long | |
| 000000000 | 000000000 | Daiichi Sankyo Co Ltd | 11200.0 | 362694.3 | CORP | Long | |
| 49803T300 | 49803T300 | Kite Realty Group Trust | 5206.0 | 109586.3 | CORP | Long | |
| 000000000 | 000000000 | THE TORONTO-DOMINION BANK | 1.0 | -15628.45 | CORP | N/A | |
| 46647PCZ7 | 46647PCZ7 | JPMORGAN CHASE & CO | 170000.0 | 165206.53 | CORP | Long | |
| 000000000 | 000000000 | South32 Ltd | 107980.0 | 294072.73 | CORP | Long | |
| 05565QDV7 | 05565QDV7 | BP CAPITAL MARKETS PLC | 85000.0 | 74640.63 | CORP | Long | |
| 000000000 | 000000000 | FRANCE (GOVT OF) | 145000.0 | 83531.88 | NUSS | Long | |
| 92343VFU3 | 92343VFU3 | VERIZON COMMUNICATIONS | 60000.0 | 37875.38 | CORP | Long | |
| 58503UAC7 | 58503UAC7 | MEDLINE BORROWER LP | 84362.5 | 80307.79 | CORP | Long | |
| 457790103 | 457790103 | Instructure Holdings Inc | 2435.0 | 57076.4 | CORP | Long | |
| 000000000 | 000000000 | Resona Holdings Inc | 55100.0 | 303629.38 | CORP | Long | |
| 754730109 | 754730109 | Raymond James Financial Inc | 1761.0 | 188162.85 | CORP | Long | |
| 65336K103 | 65336K103 | Nexstar Media Group Inc | 200.0 | 35006.0 | CORP | Long | |
| 3140X63T6 | 3140X63T6 | Fannie Mae | 175324.72 | 159540.94 | USGSE | Long | |
| 65290C105 | 65290C105 | NexTier Oilfield Solutions Inc | 6773.0 | 62582.52 | CORP | Long | |
| 368736104 | 368736104 | Generac Holdings Inc | 234.0 | 23554.44 | CORP | Long | |
| 000000000 | 000000000 | UNITED KINGDOM GILT | 105000.0 | 77668.09 | NUSS | Long | |
| 46625H100 | 46625H100 | JPMorgan Chase & Co | 3199.0 | 428985.9 | CORP | Long | |
| 87724P106 | 87724P106 | Taylor Morrison Home Corp | 3873.0 | 117545.55 | CORP | Long | |
| 25179MAN3 | 25179MAN3 | DEVON ENERGY CORPORATION | 30000.0 | 25521.0 | CORP | Long | |
| 981811102 | 981811102 | Worthington Industries Inc | 1914.0 | 95144.94 | CORP | Long | |
| 000000000 | 000000000 | JAPAN (40 YEAR ISSUE) | 12800000.0 | 67204.96 | NUSS | Long | |
| 199333105 | 199333105 | Columbus McKinnon Corp/NY | 2098.0 | 68122.06 | CORP | Long | |
| 478160104 | 478160104 | Johnson & Johnson | 4763.0 | 841383.95 | CORP | Long | |
| 000000000 | 000000000 | SKF AB | 15100.0 | 230301.83 | CORP | Long | |
| 000000000 | 000000000 | BUNDESREPUB. DEUTSCHLAND | 130000.0 | 133863.52 | NUSS | Long | |
| 3140X6Q38 | 3140X6Q38 | Fannie Mae | 43961.51 | 41143.01 | USGSE | Long | |
| 10373QBT6 | 10373QBT6 | BP CAP MARKETS AMERICA | 80000.0 | 66892.92 | CORP | Long | |
| 225401AN8 | 225401AN8 | CREDIT SUISSE GROUP AG | 200000.0 | 116233.36 | CORP | Long | |
| 78486QAL5 | 78486QAL5 | SVB FINANCIAL GROUP | 45000.0 | 39434.26 | CORP | Long | |
| 68389XCF0 | 68389XCF0 | ORACLE CORP | 15000.0 | 15352.48 | CORP | Long | |
| 313855108 | 313855108 | Federal Signal Corp | 2970.0 | 138015.9 | CORP | Long | |
| 74971D101 | 74971D101 | RPT Realty | 4473.0 | 44908.92 | CORP | Long | |
| 000000000 | 000000000 | AIA Group Ltd | 19200.0 | 213512.35 | CORP | Long | |
| 075887109 | 075887109 | Becton Dickinson and Co | 458.0 | 116469.4 | CORP | Long | |
| 252131107 | 252131107 | Dexcom Inc | 1558.0 | 176427.92 | CORP | Long | |
| 46644VBR6 | 46644VBR6 | JP Morgan Mortgage Trust | 108958.38 | 95589.56 | CORP | Long | |
| 056752108 | 056752108 | Baidu Inc | 1772.0 | 202681.36 | CORP | Long | |
| 883556CM2 | 883556CM2 | THERMO FISHER SCIENTIFIC | 50000.0 | 37007.17 | CORP | Long | |
| 98138HAJ0 | 98138HAJ0 | WORKDAY INC | 20000.0 | 17710.64 | CORP | Long | |
| 81745QCB6 | 81745QCB6 | Sequoia Mortgage Trust | 22112.47 | 20407.48 | CORP | Long | |
| 28176E108 | 28176E108 | Edwards Lifesciences Corp | 1714.0 | 127881.54 | CORP | Long | |
| 000000000 | 000000000 | BUNDESREPUB. DEUTSCHLAND | 40000.0 | 39158.39 | NUSS | Long | |
| 845467109 | 845467109 | Southwestern Energy Co | 18689.0 | 109330.65 | CORP | Long | |
| 74736L109 | 74736L109 | Q2 Holdings Inc | 2151.0 | 57797.37 | CORP | Long | |
| 694308JH1 | 694308JH1 | PACIFIC GAS & ELECTRIC | 85000.0 | 57840.65 | CORP | Long | |
| 29366MAA6 | 29366MAA6 | ENTERGY ARKANSAS LLC | 190000.0 | 156462.02 | CORP | Long | |
| 000000000 | 000000000 | BONOS Y OBLIG DEL ESTADO | 150000.0 | 135175.81 | NUSS | Long | |
| 161175BQ6 | 161175BQ6 | CHARTER COMM OPT LLC/CAP | 145000.0 | 143349.68 | CORP | Long | |
| 00206R102 | 00206R102 | AT&T Inc | 6363.0 | 117142.83 | CORP | Long | |
| 98983L108 | 98983L108 | Zurn Elkay Water Solutions Cor | 2408.0 | 50929.2 | CORP | Long | |
| 000000000 | 000000000 | LG Uplus Corp | 7329.0 | 64182.45 | CORP | Long | |
| 67066G104 | 67066G104 | NVIDIA Corp | 3985.0 | 582367.9 | CORP | Long | |
| 000000000 | 000000000 | Axis Capital Holdings Ltd | 3350.0 | 181469.5 | CORP | Long | |
| 01748X102 | 01748X102 | Allegiant Travel Co | 893.0 | 60715.07 | CORP | Long | |
| 31418EKB5 | 31418EKB5 | Fannie Mae | 96872.22 | 96234.66 | USGSE | Long | |
| 135087F82 | 135087F82 | CANADA-GOV'T WI | 60000.0 | 40107.39 | NUSS | Long | |
| 25278XAT6 | 25278XAT6 | DIAMONDBACK ENERGY INC | 5000.0 | 3680.48 | CORP | Long | |
| 842587DL8 | 842587DL8 | SOUTHERN CO | 170000.0 | 174425.61 | CORP | Long | |
| 277276101 | 277276101 | EastGroup Properties Inc | 454.0 | 67219.24 | CORP | Long | |
| 000000000 | 000000000 | JAPAN (20 YEAR ISSUE) | 65850000.0 | 557220.45 | NUSS | Long | |
| 6174468X0 | 6174468X0 | MORGAN STANLEY | 15000.0 | 11352.93 | CORP | Long | |
| 00914AAG7 | 00914AAG7 | AIR LEASE CORP | 130000.0 | 108696.12 | CORP | Long | |
| 05967A107 | 05967A107 | Banco Santander Brasil SA | 8273.0 | 44591.47 | CORP | Long | |
| 759351604 | 759351604 | Reinsurance Group of America I | 1281.0 | 182017.29 | CORP | Long | |
| 91282CEP2 | 91282CEP2 | US TREASURY N/B | 55000.0 | 50703.13 | UST | Long | |
| 000000000 | 000000000 | Nestle SA | 6250.0 | 724192.94 | CORP | Long | |
| 000000000 | 000000000 | AUSTRALIAN GOVERNMENT | 145000.0 | 81216.49 | NUSS | Long | |
| 000000000 | 000000000 | Eiffage SA | 3660.0 | 360128.5 | CORP | Long | |
| 464287465 | 464287465 | iShares MSCI EAFE ETF | 30.0 | 1969.2 | RF | Long | |
| 3140XDR40 | 3140XDR40 | Fannie Mae | 890143.64 | 782447.74 | USGSE | Long | |
| 46639YAV9 | 46639YAV9 | JP Morgan Chase Commercial Mor | 125000.0 | 122490.15 | CORP | Long | |
| 204429104 | 204429104 | Cia Cervecerias Unidas SA | 2589.0 | 33967.68 | CORP | Long | |
| 000000000 | 000000000 | SSE PLC | 14300.0 | 295970.3 | CORP | Long | |
| 000000000 | 000000000 | THE TORONTO-DOMINION BANK | 1.0 | 135.25 | CORP | N/A | |
| 91282CFQ9 | 91282CFQ9 | US TREASURY N/B | 735000.0 | 732961.55 | UST | Long | |
| 747316107 | 747316107 | Quaker Chemical Corp | 382.0 | 63755.8 | CORP | Long | |
| 89400J107 | 89400J107 | TransUnion | 3733.0 | 211847.75 | CORP | Long | |
