Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 12504L109 | 12504L109 | CBRE Group, Inc. | 1910.0 | 163324.1 | CORP | Long | |
| 44107P104 | 44107P104 | Host Hotels & Resorts, Inc. | 11438.0 | 215606.3 | CORP | Long | |
| 825252406 | 825252406 | Invesco Treasury Portfolio | 97134667.42 | 97134667.42 | RF | Long | |
| 45866F104 | 45866F104 | Intercontinental Exchange, Inc. | 1422.0 | 152936.1 | CORP | Long | |
| 950755108 | 950755108 | Werner Enterprises, Inc. | 6898.0 | 323999.06 | CORP | Long | |
| 86944BAF0 | 86944BAF0 | Sutter Health | 299000.0 | 273708.53 | CORP | Long | |
| 68389X105 | 68389X105 | Oracle Corp. | 8028.0 | 710156.88 | CORP | Long | |
| 500754106 | 500754106 | Kraft Heinz Co. (The) | 9150.0 | 370849.5 | CORP | Long | |
| 902133AU1 | 902133AU1 | Tyco Electronics Group S.A. | 100000.0 | 93991.48 | CORP | Long | |
| 97650W108 | 97650W108 | Wintrust Financial Corp. | 3331.0 | 304686.57 | CORP | Long | |
| N/A | N/A | Aareal Bank AG | 300000.0 | 279938.9 | CORP | Long | |
| 526057CD4 | 526057CD4 | Lennar Corp. | 80000.0 | 78976.37 | CORP | Long | |
| 87165B103 | 87165B103 | Synchrony Financial | 6025.0 | 221298.25 | CORP | Long | |
| 127387108 | 127387108 | Cadence Design Systems, Inc. | 1653.0 | 302217.99 | CORP | Long | |
| 25659T107 | 25659T107 | Dolby Laboratories, Inc. | 4058.0 | 322854.48 | CORP | Long | |
| 039483102 | 039483102 | Archer-Daniels-Midland Co. | 2940.0 | 243579.0 | CORP | Long | |
| EK7398945 | EK7398945 | Nordea Bank Abp | 100000.0 | 104487.32 | CORP | Long | |
| 30231G102 | 30231G102 | Exxon Mobil Corp. | 8926.0 | 1035505.26 | CORP | Long | |
| 546347105 | 546347105 | Louisiana-Pacific Corp. | 4288.0 | 291969.92 | CORP | Long | |
| 02079K305 | 02079K305 | Alphabet Inc. | 20176.0 | 1994195.84 | CORP | Long | |
| AZ3708510 | AZ3708510 | Bankinter S.A. | 100000.0 | 98665.74 | CORP | Long | |
| 462222100 | 462222100 | Ionis Pharmaceuticals, Inc. | 9775.0 | 389729.25 | CORP | Long | |
| 91307C102 | 91307C102 | United Therapeutics Corp. | 2502.0 | 658451.34 | CORP | Long | |
| 302130109 | 302130109 | Expeditors International of Washington, Inc. | 4339.0 | 469262.85 | CORP | Long | |
| 931142103 | 931142103 | Walmart Inc. | 4850.0 | 697769.5 | CORP | Long | |
| 12572Q105 | 12572Q105 | CME Group Inc. | 1134.0 | 200332.44 | CORP | Long | |
| N/A | N/A | N/A | 101.0 | 77956.48 | CORP | N/A | |
| 91913Y100 | 91913Y100 | Valero Energy Corp. | 3422.0 | 479182.66 | CORP | Long | |
| ZP7937532 | ZP7937532 | Banco Santander S.A. | 100000.0 | 95652.16 | CORP | Long | |
| 70450Y103 | 70450Y103 | PayPal Holdings, Inc. | 2051.0 | 167135.99 | CORP | Long | |
| 404280CM9 | 404280CM9 | HSBC Holdings PLC | 200000.0 | 177287.44 | CORP | Long | |
| 94106L109 | 94106L109 | Waste Management, Inc. | 1073.0 | 166025.29 | CORP | Long | |
| G5480U120 | G5480U120 | Liberty Global PLC | 9783.0 | 218650.05 | CORP | Long | |
| 515098101 | 515098101 | Landstar System, Inc. | 2804.0 | 484615.32 | CORP | Long | |
| 595017104 | 595017104 | Microchip Technology Inc. | 6598.0 | 512136.76 | CORP | Long | |
| 26884UAC3 | 26884UAC3 | EPR Properties | 100000.0 | 93475.54 | CORP | Long | |
| H1467J104 | H1467J104 | Chubb Ltd. | 1697.0 | 386050.53 | CORP | Long | |
| BJ0516531 | BJ0516531 | ELO SACA | 100000.0 | 102993.9 | CORP | Long | |
| 86562MAF7 | 86562MAF7 | Sumitomo Mitsui Financial Group, Inc. | 100000.0 | 92891.58 | CORP | Long | |
| N5200EAB7 | N5200EAB7 | McDermott International, Ltd. | 923.15 | 506.58 | CORP | Long | |
| 67066G104 | 67066G104 | NVIDIA Corp. | 2633.0 | 514409.21 | CORP | Long | |
| 023135106 | 023135106 | Amazon.com, Inc. | 21323.0 | 2199040.99 | CORP | Long | |
| 371901109 | 371901109 | Gentex Corp. | 3426.0 | 101101.26 | CORP | Long | |
| 09061G101 | 09061G101 | BioMarin Pharmaceutical Inc. | 4675.0 | 539261.25 | CORP | Long | |
| 26884U109 | 26884U109 | EPR Properties | 5974.0 | 253775.52 | CORP | Long | |
| 343498101 | 343498101 | Flowers Foods, Inc. | 3728.0 | 103228.32 | CORP | Long | |
| 405024100 | 405024100 | Haemonetics Corp. | 1677.0 | 141874.2 | CORP | Long | |
| N/A | N/A | N/A | 16.0 | 25971.68 | CORP | N/A | |
| 466313103 | 466313103 | Jabil Inc. | 1949.0 | 153249.87 | CORP | Long | |
| BP9852677 | BP9852677 | JDE Peet's N.V. | 100000.0 | 97266.25 | CORP | Long | |
| 404119BN8 | 404119BN8 | HCA Inc. | 555000.0 | 553829.31 | CORP | Long | |
| 29246RAA1 | 29246RAA1 | Enel Generacion Chile S.A. | 600000.0 | 595185.0 | CORP | Long | |
| 297178105 | 297178105 | Essex Property Trust, Inc. | 986.0 | 222905.02 | CORP | Long | |
| N/A | N/A | N/A | -34.0 | 22280.84 | CORP | N/A | |
| 00766T100 | 00766T100 | AECOM | 2748.0 | 239817.96 | CORP | Long | |
| 828807CW5 | 828807CW5 | Simon Property Group, L.P. | 95000.0 | 91351.37 | CORP | Long | |
| 16412XAG0 | 16412XAG0 | Cheniere Corpus Christi Holdings, LLC | 160000.0 | 161299.06 | CORP | Long | |
| 907818FA1 | 907818FA1 | Union Pacific Corp. | 150000.0 | 147503.12 | CORP | Long | |
| QZ2001787 | QZ2001787 | Shell International Finance B.V. | 222000.0 | 228184.52 | CORP | Long | |
| 482480100 | 482480100 | KLA Corp. | 811.0 | 318301.28 | CORP | Long | |
| 59522J103 | 59522J103 | Mid-America Apartment Communities, Inc. | 1431.0 | 238576.32 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -2833.24 | CORP | N/A | |
| 110122108 | 110122108 | Bristol-Myers Squibb Co. | 15099.0 | 1096942.35 | CORP | Long | |
| 941848103 | 941848103 | Waters Corp. | 1058.0 | 347637.64 | CORP | Long | |
| ZQ0990833 | ZQ0990833 | Credit Agricole S.A. | 100000.0 | 100906.25 | CORP | Long | |
| 532457108 | 532457108 | Eli Lilly and Co. | 3166.0 | 1089578.9 | CORP | Long | |
| 235851102 | 235851102 | Danaher Corp. | 2479.0 | 655398.02 | CORP | Long | |
| 780082AD5 | 780082AD5 | Royal Bank of Canada | 180000.0 | 178969.46 | CORP | Long | |
| AP8871794 | AP8871794 | Whirlpool Finance Luxembourg S.a.r.l. | 100000.0 | 96475.89 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -2642.68 | CORP | N/A | |
| AZ1870155 | AZ1870155 | BPCE S.A. | 300000.0 | 311224.28 | CORP | Long | |
| 832696405 | 832696405 | J. M. Smucker Co. (The) | 900.0 | 137520.0 | CORP | Long | |
| 02079K107 | 02079K107 | Alphabet Inc. | 9839.0 | 982620.93 | CORP | Long | |
| 58506Q109 | 58506Q109 | Medpace Holdings, Inc. | 615.0 | 135958.05 | CORP | Long | |
| 64125C109 | 64125C109 | Neurocrine Biosciences, Inc. | 2624.0 | 291080.32 | CORP | Long | |
| 461202103 | 461202103 | Intuit Inc. | 493.0 | 208376.31 | CORP | Long | |
| N/A | N/A | N/A | 11.0 | 63751.02 | CORP | N/A | |
| 690742101 | 690742101 | Owens Corning | 2267.0 | 219105.55 | CORP | Long | |
| 459200101 | 459200101 | International Business Machines Corp. | 5518.0 | 743440.14 | CORP | Long | |
| 571903202 | 571903202 | Marriott International, Inc. | 583.0 | 101546.94 | CORP | Long | |
