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 2020-08-31 2020-02-29 N 1194418032.44 26500025.89 1167918006.55 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 9691795.02000000 0.00000000 0.00000000 7809019.42000000 GBP CAD JPY CHF USD EUR AUD N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 435000.00000000 PA USD 477773.55000000 0.040908141438 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N Medtronic plc 549300GX3ZBSQWUXY261 G5960L103 149281.00000000 NS USD 15028118.27000000 1.286744290756 Long EC CORP IE N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAJ9 300000.00000000 PA USD 337938.00000000 0.028935079184 Long DBT CORP US N 2 2026-02-15 Fixed 4.40000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBM1 400000.00000000 PA USD 505152.00000000 0.043252351378 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K305 9021.00000000 NS USD 12081374.25000000 1.034436851066 Long EC CORP US N 1 N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CA1 230000.00000000 PA USD 250164.10000000 0.021419662904 Long DBT CORP US N 2 2028-11-01 Fixed 3.45000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AF5 500000.00000000 PA USD 537905.00000000 0.046056743451 Long DBT CORP US N 2 2028-03-01 Fixed 3.75000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BE9 500000.00000000 PA USD 536080.00000000 0.045900482481 Long DBT CORP US N 2 2023-11-30 Fixed 3.40000000 N N N N N N Humana Inc. 529900YLDW34GJAO4J06 444859BJ0 590000.00000000 PA USD 611959.80000000 0.052397496790 Long DBT CORP US N 2 2022-12-15 Fixed 2.90000000 N N N N N N Horizon Aircraft Finance II Ltd. 549300KSCDSEIWTVMM32 44040HAA0 238782.08000000 PA USD 244288.39000000 0.020916570224 Long ABS-CBDO CORP KY Y 2 2039-07-15 Fixed 3.72100000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PCX8 65000.00000000 PA USD 77873.90000000 0.006667754034 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RCJ9 730000.00000000 PA 903545.83000000 0.077363806785 Long DBT CORP US N 2 2035-03-15 Fixed 2.45000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135AP1 300000.00000000 PA USD 397299.00000000 0.034017713381 Long DBT CORP US N 2 2034-12-05 Fixed 4.80000000 N N N N N N Roche Holdings Inc. PVJRP0EQNV6OGDPZGY95 771196BK7 1100000.00000000 PA USD 1166935.00000000 0.099915832571 Long DBT CORP US Y 2 2026-05-15 Fixed 2.62500000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 2200000.00000000 PA 2527108.86000000 0.216377249586 Long DBT CORP ES N 2 2023-10-24 Fixed 1.75000000 N N N N N N Freddie Mac N/A 3128MJ2V1 1909271.14000000 PA USD 1994997.41000000 0.170816564074 Long ABS-CBDO CORP US N 2 2047-11-01 Fixed 3.00000000 N N N N N N Penske Truck Leasing Co. Lp / PTL Finance Corp. N/A 709599BG8 170000.00000000 PA USD 176483.80000000 0.015110975172 Long DBT CORP US Y 2 2024-11-01 Fixed 2.70000000 N N N N N N Colombia Government International Bond 549300MHDRBVRF6B9117 195325BQ7 1350000.00000000 PA USD 1431580.50000000 0.122575428409 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N N/A N/A N/A 51.00000000 NC 6323554.09000000 0.541438187829 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A EURO-SCHATZ FUT Mar20 2020-03-08 6302771.35000000 USD 20615.37000000 N N N Wintershall Dea Finance BV 529900SUC9JUI6M74U66 ZR6354727 2000000.00000000 PA 2225958.73000000 0.190592037926 Long DBT CORP NL N 2 2025-09-25 Fixed 0.84000000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 23636TAE0 555000.00000000 PA USD 589376.70000000 0.050463876461 Long DBT CORP FR Y 2 2026-11-02 Fixed 2.94700000 N N N N N N Tokio Marine Holdings Inc. 5299009QN2NZ191KLS29 N/A 280697.00000000 NS 14999885.95000000 1.284326970376 Long EC CORP JP N 2 N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 757000.00000000 PA USD 1140193.40000000 0.097626151288 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SAY9 435000.00000000 PA 519902.96000000 0.044515364698 Long DBT CORP US N 2 2027-06-15 Fixed 2.20000000 N N N N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 N/A 1306175.00000000 NS 13466402.55000000 1.153026366104 Long EC CORP TW N 2 N N N Truist Financial Corp. 549300DRQQI75D2JP341 05531FBE2 970000.00000000 PA USD 1066408.30000000 0.091308490323 Long DBT CORP US N 2 2025-06-05 Fixed 3.70000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FB9 210000.00000000 PA USD 236772.90000000 0.020273075564 Long DBT CORP US N 2 2029-03-01 Fixed 3.70000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DD4 145000.00000000 PA USD 188658.05000000 0.016153364272 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RCT7 800000.00000000 PA USD 889248.00000000 0.076139591564 Long DBT CORP US N 2 2026-02-17 Fixed 4.12500000 N N N N N N Mercy Health/OH RV2KCMRGYKSCKT5REH48 58942HAB7 410000.00000000 PA USD 446362.90000000 0.038218684659 Long DBT CORP US N 2 2027-08-01 Fixed 3.55500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBB8 535000.00000000 PA USD 578361.75000000 0.049520749466 Long DBT CORP US N 2 2024-02-15 Fixed 3.90000000 N N N N N N Fannie Mae REMICS N/A 3136B3JN1 1065871.25000000 PA USD 1167523.39000000 0.099966211964 Long ABS-CBDO CORP US N 2 2048-02-25 Fixed 3.50000000 N N N N N N American Electric Power Co. Inc. 1B4S6S7G0TW5EE83BO58 025537AJ0 950000.00000000 PA USD 1011949.50000000 0.086645594495 Long DBT CORP US N 2 2027-11-13 Fixed 3.20000000 N N N N N N Marsh & McLennan Cos. Inc. 549300XMP3KDCKJXIU47 571748102 22723.00000000 NS USD 2375916.88000000 0.203431821983 Long EC CORP US N 1 N N N Fannie Mae REMICS N/A 3136B4VA3 1258169.09000000 PA USD 1389987.47000000 0.119014131317 Long ABS-CBDO CORP US N 2 2059-06-25 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128MJ3A6 289849.87000000 PA USD 304606.13000000 0.026081122843 Long ABS-CBDO CORP US N 2 2047-12-01 Fixed 3.50000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045V100 282827.00000000 NS USD 8626223.50000000 0.738598382045 Long EC CORP US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 4200000.00000000 PA 4970991.62000000 0.425628476667 Long DBT CORP DE N 2 2026-02-12 Fixed 2.62500000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MAN8 650000.00000000 PA USD 721474.00000000 0.061774370799 Long DBT CORP CA N 2 2035-03-15 Fixed 4.12500000 N N N N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 136375102 39494.00000000 NS USD 3353435.54000000 0.287129363636 Long EC CORP CA N 1 N N N Orange SA 969500MCOONR8990S771 N/A 1300000.00000000 PA 1499038.94000000 0.128351385250 Long DBT CORP FR N 2 2025-05-12 Fixed 1.00000000 N N N N N N Trinity Acquisition plc 549300FJZWZN6MJNGB63 89641UAC5 1274000.00000000 PA USD 1434880.72000000 0.122858001328 Long DBT CORP GB N 2 2026-03-15 Fixed 4.40000000 N N N N N N Volkswagen Leasing GmbH 5299004GLEUX88BSNB74 N/A 425000.00000000 PA 506753.21000000 0.043389450899 Long DBT CORP DE N 2 2024-01-15 Fixed 2.62500000 N N N N N N Consolidated Edison Co. of New York Inc. VZFZPMWDHTQCFKYOBP05 209111ES8 75000.00000000 PA USD 109206.00000000 0.009350485169 Long DBT CORP US N 2 2037-08-15 Fixed 6.30000000 N N N N N N COLT 2018-3 Mortgage Loan Trust N/A 12596DAA4 111586.89000000 PA USD 112096.84000000 0.009598005970 Long ABS-CBDO CORP US Y 2 2048-10-26 Variable 3.69200000 N N N N N N Healthpeak Properties Inc. PZ9HF5U52KPF0MH0QN75 40414LAN9 850000.00000000 PA USD 932288.50000000 0.079824824582 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BK4 1160000.00000000 PA USD 1259284.40000000 0.107823014367 Long DBT CORP GB N 2 2028-03-13 Variable 4.04100000 N N N N N N Merck & Co. Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 160240.00000000 NS USD 12267974.40000000 1.050414012901 Long EC CORP US N 1 N N N Cox Communications Inc. 5493001NEDZNIFRP2R92 224044CF2 100000.00000000 PA USD 119633.00000000 0.010243270446 Long DBT CORP US Y 2 2035-02-01 Fixed 4.80000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 107660.00000000 NS USD 17441996.60000000 1.493426465058 Long EC CORP US N 1 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BR9 245000.00000000 PA USD 247807.70000000 0.021217902165 Long DBT CORP GB N 2 2024-05-18 Floating 2.69175000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAQ2 400000.00000000 PA USD 444736.00000000 0.038079385496 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N Freddie Mac N/A 3132VLPD3 156149.15000000 PA USD 165365.07000000 0.014158962279 Long ABS-CBDO CORP US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Dominion Energy South Carolina Inc. 3QRVFYR22IUIEOORTK28 837004CG3 230000.00000000 PA USD 298349.10000000 0.025545380611 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAT9 660000.00000000 PA USD 710331.60000000 0.060820331223 Long DBT CORP KY N 2 2027-12-06 Fixed 3.40000000 N N N N N N Spain Government Bond 9598007A56S18711AH60 N/A 1050000.00000000 PA 1198258.97000000 0.102597867596 Long DBT NUSS ES Y 2 2029-10-31 Fixed 0.60000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HK2 495000.00000000 PA USD 594905.85000000 0.050937295825 Long DBT CORP US N 2 2048-03-01 Fixed 4.30000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHM4 1640000.00000000 PA USD 1884196.00000000 0.161329475993 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SH2 140000.00000000 PA USD 179397.40000000 0.015360444739 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCG4 20000.00000000 PA USD 24010.20000000 0.002055812125 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDE8 630000.00000000 PA 806365.58000000 0.069042995782 Long DBT CORP US N 2 2029-02-20 Fixed 1.50000000 N N N N N N Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GVU5 575000.00000000 PA USD 580991.50000000 0.049745915102 Long DBT CORP US N 2 2021-04-25 Fixed 2.62500000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551QAA5 325000.00000000 PA USD 338955.50000000 0.029022200025 Long DBT CORP US Y 2 2029-09-15 Fixed 3.37500000 N N N N N N Freddie Mac Pool N/A 3132DV4G7 4954977.04000000 PA USD 5057941.46000000 0.433073334911 Long ABS-CBDO CORP US N 2 2049-11-01 Fixed 2.50000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCR3 275000.00000000 PA USD 296565.50000000 0.025392664411 Long DBT CORP US N 2 2024-11-01 Fixed 3.50000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBH7 860000.00000000 PA USD 914180.00000000 0.078274330464 Long DBT CORP GB N 2 2025-05-07 Variable 3.93200000 N N N N N N Vantage Data Centers Issuer LLC N/A 92211MAC7 294000.00000000 PA USD 306697.86000000 0.026260221888 Long ABS-CBDO CORP US Y 2 2043-02-16 Fixed 4.07200000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431AE9 675000.00000000 PA USD 782034.75000000 0.066959730530 Long DBT CORP US Y 2 2028-06-15 Fixed 4.40000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2G7 435000.00000000 PA USD 453404.85000000 0.038821633664 Long DBT CORP US N 2 2030-10-30 Variable 2.87900000 N N N N N N Merck & Co. Inc. 4YV9Y5M8S0BRK1RP0397 58933YAX3 545000.00000000 PA USD 609369.95000000 0.052175747491 Long DBT CORP US N 2 2029-03-07 Fixed 3.40000000 N N N N N N RCI Banque SA 96950001WI712W7PQG45 N/A 500000.00000000 PA 553984.08000000 0.047433473659 Long DBT CORP FR N 2 2022-09-26 Fixed 0.75000000 N N N N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 036752AG8 610000.00000000 PA USD 681784.80000000 0.058376084294 Long DBT CORP US N 2 2028-03-01 Fixed 4.10100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -247694.08000000 -0.02120817374 N/A DFE N/A N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 1065696000.00000000 JPY 9650683.26000000 USD 2020-03-31 -247694.08000000 