NPORT-P false 0000052848 XXXXXXXX S000059219 C000194070 C000194071 VANGUARD WORLD FUND 811-01027 0000052848 549300MP6BT0L4Q61L10 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD GLOBAL WELLINGTON FUND S000059219 549300Y38E1J10OK3R04 2025-08-31 2025-08-31 N 2603914378.33 4328173.10 2599586205.23 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2980316.47000000 0.00000000 0.00000000 15177830.62000000 AUD CAD CHF EUR GBP JPY SEK USD N Fannie Mae Pool N/A 3140XN2H6 3477978.73000000 PA USD 2911104.02000000 0.111983361588 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045V100 255644.00000000 NS USD 14978181.96000000 0.576175620945 Long EC CORP US N 1 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAZ8 1845000.00000000 PA USD 1757389.43000000 0.067602660241 Long DBT CORP CA N 2 2029-11-15 Fixed 3.12500000 N N N N N N Japan Government Thirty Year Bond N/A N/A 20900000.00000000 PA 102026.84000000 0.003924733859 Long DBT NUSS JP N 2 2053-12-20 Fixed 1.60000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FQ1 165000.00000000 PA USD 132974.21000000 0.005115206786 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2L1 1764000.00000000 PA USD 1811639.71000000 0.069689541603 Long DBT CORP US Y 2 2029-06-10 Fixed 5.65000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDG1 285000.00000000 PA USD 273558.63000000 0.010523160549 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 260086.00000000 NS USD 31857934.14000000 1.225500199835 Long EC CORP US N 1 N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2G4 525000.00000000 PA USD 532024.94000000 0.020465754854 Long DBT CORP US Y 2 2027-12-10 Fixed 4.87500000 N N N N N N Corp Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 N/A 650000.00000000 PA USD 638793.44000000 0.024572889281 Long DBT CORP CL N 2 2027-08-01 Fixed 3.62500000 N N N N N N Kenvue Inc 5493008HSF8L4M2LIJ82 49177J102 764578.00000000 NS USD 15834410.38000000 0.609112725253 Long EC CORP US N 1 N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 N/A 1422200.00000000 NS 15765047.33000000 0.606444490984 Long EC CORP JP N 2 N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BV9 1786000.00000000 PA USD 1744456.29000000 0.067105152600 Long DBT CORP US Y 2 2054-04-04 Fixed 5.89300000 N N N N N N JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group N/A 472140AA0 428000.00000000 PA USD 445089.07000000 0.017121535308 Long DBT CORP US Y 2 2035-04-20 Fixed 5.95000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CA0 2266000.00000000 PA USD 1498522.52000000 0.057644655791 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N National Grid Electricity Distribution East Midlands PLC 549300KXFU5Q7NZE9L79 N/A 1650000.00000000 PA 2001713.38000000 0.077001231041 Long DBT CORP GB N 2 2032-09-20 Fixed 3.94900000 N N N N N N French Republic Government Bond OAT N/A N/A 2175000.00000000 PA 2525209.58000000 0.097138905219 Long DBT NUSS FR Y 2 2030-05-25 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140XNZ56 1289714.86000000 PA USD 1117927.16000000 0.043004042633 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UK2 3907400.00000000 PA USD 3801625.47000000 0.146239638537 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl N/A 46590XAP1 505000.00000000 PA USD 446805.21000000 0.017187551199 Long DBT CORP LU N 2 2032-05-15 Fixed 3.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QCA6 1535000.00000000 PA USD 1566657.42000000 0.060265646003 Long DBT CORP US N 2 2034-11-17 Fixed 5.22700000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CE2 1050000.00000000 PA USD 745490.75000000 0.028677285196 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VBC4 870000.00000000 PA USD 872565.67000000 0.033565560097 Long DBT CORP US N 2 2033-05-01 Fixed 5.10000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887CV9 3400000.00000000 PA 4071382.42000000 0.156616557350 Long DBT CORP US N 2 2032-06-07 Fixed 3.82800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 628000.00000000 PA USD 621555.21000000 0.023909774899 Long DBT CORP US N 2 2029-01-24 Variable 3.77200000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 G5960L103 265991.00000000 NS USD 24686624.71000000 0.949636702192 Long EC CORP US N 1 N N N Pricoa Global Funding I 635400IBXEBMD9ADYA79 74153WCX5 620000.00000000 PA USD 635754.46000000 0.024455986830 Long DBT CORP US Y 2 2035-05-28 Fixed 5.35000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 H5820Q150 210183.00000000 NS 26603301.57000000 1.023366777238 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC 3761.71000000 0.000144704183 N/A DFE N/A N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 803108.70000000 CAD 900000.00000000 AUD 2025-09-29 3761.71000000 N N N SSM Health Care Corp 5493000QP6H63JFPC580 784710AA3 320000.00000000 PA USD 318458.38000000 0.012250348896 Long DBT CORP US N 2 2027-06-01 Fixed 3.82300000 N N N N N N Toledo Hospital/The 5493009DCR7NWV6K4T34 889184AD9 100000.00000000 PA USD 100556.86000000 0.003868187167 Long DBT CORP US N 2 2038-11-15 Fixed 5.75000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NCK9 175000.00000000 PA USD 178263.99000000 0.006857398675 Long DBT CORP CA N 2 2035-06-20 Fixed 5.55000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2Z5 2063000.00000000 PA USD 1750263.69000000 0.067328549692 Long DBT CORP US N 2 2053-04-25 Variable 4.61100000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 225000.00000000 PA USD 231380.40000000 0.008900662710 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N Resona Holdings Inc 52990067JE75XZCYYT81 N/A 1301300.00000000 NS 13051314.62000000 0.502053541973 Long EC CORP JP N 2 N N N Wheels Fleet Lease Funding 1 LLC 549300BSFY0E0XXREF43 96328GAS6 1116950.71000000 PA USD 1124886.31000000 0.043271744854 Long ABS-CBDO CORP US Y 2 2038-04-18 Fixed 5.80000000 N N N N N N Freddie Mac REMICS N/A 3137AX6T5 317299.83500000 PA USD 300477.52000000 0.011558667275 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 1.75000000 N N N N N N Sika Capital BV 549300QW8B2Z3FSBS808 N/A 1045000.00000000 PA 1122012.53000000 0.043161197260 Long DBT CORP NL N 2 2031-04-29 Fixed 1.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GLV9 2074000.00000000 PA USD 2107380.44000000 0.081065995648 Long DBT CORP US N 2 2027-09-15 Variable 5.93300000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 N/A 496362.00000000 NS 7554161.92000000 0.290590937311 Long EC CORP JP N 2 N N N Alcon Finance Corp 549300CUZUI9VU7XNK42 01400EAB9 3856000.00000000 PA USD 3675914.89000000 0.141403846604 Long DBT CORP US Y 2 2029-09-23 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -306571.59000000 -0.01179309189 N/A DFE N/A N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 26242000.00000000 AUD 16875390.46000000 USD 2025-09-29 -306571.59000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UJ5 1826100.00000000 PA USD 1798922.50000000 0.069200340284 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N City of Toronto Canada 54930037NB6NXS8EKP78 891288DR0 1000000.00000000 PA 559319.55000000 0.021515714650 Long DBT NUSS CA N 2 2048-08-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 3140Q0HG0 3889000.00000000 PA USD 3946126.30000000 0.151798247431 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4.42000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DT9 2525000.00000000 PA USD 2770791.51000000 0.106585867567 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEU5 1381000.00000000 PA USD 1393605.24000000 0.053608733466 Long DBT CORP US N 2 2033-07-20 Variable 4.88900000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 N/A 6850000.00000000 PA 4601458.76000000 0.177007354122 Long DBT NUSS CA N 2 2034-05-23 Fixed 5.25000000 N N N N N N Unilever PLC 549300MKFYEKVRWML317 N/A 580540.00000000 NS 36623431.26000000 1.408817725925 Long EC CORP GB N 2 N N N Freddie Mac Pool N/A 3132DWA52 567878.60000000 PA USD 455093.14000000 0.017506368478 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc N/A 03522AAJ9 689000.00000000 PA USD 628936.34000000 0.024193709704 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Australia Government Bond N/A N/A 1401000.00000000 PA 775373.24000000 0.029826794681 Long DBT NUSS AU N 2 2031-11-21 Fixed 1.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 1345000.00000000 PA USD 1052145.22000000 0.040473565288 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A 2235000.00000000 PA 2499562.18000000 0.096152309739 Long DBT CORP BE N 2 2040-04-02 Fixed 3.70000000 N N N N N N NTT Finance Corp 3538007PR116187GD960 62954WAY1 3095000.00000000 PA 3663029.45000000 0.140908173871 Long DBT CORP JP Y 2 2033-07-16 Fixed 3.67800000 N N N N N N MISUMI Group Inc 353800SJWGE5BEK2V032 J43293109 1316072.00000000 NS 19960149.26000000 0.767820248462 Long EC CORP JP N 2 N N N Freddie Mac Pool N/A 3132DQAM8 230631.44000000 PA USD 225720.24000000 0.008682929596 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAT9 945000.00000000 PA USD 940770.17000000 0.036189227658 Long DBT CORP US N 2 2035-10-15 Fixed 5.87500000 N N N N N N New Issuer: BB Company ID:71179043 N/A 500945AC4 1335000.00000000 PA USD 1345353.86000000 0.051752615754 Long ABS-CBDO CORP US Y 2 2028-01-18 Fixed 5.28000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 1099000.00000000 PA USD 966716.92000000 0.037187338433 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAX2 214000.00000000 PA USD 192130.26000000 0.007390801644 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 5035000.00000000 PA 4767452.91000000 0.183392760755 Long DBT NUSS N/A N 2 2048-02-04 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 3140QQCC7 238915.92000000 PA USD 237470.43000000 0.009134931918 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CNE7 4173300.00000000 PA USD 4187482.71000000 0.161082663909 Long DBT UST US N 2 2027-05-31 Fixed 3.87500000 N N N N N N Severn Trent Utilities Finance PLC 213800KY9PT6WBH33232 N/A 1412000.00000000 PA 1873002.52000000 0.072050025355 Long DBT CORP GB N 2 2038-07-31 Fixed 5.87500000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680CD3 1055000.00000000 PA USD 1055017.40000000 0.040584051333 Long DBT CORP US N 2 2031-10-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 3140QKY85 463019.19000000 PA USD 407784.70000000 0.015686523462 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -54.75000000 -0.00000210610 N/A DFE N/A N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 30000.00000000 SEK 3120.24000000 USD 2025-09-29 -54.75000000 N N N Henneman Trust N/A 425911AA2 3214000.00000000 PA USD 3290051.92000000 0.126560600813 Long DBT CORP US Y 2 2055-05-15 Fixed 6.58000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JM3 270000.00000000 PA USD 213471.93000000 0.008211765763 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N FirstEnergy Pennsylvania Electric Co N/A 591894CE8 88000.00000000 PA USD 90077.34000000 0.003465064548 Long DBT CORP US Y 2 2028-04-01 Fixed 5.20000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BN6 1210000.00000000 PA USD 1247441.84000000 0.047986169394 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N Qatar Government International Bond N/A 74727PAY7 255000.00000000 PA USD 243804.00000000 0.009378569539 Long DBT NUSS QA Y 2 2048-04-23 Fixed 5.10300000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BM4 5506000.00000000 PA USD 5735446.06000000 0.220629192771 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N Ginnie Mae II Pool N/A 36179WZB7 359440.75000000 PA USD 328254.48000000 0.012627181946 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N Capgemini SE 96950077L0TN7BAROX36 N/A 143424.00000000 NS 20399112.79000000 0.784706148577 Long EC CORP FR N 2 N N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAE3 1400000.00000000 PA USD 1452647.75000000 0.055879960705 Long DBT CORP US Y 2 2029-05-24 Fixed 