| 20268JAE3 | 20268JAE3 | CommonSpirit Health | 96000.0 | 88528.76 | CORP | Long | |
| 437076CA8 | 437076CA8 | Home Depot, Inc. (The) | 160000.0 | 149803.11 | CORP | Long | |
| 09062X103 | 09062X103 | Biogen Inc. | 2457.0 | 714741.3 | CORP | Long | |
| 62854AAN4 | 62854AAN4 | Utah Acquisition Sub Inc. | 200000.0 | 190790.82 | CORP | Long | |
| 21036P108 | 21036P108 | Constellation Brands, Inc. | 935.0 | 216471.2 | CORP | Long | |
| AX3301345 | AX3301345 | Cooperatieve Rabobank U.A. | 100000.0 | 105813.97 | CORP | Long | |
| 78410G104 | 78410G104 | SBA Communications Corp. | 476.0 | 141624.28 | CORP | Long | |
| EK1634071 | EK1634071 | EssilorLuxottica S.A. | 100000.0 | 108127.54 | CORP | Long | |
| 760759100 | 760759100 | Republic Services, Inc. | 6410.0 | 800096.2 | CORP | Long | |
| 12541W209 | 12541W209 | C.H. Robinson Worldwide, Inc. | 2776.0 | 278071.92 | CORP | Long | |
| 938824109 | 938824109 | Washington Federal, Inc. | 11085.0 | 393074.1 | CORP | Long | |
| 592688105 | 592688105 | Mettler-Toledo International Inc. | 161.0 | 246800.12 | CORP | Long | |
| 037833100 | 037833100 | Apple Inc. | 36268.0 | 5233109.72 | CORP | Long | |
| 559222AU8 | 559222AU8 | Magna International Inc. | 100000.0 | 98938.94 | CORP | Long | |
| 08576PAH4 | 08576PAH4 | Berry Global, Inc. | 100000.0 | 90437.27 | CORP | Long | |
| 053015103 | 053015103 | Automatic Data Processing, Inc. | 4450.0 | 1004854.5 | CORP | Long | |
| 337738108 | 337738108 | Fiserv, Inc. | 3465.0 | 369646.2 | CORP | Long | |
| 281020AN7 | 281020AN7 | Edison International | 125000.0 | 128227.13 | CORP | Long | |
| G7709Q104 | G7709Q104 | Royalty Pharma PLC | 3422.0 | 134108.18 | CORP | Long | |
| 25179M103 | 25179M103 | Devon Energy Corp. | 1288.0 | 81453.12 | CORP | Long | |
| 65339F101 | 65339F101 | NextEra Energy, Inc. | 6979.0 | 520842.77 | CORP | Long | |
| BQ8993686 | BQ8993686 | Volkswagen Financial Services AG | 150000.0 | 140225.59 | CORP | Long | |
| ZP5395931 | ZP5395931 | New York Life Global Funding | 200000.0 | 193401.0 | CORP | Long | |
| 35137L105 | 35137L105 | Fox Corp. | 2958.0 | 100394.52 | CORP | Long | |
| 426281101 | 426281101 | Jack Henry & Associates, Inc. | 3378.0 | 608344.02 | CORP | Long | |
| 084659AD3 | 084659AD3 | Berkshire Hathaway Energy Co. | 190000.0 | 185966.97 | CORP | Long | |
| 36116X102 | 36116X102 | Fusion Connect, Inc. | 1.0 | 0.01 | CORP | Long | |
| 53223X107 | 53223X107 | Life Storage, Inc. | 1330.0 | 143693.2 | CORP | Long | |
| 26210C104 | 26210C104 | Dropbox, Inc. | 5458.0 | 126789.34 | CORP | Long | |
| 366651107 | 366651107 | Gartner, Inc. | 1020.0 | 344902.8 | CORP | Long | |
| 38141GYG3 | 38141GYG3 | Goldman Sachs Group, Inc. (The) | 150000.0 | 132519.22 | CORP | Long | |
| 516544103 | 516544103 | Lantheus Holdings, Inc. | 2197.0 | 126327.5 | CORP | Long | |
| AM0196130 | AM0196130 | Banco Santander S.A. | 100000.0 | 104996.11 | CORP | Long | |
| 91336L107 | 91336L107 | Univar Solutions Inc. | 6777.0 | 233670.96 | CORP | Long | |
| 694308HW0 | 694308HW0 | Pacific Gas and Electric Co. | 125000.0 | 114312.28 | CORP | Long | |
| 459200JZ5 | 459200JZ5 | International Business Machines Corp. | 100000.0 | 96547.71 | CORP | Long | |
| 459200JU6 | 459200JU6 | International Business Machines Corp. | 200000.0 | 201044.53 | CORP | Long | |
| 025816109 | 025816109 | American Express Co. | 1173.0 | 205192.89 | CORP | Long | |
| 00404A109 | 00404A109 | Acadia Healthcare Co., Inc. | 1697.0 | 142581.94 | CORP | Long | |
| 501044101 | 501044101 | Kroger Co. (The) | 4644.0 | 207261.72 | CORP | Long | |
| 44107TAW6 | 44107TAW6 | Host Hotels & Resorts, L.P. | 100000.0 | 97869.82 | CORP | Long | |
| 110122DN5 | 110122DN5 | Bristol-Myers Squibb Co. | 400000.0 | 363161.2 | CORP | Long | |
| 281020107 | 281020107 | Edison International | 2804.0 | 193195.6 | CORP | Long | |
| 459200KH3 | 459200KH3 | International Business Machines Corp. | 100000.0 | 89646.35 | CORP | Long | |
| 94974BGL8 | 94974BGL8 | Wells Fargo & Co. | 175000.0 | 173164.45 | CORP | Long | |
| 913903AZ3 | 913903AZ3 | Universal Health Services, Inc. | 200000.0 | 176307.83 | CORP | Long | |
| 478160104 | 478160104 | Johnson & Johnson | 6331.0 | 1034612.02 | CORP | Long | |
| N/A | N/A | Nissan Motor Co., Ltd. | 100000.0 | 102729.18 | CORP | Long | |
| 58933Y105 | 58933Y105 | Merck & Co., Inc. | 13102.0 | 1407285.82 | CORP | Long | |
| 57636Q104 | 57636Q104 | Mastercard Inc. | 2320.0 | 859792.0 | CORP | Long | |
| 46647PBF2 | 46647PBF2 | JPMorgan Chase & Co. | 425000.0 | 404707.06 | CORP | Long | |
| 24737BAA3 | 24737BAA3 | Delta Air Lines Pass-Through Trust | 150000.0 | 148421.54 | CORP | Long | |
| 233331107 | 233331107 | DTE Energy Co. | 2702.0 | 314431.74 | CORP | Long | |
| 00206R102 | 00206R102 | AT&T Inc. | 38117.0 | 776443.29 | CORP | Long | |
| 86562MBV1 | 86562MBV1 | Sumitomo Mitsui Financial Group, Inc. | 397000.0 | 377549.26 | CORP | Long | |
| BU1255019 | BU1255019 | Skandinaviska Enskilda Banken AB | 300000.0 | 288090.49 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 41720.96 | CORP | N/A | |
| 717081103 | 717081103 | Pfizer Inc. | 27568.0 | 1217402.88 | CORP | Long | |
| 172967NA5 | 172967NA5 | Citigroup Inc. | 210000.0 | 187097.81 | CORP | Long | |
| 02005N100 | 02005N100 | Ally Financial Inc. | 9534.0 | 309759.66 | CORP | Long | |
| 03040WAK1 | 03040WAK1 | American Water Capital Corp. | 140000.0 | 138209.91 | CORP | Long | |
| 277276101 | 277276101 | Eastgroup Properties, Inc. | 1192.0 | 200554.0 | CORP | Long | |
| 87724P106 | 87724P106 | Taylor Morrison Home Corp. | 5860.0 | 209788.0 | CORP | Long | |
| 88160R101 | 88160R101 | Tesla, Inc. | 6443.0 | 1116056.46 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 434.56 | CORP | N/A | |
| 40434LAF2 | 40434LAF2 | HP Inc. | 206000.0 | 183897.77 | CORP | Long | |
| 67623CAD1 | 67623CAD1 | Office Properties Income Trust | 199000.0 | 159950.12 | CORP | Long | |
| 049560105 | 049560105 | Atmos Energy Corp. | 4892.0 | 575005.68 | CORP | Long | |
| 84861TAC2 | 84861TAC2 | Spirit Realty, L.P. | 90000.0 | 87183.32 | CORP | Long | |
| 03938LBA1 | 03938LBA1 | ArcelorMittal S.A. | 200000.0 | 198007.27 | CORP | Long | |
| 251526BY4 | 251526BY4 | Deutsche Bank AG | 298000.0 | 291246.3 | CORP | Long | |
| EK6863238 | EK6863238 | Banque Federative du Credit Mutuel | 100000.0 | 103984.73 | CORP | Long | |
| 075887109 | 075887109 | Becton, Dickinson and Co. | 1653.0 | 416919.66 | CORP | Long | |
| AQ0259806 | AQ0259806 | EDP Finance B.V. | 100000.0 | 99228.34 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 15572.85 | CORP | N/A | |
| 35671DCC7 | 35671DCC7 | Freeport-McMoRan Inc. | 100000.0 | 98974.34 | CORP | Long | |
| 53944YAF0 | 53944YAF0 | Lloyds Banking Group PLC | 305000.0 | 300983.67 | CORP | Long | |