N N N MMAF Equipment Finance LLC 2017-B N/A 55316AAC4 116923.30000000 PA USD 117448.29000000 0.010056210225 Long ABS-CBDO CORP US Y 2 2022-10-17 Fixed 2.21000000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902VAA5 280000.00000000 PA USD 286319.60000000 0.024515385360 Long DBT CORP US Y 2 2040-02-15 Fixed 3.11200000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137AT4 600000.00000000 PA USD 743064.00000000 0.063622959474 Long DBT CORP US N 2 2039-03-01 Fixed 4.55000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBE2 560000.00000000 PA USD 688072.00000000 0.058914409756 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N N/A N/A N/A -14.00000000 NC -2430474.53000000 -0.20810318159 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A LONG GILT FUTURE Jun20 2020-06-26 -2408380.37000000 USD -22238.28000000 N N N Freddie Mac Pool N/A 3132DV4R3 353721.69000000 PA USD 373317.87000000 0.031964390300 Long ABS-CBDO CORP US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc. 35380028MYWPB6AUO129 N/A 194601.00000000 NS 6174653.01000000 0.528688912695 Long EC CORP JP N 2 N N N Oglethorpe Power Corp. 3EERXCUSWMS9GV5D9M98 677050AH9 350000.00000000 PA USD 436026.50000000 0.037333656776 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KBH2 100000.00000000 PA USD 107119.00000000 0.009171791118 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N SSM Health Care Corp. 5493000QP6H63JFPC580 784710AA3 320000.00000000 PA USD 355321.60000000 0.030423505589 Long DBT CORP US N 2 2027-06-01 Fixed 3.82300000 N N N N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 92928QAD0 220000.00000000 PA USD 277127.40000000 0.023728326684 Long DBT CORP US Y 2 2048-09-20 Fixed 4.62500000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 N/A 1330000.00000000 PA 1604925.59000000 0.137417659544 Long DBT CORP NL N 2 2023-11-29 Fixed 2.50000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BZ1 575000.00000000 PA USD 669875.00000000 0.057356338051 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N Emera US Finance LP N/A 29103DAF3 400000.00000000 PA USD 406984.00000000 0.034846966800 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N Corp Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 N/A 650000.00000000 PA USD 702305.44000000 0.060133111747 Long DBT CORP CL N 2 2027-08-01 Fixed 3.62500000 N N N N N N American Express Credit Corp. 9ET6B8VCXWW51H8Z3M54 025818KC8 1900000.00000000 PA 2124676.05000000 0.181919966819 Long DBT CORP US N 2 2021-11-22 Fixed 0.62500000 N N N N N N Healthpeak Properties Inc. PZ9HF5U52KPF0MH0QN75 40414LAR0 335000.00000000 PA USD 359913.95000000 0.030816713843 Long DBT CORP US N 2 2029-07-15 Fixed 3.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 121155.00000000 NS USD 16292924.40000000 1.395040089169 Long EC CORP US N 1 N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 N/A 279700.00000000 NS 7175549.80000000 0.614388147092 Long EC CORP JP N 2 N N N N/A N/A N/A -63.00000000 NC USD -8489250.00000000 -0.72687037552 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A US 10YR NOTE (CBT)Jun20 2020-06-30 -8355723.33000000 USD -133526.67000000 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCM1 170000.00000000 PA USD 223210.00000000 0.019111786850 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CF5 350000.00000000 PA USD 437066.00000000 0.037422661312 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N Kansas Development Finance Authority 549300WTL7BL8KBDPR87 485428ZX7 695000.00000000 PA USD 781367.65000000 0.066902611794 Long DBT MUN US N 2 2026-05-01 Fixed 5.37100000 N N N N N N Broadcom Corp. / Broadcom Cayman Finance Ltd. N/A 11134LAF6 1190000.00000000 PA USD 1246370.30000000 0.106717277498 Long DBT CORP US N 2 2024-01-15 Fixed 3.62500000 N N N N N N Fannie Mae REMICS N/A 3136B3T59 220810.84000000 PA USD 227139.28000000 0.019448221427 Long ABS-CBDO CORP US N 2 2049-02-25 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032633 4707000.00000000 PA USD -4887937.08000000 -0.41851714354 Short ABS-CBDO CORP US N 2 2050-03-01 Fixed 3.50000000 N N N N N N ARI Fleet Lease Trust 2018-A N/A 00217EAB4 93823.34000000 PA USD 94132.02000000 0.008059814085 Long ABS-CBDO CORP US Y 2 2026-10-15 Fixed 2.55000000 N N N N N N Prudential plc 5493001Z3ZE83NGK8Y12 N/A 546296.00000000 NS 9081996.95000000 0.777622821042 Long EC CORP GB N 2 N N N EQM Midstream Partners LP 549300NELT611CL6XM83 26885BAD2 504000.00000000 PA USD 463680.00000000 0.039701417171 Long DBT CORP US N 2 2023-07-15 Fixed 4.75000000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199105 99611.00000000 NS USD 15587129.28000000 1.334608182473 Long EC CORP US N 1 N N N Boston Gas Co. FN7P4E7K9JOBORDEUX61 100743AL7 130000.00000000 PA USD 139503.00000000 0.011944588508 Long DBT CORP US Y 2 2029-08-01 Fixed 3.00100000 N N N N N N Assicurazioni Generali SPA 549300X5UKJVE386ZB61 N/A 70487.00000000 NS 1272396.39000000 0.108945695062 Long EC CORP IT N 2 N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBZ5 25000.00000000 PA USD 24491.50000000 0.002097022210 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392FS2 255000.00000000 PA USD 314692.95000000 0.026944781074 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N Qatar Government International Bond 52990074F6OJOAXK4P65 74727PAW1 550000.00000000 PA USD 582653.50000000 0.049888219612 Long DBT NUSS QA Y 2 2023-04-23 Fixed 3.87500000 N N N N N N United Kingdom Gilt ECTRVYYCEF89VWYS6K36 N/A 1215000.00000000 PA 2446373.12000000 0.209464457802 Long DBT NUSS GB N 2 2045-01-22 Fixed 3.50000000 N N N N N N Fannie Mae REMICS N/A 3136ANUU9 359275.97000000 PA USD 378874.47000000 0.032440160000 Long ABS-CBDO CORP US N 2 2044-06-25 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128MJ2Z2 144505.42000000 PA USD 150993.71000000 0.012928451240 Long ABS-CBDO CORP US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Isuzu Motors Ltd. 529900C0QSXVCC7AR494 N/A 609814.00000000 NS 5705366.82000000 0.488507479806 Long EC CORP JP N 2 N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WJA3 305000.00000000 PA USD 416813.00000000 0.035688549852 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AJ0 143912.50000000 PA USD 148883.24000000 0.012747747629 Long ABS-CBDO CORP US Y 2 2049-05-20 Fixed 3.78700000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FC7 130000.00000000 PA USD 157141.40000000 0.013454831513 Long DBT CORP US N 2 2049-03-01 Fixed 4.30000000 N N N N N N Intesa Sanpaolo SPA 2W8N8UU78PMDQKZENC08 46115HBL0 1250000.00000000 PA USD 1323762.50000000 0.113343787198 Long DBT CORP IT Y 2 2029-09-23 Fixed 4.00000000 N N N N N N Alcon Inc. 549300LDT5AP8S0NBM78 N/A 79387.00000000 NS 4854627.20000000 0.415665070045 Long EC CORP CH N 2 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBD3 1075000.00000000 PA USD 1114130.00000000 0.095394539150 Long DBT CORP US N 2 2026-08-16 Fixed 2.27500000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CR71 748260.09000000 PA USD 778961.20000000 0.066696565651 Long ABS-CBDO CORP US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Saudi Government International Bond 635400FMICXSM3SI3H65 80413TAD1 2740000.00000000 PA USD 2808472.60000000 0.240468302076 Long DBT NUSS SA Y 2 2023-03-04 Fixed 2.87500000 N N N N N N Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWV2 335000.00000000 PA USD 368051.10000000 0.031513436554 Long DBT CORP US N 2 2029-04-23 Variable 3.81400000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KK6 345000.00000000 PA USD 348008.40000000 0.029797331494 Long DBT CORP US N 2 2021-03-30 Fixed 2.70000000 N N N N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 H1467J104 105998.00000000 NS USD 15372889.94000000 1.316264485501 Long EC CORP CH N 1 N N N COLT 2018-1 Mortgage Loan Trust N/A 19687UAA1 70643.99000000 PA USD 71213.38000000 0.006097464000 Long ABS-CBDO CORP US Y 2 2048-02-25 Variable 2.93000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353108 255139.00000000 NS USD 11175088.20000000 0.956838419934 Long EC CORP GB N 1 N N N Texas Instruments Inc. WDJNR2L6D8RWOEB8T652 882508104 63396.00000000 NS USD 7236019.44000000 0.619565705761 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KJ9 535000.00000000 PA USD 605090.35000000 0.051809317658 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DF1 375000.00000000 PA USD 382218.75000000 0.032726505444 Long DBT CORP US N 2 2029-09-13 Fixed 2.45000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGR4 1885000.00000000 PA USD 2051916.75000000 0.175690137363 Long DBT CORP US N 2 2028-07-21 Variable 3.59300000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 N/A 775000.00000000 PA 1102866.05000000 0.094430092165 Long DBT CORP DE N 2 2034-02-06 Fixed 3.12500000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 600000.00000000 PA 760138.52000000 0.065084921692 Long DBT CORP FR N 2 2043-07-04 Variable 5.12500000 N N N N N N Rotork plc 213800AH5RZIHGWRJ718 N/A 1849241.00000000 NS 6761917.60000000 0.578971945126 Long EC CORP GB N 2 N N N First Investors Auto Owner Trust 2016-1 N/A 32057LAD0 226472.01000000 PA USD 226915.90000000 0.019429095084 Long ABS-CBDO CORP US Y 2 2022-04-18 Fixed 3.41000000 N N N N N N Atlas Senior Loan Fund V Ltd. 5493004PDQETMPM6YK04 04941MAK1 750000.00000000 PA USD 749075.55000000 0.064137683107 Long ABS-CBDO CORP KY Y 2 2029-07-16 Floating 3.10263000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 N/A 1050000.00000000 PA 1181775.74000000 0.101186533076 Long DBT CORP N/A N 2 2034-10-13 Fixed 0.05000000 N N N N N N Qatar Government International Bond 52990074F6OJOAXK4P65 74727PBA8 515000.00000000 PA USD 584349.90000000 0.050033469534 Long DBT NUSS QA Y 2 2029-03-14 Fixed 4.00000000 N N N N N N Dominion Energy South Carolina Inc. 3QRVFYR22IUIEOORTK28 837004CE8 300000.00000000 PA USD 413820.00000000 0.035432281862 Long DBT CORP US N 2 2041-02-01 Fixed 5.45000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024WS7 230000.00000000 PA USD 243386.00000000 0.020839305382 Long DBT MUN US N 2 2031-04-01 Fixed 2.57400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 107901.11000000 0.009238757292 N/A DFE N/A N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 13391000.00000000 CAD 10084700.64000000 USD 2020-03-31 107901.11000000 N N N Banco Santander Chile 3YJP8HORPAEXJ80D6368 05970FAC5 1825000.00000000 PA USD 1848725.00000000 0.158292362103 Long DBT CORP CL Y 2 2025-01-10 Fixed 2.70000000 N N N N N N Chubb INA Holdings Inc. CZCBJZWDMLTHWJDXU843 171239AD8 525000.00000000 PA 615685.91000000 0.052716535454 Long DBT CORP US N 2 2031-06-15 Fixed 1.40000000 N N N N N N Daimler AG 529900R27DL06UVNT076 N/A 2575000.00000000 PA 2867654.21000000 0.245535576463 Long DBT CORP DE N 2 2021-01-12 Fixed 0.87500000 N N N N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 913017CW7 725000.00000000 PA USD 896803.25000000 0.076786490573 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N Southern Co. 549300FC3G3YU2FBZD92 842587CX3 5000.00000000 PA USD 5837.00000000 0.000499778235 Long DBT CORP US N 2 2046-07-01 Fixed 4.40000000 N N N N N N Oglethorpe Power Corp. 3EERXCUSWMS9GV5D9M98 677050AC0 210000.00000000 PA USD 254480.10000000 0.021789209394 Long DBT CORP US Y 2 2031-01-01 Fixed 6.19100000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874DN4 800000.00000000 PA USD 915344.00000000 0.078373994995 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Freddie Mac REMICS N/A 3137BUD96 984772.30000000 PA USD 1075253.18000000 0.092065810610 