0001752724-21-191949.txt : 20210830 0001752724-21-191949.hdr.sgml : 20210830 20210830133658 ACCESSION NUMBER: 0001752724-21-191949 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210830 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD VARIABLE INSURANCE FUNDS CENTRAL INDEX KEY: 0000857490 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05962 FILM NUMBER: 211222425 BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD VARIABLE INSURANCE FUND DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD VARIABLE INSURANCE FUND INC DATE OF NAME CHANGE: 19910505 0000857490 S000004390 Balanced Portfolio C000012146 Balanced Portfolio NPORT-P 1 primary_doc.xml NPORT-P false 0000857490 XXXXXXXX S000004390 C000012146 VANGUARD VARIABLE INSURANCE FUNDS 811-05962 0000857490 549300N9FZ0B1IR95761 100 Vanguard Boulevard Malvern 19355 610-669-1000 BALANCED PORTFOLIO S000004390 QTPD0S14VORK5FC2PT42 2021-12-31 2021-06-30 N 3673483422.64 138228214.21 3535255208.43 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 6654988.88000000 0.00000000 0.00000000 128494533.67000000 EUR GBP USD N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REF1 460000.00000000 PA USD 499172.00000000 0.014119829278 Long DBT CORP US N 2 2024-10-30 Fixed 3.30000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABY0 290000.00000000 PA USD 296087.88000000 0.008375290114 Long DBT CORP US N 2 2060-11-15 Fixed 3.60000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KL4 195000.00000000 PA USD 195595.63000000 0.005532715984 Long DBT CORP US N 2 2050-05-15 Fixed 2.95000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024WS7 450000.00000000 PA USD 474637.59000000 0.013425836665 Long DBT MUN US N 2 2031-04-01 Fixed 2.57400000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAA2 391000.00000000 PA USD 544600.28000000 0.015404836366 Long DBT CORP US N 2 2037-06-01 Fixed 6.10000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AQ9 580000.00000000 PA USD 787383.66000000 0.022272328688 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 66285WFB7 465000.00000000 PA USD 767903.93000000 0.021721315286 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAK6 380000.00000000 PA USD 394095.52000000 0.011147583321 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N Sumitomo Mitsui Trust Bank Ltd 5493006GGLR4BTEL8O61 86563VAU3 2000000.00000000 PA USD 2004337.64000000 0.056695698664 Long DBT CORP JP Y 2 2024-03-25 Fixed 0.85000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FQ1 630000.00000000 PA USD 764501.36000000 0.021625068486 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GYG3 1165000.00000000 PA USD 1161424.38000000 0.032852631890 Long DBT CORP US N 2 2027-09-10 Variable 1.54200000 N N N N N N LSEGA Financing PLC 2138009YFYTGEHZNNZ09 50220PAB9 1555000.00000000 PA USD 1557670.56000000 0.044061049858 Long DBT CORP GB Y 2 2026-04-06 Fixed 1.37500000 N N N N N N Alcon Finance Corp 549300CUZUI9VU7XNK42 01400EAC7 800000.00000000 PA USD 889385.47000000 0.025157602989 Long DBT CORP US Y 2 2049-09-23 Fixed 3.80000000 N N N N N N Providence St Joseph Health Obligated Group N/A 743756AE8 325000.00000000 PA USD 377173.47000000 0.010668917737 Long DBT CORP US N 2 2048-10-01 Fixed 3.93000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBN1 1055000.00000000 PA USD 1112780.52000000 0.031476667295 Long DBT CORP US N 2 2030-10-15 Fixed 2.61000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AP0 580000.00000000 PA USD 630260.49000000 0.017827863982 Long DBT CORP US N 2 2024-04-29 Fixed 3.90000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CR9 1075000.00000000 PA USD 1118003.02000000 0.031624393546 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BS4 396000.00000000 PA USD 434663.98000000 0.012295123106 Long DBT CORP US N 2 2025-03-15 Fixed 3.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDA4 450000.00000000 PA USD 451283.22000000 0.012765223255 Long DBT CORP US N 2 2021-08-15 Variable 2.71500000 N N N N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360AE5 1290000.00000000 PA USD 1326181.56000000 0.037513036027 Long DBT CORP US N 2 2031-04-01 Fixed 2.75000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582RG34 270000.00000000 PA USD 272338.96000000 0.007703516265 Long DBT MUN US N 2 2041-07-01 Fixed 2.51400000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBD4 665000.00000000 PA USD 666729.60000000 0.018859447499 Long DBT CORP US N 2 2021-09-03 Fixed 3.20000000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PBB8 671000.00000000 PA USD 779946.46000000 0.022061956323 Long DBT CORP NL Y 2 2028-06-21 Fixed 4.37500000 N N N N N N New York State Thruway Authority N/A 650009S53 490000.00000000 PA USD 524909.36000000 0.014847849138 Long DBT MUN US N 2 2035-01-01 Fixed 2.90000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGQ6 1645000.00000000 PA USD 1685919.46000000 0.047688762496 Long DBT CORP US N 2 2023-07-21 Variable 2.81600000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GBY4 640000.00000000 PA USD 709576.17000000 0.020071427044 Long DBT CORP US Y 2 2026-12-18 Fixed 3.45000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 155000.00000000 PA USD 180891.87000000 0.005116798062 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 336459.00000000 NS USD 33215232.48000000 0.939542706868 Long EC CORP US N 1 N N N Towd Point Mortgage Trust 2016-3 N/A 89172YAA8 10041.18000000 PA USD 10075.85000000 0.000285010541 Long ABS-CBDO CORP US Y 2 2056-04-25 Variable 2.25000000 N N N N N N Guardian Life Global Funding 635400NHILJ5JEKILC36 40139LBD4 205000.00000000 PA USD 204588.99000000 0.005787106670 Long DBT CORP US Y 2 2026-05-13 Fixed 1.25000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAU5 250000.00000000 PA USD 318650.38000000 0.009013504293 Long DBT CORP US N 2 2044-09-01 Fixed 4.55000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CW7 275000.00000000 PA USD 332837.91000000 0.009414819875 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AV1 1150000.00000000 PA USD 1194052.48000000 0.033775566673 Long DBT CORP US N 2 2023-03-06 Fixed 2.62500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 110000.00000000 PA USD 126368.39000000 0.003574519590 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDY5 310000.00000000 PA USD 313705.78000000 0.008873638860 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FG3 980000.00000000 PA USD 1185598.85000000 0.033536443059 Long DBT CORP US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Ooredoo International Finance Ltd 549300BHXCDJ03WU7N77 74735KAA0 725000.00000000 PA USD 733695.08000000 0.020753666616 Long DBT CORP BM Y 2 2031-04-08 Fixed 2.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SY5 42855000.00000000 PA USD 44595984.38000000 1.261464356905 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ACA1 900000.00000000 PA USD 911992.80000000 0.025797085252 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N Enterprise Fleet Financing 2019-2 LLC N/A 29374DAB4 507264.92000000 PA USD 514207.35000000 0.014545126721 Long ABS-CBDO CORP US Y 2 2025-02-20 Fixed 2.29000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGP9 860000.00000000 PA USD 945626.67000000 0.026748469749 Long DBT CORP US N 2 2025-09-29 Fixed 3.55000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCQ3 240000.00000000 PA USD 303882.04000000 0.008595759629 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AL4 430000.00000000 PA USD 511794.87000000 0.014476886103 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FM5 630000.00000000 PA USD 718498.00000000 0.020323794397 Long DBT CORP US N 2 2045-03-01 Fixed 3.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HNJ5 2295000.00000000 PA USD 2616960.48000000 0.074024655242 Long DBT CORP US N 2 2027-10-01 Fixed 4.25000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCG4 1187000.00000000 PA USD 1412496.30000000 0.039954578007 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AD8 500000.00000000 PA USD 661159.20000000 0.018701880374 Long DBT CORP CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZC7 6395000.00000000 PA USD 6510909.38000000 0.184170844709 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 3910000.00000000 PA USD 4390775.79000000 0.124199683788 Long DBT CORP US N 2 2029-01-24 Variable 3.77200000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKA9 162000.00000000 PA USD 169305.02000000 0.004789046618 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 H5820Q150 378139.00000000 NS 34496329.72000000 0.975780465233 Long EC CORP CH N 2 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FK9 200000.00000000 PA USD 210680.08000000 0.005959402294 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N Indiana University Health Inc Obligated Group N/A 455170AB6 365000.00000000 PA USD 366791.64000000 0.010375252092 Long DBT CORP US N 2 2051-11-01 Fixed 2.85200000 N N N N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 N/A 77515.00000000 NS 1554011.00000000 0.043957533710 Long EC CORP GB N 2 N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 845011AC9 230000.00000000 PA USD 230071.46000000 0.006507916584 Long DBT CORP US N 2 2030-06-15 Fixed 2.20000000 N N N N N N OHA Credit Funding 3 LTD N/A 67112RAS3 1480000.00000000 PA USD 1480000.00000000 0.041864021484 Long ABS-MBS CORP KY Y 3 2035-07-02 Floating 1.26990000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBE3 80000.00000000 PA USD 85565.52000000 0.002420349167 Long DBT CORP US Y 2 2023-06-15 Fixed 4.25000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CB6 220000.00000000 PA USD 250055.72000000 0.007073201374 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N SSM Health Care Corp 5493000QP6H63JFPC580 784710AA3 940000.00000000 PA USD 1050265.34000000 0.029708331593 Long DBT CORP US N 2 2027-06-01 Fixed 3.82300000 N N N N N N Toledo Hospital/The 5493009DCR7NWV6K4T34 889184AD9 560000.00000000 PA USD 675792.86000000 0.019115815412 Long DBT CORP US N 2 2038-11-15 Fixed 5.75000000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 66285WE51 295000.00000000 PA USD 299988.24000000 0.008485617651 Long DBT MUN US N 2 2043-01-01 Fixed 3.01100000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PCJ3 740000.00000000 PA USD 745705.57000000 0.021093401353 Long DBT CORP US N 2 2029-06-01 Variable 2.06900000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAG3 415000.00000000 PA USD 447637.88000000 0.012662109341 Long DBT CORP US N 2 2024-05-06 Fixed 3.40000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BX1 215000.00000000 PA USD 207074.00000000 0.005857398908 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N New York State Urban Development Corp 54930039Y2EMGXN6LM88 6500354S4 790000.00000000 PA USD 800099.91000000 0.022632026906 Long DBT MUN US N 2 2022-03-15 Fixed 2.10000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CB4 285000.00000000 PA USD 286409.14000000 0.008101512425 Long DBT CORP GB Y 2 2025-03-23 Variable 1.21400000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 372015.00000000 NS USD 50195983.95000000 1.419868750360 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGR4 1025000.00000000 PA USD 1127482.52000000 0.031892535433 Long DBT CORP US N 2 2028-07-21 Variable 3.59300000 N N N N N N CIFC Funding 2018-I Ltd 635400VBVF8AYJQBI411 12551RAA6 500000.00000000 PA USD 500257.05000000 0.014150521546 Long ABS-MBS CORP KY Y 2 2031-04-18 Floating 1.18980000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2D5 1775000.00000000 PA USD 1906748.10000000 0.053935232043 Long DBT CORP FR Y 2 2025-01-09 Fixed 3.37500000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AP0 585000.00000000 PA USD 616327.87000000 0.017433758913 Long DBT CORP US N 2 2029-11-15 Fixed 3.