5.44800000 N N N N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 N/A 3900000.00000000 PA 4620421.46000000 0.177736804830 Long DBT CORP ES N 2 2026-08-28 Fixed 3.50000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAJ4 385000.00000000 PA USD 420091.60000000 0.016159941115 Long DBT CORP MX N 2 2035-03-01 Fixed 6.37500000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Y74718100 523013.00000000 NS 26129623.24000000 1.005145479977 Long EC CORP KR N 2 N N N Lincoln Financial Global Funding 984500OC010458395923 53359KAC5 530000.00000000 PA USD 533445.24000000 0.020520390473 Long DBT CORP US Y 2 2030-08-18 Fixed 4.62500000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YBM6 502000.00000000 PA USD 454881.89000000 0.017498242185 Long DBT CORP US N 2 2053-05-17 Fixed 5.00000000 N N N N N N N/A N/A N/A -101.00000000 NC USD -26307.91000000 -0.00101200375 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short N/A CBOT 5 Year US Treasury Note 2025-12-31 -11030035.84000000 USD -26307.91000000 N N N Freddie Mac Pool N/A 3132DWF65 529804.41000000 PA USD 535858.01000000 0.020613204090 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Japan Government Twenty Year Bond N/A N/A 276400000.00000000 PA 1517310.46000000 0.058367383891 Long DBT NUSS JP N 2 2043-06-20 Fixed 1.10000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857LBK3 1755000.00000000 PA 2038290.62000000 0.078408271897 Long DBT CORP US N 2 2046-05-09 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WVW5 1915728.58000000 PA USD 1748765.36000000 0.067270912442 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N FirstEnergy Pennsylvania Electric Co N/A 708696BZ1 229000.00000000 PA USD 223036.39000000 0.008579688165 Long DBT CORP US Y 2 2029-06-01 Fixed 3.60000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 5725000.00000000 PA 6925130.63000000 0.266393575103 Long DBT CORP IT N 2 2028-06-30 Fixed 3.62500000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 80414L3B9 2755000.00000000 PA USD 2834117.15000000 0.109021856797 Long DBT CORP SA Y 2 2035-06-02 Fixed 5.37500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBA0 2062000.00000000 PA USD 1862537.25000000 0.071647450900 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N Fannie Mae Pool N/A 3140XA4Q2 548335.63000000 PA USD 474884.37000000 0.018267690798 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFU3 250000.00000000 PA USD 154276.51000000 0.005934656434 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N County of Broward FL Airport System Revenue N/A 114894ZW1 110000.00000000 PA USD 89395.76000000 0.003438845760 Long DBT MUN US N 2 2043-10-01 Fixed 3.47700000 N N N N N N Columbia Pipelines Holding Co LLC N/A 19828AAD9 870000.00000000 PA USD 883255.90000000 0.033976788237 Long DBT CORP US Y 2 2031-10-01 Fixed 5.09700000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 84476.00000000 NS USD 42803144.44000000 1.646536835511 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAE2 1290000.00000000 PA USD 1331024.05000000 0.051201381486 Long DBT CORP US N 2 2031-01-15 Variable 5.23000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCF0 940000.00000000 PA USD 684688.92000000 0.026338381032 Long DBT CORP US N 2 2051-03-13 Fixed 3.70000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140CM0 1727000.00000000 PA USD 1567439.11000000 0.060295715789 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N N Ohio Edison Co N/A 677347CJ3 235000.00000000 PA USD 239934.14000000 0.009229705078 Long DBT CORP US Y 2 2029-12-15 Fixed 4.95000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDY9 4346000.00000000 PA USD 4746313.46000000 0.182579575566 Long DBT CORP US N 2 2034-10-23 Variable 6.25400000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 80414L3F0 1955000.00000000 PA USD 2015182.97000000 0.077519374658 Long DBT CORP SA Y 2 2055-06-02 Fixed 6.37500000 N N N N N N Chicago Transit Authority Sales & Transfer Tax Receipts Revenue N/A 167725AF7 51620.62000000 PA USD 57366.49000000 0.002206754670 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SX7 377300.00000000 PA USD 234353.41000000 0.009015027450 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N Motability Operations Group PLC AZ3NL8JCZDCNUXFWI720 N/A 235000.00000000 PA 277062.68000000 0.010657953155 Long DBT CORP GB N 2 2034-01-24 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 3140XJ3A9 723236.60000000 PA USD 724779.63000000 0.027880576860 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140XMDB9 90214.56000000 PA USD 87001.08000000 0.003346728022 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 33335.00000000 NS USD 11726586.30000000 0.451094342492 Long EC CORP US N 1 N N N Australia Government Bond N/A N/A 6200000.00000000 PA 4030122.55000000 0.155029386672 Long DBT NUSS AU N 2 2029-04-21 Fixed 3.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TT5 168600.00000000 PA USD 147663.30000000 0.005680261716 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N Yorkshire Water Finance PLC 213800O8BDOGHJMTCP32 N/A 535000.00000000 PA 731697.66000000 0.028146697290 Long DBT CORP GB N 2 2034-11-18 Fixed 6.37500000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YGF0 510000.00000000 PA USD 554289.73000000 0.021322229241 Long DBT MUN US N 2 2040-11-15 Fixed 6.81400000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DR5 1078000.00000000 PA USD 1037022.75000000 0.039891839244 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N Rotork PLC 213800AH5RZIHGWRJ718 G76717134 4736741.00000000 NS 22042267.99000000 0.847914485222 Long EC CORP GB N 2 N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FZ1 1430000.00000000 PA USD 1203669.04000000 0.046302332178 Long DBT CORP US N 2 2043-10-01 Fixed 4.65000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AC7 1940000.00000000 PA USD 2063055.26000000 0.079360909665 Long DBT CORP US Y 2 2032-01-25 Fixed 6.15000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CCC6 740000.00000000 PA USD 752853.01000000 0.028960494115 Long DBT CORP US Y 2 2030-06-05 Fixed 4.80300000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 1562000.00000000 PA USD 1499750.61000000 0.057691897540 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N Columbia Pipelines Operating Co LLC N/A 19828TAE6 1602000.00000000 PA USD 1664732.44000000 0.064038362592 Long DBT CORP US Y 2 2043-08-15 Fixed 6.49700000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599CA0 2002000.00000000 PA USD 2059592.50000000 0.079227705388 Long DBT CORP US Y 2 2029-07-01 Fixed 5.25000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 453806.00000000 NS USD 23525303.04000000 0.904963374273 Long EC CORP US N 1 N N N Realty Income Corp 549300CUWDAUZSH43859 756109BU7 3715000.00000000 PA 4680454.82000000 0.180046147751 Long DBT CORP US N 2 2030-07-06 Fixed 4.87500000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816EK1 1565000.00000000 PA USD 1584181.00000000 0.060939737132 Long DBT CORP US N 2 2033-07-20 Variable 4.91800000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599CB8 585000.00000000 PA USD 603547.40000000 0.023217056575 Long DBT CORP US Y 2 2030-02-01 Fixed 5.25000000 N N N N N N Arkema SA 9695000EHMS84KKP2785 F0392W125 115938.00000000 NS 8226021.99000000 0.316435822495 Long EC CORP FR N 2 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TZ1 2277100.00000000 PA USD 2182458.03000000 0.083954054903 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676BC8 2629000.00000000 PA USD 2567569.36000000 0.098768386862 Long DBT CORP US Y 2 2055-05-01 Fixed 5.70000000 N N N N N N N/A N/A N/A 76.00000000 NC USD 18263.41000000 0.000702550658 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long N/A CBOT 2 Year US Treasury Note Future 2025-12-31 15830705.30000000 USD 18263.41000000 N N N Aon North America Inc N/A 03740MAC4 2163000.00000000 PA USD 2254151.73000000 0.086711943826 Long DBT CORP US N 2 2031-03-01 Fixed 5.30000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 N/A 949398.00000000 NS 35556295.43000000 1.367767506938 Long EC CORP TW N 2 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160DD3 1230000.00000000 PA 1417613.66000000 0.054532281220 Long DBT CORP US N 2 2037-02-26 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 3140J9M81 145455.69000000 PA USD 142994.64000000 0.005500669287 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BQ0 689000.00000000 PA USD 751730.66000000 0.028917319936 Long DBT CORP US Y 2 2033-10-06 Fixed 6.50000000 N N N N N N Prologis Euro Finance LLC 549300MI5D1784PRQH06 N/A 1390000.00000000 PA 1586205.25000000 0.061017605294 Long DBT CORP US N 2 2043-01-31 Fixed 4.25000000 N N N N N N Israel Government International Bond N/A 46514BRN9 2245000.00000000 PA USD 2297567.43000000 0.088382044241 Long DBT NUSS IL N 2 2029-03-12 Fixed 5.37500000 N N N N N N United Kingdom Gilt N/A N/A 2085000.00000000 PA 2845897.70000000 0.109475026997 Long DBT NUSS GB N 2 2030-03-07 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3140Q0CU4 1589000.00000000 PA USD 1606668.73000000 0.061804787499 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4.34000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2G7 479000.00000000 PA USD 452370.44000000 0.017401632578 Long DBT CORP US N 2 2030-10-30 Variable 2.87900000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 N/A 651196.00000000 NS 13475427.90000000 0.518368187709 Long EC CORP FR N 2 N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAX1 1655000.00000000 PA USD 1716268.93000000 0.066020850801 Long DBT CORP GB N 2 2035-01-05 Variable 5.67900000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 100699.00000000 NS USD 22103430.50000000 0.850267263902 Long EC CORP US N 1 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 39574.00000000 NS USD 18941699.36000000 0.728642863310 Long EC CORP US N 1 N N N French Republic Government Bond OAT N/A N/A 1150000.00000000 PA 1310740.26000000 0.050421111535 Long DBT NUSS FR Y 2 2035-05-25 Fixed 3.20000000 N N N N N N Chicago Transit Authority Sales & Transfer Tax Receipts Revenue N/A 167725AC4 276872.06000000 PA USD 307690.58000000 0.011836136819 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N Toyota Motor Finance Netherlands BV 724500OPA8GZSQUNSR96 N/A 3255000.00000000 PA 4194690.82000000 0.161359943038 Long DBT CORP NL N 2 2027-06-15 Fixed 2.13000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3E9 3940000.00000000 PA USD 3495374.56000000 0.134458882454 Long DBT CORP US Y 2 2031-10-04 Fixed 2.64600000 N N N N N N Fannie Mae Pool N/A 31418DVA7 899166.68000000 PA USD 721427.59000000 0.027751631723 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Whistler Pipeline LLC 549300NG57SGLTNW5C85 96337RAA0 2093000.00000000 PA USD 2152812.29000000 0.082813652637 Long DBT CORP US Y 2 2029-09-30 Fixed 5.40000000 N N N N N N Fannie Mae Pool N/A 3140XN2G8 1531515.60000000 PA USD 1228779.53000000 0.047268273986 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081GK7 270000.00000000 PA USD 277253.04000000 0.010665275859 Long DBT CORP US N 2 2028-04-01 Fixed 5.05000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBU8 2203000.00000000 PA USD 1921427.79000000 0.073912832209 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N Columbia Pipelines Operating Co LLC N/A 19828TAA4 479000.00000000 PA USD 509385.50000000 0.019594868559 Long DBT CORP US Y 2 2030-08-15 Fixed 5.92700000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAX3 680000.00000000 PA USD 699973.05000000 0.026926325758 Long DBT CORP FR Y 2 2029-05-30 Fixed 5.28100000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 N/A 985000.00000000 PA 1220158.65000000 0.046936648899 Long DBT NUSS CA N 2 2029-06-28 Fixed 0.25000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2Q7 345000.00000000 PA USD 350815.55000000 0.013495053531 Long DBT CORP US