| QZ3286890 | QZ3286890 | Banque Federative du Credit Mutuel | 100000.0 | 102531.76 | CORP | Long | |
| 501889208 | 501889208 | LKQ Corp. | 4797.0 | 282831.12 | CORP | Long | |
| 38141GWB6 | 38141GWB6 | Goldman Sachs Group, Inc. (The) | 165000.0 | 159569.6 | CORP | Long | |
| 911312106 | 911312106 | United Parcel Service, Inc. | 2576.0 | 477152.48 | CORP | Long | |
| N/A | N/A | N/A | -1.0 | -4994.77 | CORP | N/A | |
| 372460105 | 372460105 | Genuine Parts Co. | 1671.0 | 280427.22 | CORP | Long | |
| 42824C109 | 42824C109 | Hewlett Packard Enterprise Co. | 10707.0 | 172703.91 | CORP | Long | |
| 499049104 | 499049104 | Knight-Swift Transportation Holdings Inc. | 10244.0 | 605420.4 | CORP | Long | |
| 91282CBA8 | 91282CBA8 | United States Treasury Note/Bond | 20400000.0 | 19599971.36 | UST | Long | |
| 30231GBJ0 | 30231GBJ0 | Exxon Mobil Corp. | 150000.0 | 146237.18 | CORP | Long | |
| AU3893420 | AU3893420 | Archer-Daniels-Midland Co. | 100000.0 | 102584.81 | CORP | Long | |
| 60855R100 | 60855R100 | Molina Healthcare, Inc. | 464.0 | 144689.12 | CORP | Long | |
| 89236TDR3 | 89236TDR3 | Toyota Motor Credit Corp. | 130000.0 | 124654.33 | CORP | Long | |
| G3198U102 | G3198U102 | Essent Group Ltd. | 7649.0 | 336785.47 | CORP | Long | |
| 743315103 | 743315103 | Progressive Corp. (The) | 2759.0 | 376189.65 | CORP | Long | |
| N/A | N/A | N/A | -38.0 | -211586.55 | CORP | N/A | |
| 65336K103 | 65336K103 | Nexstar Media Group, Inc. | 2270.0 | 464827.9 | CORP | Long | |
| ZP7940551 | ZP7940551 | Elenia Verkko OYJ | 200000.0 | 187705.85 | CORP | Long | |
| 929740108 | 929740108 | Westinghouse Air Brake Technologies Corp. | 1747.0 | 181356.07 | CORP | Long | |
| 437076102 | 437076102 | Home Depot, Inc. (The) | 1439.0 | 466480.63 | CORP | Long | |
| 370334104 | 370334104 | General Mills, Inc. | 9350.0 | 732666.0 | CORP | Long | |
| 651639106 | 651639106 | Newmont Corp. | 10769.0 | 570003.17 | CORP | Long | |
| 931427AQ1 | 931427AQ1 | Walgreens Boots Alliance, Inc. | 100000.0 | 96172.09 | CORP | Long | |
| 880779103 | 880779103 | Terex Corp. | 3976.0 | 202656.72 | CORP | Long | |
| AX3085930 | AX3085930 | Santander Consumer Finance, S.A. | 300000.0 | 318019.19 | CORP | Long | |
| G8994E103 | G8994E103 | Trane Technologies PLC | 1282.0 | 229631.84 | CORP | Long | |
| 46625HNJ5 | 46625HNJ5 | JPMorgan Chase & Co. | 50000.0 | 49542.95 | CORP | Long | |
| 969457100 | 969457100 | Williams Cos., Inc. (The) | 5211.0 | 168002.64 | CORP | Long | |
| BN9674894 | BN9674894 | Deutsche Bank AG | 100000.0 | 97553.18 | CORP | Long | |
| 606822AR5 | 606822AR5 | Mitsubishi UFJ Financial Group, Inc. | 75000.0 | 70810.63 | CORP | Long | |
| 030420103 | 030420103 | American Water Works Co., Inc. | 1195.0 | 187005.55 | CORP | Long | |
| 92343E102 | 92343E102 | VeriSign, Inc. | 3058.0 | 666796.9 | CORP | Long | |
| 436440101 | 436440101 | Hologic, Inc. | 2617.0 | 212945.29 | CORP | Long | |
| 680223104 | 680223104 | Old Republic International Corp. | 8240.0 | 217453.6 | CORP | Long | |
| 962166104 | 962166104 | Weyerhaeuser Co. | 11600.0 | 399388.0 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 4057.99 | CORP | N/A | |
| 161175AY0 | 161175AY0 | Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | 150000.0 | 149308.56 | CORP | Long | |
| N/A | N/A | N/A | 41.0 | -205373.86 | CORP | N/A | |
| 171340102 | 171340102 | Church & Dwight Co., Inc. | 4269.0 | 345191.34 | CORP | Long | |
| 169656105 | 169656105 | Chipotle Mexican Grill, Inc. | 76.0 | 125124.88 | CORP | Long | |
| 00724F101 | 00724F101 | Adobe Inc. | 1627.0 | 602543.18 | CORP | Long | |
| 758849103 | 758849103 | Regency Centers Corp. | 5916.0 | 394183.08 | CORP | Long | |
| N/A | N/A | N/A | -310.0 | -1125339.98 | CORP | N/A | |
| 02209S103 | 02209S103 | Altria Group, Inc. | 12982.0 | 584709.28 | CORP | Long | |
| 74758T303 | 74758T303 | Qualys, Inc. | 1177.0 | 135778.72 | CORP | Long | |
| 031652100 | 031652100 | Amkor Technology, Inc. | 7641.0 | 223575.66 | CORP | Long | |
| BP7494910 | BP7494910 | Worley US Finance Sub Ltd. | 100000.0 | 95882.74 | CORP | Long | |
| AN5510507 | AN5510507 | BNP Paribas | 100000.0 | 103748.17 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 1120.41 | CORP | N/A | |
| 256677105 | 256677105 | Dollar General Corp. | 2060.0 | 481216.0 | CORP | Long | |
| AZ0981144 | AZ0981144 | ISS Global A/S | 100000.0 | 97531.73 | CORP | Long | |
| 912796ZE2 | 912796ZE2 | United States Treasury Bills | 694500.0 | 685814.84 | UST | Long | |
| 244199105 | 244199105 | Deere & Co. | 612.0 | 258778.08 | CORP | Long | |
| 12008R107 | 12008R107 | Builders FirstSource, Inc. | 4640.0 | 369808.0 | CORP | Long | |
| 87165BAM5 | 87165BAM5 | Synchrony Financial | 100000.0 | 92450.41 | CORP | Long | |
| 13607GLZ5 | 13607GLZ5 | Canadian Imperial Bank of Commerce | 402000.0 | 382621.9 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 16371.26 | CORP | N/A | |
| 209115104 | 209115104 | Consolidated Edison, Inc. | 9187.0 | 875612.97 | CORP | Long | |
| 959802AZ2 | 959802AZ2 | Western Union Co. (The) | 100000.0 | 89013.16 | CORP | Long | |
| 35671D857 | 35671D857 | Freeport-McMoRan Inc. | 3460.0 | 154385.2 | CORP | Long | |
| AZ1285495 | AZ1285495 | Volkswagen Leasing Gesellschaft mit beschraenkter Haftung | 35000.0 | 35202.96 | CORP | Long | |
| 842587107 | 842587107 | Southern Co. (The) | 10857.0 | 734801.76 | CORP | Long | |
| 824348106 | 824348106 | Sherwin-Williams Co. (The) | 1262.0 | 298576.58 | CORP | Long | |
| AW8221250 | AW8221250 | KBC Group N.V. | 100000.0 | 106646.02 | CORP | Long | |
| 172967424 | 172967424 | Citigroup Inc. | 6606.0 | 344965.32 | CORP | Long | |
| 90278Q108 | 90278Q108 | UFP Industries, Inc. | 1841.0 | 172225.55 | CORP | Long | |
| N/A | N/A | Belfius Bank S.A. | 300000.0 | 298449.51 | CORP | Long | |
| 00724FAC5 | 00724FAC5 | Adobe Inc. | 300000.0 | 292996.68 | CORP | Long | |
| N/A | N/A | INVESCO PRIVATE GOVERNMENT FUND | 4400824.92 | 4400824.92 | PF | Long | |
| 03027XBB5 | 03027XBB5 | American Tower Corp. | 200000.0 | 182051.31 | CORP | Long | |
| 11134LAH2 | 11134LAH2 | Broadcom Corp. / Broadcom Cayman Finance Ltd. | 100000.0 | 96414.74 | CORP | Long | |
| 783549108 | 783549108 | Ryder System, Inc. | 2804.0 | 264725.64 | CORP | Long | |
| N53745100 | N53745100 | LyondellBasell Industries N.V. | 2547.0 | 246269.43 | CORP | Long | |
| 22052L104 | 22052L104 | Corteva, Inc. | 3154.0 | 203275.3 | CORP | Long | |
| 097023DA0 | 097023DA0 | Boeing Co. (The) | 177000.0 | 166951.07 | CORP | Long | |
| 969904101 | 969904101 | Williams-Sonoma, Inc. | 596.0 | 80424.24 | CORP | Long | |
| 961214DK6 | 961214DK6 | Westpac Banking Corp. | 165000.0 | 158495.58 | CORP | Long | |
| 78409V104 | 78409V104 | S&P Global Inc. | 1339.0 | 502044.66 | CORP | Long | |
| 205887CF7 | 205887CF7 | Conagra Brands, Inc. | 130000.0 | 111354.17 | CORP | Long | |