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAN8 1450000.00000000 PA USD 1514691.56000000 0.042845324331 Long DBT CORP FR Y 2 2029-10-01 Fixed 2.70000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBH1 143000.00000000 PA USD 167370.10000000 0.004734314501 Long DBT CORP US N 2 2050-05-15 Fixed 4.65000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 1345000.00000000 PA USD 1456082.16000000 0.041187469479 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 29449WAF4 870000.00000000 PA USD 863628.21000000 0.024429020228 Long DBT CORP US Y 2 2028-03-08 Fixed 1.80000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAZ1 410000.00000000 PA USD 447410.30000000 0.012655671899 Long DBT CORP US N 2 2027-09-01 Fixed 3.12000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAT2 845000.00000000 PA USD 1026846.01000000 0.029045880692 Long DBT CORP US N 2 2048-09-01 Fixed 4.20000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2F9 1705000.00000000 PA USD 1841754.33000000 0.052096785703 Long DBT CORP US N 2 2027-06-17 Variable 3.19600000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAV6 355000.00000000 PA USD 372197.42000000 0.010528162694 Long DBT CORP US N 2 2023-09-01 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 3140LAL29 560157.76000000 PA USD 559042.71000000 0.015813362177 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 1.77000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 44300.00000000 NS USD 18182935.00000000 0.514331609119 Long EC CORP US N 1 N N N Utility Debt Securitization Authority N/A 91802RAW9 174000.00000000 PA USD 180323.21000000 0.005100712660 Long DBT MUN US N 2 2025-12-15 Fixed 3.43500000 N N N N N N Sky Ltd 2138003TS48MQKF4BZ29 111013AL2 1435000.00000000 PA USD 1568288.45000000 0.044361392814 Long DBT CORP GB Y 2 2024-09-16 Fixed 3.75000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AX1 440000.00000000 PA USD 489685.20000000 0.013851480901 Long DBT CORP US N 2 2028-06-01 Fixed 3.70000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDU3 675000.00000000 PA USD 774384.29000000 0.021904621995 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N City of Atlanta GA Water & Wastewater Revenue N/A 047870SN1 40000.00000000 PA USD 40705.59000000 0.001151418712 Long DBT MUN US N 2 2035-11-01 Fixed 2.25700000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AV5 500000.00000000 PA USD 504407.02000000 0.014267909677 Long DBT CORP NL N 2 2027-04-01 Variable 1.72600000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAR9 65000.00000000 PA USD 66195.68000000 0.001872444168 Long DBT CORP US N 2 2022-05-09 Fixed 2.70000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDR2 2406000.00000000 PA USD 3050773.67000000 0.086295712477 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CD0 985000.00000000 PA USD 1169962.55000000 0.033094146844 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc N/A 03522AAJ9 1940000.00000000 PA USD 2453926.78000000 0.069413002324 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAE5 800000.00000000 PA USD 832907.10000000 0.023560027519 Long DBT CORP ES N 2 2023-02-23 Fixed 3.12500000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FRB2 640000.00000000 PA USD 703513.28000000 0.019899929100 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N Securitized Term Auto Receivables Trust 2018-2 N/A 81378TAD2 70192.25000000 PA USD 70436.65000000 0.001992406370 Long ABS-CBDO CORP CA Y 2 2022-08-25 Fixed 3.32500000 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAF0 1980000.00000000 PA USD 1993809.41000000 0.056397891876 Long DBT CORP US Y 2 2021-10-08 Fixed 3.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BM7 1335000.00000000 PA USD 1708155.57000000 0.048317744244 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N Mid-Atlantic Interstate Transmission LLC N/A 59524QAA3 220000.00000000 PA USD 247357.68000000 0.006996883263 Long DBT CORP US Y 2 2028-05-15 Fixed 4.10000000 N N N N N N Battalion CLO XX Ltd 549300CDYR56PY734566 07134UAG2 535000.00000000 PA USD 534087.34000000 0.015107462078 Long ABS-MBS CORP KY Y 2 2034-07-15 Floating 1.83600000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAQ6 245000.00000000 PA USD 264507.60000000 0.007481994492 Long DBT CORP US N 2 2043-05-02 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YM6 3350000.00000000 PA USD 3456781.25000000 0.097780246296 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N N Fannie Mae REMICS N/A 3136AYMB6 149646.03000000 PA USD 155381.32000000 0.004395193864 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.50000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AS8 1471000.00000000 PA USD 1832984.69000000 0.051848723272 Long DBT CORP US N 2 2048-11-15 Fixed 4.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDS0 69000.00000000 PA USD 91299.15000000 0.002582533498 Long DBT CORP US N 2 2049-04-15 Fixed 5.01200000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBJ9 670000.00000000 PA USD 687566.58000000 0.019448852754 Long DBT CORP US Y 2 2041-02-15 Fixed 3.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAD5 460000.00000000 PA USD 476558.20000000 0.013480164002 Long DBT CORP US N 2 2023-08-16 Fixed 2.20000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 20000.00000000 PA USD 23672.44000000 0.000669610497 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225433AC5 3470000.00000000 PA USD 3763588.55000000 0.106458751295 Long DBT CORP CH N 2 2025-03-26 Fixed 3.75000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AZ6 560000.00000000 PA USD 606794.77000000 0.017164100870 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KB5 450000.00000000 PA USD 463108.95000000 0.013099731778 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AW9 1015000.00000000 PA USD 1010660.46000000 0.028588048115 Long DBT CORP IT Y 2 2027-06-03 Variable 1.98200000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 11102AAE1 905000.00000000 PA USD 962373.14000000 0.027222168790 Long DBT CORP GB Y 2 2029-11-08 Fixed 3.25000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JM3 480000.00000000 PA USD 575372.28000000 0.016275268575 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHS1 2235000.00000000 PA USD 2755451.40000000 0.077942078790 Long DBT CORP US N 2 2050-03-15 Variable 4.33000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AW3 1010000.00000000 PA USD 1085344.10000000 0.030700586973 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N N American Tower Trust #1 5493004YGM0MQZJOEJ36 03027WAJ1 1100000.00000000 PA USD 1106739.83000000 0.031305797311 Long DBT CORP US Y 2 2048-03-15 Fixed 3.07000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 551014.00000000 NS USD 75466877.44000000 2.134693904418 Long EC CORP US N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BN8 144000.00000000 PA USD 179981.40000000 0.005091044051 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAC7 380000.00000000 PA USD 416157.42000000 0.011771637278 Long DBT CORP US N 2 2027-05-01 Fixed 3.15000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAW1 2185000.00000000 PA USD 2131048.96000000 0.060279918545 Long DBT CORP US N 2 2031-04-01 Fixed 2.10000000 N N N N N N LSEGA Financing PLC 2138009YFYTGEHZNNZ09 50220PAC7 630000.00000000 PA USD 637021.21000000 0.018019101095 Long DBT CORP GB Y 2 2028-04-06 Fixed 2.00000000 N N N N N N SoFi Consumer Loan Program 2020-1 Trust N/A 83407AAA0 201559.46000000 PA USD 203241.86000000 0.005749001076 Long ABS-CBDO CORP US Y 2 2029-01-25 Fixed 2.02000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AV2 1360000.00000000 PA USD 1633912.54000000 0.046217668701 Long DBT CORP US N 2 2046-05-19 Fixed 4.10000000 N N N N N N County of Riverside CA 254900CB5HEOBAVTY629 76913CBF5 290000.00000000 PA USD 324903.91000000 0.009190394776 Long DBT MUN US N 2 2038-02-15 Fixed 3.81800000 N N N N N N Chevron Corp N/A 166764AH3 525000.00000000 PA USD 551053.97000000 0.015587388675 Long DBT CORP US N 2 2023-06-24 Fixed 3.19100000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFJ4 735000.00000000 PA USD 770356.10000000 0.021790678595 Long DBT CORP US N 2 2023-02-13 Fixed 3.45000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAL1 510000.00000000 PA USD 527304.75000000 0.014915606339 Long DBT CORP US N 2 2040-02-15 Fixed 3.11200000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BT0 374311.09000000 PA USD 380199.64000000 0.010754517498 Long ABS-CBDO CORP US Y 2 2031-01-15 Fixed 3.39000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FY7 1490000.00000000 PA USD 1660153.77000000 0.046959941280 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N SBA Tower Trust N/A 78403DAM2 705000.00000000 PA USD 718780.06000000 0.020331772888 Long DBT CORP US Y 2 2048-03-15 Fixed 3.44800000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAA1 860000.00000000 PA USD 905253.62000000 0.025606457430 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCB3 565000.00000000 PA USD 677428.16000000 0.019162072327 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBD3 1070000.00000000 PA USD 1128694.04000000 0.031926805094 Long DBT CORP US N 2 2026-08-16 Fixed 2.27500000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAK8 360000.00000000 PA USD 378493.83000000 0.010706266102 Long DBT CORP NO N 2 2024-01-15 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 36241KJ66 17517.42000000 PA USD 20518.63000000 0.000580400248 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 7.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAL5 1452000.00000000 PA USD 1632387.38000000 0.046174527262 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N Ginnie Mae I Pool N/A 36241KJT6 3149.53000000 PA USD 3545.99000000 0.000100303649 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 7.00000000 N N N N N N Credit Suisse AG/New York NY 549300D0YARF5HYP1809 22546QAP2 250000.00000000 PA USD 271497.03000000 0.007679701011 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAP6 1220000.00000000 PA USD 1298850.31000000 0.036739930596 Long DBT CORP DK Y 2 2023-09-12 Fixed 3.87500000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AM0 520000.00000000 PA USD 541162.57000000 0.015307595579 Long DBT CORP CH Y 2 2025-09-11 Variable 2.59300000 N N N N N N State of Oregon Department of Transportation N/A 68607DNL5 655000.00000000 PA USD 913755.13000000 0.025846935401 Long DBT MUN US N 2 2034-11-15 Fixed 5.83400000 N N N N N N Trane Technologies PLC 549300BURLR9SLYY2705 G8994E103 137571.00000000 NS USD 25332323.94000000 0.716562806543 Long EC CORP US N 1 N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CE8 95000.00000000 PA USD 130191.36000000 0.003682658035 Long DBT CORP US N 2 2041-02-01 Fixed 5.45000000 N N N N N N CANADIAN PACER AUTO RECEIVABLES TRUST CPART_18-2 N/A 13646AAD2 35252.04000000 PA USD 35449.35000000 0.001002738074 Long ABS-CBDO CORP CA Y 2 2022-12-19 Fixed 3.27000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 15771.00000000 NS USD 54254763.36000000 1.534677418213 Long EC CORP US N 1 N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JS1 988000.00000000 PA USD 1220520.35000000 0.034524250104 Long DBT CORP US N 2 2040-09-01 Fixed 4.