Y 2 2031-12-09 Fixed 5.20000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383DY69 2119723.01000000 PA USD 1893246.29000000 0.072828755830 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 2.50000000 N N N N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 529043AF8 3555000.00000000 PA USD 3777158.66000000 0.145298457593 Long DBT CORP US N 2 2028-11-15 Fixed 6.75000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2L8 4891000.00000000 PA USD 5047873.52000000 0.194179885623 Long DBT CORP US Y 2 2029-01-08 Fixed 5.50000000 N N N N N N Japan Government Thirty Year Bond N/A N/A 50250000.00000000 PA 221948.43000000 0.008537836889 Long DBT NUSS JP N 2 2053-06-20 Fixed 1.20000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAX1 445000.00000000 PA USD 447904.98000000 0.017229856778 Long DBT CORP US N 2 2029-07-29 Variable 5.01900000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2S3 2293000.00000000 PA USD 2357208.81000000 0.090676308608 Long DBT CORP US Y 2 2035-01-13 Fixed 5.90000000 N N N N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 N/A 14558.00000000 NS 10638339.36000000 0.409232028489 Long EC CORP CH N 2 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 Y002A1105 2901200.00000000 NS 27574037.85000000 1.060708731048 Long EC CORP HK N 2 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 H1467J104 97361.00000000 NS USD 26781090.27000000 1.030205892619 Long EC CORP US N 1 N N N Spain Government Bond N/A N/A 1050000.00000000 PA 1139086.14000000 0.043817979096 Long DBT NUSS ES Y 2 2029-10-31 Fixed 0.60000000 N N N N N N Freddie Mac Pool N/A 3133CYSG4 2005639.98000000 PA USD 1980273.25000000 0.076176479395 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Japan Government Ten Year Bond N/A N/A 873250000.00000000 PA 5742820.73000000 0.220912879074 Long DBT NUSS JP N 2 2034-06-20 Fixed 1.10000000 N N N N N N Freddie Mac Pool N/A 3132DTPG9 4015941.25000000 PA USD 4054297.91000000 0.155959356217 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 403201.00000000 NS USD 33917268.12000000 1.304717960564 Long EC CORP US N 1 N N N Constellation Software Inc/Canada 549300B6PYHMCTDWQV29 21037XAD2 2819000.00000000 PA USD 2877964.25000000 0.110708552161 Long DBT CORP CA Y 2 2034-02-16 Fixed 5.46100000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAZ1 1410000.00000000 PA USD 1479931.75000000 0.056929512359 Long DBT CORP US N 2 2034-07-15 Fixed 5.95000000 N N N N N N Sony Group Corp 529900R5WX9N2OI2N910 N/A 678500.00000000 NS 18544179.59000000 0.713351207691 Long EC CORP JP N 2 N N N Bermuda Government International Bond N/A 085209AG9 200000.00000000 PA USD 180334.02000000 0.006937027886 Long DBT NUSS BM Y 2 2030-08-20 Fixed 2.37500000 N N N N N N Massachusetts Mutual Life Insurance Co R6ZXK5P01NP6HXSY1S07 575767AQ1 606000.00000000 PA USD 409052.75000000 0.015735302379 Long DBT CORP US Y 2 2050-04-15 Fixed 3.37500000 N N N N N N Healthpeak OP LLC N/A 42250GAB9 2360000.00000000 PA USD 2344817.95000000 0.090199661210 Long DBT CORP US N 2 2033-01-15 Fixed 4.75000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111ES8 83000.00000000 PA USD 90947.50000000 0.003498537567 Long DBT CORP US N 2 2037-08-15 Fixed 6.30000000 N N N N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 EC2153012 9680000.00000000 PA 13225647.02000000 0.508759701578 Long DBT NUSS DE N 2 2030-01-04 Fixed 6.25000000 N N N N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 960386AS9 145000.00000000 PA USD 148165.83000000 0.005699592869 Long DBT CORP US N 2 2030-05-29 Fixed 4.90000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDQ9 431000.00000000 PA USD 363140.35000000 0.013969159755 Long DBT CORP US N 2 2052-08-15 Fixed 4.85000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AX8 4516000.00000000 PA USD 4126231.60000000 0.158726476994 Long DBT CORP GB Y 2 2030-09-10 Fixed 2.62500000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851109 353330.00000000 NS USD 29170924.80000000 1.122137236353 Long EC CORP US N 1 N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CL4 1338000.00000000 PA USD 858828.69000000 0.033037130612 Long DBT CORP NL N 2 2051-11-26 Fixed 3.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABH3 725000.00000000 PA USD 756710.14000000 0.029108868883 Long DBT CORP DK Y 2 2030-03-01 Variable 5.70500000 N N N N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 775109BJ9 2413000.00000000 PA 1736811.29000000 0.066811067334 Long DBT CORP CA N 2 2029-05-01 Fixed 3.25000000 N N N N N N SCE Recovery Funding LLC N/A 78433LAA4 249209.72000000 PA USD 223518.90000000 0.008598249196 Long DBT CORP US N 2 2033-11-15 Fixed 0.86100000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WCW2 1580000.00000000 PA USD 1664552.12000000 0.064031426103 Long DBT MUN US N 2 2040-11-01 Fixed 5.64700000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UD8 478800.00000000 PA USD 434866.36000000 0.016728291569 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N Bulgaria Government International Bond N/A N/A 590000.00000000 PA 756913.86000000 0.029116705515 Long DBT NUSS BG N 2 2036-05-13 Fixed 4.87500000 N N N N N N Ginnie Mae II Pool N/A 36179WJS8 469570.45000000 PA USD 416487.53000000 0.016021300973 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BK9 6901000.00000000 PA USD 6859023.52000000 0.263850589228 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AN6 177000.00000000 PA USD 157574.04000000 0.006061504699 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N N Isuzu Motors Ltd 529900C0QSXVCC7AR494 N/A 1890614.00000000 NS 24764441.45000000 0.952630130140 Long EC CORP JP N 2 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AX1 1336000.00000000 PA USD 1037878.44000000 0.039924755636 Long DBT CORP US N 2 2050-03-26 Fixed 3.95000000 N N N N N N London Stock Exchange Group PLC 213800QAUUUP6I445N30 N/A 155906.00000000 NS 19321914.16000000 0.743268837214 Long EC CORP GB N 2 N N N American Medical Systems Europe BV 549300AA2JE6ZQ5D2493 N/A 1300000.00000000 PA 1546165.57000000 0.059477372471 Long DBT CORP NL N 2 2032-03-08 Fixed 3.50000000 N N N N N N United Kingdom Gilt N/A N/A 1900000.00000000 PA 2519195.88000000 0.096907572248 Long DBT NUSS GB N 2 2035-03-07 Fixed 4.50000000 N N N N N N Saudi Government International Bond N/A 80413TBE8 765000.00000000 PA USD 664224.00000000 0.025551143434 Long DBT NUSS SA Y 2 2053-01-18 Fixed 5.00000000 N N N N N N Gray Oak Pipeline LLC N/A 38937LAB7 1682000.00000000 PA USD 1655798.21000000 0.063694683664 Long DBT CORP US Y 2 2027-10-15 Fixed 3.45000000 N N N N N N Morgan Stanley Private Bank NA 549300GS0W0TEUQS8571 61776NVG5 1090000.00000000 PA USD 1105475.96000000 0.042525074097 Long DBT CORP US N 2 2031-07-18 Variable 4.73400000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AB4 65000.00000000 PA USD 51261.11000000 0.001971894984 Long DBT CORP US N 2 2052-07-01 Fixed 4.12500000 N N N N N N Israel Government International Bond N/A 46514BRL3 299000.00000000 PA USD 304306.98000000 0.011705977643 Long DBT NUSS IL N 2 2034-03-12 Fixed 5.50000000 N N N N N N Severn Trent Utilities Finance PLC 213800KY9PT6WBH33232 N/A 1970000.00000000 PA 2355598.92000000 0.090614379906 Long DBT CORP GB N 2 2034-03-05 Fixed 4.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 166282.00000000 NS USD 4048966.70000000 0.155754277040 Long EC CORP US N 1 N N N Ginnie Mae II Pool N/A 36179WBY3 187742.48000000 PA USD 160088.52000000 0.006158230862 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140NYEL1 3427000.00000000 PA USD 3476401.58000000 0.133729036298 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.47000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 85575.00000000 NS USD 19132002.75000000 0.735963389539 Long EC CORP US N 1 N N N Ginnie Mae II Pool N/A 21H030690 1334000.00000000 PA USD 1181676.14000000 0.045456316763 Long ABS-MBS USGA US N 2 2025-09-22 Fixed 3.00000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAF0 1200000.00000000 PA USD 864895.67000000 0.033270513140 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2U6 690000.00000000 PA USD 636292.89000000 0.024476698973 Long DBT CORP US N 2 2033-03-02 Variable 3.35000000 N N N N N N Charles River Laboratories International Inc 549300BSQ0R4UZ5KX287 159864107 59897.00000000 NS USD 9781779.07000000 0.376282157918 Long EC CORP US N 1 N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QCR5 1071000.00000000 PA USD 1040929.82000000 0.040042135086 Long DBT CORP US N 2 2054-03-01 Fixed 5.45000000 N N N N N N Fannie Mae Pool N/A 3140XKME7 73068.34000000 PA USD 71421.04000000 0.002747400330 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 4.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 348000.00000000 PA USD 307559.17000000 0.011831081784 Long DBT CORP FR Y 2 2032-10-19 Variable 3.11600000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 1410000.00000000 PA 1684921.76000000 0.064814998502 Long DBT NUSS N/A N 2 2044-04-04 Fixed 4.00000000 N N N N N N Kite Realty Group LP 549300X6R2GYI8Y3OD81 49803XAG8 285000.00000000 PA USD 289343.25000000 0.011130357955 Long DBT CORP US N 2 2032-08-15 Fixed 5.20000000 N N N N N N Saudi Government International Bond N/A 80413TBL2 2515000.00000000 PA USD 2643720.89000000 0.101697758077 Long DBT NUSS SA Y 2 2035-01-13 Fixed 5.62500000 N N N N N N Ginnie Mae II Pool N/A 36179V7D6 173354.60000000 PA USD 142000.01000000 0.005462408198 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A 3375000.00000000 PA 3882151.04000000 0.149337268838 Long DBT CORP BE N 2 2032-04-02 Fixed 2.87500000 N N N N N N JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl N/A 46590XAY2 7287000.00000000 PA USD 7540445.06000000 0.290063281795 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N Lincoln Financial Global Funding 984500OC010458395923 53359KAB7 580000.00000000 PA USD 585487.44000000 0.022522332162 Long DBT CORP US Y 2 2028-05-28 Fixed 4.62500000 N N N N N N Freddie Mac Pool N/A 3132E0N32 145385.14000000 PA USD 140556.32000000 0.005406872821 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 H57312649 132730.00000000 NS 12520492.85000000 0.481634070253 Long EC CORP CH N 2 N N N Realty Income Corp 549300CUWDAUZSH43859 756109AW4 1042000.00000000 PA USD 1008637.11000000 0.038799910076 Long DBT CORP US N 2 2029-06-15 Fixed 3.25000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 50425.00000000 NS USD 20511377.25000000 0.789024699728 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEV4 381000.00000000 PA USD 392846.94000000 0.015111902779 Long DBT CORP US N 2 2031-01-24 Variable 5.14000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GG2 1625000.00000000 PA USD 1210309.80000000 0.046557786680 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 152381.00000000 NS USD 12810670.67000000 0.492796532164 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC -2374.19000000 -0.00009132953 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 460000.00000000 EUR 536680.53000000 USD 2025-09-29 -2374.19000000 N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAL5 450000.00000000 PA USD 463461.03000000 0.017828261631 Long DBT CORP US N 2 2055-05-19 Fixed 6.62500000 N N N N N N Japan Government Five Year Bond N/A N/A 20900000.00000000 PA 139811.17000000 0.005378208644 Long DBT NUSS JP N 2 2029-06-20 Fixed 0.60000000 N N N N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 N/A 17780000.00000000 PA 20673161.13000000 0.795248147124 Long DBT NUSS DE N 2 2026-02-15 Fixed 0.50000000 N N N N N N Freddie Mac Pool N/A 3132DWHG1 1136441.57000000 PA USD 1147295.84000000 0.044133787050 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140XJ6M0 146827.23000000 PA USD 142828.82000000 0.005494290580 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 40989.00000000 NS USD 5599507.29000000 0.215399946296 