Long ABS-CBDO CORP US N 2 2039-12-15 Fixed 4.00000000 N N N N N N City of Montreal Canada 549300N5ZBGB87CAZW93 614852NZ0 410000.00000000 PA 356891.70000000 0.030557941396 Long DBT NUSS CA N 2 2038-12-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICS N/A 3136ATPH1 130961.26000000 PA USD 131906.80000000 0.011294183261 Long ABS-CBDO CORP US N 2 2040-09-25 Fixed 2.00000000 N N N N N N GreatAmerica Leasing Receivables Funding LLC Series 2018-1 N/A 39154TAR9 167000.00000000 PA USD 169822.30000000 0.014540601227 Long ABS-CBDO CORP US Y 2 2024-06-17 Fixed 2.83000000 N N N N N N Toledo Hospital 5493009DCR7NWV6K4T34 889184AC1 555000.00000000 PA USD 647429.70000000 0.055434516495 Long DBT CORP US N 2 2028-11-15 Fixed 5.32500000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 16.46000000 NS USD 1646.49000000 0.000140976506 Long STIV CORP US N 1 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YS3 1835000.00000000 PA USD 1937649.90000000 0.165906329822 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175AZ7 355000.00000000 PA USD 468117.20000000 0.040081341102 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GK3 550000.00000000 PA USD 627935.00000000 0.053765332538 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Chevron Corp. N/A 166764100 11573.00000000 NS USD 1080223.82000000 0.092491408980 Long EC CORP US N 1 N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAT3 2400000.00000000 PA USD 2484912.00000000 0.212764251091 Long DBT CORP US N 2 2022-03-28 Fixed 3.70000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBR9 275000.00000000 PA USD 302885.00000000 0.025933755477 Long DBT CORP US Y 2 2039-11-21 Fixed 4.05000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 57647.00000000 NS USD 9212567.07000000 0.788802554488 Long EC CORP US N 1 N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 N/A 2300000.00000000 PA 2642351.46000000 0.226244603232 Long DBT CORP ES N 2 2024-03-07 Fixed 1.62500000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBK5 2250000.00000000 PA USD 2585497.50000000 0.221376627939 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N Seasoned Credit Risk Transfer Trust Series 2019-3 N/A 35563PLH0 292861.74000000 PA USD 310869.81000000 0.026617434465 Long ABS-CBDO CORP US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAU5 225000.00000000 PA USD 270796.50000000 0.023186259521 Long DBT CORP LU N 2 2045-03-15 Fixed 4.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y87 1445000.00000000 PA USD 1496933.30000000 0.128171095197 Long DBT UST US N 2 2024-07-31 Fixed 1.75000000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 N/A 1264298.00000000 NS 10000828.41000000 0.856295420903 Long EC CORP GB N 2 N N N International Paper Co. 824LMFJDH41EY779Q875 460146CS0 605000.00000000 PA USD 668518.95000000 0.057240229729 Long DBT CORP US N 2 2048-08-15 Fixed 4.35000000 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L2C8 500000.00000000 PA USD 514360.00000000 0.044040762888 Long DBT CORP SA Y 2 2024-04-16 Fixed 2.87500000 N N N N N N Molson Coors Beverage Co. 54930073LBBH6ZCBE225 60871RAG5 700000.00000000 PA USD 727111.00000000 0.062257024544 Long DBT CORP US N 2 2026-07-15 Fixed 3.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CW8 1185000.00000000 PA USD 1295181.30000000 0.110896594858 Long DBT CORP US N 2 2025-03-25 Fixed 4.10000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RBP6 2450000.00000000 PA 2732526.11000000 0.233965577606 Long DBT CORP US N 2 2020-12-04 Fixed 1.87500000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 N/A 122181.00000000 NS 5232349.68000000 0.448006593840 Long EC CORP NL N 2 N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 1600000.00000000 PA 2001666.36000000 0.171387575906 Long DBT CORP FR N 2 2026-04-22 Fixed 2.87500000 N N N N N N Medtronic Global Holdings SCA 549300JXMTTP8GKYIX14 58507LAJ8 1135000.00000000 PA 1394614.44000000 0.119410303820 Long DBT CORP LU N 2 2031-03-07 Fixed 1.62500000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BQ4 475000.00000000 PA USD 562210.00000000 0.048137797075 Long DBT CORP NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N Medtronic Global Holdings SCA 549300JXMTTP8GKYIX14 58507LAH2 1595000.00000000 PA 1863869.21000000 0.159589046452 Long DBT CORP LU N 2 2027-03-07 Fixed 1.12500000 N N N N N N South Carolina Public Service Authority EMBXY64GWKA9MZGFUD26 837151RW1 690000.00000000 PA USD 710272.20000000 0.060815245249 Long DBT MUN US N 2 2023-12-01 Fixed 2.38800000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 71781LBH1 635000.00000000 PA USD 848963.25000000 0.072690312610 Long DBT MUN US N 2 2028-10-15 Fixed 6.55000000 N N N N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 913017DD8 285000.00000000 PA USD 318926.40000000 0.027307259431 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC N/A 85208NAD2 805000.00000000 PA USD 862662.15000000 0.073863245978 Long DBT CORP US Y 2 2025-03-20 Fixed 4.73800000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 N/A 1200000.00000000 PA 1394726.74000000 0.119419919221 Long DBT CORP FR N 2 2025-01-14 Fixed 1.25000000 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 N/A 1825000.00000000 PA 2048518.23000000 0.175399147757 Long DBT CORP GB N 2 2021-02-26 Fixed 2.25000000 N N N N N N Sinopec Group Overseas Development 2017 Ltd. 5493001IPW8ZGQ181Z16 82938NAA2 1025000.00000000 PA USD 1051680.75000000 0.090047481424 Long DBT CORP VG Y 2 2022-04-12 Fixed 3.00000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCE9 120000.00000000 PA USD 140970.00000000 0.012070196641 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 31620MBD7 1820000.00000000 PA 2131898.05000000 0.182538332146 Long DBT CORP US N 2 2027-05-21 Fixed 1.50000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAB2 360000.00000000 PA USD 335455.20000000 0.028722495767 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N Freddie Mac Pool N/A 31329N7B8 60206.92000000 PA USD 61214.78000000 0.005241359381 Long ABS-CBDO CORP US N 2 2048-04-01 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAH1 1375000.00000000 PA USD 1412345.00000000 0.120928437790 Long DBT CORP US N 2 2022-05-19 Fixed 2.75000000 N N N N N N N/A N/A N/A 25.00000000 NC 4897718.11000000 0.419354619291 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A EURO-BUND FUTURE Mar20 2020-03-08 4821414.89000000 USD 75540.63000000 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NAK7 885000.00000000 PA USD 1334411.85000000 0.114255610626 Long DBT CORP US N 2 2035-11-15 Fixed 6.50000000 N N N N N N CPUK Finance Ltd. 6354003CVDDPNXREIR29 N/A 1400000.00000000 PA 1948828.25000000 0.166863447525 Long DBT CORP JE N 2 2025-08-28 Fixed 3.58800000 N N N N N N Chicago Transit Authority 549300CB8XLRGIPN3E12 167725AC4 805000.00000000 PA USD 1178471.70000000 0.100903633079 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135F101 15945.00000000 NS USD 4346925.90000000 0.372194441358 Long EC CORP US N 1 N N N Temasek Financial I Ltd. 549300XMGMDF3VRJMF12 87973PAE4 510000.00000000 PA USD 589141.80000000 0.050443763748 Long DBT CORP SG Y 2 2028-08-01 Fixed 3.62500000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551PAD1 660000.00000000 PA USD 797418.60000000 0.068276933442 Long DBT CORP US N 2 2046-05-01 Fixed 4.97300000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WAG1 1035000.00000000 PA USD 1116547.65000000 0.095601544264 Long DBT CORP KY Y 2 2028-01-19 Fixed 3.59500000 N N N N N N United Kingdom Gilt ECTRVYYCEF89VWYS6K36 N/A 155000.00000000 PA 212641.26000000 0.018206865448 Long DBT NUSS GB N 2 2027-07-22 Fixed 1.25000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 137178.00000000 NS 6658722.35000000 0.570136115091 Long EC CORP FR N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1625000.00000000 PA 1898416.30000000 0.162547052905 Long DBT CORP FR N 2 2025-11-17 Fixed 1.50000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QHF4 255000.00000000 PA USD 263325.75000000 0.022546595610 Long ABS-CBDO CORP US N 2 2026-09-15 Fixed 2.44000000 N N N N N N N/A N/A N/A 17.00000000 NC 4124681.24000000 0.353165309282 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A EURO-BUXL 30Y BND Mar20 2020-03-08 3840903.11000000 USD 281300.71000000 N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 700000.00000000 PA 792902.72000000 0.067890272737 Long DBT CORP FR N 2 2023-01-18 Fixed 1.12500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 05531FBJ1 875000.00000000 PA USD 890951.25000000 0.076285428001 Long DBT CORP US N 2 2023-03-16 Fixed 2.20000000 N N N N N N Magnetite VII Ltd. 549300B54XJTQC6DWJ15 55951PBA4 1375000.00000000 PA USD 1371972.66000000 0.117471659166 Long ABS-CBDO CORP KY Y 2 2028-01-15 Floating 2.63125000 N N N N N N Molson Coors International LP 549300JY2HGCZWKZS671 N/A 1875000.00000000 PA 1423288.79000000 0.121865471892 Long DBT CORP US N 2 2023-07-15 Fixed 2.84000000 N N N N N N SK Telecom Co. Ltd. 9884003WEA1PHW006037 78440PAE8 200000.00000000 PA USD 211002.00000000 0.018066507992 Long DBT CORP KR Y 2 2023-04-16 Fixed 3.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172BH1 725000.00000000 PA 914521.75000000 0.078303591936 Long DBT CORP US N 2 2026-03-03 Fixed 2.87500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022634 3600000.00000000 PA USD 3673692.00000000 0.314550506062 Long ABS-CBDO CORP US N 2 2050-03-01 Fixed 2.50000000 N N N N N N innogy Finance BV 5299005PIU82TA2PW123 N/A 600000.00000000 PA 1006860.36000000 0.086209849865 Long DBT CORP NL N 2 2034-01-31 Fixed 4.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 220000.00000000 PA USD 232555.40000000 0.019911962885 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Linde plc 8945002PAZHZLBGKGF02 N/A 63583.00000000 NS 12254137.91000000 1.049229298741 Long EC CORP IE N 2 N N N Vinci SA 213800WFQ334R8UXUG83 N/A 134036.00000000 NS 13544156.25000000 1.159683828320 Long EC CORP FR N 2 N N N START Ireland N/A 85573LAA9 233630.97000000 PA USD 238968.04000000 0.020461028827 Long ABS-CBDO CORP BM Y 2 2044-03-15 Fixed 4.08900000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEF7 400000.00000000 PA 597330.58000000 0.051144907146 Long DBT CORP US N 2 2036-10-27 Fixed 3.37500000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FAE1 65000.00000000 PA USD 70173.35000000 0.006008414084 Long DBT CORP US Y 2 2026-04-15 Fixed 4.25000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LS8 1000000.00000000 PA USD 1081340.00000000 0.092586979046 Long DBT CORP US N 2 2028-10-27 Variable 3.52000000 N N N N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 70001.00000000 NS USD 4729967.57000000 0.404991407228 Long EC CORP US N 1 N N N Truist Bank JJKC32MCHWDI71265Z06 86787GAJ1 450000.00000000 PA USD 483475.50000000 0.041396356361 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBQ8 33000.00000000 PA USD 33332.64000000 0.002854022269 Long DBT CORP US N 2 2048-02-15 Fixed 4.05000000 N N N N N N Fortis Inc. 549300MQYQ9Y065XPR71 349553AM9 775000.00000000 PA USD 810983.25000000 0.069438371996 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCS8 250000.00000000 PA USD 279890.00000000 0.023964867262 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWZ3 1000000.00000000 PA USD 1133530.00000000 0.097055614661 Long DBT CORP US N 2 2029-05-01 Variable 4.22300000 N N N N N N Bankia SA 549300685QG7DJS55M76 N/A 850000.00000000 PA 1501417.66000000 0.128555057082 Long DBT CORP ES N 2 2036-03-24 Fixed 