| 00847X104 | 00847X104 | Agios Pharmaceuticals Inc | 1864.0 | 52341.12 | CORP | Long | |
| 88162G103 | 88162G103 | Tetra Tech Inc | 407.0 | 59092.33 | CORP | Long | |
| 857477BY8 | 857477BY8 | STATE STREET CORP | 10000.0 | 10344.84 | CORP | Long | |
| 79466L302 | 79466L302 | Salesforce Inc | 2197.0 | 291300.23 | CORP | Long | |
| 03027X100 | 03027X100 | American Tower Corp | 806.0 | 170759.16 | CORP | Long | |
| 88706T108 | 88706T108 | TIM SA/Brazil | 4517.0 | 52623.05 | CORP | Long | |
| 921659108 | 921659108 | Vanda Pharmaceuticals Inc | 2045.0 | 15112.55 | CORP | Long | |
| 29278NAG8 | 29278NAG8 | ENERGY TRANSFER LP | 25000.0 | 24227.06 | CORP | Long | |
| 000000000 | 000000000 | OMV AG | 7200.0 | 370718.24 | CORP | Long | |
| 06051GJE0 | 06051GJE0 | BANK OF AMERICA CORP | 220000.0 | 148786.24 | CORP | Long | |
| 92532F100 | 92532F100 | Vertex Pharmaceuticals Inc | 679.0 | 196081.62 | CORP | Long | |
| 3140X3BE7 | 3140X3BE7 | Fannie Mae | 660548.64 | 664861.56 | USGSE | Long | |
| 000000000 | 000000000 | Sompo Holdings Inc | 6700.0 | 299161.84 | CORP | Long | |
| 89173HAA4 | 89173HAA4 | Towd Point Mortgage Trust | 6261.17 | 6180.28 | CORP | Long | |
| 000000000 | 000000000 | SINOPEC CORP | 178200.0 | 86069.86 | CORP | Long | |
| 675711AA3 | 675711AA3 | Octagon Investment Partners 33 | 250000.0 | 247637.0 | CORP | Long | |
| 32055Y201 | 32055Y201 | First Interstate BancSystem In | 2556.0 | 98789.4 | CORP | Long | |
| 36320WAL0 | 36320WAL0 | Galaxy CLO Ltd | 600000.0 | 589486.2 | CORP | Long | |
| 000000000 | 000000000 | BUONI POLIENNALI DEL TES | 145000.0 | 121870.98 | NUSS | Long | |
| 87264ABD6 | 87264ABD6 | T-MOBILE USA INC | 130000.0 | 122644.72 | CORP | Long | |
| 000000000 | 000000000 | DEUTSCHE BANK AG | 200000.0 | 209340.41 | CORP | Long | |
| 92343VGN8 | 92343VGN8 | VERIZON COMMUNICATIONS | 90000.0 | 71581.28 | CORP | Long | |
| 68389X105 | 68389X105 | Oracle Corp | 6400.0 | 523136.0 | CORP | Long | |
| 11135F101 | 11135F101 | Broadcom Inc | 1404.0 | 785018.52 | CORP | Long | |
| 46647PBX3 | 46647PBX3 | JPMORGAN CHASE & CO | 140000.0 | 107412.41 | CORP | Long | |
| 06406RBL0 | 06406RBL0 | BANK OF NY MELLON CORP | 97000.0 | 100477.32 | CORP | Long | |
| 3137FYEU6 | 3137FYEU6 | Freddie Mac | 231027.62 | 200611.03 | USGSE | Long | |
| 69478X105 | 69478X105 | Pacific Premier Bancorp Inc | 2426.0 | 76564.56 | CORP | Long | |
| 70509V100 | 70509V100 | Pebblebrook Hotel Trust | 3066.0 | 41053.74 | CORP | Long | |
| 135087A61 | 135087A61 | CANADIAN GOVERNMENT | 35000.0 | 25531.65 | NUSS | Long | |
| 92345Y106 | 92345Y106 | Verisk Analytics Inc | 551.0 | 97207.42 | CORP | Long | |
| 000000000 | 000000000 | Brenntag SE | 4060.0 | 259544.73 | CORP | Long | |
| 052769AH9 | 052769AH9 | AUTODESK INC | 95000.0 | 76135.0 | CORP | Long | |
| 000000000 | 000000000 | Husqvarna AB | 22710.0 | 159135.51 | CORP | Long | |
| 603158106 | 603158106 | Minerals Technologies Inc | 2051.0 | 124536.72 | CORP | Long | |
| 3140KVBU3 | 3140KVBU3 | Fannie Mae | 51522.8 | 42287.48 | USGSE | Long | |
| 91282CFX4 | 91282CFX4 | US TREASURY N/B | 2060000.0 | 2060241.43 | UST | Long | |
| 370334104 | 370334104 | General Mills Inc | 2054.0 | 172227.9 | CORP | Long | |
| 000000000 | 000000000 | CNH Industrial NV | 19590.0 | 313817.78 | CORP | Long | |
| 46645GAZ1 | 46645GAZ1 | JP Morgan Mortgage Trust | 100906.91 | 91959.28 | CORP | Long | |
| 3140X4PF7 | 3140X4PF7 | Fannie Mae | 321545.02 | 308358.97 | USGSE | Long | |
| 059460303 | 059460303 | Banco Bradesco SA | 23339.0 | 67216.32 | CORP | Long | |
| 84610WAB1 | 84610WAB1 | LIFESTORAGE LP | 130000.0 | 121610.05 | CORP | Long | |
| 36179SSW8 | 36179SSW8 | Government National Mortgage A | 12962.49 | 13679.48 | USGA | Long | |
| 000000000 | 000000000 | NETHERLANDS GOVERNMENT | 35000.0 | 18240.2 | NUSS | Long | |
| 92932M101 | 92932M101 | WNS Holdings Ltd | 1254.0 | 100307.46 | CORP | Long | |
| 135087J54 | 135087J54 | CANADA-GOV'T WI | 80000.0 | 57709.31 | NUSS | Long | |
| 3140J9FX4 | 3140J9FX4 | Fannie Mae | 120949.14 | 125221.35 | USGSE | Long | |
| 000000000 | 000000000 | BUNDESREPUB. DEUTSCHLAND | 25000.0 | 29735.69 | NUSS | Long | |
| 923260AC7 | 923260AC7 | Venture CDO Ltd | 250000.0 | 238570.25 | CORP | Long | |
| 000000000 | 000000000 | U-PRESID CHINA | 71600.0 | 71641.74 | CORP | Long | |
| 443320106 | 443320106 | Hub Group Inc | 1534.0 | 121937.66 | CORP | Long | |
| 682189105 | 682189105 | ON Semiconductor Corp | 2648.0 | 165155.76 | CORP | Long | |
| 3136ADB65 | 3136ADB65 | Fannie Mae | 256636.09 | 22934.41 | USGSE | Long | |
| 135087H49 | 135087H49 | CANADA-GOV'T WI | 150000.0 | 110327.55 | NUSS | Long | |
| 53220K504 | 53220K504 | Ligand Pharmaceuticals Inc | 958.0 | 63994.4 | CORP | Long | |
| 29365BAA1 | 29365BAA1 | ENTEGRIS ESCROW CORP | 70000.0 | 63976.66 | CORP | Long | |
| 000000000 | 000000000 | BNP Paribas SA | 7840.0 | 446891.47 | CORP | Long | |
| 000000000 | 000000000 | Volkswagen AG | 2040.0 | 254228.45 | CORP | Long | |
| 92556VAD8 | 92556VAD8 | VIATRIS INC | 30000.0 | 23518.73 | CORP | Long | |
| 92840VAL6 | 92840VAL6 | VISTRA OPERATIONS CO LLC | 90000.0 | 88171.65 | CORP | Long | |
| 000000000 | 000000000 | Suncorp Group Ltd | 34230.0 | 280598.17 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 109247.75 | CORP | N/A | |
| 457669307 | 457669307 | Insmed Inc | 3647.0 | 72867.06 | CORP | Long | |
| 892356106 | 892356106 | Tractor Supply Co | 1281.0 | 288186.57 | CORP | Long | |
| 826919102 | 826919102 | Silicon Laboratories Inc | 766.0 | 103923.22 | CORP | Long | |
| 3138EPG73 | 3138EPG73 | Fannie Mae | 365757.81 | 370375.14 | USGSE | Long | |
| 000000000 | 000000000 | Eaton Corp PLC | 628.0 | 98564.6 | CORP | Long | |
| 3140XFU74 | 3140XFU74 | Fannie Mae | 577124.61 | 491399.44 | USGSE | Long | |
| 000000000 | 000000000 | BUONI POLIENNALI DEL TES | 15000.0 | 15036.14 | NUSS | Long | |
| 31418EHJ2 | 31418EHJ2 | Fannie Mae | 160988.05 | 151012.75 | USGSE | Long | |
| 56844YAA5 | 56844YAA5 | Signal Peak CLO, LLC | 250000.0 | 246009.25 | CORP | Long | |
| 912810TG3 | 912810TG3 | US TREASURY N/B | 625000.0 | 500976.57 | UST | Long | |
| 670704105 | 670704105 | NuVasive Inc | 1613.0 | 66520.12 | CORP | Long | |
| 447011107 | 447011107 | Huntsman Corp | 1275.0 | 35037.0 | CORP | Long | |
| 91282CFU0 | 91282CFU0 | US TREASURY N/B | 505000.0 | 506893.75 | UST | Long | |
| 000000000 | 000000000 | ITOCHU Corp | 12586.0 | 397604.05 | CORP | Long | |
| 83613HAA5 | 83613HAA5 | Sound Point CLO LTD | 250000.0 | 243729.5 | CORP | Long | |
| 89422G107 | 89422G107 | Travere Therapeutics Inc | 4689.0 | 98609.67 | CORP | Long | |
| 695114CW6 | 695114CW6 | PACIFICORP | 20000.0 | 17246.55 | CORP | Long | |