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160DF8 1725000.00000000 PA 1856538.07000000 0.071416676479 Long DBT CORP US N 2 2055-02-26 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3140XLSP4 421038.88000000 PA USD 397059.12000000 0.015273935490 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 4.00000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 168076.00000000 NS USD 22186032.00000000 0.853444750374 Long EC CORP US N 1 N N N Bermuda Government International Bond N/A 085209AH7 200000.00000000 PA USD 136717.27000000 0.005259193548 Long DBT NUSS BM Y 2 2050-08-20 Fixed 3.37500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379TAR0 36791.92600000 PA USD 35517.94000000 0.001366292063 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 2.75000000 N N N N N N Canadian Government Bond 4BFD7AQU0A75QLAHK410 135087ZS6 964000.00000000 PA 679534.54000000 0.026140104091 Long DBT NUSS CA N 2 2045-12-01 Fixed 3.50000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 111301.00000000 NS USD 22906858.81000000 0.881173271496 Long EC CORP US N 1 N N N Trans-Allegheny Interstate Line Co N/A 893045AF1 230000.00000000 PA USD 235571.05000000 0.009061867212 Long DBT CORP US Y 2 2031-01-15 Fixed 5.00000000 N N N N N N United Utilities Water Finance PLC 213800313INX42GDLR44 N/A 3865000.00000000 PA 4516822.15000000 0.173751581729 Long DBT CORP GB N 2 2034-05-23 Fixed 3.75000000 N N N N N N Sammons Financial Group Global Funding 635400IPRNPM6HDHRS48 79587J2C6 3105000.00000000 PA USD 3150366.31000000 0.121187222168 Long DBT CORP US Y 2 2030-06-12 Fixed 4.95000000 N N N N N N Alcon Finance Corp 549300CUZUI9VU7XNK42 01400EAF0 200000.00000000 PA USD 198929.35000000 0.007652346731 Long DBT CORP US Y 2 2052-12-06 Fixed 5.75000000 N N N N N N N/A N/A N/A -195.00000000 NC USD -108886.27000000 -0.00418860008 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short N/A Ultra 10-Year US Treasury Note Futures 2025-12-19 -22200332.48000000 USD -108886.27000000 N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAE4 769000.00000000 PA USD 824622.06000000 0.031721281577 Long DBT CORP US N 2 2038-04-15 Fixed 6.05000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 687005.00000000 NS USD 17010243.80000000 0.654344286247 Long EC CORP US N 1 N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 894000.00000000 PA USD 953209.17000000 0.036667726889 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N Freddie Mac Pool N/A 3133AUDY1 1891829.35000000 PA USD 1662602.06000000 0.063956411857 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAU1 3296000.00000000 PA USD 3327359.57000000 0.127995738833 Long DBT CORP US N 2 2035-06-15 Fixed 5.40000000 N N N N N N Northwestern Mutual Life Insurance Co/The 1DU7IM20QESYGDO4HO54 668138AC4 40000.00000000 PA USD 26998.03000000 0.001038551056 Long DBT CORP US Y 2 2059-09-30 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 3140XJ6L2 329170.29000000 PA USD 320514.89000000 0.012329458025 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GLS6 1160000.00000000 PA USD 1212432.76000000 0.046639451985 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N Jyske Bank A/S 3M5E1GQGKL17HI6CPN30 N/A 2825000.00000000 PA 3492932.90000000 0.134364957506 Long DBT CORP DK N 2 2035-05-01 Variable 5.12500000 N N N N N N Massachusetts School Building Authority N/A 576000XQ1 175000.00000000 PA USD 149590.84000000 0.005754409671 Long DBT MUN US N 2 2040-10-15 Fixed 3.39500000 N N N N N N Wheels Fleet Lease Funding 1 LLC 549300BSFY0E0XXREF43 96328GBT3 1142574.10000000 PA USD 1151632.77000000 0.044300618601 Long ABS-CBDO CORP US Y 2 2039-06-21 Fixed 4.87000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BL3 4182000.00000000 PA USD 3675703.10000000 0.141395699538 Long DBT CORP US N 2 2040-03-25 Fixed 4.60000000 N N N N N N Freddie Mac Pool N/A 3132E0K27 278637.28000000 PA USD 282517.61000000 0.010867791552 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132DQM52 1998348.37000000 PA USD 2019932.73000000 0.077702086814 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UF3 2295200.00000000 PA USD 2226792.28000000 0.085659489788 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GMM8 1570000.00000000 PA USD 1617446.12000000 0.062219368480 Long DBT CORP US N 2 2036-01-24 Variable 5.51100000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 N/A 1930000.00000000 PA 2337104.89000000 0.089902957836 Long DBT CORP GB N 2 2035-03-22 Variable 4.59900000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555DJ0 815000.00000000 PA USD 811869.45000000 0.031230718503 Long DBT CORP US N 2 2055-08-15 Fixed 5.90000000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 365331.00000000 NS 6886823.37000000 0.264919984424 Long EC CORP ES N 2 N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KR1 478000.00000000 PA USD 443232.64000000 0.017050122789 Long DBT CORP US N 2 2052-05-15 Fixed 5.12500000 N N N N N N Golden State Tobacco Securitization Corp N/A 38122NB76 100000.00000000 PA USD 88623.27000000 0.003409129876 Long DBT MUN US N 2 2046-06-01 Fixed 3.00000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 N/A 454814.00000000 NS USD 36339638.60000000 1.397900886182 Long EC CORP US N 1 N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BU1 885000.00000000 PA USD 908415.93000000 0.034944635733 Long DBT CORP US Y 2 2034-04-04 Fixed 5.63400000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UL0 1817300.00000000 PA USD 1847541.00000000 0.071070580244 Long DBT UST US N 2 2045-05-15 Fixed 5.00000000 N N N N N N Credit Agricole Home Loan SFH SA 969500C9913Z7PKUGB44 N/A 1500000.00000000 PA 1749209.91000000 0.067288013241 Long DBT CORP FR N 2 2031-02-17 Fixed 2.62500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GLU1 1178000.00000000 PA USD 1249332.63000000 0.048058903662 Long DBT CORP US N 2 2034-09-15 Variable 5.87200000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBV9 837000.00000000 PA USD 822472.47000000 0.031638591878 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N Saudi Government International Bond N/A 80413TBK4 2925000.00000000 PA USD 3059242.43000000 0.117681899674 Long DBT NUSS SA Y 2 2031-01-13 Fixed 5.37500000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 75896.00000000 NS USD 24184260.40000000 0.930311922387 Long EC CORP US N 1 N N N Fannie Mae REMICS N/A 3136ANUU9 45051.69530000 PA USD 44334.91000000 0.001705460273 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140XRZN8 1336292.26000000 PA USD 1217219.67000000 0.046823593214 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 305000.00000000 PA 294581.65000000 0.011331866948 Long DBT NUSS N/A N 2 2053-03-04 Fixed 3.00000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAN5 534000.00000000 PA USD 548251.12000000 0.021089938040 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 3140XGK99 1150732.20000000 PA USD 1050262.00000000 0.040401122220 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.50000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AD5 1386000.00000000 PA USD 1468334.54000000 0.056483394820 Long DBT CORP US Y 2 2035-01-25 Fixed 6.25000000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551PAE9 358000.00000000 PA USD 335034.38000000 0.012887988839 Long DBT CORP US N 2 2029-09-15 Fixed 3.37500000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WJA3 225000.00000000 PA USD 187637.40000000 0.007217971830 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EW5 1345000.00000000 PA USD 1382298.57000000 0.053173792321 Long DBT CORP GB N 2 2031-05-13 Variable 5.24000000 N N N N N N Texas Electric Market Stabilization Funding N LLC N/A 88240TAA9 1276594.45000000 PA USD 1275869.27000000 0.049079706125 Long DBT CORP US Y 2 2036-08-01 Fixed 4.26500000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A 635000.00000000 PA 690348.46000000 0.026556090296 Long DBT CORP BE N 2 2031-03-28 Fixed 1.65000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 N/A 2125000.00000000 PA 2566148.32000000 0.098713722777 Long DBT CORP GB N 2 2029-01-16 Fixed 3.87500000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AT5 831000.00000000 PA USD 831322.93000000 0.031979048370 Long DBT CORP GB N 2 2029-01-17 Fixed 4.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 N/A 1440000.00000000 PA 1885163.59000000 0.072517833269 Long DBT CORP DK N 2 2028-01-14 Variable 2.25000000 N N N N N N Emera US Finance LP N/A 29103DAT3 1365000.00000000 PA USD 1213532.29000000 0.046681748332 Long DBT CORP US N 2 2031-06-15 Fixed 2.63900000 N N N N N N Fannie Mae REMICS N/A 3136B3T59 54203.98910000 PA USD 52720.60000000 0.002028038150 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 3.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 2100000.00000000 PA 2469672.18000000 0.095002511362 Long DBT CORP FR N 2 2036-05-06 Variable 3.97900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UE6 2114100.00000000 PA USD 1973710.55000000 0.075924027679 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179W5E4 212437.55000000 PA USD 200189.48000000 0.007700820984 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 2100000.00000000 PA USD 2188342.41000000 0.084180413236 Long DBT CORP FR Y 2 2031-01-14 Variable 5.87600000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FF5 319000.00000000 PA USD 266479.59000000 0.010250846441 Long DBT CORP US N 2 2054-12-01 Fixed 4.62500000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JW2 3827000.00000000 PA USD 3306235.25000000 0.127183135660 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N Texas Natural Gas Securitization Finance Corp N/A 88258MAA3 865017.32000000 PA USD 888848.11000000 0.034191907474 Long DBT MUN US N 2 2035-04-01 Fixed 5.10200000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UA4 1505400.00000000 PA USD 1434069.92000000 0.055165315045 Long DBT UST US N 2 2054-05-15 Fixed 4.62500000 N N N N N N Volkswagen Financial Services AG 529900SSGT49ZZSWYE62 N/A 3500000.00000000 PA 4131771.28000000 0.158939575525 Long DBT CORP DE N 2 2027-05-19 Fixed 3.25000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FU5 2350000.00000000 PA 1711524.50000000 0.065838343677 Long DBT CORP US N 2 2027-03-30 Fixed 3.05700000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBK7 733000.00000000 PA USD 605641.90000000 0.023297627090 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EDD4 805000.00000000 PA USD 806493.08000000 0.031023902126 Long DBT CORP GB N 2 2029-11-11 Variable 4.47600000 N N N N N N N/A N/A N/A 1.00000000 NC -56692.00000000 -0.00218080861 N/A DFE N/A N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 4324000.00000000 CHF 5364684.40000000 USD 2025-09-29 -56692.00000000 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3A9 2106000.00000000 PA USD 2128764.74000000 0.081888599643 Long DBT CORP US N 2 2028-07-25 Variable 4.80800000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 N/A 1045740.00000000 NS 24784933.32000000 0.953418404442 Long EC CORP GB N 2 N N N Cajamar Caja Rural SCC 635400CE9HHFB55PEY43 N/A 600000.00000000 PA 718742.48000000 0.027648341822 Long DBT CORP ES N 2 2029-07-25 Fixed 3.37500000 N N N N N N National Grid Electricity Transmission PLC 5XJXCCYG4SDKFJ5WLB02 N/A 1145000.00000000 PA 985802.92000000 0.037921532204 Long DBT CORP GB N 2 2038-09-16 Fixed 2.00000000 N N N N N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAG8 1775000.00000000 PA USD 1834415.64000000 0.070565678349 Long DBT CORP US Y 2 2030-01-09 Fixed 5.25000000 N N N N N N Shell PLC 21380068P1DRHMJ8KU70 N/A 166171.00000000 NS 6118311.48000000 0.235357129826 Long EC CORP GB N 2 N N N American Express Co R4PP93JZOLY261QX3811 025816ED7 1045000.00000000 PA USD 1061048.75000000 0.040816063259 Long DBT CORP US N 2 2029-04-25 Variable 4.73100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TQ1 1742500.00000000 PA USD 1547557.81000000 0.059530928687 