| 166756AL0 | 166756AL0 | Chevron U.S.A. Inc. | 185000.0 | 162160.96 | CORP | Long | |
| 189054109 | 189054109 | Clorox Co. (The) | 582.0 | 84209.58 | CORP | Long | |
| 61747YEC5 | 61747YEC5 | Morgan Stanley | 200000.0 | 178528.59 | CORP | Long | |
| N/A | N/A | N/A | 33.0 | 26178.5 | CORP | N/A | |
| G9618E107 | G9618E107 | White Mountains Insurance Group, Ltd. | 99.0 | 151268.04 | CORP | Long | |
| 30040W108 | 30040W108 | Eversource Energy | 1963.0 | 161613.79 | CORP | Long | |
| BT4287798 | BT4287798 | Banque Federative du Credit Mutuel | 100000.0 | 93453.4 | CORP | Long | |
| 053332102 | 053332102 | AutoZone, Inc. | 149.0 | 363388.65 | CORP | Long | |
| N/A | N/A | N/A | 6.0 | 14618.72 | CORP | N/A | |
| 693506BU0 | 693506BU0 | PPG Industries, Inc. | 100000.0 | 90090.46 | CORP | Long | |
| 096630AE8 | 096630AE8 | Boardwalk Pipelines, L.P. | 140000.0 | 143667.07 | CORP | Long | |
| 292480AH3 | 292480AH3 | Energy Transfer L.P. | 381000.0 | 374551.44 | CORP | Long | |
| 460690100 | 460690100 | Interpublic Group of Cos., Inc. (The) | 3039.0 | 110801.94 | CORP | Long | |
| 254709108 | 254709108 | Discover Financial Services | 3123.0 | 364547.79 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 2409.56 | CORP | N/A | |
| 17327CAM5 | 17327CAM5 | Citigroup Inc. | 130000.0 | 115881.89 | CORP | Long | |
| 448579AF9 | 448579AF9 | Hyatt Hotels Corp. | 133000.0 | 132723.5 | CORP | Long | |
| 34959J108 | 34959J108 | Fortive Corp. | 2472.0 | 168170.16 | CORP | Long | |
| AX0775038 | AX0775038 | Deutsche Bank AG | 100000.0 | 105180.6 | CORP | Long | |
| 11135F101 | 11135F101 | Broadcom Inc. | 1564.0 | 914955.64 | CORP | Long | |
| AF2332803 | AF2332803 | Ethias S.A. | 100000.0 | 108736.77 | CORP | Long | |
| 58155Q103 | 58155Q103 | McKesson Corp. | 2143.0 | 811511.24 | CORP | Long | |
| 88076W103 | 88076W103 | Teradata Corp. | 6175.0 | 215384.0 | CORP | Long | |
| BH5526331 | BH5526331 | LeasePlan Corp. N.V. | 294000.0 | 318272.97 | CORP | Long | |
| G02602103 | G02602103 | Amdocs Ltd. | 7397.0 | 680006.21 | CORP | Long | |
| 844741BE7 | 844741BE7 | Southwest Airlines Co. | 65000.0 | 61206.51 | CORP | Long | |
| 61746BEF9 | 61746BEF9 | Morgan Stanley | 175000.0 | 169727.75 | CORP | Long | |
| 002824100 | 002824100 | Abbott Laboratories | 8038.0 | 888600.9 | CORP | Long | |
| 30303M102 | 30303M102 | Meta Platforms, Inc. | 6062.0 | 903056.14 | CORP | Long | |
| ZQ8563194 | ZQ8563194 | MEDIOBANCA - Banca di Credito finanziario S.P.A. | 100000.0 | 99873.46 | CORP | Long | |
| AQ8689467 | AQ8689467 | BPCE S.A. | 100000.0 | 106123.81 | CORP | Long | |
| 756109BF0 | 756109BF0 | Realty Income Corp. | 185000.0 | 186319.92 | CORP | Long | |
| 14040H105 | 14040H105 | Capital One Financial Corp. | 2956.0 | 351764.0 | CORP | Long | |
| 22160K105 | 22160K105 | Costco Wholesale Corp. | 1270.0 | 649147.8 | CORP | Long | |
| 25152RXA6 | 25152RXA6 | Deutsche Bank AG | 303000.0 | 300653.09 | CORP | Long | |
| 14448C104 | 14448C104 | Carrier Global Corp. | 2397.0 | 109135.41 | CORP | Long | |
| 06051GJS9 | 06051GJS9 | Bank of America Corp. | 80000.0 | 71716.35 | CORP | Long | |
| 14886MAN1 | 14886MAN1 | Checkout Holding Corp. | 6819.61 | 1568.51 | CORP | Long | |
| N/A | N/A | N/A | 2.0 | 963.4 | CORP | N/A | |
| 45866FAF1 | 45866FAF1 | Intercontinental Exchange, Inc. | 100000.0 | 94680.8 | CORP | Long | |
| 172967KA8 | 172967KA8 | Citigroup Inc. | 100000.0 | 98181.22 | CORP | Long | |
| N/A | N/A | Harvey Gulf International Marine, LLC | 731.0 | 16447.5 | CORP | Long | |
| 49338L103 | 49338L103 | Keysight Technologies, Inc. | 1488.0 | 266872.8 | CORP | Long | |
| G0403H108 | G0403H108 | Aon PLC | 499.0 | 159021.32 | CORP | Long | |
| 718172109 | 718172109 | Philip Morris International Inc. | 8139.0 | 848409.36 | CORP | Long | |
| 606822AN4 | 606822AN4 | Mitsubishi UFJ Financial Group, Inc. | 165000.0 | 159999.32 | CORP | Long | |
| 770323103 | 770323103 | Robert Half International Inc. | 2365.0 | 198565.4 | CORP | Long | |
| 565849106 | 565849106 | Marathon Oil Corp. | 8383.0 | 230281.01 | CORP | Long | |
| 49271V100 | 49271V100 | Keurig Dr Pepper Inc. | 8233.0 | 290460.24 | CORP | Long | |
| 20030N101 | 20030N101 | Comcast Corp. | 23031.0 | 906269.85 | CORP | Long | |
| 314211103 | 314211103 | Federated Hermes, Inc. | 5165.0 | 202984.5 | CORP | Long | |
| 23355LAH9 | 23355LAH9 | DXC Technology Co. | 100000.0 | 101683.13 | CORP | Long | |
| 037833BY5 | 037833BY5 | Apple Inc. | 185000.0 | 179928.75 | CORP | Long | |
| 34959E109 | 34959E109 | Fortinet, Inc. | 2615.0 | 136869.1 | CORP | Long | |
| 530307305 | 530307305 | Liberty Broadband Corp. | 1022.0 | 91755.16 | CORP | Long | |
| 98389B100 | 98389B100 | Xcel Energy Inc. | 5505.0 | 378578.85 | CORP | Long | |
| 524901AV7 | 524901AV7 | Legg Mason, Inc. | 90000.0 | 90605.01 | CORP | Long | |
| 620076307 | 620076307 | Motorola Solutions, Inc. | 842.0 | 216402.42 | CORP | Long | |
| 550241103 | 550241103 | Lumen Technologies, Inc. | 13183.0 | 69210.75 | CORP | Long | |
| 90384S303 | 90384S303 | Ulta Beauty, Inc. | 360.0 | 185025.6 | CORP | Long | |
| 14149Y108 | 14149Y108 | Cardinal Health, Inc. | 5018.0 | 387640.5 | CORP | Long | |
| 744573106 | 744573106 | Public Service Enterprise Group Inc. | 2804.0 | 173651.72 | CORP | Long | |
| 05971KAE9 | 05971KAE9 | Banco Santander S.A. | 400000.0 | 377334.92 | CORP | Long | |
| N/A | N/A | N/A | -12.0 | -108032.4 | CORP | N/A | |
| 50540R409 | 50540R409 | Laboratory Corp. of America Holdings | 584.0 | 147238.08 | CORP | Long | |
| N/A | N/A | Sungard Availability Services Capital, Inc. | 225.0 | 29.25 | CORP | Long | |
| N/A | N/A | N/A | 15.0 | 78771.12 | CORP | N/A | |
| 09260D107 | 09260D107 | Blackstone Inc. | 1902.0 | 182515.92 | CORP | Long | |
| 64110L106 | 64110L106 | Netflix, Inc. | 787.0 | 278487.82 | CORP | Long | |
| 06051GGC7 | 06051GGC7 | Bank of America Corp. | 210000.0 | 206368.95 | CORP | Long | |
| 902973304 | 902973304 | U.S. Bancorp | 4508.0 | 224498.4 | CORP | Long | |
| 69351T106 | 69351T106 | PPL Corp. | 11693.0 | 346112.8 | CORP | Long | |
| 92556VAC0 | 92556VAC0 | Viatris Inc. | 75000.0 | 66174.55 | CORP | Long | |
| 00507V109 | 00507V109 | Activision Blizzard, Inc. | 3304.0 | 252987.28 | CORP | Long | |
| 053807AS2 | 053807AS2 | Avnet, Inc. | 90000.0 | 88157.26 | CORP | Long | |
| 949746101 | 949746101 | Wells Fargo & Co. | 7344.0 | 344213.28 | CORP | Long | |
| 87161C501 | 87161C501 | Synovus Financial Corp. | 4236.0 | 177700.2 | CORP | Long | |
| 55616P104 | 55616P104 | Macy's, Inc. | 6558.0 | 154965.54 | CORP | Long | |
| 38141GYM0 | 38141GYM0 | Goldman Sachs Group, Inc. (The) | 100000.0 | 89554.94 | CORP | Long | |
| BH9906364 | BH9906364 | Sodexo S.A. | 170000.0 | 175900.8 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 1801.66 | CORP | N/A | |