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 512000.00000000 PA USD 558248.58000000 0.015790899018 Long DBT CORP US N 2 2028-12-20 Variable 3.41900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAT8 22365000.00000000 PA USD 21865280.91000000 0.618492290397 Long DBT UST US N 2 2025-10-31 Fixed 0.25000000 N N N N N N Georgetown University/The 549300GCL3B0KVXSX752 37310PAC5 150000.00000000 PA USD 188236.29000000 0.005324546005 Long DBT CORP US N 2 2049-04-01 Fixed 4.31500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAV9 1400000.00000000 PA USD 1400165.45000000 0.039605781406 Long DBT CORP US Y 2 2021-07-08 Floating 3.74390000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBN5 845000.00000000 PA USD 875954.11000000 0.024777676811 Long DBT CORP US N 2 2051-04-22 Variable 3.10900000 N N N N N N CK Hutchison International 20 Ltd 254900SSPRZHBMNJF043 12564HAB1 560000.00000000 PA USD 603292.26000000 0.017065027117 Long DBT CORP KY Y 2 2050-05-08 Fixed 3.37500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDX7 275000.00000000 PA USD 277280.01000000 0.007843281281 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAB7 5655000.00000000 PA USD 5547201.56000000 0.156910922492 Long DBT UST US N 2 2025-07-31 Fixed 0.25000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAK7 115000.00000000 PA USD 167340.20000000 0.004733468735 Long DBT CORP US N 2 2035-11-15 Fixed 6.50000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CS8 270000.00000000 PA USD 286535.92000000 0.008105098588 Long DBT CORP US N 2 2023-08-01 Fixed 3.85000000 N N N N N N BG Energy Capital PLC S2M8QDKEE05NZN8JD460 05541VAE6 555000.00000000 PA USD 560783.58000000 0.015862605298 Long DBT CORP GB Y 2 2021-10-15 Fixed 4.00000000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AB3 2000000.00000000 PA USD 2696123.72000000 0.076263906310 Long DBT CORP US N 2 2034-04-15 Fixed 5.37500000 N N N N N N County of Broward FL Airport System Revenue N/A 114894ZW1 300000.00000000 PA USD 313470.42000000 0.008866981349 Long DBT MUN US N 2 2043-10-01 Fixed 3.47700000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAE9 885000.00000000 PA USD 917368.04000000 0.025949131983 Long DBT CORP FR N 2 2023-01-25 Fixed 2.70000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 1375000.00000000 PA USD 1624186.09000000 0.045942541464 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BJ2 435000.00000000 PA USD 474651.02000000 0.013426216553 Long DBT CORP US N 2 2025-11-03 Fixed 3.12500000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAT1 75000.00000000 PA USD 95436.31000000 0.002699559278 Long DBT CORP US N 2 2041-12-01 Fixed 4.55000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 614161.00000000 NS USD 166376214.90000000 4.706200969685 Long EC CORP US N 1 N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FN9 690000.00000000 PA USD 713807.37000000 0.020191112887 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAJ4 370000.00000000 PA USD 405832.62000000 0.011479584812 Long DBT CORP HK Y 2 2030-04-07 Fixed 3.37500000 N N N N N N N/A N/A N/A 77.00000000 NC USD -23628.76000000 -0.00066837494 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long N/A CBOT 5 Year US Treasury Note 2021-09-30 9527714.74000000 USD -23628.76000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SS8 3795000.00000000 PA USD 3407791.60000000 0.096394500512 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Madison Park Funding XIII Ltd N/A 55818MBA4 930000.00000000 PA USD 929711.42000000 0.026298283014 Long ABS-MBS CORP KY Y 2 2030-04-19 Floating 1.13980000 N N N N N N BAE Systems Holdings Inc MF62XBVMNYTYMC18DL76 05523UAP5 1085000.00000000 PA USD 1197158.89000000 0.033863436143 Long DBT CORP US Y 2 2025-12-15 Fixed 3.85000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBD9 145000.00000000 PA USD 173341.87000000 0.004903234979 Long DBT CORP US N 2 2042-08-13 Fixed 4.12500000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 26508.00000000 NS USD 17248755.60000000 0.487906942584 Long EC CORP US N 1 N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 1100000.00000000 PA USD 1226376.27000000 0.034689893591 Long DBT CORP US Y 2 2025-12-15 Fixed 4.25000000 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677AAB0 830000.00000000 PA USD 921287.43000000 0.026059997812 Long DBT CORP US N 2 2026-03-15 Fixed 3.85000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650BZ2 965000.00000000 PA USD 991825.13000000 0.028055262534 Long DBT CORP US N 2 2022-12-01 Fixed 2.75000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBE2 770000.00000000 PA USD 949320.78000000 0.026852963195 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N Chicago Transit Authority Sales & Transfer Tax Receipts Revenue N/A 167725AF7 825000.00000000 PA USD 1172458.98000000 0.033164762114 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N Delmarva Power & Light Co NJ98T8DDD027ZFXUDB24 247109BS9 305000.00000000 PA USD 324889.66000000 0.009189991693 Long DBT CORP US N 2 2023-11-15 Fixed 3.50000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 369689.00000000 NS USD 36307156.69000000 1.027002424136 Long EC CORP US N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BQ1 265000.00000000 PA USD 265757.19000000 0.007517341021 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SX7 2000000.00000000 PA USD 2135312.40000000 0.060400516344 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452AH3 135000.00000000 PA USD 135739.65000000 0.003839599745 Long DBT CORP US N 2 2028-06-03 Fixed 1.70000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2A1 200000.00000000 PA USD 204605.53000000 0.005787574529 Long DBT CORP FR Y 2 2022-05-23 Fixed 2.95000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HBA6 415000.00000000 PA USD 476400.03000000 0.013475689926 Long DBT CORP CA N 2 2030-04-15 Fixed 4.10000000 N N N N N N RR 16 Ltd N/A 74971CAC7 755000.00000000 PA USD 751538.40000000 0.021258391705 Long ABS-MBS CORP KY Y 2 2036-07-15 Floating 1.73070000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 55279HAK6 685000.00000000 PA USD 732743.64000000 0.020726753707 Long DBT CORP US N 2 2025-02-06 Fixed 2.90000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAT5 195000.00000000 PA USD 243430.17000000 0.006885787747 Long DBT CORP US N 2 2049-02-01 Fixed 4.25000000 N N N N N N MAPS 2019-1 Ltd N/A 55283LAA3 209224.64000000 PA USD 209751.38000000 0.005933132620 Long ABS-CBDO CORP BM Y 2 2044-03-15 Fixed 4.45800000 N N N N N N Northeastern University 549300I2J5CUY7XEVC78 664675AT2 225000.00000000 PA USD 228948.70000000 0.006476157632 Long DBT CORP US N 2 2050-10-01 Fixed 2.89400000 N N N N N N Fannie Mae REMICS N/A 3136AD2H1 139180.43000000 PA USD 139450.58000000 0.003944568971 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 1.50000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAZ8 710000.00000000 PA USD 844617.53000000 0.023891274609 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YGF0 785000.00000000 PA USD 1150593.73000000 0.032546270697 Long DBT MUN US N 2 2040-11-15 Fixed 6.81400000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513BN4 1350000.00000000 PA USD 1357535.47000000 0.038399928434 Long DBT CORP US N 2 2024-03-18 Fixed 0.75000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCD2 1600000.00000000 PA USD 1961329.98000000 0.055479162446 Long DBT CORP US N 2 2043-03-15 Fixed 4.25000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAE8 400000.00000000 PA USD 436761.80000000 0.012354463093 Long DBT CORP US N 2 2028-01-15 Fixed 3.30000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 615000.00000000 PA USD 916711.98000000 0.025930574341 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DK3 430000.00000000 PA USD 498475.21000000 0.014100119527 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBT7 6760000.00000000 PA USD 6729369.09000000 0.190350305515 Long DBT UST US N 2 2026-03-31 Fixed 0.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FMTT9 300000.00000000 PA USD 339180.00000000 0.009594215410 Long ABS-MBS USGSE US N 2 2034-04-25 Fixed 3.05900000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AY5 1200000.00000000 PA USD 1206127.39000000 0.034117123627 Long DBT CORP IT Y 2 2032-06-03 Variable 3.12700000 N N N N N N Rutgers The State University of New Jersey 549300BOYDHNW8J60112 783186UJ6 350000.00000000 PA USD 373432.08000000 0.010563086905 Long DBT MUN US N 2 2043-05-01 Fixed 3.27000000 N N N N N N Evergy Metro Inc 1128SIJQ26096WL7IO82 485134BR0 137000.00000000 PA USD 166686.47000000 0.004714977000 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBC6 270000.00000000 PA USD 334808.63000000 0.009470564648 Long DBT CORP US N 2 2044-02-15 Fixed 4.80000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBS3 2190000.00000000 PA USD 2333247.70000000 0.065999413406 Long DBT CORP US N 2 2024-11-15 Fixed 2.95000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687GA8 485000.00000000 PA USD 570102.38000000 0.016126201543 Long DBT CORP US N 2 2060-05-13 Fixed 3.80000000 N N N N N N Sierra Pacific Power Co QB888G5GSVGE1LD1WV84 826418BJ3 850000.00000000 PA USD 895407.02000000 0.025327931569 Long DBT CORP US N 2 2023-08-15 Fixed 3.37500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 7422.00000000 NS USD 2816871.66000000 0.079679443036 Long EC CORP US N 1 N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FA0 785000.00000000 PA USD 1132103.92000000 0.032023258668 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N Angel Oak Mortgage Trust I LLC 2019-4 N/A 03463UAA5 337495.15000000 PA USD 340722.51000000 0.009637847620 Long ABS-MBS CORP US Y 2 2049-07-26 Variable 2.99300000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BQ1 424000.00000000 PA USD 462532.45000000 0.013083424610 Long DBT CORP US N 2 2025-08-11 Fixed 3.37500000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBD0 265000.00000000 PA USD 265474.58000000 0.007509346973 Long DBT CORP GB N 2 2030-04-29 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379QW43 134374.94000000 PA USD 135569.20000000 0.003834778311 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 1.70000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBN4 990000.00000000 PA USD 1023570.72000000 0.028953234198 Long DBT CORP US N 2 2051-06-15 Fixed 3.50000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAQ4 130000.00000000 PA USD 145882.23000000 0.004126497845 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FF5 2250000.00000000 PA USD 2811333.67000000 0.079522792676 Long DBT CORP US N 2 2037-01-15 Fixed 5.55000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAW0 981000.00000000 PA USD 1094149.71000000 0.030949666869 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BA6 1600000.00000000 PA USD 1693978.35000000 0.047916720296 Long DBT CORP GB N 2 2023-05-25 Fixed 3.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBR1 6750000.00000000 PA USD 6723633.15000000 0.190188055842 Long DBT UST US N 2 2024-03-15 Fixed 0.25000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBJ4 1020000.00000000 PA USD 978066.61000000 0.027666082145 Long DBT CORP US N 2 2050-07-15 Fixed 3.00000000 N N N N N N Freddie Mac REMICS N/A 3137A8G93 262832.22000000 PA USD 280507.24000000 0.007934568325 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212EJK4 2429.88000000 PA USD 2764.86000000 0.000078208215 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GD9 170000.00000000 PA USD 171439.52000000 0.004849424154 Long DBT CORP US N 2 2022-02-01 Fixed 2.40000000 N N N N N N Bon Secours Mercy Health Inc 5493006NA7JSVYYYF398 09778PAB1 330000.00000000 PA USD 327711.53000000 0.009269812522 Long DBT CORP US N 2 2031-06-01 Fixed 2.09500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBX8 4200000.00000000 PA USD 4192781.04000000 0.118599105094 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 N N N N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 30303M102 301593.00000000 NS USD 104866902.03000000 2.966317729479 Long EC CORP US N 1 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CS6 300000.00000000 PA USD 299838.11000000 0.008481370999 Long DBT CORP GB N 2 2025-05-24 Variable 0.97600000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BS6 715000.00000000 PA USD 781649.45000000 0.022110127951 Long DBT CORP US N 2 2026-03-15 Fixed 3.12500000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAS9 1295000.00000000 PA USD 1299681.54000000 0.036763443185 Long DBT CORP US N 2 2021-09-01 Fixed 2.40300000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FL2 55000.00000000 PA USD 73264.46000000 0.002072395221 Long DBT CORP US N 2 2039-03-15 Fixed 6.05000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWV2 3065000.00000000 PA USD 3427378.78000000 0.096948553298 Long DBT CORP US N 2 2029-04-23 Variable 3.81400000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358XCN0 485000.00000000 PA USD 487192.15000000 0.013780961239 Long DBT MUN US N 2 2060-07-15 Fixed 3.17500000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBM1 345000.00000000 PA USD 336794.42000000 0.009526735699 Long DBT CORP US N 2 2030-08-10 Fixed 1.74900000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AT6 575000.00000000 PA USD 589792.96000000 0.016683179154 Long DBT CORP US N 2 2022-08-22 Fixed 2.50000000 N N N N N N Credit Agricole SA/London 969500TJ5KRTCJQWXH05 22535WAE7 1160000.00000000 PA USD 1228052.12000000 0.034737297524 Long DBT CORP FR Y 2 2023-04-24 Fixed 3.75000000 N N N N N N Evergy Metro Inc 1128SIJQ26096WL7IO82 30037DAA3 205000.00000000 PA USD 208703.79000000 0.005903499965 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2G7 435000.00000000 PA USD 460755.92000000 0.013033172793 Long DBT CORP US N 2 2030-10-30 Variable 2.87900000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 1147895.00000000 NS USD 83578234.95000000 2.364135826763 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDQ2 