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 3140Q0CR1 1790000.00000000 PA USD 1809903.73000000 0.069622762513 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4.34000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAS6 625000.00000000 PA 707741.90000000 0.027225175244 Long DBT CORP US N 2 2045-05-06 Fixed 3.87500000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAY9 305000.00000000 PA USD 308332.00000000 0.011860810746 Long DBT CORP US N 2 2036-07-29 Variable 6.00000000 N N N N N N Nykredit Realkredit AS LIU16F6VZJSD6UKHD557 N/A 7285000.00000000 PA 8564575.74000000 0.329459193265 Long DBT CORP DK N 2 2031-07-10 Fixed 3.50000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAM9 115000.00000000 PA USD 111521.73000000 0.004289980065 Long DBT CORP US N 2 2055-05-15 Fixed 5.25000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334LA7 1010000.00000000 PA USD 1034543.99000000 0.039796487145 Long DBT CORP US N 2 2031-03-15 Fixed 4.85000000 N N N N N N Fannie Mae Pool N/A 3140XHC62 30417.45000000 PA USD 29319.71000000 0.001127860654 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl N/A 47214BAC2 305000.00000000 PA USD 334579.69000000 0.012870497978 Long DBT CORP LU N 2 2034-03-15 Fixed 6.75000000 N N N N N N Canadian Government Bond 4BFD7AQU0A75QLAHK410 135087M68 634000.00000000 PA 297110.03000000 0.011429127812 Long DBT NUSS CA N 2 2053-12-01 Fixed 1.75000000 N N N N N N Durst Commercial Mortgage Trust 2025-151 N/A 266895AA9 490000.00000000 PA USD 498983.22000000 0.019194717182 Long ABS-MBS CORP US Y 2 2042-08-10 Variable 5.31690000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871XAK5 2410000.00000000 PA USD 2028639.66000000 0.078037022042 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N Pretium Mortgage Credit Partne N/A 69392LAA2 2669082.81000000 PA USD 2585584.56000000 0.099461389462 Long ABS-MBS CORP US Y 2 2064-08-25 Variable 4.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BL7 605000.00000000 PA USD 514478.96000000 0.019790802050 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AV1 785000.00000000 PA USD 783620.56000000 0.030144049788 Long DBT CORP US N 2 2033-02-15 Fixed 5.25000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 512293.00000000 NS 32162292.02000000 1.237208135483 Long EC CORP FR N 2 N N N National Grid Electricity Transmission PLC 5XJXCCYG4SDKFJ5WLB02 N/A 890000.00000000 PA 727401.41000000 0.027981430603 Long DBT CORP GB N 2 2040-04-17 Fixed 2.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BG2 2349000.00000000 PA USD 2538899.26000000 0.097665515184 Long DBT CORP CH Y 2 2034-09-22 Variable 6.30100000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 718337.07900000 NS USD 71826524.53000000 2.762998372029 Long STIV CORP US N 1 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610BF1 615000.00000000 PA USD 639758.25000000 0.024610003265 Long DBT CORP US N 2 2030-01-23 Variable 5.84100000 N N N N N N N/A N/A N/A 1.00000000 NC -183497.81000000 -0.00705873148 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 19466000.00000000 CAD 14008366.88000000 USD 2025-09-29 -183497.81000000 N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 85325C2D3 965000.00000000 PA USD 989280.15000000 0.038055293108 Long DBT CORP GB Y 2 2029-01-21 Variable 5.54500000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAA3 6101000.00000000 PA USD 6073861.36000000 0.233647237694 Long DBT CORP US Y 2 2026-12-01 Fixed 4.25000000 N N N N N N Freddie Mac Pool N/A 3132D6DJ6 684039.97000000 PA USD 685499.37000000 0.026369557148 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140LLUW9 3262000.00000000 PA USD 3363400.90000000 0.129382164485 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.83000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055CB6 550000000.00000000 PA 3696467.83000000 0.142194470126 Long DBT CORP US N 2 2030-10-18 Fixed 1.72600000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CNC1 4227200.00000000 PA USD 4241731.00000000 0.163169468720 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 71781LBH1 635000.00000000 PA USD 675549.20000000 0.025986797384 Long DBT MUN US N 2 2028-10-15 Fixed 6.55000000 N N N N N N Shurgard Luxembourg Sarl 54930064DJ4U15OBV665 N/A 1700000.00000000 PA 1938199.76000000 0.074558010659 Long DBT CORP LU N 2 2034-10-22 Fixed 3.62500000 N N N N N N Dallas Fort Worth International Airport N/A 2350366Z8 90000.00000000 PA USD 72211.66000000 0.002777813632 Long DBT MUN US N 2 2040-11-01 Fixed 3.08900000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GKC2 3947000.00000000 PA USD 3411928.82000000 0.131248920044 Long DBT CORP US N 2 2036-09-21 Variable 2.48200000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMP3 200000.00000000 PA USD 201140.62000000 0.007737409115 Long DBT UST US N 2 2027-02-28 Fixed 4.12500000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAE5 333793.70000000 PA USD 278952.86000000 0.010730663958 Long ABS-CBDO CORP US Y 2 2061-03-15 Fixed 1.53000000 N N N N N N SCE Recovery Funding LLC N/A 78433LAC0 95000.00000000 PA USD 63678.28000000 0.002449554466 Long DBT CORP US N 2 2043-11-15 Fixed 2.51000000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 G42089113 981210.00000000 NS 27212734.48000000 1.046810235615 Long EC CORP GB N 2 N N N Fannie Mae Pool N/A 31418EAN0 545311.84000000 PA USD 455068.35000000 0.017505414865 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Japan Government Thirty Year Bond N/A N/A 117800000.00000000 PA 470152.62000000 0.018085671444 Long DBT NUSS JP N 2 2051-06-20 Fixed 0.70000000 N N N N N N Freddie Mac Pool N/A 3132DQGL4 974960.60000000 PA USD 782848.61000000 0.030114354677 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Start II LTD N/A 85573LAA9 89465.05000000 PA USD 88901.42000000 0.003419829656 Long ABS-CBDO CORP BM Y 2 2044-03-15 Fixed 4.08900000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAQ0 1775000.00000000 PA 2063302.79000000 0.079370431565 Long DBT CORP US N 2 2033-05-06 Fixed 3.00000000 N N N N N N Bundesobligation N/A N/A 13645000.00000000 PA 15763112.29000000 0.606370054522 Long DBT NUSS DE N 2 2027-10-15 Fixed 1.30000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 N/A 2115000.00000000 PA 2512372.79000000 0.096645103937 Long DBT CORP GB N 2 2034-01-20 Fixed 3.87500000 N N N N N N Connecticut Avenue Securities Trust 2021-R01 N/A 20754RAB2 149524.72000000 PA USD 150152.42000000 0.005776012339 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 5.89840000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BR4 3145000.00000000 PA USD 3193246.99000000 0.122836741615 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 N/A 12375000.00000000 PA 13881638.36000000 0.533994153841 Long DBT NUSS DE N 2 2027-11-15 Fixed 0.00000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 38260.00000000 NS USD 16032470.40000000 0.616731630893 Long EC CORP US N 1 N N N Australia Government Bond N/A N/A 1769000.00000000 PA 1093086.43000000 0.042048477861 Long DBT NUSS AU N 2 2034-12-21 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UG1 2751600.00000000 PA USD 2623478.63000000 0.100919085688 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N N/A N/A N/A -49.00000000 NC USD -16147.70000000 -0.00062116424 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short N/A CBOT 10 Year US Treasury Note 2025-12-19 -5496352.30000000 USD -16147.70000000 N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 85325C2A9 1813000.00000000 PA USD 1844245.00000000 0.070943790834 Long DBT CORP GB Y 2 2030-10-15 Variable 5.00500000 N N N N N N JAB Holdings BV 529900RRNKUM3INJGF98 N/A 2300000.00000000 PA 2759418.27000000 0.106148365630 Long DBT CORP NL N 2 2034-04-25 Fixed 4.37500000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAV9 490000.00000000 PA USD 491461.41000000 0.018905370747 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N Sirius Real Estate Ltd 213800NURUF5W8QSK566 N/A 3900000.00000000 PA 4317150.71000000 0.166070688531 Long DBT CORP GG N 2 2028-11-24 Fixed 1.75000000 N N N N N N United Kingdom Gilt N/A N/A 3350000.00000000 PA 1549891.47000000 0.059620699128 Long DBT NUSS GB N 2 2050-10-22 Fixed 0.62500000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AG8 920000.00000000 PA USD 964523.10000000 0.037102947309 Long DBT CORP US Y 2 2033-01-25 Fixed 5.90000000 N N N N N N Freddie Mac Pool N/A 3132ADVT2 743722.06000000 PA USD 708801.48000000 0.027265934808 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 3780000.00000000 PA 4508352.73000000 0.173425782954 Long DBT CORP IT N 2 2032-09-16 Variable 3.85000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TC2 3462300.00000000 PA USD 2372351.72000000 0.091258820931 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3140QPXT9 126052.17000000 PA USD 121910.46000000 0.004689610206 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AC0 157500.00000000 PA USD 164535.66000000 0.006329301935 Long DBT CORP US Y 2 2031-01-01 Fixed 6.19100000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAN7 60000.00000000 PA USD 57753.42000000 0.002221638962 Long DBT CORP US N 2 2065-05-15 Fixed 5.30000000 N N N N N N MSD Netherlands Capital BV 724500V56VDH8898Q807 N/A 865000.00000000 PA 890957.46000000 0.034273049234 Long DBT CORP NL N 2 2054-05-30 Fixed 3.75000000 N N N N N N Daimler Truck Holding AG 529900PW78JIYOUBSR24 N/A 426428.00000000 NS 20058695.36000000 0.771611086396 Long EC CORP DE N 2 N N N Fannie Mae Pool N/A 31418D2V3 599900.23000000 PA USD 518281.22000000 0.019937066097 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 2.00000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 126455.00000000 NS USD 25604608.40000000 0.984949387271 Long EC CORP US N 1 N N N Fannie Mae REMICS N/A 3136ANUP0 671751.45470000 PA USD 633262.58000000 0.024360130036 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140Q9HX4 326793.66000000 PA USD 321264.44000000 0.012358291460 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29251ZBW6 3388000.00000000 PA 2735226.26000000 0.105217755598 Long DBT CORP CA N 2 2032-11-09 Fixed 6.10000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DN6 72000.00000000 PA USD 78757.25000000 0.003029607167 Long DBT CORP US N 2 2031-10-30 Variable 6.48900000 N N N N N N Navient Private Education Refi Loan Trust 2023-A N/A 638961AA0 1180741.89000000 PA USD 1211490.89000000 0.046603220449 Long ABS-CBDO CORP US Y 2 2071-10-15 Fixed 5.51000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAL0 1074000.00000000 PA USD 854230.20000000 0.032860237459 Long DBT CORP US N 2 2048-11-15 Variable 3.96400000 N N N N N N Qatar Government International Bond N/A 74727PBE0 780000.00000000 PA USD 666471.43000000 0.025637596809 Long DBT NUSS QA Y 2 2050-04-16 Fixed 4.40000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3Q2 3959000.00000000 PA USD 4094376.22000000 0.157501075046 Long DBT CORP US Y 2 2029-01-09 Fixed 5.58300000 N N N N N N Emera Inc NQZVQT2P5IUF2PGA1Q48 290876AE1 3000000.00000000 PA 2269641.17000000 0.087307786348 Long DBT CORP CA N 2 2030-05-02 Fixed 4.83800000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAL9 458187.29000000 PA USD 443386.65000000 0.017056047193 Long ABS-CBDO CORP US Y 2 2062-08-15 Fixed 5.97000000 N N N N N N RFR Trust N/A 74984NAA2 4363079.00000000 PA USD 4468705.22000000 0.171900635993 Long ABS-MBS CORP US Y 2 2041-03-11 Variable 5.56180000 N N N N N N South West Water Finance PLC 213800OV68U446W4NV89 N/A 1600000.00000000 PA 2116675.88000000 0.081423569479 Long DBT CORP GB N 2 2041-08-05 Fixed 6.37500000 N N N N N N Retained Vantage Data Centers Issuer LLC 254900N4NW6XZ9B4HM15 76134KAA2 2950000.00000000 PA USD 2959224.95000000 0.113834461194 Long ABS-CBDO CORP US Y 2 2048-09-15 Fixed 5.00000000 N N N N N N RTE Reseau de Transport d'Electricite SADIR 969500JRJW0K2ET1UP76 N/A 2000000.00000000 PA 2355153.53000000 0.090597246794 Long DBT CORP FR N 2 2028-10-02 Fixed 2.