4.12500000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68333ZAC1 1910000.00000000 PA 1536888.96000000 0.131592196659 Long DBT NUSS CA N 2 2028-06-02 Fixed 2.90000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516106 45365.00000000 NS USD 7356842.05000000 0.629910833529 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1466502.21000000 -0.12556551074 N/A DFE N/A N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 78525000.00000000 EUR 85397900.63000000 USD 2020-03-31 -1466502.21000000 N N N Sierra Pacific Power Co. QB888G5GSVGE1LD1WV84 826418BM6 149000.00000000 PA USD 155331.01000000 0.013299821488 Long DBT CORP US N 2 2026-05-01 Fixed 2.60000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DKT8 1490045.01000000 PA USD 1536817.52000000 0.131586079791 Long ABS-CBDO CORP US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Seasoned Credit Risk Transfer Trust Series 2018-4 N/A 35563PHF9 106746.10000000 PA USD 112197.62000000 0.009606635000 Long ABS-CBDO CORP US N 2 2058-03-25 Fixed 3.50000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 217921.00000000 NS 18332222.82000000 1.569649814215 Long EC CORP CH N 2 N N N Angel Oak Mortgage Trust I LLC 2018-3 N/A 03464NAA0 387605.94000000 PA USD 394896.81000000 0.033812031990 Long ABS-CBDO CORP US Y 2 2048-09-25 Variable 3.64900000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448108 84209.00000000 NS USD 11118114.27000000 0.951960172516 Long EC CORP US N 1 N N N Freddie Mac N/A 3128MJ5C0 272288.26000000 PA USD 288813.43000000 0.024728913192 Long ABS-CBDO CORP US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Chicago Transit Authority 549300CB8XLRGIPN3E12 167725AB6 40000.00000000 PA USD 42257.20000000 0.003618164953 Long DBT MUN US N 2 2021-12-01 Fixed 6.30000000 N N N N N N Empresa de Transmision Electrica SA 254900RX1DOMC83TZ320 29247QAA2 470000.00000000 PA USD 558125.00000000 0.047788029371 Long DBT CORP PA Y 2 2049-05-02 Fixed 5.12500000 N N N N N N Panama Government International Bond 549300SHS4T08CL0LP14 698299BK9 1650000.00000000 PA USD 1740750.00000000 0.149047278168 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 913017109 38513.00000000 NS USD 5029412.67000000 0.430630630043 Long EC CORP US N 1 N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AC1 1270000.00000000 PA USD 1247546.40000000 0.106817978060 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 N/A 2050000.00000000 PA 2679211.72000000 0.229400668965 Long DBT CORP GB N 2 2026-11-13 Variable 2.25600000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAP7 825000.00000000 PA USD 846813.00000000 0.072506202939 Long DBT CORP KY N 2 2021-11-28 Fixed 3.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRY8 1890000.00000000 PA USD 2090793.60000000 0.179018868471 Long DBT CORP US N 2 2028-02-01 Variable 3.78200000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAJ4 350000.00000000 PA USD 502414.50000000 0.043017959923 Long DBT CORP MX N 2 2035-03-01 Fixed 6.37500000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551PAC3 1185000.00000000 PA USD 1264643.85000000 0.108281903601 Long DBT CORP US N 2 2026-05-01 Fixed 3.74300000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFH2 475000.00000000 PA USD 585784.25000000 0.050156282094 Long DBT CORP US N 2 2048-09-01 Fixed 4.45000000 N N N N N N Daiwa House Industry Co. Ltd. N/A N/A 132902.00000000 NS 3667622.89000000 0.314030854000 Long EC CORP JP N 2 N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 92928QAE8 895000.00000000 PA USD 1017883.50000000 0.087153678108 Long DBT CORP US Y 2 2028-09-20 Fixed 4.12500000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBS4 213000.00000000 PA USD 242847.69000000 0.020793213961 Long DBT CORP US N 2 2048-10-17 Fixed 4.95000000 N N N N N N Master Credit Card Trust II Series 2018-1 N/A 576339BM6 765000.00000000 PA USD 767226.69000000 0.065691828167 Long ABS-CBDO CORP CA Y 2 2024-07-21 Floating 2.12938000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KBM1 130000.00000000 PA USD 135860.40000000 0.011632700175 Long DBT CORP US N 2 2029-11-01 Fixed 2.75000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBH7 275000.00000000 PA USD 304788.00000000 0.026096694998 Long DBT CORP MX N 2 2029-04-22 Fixed 3.62500000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RFW7 450000.00000000 PA USD 537943.50000000 0.046060039915 Long DBT CORP US N 2 2037-08-15 Fixed 4.90000000 N N N N N N Toyota Finance Australia Ltd. 3UKPTDP5PGQRH8AUK042 N/A 1625000.00000000 PA 1069437.44000000 0.091567852709 Long DBT CORP AU N 2 2020-12-07 Fixed 2.50000000 N N N N N N Abu Dhabi Government International Bond 213800FER4348CINTA77 N/A 1235000.00000000 PA USD 1324786.48000000 0.113431462874 Long DBT NUSS AE N 2 2027-10-11 Fixed 3.12500000 N N N N N N United Airlines 2018-1 Class B Pass Through Trust N/A 90932NAA1 64318.17000000 PA USD 68284.03000000 0.005846645878 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 2607852.00000000 NS 6702847.44000000 0.573914213361 Long EC CORP ES N 2 N N N SoFi Consumer Loan Program 2019-3 Trust N/A 83405TAA1 990076.53000000 PA USD 1000719.85000000 0.085684084361 Long ABS-CBDO CORP US Y 2 2028-05-25 Fixed 2.90000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBY8 130000.00000000 PA USD 128975.60000000 0.011043206738 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379TAR0 227921.36000000 PA USD 235937.35000000 0.020201533727 Long ABS-CBDO CORP US N 2 2044-09-20 Fixed 2.75000000 N N N N N N County of Broward FL Airport System Revenue N/A 114894ZW1 100000.00000000 PA USD 107765.00000000 0.009227103220 Long DBT MUN US N 2 2043-10-01 Fixed 3.47700000 N N N N N N Grand Parkway Transportation Corp. N/A 38611TDL8 290000.00000000 PA USD 295425.90000000 0.025295089068 Long DBT MUN US N 2 2052-10-01 Fixed 3.23600000 N N N N N N Evergy Inc. 549300PGTHDQY6PSUI61 30034WAB2 580000.00000000 PA USD 597034.60000000 0.051119564614 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AK7 124062.50000000 PA USD 132069.49000000 0.011308113177 Long ABS-CBDO CORP US Y 2 2049-05-20 Fixed 4.02100000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137AX5 60000.00000000 PA USD 68869.80000000 0.005896800940 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N Accenture plc 3912009JR9E9MPCX1B47 G1151C101 31145.00000000 NS USD 5624475.55000000 0.481581371162 Long EC CORP IE N 1 N N N Lowe's Cos. Inc. WAFCR4OKGSC504WU3E95 548661DS3 525000.00000000 PA USD 641019.75000000 0.054885680878 Long DBT CORP US N 2 2049-04-05 Fixed 4.55000000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 66285WFB7 125000.00000000 PA USD 224285.00000000 0.019203830983 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N SBA Tower Trust N/A 78403DAM2 675000.00000000 PA USD 711949.50000000 0.060958859783 Long DBT CORP US Y 2 2023-03-15 Fixed 3.44800000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 600000.00000000 PA 674559.09000000 0.057757401308 Long DBT CORP FR N 2 2022-04-01 Fixed 1.00000000 N N N N N N Deephaven Residential Mortgage Trust 2018-1 N/A 24380PAA2 139744.09000000 PA USD 140325.42000000 0.012015006123 Long ABS-CBDO CORP US Y 2 2057-12-25 Variable 2.97600000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 256750.00000000 NS USD 10380402.50000000 0.888795484082 Long EC CORP US N 1 N N N State Grid Overseas Investment 2016 Ltd. 3003006V8BHG5158QO96 857006AE0 2135000.00000000 PA USD 2183144.25000000 0.186926157294 Long DBT CORP VG Y 2 2022-05-04 Fixed 2.75000000 N N N N N N Seven & i Holdings Co. Ltd. 52990037G8JRM3TWGY86 N/A 173183.00000000 NS 5892266.70000000 0.504510305257 Long EC CORP JP N 2 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAD2 380000.00000000 PA USD 426417.00000000 0.036510867852 Long DBT CORP US N 2 2024-02-15 Fixed 5.00000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29373LAB7 365080.37000000 PA USD 367763.71000000 0.031488829518 Long ABS-CBDO CORP US Y 2 2023-10-20 Fixed 2.87000000 N N N N N N Walt Disney Co. 549300GZKULIZ0WOW665 254687DZ6 640000.00000000 PA USD 943321.60000000 0.080769505625 Long DBT CORP US N 2 2034-12-15 Fixed 6.20000000 N N N N N N Cimarex Energy Co. 11KYOFXPU1C4CQL1CL44 171798AC5 1040000.00000000 PA USD 1097241.60000000 0.093948512981 Long DBT CORP US N 2 2024-06-01 Fixed 4.37500000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QCP1 475000.00000000 PA USD 514444.00000000 0.044047955174 Long DBT CORP GB N 2 2024-02-10 Fixed 3.81400000 N N N N N N Cisco Systems Inc. 8E6NF1YAL0WT6CWXXV93 17275R102 360816.00000000 NS USD 14407382.88000000 1.233595406458 Long EC CORP US N 1 N N N Conagra Brands Inc. 54930035UDEIH090K650 205887CB6 200000.00000000 PA USD 223836.00000000 0.019165386503 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PCQ3 75000.00000000 PA USD 94074.75000000 0.008054910487 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022436 1200000.00000000 PA USD 1232436.00000000 0.105524188606 Long ABS-CBDO CORP US N 2 2035-03-01 Fixed 2.50000000 N N N N N N United Kingdom Gilt ECTRVYYCEF89VWYS6K36 N/A 1210000.00000000 PA 1574934.31000000 0.134849732701 Long DBT NUSS GB N 2 2023-07-22 Fixed 0.75000000 N N N N N N Credit Mutuel Arkea SA 96950041VJ1QP0B69503 N/A 2200000.00000000 PA 2568220.88000000 0.219897361424 Long DBT CORP FR N 2 2026-04-15 Fixed 1.62500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 51562.00000000 NS USD 5986863.82000000 0.512609942343 Long EC CORP US N 1 N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QDS4 1350000.00000000 PA 1072463.94000000 0.091826989051 Long DBT CORP GB N 2 2025-05-15 Fixed 3.47000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RZ3 550000.00000000 PA USD 681483.00000000 0.058350243439 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GN7 30000.00000000 PA USD 32834.40000000 0.002811361740 Long DBT CORP US N 2 2025-08-01 Fixed 3.70000000 N N N N N N Freddie Mac REMICS N/A 3137A8XN3 210170.26000000 PA USD 220651.45000000 0.018892717533 Long ABS-CBDO CORP US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 N/A 30571.00000000 NS 11838066.47000000 1.013604243072 Long EC CORP CH N 2 N N N Castlelake Aircraft Structured Trust 2019-1 549300MHTIBONNXM3R82 14855MAA6 240526.77000000 PA USD 246311.44000000 0.021089788719 Long ABS-CBDO CORP US Y 2 2039-04-15 Fixed 3.96700000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BN8 97000.00000000 PA USD 123578.97000000 0.010581134061 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N Cottage Health Obligated Group N/A 22170QAA8 290000.00000000 PA USD 313550.90000000 0.026846995957 Long DBT CORP US N 2 2049-11-01 Fixed 3.30400000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BQ2 1095000.00000000 PA USD 1107504.90000000 0.094827281863 Long DBT CORP GB Y 2 2022-09-10 Variable 2.74400000 N N N N N N Providence St Joseph Health Obligated Group N/A 743756AE8 225000.00000000 PA USD 275251.50000000 0.023567707532 Long DBT CORP US N 2 2048-10-01 Fixed 3.93000000 N N N N N N Fannie Mae REMICS N/A 3136B5TS4 542985.39000000 PA USD 553302.11000000 0.047375081717 Long ABS-CBDO CORP US N 2 2053-03-25 Fixed 2.50000000 N N N N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550108 74979.00000000 NS USD 11973396.51000000 1.025191532526 Long EC CORP US N 1 N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324P102 39128.00000000 NS USD 9976074.88000000 0.854175963042 Long EC CORP US N 1 N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 N/A 1200000.00000000 PA 1326857.18000000 0.113608761279 Long DBT CORP NL N 2 2020-03-16 Fixed 4.25000000 N N