140000.00000000 PA USD 179175.28000000 0.005068241737 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CM0 315000.00000000 PA USD 384051.91000000 0.010863484737 Long DBT CORP US N 2 2035-07-20 Fixed 4.87500000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAS4 845000.00000000 PA USD 846673.06000000 0.023949418361 Long DBT CORP US N 2 2023-03-15 Fixed 0.73700000 N N N N N N SFAVE Commercial Mortgage Securities Trust 2015-5AVE 549300FIGODFFTOAAU64 78413MAE8 700000.00000000 PA USD 744758.00000000 0.021066597914 Long ABS-MBS CORP US Y 2 2043-01-05 Variable 4.14400000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 72315.00000000 NS USD 25506223.65000000 0.721481820864 Long EC CORP US N 1 N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAL3 1400000.00000000 PA USD 1520618.83000000 0.043012986060 Long DBT CORP FR N 2 2024-04-10 Fixed 3.75000000 N N N N N N Freddie Mac REMICS N/A 3137A8D70 76752.20000000 PA USD 82299.75000000 0.002327971960 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 3.50000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BL2 376000.00000000 PA USD 497532.40000000 0.014073450731 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBP4 925000.00000000 PA USD 887092.58000000 0.025092745154 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Chicago Transit Authority Sales & Transfer Tax Receipts Revenue N/A 167725AC4 1780000.00000000 PA USD 2531965.27000000 0.071620438150 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AZ8 1625000.00000000 PA USD 1710932.91000000 0.048396305475 Long DBT CORP US N 2 2030-01-22 Fixed 2.55000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBW5 1570000.00000000 PA USD 1691513.95000000 0.047847011043 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BK4 211000.00000000 PA USD 265243.79000000 0.007502818731 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBQ5 730000.00000000 PA USD 839676.54000000 0.023751511291 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFY1 340000.00000000 PA USD 381843.26000000 0.010801009757 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N Oregon School Boards Association N/A 686053DR7 2000000.00000000 PA USD 2369206.80000000 0.067016570525 Long DBT MUN US N 2 2028-06-30 Fixed 5.52800000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 540000.00000000 PA USD 571760.30000000 0.016173098299 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BS2 822000.00000000 PA USD 949975.55000000 0.026871484348 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 632525AU5 2140000.00000000 PA USD 2077277.11000000 0.058758901056 Long DBT CORP AU Y 2 2030-08-21 Fixed 2.33200000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJJ0 875000.00000000 PA USD 921116.40000000 0.026055159972 Long DBT CORP US N 2 2023-05-01 Fixed 3.37500000 N N N N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 188817.00000000 NS USD 39036026.58000000 1.104192605018 Long EC CORP US N 1 N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KC3 780000.00000000 PA USD 828614.67000000 0.023438609694 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAC8 535000.00000000 PA USD 552199.33000000 0.015619786902 Long DBT CORP US N 2 2022-11-01 Fixed 2.95000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2N3 585000.00000000 PA USD 577748.34000000 0.016342478999 Long DBT CORP FR Y 2 2027-01-13 Variable 1.32300000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAG5 1800000.00000000 PA USD 1930481.96000000 0.054606579898 Long DBT CORP US N 2 2026-07-15 Fixed 3.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CX4 169000.00000000 PA USD 180030.16000000 0.005092423301 Long DBT CORP US N 2 2051-03-15 Fixed 3.30000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GCK3 1165000.00000000 PA USD 1263318.37000000 0.035734856340 Long DBT CORP US Y 2 2027-09-19 Fixed 3.00000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFJ2 1675000.00000000 PA USD 1849205.64000000 0.052307557191 Long DBT CORP US N 2 2028-01-22 Fixed 3.25000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687CM6 245000.00000000 PA USD 252780.37000000 0.007150272189 Long DBT CORP US N 2 2022-09-15 Fixed 3.00000000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 92340LAH2 735000.00000000 PA USD 747481.92000000 0.021143648079 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBM2 730000.00000000 PA USD 862861.06000000 0.024407320239 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CQ3 820000.00000000 PA USD 872054.31000000 0.024667365114 Long DBT CORP US N 2 2026-06-15 Fixed 2.60000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 891160NR0 2100000.00000000 PA USD 2125579.62000000 0.060125210053 Long DBT CORP CA Y 2 2023-01-18 Fixed 2.50000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABN4 580000.00000000 PA USD 577941.49000000 0.016347942536 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCM1 1175000.00000000 PA USD 1523357.68000000 0.043090458543 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CE6 380000.00000000 PA USD 392711.78000000 0.011108442158 Long DBT CORP US N 2 2050-08-01 Fixed 3.12500000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAF1 535000.00000000 PA USD 572784.20000000 0.016202060847 Long DBT CORP US N 2 2023-08-01 Fixed 4.20000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBC8 1005000.00000000 PA USD 1023559.04000000 0.028952903811 Long DBT CORP GB N 2 2024-05-16 Floating 4.06290000 N N N N N N Boston Gas Co FN7P4E7K9JOBORDEUX61 100743AK9 140000.00000000 PA USD 150081.97000000 0.004245293794 Long DBT CORP US Y 2 2027-08-01 Fixed 3.15000000 N N N N N N BlueMountain CLO XXXI Ltd N/A 09631BAA1 1000000.00000000 PA USD 996419.20000000 0.028185212700 Long ABS-MBS CORP KY Y 2 2034-04-19 Floating 1.33000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAB0 2045000.00000000 PA USD 2465161.00000000 0.069730779099 Long DBT CORP US N 2 2045-08-15 Fixed 4.20000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAX3 485000.00000000 PA USD 568480.29000000 0.016080318293 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CJ7 1545000.00000000 PA USD 1715010.53000000 0.048511647077 Long DBT CORP US N 2 2027-02-09 Fixed 3.35000000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 124116.84000000 NS USD 12411684.00000000 0.351083111918 Long STIV CORP US N 1 N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017BK4 675000.00000000 PA USD 943625.65000000 0.026691867895 Long DBT CORP US N 2 2036-06-01 Fixed 6.05000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAW2 320000.00000000 PA USD 378239.41000000 0.010699069450 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAW5 390000.00000000 PA USD 552850.92000000 0.015638218103 Long DBT CORP MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BH6 600000.00000000 PA USD 732223.72000000 0.020712046990 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967NA5 1325000.00000000 PA USD 1319301.68000000 0.037318428294 Long DBT CORP US N 2 2027-06-09 Variable 1.46200000 N N N N N N Ginnie Mae I Pool N/A 36241KJR0 2300.21000000 PA USD 2568.63000000 0.000072657555 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 7.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FP7 480000.00000000 PA USD 564504.88000000 0.015967867854 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAC6 1780000.00000000 PA USD 1933985.65000000 0.054705687028 Long DBT CORP FR Y 2 2027-10-23 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CM5 495000.00000000 PA USD 511498.26000000 0.014468496044 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N Marvell Technology Inc N/A 573874104 173729.00000000 NS USD 10133612.57000000 0.286644442127 Long EC CORP US N 1 N N N Southwest Airlines Co 2007-1 Pass Through Trust N/A 84474YAA4 119643.61000000 PA USD 123148.45000000 0.003483438754 Long DBT CORP US N 2 2024-02-01 Fixed 6.15000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 43752.00000000 NS USD 38281687.44000000 1.082854990177 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CY5 540000.00000000 PA USD 581409.25000000 0.016446033333 Long DBT CORP US N 2 2024-02-01 Fixed 4.00000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BW3 545000.00000000 PA USD 660206.71000000 0.018674937764 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78012KZG5 1195000.00000000 PA USD 1212706.54000000 0.034303224760 Long DBT CORP CA N 2 2022-02-01 Fixed 2.75000000 N N N N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 237782.00000000 NS USD 7375997.64000000 0.208641164643 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBE4 350000.00000000 PA USD 383470.64000000 0.010847042643 Long DBT CORP US N 2 2029-06-15 Fixed 3.40000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CN5 385000.00000000 PA USD 390871.03000000 0.011056373782 Long DBT CORP US Y 2 2031-06-15 Fixed 2.60000000 N N N N N N Johns Hopkins University 549300Z1XKWYKTIOM958 478115AF5 180000.00000000 PA USD 179173.81000000 0.005068200156 Long DBT CORP US N 2 2060-01-01 Fixed 2.81300000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CC3 810000.00000000 PA USD 869936.92000000 0.024607471560 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2P8 845000.00000000 PA USD 866920.97000000 0.024522160887 Long DBT CORP FR Y 2 2032-04-19 Variable 2.87100000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FH1 76000.00000000 PA USD 84326.44000000 0.002385299929 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N Bermuda Government International Bond N/A 085209AG9 400000.00000000 PA USD 400050.79000000 0.011316037072 Long DBT NUSS BM Y 2 2030-08-20 Fixed 2.37500000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AB9 750000.00000000 PA USD 839106.26000000 0.023735380065 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MX6 1190000.00000000 PA USD 1192963.17000000 0.033744753905 Long DBT CORP US N 2 2025-05-01 Variable 0.98100000 N N N N N N Credit Suisse AG/New York NY 549300D0YARF5HYP1809 22546QAR8 735000.00000000 PA USD 741594.68000000 0.020977118659 Long DBT CORP CH N 2 2021-10-29 Fixed 3.00000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KN0 170000.00000000 PA USD 185065.67000000 0.005234860260 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N University of California N/A 91412GTG0 590000.00000000 PA USD 699866.38000000 0.019796771060 Long DBT MUN US N 2 2031-05-15 Fixed 4.60100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAX9 2800000.00000000 PA USD 2798687.36000000 0.079165072816 Long DBT UST US N 2 2022-11-30 Fixed 0.12500000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAJ9 145000.00000000 PA USD 169361.36000000 0.004790640279 Long DBT CORP US N 2 2049-05-01 Fixed 4.15000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RE3 1199000.00000000 PA USD 1312474.76000000 0.037125318615 Long DBT CORP US N 2 2024-01-16 Fixed 4.48000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BG8 385000.00000000 PA USD 405257.09000000 0.011463305082 Long DBT CORP US Y 2 2024-11-01 Fixed 2.70000000 N N N N N N Time Warner Entertainment Co LP N/A 88731EAF7 95000.00000000 PA USD 107344.41000000 0.003036397761 Long DBT CORP US N 2 2023-03-15 Fixed 8.37500000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAX3 1470000.00000000 PA USD 1647488.59000000 0.046601687653 Long DBT CORP US N 2 2029-03-07 Fixed 3.40000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AP8 1100000.00000000 PA USD 1134620.14000000 0.032094433728 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N University of Chicago/The 54930099Y7GU6182V326 91412NBD1 165000.00000000 PA USD 167197.50000000 0.004729432251 Long DBT CORP US N 2 2045-04-01 Fixed 2.76100000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 536000.00000000 PA USD 626406.64000000 0.017718852050 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N SCE Recovery Funding LLC N/A 78433LAA4 310000.00000000 PA USD 302191.55000000 0.008547941582 Long DBT CORP US N 2 2031-11-15 Fixed 0.86100000 N N N N N N Temasek Financial I Ltd 549300XMGMDF3VRJMF12 87973PAE4 1025000.00000000 PA USD 1161644.70000000 0.032858863971 Long DBT CORP SG Y 2 2028-08-01 Fixed 3.62500000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBQ7 390000.00000000 PA USD 392059.96000000 0.011090004451 Long DBT CORP US Y 2 2024-04-01 Fixed 0.80000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAQ7 