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TX6 215000.00000000 PA USD 192366.21000000 0.007399878088 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N Mexico Government International Bond N/A 91086QAS7 319000.00000000 PA USD 342137.33000000 0.013161222709 Long DBT NUSS MX N 2 2034-09-27 Fixed 6.75000000 N N N N N N Ginnie Mae II Pool N/A 36179XDD5 1270807.69000000 PA USD 1197539.40000000 0.046066539266 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TW8 731000.00000000 PA USD 724175.43000000 0.027857334699 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 115074.00000000 NS USD 17118408.24000000 0.658505119220 Long EC CORP US N 1 N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AQ3 185000.00000000 PA USD 188385.52000000 0.007246750256 Long DBT CORP US Y 2 2028-01-19 Fixed 5.12500000 N N N N N N Shin-Etsu Chemical Co Ltd 353800PX8Q64N86H5W41 N/A 706614.00000000 NS 21521633.79000000 0.827886905489 Long EC CORP JP N 2 N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECZ6 1026000.00000000 PA USD 1057482.01000000 0.040678859115 Long DBT CORP GB N 2 2036-02-25 Variable 5.78500000 N N N N N N Nokia Oyj 549300A0JPRWG1KI7U06 N/A 3252039.00000000 NS 13999842.99000000 0.538541209436 Long EC CORP FI N 2 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAP2 3265000.00000000 PA 3815369.78000000 0.146768349990 Long DBT CORP US N 2 2029-05-06 Fixed 2.50000000 N N N N N N Whistler Pipeline LLC 549300NG57SGLTNW5C85 96337RAB8 1395000.00000000 PA USD 1451471.95000000 0.055834730430 Long DBT CORP US Y 2 2031-09-30 Fixed 5.70000000 N N N N N N Freddie Mac Pool N/A 3133KQWQ5 280505.17000000 PA USD 284060.88000000 0.010927157538 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Bank of New York Mellon/The HPFHU0OQ28E4N0NFVK49 06405LAH4 615000.00000000 PA USD 624964.63000000 0.024040927311 Long DBT CORP US N 2 2029-04-20 Variable 4.72900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TF5 288000.00000000 PA USD 208260.00000000 0.008011275009 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CG3 230000.00000000 PA USD 202531.05000000 0.007790895704 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 92928QAH1 215000.00000000 PA USD 210288.69000000 0.008089313967 Long DBT CORP US Y 2 2027-01-15 Fixed 2.87500000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VBG5 1232000.00000000 PA USD 1230115.38000000 0.047319661010 Long DBT CORP US N 2 2034-09-01 Fixed 5.20000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJW0 1211000.00000000 PA USD 931144.98000000 0.035818969116 Long DBT CORP US N 2 2042-04-22 Variable 3.31100000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 20271AAL1 2915000.00000000 PA USD 3015197.54000000 0.115987595792 Long DBT CORP AU Y 2 2028-09-14 Fixed 5.07100000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDX1 2244000.00000000 PA USD 2366165.99000000 0.091020870369 Long DBT CORP US N 2 2029-10-23 Variable 6.08700000 N N N N N N Australia Government Bond N/A N/A 1322000.00000000 PA 838967.16000000 0.032273104016 Long DBT NUSS AU N 2 2034-05-21 Fixed 3.75000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YDK2 10000.00000000 PA USD 10102.24000000 0.000388609540 Long DBT MUN US N 2 2026-11-15 Fixed 6.20000000 N N N N N N Australia Government Bond N/A N/A 135000.00000000 PA 87227.48000000 0.003355437100 Long DBT NUSS AU N 2 2027-11-21 Fixed 2.75000000 N N N N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 92928QAF5 475000.00000000 PA USD 458593.98000000 0.017641037603 Long DBT CORP US Y 2 2029-06-15 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC -230324.43000000 -0.00886004201 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 21859000.00000000 GBP 29321721.62000000 USD 2025-09-29 -230324.43000000 N N N BPCE SA 9695005MSX1OYEMGDF46 056121AA4 600000.00000000 PA USD 615260.03000000 0.023667614051 Long DBT CORP FR Y 2 2031-05-28 Variable 5.38900000 N N N N N N French Republic Government Bond OAT N/A N/A 660000.00000000 PA 623232.21000000 0.023974285166 Long DBT NUSS FR Y 2 2055-05-25 Fixed 3.25000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 N/A 2280000.00000000 PA 3104778.85000000 0.119433579227 Long DBT CORP GB N 2 2031-10-16 Variable 5.25000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAN7 2600000.00000000 PA USD 2700712.88000000 0.103890106608 Long DBT CORP FR Y 2 2036-01-09 Variable 5.86200000 N N N N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 N/A 20290000.00000000 PA 23033783.75000000 0.886055777017 Long DBT NUSS DE N 2 2034-02-15 Fixed 2.20000000 N N N N N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAH6 2440000.00000000 PA USD 2446129.08000000 0.094096863380 Long DBT CORP US Y 2 2028-08-25 Fixed 4.35000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 1355000.00000000 PA USD 1073771.45000000 0.041305475765 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 1031131.00000000 NS USD 25200841.64000000 0.969417424561 Long EC CORP US N 1 N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272CB2 360000.00000000 PA USD 361886.21000000 0.013920915923 Long DBT CORP US Y 2 2055-04-01 Fixed 6.14100000 N N N N N N Accenture PLC 5493000EWHDSR3MZWH98 G1151C101 70450.00000000 NS USD 18314886.50000000 0.704530838914 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC 17595.35000000 0.000676851952 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 366900000.00000000 JPY 3851066.89000000 AUD 2025-09-29 17595.35000000 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EQ8 950000.00000000 PA USD 962692.87000000 0.037032542643 Long DBT CORP GB N 2 2029-03-03 Variable 4.89900000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DW4 540000.00000000 PA USD 552463.59000000 0.021251981907 Long DBT CORP US N 2 2030-05-07 Fixed 4.85000000 N N N N N N Freddie Mac Pool N/A 3132DPZS0 122143.99000000 PA USD 117471.27000000 0.004518844951 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RK6 712600.00000000 PA USD 496286.93000000 0.019090997213 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BA1 330000.00000000 PA USD 320801.25000000 0.012340473624 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TU2 1326300.00000000 PA USD 1253767.97000000 0.048229520816 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N SBA Tower Trust N/A 78403DAT7 2265000.00000000 PA USD 2190952.17000000 0.084280804598 Long DBT CORP US Y 2 2051-05-15 Fixed 1.63100000 N N N N N N Fannie Mae Pool N/A 31418EGK0 197090.91000000 PA USD 190615.07000000 0.007332515829 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDR7 1845000.00000000 PA USD 1905544.62000000 0.073301843815 Long DBT CORP US N 2 2032-11-15 Fixed 5.37500000 N N N N N N Home Partners of America 2021-2 Trust N/A 43732VAA4 1165787.12000000 PA USD 1129520.30000000 0.043450003609 Long ABS-CBDO CORP US Y 2 2026-12-17 Fixed 2.30200000 N N N N N N Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 N/A 35563PLH0 87006.40050000 PA USD 84442.27000000 0.003248296587 Long ABS-MBS CORP US N 2 2058-10-25 Fixed 3.50000000 N N N N N N South West Water Finance PLC 213800OV68U446W4NV89 N/A 1925000.00000000 PA 2638323.79000000 0.101490144265 Long DBT CORP GB N 2 2032-12-11 Fixed 5.75000000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 N/A 3515000.00000000 PA 4233938.49000000 0.162869709089 Long DBT CORP US N 2 2029-08-15 Fixed 3.70000000 N N N N N N Mutual of Omaha Cos Global Funding 635400AL5J3F1ZPTAN95 62829D2F6 1030000.00000000 PA USD 1051291.71000000 0.040440732755 Long DBT CORP US Y 2 2030-04-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -144957.09000000 -0.00557616014 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 2001173000.00000000 JPY 13511958.00000000 USD 2025-09-29 -144957.09000000 N N N Greensaif Pipelines Bidco Sarl 549300YWDGUXPB8GRP47 39541EAD5 1330000.00000000 PA USD 1379601.14000000 0.053070028500 Long DBT CORP LU Y 2 2036-02-23 Fixed 5.85280000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2D1 1930000.00000000 PA USD 1981318.24000000 0.076216677716 Long DBT CORP US Y 2 2027-06-04 Fixed 5.87500000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 3285147.06000000 PA USD 3323426.25000000 0.127844433214 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N BIPROGY Inc N/A N/A 275500.00000000 NS 11863802.42000000 0.456372725633 Long EC CORP JP N 2 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAV6 2949000.00000000 PA USD 2972716.95000000 0.114353466871 Long DBT CORP US N 2 2029-06-15 Fixed 4.35000000 N N N N N N Affinity Water Finance PLC 213800SN9HLGE6532G57 N/A 1165000.00000000 PA 1557783.58000000 0.059924290137 Long DBT CORP GB N 2 2040-09-12 Fixed 6.25000000 N N N N N N N/A N/A N/A -24.00000000 NC 8129.78000000 0.000312733618 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short N/A Eurex 5 Year Euro BOBL Future 2025-09-08 -3281397.27000000 EUR 8129.78000000 N N N New Issuer: BB Company ID:71306716 N/A 29374LAB6 1216276.25000000 PA USD 1234464.69000000 0.047486968792 Long ABS-CBDO CORP US Y 2 2030-03-20 Fixed 6.40000000 N N N N N N United Airlines 2018-1 Class B Pass Through Trust N/A 90932NAA1 27606.13610000 PA USD 27375.62000000 0.001053076060 Long DBT CORP US N 2 2027-09-01 Fixed 4.60000000 N N N N N N Ginnie Mae II Pool N/A 36179VXX3 1204671.53000000 PA USD 986782.95000000 0.037959231665 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Freddie Mac Pool N/A 3133AG7H6 927755.81000000 PA USD 742915.87000000 0.028578235586 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3140XMW51 89206.71000000 PA USD 86232.05000000 0.003317145237 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DF3 3458000.00000000 PA USD 3509720.17000000 0.135010724512 Long DBT CORP US N 2 2034-05-01 Variable 5.04300000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 2705000.00000000 PA 2304174.64000000 0.088636208153 Long DBT NUSS N/A N 2 2036-06-04 Fixed 0.20000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 61021.00000000 NS USD 36004830.84000000 1.385021614884 Long EC CORP US N 1 N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849CJP7 1725000.00000000 PA USD 1740121.05000000 0.066938386059 Long DBT CORP US Y 2 2028-06-05 Fixed 4.70000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECX1 1355000.00000000 PA USD 1378315.63000000 0.053020577937 Long DBT CORP GB N 2 2029-02-25 Variable 5.08600000 N N N N N N Banca Monte dei Paschi di Siena SpA J4CP7MHCXR8DAQMKIL78 N/A 2390000.00000000 PA 2881136.19000000 0.110830569273 Long DBT CORP IT N 2 2029-04-23 Fixed 3.