N N N N N/A N/A N/A 7.00000000 NC 1048342.40000000 0.089761643721 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A EURO-BOBL FUTURE Mar20 2020-03-30 1035598.39000000 USD 12672.03000000 N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AP0 10000.00000000 PA USD 12482.50000000 0.001068782220 Long DBT CORP US N 2 2046-05-01 Fixed 4.25000000 N N N N N N Massachusetts School Building Authority N/A 576000XQ1 175000.00000000 PA USD 187327.00000000 0.016039396511 Long DBT MUN US N 2 2040-10-15 Fixed 3.39500000 N N N N N N Madison Park Funding XXX Ltd. N/A 55821TAA5 1400000.00000000 PA USD 1391968.90000000 0.119183786207 Long ABS-CBDO CORP KY Y 2 2029-04-15 Floating 2.58125000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAB9 355000.00000000 PA USD 376232.55000000 0.032213952339 Long DBT CORP US N 2 2029-10-01 Fixed 3.34700000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 1312585.00000000 NS 276926.27000000 0.023711105441 Long EC CORP ES N 2 N N N Marui Group Co. Ltd. 52990081ZYFHQZEEMU57 N/A 583565.00000000 NS 11388351.45000000 0.975098541689 Long EC CORP JP N 2 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCM4 475000.00000000 PA USD 665218.50000000 0.056957637117 Long DBT CORP US N 2 2054-08-21 Fixed 5.01200000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A 375000.00000000 PA 491790.92000000 0.042108342986 Long DBT CORP BE N 2 2025-03-07 Fixed 1.75000000 N N N N N N Dominion Energy South Carolina Inc. 3QRVFYR22IUIEOORTK28 837004BV1 156000.00000000 PA USD 227017.44000000 0.019437789187 Long DBT CORP US N 2 2032-02-01 Fixed 6.62500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 N/A 1300000.00000000 PA 1468433.69000000 0.125730888792 Long DBT CORP US N 2 2020-09-23 Fixed 3.87500000 N N N N N N Australia Government Bond 213800J6B7JSBDETCB42 N/A 135000.00000000 PA 101265.49000000 0.008670599257 Long DBT NUSS AU N 2 2027-11-21 Fixed 2.75000000 N N N N N N Julius Baer Group Ltd. 5299007MF0604ZGJER92 N/A 82530.00000000 NS 3471879.57000000 0.297270831559 Long EC CORP CH N 2 N N N Noble Energy Inc. 02VFQXG2D1LR5ZH3K186 655044AP0 625000.00000000 PA USD 646156.25000000 0.055325480588 Long DBT CORP US N 2 2028-01-15 Fixed 3.85000000 N N N N N N Volkswagen Leasing GmbH 5299004GLEUX88BSNB74 N/A 2325000.00000000 PA 2643638.94000000 0.226354840423 Long DBT CORP DE N 2 2025-01-20 Fixed 1.37500000 N N N N N N Australia Government Bond 213800J6B7JSBDETCB42 N/A 1195000.00000000 PA 872656.96000000 0.074719026087 Long DBT NUSS AU N 2 2028-05-21 Fixed 2.25000000 N N N N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 036752AD5 500000.00000000 PA USD 570555.00000000 0.048852316412 Long DBT CORP US N 2 2047-12-01 Fixed 4.37500000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 35158.00000000 NS USD 13003889.46000000 1.113424862624 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BFY1 920000.00000000 PA USD 1011328.40000000 0.086592414392 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N Ford Auto Securitization Trust 549300UXPSVB9J11GQ87 345213HA3 2005000.00000000 PA 1493333.26000000 0.127862850955 Long ABS-CBDO CORP CA Y 2 2023-06-15 Fixed 2.35400000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AT5 355000.00000000 PA USD 377631.25000000 0.032333712459 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N KeySpan Gas East Corp. K8TS3HOE1568DUBUJL44 49338CAB9 400000.00000000 PA USD 414708.00000000 0.035508314596 Long DBT CORP US Y 2 2026-08-15 Fixed 2.74200000 N N N N N N Freddie Mac Pool N/A 3132DV4P7 2956499.24000000 PA USD 3049362.88000000 0.261093917800 Long ABS-CBDO CORP US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 1400000.00000000 PA USD 1566446.00000000 0.134122942810 Long DBT CORP US Y 2 2025-12-15 Fixed 4.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AA6 1230000.00000000 PA USD 1300934.10000000 0.111389163683 Long DBT CORP CH Y 2 2030-08-13 Variable 3.12600000 N N N N N N Cox Communications Inc. 5493001NEDZNIFRP2R92 224044CK1 800000.00000000 PA USD 935600.00000000 0.080108363322 Long DBT CORP US Y 2 2047-08-15 Fixed 4.60000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343V104 134782.00000000 NS USD 7299793.12000000 0.625026164427 Long EC CORP US N 1 N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FNWX4 285000.00000000 PA USD 296958.60000000 0.025426322595 Long ABS-CBDO CORP US N 2 2026-07-25 Fixed 2.28200000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 675000.00000000 PA 767983.57000000 0.065756634086 Long DBT CORP CH N 2 2025-07-17 Variable 1.25000000 N N N N N N Toledo Hospital 5493009DCR7NWV6K4T34 889184AD9 210000.00000000 PA USD 264486.60000000 0.022645990430 Long DBT CORP US N 2 2038-11-15 Fixed 5.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SJ8 975000.00000000 PA USD 1108302.00000000 0.094895531517 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAN2 765000.00000000 PA USD 915995.70000000 0.078429795145 Long DBT CORP US Y 2 2045-02-15 Fixed 4.50000000 N N N N N N Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. N/A 03522AAJ9 925000.00000000 PA USD 1138397.50000000 0.097472381932 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Freddie Mac N/A 3128MJ2W9 3306354.93000000 PA USD 3474714.52000000 0.297513566921 Long ABS-CBDO CORP US N 2 2047-11-01 Fixed 3.50000000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 1800000.00000000 PA 1998896.00000000 0.171150370898 Long DBT CORP DE N 2 2021-08-23 Fixed 0.37500000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206REF5 350000.00000000 PA 467978.52000000 0.040069466981 Long DBT CORP US N 2 2036-09-04 Fixed 3.15000000 N N N N N N Penske Truck Leasing Co. Lp / PTL Finance Corp. N/A 709599AZ7 1120000.00000000 PA USD 1223745.60000000 0.104780095275 Long DBT CORP US Y 2 2025-03-10 Fixed 3.95000000 N N N N N N Madison Park Funding XVIII Ltd. N/A 55819BAL4 730000.00000000 PA USD 728691.04000000 0.062392311439 Long ABS-CBDO CORP KY Y 2 2030-10-21 Floating 3.00913000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867224107 524509.00000000 NS 14454526.29000000 1.237631940678 Long EC CORP CA N 1 N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CN3 173000.00000000 PA USD 181473.54000000 0.015538208930 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAS0 1060000.00000000 PA USD 1153439.00000000 0.098760271999 Long DBT CORP LU N 2 2025-03-15 Fixed 3.80000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032633 4707000.00000000 PA USD 4887937.08000000 0.418517143548 Long ABS-CBDO CORP US N 2 2050-03-01 Fixed 3.50000000 N N N N N N PPL Capital Funding Inc. 549300MROK5WY0D2NU17 69352PAL7 1500000.00000000 PA USD 1590585.00000000 0.136189783108 Long DBT CORP US N 2 2026-05-15 Fixed 3.10000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KBJ8 155000.00000000 PA USD 169605.65000000 0.014522051124 Long DBT CORP US N 2 2029-04-01 Fixed 3.50000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 69641.00000000 NS USD 3866468.32000000 0.331056486698 Long EC CORP US N 1 N N N Freddie Mac Pool N/A 3132DV3Y9 890475.80000000 PA USD 915889.98000000 0.078420743139 Long ABS-CBDO CORP US N 2 2049-10-01 Fixed 2.50000000 N N N N N N Freddie Mac Pool N/A 31339UCN8 901100.58000000 PA USD 920005.67000000 0.078773138597 Long ABS-CBDO CORP US N 2 2049-10-01 Fixed 2.50000000 N N N N N N Broadcom Corp. / Broadcom Cayman Finance Ltd. N/A 11134LAH2 915000.00000000 PA USD 959688.60000000 0.082170888248 Long DBT CORP US N 2 2027-01-15 Fixed 3.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 521715.00000000 NS USD 14868877.50000000 1.273109706041 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 252160.03000000 NS USD 25223568.20000000 2.159703682838 Long STIV CORP US N 1 N N N Schlumberger Ltd. 213800ZUA17OK3QLGM62 806857108 209929.00000000 NS USD 5686976.61000000 0.486932864987 Long EC CORP CW N 1 N N N Astellas Pharma Inc. 549300PZYT0QC9UNJF13 N/A 480700.00000000 NS 7534114.52000000 0.645089336558 Long EC CORP JP N 2 N N N Iberdrola International BV 549300ZMLFJKWC63XN87 N/A 1800000.00000000 PA 2029363.43000000 0.173759066871 Long DBT CORP NL N 2 2020-11-11 Fixed 2.87500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 34540UAB5 2575000.00000000 PA 3496765.35000000 0.299401612989 Long DBT CORP US N 2 2025-03-06 Fixed 4.53500000 N N N N N N Dollarama Inc. 5493002GJ0NJP1HI0C79 25675T107 233669.00000000 NS 6869494.31000000 0.588182926496 Long EC CORP CA N 1 N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAR4 80000.00000000 PA USD 80524.80000000 0.006894730584 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WAN6 445000.00000000 PA USD 498061.80000000 0.042645271089 Long DBT CORP KY Y 2 2029-04-11 Fixed 3.97500000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAF0 950000.00000000 PA USD 957125.00000000 0.081951386538 Long DBT CORP NO Y 2 2030-01-15 Fixed 3.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAY6 1405000.00000000 PA USD 1461256.20000000 0.125116334520 Long DBT CORP US Y 2 2022-12-01 Fixed 3.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CZ1 125000.00000000 PA USD 153241.25000000 0.013120891119 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Merck & Co. Inc. 4YV9Y5M8S0BRK1RP0397 58933YAW5 360000.00000000 PA USD 449766.00000000 0.038510066415 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBE8 1075000.00000000 PA USD 1160752.75000000 0.099386493186 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N Consolidated Edison Co. of New York Inc. VZFZPMWDHTQCFKYOBP05 209111FF5 290000.00000000 PA USD 384032.50000000 0.032881803161 Long DBT CORP US N 2 2054-12-01 Fixed 4.62500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 N/A 2500000.00000000 PA 2793998.32000000 0.239228978775 Long DBT CORP US N 2 2020-09-03 Fixed 2.25000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816109 32106.00000000 NS USD 3529412.58000000 0.302196948776 Long EC CORP US N 1 N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VBD8 10000.00000000 PA USD 13313.60000000 0.001139943037 Long DBT CORP US N 2 2043-11-15 Fixed 5.15000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 N/A 975000.00000000 PA 1119522.12000000 0.095856225670 Long DBT CORP US N 2 2023-06-08 Fixed 1.50000000 N N N N N N Freddie Mac Pool N/A 3132DV4N2 2301915.68000000 PA USD 2349703.45000000 0.201187363909 Long ABS-CBDO CORP US N 2 2049-12-01 Fixed 2.50000000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBG0 117000.00000000 PA USD 128306.88000000 0.010985949294 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N EOG Resources Inc. XWTZDRYZPBUHIQBKDB46 26875P101 80271.00000000 NS USD 5077943.46000000 0.434785955137 Long EC CORP US N 1 N N N KLA Corp. 549300H0BF5JCG96TJ81 482480100 31239.00000000 NS USD 4801746.69000000 0.411137311272 Long EC CORP US N 1 N N N European Financial Stability Facility 222100OW6UHQXNHKN143 N/A 1025000.00000000 PA 1490822.97000000 0.127647913778 Long DBT CORP LU N 2 2047-05-31 Fixed 1.37500000 N N N N N N E.ON International Finance BV 549300TG53AWJ719M814 N/A 250000.00000000 PA 480920.60000000 0.041177599566 Long DBT CORP NL N 2 2037-10-30 Fixed 5.87500000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DEL2 1669664.20000000 PA USD 1730206.22000000 0.148144493902 Long ABS-CBDO CORP US N 2 2034-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418C4W1 948999.91000000 PA USD 1000321.83000000 0.085650004913 Long ABS-CBDO CORP US N 2 2048-12-01 Fixed 4.00000000 N N N N N N City of Toronto Canada 54930037NB6NXS8EKP78 891288DR0 1000000.00000000 PA 877830.36000000 0.075161985265 Long DBT NUSS CA N 2 2048-08-01 Fixed 3.20000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SAV5 400000.00000000 PA USD 389524.00000000 0.033351998840 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FL7 675000.00000000 PA USD 708243.75000000 0.060641564393 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N State of California N/A 13063BFR8 20000.00000000 PA USD 34115.00000000 0.002921009849 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XAU9 575000.00000000 PA USD 617803.00000000 0.052897805884 Long DBT CORP US N 2 2024-07-08 Fixed 3.40000000 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475105 40601.00000000 NS USD 5131966.40000000 0.439411531564 Long EC CORP US N 1 N N N Race Point IX CLO Ltd. 549300C3570PBQ31OI09 74981HCC2 730000.00000000 PA USD 728236.69000000 0.062353408879 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 3.04125000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AN0 765000.00000000 PA USD 914320.35000000 0.078286347575 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N Orange SA 969500MCOONR8990S771 N/A 1000000.00000000 PA 1076485.43000000 0.092171318873 Long DBT CORP FR N 2 2032-09-04 Fixed 0.