850000.00000000 PA USD 819323.64000000 0.023175798964 Long DBT CORP US N 2 2060-09-15 Fixed 3.00000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAH2 305000.00000000 PA USD 337091.97000000 0.009535152347 Long DBT CORP N/A N 2 2027-01-15 Fixed 3.87500000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JR3 205000.00000000 PA USD 261676.43000000 0.007401910599 Long DBT CORP US N 2 2040-06-01 Fixed 5.40000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBM1 1260000.00000000 PA USD 1651665.99000000 0.046719851683 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N Sinopec Group Overseas Development 2015 Ltd 5299002Z28NLP3WPFH36 82938BAC4 1250000.00000000 PA USD 1336766.55000000 0.037812448357 Long DBT CORP US N 2 2025-04-28 Fixed 3.25000000 N N N N N N University of California N/A 91412HGG2 645000.00000000 PA USD 638935.39000000 0.018073246550 Long DBT MUN US N 2 2030-05-15 Fixed 1.61400000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FPJ97 300000.00000000 PA USD 330927.00000000 0.009360766917 Long ABS-MBS USGSE US N 2 2034-08-25 Fixed 2.79700000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 202712BN4 2285000.00000000 PA USD 2280410.76000000 0.064504841250 Long DBT CORP AU Y 2 2031-03-11 Fixed 2.68800000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AH9 630000.00000000 PA USD 793195.74000000 0.022436732095 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N University of California N/A 91412GVC6 145000.00000000 PA USD 156455.58000000 0.004425580920 Long DBT MUN US N 2 2044-05-15 Fixed 4.76500000 N N N N N N Emera US Finance LP N/A 29103DAJ5 965000.00000000 PA USD 1055309.76000000 0.029851020584 Long DBT CORP US N 2 2026-06-15 Fixed 3.55000000 N N N N N N State of California N/A 13063BBU5 1550000.00000000 PA USD 2495716.23000000 0.070595079643 Long DBT MUN US N 2 2039-11-01 Fixed 7.35000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BV5 160000.00000000 PA USD 182866.52000000 0.005172654001 Long DBT CORP US N 2 2047-06-01 Fixed 3.75000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525BK8 1075000.00000000 PA USD 1100222.64000000 0.031121448810 Long DBT CORP US N 2 2030-05-20 Fixed 2.15000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AN6 80000.00000000 PA USD 100590.30000000 0.002845347621 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 145000.00000000 PA USD 158299.26000000 0.004477732176 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBF7 405000.00000000 PA USD 422136.24000000 0.011940757176 Long DBT CORP US N 2 2051-02-15 Fixed 3.05000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAV7 25000.00000000 PA USD 30190.12000000 0.000853972859 Long DBT CORP US N 2 2049-06-01 Fixed 4.15000000 N N N N N N Regatta VI Funding Ltd 2549001NU08X5ZRD6A39 75887NAW9 700000.00000000 PA USD 697522.14000000 0.019730460712 Long ABS-MBS CORP KY Y 2 2034-04-20 Floating 1.29460000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2W0 685000.00000000 PA USD 687322.28000000 0.019441942362 Long DBT CORP US Y 2 2024-04-16 Fixed 1.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBB0 1210000.00000000 PA USD 1228599.77000000 0.034752788626 Long DBT CORP US N 2 2022-05-15 Fixed 2.50000000 N N N N N N RBS Securities, Inc. N/A N/A 85600000.00000000 PA USD 85600000.00000000 2.421324485878 Long RA CORP US N 2 Repurchase Y 0.05000000 2021-07-01 83557900.00000000 USD 87312010.65999999 USD UST N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BY9 505000.00000000 PA USD 496417.01000000 0.014041900251 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024NV0 820000.00000000 PA USD 1423257.03000000 0.040258961406 Long DBT MUN US N 2 2050-04-01 Fixed 7.04300000 N N N N N N Fannie Mae REMICS N/A 3136B27F3 178395.68000000 PA USD 186166.26000000 0.005265992100 Long ABS-MBS USGSE US N 2 2054-07-25 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCV2 430000.00000000 PA USD 468856.89000000 0.013262320889 Long DBT CORP US N 2 2026-03-15 Fixed 3.10000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BF0 465000.00000000 PA USD 498766.39000000 0.014108355991 Long DBT CORP US Y 2 2024-07-01 Fixed 3.45000000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 213501.00000000 NS USD 17186830.50000000 0.486155298180 Long EC CORP US N 1 N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FAQ9 115000.00000000 PA USD 133515.14000000 0.003776676141 Long DBT CORP US N 2 2026-03-15 Fixed 4.95000000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAC4 690000.00000000 PA USD 707857.98000000 0.020022825461 Long DBT CORP US N 2 2022-05-01 Fixed 3.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBH0 580000.00000000 PA USD 627327.44000000 0.017744898260 Long DBT CORP US N 2 2024-04-10 Fixed 3.60000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBM6 945000.00000000 PA USD 967314.04000000 0.027361929562 Long DBT CORP US N 2 2041-06-15 Fixed 3.30000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587CX3 755000.00000000 PA USD 885764.26000000 0.025055171629 Long DBT CORP US N 2 2046-07-01 Fixed 4.40000000 N N N N N N COTTAGE HEALTH SYSTEM N/A 22170QAA8 295000.00000000 PA USD 319768.80000000 0.009045140482 Long DBT MUN US N 2 2049-11-01 Fixed 3.30400000 N N N N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424AQ1 440000.00000000 PA USD 455826.07000000 0.012893724586 Long DBT CORP US N 2 2023-05-15 Fixed 2.62500000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599AZ7 1435000.00000000 PA USD 1569930.02000000 0.044407827085 Long DBT CORP US Y 2 2025-03-10 Fixed 3.95000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 805000.00000000 PA USD 806067.95000000 0.022800841876 Long DBT CORP GB N 2 2027-05-24 Variable 1.58900000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGQ7 515000.00000000 PA USD 659196.96000000 0.018646375470 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798AC5 927000.00000000 PA USD 1008997.15000000 0.028540998895 Long DBT CORP US N 2 2024-06-01 Fixed 4.37500000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WXQ2 640000.00000000 PA USD 875335.49000000 0.024760178216 Long DBT MUN US N 2 2065-10-15 Fixed 4.81000000 N N N N N N Freddie Mac REMICS N/A 3137A4UE5 54431.45000000 PA USD 58087.70000000 0.001643097784 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 4.00000000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAF0 800000.00000000 PA USD 1024017.81000000 0.028965880809 Long DBT CORP NL Y 2 2045-05-27 Fixed 4.40000000 N N N N N N Five Corners Funding Trust N/A 33829TAA4 210000.00000000 PA USD 228791.38000000 0.006471707599 Long DBT CORP US Y 2 2023-11-15 Fixed 4.41900000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWL4 810000.00000000 PA USD 894571.61000000 0.025304300743 Long DBT CORP US N 2 2028-06-05 Variable 3.69100000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366DF4 695000.00000000 PA USD 1086561.19000000 0.030735014191 Long DBT MUN US N 2 2049-05-15 Fixed 6.58300000 N N N N N N Oregon State University 549300UBMR6O3SFCEV73 68608WAL6 1000000.00000000 PA USD 1028866.40000000 0.029103030455 Long DBT MUN US N 2 2060-03-01 Fixed 3.42400000 N N N N N N Fannie Mae REMICS N/A 31397SGR9 131041.77000000 PA USD 140696.97000000 0.003979824983 Long ABS-MBS USGSE US N 2 2031-04-25 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBU4 2200000.00000000 PA USD 2196906.36000000 0.062142793956 Long DBT UST US N 2 2023-03-31 Fixed 0.12500000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAA4 1005000.00000000 PA USD 1005195.98000000 0.028433477096 Long ABS-CBDO CORP US Y 2 2026-03-20 Fixed 1.54000000 N N N N N N NTT Finance Corp 3538007PR116187GD960 62954WAE5 285000.00000000 PA USD 288957.18000000 0.008173587561 Long DBT CORP JP Y 2 2031-04-03 Fixed 2.06500000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AB4 310000.00000000 PA USD 391697.07000000 0.011079739563 Long DBT CORP US N 2 2052-07-01 Fixed 4.12500000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 23636TAE0 735000.00000000 PA USD 787345.19000000 0.022271240506 Long DBT CORP FR Y 2 2026-11-02 Fixed 2.94700000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23329PAG5 960000.00000000 PA USD 961013.88000000 0.027183720080 Long DBT CORP NO Y 2 2027-05-25 Variable 1.53500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DA5 425000.00000000 PA USD 449384.01000000 0.012711501249 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AX5 195000.00000000 PA USD 221913.91000000 0.006277168037 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AM4 1371000.00000000 PA USD 1395355.88000000 0.039469735499 Long DBT CORP US N 2 2022-04-15 Fixed 3.70000000 N N N N N N NTT Finance Corp 3538007PR116187GD960 62954WAC9 1040000.00000000 PA USD 1036966.60000000 0.029332156771 Long DBT CORP JP Y 2 2026-04-03 Fixed 1.16200000 N N N N N N Metropolitan Edison Co N/A 591894CC2 249000.00000000 PA USD 278585.41000000 0.007880206479 Long DBT CORP US Y 2 2029-01-15 Fixed 4.30000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJT7 955000.00000000 PA USD 983728.73000000 0.027826243708 Long DBT CORP US N 2 2032-04-22 Variable 2.68700000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AP1 995000.00000000 PA USD 1281678.23000000 0.036254192538 Long DBT CORP US N 2 2034-12-05 Fixed 4.80000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 114667.00000000 NS USD 25218713.31000000 0.713349159343 Long EC CORP US N 1 N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FF0 120000.00000000 PA USD 157129.76000000 0.004444651113 Long DBT CORP US N 2 2041-06-01 Fixed 5.20000000 N N N N N N Atlas Senior Loan Fund X Ltd N/A 04942JAC5 245550.50000000 PA USD 245476.93000000 0.006943683426 Long ABS-MBS CORP KY Y 2 2031-01-15 Floating 1.27380000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 3700.00000000 NS USD 334369.00000000 0.009458129053 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCL3 1335000.00000000 PA USD 1654778.14000000 0.046807883517 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KK6 490000.00000000 PA USD 495425.22000000 0.014013845982 Long DBT CORP US N 2 2040-05-15 Fixed 2.85000000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 42250PAA1 930000.00000000 PA USD 986470.21000000 0.027903790584 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAF0 1130000.00000000 PA USD 1154538.02000000 0.032657840861 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FG8 215000.00000000 PA USD 247251.15000000 0.006993869902 Long DBT CORP US N 2 2042-01-15 Fixed 4.10000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AP0 45000.00000000 PA USD 55608.96000000 0.001572982902 Long DBT CORP US N 2 2046-05-01 Fixed 4.25000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29373LAC5 208485.34000000 PA USD 209786.29000000 0.005934120102 Long ABS-CBDO CORP US Y 2 2023-10-20 Fixed 3.10000000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAS2 1680000.00000000 PA USD 1792683.16000000 0.050708734003 Long DBT CORP NL Y 2 2024-03-16 Fixed 3.12500000 N N N N N N Chile Government International Bond N/A 168863DQ8 410000.00000000 PA USD 392477.20000000 0.011101806711 Long DBT NUSS CL N 2 2061-01-22 Fixed 3.10000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBL4 70000.00000000 PA USD 75964.09000000 0.002148758307 Long DBT CORP US N 2 2025-02-15 Fixed 3.37500000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AH0 385000.00000000 PA USD 400923.72000000 0.011340729208 Long DBT CORP US N 2 2023-03-18 Fixed 2.80000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38145GAH3 2000000.00000000 PA USD 2174463.40000000 0.061507961145 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N New York State Thruway Authority N/A 650009S61 275000.00000000 PA USD 290496.61000000 0.008217132650 Long DBT MUN US N 2 2042-01-01 Fixed 3.50000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FXE9 355000.00000000 PA USD 388299.53000000 0.010983635044 Long DBT MUN US N 2 2043-02-15 Fixed 3.19000000 N N N N N N Schlumberger Investment SA 529900EZ29I5KXPV2J32 806854AD7 630000.00000000 PA USD 640140.88000000 0.018107345644 Long DBT CORP LU Y 2 2022-08-01 Fixed 2.40000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWZ3 2630000.00000000 PA USD 3002591.71000000 0.084932813417 Long DBT CORP US N 2 2029-05-01 Variable 