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCL5 885000.00000000 PA USD 892065.18000000 0.034315660631 Long DBT CORP US N 2 2036-01-15 Fixed 5.20000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CNK3 98000.00000000 PA USD 98819.22000000 0.003801344221 Long DBT UST US N 2 2030-06-30 Fixed 3.87500000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 322000.00000000 PA USD 307725.19000000 0.011837468185 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3F8 1028000.00000000 PA USD 1067385.18000000 0.041059810898 Long DBT CORP US N 2 2034-07-25 Variable 5.55700000 N N N N N N Kansas Development Finance Authority 549300WTL7BL8KBDPR87 48542RSV7 475000.00000000 PA USD 324604.41000000 0.012486772292 Long DBT MUN US N 2 2051-05-01 Fixed 2.77400000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CC4 1017000.00000000 PA USD 816185.40000000 0.031396743003 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 55037AAB4 1607000.00000000 PA USD 1459106.73000000 0.056128422556 Long DBT CORP NO Y 2 2031-07-15 Fixed 3.10000000 N N N N N N Greensaif Pipelines Bidco Sarl 549300YWDGUXPB8GRP47 39541EAE3 2265000.00000000 PA USD 2346919.91000000 0.090280518694 Long DBT CORP LU Y 2 2042-08-23 Fixed 6.10270000 N N N N N N Freddie Mac Pool N/A 3133B24J5 420222.42000000 PA USD 364577.83000000 0.014024456248 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N City of Montreal Canada 549300N5ZBGB87CAZW93 614853EL9 1000000.00000000 PA 541484.62000000 0.020829646614 Long DBT NUSS CA N 2 2041-12-01 Fixed 2.40000000 N N N N N N EIG Pearl Holdings Sarl 549300KIMRL45BWA5H76 28249NAA9 4200865.18000000 PA USD 3815948.74000000 0.146790621227 Long DBT CORP LU Y 2 2036-08-31 Fixed 3.54500000 N N N N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 N/A 750000.00000000 PA 744679.72000000 0.028646086769 Long DBT NUSS DE N 2 2054-08-15 Fixed 2.50000000 N N N N N N Jyske Bank A/S 3M5E1GQGKL17HI6CPN30 N/A 1940000.00000000 PA 2307901.52000000 0.088779572508 Long DBT CORP DK N 2 2031-04-29 Variable 3.62500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BP2 2976000.00000000 PA USD 3209891.91000000 0.123477032750 Long DBT CORP US Y 2 2030-10-06 Fixed 6.37500000 N N N N N N Public Service Co of Oklahoma F3TJNSIZRGXRH8GEIK79 744533BS8 2070000.00000000 PA USD 2094698.78000000 0.080578161854 Long DBT CORP US N 2 2036-01-15 Fixed 5.45000000 N N N N N N Bundesschatzanweisungen N/A N/A 8340000.00000000 PA 9829352.93000000 0.378112213021 Long DBT NUSS DE N 2 2026-06-18 Fixed 2.90000000 N N N N N N Freddie Mac Pool N/A 3132DQLJ3 33301.05000000 PA USD 32125.29000000 0.001235784754 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JJ0 39000.00000000 PA USD 29508.63000000 0.001135127965 Long DBT CORP US N 2 2046-06-15 Fixed 3.65000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 116753.00000000 NS USD 10208882.32000000 0.392711820806 Long EC CORP US N 1 N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137H73P6 1600000.00000000 PA USD 1434081.92000000 0.055165776657 Long ABS-MBS USGSE US N 2 2032-03-25 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 3140QRH55 4962797.69000000 PA USD 5104310.87000000 0.196350898451 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.00000000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676BB0 515000.00000000 PA USD 507636.54000000 0.019527590159 Long DBT CORP US Y 2 2045-05-01 Fixed 5.65000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBH4 1604000.00000000 PA USD 1354961.11000000 0.052122184187 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N SBA Tower Trust N/A 78403DAP5 245000.00000000 PA USD 242211.73000000 0.009317318637 Long DBT CORP US Y 2 2050-07-15 Fixed 1.88400000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDY2 880000.00000000 PA USD 889581.97000000 0.034220137351 Long DBT CORP US N 2 2028-05-15 Fixed 4.60000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030694 191000.00000000 PA USD 165483.58000000 0.006365766200 Long ABS-MBS USGSE US N 2 2025-09-15 Fixed 3.00000000 N N N N N N Kenvue Inc 5493008HSF8L4M2LIJ82 49177JAP7 1741000.00000000 PA USD 1587580.98000000 0.061070526409 Long DBT CORP US N 2 2053-03-22 Fixed 5.05000000 N N N N N N Constellation Software Inc/Canada 549300B6PYHMCTDWQV29 21037XAC4 310000.00000000 PA USD 317574.58000000 0.012216351177 Long DBT CORP CA Y 2 2029-02-16 Fixed 5.15800000 N N N N N N Japan Government Twenty Year Bond N/A N/A 78350000.00000000 PA 440496.06000000 0.016944852958 Long DBT NUSS JP N 2 2043-12-20 Fixed 1.30000000 N N N N N N Chiba Bank Ltd/The FGJPAKKCTZVSKZXNBS63 N/A 1835500.00000000 NS 18777140.83000000 0.722312681619 Long EC CORP JP N 2 N N N Canadian Government Bond 4BFD7AQU0A75QLAHK410 135087H72 250000.00000000 PA 127296.39000000 0.004896794333 Long DBT NUSS CA N 2 2051-12-01 Fixed 2.00000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AC1 1550000.00000000 PA USD 1581112.38000000 0.060821694499 Long DBT CORP US N 2 2030-04-01 Fixed 4.85000000 N N N N N N Bulgaria Government International Bond N/A N/A 1199000.00000000 PA 802193.49000000 0.030858506957 Long DBT NUSS BG N 2 2050-09-23 Fixed 1.37500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACQ8 6046000.00000000 PA USD 6062322.87000000 0.233203378976 Long DBT CORP US Y 2 2025-11-03 Fixed 6.25000000 N N N N N N Freddie Mac Pool N/A 3132AEUX2 99101.71000000 PA USD 96929.44000000 0.003728648805 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Sutter Health 549300MJCC12LU768G81 86944BAG8 190000.00000000 PA USD 173489.14000000 0.006673721365 Long DBT CORP US N 2 2030-08-15 Fixed 2.29400000 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 N/A 359871.00000000 NS 34254507.28000000 1.317690762133 Long EC CORP AT N 2 N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBG8 1127000.00000000 PA USD 1134849.13000000 0.043654991233 Long DBT CORP US Y 2 2029-02-01 Fixed 4.56900000 N N N N N N Derwent London PLC 213800BXKQ9KZNUR1M61 N/A 576654.00000000 NS 13274955.14000000 0.510656469606 Long EC CORP GB N 2 N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CU6 725000.00000000 PA USD 544550.22000000 0.020947573075 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 N/A 1700000.00000000 PA 1879577.80000000 0.072302960995 Long DBT CORP GB N 2 2028-01-20 Fixed 0.16300000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AJ6 825000.00000000 PA USD 708131.13000000 0.027240148011 Long DBT CORP US N 2 2047-07-15 Fixed 4.85000000 N N N N N N Towd Point Mortgage Trust 2018-1 N/A 89176EAA8 17995.03410000 PA USD 17810.38000000 0.000685123654 Long ABS-MBS CORP US Y 2 2058-01-25 Variable 3.00000000 N N N N N N Pricoa Global Funding I 635400IBXEBMD9ADYA79 74153WCW7 310000.00000000 PA USD 314956.15000000 0.012115626301 Long DBT CORP US Y 2 2030-05-28 Fixed 4.70000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PCW4 1476000.00000000 PA USD 1449199.75000000 0.055747324212 Long DBT CORP US N 2 2028-02-24 Variable 2.94700000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMY4 7276300.00000000 PA USD 7284258.45000000 0.280208382216 Long DBT UST US N 2 2027-04-30 Fixed 3.75000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308HH3 830000.00000000 PA USD 686487.09000000 0.026407552425 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAZ1 1085000.00000000 PA USD 835740.12000000 0.032148967336 Long DBT CORP US N 2 2048-02-15 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 3140QST43 284782.34000000 PA USD 287680.31000000 0.011066388543 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RX1 625000.00000000 PA 455166.02000000 0.017509172001 Long DBT CORP US N 2 2026-05-19 Fixed 2.97500000 N N N N N N Ginnie Mae II Pool N/A 36179V4U1 192936.44000000 PA USD 158040.08000000 0.006079432168 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd 549300L82YB0C6JQIC26 36321PAD2 3700493.00000000 PA USD 3333689.67000000 0.128239242972 Long DBT CORP JE Y 2 2034-03-31 Fixed 2.16000000 N N N N N N BX Trust 2021-ARIA N/A 05608RAE5 1290000.00000000 PA USD 1290000.00000000 0.049623282251 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 5.77450000 N N N N N N Grand Parkway Transportation Corp N/A 38611TDL8 320000.00000000 PA USD 216097.18000000 0.008312752989 Long DBT MUN US N 2 2052-10-01 Fixed 3.23600000 N N N N N N VICI Properties LP 254900X4QE7SGKQLLN38 925650AD5 432000.00000000 PA USD 433073.69000000 0.016659331747 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N Freddie Mac REMICS N/A 3137AJUU6 592688.61000000 PA USD 580389.43000000 0.022326223644 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.00000000 N N N N N N WPP PLC 549300LSGBXPYHXGDT93 N/A 1101100.00000000 NS 5838717.36000000 0.224601798095 Long EC CORP GB N 2 N N N Jyske Bank A/S 3M5E1GQGKL17HI6CPN30 N/A 2860000.00000000 PA 3466217.67000000 0.133337285104 Long DBT CORP DK N 2 2030-09-06 Variable 4.12500000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680DB6 1640000.00000000 PA USD 1630007.77000000 0.062702585770 Long DBT CORP US N 2 2032-10-15 Fixed 4.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CNP2 721800.00000000 PA USD 724845.09000000 0.027883094953 Long DBT UST US N 2 2027-07-31 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC -1907009.17000000 -0.07335818162 N/A DFE N/A N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 203174000.00000000 EUR 236184086.13000000 USD 2025-09-29 -1907009.17000000 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 82485.00000000 NS USD 24862628.70000000 0.956407163954 Long EC CORP US N 1 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAL8 177000.00000000 PA USD 115010.68000000 0.004424191810 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 423000.00000000 PA USD 322059.31000000 0.012388868249 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Piedmont Natural Gas Co Inc VXB4M3BDPKF3I2AZ3G89 720186AG0 877000.00000000 PA USD 772037.84000000 0.029698489646 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N FANUC Corp 529900QTSW745LOKW705 N/A 280100.00000000 NS 7786636.83000000 0.299533703261 Long EC CORP JP N 2 N N N Ginnie Mae II Pool N/A 36179XNA0 346708.92000000 PA USD 296425.14000000 0.011402781696 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 2.50000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAQ4 6315000.00000000 PA USD 6469446.54000000 0.248864474160 Long DBT CORP US Y 2 2029-07-15 Fixed 5.37500000 N N N N N N JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co N/A 472140AJ1 925000.00000000 PA USD 913349.34000000 0.035134412475 Long DBT CORP US Y 2 2066-04-15 Fixed 6.37500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAU9 2257000.00000000 PA USD 2363151.90000000 0.090904925377 Long DBT CORP FR Y 2 2035-01-18 Variable 6.50800000 N N N N N N American Transmission Systems Inc N/A 030288AC8 1178000.00000000 PA USD 1047696.94000000 0.040302450362 Long DBT CORP US Y 2 2032-01-15 Fixed 2.65000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCQ3 1960000.00000000 PA USD 1702412.94000000 0.065487843279 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N Ginnie Mae II Pool N/A 21H050698 1479000.00000000 PA USD 1463220.84000000 0.056286682744 Long ABS-MBS USGA US N 2 2025-09-22 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WQA9 428963.89000000 PA USD 365510.56000000 0.014060336189 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418EV80 643597.21000000 PA USD 649140.90000000 0.024970931861 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAJ7 525000.00000000 PA USD 513325.19000000 0.019746419217 Long DBT CORP FR Y 2 2028-01-11 Fixed 3.25000000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AL3 2637000.00000000 PA USD 2687051.48000000 0.103364584509 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 772249.00000000 NS USD 39183914.26000000 1.507313517096 Long EC CORP US N 1 N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AB9 420000.00000000 PA USD 443282.48000000 0.017052040017 Long DBT CORP US Y 2 2030-01-25 Fixed 5.90000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CNL1 6394400.00000000 PA USD 6405390.38000000 0.246400383534 Long DBT UST US N 2 2027-06-30 Fixed 3.75000000 N N N N N N Japan Treasury Discount Bill N/A N/A 328200000.00000000 PA 2225201.81000000 0.085598308127 Long DBT NUSS JP N 2 2026-04-20 None 0.00000000 N N N N N N Shell Finance US Inc N/A 822905AE5 330000.00000000 PA USD 262859.64000000 0.010111595432 Long DBT CORP US N 2 2046-05-10 Fixed 4.00000000 N N N N N N Canadian Government Bond 4BFD7AQU0A75QLAHK410 135087R48 3080000.00000000 PA 2191759.71000000 0.084311868773 Long DBT NUSS CA N 2 2034-06-01 Fixed 3.00000000 N N N N N N Australia Government Bond N/A N/A 4036000.00000000 PA 2564791.66000000 0.098661535241 Long DBT NUSS AU N 2 2028-05-21 Fixed 2.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEX0 1019000.00000000 PA USD 1059763.19000000 0.040766610773 Long DBT CORP US N 2 2036-04-22 Variable 5.57200000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AS8 3418000.00000000 PA USD 3674440.57000000 0.141347132963 Long DBT CORP US N 2 2033-12-01 Fixed 6.