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746RX1 625000.00000000 PA 482825.90000000 0.041340736018 Long DBT CORP US N 2 2026-05-19 Fixed 2.97500000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 N/A 985000.00000000 PA 1093618.71000000 0.093638312267 Long DBT NUSS CA N 2 2029-06-28 Fixed 0.25000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138L8K45 150000.00000000 PA USD 161385.00000000 0.013818178938 Long ABS-CBDO CORP US N 2 2025-02-01 Fixed 3.07000000 N N N N N N Vantage Data Centers Issuer LLC N/A 92212KAA4 194025.00000000 PA USD 199337.40000000 0.017067756373 Long ABS-CBDO CORP US Y 2 2044-07-15 Fixed 3.18800000 N N N N N N Arkema SA 9695000EHMS84KKP2785 N/A 74004.00000000 NS 7000809.79000000 0.599426479490 Long EC CORP FR N 2 N N N Cargill Inc. QXZYQNMR4JZ5RIRN4T31 141781BF0 340000.00000000 PA USD 461556.80000000 0.039519623587 Long DBT CORP US Y 2 2045-11-23 Fixed 4.76000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCX0 695000.00000000 PA USD 895896.70000000 0.076708869541 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAL0 975000.00000000 PA USD 1167699.00000000 0.099981248122 Long DBT CORP US N 2 2048-11-15 Variable 3.96400000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 023551AJ3 555000.00000000 PA USD 739104.60000000 0.063283945949 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 136069TZ4 570000.00000000 PA USD 575643.00000000 0.049287963433 Long DBT CORP CA N 2 2022-06-16 Floating 2.61363000 N N N N N N British Telecommunications plc 549300OWFMSO9NYV4H90 N/A 1950000.00000000 PA 2691453.04000000 0.230448800763 Long DBT CORP GB N 2 2031-11-21 Fixed 3.12500000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DMJ8 1725000.00000000 PA USD 1780648.50000000 0.152463485451 Long ABS-CBDO CORP US N 2 2050-03-01 Fixed 3.00000000 N N N N N N SBA Tower Trust N/A 78403DAK6 805000.00000000 PA USD 813259.30000000 0.069633252971 Long DBT CORP US Y 2 2021-07-09 Fixed 2.87700000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AH3 420000.00000000 PA USD 476998.20000000 0.040841754072 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Sales Tax Securitization Corp. N/A 79467BCN3 650000.00000000 PA USD 872514.50000000 0.074706828313 Long DBT MUN US N 2 2048-01-01 Fixed 4.78700000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200JZ5 550000.00000000 PA USD 597740.00000000 0.051179962689 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N GreatAmerica Leasing Receivables Funding LLC Series 2018-1 N/A 39154TAQ1 173915.74000000 PA USD 174522.71000000 0.014943061843 Long ABS-CBDO CORP US Y 2 2021-06-15 Fixed 2.60000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397YT4 975000.00000000 PA USD 927498.00000000 0.079414650240 Long DBT CORP US N 2 2027-11-02 Fixed 3.81500000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCL3 255000.00000000 PA USD 320869.05000000 0.027473593882 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N Dominion Energy South Carolina Inc. 3QRVFYR22IUIEOORTK28 837004BX7 113000.00000000 PA USD 151903.64000000 0.013006361675 Long DBT CORP US N 2 2033-05-15 Fixed 5.30000000 N N N N N N N/A N/A N/A 13.00000000 NC 2091871.54000000 0.179111164334 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A Euro-BTP Future Mar20 2020-03-08 2058941.87000000 USD 32887.19000000 N N N Australia Government Bond 213800J6B7JSBDETCB42 N/A 1260000.00000000 PA 859647.38000000 0.073605113987 Long DBT NUSS AU N 2 2022-11-21 Fixed 2.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 1850000.00000000 PA USD 1964052.50000000 0.168166985095 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 251087.00000000 NS 11301771.16000000 0.967685325221 Long EC CORP KR N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 N/A 188125.00000000 NS 19359157.62000000 1.657578486796 Long EC CORP CH N 2 N N N Sky Ltd. 2138003TS48MQKF4BZ29 111013AK4 725000.00000000 PA USD 757559.75000000 0.064864121089 Long DBT CORP GB Y 2 2022-11-26 Fixed 3.12500000 N N N N N N United Kingdom Gilt ECTRVYYCEF89VWYS6K36 N/A 1015000.00000000 PA 1312868.33000000 0.112411001683 Long DBT NUSS GB N 2 2021-01-22 Fixed 1.50000000 N N N N N N State of Connecticut 5493007GRO6CU0IKP741 20772GE79 275000.00000000 PA USD 334732.75000000 0.028660637829 Long DBT MUN US N 2 2025-03-15 Fixed 5.77000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024PY2 75000.00000000 PA USD 139975.50000000 0.011985045115 Long DBT MUN US N 2 2050-10-01 Fixed 6.90700000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RHS4 850000.00000000 PA USD 918799.00000000 0.078669820556 Long DBT CORP US N 2 2025-07-15 Fixed 3.60000000 N N N N N N Qatar Government International Bond 52990074F6OJOAXK4P65 74727PAY7 255000.00000000 PA USD 339981.30000000 0.029110031534 Long DBT NUSS QA Y 2 2048-04-23 Fixed 5.10300000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 728323.00000000 NS 6974366.85000000 0.597162370207 Long EC CORP NL N 2 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DJQ6 921977.51000000 PA USD 941117.76000000 0.080580807447 Long ABS-CBDO CORP US N 2 2049-12-01 Fixed 2.50000000 N N N N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 N/A 346244.00000000 NS 8077793.32000000 0.691640446906 Long EC CORP JP N 2 N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902VAB3 335000.00000000 PA USD 346601.05000000 0.029676830741 Long DBT CORP US Y 2 2050-02-15 Fixed 3.36200000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FRB2 285000.00000000 PA USD 321713.70000000 0.027545914884 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BT0 1125000.00000000 PA USD 1364861.25000000 0.116862762826 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAB9 45000.00000000 PA USD 61303.50000000 0.005248955804 Long DBT CORP US N 2 2042-04-01 Fixed 4.87500000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PDK5 820000.00000000 PA USD 926944.40000000 0.079367249652 Long DBT CORP US N 2 2028-06-15 Fixed 3.85000000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 1296143.00000000 NS 14838633.05000000 1.270520102163 Long EC CORP ES N 2 N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L2D6 910000.00000000 PA USD 964490.80000000 0.082582064373 Long DBT CORP SA Y 2 2029-04-16 Fixed 3.50000000 N N N N N N Mondelez International Inc. 549300DV9GIB88LZ5P30 609207105 240621.00000000 NS USD 12704788.80000000 1.087815131605 Long EC CORP US N 1 N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 N/A 700000.00000000 PA 813910.76000000 0.069689032572 Long DBT CORP ES N 2 2022-05-27 Fixed 2.24200000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBE5 227000.00000000 PA USD 252387.68000000 0.021610051269 Long DBT CORP US N 2 2045-11-15 Fixed 4.75000000 N N N N N N RCI Banque SA 96950001WI712W7PQG45 N/A 800000.00000000 PA 895290.29000000 0.076656947232 Long DBT CORP FR N 2 2024-03-08 Fixed 1.37500000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GCK3 775000.00000000 PA USD 833760.50000000 0.071388615923 Long DBT CORP US Y 2 2027-09-19 Fixed 3.00000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DF4 780000.00000000 PA USD 822861.00000000 0.070455374040 Long DBT CORP US N 2 2025-01-13 Fixed 2.75000000 N N N N N N KKR Clo 16 Ltd. 254900VCKMCY079T6M57 48251BAL4 360000.00000000 PA USD 360151.70000000 0.030837070580 Long ABS-CBDO CORP KY Y 2 2029-01-20 Floating 3.06913000 N N N N N N Freddie Mac Pool N/A 3132DV4V4 6319048.75000000 PA USD 6517403.69000000 0.558036065327 Long ABS-CBDO CORP US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AB4 150000.00000000 PA USD 191899.50000000 0.016430905159 Long DBT CORP US N 2 2052-07-01 Fixed 4.12500000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBB1 85000.00000000 PA USD 87442.90000000 0.007487075249 Long DBT CORP US N 2 2045-02-01 Fixed 4.10000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCC7 1900000.00000000 PA 2218038.94000000 0.189913926111 Long DBT CORP US N 2 2029-06-12 Fixed 1.65000000 N N N N N N Foothill-Eastern Transportation Corridor Agency N/A 345105JG6 405000.00000000 PA USD 435342.60000000 0.037275099583 Long DBT MUN US N 2 2053-01-15 Fixed 3.92400000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HUE69 330000.00000000 PA USD 354311.10000000 0.030336984104 Long ABS-CBDO CORP US N 2 2026-06-01 Fixed 2.78000000 N N N N N N Verus Securitization Trust 2019-2 N/A 92537GAA1 288739.51000000 PA USD 294358.38000000 0.025203685391 Long ABS-CBDO CORP US Y 2 2059-05-25 Variable 3.21100000 N N N N N N Aaset 2019-1 Trust 549300TXM3PCKZJKD061 00256DAA0 225498.60000000 PA USD 230452.80000000 0.019731933124 Long ABS-CBDO CORP US Y 2 2039-05-15 Fixed 3.84400000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141DD7 707000.00000000 PA USD 833065.17000000 0.071329080066 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAT6 400000.00000000 PA USD 453164.00000000 0.038801011497 Long DBT CORP CA N 2 2026-01-15 Fixed 4.87500000 N N N N N N Freddie Mac REMICS N/A 3137AX6T5 1130963.43000000 PA USD 1131325.34000000 0.096866846273 Long ABS-CBDO CORP US N 2 2042-09-15 Fixed 1.75000000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 053332AT9 1525000.00000000 PA USD 1616408.50000000 0.138400854420 Long DBT CORP US N 2 2026-04-21 Fixed 3.12500000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 65015.00000000 NS USD 9087796.70000000 0.778119409841 Long EC CORP US N 1 N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAD3 575000.00000000 PA USD 616940.50000000 0.052823956522 Long DBT CORP US N 2 2023-08-08 Fixed 4.20000000 N N N N N N Bank of New York Mellon Corp. WFLLPEPC7FZXENRZV188 06406FAF0 415000.00000000 PA USD 423349.80000000 0.036248246677 Long DBT CORP US N 2 2023-10-30 Floating 2.81950000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162BV1 275000.00000000 PA USD 295377.50000000 0.025290944941 Long DBT CORP US N 2 2024-05-22 Fixed 3.62500000 N N N N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 375558103 102476.00000000 NS USD 7107735.36000000 0.608581708659 Long EC CORP US N 1 N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAV5 1405000.00000000 PA USD 1634619.15000000 0.139960094872 Long DBT CORP ES N 2 2038-03-06 Fixed 4.66500000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 N/A 14315.00000000 NS 494348.21000000 0.042327304419 Long EC CORP JP N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 