4.22300000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2C7 2050000.00000000 PA USD 2231513.77000000 0.063121716493 Long DBT CORP FR Y 2 2027-11-16 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCR1 592000.00000000 PA USD 776097.55000000 0.021953084126 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139W35 410000.00000000 PA USD 673200.61000000 0.019042489730 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N Chile Government International Bond N/A 168863DN5 1075000.00000000 PA USD 1098541.09000000 0.031073883644 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAW7 800000.00000000 PA USD 1011572.06000000 0.028613834090 Long DBT CORP US N 2 2045-11-03 Fixed 4.35000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAB9 915000.00000000 PA USD 991583.39000000 0.028048424556 Long DBT CORP US N 2 2029-10-01 Fixed 3.34700000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AH1 690000.00000000 PA USD 699443.42000000 0.019784807001 Long DBT CORP CH Y 2 2024-06-12 Floating 3.83660000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VBE3 190000.00000000 PA USD 241459.21000000 0.006830036185 Long DBT CORP US N 2 2041-11-01 Fixed 4.75000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBF1 1305000.00000000 PA USD 1411409.06000000 0.039923823791 Long DBT CORP US N 2 2024-04-24 Fixed 3.75000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAH4 285000.00000000 PA USD 314237.25000000 0.008888672287 Long DBT CORP US N 2 2027-09-01 Fixed 3.65000000 N N N N N N Alcon Finance Corp 549300CUZUI9VU7XNK42 01400EAA1 200000.00000000 PA USD 211723.18000000 0.005988907943 Long DBT CORP US Y 2 2026-09-23 Fixed 2.75000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LBG3 1000000.00000000 PA USD 1042183.84000000 0.029479734235 Long DBT CORP US Y 2 2029-09-16 Fixed 2.50000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAT9 225000.00000000 PA USD 244221.43000000 0.006908169724 Long DBT CORP US N 2 2026-03-01 Fixed 3.04300000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BB9 760000.00000000 PA USD 813868.75000000 0.023021499213 Long DBT CORP US N 2 2025-02-12 Fixed 2.70000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAB2 855000.00000000 PA USD 858087.32000000 0.024272287838 Long ABS-CBDO CORP US Y 2 2045-09-15 Fixed 1.64500000 N N N N N N Freddie Mac REMICS N/A 3137A5HU1 441202.75000000 PA USD 470756.23000000 0.013316046572 Long ABS-MBS USGSE US N 2 2031-01-15 Fixed 4.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 1675000.00000000 PA USD 1936052.18000000 0.054764141931 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BR4 1890000.00000000 PA USD 2014096.42000000 0.056971740404 Long DBT CORP US N 2 2026-08-08 Fixed 2.40000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LU3 1025000.00000000 PA USD 1176397.45000000 0.033276167649 Long DBT CORP US N 2 2039-01-24 Variable 3.87800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 1105000.00000000 PA USD 1157487.78000000 0.032741279250 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBF5 125000.00000000 PA USD 140373.99000000 0.003970689008 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159QE9 1825000.00000000 PA USD 1949163.77000000 0.055135022935 Long DBT CORP CA N 2 2026-08-03 Fixed 2.70000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 H57312649 232953.00000000 NS 29036911.54000000 0.821352627407 Long EC CORP CH N 2 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 945000.00000000 PA USD 973692.82000000 0.027542362929 Long DBT CORP CH Y 2 2032-05-14 Variable 3.09100000 N N N N N N Dignity Health TFVG45LTYVO3XKPZWP18 254010AD3 560000.00000000 PA USD 612218.58000000 0.017317521477 Long DBT CORP US N 2 2024-11-01 Fixed 3.81200000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 156708.00000000 NS USD 49972614.12000000 1.413550399440 Long EC CORP US N 1 N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AH6 2695000.00000000 PA USD 3026098.48000000 0.085597737690 Long DBT CORP NL N 2 2027-03-29 Fixed 3.95000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HR7 235000.00000000 PA USD 248960.31000000 0.007042216058 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MES9 140000.00000000 PA USD 150386.24000000 0.004253900528 Long DBT CORP US N 2 2024-06-10 Fixed 3.25000000 N N N N N N Venture 43 CLO Ltd 549300OLN5VHTMLSN650 92290CAB5 355000.00000000 PA USD 355694.06000000 0.010061340385 Long ABS-MBS CORP KY Y 2 2034-04-15 Floating 1.43360000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GG2 195000.00000000 PA USD 205335.59000000 0.005808225372 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RW3 1045000.00000000 PA USD 1123903.81000000 0.031791306249 Long DBT CORP US N 2 2026-04-22 Fixed 3.00000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960BAQ5 1050000.00000000 PA USD 1053294.13000000 0.029794005464 Long DBT CORP SE N 2 2021-09-07 Fixed 1.87500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAH4 1120000.00000000 PA USD 1123211.82000000 0.031771732273 Long DBT CORP DK Y 2 2021-09-08 Fixed 2.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AG8 1140000.00000000 PA USD 1304543.46000000 0.036900969890 Long DBT CORP US N 2 2028-03-01 Fixed 4.10100000 N N N N N N UNKNOWN N/A 67577FAA6 1100000.00000000 PA USD 1100000.00000000 0.031115151103 Long ABS-MBS CORP KY Y 3 2034-07-15 Floating 1.27000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AS9 1000000.00000000 PA USD 1082461.42000000 0.030619046042 Long DBT CORP US N 2 2024-05-06 Fixed 3.45000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDA3 1280000.00000000 PA USD 1400934.73000000 0.039627541645 Long DBT CORP GB N 2 2025-03-17 Fixed 3.50600000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 98156.00000000 NS USD 21239976.84000000 0.600804626193 Long EC CORP US N 1 N N N SBA Tower Trust N/A 78403DAN0 725000.00000000 PA USD 755938.18000000 0.021382846086 Long DBT CORP US Y 2 2050-01-15 Fixed 2.83600000 N N N N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360AD7 1155000.00000000 PA USD 1176799.02000000 0.033287526659 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N State of California N/A 13063A5E0 155000.00000000 PA USD 244250.86000000 0.006909002196 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAG7 775000.00000000 PA USD 845145.75000000 0.023906216105 Long DBT CORP FR N 2 2024-04-15 Fixed 4.00000000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAS5 605000.00000000 PA USD 629622.22000000 0.017809809557 Long DBT CORP US N 2 2023-01-18 Fixed 3.40000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CN0 423000.00000000 PA USD 501840.95000000 0.014195324535 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Saudi Government International Bond N/A 80413TAD1 930000.00000000 PA USD 964920.77000000 0.027294232328 Long DBT NUSS SA Y 2 2023-03-04 Fixed 2.87500000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BF8 780000.00000000 PA USD 989083.05000000 0.027977698686 Long DBT CORP US N 2 2045-03-15 Fixed 4.40000000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 80414L2D6 630000.00000000 PA USD 681996.10000000 0.019291283366 Long DBT CORP SA Y 2 2029-04-16 Fixed 3.50000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200HP9 1750000.00000000 PA USD 1857781.33000000 0.052550133454 Long DBT CORP US N 2 2023-08-01 Fixed 3.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEF9 1250000.00000000 PA USD 1387265.60000000 0.039240889786 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCZ5 274000.00000000 PA USD 354020.83000000 0.010014010562 Long DBT CORP US N 2 2055-03-15 Fixed 4.67200000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZT0 12150000.00000000 PA USD 11944968.75000000 0.337881370530 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HAY1 400000.00000000 PA USD 400649.70000000 0.011332978141 Long DBT CORP US N 2 2021-07-15 Fixed 4.75000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448BZ0 845000.00000000 PA USD 1026804.97000000 0.029044719814 Long DBT CORP US N 2 2042-03-05 Fixed 4.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AG3 340000.00000000 PA USD 362064.88000000 0.010241548591 Long DBT CORP CH Y 2 2024-06-12 Variable 4.20700000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 636870.00000000 NS USD 42937775.40000000 1.214559426929 Long EC CORP US N 1 N N N Burlington Northern Santa Fe LLC N/A 12189LAM3 565000.00000000 PA USD 587210.38000000 0.016610127002 Long DBT CORP US N 2 2023-03-15 Fixed 3.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDK5 1190000.00000000 PA USD 1367149.62000000 0.038671879097 Long DBT CORP US N 2 2028-06-15 Fixed 3.85000000 N N N N N N Massachusetts School Building Authority N/A 576000KV4 1000000.00000000 PA USD 1413833.50000000 0.039992402716 Long DBT MUN US N 2 2039-08-15 Fixed 5.71500000 N N N N N N Schlumberger Holdings Corp 529900IKZG65COT1D505 806851AK7 807000.00000000 PA USD 901080.44000000 0.025488412770 Long DBT CORP US Y 2 2028-05-17 Fixed 3.90000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAX9 27000.00000000 PA USD 39762.84000000 0.001124751613 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCJ5 420000.00000000 PA USD 452740.74000000 0.012806451396 Long DBT CORP GB N 2 2023-09-26 Fixed 3.99400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAH1 1710000.00000000 PA USD 1747902.95000000 0.049442058548 Long DBT CORP US N 2 2022-05-19 Fixed 2.75000000 N N N N N N Bermuda Government International Bond N/A 085209AH7 200000.00000000 PA USD 203822.57000000 0.005765427330 Long DBT NUSS BM Y 2 2050-08-20 Fixed 3.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAR2 7250000.00000000 PA USD 7247734.38000000 0.205013045811 Long DBT UST US N 2 2022-10-31 Fixed 0.12500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCX5 575000.00000000 PA USD 628844.18000000 0.017787801528 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204BC1 1320000.00000000 PA USD 1396983.38000000 0.039515771779 Long DBT CORP US N 2 2030-04-23 Fixed 2.95000000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AF2 125000.00000000 PA USD 147656.53000000 0.004176686583 Long DBT CORP US N 2 2043-11-01 Fixed 4.80000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GYA6 2190000.00000000 PA USD 2183563.68000000 0.061765376224 Long DBT CORP US N 2 2027-03-09 Variable 1.43100000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BX1 975000.00000000 PA USD 1031703.54000000 0.029183283219 Long DBT CORP US N 2 2024-02-06 Fixed 2.87500000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787GAJ1 340000.00000000 PA USD 372782.42000000 0.010544710297 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAL9 1200000.00000000 PA USD 1213794.59000000 0.034334001887 Long DBT CORP ES N 2 2026-03-25 Fixed 1.84900000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUE7 1200000.00000000 PA USD 1315760.29000000 0.037218254763 Long DBT CORP US N 2 2025-03-13 Fixed 3.45000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FX9 170000.00000000 PA USD 178537.13000000 0.005050190706 Long DBT CORP US N 2 2031-01-13 Fixed 2.65000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851BJ2 160000.00000000 PA USD 171026.24000000 0.004837733909 Long DBT CORP US Y 2 2024-08-01 Fixed 3.25000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 1010000.00000000 PA USD 1223370.52000000 0.034604871441 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAT3 915000.00000000 PA USD 934057.56000000 0.026421220108 Long DBT CORP US N 2 2022-03-28 Fixed 3.70000000 N N N N N N Oaktree CLO 2021-1 Ltd N/A 67402JAA9 1100000.00000000 PA USD 1100000.00000000 0.031115151103 Long ABS-MBS CORP KY Y 3 2034-07-15 Floating 1.28920000 N N N N N N Continental Airlines 2007-1 Class A Pass Through Trust N/A 21079NAA9 337351.96000000 PA USD 344412.31000000 0.009742219152 Long DBT CORP US N 2 2023-10-19 Fixed 5.98300000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 890000.00000000 PA USD 987156.27000000 0.027923196821 Long DBT CORP GB N 2 2028-03-13 Variable 4.04100000 N N N N N N Providence St Joseph Health Obligated Group N/A 743820AA0 985000.00000000 PA USD 1032520.12000000 0.029206381410 Long DBT CORP US N 2 2029-10-01 Fixed 2.53200000 N N N N N N Chile Government International Bond N/A N/A 775000.00000000 PA USD 815881.25000000 0.023078425796 Long DBT NUSS CL N 2 2053-04-15 Fixed 3.50000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDW8 825000.00000000 PA USD 846464.51000000 0.023943519211 Long DBT CORP US N 2 2028-03-24 Fixed 2.