| 126650DP2 | 126650DP2 | CVS HEALTH CORP | 135000.0 | 93772.04 | CORP | Long | |
| 46644VBQ8 | 46644VBQ8 | JP Morgan Mortgage Trust | 108958.38 | 95824.94 | CORP | Long | |
| 693475AX3 | 693475AX3 | PNC FINANCIAL SERVICES | 100000.0 | 92695.94 | CORP | Long | |
| 000000000 | 000000000 | ASML Holding NV | 1260.0 | 679508.81 | CORP | Long | |
| 3133KKMZ9 | 3133KKMZ9 | Freddie Mac | 45389.56 | 38496.7 | USGSE | Long | |
| 02079K107 | 02079K107 | Alphabet Inc | 1020.0 | 90504.6 | CORP | Long | |
| 637870106 | 637870106 | National Storage Affiliates Tr | 1562.0 | 56419.44 | CORP | Long | |
| 000000000 | 000000000 | NAVER Corp | 498.0 | 70826.09 | CORP | Long | |
| 3140MB6X5 | 3140MB6X5 | Fannie Mae | 255419.09 | 216650.61 | USGSE | Long | |
| 254709108 | 254709108 | Discover Financial Services | 5098.0 | 498737.34 | CORP | Long | |
| 879360AD7 | 879360AD7 | TELEDYNE TECHNOLOGIES IN | 115000.0 | 99219.55 | CORP | Long | |
| 08163DAE7 | 08163DAE7 | BENCHMARK Mortgage Trust | 450000.0 | 373460.94 | CORP | Long | |
| 48123V102 | 48123V102 | Ziff Davis Inc | 1406.0 | 111214.6 | CORP | Long | |
| 88731EAF7 | 88731EAF7 | TIME WARNER CABLE ENTRMN | 575000.0 | 578638.66 | CORP | Long | |
| 177835105 | 177835105 | City Holding Co | 732.0 | 68141.88 | CORP | Long | |
| 92840VAD4 | 92840VAD4 | VISTRA OPERATIONS CO LLC | 120000.0 | 115161.8 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 18.0 | 107.46 | CORP | N/A | |
| 165167735 | 165167735 | Chesapeake Energy Corp | 2488.0 | 234792.56 | CORP | Long | |
| 09627Y109 | 09627Y109 | Blueprint Medicines Corp | 1560.0 | 68343.6 | CORP | Long | |
| 26441CBG9 | 26441CBG9 | DUKE ENERGY CORP | 85000.0 | 77775.0 | CORP | Long | |
| 505336107 | 505336107 | La-Z-Boy Inc | 1949.0 | 44476.18 | CORP | Long | |
| 404122BH5 | 404122BH5 | HCA INC | 271562.5 | 271703.98 | CORP | Long | |
| 620076307 | 620076307 | Motorola Solutions Inc | 4147.0 | 1068723.37 | CORP | Long | |
| 000000000 | 000000000 | Tata Consumer Products Ltd | 9749.0 | 90378.29 | CORP | Long | |
| 46645GAY4 | 46645GAY4 | JP Morgan Mortgage Trust | 100906.91 | 92081.57 | CORP | Long | |
| 29272WAD1 | 29272WAD1 | ENERGIZER HOLDINGS INC | 100000.0 | 84965.72 | CORP | Long | |
| 95000GAY0 | 95000GAY0 | Wells Fargo Commercial Mortgag | 485000.0 | 438360.65 | CORP | Long | |
| 3140QEPZ9 | 3140QEPZ9 | Fannie Mae | 291947.96 | 257500.99 | USGSE | Long | |
| 55903VAL7 | 55903VAL7 | WARNERMEDIA HOLDINGS INC | 20000.0 | 16525.35 | CORP | Long | |
| 929328102 | 929328102 | WSFS Financial Corp | 2508.0 | 113712.72 | CORP | Long | |
| 000000000 | 000000000 | JD.com Inc | 1028.0 | 29000.97 | CORP | Long | |
| 857477AN3 | 857477AN3 | STATE STREET CORP | 260000.0 | 253941.77 | CORP | Long | |
| 000000000 | 000000000 | Wesfarmers Ltd | 9890.0 | 309139.87 | CORP | Long | |
| 000000000 | 000000000 | Persimmon PLC | 9760.0 | 143598.11 | CORP | Long | |
| 000000000 | 000000000 | Oversea-Chinese Banking Corp L | 41200.0 | 374657.31 | CORP | Long | |
| 833635105 | 833635105 | Sociedad Quimica y Minera de C | 1915.0 | 152893.6 | CORP | Long | |
| 83545G102 | 83545G102 | Sonic Automotive Inc | 732.0 | 36065.64 | CORP | Long | |
| 000000000 | 000000000 | UniCredit SpA | 25810.0 | 366682.99 | CORP | Long | |
| 3140L7QJ4 | 3140L7QJ4 | Fannie Mae | 470078.41 | 418584.56 | USGSE | Long | |
| 38141W273 | 38141W273 | Goldman Sachs Financial Square Government Fund | 302318.0 | 302318.0 | RF | Long | |
| 29364WBA5 | 29364WBA5 | ENTERGY LOUISIANA LLC | 90000.0 | 81499.88 | CORP | Long | |
| 000000000 | 000000000 | La Francaise des Jeux SAEM | 7230.0 | 290844.9 | CORP | Long | |
| 76174LAA1 | 76174LAA1 | PACTIV EVERGREEN GROUP | 100000.0 | 88865.04 | CORP | Long | |
| 3140X9LP8 | 3140X9LP8 | Fannie Mae | 21078.07 | 17358.38 | USGSE | Long | |
| 57776J100 | 57776J100 | MaxLinear Inc | 2770.0 | 94041.5 | CORP | Long | |
| 25470DBL2 | 25470DBL2 | DISCOVERY COMMUNICATIONS | 195000.0 | 117854.98 | CORP | Long | |
| 000000000 | 000000000 | LVMH Moet Hennessy Louis Vuitt | 600.0 | 436679.37 | CORP | Long | |
| 000000000 | 000000000 | Sanofi | 4450.0 | 427953.06 | CORP | Long | |
| 75513E101 | 75513E101 | Raytheon Technologies Corp | 6518.0 | 657796.56 | CORP | Long | |
| 3140X6FL0 | 3140X6FL0 | Fannie Mae | 210333.6 | 186387.56 | USGSE | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -5.0 | -90.7 | CORP | N/A | |
| 148806102 | 148806102 | Catalent Inc | 1714.0 | 77147.14 | CORP | Long | |
| 256677105 | 256677105 | Dollar General Corp | 2120.0 | 522050.0 | CORP | Long | |
| 373298CF3 | 373298CF3 | GEORGIA-PACIFIC LLC | 355000.0 | 365777.05 | CORP | Long | |
| 000000000 | 000000000 | Sitios Latinoamerica SAB de CV | 4704.0 | 2220.86 | CORP | Long | |
| 000000000 | 000000000 | Brambles Ltd | 30340.0 | 249329.86 | CORP | Long | |
| 29760G202 | 29760G202 | Etalon Group PLC | 20100.0 | 0.0 | CORP | Long | |
| 46647PAY2 | 46647PAY2 | JPMORGAN CHASE & CO | 75000.0 | 73908.68 | CORP | Long | |
| 000000000 | 000000000 | Bank Leumi Le-Israel BM | 32290.0 | 269244.09 | CORP | Long | |
| 947890109 | 947890109 | Webster Financial Corp | 2307.0 | 109213.38 | CORP | Long | |
| 3140X5PY3 | 3140X5PY3 | Fannie Mae | 241445.85 | 223736.09 | USGSE | Long | |
| 82489T104 | 82489T104 | Shockwave Medical Inc | 559.0 | 114935.99 | CORP | Long | |
| 69327R101 | 69327R101 | PDC Energy Inc | 2180.0 | 138386.4 | CORP | Long | |
| 680033107 | 680033107 | Old National Bancorp/IN | 6618.0 | 118991.64 | CORP | Long | |
| 654106103 | 654106103 | NIKE Inc | 3568.0 | 417491.68 | CORP | Long | |
| 20453KAA3 | 20453KAA3 | PNC BANK NA | 250000.0 | 243355.68 | CORP | Long | |
| 000000000 | 000000000 | National Grid PLC | 29840.0 | 359812.73 | CORP | Long | |
| 92343X100 | 92343X100 | Verint Systems Inc | 1483.0 | 53803.24 | CORP | Long | |
| 61747YEX9 | 61747YEX9 | MORGAN STANLEY | 50000.0 | 51120.95 | CORP | Long | |
| 91282CFT3 | 91282CFT3 | US TREASURY N/B | 100000.0 | 100054.69 | UST | Long | |
| 49327V2A1 | 49327V2A1 | KEY BANK NA | 500000.0 | 469070.9 | CORP | Long | |
| 000000000 | 000000000 | Sony Group Corp | 5800.0 | 443485.22 | CORP | Long | |
| 000000000 | 000000000 | BUNDESREPUB. DEUTSCHLAND | 20000.0 | 19964.51 | NUSS | Long | |
| 666807102 | 666807102 | Northrop Grumman Corp | 950.0 | 518329.5 | CORP | Long | |
| 000000000 | 000000000 | FRANCE (GOVT OF) | 150000.0 | 142877.14 | NUSS | Long | |
| 3140J87H0 | 3140J87H0 | Fannie Mae | 209866.85 | 219097.84 | USGSE | Long | |
| 000000000 | 000000000 | Miura Co Ltd | 6200.0 | 143614.75 | CORP | Long | |
| 109641100 | 109641100 | Brinker International Inc | 1190.0 | 37972.9 | CORP | Long | |