N/A 109770.00000000 NS 7242989.65000000 0.620162512212 Long EC CORP DE N 2 N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CD5 400000.00000000 PA USD 427652.00000000 0.036616611577 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Tennessee Gas Pipeline Co. LLC N/A 880451AZ2 1485000.00000000 PA USD 1491771.60000000 0.127729137801 Long DBT CORP US Y 2 2030-03-01 Fixed 2.90000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AL8 203001.13000000 PA USD 203141.20000000 0.017393447045 Long ABS-CBDO CORP US Y 2 2029-05-15 Fixed 1.99000000 N N N N N N Qatar Government International Bond 52990074F6OJOAXK4P65 74727PAT8 1400000.00000000 PA USD 1406048.00000000 0.120389273229 Long DBT NUSS QA Y 2 2021-06-02 Fixed 2.37500000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990GWW8 120000.00000000 PA USD 132781.20000000 0.011369051530 Long DBT MUN US N 2 2043-07-01 Fixed 3.14200000 N N N N N N Marsh & McLennan Cos. Inc. 549300XMP3KDCKJXIU47 571748BG6 1010000.00000000 PA USD 1173963.40000000 0.100517621392 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N Brooklyn Union Gas Co. 83BQ1DXS6VA5GZFK8S35 114259AQ7 965000.00000000 PA USD 1181758.30000000 0.101185039820 Long DBT CORP US Y 2 2048-03-15 Fixed 4.27300000 N N N N N N Japan Government Ten Year Bond 353800WZS8AXZXFUC241 AZ4598605 40250000.00000000 PA 383671.17000000 0.032850865201 Long DBT NUSS JP N 2 2029-06-20 Fixed 0.10000000 N N N N N N Dignity Health TFVG45LTYVO3XKPZWP18 254010AB7 166000.00000000 PA USD 194613.42000000 0.016663277636 Long DBT CORP US N 2 2042-11-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 267200.32000000 0.022878345782 N/A DFE N/A N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 20138000.00000000 GBP 26111192.59000000 USD 2020-03-31 267200.32000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 875000.00000000 PA USD 937860.00000000 0.080301870057 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CD9 575000.00000000 PA USD 590910.25000000 0.050595182768 Long DBT CORP US N 2 2022-11-02 Fixed 2.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAJ7 525000.00000000 PA USD 560033.25000000 0.047951418409 Long DBT CORP FR Y 2 2028-01-11 Fixed 3.25000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AM0 500000.00000000 PA USD 508905.00000000 0.043573692429 Long DBT CORP CH Y 2 2025-09-11 Variable 2.59300000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGL8 275000.00000000 PA USD 309135.75000000 0.026468960001 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 94973VBJ5 275000.00000000 PA USD 295465.50000000 0.025298479717 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 N/A 30104.00000000 NS 3058577.52000000 0.261882897844 Long EC CORP FR N 2 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YY0 615000.00000000 PA USD 638929.65000000 0.054706721397 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 580135101 76464.00000000 NS USD 14847014.88000000 1.271237774975 Long EC CORP US N 1 N N N Foothill-Eastern Transportation Corridor Agency N/A 345105JE1 55000.00000000 PA USD 59400.00000000 0.005085973473 Long DBT MUN US N 2 2049-01-15 Fixed 4.09400000 N N N N N N Sinopec Group Overseas Development 2018 Ltd. 549300C6OZZ8LTVR8209 82939GAL2 1170000.00000000 PA USD 1226405.70000000 0.105007859551 Long DBT CORP VG Y 2 2029-11-12 Fixed 2.95000000 N N N N N N Chubb INA Holdings Inc. CZCBJZWDMLTHWJDXU843 171239AC0 1455000.00000000 PA 1654878.06000000 0.141694712361 Long DBT CORP US N 2 2027-06-15 Fixed 0.87500000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFJ2 910000.00000000 PA USD 1008088.90000000 0.086315040469 Long DBT CORP US N 2 2028-01-22 Fixed 3.25000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334JW2 860000.00000000 PA USD 1005297.00000000 0.086075991153 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N CK Hutchison International 17 II Ltd. 254900F7C0PB6TKONV55 12563XAB7 1275000.00000000 PA USD 1317355.50000000 0.112795204167 Long DBT CORP KY Y 2 2023-03-29 Fixed 2.75000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023BX2 727000.00000000 PA USD 785516.23000000 0.067257823374 Long DBT CORP US N 2 2028-03-01 Fixed 3.25000000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244AS8 730000.00000000 PA USD 874255.30000000 0.074855879873 Long DBT CORP US N 2 2048-11-15 Fixed 4.50000000 N N N N N N Fannie Mae REMICS N/A 3136ANUP0 451278.71000000 PA USD 464058.92000000 0.039733861229 Long ABS-CBDO CORP US N 2 2045-05-25 Fixed 2.50000000 N N N N N N Penske Truck Leasing Co. Lp / PTL Finance Corp. N/A 709599AN4 1405000.00000000 PA USD 1507663.35000000 0.129089828356 Long DBT CORP US Y 2 2023-01-17 Fixed 4.25000000 N N N N N N State of California N/A 13063A5G5 180000.00000000 PA USD 309106.80000000 0.026466481231 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWQ3 1375000.00000000 PA USD 1450185.00000000 0.124168391262 Long DBT CORP US N 2 2025-09-29 Variable 3.27200000 N N N N N N Mercy Health/OH RV2KCMRGYKSCKT5REH48 58942HAC5 370000.00000000 PA USD 431797.40000000 0.036971550877 Long DBT CORP US N 2 2028-07-01 Fixed 4.30200000 N N N N N N Oglethorpe Power Corp. 3EERXCUSWMS9GV5D9M98 677050AN6 161000.00000000 PA USD 202855.17000000 0.017368956456 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N N Freddie Mac REMICS N/A 3137ACCY3 193956.85000000 PA USD 200419.49000000 0.017160407569 Long ABS-CBDO CORP US N 2 2040-11-15 Fixed 3.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780086QC1 1875000.00000000 PA 1448931.41000000 0.124061055816 Long DBT CORP CA N 2 2023-05-01 Fixed 2.94900000 N N N N N N Tyson Foods Inc. WD6L6041MNRW1JE49D58 902494BH5 400000.00000000 PA USD 521844.00000000 0.044681561297 Long DBT CORP US N 2 2048-09-28 Fixed 5.10000000 N N N N N N TOTAL SA 529900S21EQ1BO4ESM68 N/A 172153.00000000 NS 7440927.37000000 0.637110424556 Long EC CORP FR N 2 N N N Penske Truck Leasing Co. Lp / PTL Finance Corp. N/A 709599AS3 145000.00000000 PA USD 149265.90000000 0.012780511916 Long DBT CORP US Y 2 2022-02-01 Fixed 3.37500000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 660000.00000000 PA USD 772200.00000000 0.066117655149 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N UniCredit SPA 549300TRUWO2CD2G5692 N/A 1700000.00000000 PA 2047589.13000000 0.175319595940 Long DBT CORP IT N 2 2029-02-20 Variable 4.87500000 N N N N N N Diageo plc 213800ZVIELEA55JMJ32 N/A 336037.00000000 NS 11989811.84000000 1.026597053282 Long EC CORP GB N 2 N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAG8 770000.00000000 PA USD 822090.50000000 0.070389401943 Long DBT CORP US Y 2 2024-10-08 Fixed 3.37500000 N N N N N N United Kingdom Gilt ECTRVYYCEF89VWYS6K36 N/A 1100000.00000000 PA 1473664.75000000 0.126178784960 Long DBT NUSS GB N 2 2029-10-22 Fixed 0.87500000 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 N/A 400000.00000000 PA 488320.37000000 0.041811185996 Long DBT CORP FR N 2 2028-01-10 Fixed 1.59000000 N N N N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 N/A 1800000.00000000 PA 2020096.27000000 0.172965589936 Long DBT CORP ES N 2 2024-05-10 Fixed 1.75000000 N N N N N N National Retail Properties Inc. 5493008JKH5SOTI0JS97 637417AG1 805000.00000000 PA USD 873103.00000000 0.074757217125 Long DBT CORP US N 2 2024-06-15 Fixed 3.90000000 N N N N N N Shandong Weigao Group Medical Polymer Co. Ltd. 5299005WQUU15JQU8S60 N/A 5101490.00000000 NS 6656820.09000000 0.569973238931 Long EC CORP CN N 2 N N N General Motors Financial Co. Inc. 5493008B6JBRUJ90QL97 37045XAW6 1310000.00000000 PA USD 1343208.50000000 0.115008801342 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AM2 670000.00000000 PA USD 773427.90000000 0.066222790954 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N Legrand SA 969500XXRPGD7HCAFA90 N/A 38850.00000000 NS 2981839.00000000 0.255312357826 Long EC CORP FR N 2 N N N Bell Canada Inc. 549300O5ZKB2MUUSKB97 07813ZBC7 975000.00000000 PA 755284.51000000 0.064669309469 Long DBT CORP CA N 2 2023-03-22 Fixed 3.35000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DJT0 206261.95000000 PA USD 218229.27000000 0.018685324549 Long ABS-CBDO CORP US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Japan Government Ten Year Bond 353800WZS8AXZXFUC241 N/A 828000000.00000000 PA 7899443.19000000 0.676369671988 Long DBT NUSS JP N 2 2028-12-20 Fixed 0.10000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525AS0 1050000.00000000 PA USD 1134661.50000000 0.097152496462 Long DBT CORP AU Y 2 2034-08-02 Variable 3.93300000 N N N N N N Dignity Health TFVG45LTYVO3XKPZWP18 254010AD3 594000.00000000 PA USD 642583.26000000 0.055019552434 Long DBT CORP US N 2 2024-11-01 Fixed 3.81200000 N N N N N N Healthpeak Properties Inc. PZ9HF5U52KPF0MH0QN75 42250PAA1 420000.00000000 PA USD 440584.20000000 0.037723898212 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 220000.00000000 PA USD 266178.00000000 0.022790812240 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159QE9 1205000.00000000 PA USD 1263647.35000000 0.108196580831 Long DBT CORP CA N 2 2026-08-03 Fixed 2.70000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023BS3 300000.00000000 PA USD 307497.00000000 0.026328646212 Long DBT CORP US N 2 2046-06-15 Fixed 3.37500000 N N N N N N United States Treasury Strip Principal 254900HROIFWPRGM1V77 912803EY5 660000.00000000 PA USD 412500.00000000 0.035319260229 Long DBT UST US N 2 2047-05-15 None 0.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 05531FBD4 510000.00000000 PA USD 523163.10000000 0.044794505869 Long DBT CORP US N 2 2021-09-03 Fixed 3.20000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 N/A 1250000.00000000 PA 1391385.52000000 0.119133835782 Long DBT CORP US N 2 2020-07-23 Fixed 1.80000000 N N N N N N Brandywine Operating Partnership LP IXBXSCONLDQ1ZI73YU71 105340AQ6 890000.00000000 PA USD 970918.80000000 0.083132445476 Long DBT CORP US N 2 2027-11-15 Fixed 3.95000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAA1 400000.00000000 PA USD 447568.00000000 0.038321868272 Long DBT CORP FR Y 2 2023-10-22 Fixed 5.70000000 N N N N N N Syngenta Finance NV 54930042S3BYCEGOCN86 87164KAC8 550000.00000000 PA USD 620251.50000000 0.053107452451 Long DBT CORP NL Y 2 2028-04-24 Fixed 5.18200000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BA6 1050000.00000000 PA USD 1118848.50000000 0.095798548675 Long DBT CORP US N 2 2027-06-15 Fixed 3.25000000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAA2 68000.00000000 PA USD 68944.52000000 0.005903198650 Long DBT CORP US Y 2 2030-02-15 Fixed 2.72200000 N N N N N N N/A N/A N/A 8.00000000 NC USD 982000.00000000 0.084081244958 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A US 5YR NOTE (CBT) Jun20 2020-06-30 969517.28000000 USD 12482.72000000 N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KN0 255000.00000000 PA USD 283305.00000000 0.024257267925 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DAZ8 575000.00000000 PA USD 603364.75000000 0.051661567560 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGU8 800000.00000000 PA USD 1008976.00000000 0.086390996143 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N Towd Point Mortgage Trust 2018-1 N/A 89176EAA8 233587.33000000 PA USD 239228.46000000 0.020483326625 Long ABS-CBDO CORP US Y 2 2058-01-25 Variable 3.00000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAF1 770000.00000000 PA USD 832485.50000000 0.071279447301 Long DBT CORP US N 2 2023-08-01 Fixed 4.20000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 