| 595112BP7 | 595112BP7 | Micron Technology, Inc. | 100000.0 | 97543.16 | CORP | Long | |
| 084423102 | 084423102 | W. R. Berkley Corp. | 2376.0 | 166652.64 | CORP | Long | |
| 17275R102 | 17275R102 | Cisco Systems, Inc. | 23346.0 | 1136249.82 | CORP | Long | |
| 03027XAP5 | 03027XAP5 | American Tower Corp. | 135000.0 | 127591.93 | CORP | Long | |
| 855244109 | 855244109 | Starbucks Corp. | 1846.0 | 201472.44 | CORP | Long | |
| EK0233149 | EK0233149 | BASF SE | 80000.0 | 86889.92 | CORP | Long | |
| 713448108 | 713448108 | PepsiCo, Inc. | 6907.0 | 1181235.14 | CORP | Long | |
| 147528103 | 147528103 | Casey's General Stores, Inc. | 1805.0 | 425817.55 | CORP | Long | |
| 192446102 | 192446102 | Cognizant Technology Solutions Corp. | 9434.0 | 629719.5 | CORP | Long | |
| 46625H100 | 46625H100 | JPMorgan Chase & Co. | 3039.0 | 425338.44 | CORP | Long | |
| AQ8054704 | AQ8054704 | Thales S.A. | 300000.0 | 309328.08 | CORP | Long | |
| 037833CR9 | 037833CR9 | Apple Inc. | 75000.0 | 72414.69 | CORP | Long | |
| 843646AQ3 | 843646AQ3 | Southern Power Co. | 100000.0 | 103052.78 | CORP | Long | |
| 91282CET4 | 91282CET4 | United States Treasury Note/Bond | 12950000.0 | 12409995.1 | UST | Long | |
| 03027XBV1 | 03027XBV1 | American Tower Corp. | 135000.0 | 128325.14 | CORP | Long | |
| 084670702 | 084670702 | Berkshire Hathaway Inc. | 7496.0 | 2335153.92 | CORP | Long | |
| 948596AD3 | 948596AD3 | Weibo Corp. | 585000.0 | 566373.59 | CORP | Long | |
| 617446448 | 617446448 | Morgan Stanley | 1986.0 | 193297.38 | CORP | Long | |
| 74762E102 | 74762E102 | Quanta Services, Inc. | 970.0 | 147624.3 | CORP | Long | |
| N/A | N/A | N/A | 51.0 | 155678.9 | CORP | N/A | |
| 928881AB7 | 928881AB7 | Vontier Corp. | 100000.0 | 86983.0 | CORP | Long | |
| 007903107 | 007903107 | Advanced Micro Devices, Inc. | 1409.0 | 105886.35 | CORP | Long | |
| 21037T109 | 21037T109 | Constellation Energy Corp. | 1695.0 | 144685.2 | CORP | Long | |
| 98956PAN2 | 98956PAN2 | Zimmer Biomet Holdings, Inc. | 100000.0 | 104477.86 | CORP | Long | |
| 24703TAD8 | 24703TAD8 | Dell International LLC / EMC Corp. | 170000.0 | 174910.47 | CORP | Long | |
| N/A | N/A | INVESCO PRIVATE PRIME FUND | 11315274.21 | 11318668.65 | PF | Long | |
| 40434L105 | 40434L105 | HP Inc. | 9025.0 | 262988.5 | CORP | Long | |
| 92532F100 | 92532F100 | Vertex Pharmaceuticals Inc. | 2989.0 | 965745.9 | CORP | Long | |
| 548661107 | 548661107 | Lowe's Cos., Inc. | 921.0 | 191798.25 | CORP | Long | |
| 46647PBK1 | 46647PBK1 | JPMorgan Chase & Co. | 200000.0 | 187890.5 | CORP | Long | |
| 78532M104 | 78532M104 | Sabine Oil & Gas Holdings, Inc. | 115.0 | 59.8 | CORP | Long | |
| 194162103 | 194162103 | Colgate-Palmolive Co. | 8828.0 | 657950.84 | CORP | Long | |
| 038222105 | 038222105 | Applied Materials, Inc. | 4511.0 | 502931.39 | CORP | Long | |
| 14913R2G1 | 14913R2G1 | Caterpillar Financial Services Corp. | 175000.0 | 153138.92 | CORP | Long | |
| 562750109 | 562750109 | Manhattan Associates, Inc. | 1014.0 | 132185.04 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -1577.94 | CORP | N/A | |
| 148867104 | 148867104 | Catalina Marketing Corp. | 1362.0 | 425.63 | CORP | Long | |
| 874054109 | 874054109 | Take-Two Interactive Software, Inc. | 1185.0 | 134177.55 | CORP | Long | |
| 459200JG7 | 459200JG7 | International Business Machines Corp. | 100000.0 | 97294.02 | CORP | Long | |
| 37940XAG7 | 37940XAG7 | Global Payments Inc. | 145000.0 | 130525.89 | CORP | Long | |
| 30161N101 | 30161N101 | Exelon Corp. | 8800.0 | 371272.0 | CORP | Long | |
| 166764100 | 166764100 | Chevron Corp. | 5457.0 | 949627.14 | CORP | Long | |
| 6174468J1 | 6174468J1 | Morgan Stanley | 150000.0 | 144881.25 | CORP | Long | |
| 125523100 | 125523100 | Cigna Corp. | 2125.0 | 672923.75 | CORP | Long | |
| 37045VAN0 | 37045VAN0 | General Motors Co. | 80000.0 | 77425.14 | CORP | Long | |
| 37045XCX2 | 37045XCX2 | General Motors Financial Co., Inc. | 300000.0 | 283210.87 | CORP | Long | |
| 968223206 | 968223206 | John Wiley & Sons, Inc. | 3042.0 | 139323.6 | CORP | Long | |
| 87612E106 | 87612E106 | Target Corp. | 688.0 | 118432.32 | CORP | Long | |
| 406216101 | 406216101 | Halliburton Co. | 6597.0 | 271928.34 | CORP | Long | |
| 134429109 | 134429109 | Campbell Soup Co. | 12245.0 | 635882.85 | CORP | Long | |
| 20825C104 | 20825C104 | ConocoPhillips | 4339.0 | 528793.93 | CORP | Long | |
| 025537101 | 025537101 | American Electric Power Co., Inc. | 8411.0 | 790297.56 | CORP | Long | |
| BP4855774 | BP4855774 | Volkswagen Leasing Gesellschaft mit beschraenkter Haftung | 75000.0 | 72244.58 | CORP | Long | |
| 25470DAM1 | 25470DAM1 | Discovery Communications, LLC | 150000.0 | 147473.35 | CORP | Long | |
| 06738EAC9 | 06738EAC9 | Barclays PLC | 494000.0 | 487447.74 | CORP | Long | |
| EG4262457 | EG4262457 | Procter & Gamble Co. (The) | 50000.0 | 58728.02 | CORP | Long | |
| 86562MAN0 | 86562MAN0 | Sumitomo Mitsui Financial Group, Inc. | 60000.0 | 57213.08 | CORP | Long | |
| N/A | N/A | N/A | -16.0 | -138441.28 | CORP | N/A | |
| 11133T103 | 11133T103 | Broadridge Financial Solutions, Inc. | 2023.0 | 304178.28 | CORP | Long | |
| 808513105 | 808513105 | Charles Schwab Corp. (The) | 4116.0 | 318660.72 | CORP | Long | |
| N/A | N/A | N/A | 68.0 | -101659.48 | CORP | N/A | |
| 74624M102 | 74624M102 | Pure Storage, Inc. | 5147.0 | 148954.18 | CORP | Long | |
| 526057104 | 526057104 | Lennar Corp. | 1134.0 | 116121.6 | CORP | Long | |
| 98156Q108 | 98156Q108 | World Wrestling Entertainment, Inc. | 4950.0 | 418869.0 | CORP | Long | |
| 98311A105 | 98311A105 | Wyndham Hotels & Resorts, Inc. | 1897.0 | 147036.47 | CORP | Long | |
| 902494103 | 902494103 | Tyson Foods, Inc. | 3247.0 | 213490.25 | CORP | Long | |
| 00971T101 | 00971T101 | Akamai Technologies, Inc. | 3314.0 | 294780.3 | CORP | Long | |
| 06051GFX2 | 06051GFX2 | Bank of America Corp. | 185000.0 | 180091.29 | CORP | Long | |
| EK5787362 | EK5787362 | Novartis Finance S.A. | 100000.0 | 103085.33 | CORP | Long | |
| EK0215294 | EK0215294 | Autoroutes du Sud de la France | 100000.0 | 108726.88 | CORP | Long | |
| AW8992017 | AW8992017 | Volkswagen Bank Gesellschaft mit beschraenkter Haftung | 100000.0 | 103709.9 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -1790.94 | CORP | N/A | |
| 92556V106 | 92556V106 | Viatris Inc. | 11537.0 | 140289.92 | CORP | Long | |
| 023608102 | 023608102 | Ameren Corp. | 3281.0 | 285020.47 | CORP | Long | |
| 06051GJD2 | 06051GJD2 | Bank of America Corp. | 195000.0 | 178664.67 | CORP | Long | |
| 191216100 | 191216100 | Coca-Cola Co. (The) | 16256.0 | 996817.92 | CORP | Long | |
| 26614N102 | 26614N102 | DuPont de Nemours, Inc. | 2578.0 | 190643.1 | CORP | Long | |
| 149123101 | 149123101 | Caterpillar Inc. | 1117.0 | 281807.93 | CORP | Long | |