| 126650DJ6 | 126650DJ6 | CVS HEALTH CORP | 55000.0 | 49995.6 | CORP | Long | |
| 29364WAV0 | 29364WAV0 | ENTERGY LOUISIANA LLC | 15000.0 | 13369.65 | CORP | Long | |
| 000000000 | 000000000 | Novo Nordisk A/S | 5720.0 | 772349.86 | CORP | Long | |
| 868459108 | 868459108 | Supernus Pharmaceuticals Inc | 2958.0 | 105511.86 | CORP | Long | |
| 31335AZ68 | 31335AZ68 | Freddie Mac | 930841.04 | 834065.59 | USGSE | Long | |
| 98585X104 | 98585X104 | YETI Holdings Inc | 1554.0 | 64195.74 | CORP | Long | |
| 281020107 | 281020107 | Edison International | 8100.0 | 515322.0 | CORP | Long | |
| 03740LAF9 | 03740LAF9 | AON CORP/AON GLOBAL HOLD | 65000.0 | 64480.04 | CORP | Long | |
| 67577UAJ4 | 67577UAJ4 | Octagon Investment Partners 48 | 250000.0 | 242757.25 | CORP | Long | |
| 59156RAP3 | 59156RAP3 | METLIFE INC | 110000.0 | 106520.15 | CORP | Long | |
| 17275R102 | 17275R102 | Cisco Systems Inc | 14710.0 | 700784.4 | CORP | Long | |
| 000000000 | 000000000 | JAPAN (30 YEAR ISSUE) | 56000000.0 | 337293.03 | NUSS | Long | |
| 039483102 | 039483102 | Archer-Daniels-Midland Co | 5400.0 | 501390.0 | CORP | Long | |
| 682680AR4 | 682680AR4 | ONEOK INC | 330000.0 | 333735.73 | CORP | Long | |
| 000000000 | 000000000 | UNITED KINGDOM GILT | 160000.0 | 200066.72 | NUSS | Long | |
| 55336VAR1 | 55336VAR1 | MPLX LP | 35000.0 | 32616.4 | CORP | Long | |
| 000000000 | 000000000 | City Developments Ltd | 47700.0 | 293094.67 | CORP | Long | |
| 29379VCB7 | 29379VCB7 | ENTERPRISE PRODUCTS OPER | 35000.0 | 23439.44 | CORP | Long | |
| 436440101 | 436440101 | Hologic Inc | 6843.0 | 511924.83 | CORP | Long | |
| 000000000 | 000000000 | Michelin | 11840.0 | 329337.22 | CORP | Long | |
| 65473PAK1 | 65473PAK1 | NISOURCE INC | 45000.0 | 40610.0 | CORP | Long | |
| 84857L101 | 84857L101 | Spire Inc | 1238.0 | 85248.68 | CORP | Long | |
| 092113109 | 092113109 | Black Hills Corp | 2082.0 | 146447.88 | CORP | Long | |
| 057665200 | 057665200 | Balchem Corp | 223.0 | 27230.53 | CORP | Long | |
| 96145D105 | 96145D105 | Westrock Co | 2665.0 | 93701.4 | CORP | Long | |
| 000000000 | 000000000 | Mirvac Group | 192630.0 | 279354.05 | CORP | Long | |
| 000000000 | 000000000 | NETHERLANDS GOVERNMENT | 35000.0 | 37355.16 | NUSS | Long | |
| 000000000 | 000000000 | Givaudan SA | 70.0 | 214470.34 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -29.0 | -522.0 | CORP | N/A | |
| 3132DWDC4 | 3132DWDC4 | Freddie Mac | 7670.39 | 6245.55 | USGSE | Long | |
| 904214103 | 904214103 | Umpqua Holdings Corp | 3148.0 | 56191.8 | CORP | Long | |
| 026874784 | 026874784 | American International Group I | 8400.0 | 531216.0 | CORP | Long | |
| 62947QBC1 | 62947QBC1 | NXP BV/NXP FUNDING LLC | 30000.0 | 30024.43 | CORP | Long | |
| 98978VAU7 | 98978VAU7 | ZOETIS INC | 25000.0 | 25526.71 | CORP | Long | |
| 31418EJ84 | 31418EJ84 | Fannie Mae | 445872.79 | 447330.04 | USGSE | Long | |
| 000000000 | 000000000 | E.ON SE | 32440.0 | 324126.86 | CORP | Long | |
| 000000000 | 000000000 | AXA SA | 14590.0 | 406923.49 | CORP | Long | |
| 00287YBV0 | 00287YBV0 | ABBVIE INC | 190000.0 | 176962.68 | CORP | Long | |
| 91324P102 | 91324P102 | UnitedHealth Group Inc | 901.0 | 477692.18 | CORP | Long | |
| 000000000 | 000000000 | Mitsubishi Corp | 12300.0 | 401408.87 | CORP | Long | |
| 09857L108 | 09857L108 | Booking Holdings Inc | 69.0 | 139054.32 | CORP | Long | |
| 000000000 | 000000000 | AUSTRALIAN GOVERNMENT | 250000.0 | 155194.2 | NUSS | Long | |
| 816850101 | 816850101 | Semtech Corp | 1773.0 | 50867.37 | CORP | Long | |
| 95082P105 | 95082P105 | WESCO International Inc | 526.0 | 65855.2 | CORP | Long | |
| 03027WAJ1 | 03027WAJ1 | AMERICAN TOWER TRUST I | 240000.0 | 238656.29 | CORP | Long | |
| 703481101 | 703481101 | Patterson-UTI Energy Inc | 10653.0 | 179396.52 | CORP | Long | |
| 05550J101 | 05550J101 | BJ's Wholesale Club Holdings I | 611.0 | 40423.76 | CORP | Long | |
| 428567101 | 428567101 | Hibbett Inc | 708.0 | 48299.76 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 259148.02 | CORP | N/A | |
| 47215P106 | 47215P106 | JD.com Inc | 8737.0 | 490407.81 | CORP | Long | |
| 85209W109 | 85209W109 | Sprout Social Inc | 908.0 | 51265.68 | CORP | Long | |
| 000000000 | 000000000 | Sberbank of Russia PJSC | 52870.0 | 0.0 | CORP | Long | |
| 91159HJH4 | 91159HJH4 | US BANCORP | 50000.0 | 50979.98 | CORP | Long | |
| 26442CAX2 | 26442CAX2 | DUKE ENERGY CAROLINAS | 195000.0 | 187502.04 | CORP | Long | |
| 407497106 | 407497106 | Hamilton Lane Inc | 1424.0 | 90965.12 | CORP | Long | |
| 840441109 | 840441109 | SouthState Corp | 1213.0 | 92624.68 | CORP | Long | |
| 34417P100 | 34417P100 | Focus Financial Partners Inc | 2372.0 | 88404.44 | CORP | Long | |
| 135087K94 | 135087K94 | CANADA-GOV'T WI | 60000.0 | 40625.85 | NUSS | Long | |
| 61747YEY7 | 61747YEY7 | MORGAN STANLEY | 40000.0 | 42040.14 | CORP | Long | |
| 879360AE5 | 879360AE5 | TELEDYNE TECHNOLOGIES IN | 100000.0 | 82013.79 | CORP | Long | |
| 90932QAA4 | 90932QAA4 | UNITED AIR 2014-2 A PTT | 94229.85 | 86705.04 | CORP | Long | |
| 000000000 | 000000000 | FRANCE (GOVT OF) | 60000.0 | 78943.2 | NUSS | Long | |
| 45378A106 | 45378A106 | Independence Realty Trust Inc | 5868.0 | 98934.48 | CORP | Long | |
| 000000000 | 000000000 | Rosneft Oil Co PJSC | 41640.0 | 0.0 | CORP | Long | |
| 10552T107 | 10552T107 | BRF SA | 18322.0 | 28948.76 | CORP | Long | |
| 92556VAB2 | 92556VAB2 | VIATRIS INC | 20000.0 | 18131.68 | CORP | Long | |
| 3132CWKJ2 | 3132CWKJ2 | Freddie Mac | 331835.88 | 310833.95 | USGSE | Long | |
| 472319AE2 | 472319AE2 | JEFFERIES FIN GROUP INC | 80000.0 | 83635.27 | CORP | Long | |
| 46641YAQ6 | 46641YAQ6 | JP Morgan Mortgage Trust | 42372.46 | 36207.96 | CORP | Long | |
| 502441306 | 502441306 | LVMH Moet Hennessy Louis Vuitt | 1228.0 | 177900.36 | CORP | Long | |
| 925650AC7 | 925650AC7 | VICI PROPERTIES LP | 145000.0 | 138223.76 | CORP | Long | |
| 3140QNUY6 | 3140QNUY6 | Fannie Mae | 734236.42 | 622665.23 | USGSE | Long | |
| 25460HAB8 | 25460HAB8 | DIRECTV FINANCING LLC | 101272.59 | 98669.58 | CORP | Long | |
| 06427DAW3 | 06427DAW3 | Banc of America Commercial Mor | 340000.0 | 296832.0 | CORP | Long | |
| 3140X9HW8 | 3140X9HW8 | Fannie Mae | 133140.19 | 108755.12 | USGSE | Long | |
| 45845P108 | 45845P108 | Intercept Pharmaceuticals Inc | 1056.0 | 13062.72 | CORP | Long | |
| 151290889 | 151290889 | Cemex SAB de CV | 9018.0 | 36522.9 | CORP | Long | |
| 3133KYVG1 | 3133KYVG1 | Freddie Mac | 430081.06 | 378240.16 | USGSE | Long | |
| 71568PAC3 | 71568PAC3 | PERUSAHAAN LISTRIK NEGAR | 200000.0 | 192459.0 | CORP | Long | |
| 000000000 | 000000000 | Ericsson | 36150.0 | 210979.07 | CORP | Long | |