42460.00000000 NS USD 3270693.80000000 0.280044813219 Long EC CORP US N 1 N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746UDA4 140000.00000000 PA USD 142455.60000000 0.012197397351 Long DBT CORP US N 2 2021-08-15 Variable 2.71500000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874DA2 73000.00000000 PA USD 89392.88000000 0.007654037312 Long DBT CORP US N 2 2044-07-16 Fixed 4.50000000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 1265000.00000000 PA 1537874.01000000 0.131676539052 Long DBT CORP DE N 2 2029-05-22 Fixed 1.62500000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081FP7 275000.00000000 PA USD 324739.25000000 0.027804969884 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027X100 35476.00000000 NS USD 8045956.80000000 0.688914526094 Long EC CORP US N 1 N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BN3 582929.39000000 PA USD 592291.24000000 0.050713426514 Long ABS-CBDO CORP US Y 2 2030-08-15 Fixed 3.23000000 N N N N N N KKR Clo 17 Ltd. 549300I0HBY0ZQ3YIB77 48251FAA9 730000.00000000 PA USD 731707.03000000 0.062650547889 Long ABS-CBDO CORP KY Y 2 2029-04-15 Floating 3.17125000 N N N N N N N/A N/A N/A 14.00000000 NC 2607487.05000000 0.223259427063 N/A DE N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A Euro-OAT Future Mar20 2020-03-08 2533049.44000000 USD 74093.52000000 N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874DL8 45000.00000000 PA USD 56789.10000000 0.004862421820 Long DBT CORP US N 2 2048-04-01 Fixed 4.75000000 N N N N N N Freddie Mac N/A 3132XUSH9 1989096.66000000 PA USD 2090520.70000000 0.178995502105 Long ABS-CBDO CORP US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAB1 160000.00000000 PA USD 173305.60000000 0.014838849904 Long DBT CORP US Y 2 2024-01-25 Fixed 4.03000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 1045000.00000000 PA USD 1158424.30000000 0.099187125594 Long DBT CORP US N 2 2029-01-24 Variable 3.77200000 N N N N N N State of California N/A 13063BBU5 140000.00000000 PA USD 228110.40000000 0.019531371099 Long DBT MUN US N 2 2039-11-01 Fixed 7.35000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBB0 925000.00000000 PA USD 974709.50000000 0.083457014493 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCK5 40000.00000000 PA USD 47289.60000000 0.004049051366 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N United States Treasury Strip Principal 254900HROIFWPRGM1V77 912803EZ2 755000.00000000 PA USD 469813.85000000 0.040226612430 Long DBT UST US N 2 2047-08-15 None 0.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2J2 470000.00000000 PA USD 485439.50000000 0.041564518851 Long DBT CORP FR Y 2 2025-11-19 Variable 2.81900000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AJ4 660000.00000000 PA USD 780252.00000000 0.066807087109 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NL5 400000.00000000 PA USD 424620.00000000 0.036357004311 Long DBT CORP US N 2 2024-02-07 Fixed 2.95000000 N N N N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 913017CU1 380000.00000000 PA 436408.87000000 0.037366396232 Long DBT CORP US N 2 2024-05-18 Fixed 1.15000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAL2 1025000.00000000 PA USD 1094915.25000000 0.093749325197 Long DBT CORP AU Y 2 2024-03-27 Variable 4.15000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BL2 253000.00000000 PA USD 336907.45000000 0.028846840969 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAS9 1490000.00000000 PA USD 1629508.70000000 0.139522525627 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 202795JJ0 35000.00000000 PA USD 39526.55000000 0.003384360013 Long DBT CORP US N 2 2046-06-15 Fixed 3.65000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AT5 755000.00000000 PA USD 865985.00000000 0.074147756532 Long DBT CORP GB N 2 2029-01-17 Fixed 4.00000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 N/A 200000.00000000 PA 309143.31000000 0.026469607306 Long DBT CORP NL N 2 2029-05-23 Fixed 4.62500000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAN0 475000.00000000 PA USD 500944.50000000 0.042892094923 Long DBT CORP US N 2 2027-10-01 Fixed 4.20000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92553PAT9 800000.00000000 PA USD 863168.00000000 0.073906558093 Long DBT CORP US N 2 2023-09-01 Fixed 4.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 36609.55000000 0.003134599329 N/A DFE N/A N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 4262000.00000000 AUD 2815238.53000000 USD 2020-03-31 36609.55000000 N N N Derwent London plc 213800BXKQ9KZNUR1M61 N/A 191018.00000000 NS 9662038.43000000 0.827287393105 Long EC CORP GB N 2 N N N TJX Cos. Inc. V167QI9I69W364E2DY52 872540109 156510.00000000 NS USD 9359298.00000000 0.801366016065 Long EC CORP US N 1 N N N Northwestern Mutual Life Insurance Co. 1DU7IM20QESYGDO4HO54 668138AA8 230000.00000000 PA USD 269509.40000000 0.023076054867 Long DBT CORP US Y 2 2047-09-30 Fixed 3.85000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCZ5 118000.00000000 PA USD 157778.98000000 0.013509422674 Long DBT CORP US N 2 2055-03-15 Fixed 4.67200000 N N N N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 149123101 40900.00000000 NS USD 5081416.00000000 0.435083282516 Long EC CORP US N 1 N N N Freddie Mac REMICS N/A 3137BWQU1 203189.74000000 PA USD 208078.49000000 0.017816189906 Long ABS-CBDO CORP US N 2 2040-09-15 Fixed 3.50000000 N N N N N N Westlake Automobile Receivables Trust 2018-3 5493000EWZKZ6H2PNY04 96042GAC6 183624.74000000 PA USD 183958.94000000 0.015751014965 Long ABS-CBDO CORP US Y 2 2022-01-18 Fixed 2.98000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EUE7 985000.00000000 PA USD 1072852.15000000 0.091860228541 Long DBT CORP US N 2 2025-03-13 Fixed 3.45000000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BD8 860000.00000000 PA USD 1135492.40000000 0.097223640155 Long DBT CORP US Y 2 2044-09-15 Fixed 4.90000000 N N N N N N FCE Bank plc TU5V87TL5Q0UV1EW4H93 N/A 1800000.00000000 PA 1996604.24000000 0.170954144794 Long DBT CORP GB N 2 2021-09-13 Fixed 0.86900000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YBY4 170000.00000000 PA USD 262461.30000000 0.022472579284 Long DBT MUN US N 2 2039-11-15 Fixed 6.66800000 N N N N N N Northwestern Mutual Life Insurance Co. 1DU7IM20QESYGDO4HO54 668138AC4 36000.00000000 PA USD 39948.48000000 0.003420486693 Long DBT CORP US Y 2 2059-09-30 Fixed 3.62500000 N N N N N N Infraestructura Energetica Nova SAB de CV 715K4H1JYF3O6JOK1411 456829AB6 980000.00000000 PA USD 993475.00000000 0.085063762561 Long DBT CORP MX Y 2 2048-01-14 Fixed 4.87500000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAD5 650000.00000000 PA USD 670904.00000000 0.057444443551 Long DBT CORP NL Y 2 2022-05-27 Fixed 2.90000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 N/A 1675000.00000000 PA 1832867.87000000 0.156934635798 Long DBT CORP DK N 2 2025-08-27 Variable 0.50000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 63253WAJ0 575000.00000000 PA USD 587517.75000000 0.050304708610 Long DBT CORP AU Y 2 2021-12-07 Fixed 2.40000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 1025000.00000000 PA USD 1133219.50000000 0.097029028891 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N United Parcel Service Inc. D01LMJZU09ULLNCY6Z23 911312106 91704.00000000 NS USD 8298294.96000000 0.710520337340 Long EC CORP US N 1 N N N Evergy Kansas Central Inc. J75GNWGEO73W89ZV3S44 95709TAQ3 525000.00000000 PA USD 567593.25000000 0.048598724124 Long DBT CORP US N 2 2049-09-01 Fixed 3.25000000 N N N N N N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 31620MBE5 835000.00000000 PA 1020499.45000000 0.087377662154 Long DBT CORP US N 2 2030-05-21 Fixed 2.00000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 N/A 1000000.00000000 PA 1290367.47000000 0.110484422944 Long DBT CORP US N 2 2026-10-23 Fixed 1.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -21360.58000000 -0.00182894517 N/A DFE N/A N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 1434000.00000000 CHF 1468476.90000000 USD 2020-03-31 -21360.58000000 N N N Autoliv Inc. A23RUXWKASG834LTMK28 052800109 103826.00000000 NS USD 6928308.98000000 0.593218782580 Long EC CORP US N 1 N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YM0 94000.00000000 PA USD 144534.40000000 0.012375389298 Long DBT MUN US N 2 2057-04-01 Fixed 6.65500000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 202795JM3 245000.00000000 PA USD 294786.45000000 0.025240337793 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N United Kingdom Gilt ECTRVYYCEF89VWYS6K36 N/A 700000.00000000 PA 912036.38000000 0.078090788470 Long DBT NUSS GB N 2 2025-06-07 Fixed 0.62500000 N N N N N N Welltower Inc. T6IZ0MBEG5ACZDTR7D06 42217KBF2 275000.00000000 PA USD 302343.25000000 0.025887369516 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N First Investors Auto Owner Trust N/A 32059AAB6 76359.97000000 PA USD 76484.44000000 0.006548785066 Long ABS-CBDO CORP US Y 2 2022-12-15 Fixed 2.41000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GEU9 570000.00000000 PA USD 598209.30000000 0.051220145305 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YM6 3980000.00000000 PA USD 4084475.00000000 0.349722752547 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N N Seasoned Credit Risk Transfer Trust Series 2019-1 N/A 35563PJF7 109862.00000000 PA USD 117350.19000000 0.010047810663 Long ABS-CBDO CORP US N 2 2058-07-25 Fixed 3.50000000 N N N N N N Conagra Brands Inc. 54930035UDEIH090K650 205887CD2 600000.00000000 PA USD 731202.00000000 0.062607305983 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CU2 1455000.00000000 PA USD 1510930.20000000 0.129369544054 Long DBT CORP US N 2 2026-06-01 Fixed 2.87500000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 87166FAA1 450000.00000000 PA USD 462168.00000000 0.039571956028 Long DBT CORP US N 2 2022-06-15 Fixed 3.00000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 N/A 546978.00000000 NS 9134079.01000000 0.782082214571 Long EC CORP FR N 2 N N N Fannie Mae or Freddie Mac N/A 01F022634 3600000.00000000 PA USD -3673692.00000000 -0.31455050606 Short ABS-CBDO CORP US N 2 2050-03-01 Fixed 2.50000000 N N N N N N Lundin Petroleum AB 549300IULC8F8IGXKI15 N/A 255410.00000000 NS 7291522.61000000 0.624318023106 Long EC CORP SE N 2 N N N Japan Government Ten Year Bond 353800WZS8AXZXFUC241 N/A 158800000.00000000 PA 1514469.39000000 0.129672578169 Long DBT NUSS JP N 2 2029-03-20 Fixed 0.10000000 N N N N N N Chicago Transit Authority 549300CB8XLRGIPN3E12 167725AF7 55000.00000000 PA USD 80438.05000000 0.006887302837 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N United Kingdom Gilt ECTRVYYCEF89VWYS6K36 N/A 430000.00000000 PA 553949.03000000 0.047430472592 Long DBT NUSS GB N 2 2022-07-22 Fixed 0.50000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAW9 475000.00000000 PA USD 544782.25000000 0.046645590439 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N City of Montreal Canada 549300N5ZBGB87CAZW93 614852PJ4 750000.00000000 PA 616264.99000000 0.052766117702 Long DBT NUSS CA N 2 2036-12-01 Fixed 3.15000000 N N N N N N Mitsubishi UFJ Financial Group Inc. 353800V2V8PUY9TK3E06 N/A 1607022.00000000 NS 7851844.61000000 0.672294164998 Long EC CORP JP N 2 N N N Orange SA 969500MCOONR8990S771 N/A 500000.00000000 PA 628408.81000000 0.053805901311 Long DBT CORP FR N 2 2029-01-15 Fixed 2.00000000 N N N N N N 2020-03-31 VANGUARD WORLD FUND Christine M. Buchanan Christine M. Buchanan Treasurer