| 125896100 | 125896100 | CMS Energy Corp. | 3699.0 | 233739.81 | CORP | Long | |
| EK6916028 | EK6916028 | BMW Finance N.V. | 100000.0 | 104737.8 | CORP | Long | |
| 78467J100 | 78467J100 | SS&C Technologies Holdings, Inc. | 1439.0 | 86843.65 | CORP | Long | |
| 95000U2N2 | 95000U2N2 | Wells Fargo & Co. | 190000.0 | 178801.19 | CORP | Long | |
| 571748102 | 571748102 | Marsh & McLennan Cos., Inc. | 1294.0 | 226333.54 | CORP | Long | |
| 680665205 | 680665205 | Olin Corp. | 2997.0 | 193576.23 | CORP | Long | |
| AN0219112 | AN0219112 | HeidelbergCement Finance Luxembourg S.A. | 70000.0 | 72351.66 | CORP | Long | |
| AR6211817 | AR6211817 | Credit Agricole S.A. | 300000.0 | 313282.26 | CORP | Long | |
| 03076C106 | 03076C106 | Ameriprise Financial, Inc. | 835.0 | 292350.2 | CORP | Long | |
| 58933YAR6 | 58933YAR6 | Merck & Co., Inc. | 184000.0 | 178308.52 | CORP | Long | |
| 06051GJK6 | 06051GJK6 | Bank of America Corp. | 205000.0 | 184908.81 | CORP | Long | |
| BJ4675556 | BJ4675556 | Mercedes-Benz International Finance B.V. | 70000.0 | 73317.91 | CORP | Long | |
| 46266C105 | 46266C105 | IQVIA Holdings Inc. | 744.0 | 170681.04 | CORP | Long | |
| 260557103 | 260557103 | Dow Inc. | 7519.0 | 446252.65 | CORP | Long | |
| AX5432650 | AX5432650 | Anglo American Capital PLC | 100000.0 | 103158.17 | CORP | Long | |
| 742718109 | 742718109 | Procter & Gamble Co. (The) | 9699.0 | 1380943.62 | CORP | Long | |
| AT0029203 | AT0029203 | JAB Holdings B.V. | 100000.0 | 102528.6 | CORP | Long | |
| 291011BL7 | 291011BL7 | Emerson Electric Co. | 100000.0 | 89293.04 | CORP | Long | |
| 00846U101 | 00846U101 | Agilent Technologies, Inc. | 2075.0 | 315566.0 | CORP | Long | |
| 084670BN7 | 084670BN7 | Berkshire Hathaway Inc. | 200000.0 | 197896.15 | CORP | Long | |
| 25754A201 | 25754A201 | Domino's Pizza, Inc. | 963.0 | 339939.0 | CORP | Long | |
| 69318G106 | 69318G106 | PBF Energy Inc. | 3463.0 | 145411.37 | CORP | Long | |
| N/A | N/A | N/A | -20.0 | -16459.2 | CORP | N/A | |
| 025932104 | 025932104 | American Financial Group, Inc. | 2930.0 | 417788.7 | CORP | Long | |
| 053015AE3 | 053015AE3 | Automatic Data Processing, Inc. | 305000.0 | 298046.36 | CORP | Long | |
| QJ4470796 | QJ4470796 | APRR S.A. | 200000.0 | 214224.67 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 62775.24 | CORP | N/A | |
| 37045VAV2 | 37045VAV2 | General Motors Co. | 75000.0 | 76950.29 | CORP | Long | |
| 59156R108 | 59156R108 | MetLife, Inc. | 1756.0 | 128223.12 | CORP | Long | |
| 867914BS1 | 867914BS1 | Truist Financial Corp. | 350000.0 | 344799.2 | CORP | Long | |
| 61772BAB9 | 61772BAB9 | Morgan Stanley | 200000.0 | 179685.62 | CORP | Long | |
| 959802109 | 959802109 | Western Union Co. (The) | 24325.0 | 344685.25 | CORP | Long | |
| 92343V104 | 92343V104 | Verizon Communications Inc. | 9098.0 | 378203.86 | CORP | Long | |
| 38141G104 | 38141G104 | Goldman Sachs Group, Inc. (The) | 370.0 | 135349.7 | CORP | Long | |
| 244199BH7 | 244199BH7 | Deere & Co. | 310000.0 | 298868.4 | CORP | Long | |
| 896288107 | 896288107 | TriNet Group, Inc. | 1770.0 | 133546.5 | CORP | Long | |
| 487836108 | 487836108 | Kellogg Co. | 6526.0 | 447553.08 | CORP | Long | |
| 254687106 | 254687106 | Walt Disney Co. (The) | 1574.0 | 170763.26 | CORP | Long | |
| 05329W102 | 05329W102 | AutoNation, Inc. | 1850.0 | 234432.0 | CORP | Long | |
| 444859102 | 444859102 | Humana Inc. | 646.0 | 330558.2 | CORP | Long | |
| 74251V102 | 74251V102 | Principal Financial Group, Inc. | 2688.0 | 248774.4 | CORP | Long | |
| 031162100 | 031162100 | Amgen Inc. | 3677.0 | 928074.8 | CORP | Long | |
| N/A | N/A | BNP Paribas | 100000.0 | 96309.67 | CORP | Long | |
| 704326107 | 704326107 | Paychex, Inc. | 6936.0 | 803604.96 | CORP | Long | |
| 361841AN9 | 361841AN9 | GLP Capital, L.P. / GLP Financing II, Inc. | 327000.0 | 315960.48 | CORP | Long | |
| N/A | N/A | N/A | 6073.001 | 60.73 | CORP | N/A | |
| 594918104 | 594918104 | Microsoft Corp. | 17352.0 | 4299999.12 | CORP | Long | |
| 74834L100 | 74834L100 | Quest Diagnostics Inc. | 1312.0 | 194805.76 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -3862.87 | CORP | N/A | |
| 060505104 | 060505104 | Bank of America Corp. | 9758.0 | 346213.84 | CORP | Long | |
| 125269100 | 125269100 | CF Industries Holdings, Inc. | 2961.0 | 250796.7 | CORP | Long | |
| 74460D109 | 74460D109 | Public Storage | 898.0 | 273297.32 | CORP | Long | |
| 62954HAW8 | 62954HAW8 | NXP BV / NXP Funding LLC / NXP USA Inc. | 415000.0 | 395108.07 | CORP | Long | |
| 74340W103 | 74340W103 | Prologis, Inc. | 3458.0 | 447050.24 | CORP | Long | |
| 292480AK6 | 292480AK6 | Energy Transfer L.P. | 65000.0 | 63480.98 | CORP | Long | |
| 494368103 | 494368103 | Kimberly-Clark Corp. | 3640.0 | 473236.4 | CORP | Long | |
| 714295AC6 | 714295AC6 | Perrigo Finance Unlimited Co. | 435000.0 | 421186.58 | CORP | Long | |
| AN7900102 | AN7900102 | Metso Outotec OYJ | 100000.0 | 105386.72 | CORP | Long | |
| AV3549434 | AV3549434 | InterContinental Hotels Group PLC | 100000.0 | 102003.81 | CORP | Long | |
| 961214EC3 | 961214EC3 | Westpac Banking Corp. | 502000.0 | 494737.37 | CORP | Long | |
| 626755102 | 626755102 | Murphy USA Inc. | 494.0 | 134382.82 | CORP | Long | |
| 780099CH8 | 780099CH8 | Natwest Group PLC | 554000.0 | 552913.09 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -3844.46 | CORP | N/A | |
| 56418H100 | 56418H100 | ManpowerGroup Inc. | 2386.0 | 207963.76 | CORP | Long | |
| 94106B101 | 94106B101 | Waste Connections, Inc. | 1582.0 | 210247.8 | CORP | Long | |
| N/A | N/A | N/A | -51.0 | 110810.6 | CORP | N/A | |
| 88579Y101 | 88579Y101 | 3M Co. | 1016.0 | 116921.28 | CORP | Long | |
| 78081BAH6 | 78081BAH6 | Royalty Pharma PLC | 275000.0 | 249564.48 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -653790.17 | CORP | N/A | |
| 46647PBH8 | 46647PBH8 | JPMorgan Chase & Co. | 200000.0 | 188203.56 | CORP | Long | |
| 58733R102 | 58733R102 | MercadoLibre, Inc. | 156.0 | 184343.64 | CORP | Long | |
| N/A | N/A | N/A | 35.0 | 85697.29 | CORP | N/A | |
| 103304101 | 103304101 | Boyd Gaming Corp. | 1411.0 | 87919.41 | CORP | Long | |
| BJ7572693 | BJ7572693 | BASF SE | 200000.0 | 193722.58 | CORP | Long | |
| 81181C104 | 81181C104 | Seagen Inc. | 666.0 | 92893.68 | CORP | Long | |
| LW0762689 | LW0762689 | National Australia Bank Ltd. | 100000.0 | 103000.64 | CORP | Long | |
| N/A | N/A | N/A | 5.0 | -16611.95 | CORP | N/A | |
| AR1720747 | AR1720747 | ING Groep N.V. | 100000.0 | 104377.19 | CORP | Long | |
| 723484101 | 723484101 | Pinnacle West Capital Corp. | 3981.0 | 296783.55 | CORP | Long | |
| 91282CDS7 | 91282CDS7 | United States Treasury Note/Bond | 10000000.0 | 9425000.0 | UST | Long | |
| 75513E101 | 75513E101 | Raytheon Technologies Corp. | 4176.0 | 416973.6 | CORP | Long | |
| JK6128157 | JK6128157 | TDF Infrastructure | 200000.0 | 205574.37 | CORP | Long | |