| 971378104 | 971378104 | WillScot Mobile Mini Holdings | 1230.0 | 55559.1 | CORP | Long | |
| 85350EAB2 | 85350EAB2 | STANDARD INDUSTRIES INC | 94537.5 | 93500.23 | CORP | Long | |
| 90932PAA6 | 90932PAA6 | UNITED AIR 2014-1 A PTT | 41204.75546 | 38282.15 | CORP | Long | |
| 00774MAB1 | 00774MAB1 | AERCAP IRELAND CAP/GLOBA | 200000.0 | 181106.88 | CORP | Long | |
| 000000000 | 000000000 | Ninety One PLC | 102081.0 | 229420.72 | CORP | Long | |
| 000000000 | 000000000 | Boliden AB | 8380.0 | 314204.32 | CORP | Long | |
| 000000000 | 000000000 | AGC Inc | 7200.0 | 241115.51 | CORP | Long | |
| 3140QK6D5 | 3140QK6D5 | Fannie Mae | 662921.93 | 604459.51 | USGSE | Long | |
| 465562106 | 465562106 | Itau Unibanco Holding SA | 15790.0 | 74370.9 | CORP | Long | |
| 03852U106 | 03852U106 | Aramark | 3678.0 | 152048.52 | CORP | Long | |
| 389375AL0 | 389375AL0 | GRAY TELEVISION INC | 98000.0 | 71050.0 | CORP | Long | |
| 000000000 | 000000000 | BUONI POLIENNALI DEL TES | 200000.0 | 207415.32 | NUSS | Long | |
| 072024PY2 | 072024PY2 | BAY AREA CA TOLL AUTH TOLL BRI | 185000.0 | 226547.3 | MUN | Long | |
| 00914AAS1 | 00914AAS1 | AIR LEASE CORP | 125000.0 | 99621.09 | CORP | Long | |
| 857477BX0 | 857477BX0 | STATE STREET CORP | 15000.0 | 15370.97 | CORP | Long | |
| 191216100 | 191216100 | Coca-Cola Co/The | 5918.0 | 376443.98 | CORP | Long | |
| 256746108 | 256746108 | Dollar Tree Inc | 3300.0 | 466752.0 | CORP | Long | |
| 135087H72 | 135087H72 | CANADA-GOV'T WI | 70000.0 | 39304.95 | NUSS | Long | |
| 000000000 | 000000000 | Weibo Corp | 600.0 | 11299.8 | CORP | Long | |
| 235825205 | 235825205 | Dana Inc | 4424.0 | 66935.12 | CORP | Long | |
| 000000000 | 000000000 | BlueScope Steel Ltd | 23570.0 | 270242.16 | CORP | Long | |
| 450047204 | 450047204 | IRSA Inversiones y Representac | 4845.0 | 23159.1 | CORP | Long | |
| 000000000 | 000000000 | BONOS Y OBLIG DEL ESTADO | 70000.0 | 74429.68 | NUSS | Long | |
| 22160N109 | 22160N109 | CoStar Group Inc | 6157.0 | 475812.96 | CORP | Long | |
| 75524KPT5 | 75524KPT5 | CITIZENS BANK NA/RI | 250000.0 | 252997.78 | CORP | Long | |
| 3140X5YV9 | 3140X5YV9 | Fannie Mae | 11343.21 | 10594.98 | USGSE | Long | |
| 03753U106 | 03753U106 | Apellis Pharmaceuticals Inc | 1887.0 | 97576.77 | CORP | Long | |
| 35086T109 | 35086T109 | Four Corners Property Trust In | 2461.0 | 63813.73 | CORP | Long | |
| 000000000 | 000000000 | Puma SE | 2560.0 | 155377.96 | CORP | Long | |
| 000000000 | 000000000 | UNITED KINGDOM GILT | 80000.0 | 93511.8 | NUSS | Long | |
| 000000000 | 000000000 | Shin-Etsu Chemical Co Ltd | 2700.0 | 333796.86 | CORP | Long | |
| 216648402 | 216648402 | Cooper Cos Inc/The | 685.0 | 226508.95 | CORP | Long | |
| 000000000 | 000000000 | Smiths Group PLC | 13790.0 | 266492.66 | CORP | Long | |
| 000000000 | 000000000 | BUNDESREPUB. DEUTSCHLAND | 25000.0 | 14014.15 | NUSS | Long | |
| 31418D2S0 | 31418D2S0 | Fannie Mae | 151670.46 | 139210.02 | USGSE | Long | |
| 114340102 | 114340102 | Azenta Inc | 1044.0 | 60781.68 | CORP | Long | |
| 000000000 | 000000000 | Ichor Holdings Ltd | 1296.0 | 34758.72 | CORP | Long | |
| 000000000 | 000000000 | BELGIUM KINGDOM | 35000.0 | 34383.44 | NUSS | Long | |
| 067806109 | 067806109 | Barnes Group Inc | 938.0 | 38317.3 | CORP | Long | |
| 219798105 | 219798105 | QuidelOrtho Corp | 662.0 | 56713.54 | CORP | Long | |
| 64125C109 | 64125C109 | Neurocrine Biosciences Inc | 1055.0 | 126009.2 | CORP | Long | |
| 950810101 | 950810101 | WesBanco Inc | 2491.0 | 92117.18 | CORP | Long | |
| 921943858 | 921943858 | Vanguard FTSE Developed Markets ETF | 400.0 | 16788.0 | RF | Long | |
| 000000000 | 000000000 | NETHERLANDS GOVERNMENT | 10000.0 | 12067.61 | NUSS | Long | |
| 000000000 | 000000000 | UNITED KINGDOM GILT | 110000.0 | 137148.91 | NUSS | Long | |
| 04963C209 | 04963C209 | AtriCure Inc | 1826.0 | 81037.88 | CORP | Long | |
| 000000000 | 000000000 | Grand City Properties SA | 9020.0 | 88733.67 | CORP | Long | |
| 69404D108 | 69404D108 | Pacific Biosciences of Califor | 5135.0 | 42004.3 | CORP | Long | |
| 857477BS1 | 857477BS1 | STATE STREET CORP | 65000.0 | 58482.24 | CORP | Long | |
| 3132DVLK9 | 3132DVLK9 | Freddie Mac | 161803.21 | 138425.91 | USGSE | Long | |
| 837151NP0 | 837151NP0 | SOUTH CAROLINA ST PUBLIC SVC A | 60000.0 | 49774.8 | MUN | Long | |
| 539830109 | 539830109 | Lockheed Martin Corp | 270.0 | 131352.3 | CORP | Long | |
| 91913YBD1 | 91913YBD1 | VALERO ENERGY CORP | 190000.0 | 135009.21 | CORP | Long | |
| 071813109 | 071813109 | Baxter International Inc | 10000.0 | 509700.0 | CORP | Long | |
| 3140XJZY2 | 3140XJZY2 | Fannie Mae | 23000.0 | 21325.48 | USGSE | Long | |
| 000000000 | 000000000 | Trane Technologies PLC | 1020.0 | 171451.8 | CORP | Long | |
| 000000000 | 000000000 | Accenture PLC | 838.0 | 223611.92 | CORP | Long | |
| 3140XFNN7 | 3140XFNN7 | Fannie Mae | 77411.38 | 63588.12 | USGSE | Long | |
| 83410S108 | 83410S108 | Sohu.com Ltd | 6358.0 | 87168.18 | CORP | Long | |
| 31418EJF8 | 31418EJF8 | Fannie Mae | 494419.49 | 487582.01 | USGSE | Long | |
| 3132DVLR4 | 3132DVLR4 | Freddie Mac | 833202.64 | 715552.68 | USGSE | Long | |
| 000000000 | 000000000 | FRANCE (GOVT OF) | 230000.0 | 233427.75 | NUSS | Long | |
| 02079K305 | 02079K305 | Alphabet Inc | 15212.0 | 1342154.76 | CORP | Long | |
| 191241108 | 191241108 | Coca-Cola Femsa SAB de CV | 1553.0 | 105417.64 | CORP | Long | |
| 3140XD7G5 | 3140XD7G5 | Fannie Mae | 200354.75 | 169961.88 | USGSE | Long | |
| 000000000 | 000000000 | Equinor ASA | 5180.0 | 186012.17 | CORP | Long | |
| 000000000 | 000000000 | SETANTA AIRCRAFT LEASING | 125000.0 | 124609.38 | CORP | Long | |
| 688239201 | 688239201 | Oshkosh Corp | 1040.0 | 91717.6 | CORP | Long | |
| 78467J100 | 78467J100 | SS&C Technologies Holdings Inc | 1654.0 | 86107.24 | CORP | Long | |
| 048303CH2 | 048303CH2 | ATLANTIC CITY ELECTRIC | 75000.0 | 71550.52 | CORP | Long | |
| 38380CGV9 | 38380CGV9 | Government National Mortgage A | 1193.96 | 1083.51 | USGA | Long | |
| 000000000 | 000000000 | FRANCE (GOVT OF) | 175000.0 | 144752.48 | NUSS | Long | |
| 34532NAE5 | 34532NAE5 | Ford Credit Auto Owner Trust | 140000.0 | 127344.5 | CORP | Long | |
| 000000000 | 000000000 | JAPAN (20 YEAR ISSUE) | 81150000.0 | 540516.08 | NUSS | Long | |
| 03027XBG4 | 03027XBG4 | AMERICAN TOWER CORP | 100000.0 | 77395.16 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 82835.83 | CORP | N/A | |
| 29273VAN0 | 29273VAN0 | ENERGY TRANSFER LP | 145000.0 | 125062.5 | CORP | Long | |
| 29364WAS7 | 29364WAS7 | ENTERGY LOUISIANA LLC | 25000.0 | 24885.87 | CORP | Long | |
| 000000000 | 000000000 | Tokyo Gas Co Ltd | 14000.0 | 275754.34 | CORP | Long | |