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 1172969.00000000 NS USD 45933466.04000000 1.299297033223 Long EC CORP US N 1 N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 1852000.00000000 PA USD 2806296.34000000 0.079380304236 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FX7 435000.00000000 PA USD 482536.16000000 0.013649259573 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2T9 430000.00000000 PA USD 429221.39000000 0.012141171278 Long DBT CORP US N 2 2025-05-19 Variable 0.80500000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DL9 217000.00000000 PA USD 283234.68000000 0.008011718059 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBQ8 48000.00000000 PA USD 55137.24000000 0.001559639594 Long DBT CORP US N 2 2048-02-15 Fixed 4.05000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGH7 890000.00000000 PA USD 952547.19000000 0.026944227045 Long DBT CORP US N 2 2025-02-19 Fixed 3.00000000 N N N N N N Emory University 95MD72NUUVZ3P8PQ6919 29157TAD8 765000.00000000 PA USD 781883.01000000 0.022116734546 Long DBT CORP US N 2 2030-09-01 Fixed 2.14300000 N N N N N N Temasek Financial I Ltd 549300XMGMDF3VRJMF12 87973PAW4 670000.00000000 PA USD 649722.88000000 0.018378386896 Long DBT CORP SG Y 2 2070-10-06 Fixed 2.50000000 N N N N N N Northwestern Mutual Life Insurance Co/The 1DU7IM20QESYGDO4HO54 668138AC4 270000.00000000 PA USD 294678.41000000 0.008335421140 Long DBT CORP US Y 2 2059-09-30 Fixed 3.62500000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513BP9 1100000.00000000 PA USD 1129249.32000000 0.031942512023 Long DBT CORP US N 2 2028-03-20 Fixed 2.00000000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC VDC_19-1A N/A 92212KAA4 319041.66000000 PA USD 330137.48000000 0.009338434159 Long ABS-CBDO CORP US Y 2 2044-07-15 Fixed 3.18800000 N N N N N N State Grid Overseas Investment 2016 Ltd 3003006V8BHG5158QO96 857006AG5 775000.00000000 PA USD 852952.27000000 0.024127035241 Long DBT CORP VG Y 2 2027-05-04 Fixed 3.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367XD24 1700000.00000000 PA USD 1719770.35000000 0.048646285730 Long DBT CORP CA Y 2 2022-01-11 Fixed 2.50000000 N N N N N N Fannie Mae REMICS N/A 3136A9VK1 332850.26000000 PA USD 335763.40000000 0.009497571750 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 1.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBC4 60000.00000000 PA USD 72509.16000000 0.002051030427 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N Fannie Mae REMICS N/A 3136B36J4 914239.22000000 PA USD 993969.20000000 0.028115910772 Long ABS-MBS USGSE US N 2 2053-05-25 Fixed 3.50000000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 N/A 72780.00000000 NS 11473369.66000000 0.324541482398 Long EC CORP FR N 2 N N N Angel Oak Mortgage Trust 2019-5 N/A 03464KAA6 220652.89000000 PA USD 221548.14000000 0.006266821684 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 2.59300000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AD0 590000.00000000 PA USD 603281.31000000 0.017064717380 Long DBT CORP US N 2 2050-01-01 Fixed 2.95500000 N N N N N N Massachusetts School Building Authority N/A 576000XQ1 500000.00000000 PA USD 537111.10000000 0.015192993669 Long DBT MUN US N 2 2040-10-15 Fixed 3.39500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 850000.00000000 PA USD 1054208.99000000 0.029819883653 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AG76 910000.00000000 PA USD 1228468.97000000 0.034749088752 Long DBT MUN US N 2 2049-11-15 Fixed 5.17500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCK8 1016000.00000000 PA USD 1312448.56000000 0.037124577509 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CY4 430000.00000000 PA USD 408690.86000000 0.011560434421 Long DBT CORP US N 2 2053-09-01 Fixed 2.77000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 855000.00000000 PA USD 1109739.31000000 0.031390642105 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Massachusetts Mutual Life Insurance Co R6ZXK5P01NP6HXSY1S07 575767AB4 2000000.00000000 PA USD 2203160.02000000 0.062319688116 Long DBT CORP US Y 2 2023-11-15 Fixed 7.62500000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JK7 645000.00000000 PA USD 696590.14000000 0.019704097693 Long DBT CORP US N 2 2027-08-15 Fixed 2.95000000 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAG8 815000.00000000 PA USD 875242.84000000 0.024757557471 Long DBT CORP US Y 2 2024-10-08 Fixed 3.37500000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KBD4 630000.00000000 PA USD 633294.89000000 0.017913696541 Long DBT CORP NL Y 2 2028-03-11 Fixed 1.70000000 N N N N N N Advocate Health & Hospitals Corp 549300AEHU3PPOUCIL87 007589AE4 540000.00000000 PA USD 556817.83000000 0.015750428106 Long DBT CORP US N 2 2050-06-15 Fixed 3.00800000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBL2 497000.00000000 PA USD 525626.76000000 0.014868141874 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 1145000.00000000 PA USD 1367887.38000000 0.038692747746 Long DBT CORP US Y 2 2047-05-15 Fixed 4.27000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 45905CAA2 2000000.00000000 PA USD 2669812.12000000 0.075519643210 Long DBT CORP N/A N 2 2035-02-15 Fixed 4.75000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAE2 340000.00000000 PA USD 463741.99000000 0.013117638265 Long DBT CORP US Y 2 2042-03-15 Fixed 5.62500000 N N N N N N Ginnie Mae I Pool N/A 36241KJG4 3334.14000000 PA USD 3902.75000000 0.000110395141 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.00000000 N N N N N N Kansas Development Finance Authority 549300WTL7BL8KBDPR87 485428ZY5 2000000.00000000 PA USD 2549720.00000000 0.072122657338 Long DBT MUN US N 2 2034-05-01 Fixed 5.50100000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AJ0 447037.51000000 PA USD 452860.62000000 0.012809842381 Long ABS-CBDO CORP US Y 2 2049-05-20 Fixed 3.78700000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525BN2 744000.00000000 PA USD 728199.92000000 0.020598227767 Long DBT CORP US N 2 2028-05-20 Fixed 1.30000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCS6 450000.00000000 PA USD 457608.51000000 0.012944143577 Long DBT CORP US N 2 2022-03-15 Fixed 3.45000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379MVW1 92265.67000000 PA USD 92444.90000000 0.002614942756 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 1.80000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 N/A 482807.00000000 NS USD 28920139.30000000 0.818049549323 Long EC CORP US N 1 N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REK0 1105000.00000000 PA USD 1185796.11000000 0.033542022855 Long DBT CORP US N 2 2025-02-23 Fixed 2.95000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABV8 1875000.00000000 PA USD 1866581.44000000 0.052799057775 Long DBT CORP US Y 2 2024-06-14 Fixed 0.87500000 N N N N N N Ginnie Mae I Pool N/A 36212GPF3 5971.29000000 PA USD 7143.05000000 0.000202051890 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CQ9 505000.00000000 PA USD 610548.79000000 0.017270288960 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BG6 675000.00000000 PA USD 791751.92000000 0.022395891479 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752103 77130.00000000 NS USD 29448234.00000000 0.832987500584 Long EC CORP US N 1 N N N Nationwide Mutual Insurance Co Z7LVXXWM8HZPKF5T2355 638671AN7 1520000.00000000 PA USD 1700890.24000000 0.048112233480 Long DBT CORP US Y 2 2050-04-30 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 3140J5MF3 369970.33000000 PA USD 385491.14000000 0.010904195518 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FC6 675000.00000000 PA USD 963551.46000000 0.027255499339 Long DBT CORP US N 2 2040-03-01 Fixed 5.69000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWB6 740000.00000000 PA USD 816100.45000000 0.023084626197 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746SH5 170000.00000000 PA USD 183299.34000000 0.005184896964 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAN5 450000.00000000 PA USD 556331.36000000 0.015736667572 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBB4 580000.00000000 PA USD 601016.53000000 0.017000654678 Long DBT CORP GB N 2 2029-10-24 Fixed 2.37500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AQ2 440000.00000000 PA USD 570612.53000000 0.016140631902 Long DBT CORP GB N 2 2044-03-14 Fixed 5.25000000 N N N N N N Baltimore Gas and Electric Co 88V8C2WYSOD1SPSSLH72 059165EM8 238000.00000000 PA USD 237787.58000000 0.006726178620 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N Cargill Inc QXZYQNMR4JZ5RIRN4T31 141781BF0 635000.00000000 PA USD 830054.05000000 0.023479324718 Long DBT CORP US Y 2 2045-11-23 Fixed 4.76000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NL5 415000.00000000 PA USD 438083.31000000 0.012391843987 Long DBT CORP US N 2 2024-02-07 Fixed 2.95000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BP3 60000.00000000 PA USD 60210.81000000 0.001703153137 Long DBT CORP US N 2 2030-06-15 Fixed 1.85000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RF0 2276000.00000000 PA USD 3112999.86000000 0.088055873663 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 92340LAF6 210000.00000000 PA USD 228949.22000000 0.006476172341 Long DBT CORP US N 2 2028-01-15 Fixed 3.40000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBB1 130000.00000000 PA USD 148582.03000000 0.004202865740 Long DBT CORP US N 2 2045-02-01 Fixed 4.10000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAB9 365000.00000000 PA USD 491216.36000000 0.013894792059 Long DBT CORP US N 2 2042-04-01 Fixed 4.87500000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551PAE9 405000.00000000 PA USD 419199.41000000 0.011857684531 Long DBT CORP US N 2 2029-09-15 Fixed 3.37500000 N N N N N N HSBC USA Inc 549300LBOHZ4QSIWU288 40434CAD7 620000.00000000 PA USD 671572.12000000 0.018996425446 Long DBT CORP US N 2 2024-06-23 Fixed 3.50000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDK7 1365000.00000000 PA USD 1345761.81000000 0.038066892788 Long DBT CORP NL Y 2 2027-02-24 Variable 1.10600000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WJA3 1175000.00000000 PA USD 1541511.41000000 0.043603964045 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAG7 382000.00000000 PA USD 394232.76000000 0.011151465361 Long DBT CORP NO N 2 2023-01-17 Fixed 2.45000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBY8 170000.00000000 PA USD 182668.35000000 0.005167048465 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AT5 2345000.00000000 PA USD 2695435.18000000 0.076244429923 Long DBT CORP GB N 2 2029-01-17 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBL4 14450000.00000000 PA USD 14030046.88000000 0.396860935146 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N CHESAPEAKE FUNDING II LLC CFII_18-1A N/A 165183BG8 239634.54000000 PA USD 240168.78000000 0.006793534436 Long ABS-CBDO CORP US Y 2 2030-04-15 Fixed 3.04000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CG3 620000.00000000 PA USD 657841.09000000 0.018608022652 Long DBT CORP US N 2 2024-02-09 Fixed 3.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAS4 315000.00000000 PA USD 333190.94000000 0.009424805858 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XCT9 161307.21000000 PA USD 169346.37000000 0.004790216264 Long ABS-MBS CORP US N 2 2028-10-25 Floating 5.99150000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBM2 7690000.00000000 PA USD 7640736.32000000 0.216129695581 Long DBT UST US N 2 2024-02-15 Fixed 0.12500000 N N N N N N Fannie Mae REMICS N/A 3136B3T59 69530.46000000 PA USD 72909.28000000 0.002062348421 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 3.