| 679580100 | 679580100 | Old Dominion Freight Line, Inc. | 457.0 | 152290.68 | CORP | Long | |
| 40412C101 | 40412C101 | HCA Healthcare, Inc. | 1612.0 | 411172.84 | CORP | Long | |
| 91529Y106 | 91529Y106 | Unum Group | 9816.0 | 412566.48 | CORP | Long | |
| EJ3700048 | EJ3700048 | Anheuser-Busch InBev SA/NV | 242000.0 | 262964.35 | CORP | Long | |
| 74251VAK8 | 74251VAK8 | Principal Financial Group, Inc. | 239000.0 | 232269.72 | CORP | Long | |
| 37045XBG0 | 37045XBG0 | General Motors Financial Co., Inc. | 50000.0 | 50119.95 | CORP | Long | |
| 036752103 | 036752103 | Elevance Health, Inc. | 966.0 | 482990.34 | CORP | Long | |
| 02665WDJ7 | 02665WDJ7 | American Honda Finance Corp. | 225000.0 | 208390.36 | CORP | Long | |
| 574599106 | 574599106 | Masco Corp. | 3042.0 | 161834.4 | CORP | Long | |
| 744573AN6 | 744573AN6 | Public Service Enterprise Group Inc. | 150000.0 | 145896.98 | CORP | Long | |
| 674599105 | 674599105 | Occidental Petroleum Corp. | 2059.0 | 133402.61 | CORP | Long | |
| 609207105 | 609207105 | Mondelez International, Inc. | 7993.0 | 523061.92 | CORP | Long | |
| 00287Y109 | 00287Y109 | AbbVie Inc. | 8366.0 | 1236076.5 | CORP | Long | |
| 681919106 | 681919106 | Omnicom Group Inc. | 3331.0 | 286432.69 | CORP | Long | |
| 89236THG3 | 89236THG3 | Toyota Motor Credit Corp. | 200000.0 | 174147.69 | CORP | Long | |
| 682189105 | 682189105 | ON Semiconductor Corp. | 4978.0 | 365634.1 | CORP | Long | |
| 29786A106 | 29786A106 | Etsy, Inc. | 817.0 | 112402.86 | CORP | Long | |
| 69121KAA2 | 69121KAA2 | Owl Rock Capital Corp. | 223000.0 | 221458.83 | CORP | Long | |
| 907818108 | 907818108 | Union Pacific Corp. | 2900.0 | 592151.0 | CORP | Long | |
| 92939U106 | 92939U106 | WEC Energy Group Inc. | 2923.0 | 274732.77 | CORP | Long | |
| 56585A102 | 56585A102 | Marathon Petroleum Corp. | 5687.0 | 730893.24 | CORP | Long | |
| AT0629879 | AT0629879 | Groupe Bruxelles Lambert N.V. | 100000.0 | 105545.12 | CORP | Long | |
| 06051GFU8 | 06051GFU8 | Bank of America Corp. | 269000.0 | 266697.75 | CORP | Long | |
| 21871XAC3 | 21871XAC3 | Corebridge Financial, Inc. | 170000.0 | 162581.17 | CORP | Long | |
| N6596X109 | N6596X109 | NXP Semiconductors N.V. | 924.0 | 170302.44 | CORP | Long | |
| 09227Q100 | 09227Q100 | Blackbaud, Inc. | 2864.0 | 178169.44 | CORP | Long | |
| 960386AL4 | 960386AL4 | Westinghouse Air Brake Technologies Corp. | 200000.0 | 189154.22 | CORP | Long | |
| 75886F107 | 75886F107 | Regeneron Pharmaceuticals, Inc. | 957.0 | 725855.79 | CORP | Long | |
| 09857L108 | 09857L108 | Booking Holdings Inc. | 103.0 | 250712.3 | CORP | Long | |
| 911363109 | 911363109 | United Rentals, Inc. | 680.0 | 299846.0 | CORP | Long | |
| AQ1248246 | AQ1248246 | Inmobiliaria Colonial, SOCIMI, S.A. | 400000.0 | 406501.16 | CORP | Long | |
| 03027XAS9 | 03027XAS9 | American Tower Corp. | 100000.0 | 101654.1 | CORP | Long | |
| 816851109 | 816851109 | Sempra Energy | 1312.0 | 210352.96 | CORP | Long | |
| 50155QAJ9 | 50155QAJ9 | Kyndryl Holdings, Inc. | 225000.0 | 194119.43 | CORP | Long | |
| N/A | N/A | Southcross Energy Partners GP LLC | 68466.47 | 3765.66 | CORP | Long | |
| 01973R101 | 01973R101 | Allison Transmission Holdings, Inc. | 3525.0 | 158907.0 | CORP | Long | |
| 427866108 | 427866108 | Hershey Co. (The) | 4669.0 | 1048657.4 | CORP | Long | |
| 12503MAA6 | 12503MAA6 | Cboe Global Markets, Inc. | 40000.0 | 39013.75 | CORP | Long | |
| AQ3361807 | AQ3361807 | PVH Corp. | 100000.0 | 104230.86 | CORP | Long | |
| 404280CX5 | 404280CX5 | HSBC Holdings PLC | 375000.0 | 336792.36 | CORP | Long | |
| 375558103 | 375558103 | Gilead Sciences, Inc. | 12798.0 | 1074264.12 | CORP | Long | |
| 26441C204 | 26441C204 | Duke Energy Corp. | 9187.0 | 941208.15 | CORP | Long | |
| 14886MAM3 | 14886MAM3 | Checkout Holding Corp. | 72994.46 | 57422.55 | CORP | Long | |
| 91324P102 | 91324P102 | UnitedHealth Group Inc. | 2265.0 | 1130665.35 | CORP | Long | |
| 37045V100 | 37045V100 | General Motors Co. | 6025.0 | 236903.0 | CORP | Long | |
| 91159HHZ6 | 91159HHZ6 | U.S. Bancorp | 148000.0 | 138537.1 | CORP | Long | |
| 02209SBC6 | 02209SBC6 | Altria Group, Inc. | 200000.0 | 199248.07 | CORP | Long | |
| 883556102 | 883556102 | Thermo Fisher Scientific Inc. | 752.0 | 428888.16 | CORP | Long | |
| AX3090302 | AX3090302 | OP Corporate Bank PLC | 121000.0 | 127467.17 | CORP | Long | |
| 778296AF0 | 778296AF0 | Ross Stores, Inc. | 100000.0 | 89052.1 | CORP | Long | |
| 92343EAH5 | 92343EAH5 | VeriSign, Inc. | 200000.0 | 200655.22 | CORP | Long | |
| 871607107 | 871607107 | Synopsys, Inc. | 491.0 | 173691.25 | CORP | Long | |
| 204166102 | 204166102 | Commvault Systems, Inc. | 2068.0 | 128691.64 | CORP | Long | |
| 67103H107 | 67103H107 | O'Reilly Automotive, Inc. | 365.0 | 289207.75 | CORP | Long | |
| 10922N103 | 10922N103 | Brighthouse Financial, Inc. | 3302.0 | 185803.54 | CORP | Long | |
| 45337C102 | 45337C102 | Incyte Corp. | 3314.0 | 282153.96 | CORP | Long | |
| 69349LAQ1 | 69349LAQ1 | PNC Bank, N.A. | 380000.0 | 374015.37 | CORP | Long | |
| 92826C839 | 92826C839 | Visa Inc. | 6635.0 | 1527443.35 | CORP | Long | |
| ZR7667051 | ZR7667051 | Banco Bilbao Vizcaya Argentaria S.A. | 500000.0 | 517782.52 | CORP | Long | |
| AP0773766 | AP0773766 | Eni S.p.A. | 179000.0 | 185538.94 | CORP | Long | |
| BM7281058 | BM7281058 | Clearstream Banking AG | 200000.0 | 197969.25 | CORP | Long | |
| 91282CBC4 | 91282CBC4 | U.S. Treasury Notes | 8500000.0 | 7700468.75 | UST | Long | |
| 580135101 | 580135101 | McDonald's Corp. | 3591.0 | 960233.4 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -11950.93 | CORP | N/A | |
| 369604301 | 369604301 | General Electric Co. | 1282.0 | 103175.36 | CORP | Long | |
| 49456B101 | 49456B101 | Kinder Morgan, Inc. | 5097.0 | 93275.1 | CORP | Long | |
| 001055102 | 001055102 | Aflac Inc. | 3519.0 | 258646.5 | CORP | Long | |
| 075887BP3 | 075887BP3 | Becton, Dickinson and Co. | 100000.0 | 102484.03 | CORP | Long | |
| 05723KAE0 | 05723KAE0 | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 100000.0 | 94870.06 | CORP | Long | |
| 78355HKL2 | 78355HKL2 | Ryder System, Inc. | 150000.0 | 147402.84 | CORP | Long | |
| ZQ7076479 | ZQ7076479 | Fresenius Medical Care AG & Co. KGaA | 50000.0 | 48529.9 | CORP | Long | |
| 988498101 | 988498101 | YUM! Brands, Inc. | 973.0 | 126986.23 | CORP | Long | |
| 68235P108 | 68235P108 | ONE Gas, Inc. | 1970.0 | 162249.2 | CORP | Long | |
| AM5176327 | AM5176327 | 2I Rete Gas S.P.A. | 115000.0 | 116353.24 | CORP | Long | |
| N/A | N/A | N/A | 4.0 | -70794.56 | CORP | N/A | |
| BK6161404 | BK6161404 | Globalworth Real Estate Investments Ltd. | 100000.0 | 89561.07 | CORP | Long | |
| 16119P108 | 16119P108 | Charter Communications, Inc. | 845.0 | 324741.95 | CORP | Long | |