| 000000000 | 000000000 | NETHERLANDS GOVERNMENT | 40000.0 | 40343.26 | NUSS | Long | |
| 025676206 | 025676206 | American Equity Investment Lif | 241.0 | 10994.42 | CORP | Long | |
| 695114CU0 | 695114CU0 | PACIFICORP | 255000.0 | 235267.9 | CORP | Long | |
| 55903VAE3 | 55903VAE3 | WARNERMEDIA HOLDINGS INC | 105000.0 | 99937.32 | CORP | Long | |
| 466367109 | 466367109 | Jack in the Box Inc | 556.0 | 37935.88 | CORP | Long | |
| 23292B104 | 23292B104 | D-MARKET Elektronik Hizmetler | 400.0 | 264.0 | CORP | Long | |
| 912810TC2 | 912810TC2 | US TREASURY N/B | 140000.0 | 100031.64 | UST | Long | |
| 002824100 | 002824100 | Abbott Laboratories | 1861.0 | 204319.19 | CORP | Long | |
| 000000000 | 000000000 | Deutsche Post AG | 8760.0 | 329887.86 | CORP | Long | |
| 000000000 | 000000000 | F-TECH INC | 25000.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Investec PLC | 58370.0 | 360876.63 | CORP | Long | |
| 68621XAE3 | 68621XAE3 | ORGANON & CO | 116354.1633 | 115481.51 | CORP | Long | |
| 3140XCLU0 | 3140XCLU0 | Fannie Mae | 86359.35 | 73760.32 | USGSE | Long | |
| 880451AZ2 | 880451AZ2 | TENNESSEE GAS PIPELINE | 85000.0 | 71383.15 | CORP | Long | |
| 040114HS2 | 040114HS2 | REPUBLIC OF ARGENTINA | 87300.0 | 23762.15 | NUSS | Long | |
| 453836108 | 453836108 | Independent Bank Corp | 1041.0 | 87891.63 | CORP | Long | |
| 29476L107 | 29476L107 | Equity Residential | 8745.0 | 515955.0 | CORP | Long | |
| 000000000 | 000000000 | BUONI POLIENNALI DEL TES | 20000.0 | 11913.81 | NUSS | Long | |
| 31418EJ76 | 31418EJ76 | Fannie Mae | 399754.36 | 394226.04 | USGSE | Long | |
| 000000000 | 000000000 | QBE Insurance Group Ltd | 32043.0 | 292995.28 | CORP | Long | |
| 78466DBE3 | 78466DBE3 | SS&C TECHNOLOGIES INC | 31877.8839 | 31384.76 | CORP | Long | |
| 65339KBR0 | 65339KBR0 | NEXTERA ENERGY CAPITAL | 85000.0 | 70093.27 | CORP | Long | |
| 27032D304 | 27032D304 | Earthstone Energy Inc | 3982.0 | 56663.86 | CORP | Long | |
| 45687V106 | 45687V106 | Ingersoll Rand Inc | 688.0 | 35948.0 | CORP | Long | |
| 985817105 | 985817105 | Yelp Inc | 2251.0 | 61542.34 | CORP | Long | |
| 000000000 | 000000000 | Standard Chartered PLC | 49970.0 | 375999.5 | CORP | Long | |
| 3140XBC73 | 3140XBC73 | Fannie Mae | 21907.45 | 18621.32 | USGSE | Long | |
| 000000000 | 000000000 | MediaTek Inc | 29000.0 | 589708.97 | CORP | Long | |
| 3140XF5E7 | 3140XF5E7 | Fannie Mae | 433501.34 | 429744.27 | USGSE | Long | |
| 000000000 | 000000000 | TotalEnergies SE | 11160.0 | 700645.92 | CORP | Long | |
| 3140XCB80 | 3140XCB80 | Fannie Mae | 52318.71 | 44681.13 | USGSE | Long | |
| 000000000 | 000000000 | ANDRITZ AG | 4080.0 | 233876.2 | CORP | Long | |
| 38141GZM9 | 38141GZM9 | GOLDMAN SACHS GROUP INC | 20000.0 | 16291.62 | CORP | Long | |
| 000000000 | 000000000 | Smith & Nephew PLC | 21700.0 | 291068.62 | CORP | Long | |
| 000000000 | 000000000 | BONOS Y OBLIG DEL ESTADO | 40000.0 | 37819.63 | NUSS | Long | |
| 294429105 | 294429105 | Equifax Inc | 341.0 | 66276.76 | CORP | Long | |
| 3133KYVT3 | 3133KYVT3 | Freddie Mac | 187945.5 | 164823.75 | USGSE | Long | |
| 61747YEV3 | 61747YEV3 | MORGAN STANLEY | 70000.0 | 72385.44 | CORP | Long | |
| 3132DVLL7 | 3132DVLL7 | Freddie Mac | 400492.93 | 356651.69 | USGSE | Long | |
| 47787JAB4 | 47787JAB4 | John Deere Owner Trust | 36516.89 | 36116.65 | CORP | Long | |
| 000000000 | 000000000 | BUONI POLIENNALI DEL TES | 35000.0 | 30972.56 | NUSS | Long | |
| 70450Y103 | 70450Y103 | PayPal Holdings Inc | 1397.0 | 99494.34 | CORP | Long | |
| 000000000 | 000000000 | Linde PLC | 507.0 | 165373.26 | CORP | Long | |
| 125523CJ7 | 125523CJ7 | CIGNA CORP | 45000.0 | 34125.57 | CORP | Long | |
| 000000000 | 000000000 | BUONI POLIENNALI DEL TES | 30000.0 | 25488.65 | NUSS | Long | |
| 00724F101 | 00724F101 | Adobe Inc | 950.0 | 319703.5 | CORP | Long | |
| 98978V103 | 98978V103 | Zoetis Inc | 767.0 | 112403.85 | CORP | Long | |
| 92343V104 | 92343V104 | Verizon Communications Inc | 13300.0 | 524020.0 | CORP | Long | |
| 000000000 | 000000000 | EUREX CLEARING AKTIENGESELLSCHAFT | -4.0 | 16947.84 | CORP | N/A | |
| 816300107 | 816300107 | Selective Insurance Group Inc | 1585.0 | 140446.85 | CORP | Long | |
| 000000000 | 000000000 | BONOS Y OBLIG DEL ESTADO | 245000.0 | 234174.28 | NUSS | Long | |
| 445658107 | 445658107 | JB Hunt Transport Services Inc | 1216.0 | 212021.76 | CORP | Long | |
| 04208T108 | 04208T108 | Armada Hoffler Properties Inc | 4329.0 | 49783.5 | CORP | Long | |
| 00914AAT9 | 00914AAT9 | AIR LEASE CORP | 45000.0 | 45028.55 | CORP | Long | |
| 46267X108 | 46267X108 | iQIYI Inc | 1540.0 | 8162.0 | CORP | Long | |
| 000000000 | 000000000 | SK Square Co Ltd | 8058.0 | 214492.05 | CORP | Long | |
| 000000000 | 000000000 | McDonald's Japan | 7300.0 | 277838.31 | CORP | Long | |
| 44928XAY0 | 44928XAY0 | ICG US CLO Ltd | 250000.0 | 241405.5 | CORP | Long | |
| 000000000 | 000000000 | Helen of Troy Ltd | 378.0 | 41923.98 | CORP | Long | |
| 11135FBL4 | 11135FBL4 | BROADCOM INC | 42000.0 | 33629.46 | CORP | Long | |
| 000000000 | 000000000 | KINGDOM OF DENMARK | 260000.0 | 33756.99 | NUSS | Long | |
| 87264ABL8 | 87264ABL8 | T-MOBILE USA INC | 155000.0 | 109959.02 | CORP | Long | |
| 135087N26 | 135087N26 | CANADA-GOV'T WI | 30000.0 | 19077.47 | NUSS | Long | |
| 457730109 | 457730109 | Inspire Medical Systems Inc | 505.0 | 127199.4 | CORP | Long | |
| 000000000 | 000000000 | Industria de Diseno Textil SA | 13870.0 | 368951.47 | CORP | Long | |
| 03152W109 | 03152W109 | Amicus Therapeutics Inc | 8361.0 | 102087.81 | CORP | Long | |
| 900111204 | 900111204 | Turkcell Iletisim Hizmetleri A | 11103.0 | 53183.37 | CORP | Long | |
| 000000000 | 000000000 | TINGYI | 49724.0 | 87784.4 | CORP | Long | |
| 889478103 | 889478103 | Toll Brothers Inc | 1915.0 | 95596.8 | CORP | Long | |
| 000000000 | 000000000 | Nippon Yusen KK | 11400.0 | 270146.3 | CORP | Long | |
| 883556102 | 883556102 | Thermo Fisher Scientific Inc | 468.0 | 257722.92 | CORP | Long | |
| 293712105 | 293712105 | Enterprise Financial Services | 1043.0 | 51065.28 | CORP | Long | |
| 278062AH7 | 278062AH7 | EATON CORP | 110000.0 | 102605.92 | CORP | Long | |
| 36257UAL1 | 36257UAL1 | GS Mortgage Securities Trust | 430000.0 | 369450.41 | CORP | Long | |
| 3132DWDW0 | 3132DWDW0 | Freddie Mac | 271711.58 | 254877.23 | USGSE | Long | |
| 00206RJZ6 | 00206RJZ6 | AT&T INC | 31000.0 | 23238.69 | CORP | Long | |
| 92556VAC0 | 92556VAC0 | VIATRIS INC | 15000.0 | 12838.85 | CORP | Long | |
| 95000U2X0 | 95000U2X0 | WELLS FARGO & COMPANY | 280000.0 | 272381.34 | CORP | Long | |
| 000000000 | 000000000 | EssilorLuxottica SA | 2060.0 | 373107.49 | CORP | Long | |