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CNG2 72500.00000000 PA USD 73513.87000000 0.002827906604 Long DBT UST US N 2 2030-05-31 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140XJED1 71786.95000000 PA USD 69185.43000000 0.002661401643 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WLP1 720792.27000000 PA USD 614171.02000000 0.023625722384 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Freddie Mac Pool N/A 3132DWH22 1831046.70000000 PA USD 1847390.81000000 0.071064802786 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Ibercaja Banco SA 549300OLBL49CW8CT155 N/A 3100000.00000000 PA 3616782.61000000 0.139129166123 Long DBT CORP ES N 2 2036-08-18 Variable 4.12500000 N N N N N N Credit Agricole Italia SpA 8156007D348794DB1690 N/A 1500000.00000000 PA 1753983.63000000 0.067471647082 Long DBT CORP IT N 2 2034-02-15 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36179VZQ6 711579.26000000 PA USD 582709.34000000 0.022415465154 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3140QQJ63 224837.36000000 PA USD 223758.10000000 0.008607450660 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 126088.00000000 NS USD 18742981.20000000 0.720998640564 Long EC CORP US N 1 N N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAJ2 550000.00000000 PA USD 552602.56000000 0.021257327758 Long DBT CORP US Y 2 2032-08-25 Fixed 5.00000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JN8 2335460.00000000 PA USD 1932704.30000000 0.074346613169 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 182647.00000000 NS USD 20633631.59000000 0.793727538193 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 51270.00000000 NS USD 15887034.90000000 0.611137067431 Long EC CORP US N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 315279.00000000 NS 19455502.12000000 0.748407653528 Long EC CORP FR N 2 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 309248.00000000 NS USD 13507952.64000000 0.519619338371 Long EC CORP US N 1 N N N Providence St Joseph Health Obligated Group N/A 743820AC6 1040000.00000000 PA USD 1058989.06000000 0.040736831803 Long DBT CORP US N 2 2033-10-01 Fixed 5.40300000 N N N N N N N/A N/A N/A 1.00000000 NC -4811.36000000 -0.00018508176 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 232286484.00000000 JPY 1169000.00000000 GBP 2025-09-29 -4811.36000000 N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YBY4 170000.00000000 PA USD 182952.81000000 0.007037766611 Long DBT MUN US N 2 2039-11-15 Fixed 6.66800000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMV0 2064200.00000000 PA USD 2069683.03000000 0.079615864472 Long DBT UST US N 2 2027-03-31 Fixed 3.87500000 N N N N N N Freddie Mac Pool N/A 3133KPTD0 841851.82000000 PA USD 731954.80000000 0.028156588865 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Sumitomo Mitsui Trust Group Inc 353800P843RLCDBLNT17 N/A 700000.00000000 NS 19921301.21000000 0.766325854858 Long EC CORP JP N 2 N N N Mitsubishi Estate Co Ltd 353800KOFMRGOXSJ5Z65 N/A 1251770.00000000 NS 26665876.93000000 1.025773904952 Long EC CORP JP N 2 N N N Alcon Finance Corp 549300CUZUI9VU7XNK42 01400EAD5 1926000.00000000 PA USD 1784853.56000000 0.068659141074 Long DBT CORP US Y 2 2030-05-27 Fixed 2.60000000 N N N N N N N/A N/A N/A 1.00000000 NC -1583.86000000 -0.00006092738 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 3371226.64000000 EUR 2921000.00000000 GBP 2025-09-29 -1583.86000000 N N N Fortis Inc/Canada 549300MQYQ9Y065XPR71 349553AM9 853000.00000000 PA USD 840163.59000000 0.032319127879 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UC0 1207700.00000000 PA USD 1080561.27000000 0.041566664257 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECF0 2108000.00000000 PA USD 2127036.01000000 0.081822099444 Long DBT CORP GB N 2 2027-05-09 Variable 5.82900000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FS2 281000.00000000 PA USD 233370.48000000 0.008977216432 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 95299.00000000 NS USD 19426701.15000000 0.747299747587 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 240806.00000000 NS 21639983.56000000 0.832439544280 Long EC CORP FR N 2 N N N Regional Municipality of York 5493009S3CM37R37M402 98704CRC2 800000.00000000 PA 545759.84000000 0.020994104327 Long DBT NUSS CA N 2 2031-06-22 Fixed 2.15000000 N N N N N N Wheels Fleet Lease Funding 1 LLC 549300BSFY0E0XXREF43 96328GBG1 788616.69000000 PA USD 799031.56000000 0.030736874906 Long ABS-CBDO CORP US Y 2 2038-08-18 Fixed 6.46000000 N N N N N N Dallas Fort Worth International Airport N/A 23503CAP2 55000.00000000 PA USD 44245.12000000 0.001702006262 Long DBT MUN US N 2 2051-11-01 Fixed 4.08700000 N N N N N N City of Montreal Canada 549300N5ZBGB87CAZW93 614852PJ4 750000.00000000 PA 491525.76000000 0.018907846141 Long DBT NUSS CA N 2 2036-12-01 Fixed 3.15000000 N N N N N N Mexico Government International Bond N/A 91087BBA7 2275000.00000000 PA USD 2111669.91000000 0.081231001524 Long DBT NUSS MX N 2 2054-05-07 Fixed 6.40000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3N1 1648000.00000000 PA USD 1662466.67000000 0.063951203720 Long DBT CORP US N 2 2035-12-03 Variable 5.21100000 N N N N N N FirstEnergy Pennsylvania Electric Co N/A 708696BY4 1766000.00000000 PA USD 1722192.37000000 0.066248711680 Long DBT CORP US Y 2 2028-03-15 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36179U6U1 111541.82000000 PA USD 99106.78000000 0.003812405982 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.00000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NCJ2 585000.00000000 PA USD 597099.72000000 0.022969029409 Long DBT CORP CA N 2 2030-06-20 Fixed 4.90000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAF8 3132000.00000000 PA USD 3214880.88000000 0.123668946755 Long DBT CORP FR Y 2 2029-06-12 Variable 5.33500000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AG5 1471000.00000000 PA USD 1382712.06000000 0.053189698314 Long DBT CORP US N 2 2042-01-15 Fixed 4.95000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 235121.00000000 NS USD 41656387.57000000 1.602423781376 Long EC CORP US N 1 N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CS1 180000.00000000 PA USD 180360.41000000 0.006938043048 Long DBT CORP US N 2 2035-12-01 Fixed 5.85000000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 76.90000000 NS USD 7689.23000000 0.000295786690 Long STIV CORP US N 1 N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WCX0 480000.00000000 PA USD 505686.72000000 0.019452585145 Long DBT MUN US N 2 2040-11-01 Fixed 5.64700000 N N N N N N BlackRock Funding Inc/DE 529900VBK42Y5HHRMD23 09290D101 14652.00000000 NS USD 16514855.28000000 0.635287848765 Long EC CORP US N 1 N N N Horizon Aircraft Finance II Ltd 549300KSCDSEIWTVMM32 44040HAA0 70762.44990000 PA USD 68813.65000000 0.002647100136 Long ABS-CBDO CORP KY Y 2 2039-07-15 Fixed 3.72100000 N N N N N N Freddie Mac Pool N/A 3132DWD67 421719.40000000 PA USD 366535.52000000 0.014099764003 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Texas Natural Gas Securitization Finance Corp N/A 88258MAB1 255000.00000000 PA USD 260303.54000000 0.010013268245 Long DBT MUN US N 2 2041-04-01 Fixed 5.16900000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 465716.00000000 NS USD 32176318.44000000 1.237747699047 Long EC CORP US N 1 N N N European Union 529900FZRK8FGMPEOM08 N/A 1740000.00000000 PA 1506864.20000000 0.057965540706 Long DBT NUSS N/A N 2 2035-07-04 Fixed 0.00000000 N N N N N N Castlelake Aircraft Structured Trust 2019-1 549300MHTIBONNXM3R82 14855MAA6 84016.97000000 PA USD 80882.30000000 0.003111352869 Long ABS-CBDO CORP US Y 2 2039-04-15 Fixed 3.96700000 N N N N N N Freddie Mac Pool N/A 3133KL2U0 1406200.95000000 PA USD 1128235.94000000 0.043400597284 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CV5 415000.00000000 PA USD 415265.94000000 0.015974309263 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N Freddie Mac REMICS N/A 3137H4FG0 897205.46000000 PA USD 791974.74000000 0.030465415549 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.00000000 N N N N N N Northwestern Mutual Life Insurance Co/The 1DU7IM20QESYGDO4HO54 668138AA8 252000.00000000 PA USD 190463.57000000 0.007326687978 Long DBT CORP US Y 2 2047-09-30 Fixed 3.85000000 N N N N N N Omnis Funding Trust N/A 68218WAA2 1486000.00000000 PA USD 1533500.02000000 0.058990158391 Long DBT CORP US Y 2 2055-05-15 Fixed 6.72200000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAW5 981000.00000000 PA USD 820118.50000000 0.031548040159 Long DBT CORP US N 2 2044-07-08 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140KYAU8 489793.41000000 PA USD 424464.32000000 0.016328149424 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.00000000 N N N N N N Aligned Data Centers Issuer LLC N/A 01627AAA6 980000.00000000 PA USD 952935.93000000 0.036657215986 Long ABS-CBDO CORP US Y 2 2046-08-15 Fixed 1.93700000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CCB8 3282000.00000000 PA USD 3409362.17000000 0.131150187023 Long DBT CORP US Y 2 2032-01-14 Fixed 5.43200000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AD9 1695000.00000000 PA USD 1728517.92000000 0.066492040791 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co N/A 472140AG7 1200000.00000000 PA USD 1186536.37000000 0.045643278442 Long DBT CORP US Y 2 2056-03-01 Fixed 6.25000000 N N N N N N SCE Recovery Funding LLC N/A 78433LAB2 165000.00000000 PA USD 126892.61000000 0.004881261861 Long DBT CORP US N 2 2040-05-15 Fixed 1.94200000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AJ2 200000.00000000 PA USD 210367.76000000 0.008092355605 Long DBT CORP US Y 2 2037-01-25 Fixed 6.20000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBH7 275000.00000000 PA USD 268299.13000000 0.010320839888 Long DBT CORP MX N 2 2029-04-22 Fixed 3.62500000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VBE0 911000.00000000 PA USD 950633.76000000 0.036568656891 Long DBT CORP US N 2 2034-03-01 Fixed 5.80000000 N N N N N N City of Montreal Canada 549300N5ZBGB87CAZW93 614852NZ0 410000.00000000 PA 269678.26000000 0.010373891793 Long DBT NUSS CA N 2 2038-12-01 Fixed 3.50000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 197799.00000000 NS USD 42113385.09000000 1.620003406898 Long EC CORP US N 1 N N N Freddie Mac Pool N/A 3132DSLT7 1462737.17000000 PA USD 1480821.87000000 0.056963753193 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Japan Government Thirty Year Bond N/A N/A 87500000.00000000 PA 346775.68000000 0.013339649183 Long DBT NUSS JP N 2 2051-09-20 Fixed 0.70000000 N N N N N N Motability Operations Group PLC AZ3NL8JCZDCNUXFWI720 N/A 435000.00000000 PA 507823.14000000 0.019534768224 Long DBT CORP GB N 2 2037-01-22 Fixed 4.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400JK0 88000.00000000 PA USD 87334.59000000 0.003359557372 Long DBT CORP US N 2 2055-09-15 Fixed 6.20000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJK9 370000.00000000 PA USD 318675.82000000 0.012258713304 Long DBT CORP US N 2 2044-06-01 Fixed 4.65000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 116685.00000000 NS USD 24205136.40000000 0.931114973271 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFV1 260000.00000000 PA USD 151922.08000000 0.005844087020 Long DBT CORP US N 2 2060-11-20 Fixed 3.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 171655.00000000 NS USD 20320518.90000000 0.781682825486 Long EC CORP US N 1 N N N Autoliv Inc A23RUXWKASG834LTMK28 052800109 235732.00000000 NS USD 29247269.24000000 1.125074028364 Long EC CORP US N 1 N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CF2 100000.00000000 PA USD 93772.67000000 0.003607215248 Long DBT CORP US Y 2 2035-02-01 Fixed 4.80000000 N N N N N N Gray Oak Pipeline LLC N/A 38937LAC5 480000.00000000 PA USD 478157.50000000 0.018393600452 Long DBT CORP US Y 2 2025-10-15 Fixed 2.60000000 N N N N N N 2025-10-28 VANGUARD WORLD FUND Ashley Grim Ashley Grim Treasurer