| G1151C101 | G1151C101 | Accenture PLC | 2978.0 | 831010.9 | CORP | Long | |
| 21036PAQ1 | 21036PAQ1 | Constellation Brands, Inc. | 175000.0 | 169276.67 | CORP | Long | |
| 302635AD9 | 302635AD9 | FS KKR Capital Corp. | 242000.0 | 237477.12 | CORP | Long | |
| 87612G101 | 87612G101 | Targa Resources Corp. | 3180.0 | 238563.6 | CORP | Long | |
| 65535HAW9 | 65535HAW9 | Nomura Holdings, Inc. | 200000.0 | 177924.81 | CORP | Long | |
| AM0713363 | AM0713363 | Credit Agricole S.A. | 100000.0 | 104934.9 | CORP | Long | |
| 070830104 | 070830104 | Bath & Body Works, Inc. | 2696.0 | 124042.96 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | 359.92 | CORP | N/A | |
| 25746U109 | 25746U109 | Dominion Energy, Inc. | 9783.0 | 622590.12 | CORP | Long | |
| 126650100 | 126650100 | CVS Health Corp. | 5815.0 | 512999.3 | CORP | Long | |
| 097023BR5 | 097023BR5 | Boeing Co. (The) | 200000.0 | 183566.18 | CORP | Long | |
| 403949AB6 | 403949AB6 | HF Sinclair Corp. | 140000.0 | 141302.68 | CORP | Long | |
| AX8954759 | AX8954759 | RCI Banque S.A. | 50000.0 | 50394.69 | CORP | Long | |
| 46625HRX0 | 46625HRX0 | JPMorgan Chase & Co. | 165000.0 | 158623.44 | CORP | Long | |
| 650111107 | 650111107 | New York Times Co. (The) | 8273.0 | 288231.32 | CORP | Long | |
| 285512109 | 285512109 | Electronic Arts Inc. | 5541.0 | 713015.88 | CORP | Long | |
| BJ3266431 | BJ3266431 | CPI Property Group S.A. | 100000.0 | 84574.75 | CORP | Long | |
| 747525103 | 747525103 | Qualcomm Inc. | 2289.0 | 304917.69 | CORP | Long | |
| EK7552160 | EK7552160 | AusNet Services Holdings Pty Ltd. | 200000.0 | 198855.61 | CORP | Long | |
| 512807108 | 512807108 | Lam Research Corp. | 298.0 | 149029.8 | CORP | Long | |
| ZR3806802 | ZR3806802 | Samhallsbyggnadsbolaget i Norden AB | 100000.0 | 84938.84 | CORP | Long | |
| 531229854 | 531229854 | Liberty Media Corp.-Liberty Formula One | 5217.0 | 369363.6 | CORP | Long | |
| 00130H105 | 00130H105 | AES Corp. (The) | 7278.0 | 199489.98 | CORP | Long | |
| ZR5213395 | ZR5213395 | de Volksbank N.V. | 200000.0 | 205530.99 | CORP | Long | |
| 629377508 | 629377508 | NRG Energy, Inc. | 3496.0 | 119633.12 | CORP | Long | |
| 61945C103 | 61945C103 | Mosaic Co. (The) | 2336.0 | 115725.44 | CORP | Long | |
| 15135B101 | 15135B101 | Centene Corp. | 2934.0 | 223688.16 | CORP | Long | |
| 970648AL5 | 970648AL5 | Willis North America Inc. | 165000.0 | 163392.99 | CORP | Long | |
| 03073E105 | 03073E105 | AmerisourceBergen Corp. | 1284.0 | 216944.64 | CORP | Long | |
| 345370860 | 345370860 | Ford Motor Co. | 20451.0 | 276293.01 | CORP | Long | |
| 05964HAB1 | 05964HAB1 | Banco Santander S.A. | 200000.0 | 194641.32 | CORP | Long | |
| BK3220831 | BK3220831 | Bayer AG | 400000.0 | 416397.71 | CORP | Long | |
| 023135CF1 | 023135CF1 | Amazon.com, Inc. | 350000.0 | 338655.74 | CORP | Long | |
| 854502AK7 | 854502AK7 | Stanley Black & Decker, Inc. | 125000.0 | 120428.02 | CORP | Long | |
| AR7568900 | AR7568900 | SES S.A. | 200000.0 | 204246.41 | CORP | Long | |
| 05526DBJ3 | 05526DBJ3 | B.A.T Capital Corp. | 200000.0 | 188499.6 | CORP | Long | |
| 11120U105 | 11120U105 | Brixmor Property Group Inc. | 5541.0 | 130379.73 | CORP | Long | |
| AX8482868 | AX8482868 | Volkswagen Financial Services AG | 100000.0 | 102074.83 | CORP | Long | |
| 29084Q100 | 29084Q100 | EMCOR Group, Inc. | 2939.0 | 435706.75 | CORP | Long | |
| 099502106 | 099502106 | Booz Allen Hamilton Holding Corp. | 4735.0 | 448120.4 | CORP | Long | |
| 882508104 | 882508104 | Texas Instruments Inc. | 5101.0 | 903948.21 | CORP | Long | |
| 60770K107 | 60770K107 | Moderna, Inc. | 936.0 | 164792.16 | CORP | Long | |
| N/A | N/A | N/A | 100.0 | 108654.54 | CORP | N/A | |
| 10373QBK5 | 10373QBK5 | BP Capital Markets America Inc. | 165000.0 | 160309.16 | CORP | Long | |
| 79466L302 | 79466L302 | Salesforce, Inc. | 2178.0 | 365838.66 | CORP | Long | |
| 78442P106 | 78442P106 | SLM Corp. | 8068.0 | 141754.76 | CORP | Long | |
| EK0947276 | EK0947276 | Imperial Brands Finance PLC | 100000.0 | 107120.73 | CORP | Long | |
| 31620M106 | 31620M106 | Fidelity National Information Services, Inc. | 1451.0 | 108883.04 | CORP | Long | |
| 30225T102 | 30225T102 | Extra Space Storage Inc. | 869.0 | 137154.27 | CORP | Long | |
| 902494BJ1 | 902494BJ1 | Tyson Foods, Inc. | 190000.0 | 186946.74 | CORP | Long | |
| 82968B103 | 82968B103 | Sirius XM Holdings Inc. | 49181.0 | 284757.99 | CORP | Long | |
| ZP6588427 | ZP6588427 | Macquarie Group Ltd. | 100000.0 | 95550.84 | CORP | Long | |
| EK8055387 | EK8055387 | APA Infrastructure Ltd. | 100000.0 | 101110.96 | CORP | Long | |
| 606822CA0 | 606822CA0 | Mitsubishi UFJ Financial Group, Inc. | 311000.0 | 288713.82 | CORP | Long | |
| JK3544075 | JK3544075 | BNP Paribas | 200000.0 | 211353.33 | CORP | Long | |
| 126408103 | 126408103 | CSX Corp. | 6264.0 | 193682.88 | CORP | Long | |
| 817565104 | 817565104 | Service Corp. International | 1666.0 | 123533.9 | CORP | Long | |
| 222070203 | 222070203 | Coty Inc. | 19907.0 | 198273.72 | CORP | Long | |
| N/A | N/A | N/A | 1.0 | -35.46 | CORP | N/A | |
| ZR7007423 | ZR7007423 | ITV PLC | 200000.0 | 199381.72 | CORP | Long | |
| 56035LAD6 | 56035LAD6 | Main Street Capital Corp. | 200000.0 | 198872.72 | CORP | Long | |
| EK4805140 | EK4805140 | Cloverie PLC for Zurich Insurance Co. Ltd. | 150000.0 | 158389.59 | CORP | Long | |
| BP4754324 | BP4754324 | Swedbank AB | 200000.0 | 192277.75 | CORP | Long | |
| 172967MQ1 | 172967MQ1 | Citigroup Inc. | 297000.0 | 284891.55 | CORP | Long | |
| 681936BH2 | 681936BH2 | Omega Healthcare Investors, Inc. | 179000.0 | 178022.88 | CORP | Long | |
| ZS7206551 | ZS7206551 | Euronet Worldwide, Inc. | 110000.0 | 107057.93 | CORP | Long | |
| 80282KAP1 | 80282KAP1 | Santander Holdings USA, Inc. | 100000.0 | 97343.88 | CORP | Long | |
| 98978V103 | 98978V103 | Zoetis Inc. | 909.0 | 150430.41 | CORP | Long | |
| N/A | N/A | Southern Energy Partners | 17192.0 | 128.94 | CORP | Long | |
| 697435105 | 697435105 | Palo Alto Networks, Inc. | 537.0 | 85189.68 | CORP | Long | |
| 694308JF5 | 694308JF5 | Pacific Gas and Electric Co. | 75000.0 | 65845.7 | CORP | Long | |
| 53944YAH6 | 53944YAH6 | Lloyds Banking Group PLC | 278000.0 | 274812.88 | CORP | Long | |
| 189754AC8 | 189754AC8 | Tapestry, Inc. | 65000.0 | 62547.39 | CORP | Long | |
| 025816CP2 | 025816CP2 | American Express Co. | 170000.0 | 161962.2 | CORP | Long | |
| 278642103 | 278642103 | eBay Inc. | 10297.0 | 509701.5 | CORP | Long | |
| 172908105 | 172908105 | Cintas Corp. | 566.0 | 251156.84 | CORP | Long | |
| 38173MAA0 | 38173MAA0 | Golub Capital BDC, Inc. | 200000.0 | 194090.8 | CORP | Long | |
| 369550BK3 | 369550BK3 | General Dynamics Corp. | 200000.0 | 195119.83 | CORP | Long | |
| AZ3211853 | AZ3211853 | Standard Chartered PLC | 100000.0 | 98019.1 | CORP | Long |