| 23292E108 | 23292E108 | DiDi Global Inc | 2500.0 | 7950.0 | CORP | Long | |
| 91282CFS5 | 91282CFS5 | US TREASURY FRN | 45000.0 | 44953.72 | UST | Long | |
| 713448108 | 713448108 | PepsiCo Inc | 1441.0 | 260331.06 | CORP | Long | |
| 556269108 | 556269108 | Steven Madden Ltd | 3943.0 | 126018.28 | CORP | Long | |
| 05971KAD1 | 05971KAD1 | BANCO SANTANDER SA | 200000.0 | 192025.02 | CORP | Long | |
| 3140HHXN0 | 3140HHXN0 | Fannie Mae | 402209.47 | 392723.36 | USGSE | Long | |
| 000000000 | 000000000 | UBS Group AG | 16640.0 | 309621.15 | CORP | Long | |
| 000000000 | 000000000 | PCCW Ltd | 590000.0 | 266070.5 | CORP | Long | |
| 000000000 | 000000000 | Coles Group Ltd | 27610.0 | 314307.05 | CORP | Long | |
| 31418EF47 | 31418EF47 | Fannie Mae | 234127.67 | 230889.85 | USGSE | Long | |
| 62947QBA5 | 62947QBA5 | NXP BV/NXP FUNDING LLC | 370000.0 | 367338.48 | CORP | Long | |
| 950755108 | 950755108 | Werner Enterprises Inc | 2675.0 | 107695.5 | CORP | Long | |
| 872540109 | 872540109 | TJX Cos Inc/The | 6500.0 | 517400.0 | CORP | Long | |
| 89176EAA8 | 89176EAA8 | Towd Point Mortgage Trust | 21107.63 | 20352.27 | CORP | Long | |
| 000000000 | 000000000 | JAZZ FINANCING LUX SARL | 96865.83 | 96172.95 | CORP | Long | |
| 000000000 | 000000000 | FAURECIA | 100000.0 | 91354.34 | CORP | Long | |
| 74762E102 | 74762E102 | Quanta Services Inc | 855.0 | 121837.5 | CORP | Long | |
| 844741108 | 844741108 | Southwest Airlines Co | 1628.0 | 54814.76 | CORP | Long | |
| 000000000 | 000000000 | Toyota Motor Corp | 22440.0 | 309909.33 | CORP | Long | |
| 3140L2PU1 | 3140L2PU1 | Fannie Mae | 31320.45 | 25735.22 | USGSE | Long | |
| 000000000 | 000000000 | BUONI POLIENNALI DEL TES | 50000.0 | 47585.57 | NUSS | Long | |
| 20825C104 | 20825C104 | ConocoPhillips | 6957.0 | 820926.0 | CORP | Long | |
| 3140QM6W9 | 3140QM6W9 | Fannie Mae | 231706.75 | 210877.84 | USGSE | Long | |
| 000000000 | 000000000 | BABCOCK INTL GROUP PLC | 200000.0 | 178828.74 | CORP | Long | |
| 3140QP4F1 | 3140QP4F1 | Fannie Mae | 452316.81 | 453742.96 | USGSE | Long | |
| 71943U104 | 71943U104 | Physicians Realty Trust | 5686.0 | 82276.42 | CORP | Long | |
| 000000000 | 000000000 | Tsingtao Brewery Co Ltd | 15400.0 | 152116.79 | CORP | Long | |
| 19247G107 | 19247G107 | Coherent Corp | 1615.0 | 56686.5 | CORP | Long | |
| 36260JAD9 | 36260JAD9 | GS Mortgage Securities Trust | 580000.0 | 520878.4 | CORP | Long | |
| 89832Q109 | 89832Q109 | Truist Financial Corp | 11600.0 | 499148.0 | CORP | Long | |
| 296315104 | 296315104 | ESCO Technologies Inc | 541.0 | 47359.14 | CORP | Long | |
| 3622ABDD1 | 3622ABDD1 | Government National Mortgage A | 520535.64 | 466986.47 | USGA | Long | |
| 30161NAN1 | 30161NAN1 | EXELON CORP | 35000.0 | 34213.52 | CORP | Long | |
| 646139X83 | 646139X83 | NEW JERSEY ST TURNPIKE AUTH TU | 105000.0 | 126863.1 | MUN | Long | |
| 55336VBR0 | 55336VBR0 | MPLX LP | 40000.0 | 35699.48 | CORP | Long | |
| 000000000 | 000000000 | HSBC Holdings PLC | 82400.0 | 513727.34 | CORP | Long | |
| 3133KPZH4 | 3133KPZH4 | Freddie Mac | 97603.15 | 99333.41 | USGSE | Long | |
| 204448104 | 204448104 | Cia de Minas Buenaventura SAA | 8215.0 | 61201.75 | CORP | Long | |
| 000000000 | 000000000 | CITIGROUP GLOBAL MARKETS INC. | 1.0 | -5183.56 | CORP | N/A | |
| 866683105 | 866683105 | Sun Country Airlines Holdings | 2791.0 | 44265.26 | CORP | Long | |
| 126650DQ0 | 126650DQ0 | CVS HEALTH CORP | 20000.0 | 15736.07 | CORP | Long | |
| 3140J83Y7 | 3140J83Y7 | Fannie Mae | 18771.89 | 19413.77 | USGSE | Long | |
| 000000000 | 000000000 | Suntory Beverage & Food Ltd | 6400.0 | 219445.29 | CORP | Long | |
| 31418EM23 | 31418EM23 | Fannie Mae | 216195.7 | 219452.45 | USGSE | Long | |
| 000000000 | 000000000 | AUSTRALIAN GOVERNMENT | 40000.0 | 21376.69 | NUSS | Long | |
| 860630102 | 860630102 | Stifel Financial Corp | 669.0 | 39049.53 | CORP | Long | |
| 05369AAA9 | 05369AAA9 | AVIATION CAPITAL GROUP | 195000.0 | 170627.13 | CORP | Long | |
| 037833100 | 037833100 | Apple Inc | 14150.0 | 1838509.5 | CORP | Long | |
| 91282CFY2 | 91282CFY2 | US TREASURY N/B | 160000.0 | 158962.5 | UST | Long | |
| 28470RAH5 | 28470RAH5 | CAESARS ENTERTAIN INC | 103000.0 | 100291.67 | CORP | Long | |
| 55405W104 | 55405W104 | MYR Group Inc | 1134.0 | 104407.38 | CORP | Long | |
| 000000000 | 000000000 | Fujitsu Ltd | 2600.0 | 348971.35 | CORP | Long | |
| 3140X5KJ1 | 3140X5KJ1 | Fannie Mae | 517093.82 | 475139.93 | USGSE | Long | |
| 759509102 | 759509102 | Reliance Steel & Aluminum Co | 453.0 | 91705.32 | CORP | Long | |
| 00914AAJ1 | 00914AAJ1 | AIR LEASE CORP | 115000.0 | 106530.63 | CORP | Long | |
| 000000000 | 000000000 | J Sainsbury PLC | 92780.0 | 244186.21 | CORP | Long | |
| 3133KYT66 | 3133KYT66 | Freddie Mac | 189507.26 | 172037.95 | USGSE | Long | |
| 000000000 | 000000000 | BONOS Y OBLIG DEL ESTADO | 65000.0 | 62852.33 | NUSS | Long | |
| 000000000 | 000000000 | Azbil Corp | 7200.0 | 182413.9 | CORP | Long | |
| 320209109 | 320209109 | First Financial Bancorp | 3502.0 | 84853.46 | CORP | Long | |
| 35564KFN4 | 35564KFN4 | Freddie Mac - STACR | 50643.34 | 50243.97 | CORP | Long | |
| 000000000 | 000000000 | AUSTRALIAN SECURITIES EXCHANGE TRADE24 | 14.0 | -59615.74 | CORP | N/A | |
| 126650100 | 126650100 | CVS Health Corp | 5500.0 | 512545.0 | CORP | Long | |
| 3140J7RS6 | 3140J7RS6 | Fannie Mae | 240974.33 | 249237.7 | USGSE | Long | |
| 03820C105 | 03820C105 | Applied Industrial Technologie | 1292.0 | 162830.76 | CORP | Long | |
| 000000000 | 000000000 | FRANCE (GOVT OF) | 115000.0 | 111861.28 | NUSS | Long | |
| 000000000 | 000000000 | NTT | 12360.0 | 354299.91 | CORP | Long | |
| 08163BBA8 | 08163BBA8 | BENCHMARK Mortgage Trust | 500000.0 | 397760.8 | CORP | Long | |
| 000000000 | 000000000 | Allianz SE | 2160.0 | 464515.35 | CORP | Long | |
| 38141GXG4 | 38141GXG4 | GOLDMAN SACHS GROUP INC | 70000.0 | 58569.82 | CORP | Long | |
| 629209305 | 629209305 | NMI Holdings Inc | 4568.0 | 95471.2 | CORP | Long | |
| 94106L109 | 94106L109 | Waste Management Inc | 701.0 | 109972.88 | CORP | Long | |
| 3132DWE82 | 3132DWE82 | Freddie Mac | 396039.28 | 397333.57 | USGSE | Long | |
| 000000000 | 000000000 | Tata Chemicals Ltd | 8553.0 | 96886.79 | CORP | Long | |
| 46641YAP8 | 46641YAP8 | JP Morgan Mortgage Trust | 42372.45 | 36338.88 | CORP | Long | |
| 45866F104 | 45866F104 | Intercontinental Exchange Inc | 4824.0 | 494894.16 | CORP | Long | |
| 252784301 | 252784301 | DiamondRock Hospitality Co | 8265.0 | 67690.35 | CORP | Long | |
| 000000000 | 000000000 | Beiersdorf AG | 2030.0 | 232947.05 | CORP | Long | |
| 26614N102 | 26614N102 | DuPont de Nemours Inc | 9314.0 | 639219.82 | CORP | Long | |
| 000000000 | 000000000 | Euroapi SA | 285.0 | 4225.33 | CORP | Long | |
| 87612BBG6 | 87612BBG6 | TARGA RESOURCES PARTNERS | 140000.0 | 133782.4 | CORP | Long | |
| 776696106 | 776696106 | Roper Technologies Inc | 118.0 | 50986.62 | CORP | Long | |
| 55405Y100 | 55405Y100 | MACOM Technology Solutions Hol | 941.0 | 59264.18 | CORP | Long | |
| 3140J6EW3 | 3140J6EW3 | Fannie Mae | 430693.87 | 449764.09 | USGSE | Long | |
| 92332CAA7 | 92332CAA7 | Venture CDO Ltd | 250000.0 | 245006.25 | CORP | Long | |
| 000000000 | 000000000 | PING AN | 22500.0 | 148886.36 | CORP | Long | |
| 00206RKJ0 | 00206RKJ0 | AT&T INC | 85000.0 | 57751.98 | CORP | Long | |
| 3133ASH63 | 3133ASH63 | Freddie Mac | 101083.44 | 82588.04 | USGSE | Long | |
| 90984P303 | 90984P303 | United Community Banks Inc/GA | 2559.0 | 86494.2 | CORP | Long | |
| 912810TJ7 | 912810TJ7 | US TREASURY N/B | 30000.0 | 24726.56 | UST | Long | |
| 05969B103 | 05969B103 | Banco Santander Mexico SA Inst | 22003.0 | 132678.09 | CORP | Long | |
| 000000000 | 000000000 | BUNDESREPUB. DEUTSCHLAND | 155000.0 | 136247.66 | NUSS | Long | |
| 3140QFSY6 | 3140QFSY6 | Fannie Mae | 400256.48 | 340070.03 | USGSE | Long | |
| 000000000 | 000000000 | CRH PLC | 10380.0 | 411228.14 | CORP | Long | |
| 000000000 | 000000000 | Samsung Life Insurance Co Ltd | 1442.0 | 80975.71 | CORP | Long | |
| 12513GBG3 | 12513GBG3 | CDW LLC/CDW FINANCE | 25000.0 | 22242.33 | CORP | Long | |
| 000000000 | 000000000 | THE TORONTO-DOMINION BANK | 1.0 | -1830.98 | CORP | N/A | |
| 58933Y105 | 58933Y105 | Merck & Co Inc | 7345.0 | 814927.75 | CORP | Long | |
| 36261RAE8 | 36261RAE8 | GM Financial Automobile Leasin | 210000.0 | 204404.34 | CORP | Long | |
| 142339100 | 142339100 | Carlisle Cos Inc | 432.0 | 101800.8 | CORP | Long | |
| 91912E105 | 91912E105 | Vale SA | 5098.0 | 86513.06 | CORP | Long | |
| 000000000 | 000000000 | Kesko Oyj | 10820.0 | 238826.39 | CORP | Long | |
| 31335BWN2 | 31335BWN2 | Freddie Mac | 71980.85 | 70688.55 | USGSE | Long | |
| 389376AZ7 | 389376AZ7 | GRAY TELEVISION INC | 24750.0 | 24073.81 | CORP | Long | |
| 86614U100 | 86614U100 | Summit Materials Inc | 4199.0 | 119209.61 | CORP | Long | |
| 1248EPCE1 | 1248EPCE1 | CCO HLDGS LLC/CAP CORP | 250000.0 | 207102.5 | CORP | Long | |
| 02361E108 | 02361E108 | Ameresco Inc | 2683.0 | 153306.62 | CORP | Long | |
| 000000000 | 000000000 | Astra International Tbk PT | 404500.0 | 148106.63 | CORP | Long | |
| 88034P109 | 88034P109 | Tencent Music Entertainment Gr | 7.0 | 57.96 | CORP | Long | |
| 000000000 | 000000000 | Wolters Kluwer NV | 3140.0 | 328592.18 | CORP | Long | |
| 902252105 | 902252105 | Tyler Technologies Inc | 369.0 | 118969.29 | CORP | Long | |
| 78463M107 | 78463M107 | SPS Commerce Inc | 411.0 | 52784.73 | CORP | Long | |
| 000000000 | 000000000 | Akbank TAS | 47990.0 | 50165.33 | CORP | Long | |
| 518439104 | 518439104 | Estee Lauder Cos Inc/The | 111.0 | 27540.21 | CORP | Long | |
| 000000000 | 000000000 | THE TORONTO-DOMINION BANK | 1.0 | -195505.43 | CORP | N/A | |
| 773903109 | 773903109 | Rockwell Automation Inc | 153.0 | 39408.21 | CORP | Long | |
| 20848V105 | 20848V105 | Consensus Cloud Solutions Inc | 1329.0 | 71447.04 | CORP | Long | |
| 192446102 | 192446102 | Cognizant Technology Solutions | 9173.0 | 524603.87 | CORP | Long | |
| 31418DSJ2 | 31418DSJ2 | Fannie Mae | 85885.81 | 73305.33 | USGSE | Long | |
| 244199105 | 244199105 | Deere & Co | 128.0 | 54881.28 | CORP | Long | |
| 23804L103 | 23804L103 | Datadog Inc | 664.0 | 48804.0 | CORP | Long | |
| 205887102 | 205887102 | Conagra Brands Inc | 13698.0 | 530112.6 | CORP | Long | |
| 48282T104 | 48282T104 | Kadant Inc | 536.0 | 95209.68 | CORP | Long | |
| 61747C707 | 61747C707 | MSILF Government Portfolio | 302318.0 | 302318.0 | RF | Long | |
| 000000000 | 000000000 | BUNDESREPUB. DEUTSCHLAND | 80000.0 | 86271.76 | NUSS | Long | |
| 000000000 | 000000000 | Essent Group Ltd | 4104.0 | 159563.52 | CORP | Long | |
| 3140QLRB4 | 3140QLRB4 | Fannie Mae | 208474.32 | 178040.8 | USGSE | Long | |
| 922280102 | 922280102 | Varonis Systems Inc | 2782.0 | 66601.08 | CORP | Long | |
| 000000000 | 000000000 | BUONI POLIENNALI DEL TES | 240000.0 | 195518.55 | NUSS | Long | |
| 31418DY71 | 31418DY71 | Fannie Mae | 1110750.02 | 945949.59 | USGSE | Long | |
| 000000000 | 000000000 | UNITED KINGDOM GILT | 75000.0 | 81777.58 | NUSS | Long | |
| 000000000 | 000000000 | JAPAN (10 YEAR ISSUE) | 108650000.0 | 822874.78 | NUSS | Long | |
| 000000000 | 000000000 | Svenska Handelsbanken AB | 30490.0 | 307095.84 | CORP | Long | |
| 07725L102 | 07725L102 | BeiGene Ltd | 260.0 | 57184.4 | CORP | Long | |
| 85208NAD2 | 85208NAD2 | SPRINT SPECTRUM / SPEC I | 123750.0 | 122350.02 | CORP | Long | |
| 000000000 | 000000000 | Joinn Laboratories China Co Lt | 196.0 | 1003.17 | CORP | Long | |
| 62954HAW8 | 62954HAW8 | NXP BV/NXP FDG/NXP USA | 10000.0 | 9422.35 | CORP | Long | |
| 000000000 | 000000000 | SAP SE | 1520.0 | 156834.63 | CORP | Long | |
| 47233JGT9 | 47233JGT9 | JEFFERIES FIN GROUP INC | 115000.0 | 88001.98 | CORP | Long | |
| 000000000 | 000000000 | NETHERLANDS GOVERNMENT | 30000.0 | 26165.76 | NUSS | Long | |
| 92556VAF3 | 92556VAF3 | VIATRIS INC | 25000.0 | 15489.78 | CORP | Long | |
| 499049104 | 499049104 | Knight-Swift Transportation Ho | 2162.0 | 113310.42 | CORP | Long | |
| 000000000 | 000000000 | FRANCE (GOVT OF) | 155000.0 | 165487.86 | NUSS | Long | |
| 3140X9XJ9 | 3140X9XJ9 | Fannie Mae | 707342.96 | 733496.9 | USGSE | Long | |
| 92840VAE2 | 92840VAE2 | VISTRA OPERATIONS CO LLC | 215000.0 | 193889.45 | CORP | Long | |
| 000000000 | 000000000 | IRSA SA | 6330.0 | 1565.73 | CORP | Long | |
| 466032109 | 466032109 | J & J Snack Foods Corp | 806.0 | 120666.26 | CORP | Long | |
| 000000000 | 000000000 | Covestro AG | 5860.0 | 229272.19 | CORP | Long | |
| 000000000 | 000000000 | Swisscom AG | 550.0 | 301335.64 | CORP | Long | |
| 3140QCBM7 | 3140QCBM7 | Fannie Mae | 285684.66 | 256071.67 | USGSE | Long | |
| 12592TAA3 | 12592TAA3 | COMM Mortgage Trust | 500000.0 | 462118.4 | CORP | Long | |
| 000000000 | 000000000 | Diageo PLC | 4240.0 | 187097.1 | CORP | Long | |
| 000000000 | 000000000 | UNITED KINGDOM GILT | 85000.0 | 92632.65 | NUSS | Long | |
| 64049M209 | 64049M209 | NeoGenomics Inc | 2601.0 | 24033.24 | CORP | Long | |
| 06051GKC2 | 06051GKC2 | BANK OF AMERICA CORP | 270000.0 | 199005.39 | CORP | Long | |
| 000000000 | 000000000 | LANXESS AG | 3280.0 | 132367.57 | CORP | Long | |
| 785592AJ5 | 785592AJ5 | SABINE PASS LIQUEFACTION | 4000.0 | 4003.13 | CORP | Long | |
| 3132DVLD5 | 3132DVLD5 | Freddie Mac | 142627.81 | 127808.82 | USGSE | Long |