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EZ2 275000.00000000 PA USD 275830.13000000 0.007802269248 Long DBT CORP US N 2 2040-05-28 Fixed 2.55000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BJ0 305000.00000000 PA USD 416756.35000000 0.011788578912 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 1190000.00000000 PA USD 1366657.93000000 0.038657970908 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N Cargill Inc QXZYQNMR4JZ5RIRN4T31 141781BM5 225000.00000000 PA USD 228036.30000000 0.006450349028 Long DBT CORP US Y 2 2030-04-23 Fixed 2.12500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2J2 1335000.00000000 PA USD 1404262.23000000 0.039721664977 Long DBT CORP FR Y 2 2025-11-19 Variable 2.81900000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DE4 75000.00000000 PA USD 90829.70000000 0.002569254400 Long DBT CORP US N 2 2035-07-10 Fixed 4.70000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AV7 1390000.00000000 PA USD 1485826.14000000 0.042028822599 Long DBT CORP US N 2 2050-04-15 Fixed 3.15000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AE4 925000.00000000 PA USD 939972.61000000 0.026588536175 Long DBT MUN US N 2 2027-07-01 Fixed 1.70500000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAU3 1230000.00000000 PA USD 1274532.57000000 0.036052066819 Long DBT CORP GB N 2 2023-04-29 Fixed 2.62500000 N N N N N N Fannie Mae REMICS N/A 3136AXJT3 156414.42000000 PA USD 164006.15000000 0.004639160126 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 4.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GRD8 1980000.00000000 PA USD 2077606.54000000 0.058768219478 Long DBT CORP US N 2 2023-01-22 Fixed 3.62500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AE8 720000.00000000 PA USD 704535.06000000 0.019928831681 Long DBT CORP CH Y 2 2032-02-11 Variable 2.09500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBG5 325000.00000000 PA USD 339632.39000000 0.009607011940 Long DBT CORP US Y 2 2051-02-15 Fixed 3.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 1625000.00000000 PA USD 1625921.18000000 0.045991621089 Long DBT CORP GB N 2 2031-08-18 Variable 2.35700000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAF0 1145000.00000000 PA USD 1158740.37000000 0.032776710638 Long DBT CORP US N 2 2023-10-30 Floating 3.80050000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FF5 1835000.00000000 PA USD 2307415.17000000 0.065268701521 Long DBT CORP US N 2 2054-12-01 Fixed 4.62500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAZ4 170000.00000000 PA USD 190637.62000000 0.005392471229 Long DBT CORP US N 2 2026-04-15 Fixed 4.25000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BQ2 2030000.00000000 PA USD 2038224.81000000 0.057654248132 Long DBT CORP GB Y 2 2022-09-10 Variable 2.74400000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JW2 1076000.00000000 PA USD 1274649.14000000 0.036055364177 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBE0 1290000.00000000 PA USD 1630103.73000000 0.046109930794 Long DBT CORP US N 2 2042-07-15 Fixed 4.65000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GT4 155000.00000000 PA USD 155394.31000000 0.004395561305 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906YAB4 670000.00000000 PA USD 667222.27000000 0.018873383409 Long DBT CORP GB Y 2 2024-08-12 Fixed 0.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBN0 5000000.00000000 PA USD 4994531.00000000 0.141277806142 Long DBT UST US N 2 2023-02-28 Fixed 0.12500000 N N N N N N Nationwide Financial Services Inc 5493001H7AZNDS6BKJ36 638612AM3 1430000.00000000 PA USD 1577968.69000000 0.044635212932 Long DBT CORP US Y 2 2049-11-30 Fixed 3.90000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJZ4 765000.00000000 PA USD 865760.25000000 0.024489328180 Long DBT CORP US N 2 2026-12-15 Fixed 4.12500000 N N N N N N Duke University FY5ICUIRRDCHN4HHL592 26442TAH0 775000.00000000 PA USD 807729.71000000 0.022847847252 Long DBT CORP US N 2 2055-10-01 Fixed 2.83200000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BE8 610000.00000000 PA USD 654029.84000000 0.018500215725 Long DBT CORP US N 2 2025-03-01 Fixed 2.90000000 N N N N N N DNB Boligkreditt AS 5967007LIEEXZX659K67 25600WAF7 1315000.00000000 PA USD 1336970.40000000 0.037818214560 Long DBT CORP NO Y 2 2022-03-28 Fixed 2.50000000 N N N N N N Chicago O'Hare International Airport N/A 167593AN2 155000.00000000 PA USD 233062.39000000 0.006592519528 Long DBT MUN US N 2 2040-01-01 Fixed 6.39500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJT8 800000.00000000 PA USD 867037.12000000 0.024525446364 Long DBT CORP US N 2 2024-02-01 Fixed 3.87500000 N N N N N N Foothill-Eastern Transportation Corridor Agency N/A 345105JE1 155000.00000000 PA USD 164087.62000000 0.004641464627 Long DBT MUN US N 2 2049-01-15 Fixed 4.09400000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBC8 355000.00000000 PA USD 378059.71000000 0.010693986366 Long DBT CORP US N 2 2025-05-15 Fixed 2.95000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBP5 877000.00000000 PA USD 1056226.75000000 0.029876959023 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587CU9 1280000.00000000 PA USD 1336633.72000000 0.037808691061 Long DBT CORP US N 2 2023-07-01 Fixed 2.95000000 N N N N N N Fannie Mae REMICS N/A 3136B4LU0 492735.24000000 PA USD 550562.65000000 0.015573490951 Long ABS-MBS USGSE US N 2 2058-12-25 Fixed 3.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCK5 345000.00000000 PA USD 403770.95000000 0.011421267382 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Westlake Automobile Receivables Trust 2019-3 N/A 96042HAC4 60091.85000000 PA USD 60210.94000000 0.001703156814 Long ABS-CBDO CORP US Y 2 2023-02-15 Fixed 2.15000000 N N N N N N Ascension Health N/A 04352EAA3 1405000.00000000 PA USD 1481848.61000000 0.041916312193 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AQ7 400000.00000000 PA USD 513573.90000000 0.014527208637 Long DBT CORP FR Y 2 2045-10-13 Fixed 4.95000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBB8 390000.00000000 PA USD 508098.09000000 0.014372317132 Long DBT CORP US N 2 2043-02-15 Fixed 5.25000000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AC2 280000.00000000 PA USD 357254.61000000 0.010105482884 Long DBT CORP US N 2 2055-07-01 Fixed 4.20000000 N N N N N N Ascension Health N/A 04351LAA8 50000.00000000 PA USD 70239.14000000 0.001986819504 Long DBT CORP US N 2 2053-11-15 Fixed 4.84700000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HK2 445000.00000000 PA USD 540294.47000000 0.015283040067 Long DBT CORP US N 2 2048-03-01 Fixed 4.30000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAD2 80000.00000000 PA USD 88713.01000000 0.002509380646 Long DBT CORP US N 2 2024-02-15 Fixed 5.00000000 N N N N N N Providence St Joseph Health Obligated Group N/A 743756AB4 390000.00000000 PA USD 416105.22000000 0.011770160722 Long DBT CORP US N 2 2026-10-01 Fixed 2.74600000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABU0 2415000.00000000 PA USD 2416584.41000000 0.068356717337 Long DBT CORP US Y 2 2023-04-03 Fixed 0.80000000 N N N N N N Niagara Mohawk Power Corp 3T97Y9RR5EN5Y18QHB56 65364UAP1 540000.00000000 PA USD 528452.67000000 0.014948076980 Long DBT CORP US Y 2 2050-06-27 Fixed 3.02500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAH0 1250000.00000000 PA USD 1267238.94000000 0.035845755547 Long DBT CORP CH Y 2 2022-02-01 Fixed 2.65000000 N N N N N N Credit Agricole SA/London 969500TJ5KRTCJQWXH05 22535WAD9 2390000.00000000 PA USD 2561448.37000000 0.072454411887 Long DBT CORP FR Y 2 2024-10-04 Fixed 3.25000000 N N N N N N Voya CLO 2014-1 Ltd 549300ITL5IR423IJ183 92915PAH8 511018.25000000 PA USD 511060.31000000 0.014456107971 Long ABS-MBS CORP KY Y 2 2031-04-18 Floating 1.17980000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAT7 880000.00000000 PA USD 973451.71000000 0.027535542771 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308AT6 1295000.00000000 PA USD 1387075.76000000 0.039235519876 Long DBT CORP US N 2 2024-03-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAJ0 4800000.00000000 PA USD 4703250.24000000 0.133038492632 Long DBT UST US N 2 2025-08-31 Fixed 0.25000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BY5 1020000.00000000 PA USD 1120078.41000000 0.031683099068 Long DBT CORP US N 2 2026-02-23 Fixed 3.25000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AP4 600000.00000000 PA USD 834812.03000000 0.023613911324 Long DBT CORP US N 2 2039-10-15 Fixed 6.00000000 N N N N N N City of San Antonio TX Electric & Gas Systems Revenue 5493002G2FEH20Q4GQ04 79625GDG5 255000.00000000 PA USD 252653.87000000 0.007146693947 Long DBT MUN US N 2 2048-02-01 Fixed 2.90500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBK6 876000.00000000 PA USD 1121605.78000000 0.031726303021 Long DBT CORP US N 2 2044-03-01 Fixed 4.75000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBH2 260000.00000000 PA USD 281956.74000000 0.007975569608 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CY2 138000.00000000 PA USD 143032.19000000 0.004045880185 Long DBT CORP US N 2 2023-02-15 Fixed 2.75000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXW8 295000.00000000 PA USD 319053.53000000 0.009024907996 Long DBT MUN US N 2 2034-12-01 Fixed 3.08400000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBV3 27000.00000000 PA USD 27323.82000000 0.000772895261 Long DBT CORP US N 2 2022-03-15 Fixed 2.87500000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 1150000.00000000 PA USD 1717171.05000000 0.048572760628 Long DBT CORP US Y 2 2037-10-15 Fixed 7.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BA0 105000.00000000 PA USD 128225.48000000 0.003627050168 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AX2 380000.00000000 PA USD 414685.84000000 0.011730011429 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661AK3 334000.00000000 PA USD 434125.66000000 0.012279895917 Long DBT CORP US N 2 2029-03-15 Fixed 6.50000000 N N N N N N MACH 1 Cayman 2019-1 Ltd N/A 55446MAA5 312782.27000000 PA USD 312671.83000000 0.008844392032 Long ABS-CBDO CORP KY Y 2 2039-10-15 Fixed 3.47400000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967BL4 2000000.00000000 PA USD 2721526.42000000 0.076982459809 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AV2 880000.00000000 PA USD 948448.66000000 0.026828293972 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAQ4 1630000.00000000 PA USD 1739378.00000000 0.049200917542 Long DBT CORP US N 2 2023-09-01 Fixed 3.85000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FL7 335000.00000000 PA USD 368489.91000000 0.010423290208 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAA1 270000.00000000 PA USD 299222.71000000 0.008463963486 Long DBT CORP FR Y 2 2023-10-22 Fixed 5.70000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCC4 1175000.00000000 PA USD 1225646.38000000 0.034669247557 Long DBT CORP US N 2 2023-03-15 Fixed 2.87500000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551PAC3 185000.00000000 PA USD 202316.97000000 0.005722839174 Long DBT CORP US N 2 2026-05-01 Fixed 3.74300000 N N N N N N Columbia Cent CLO 30 Ltd 549300EPPYTG18BLNK44 19736WAJ9 450000.00000000 PA USD 449974.40000000 0.012728201317 Long ABS-MBS CORP KY Y 2 2034-01-20 Floating 1.97400000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BL7 110000.00000000 PA USD 134884.72000000 0.003815416767 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 1930000.00000000 PA USD 1956761.09000000 0.055349924535 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CW8 1575000.00000000 PA USD 1595035.72000000 0.045117979493 Long DBT CORP US N 2 2031-02-25 Fixed 2.30000000 N N N N N N Niagara Mohawk Power Corp 3T97Y9RR5EN5Y18QHB56 65364UAL0 1000000.00000000 PA USD 1144376.72000000 0.032370413238 Long DBT CORP US Y 2 2028-12-15 Fixed 4.27800000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAR0 430000.00000000 PA USD 478752.33000000 0.013542228262 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141DD7 118000.00000000 PA USD 140449.44000000 0.003972823225 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 840958.00000000 NS 38096913.69000000 1.077628387312 Long EC CORP FR N 2 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JVL0 750000.00000000 PA USD 817759.45000000 0.023131553502 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAN2 640000.00000000 PA USD 691848.56000000 0.019569974986 Long DBT CORP NO N 2 2024-03-01 Fixed 3.70000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAX1 710000.00000000 PA USD 922683.48000000 0.026099487182 Long DBT CORP ES N 2 2049-03-01 Fixed 5.52000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDL3 880000.00000000 PA USD 1089206.61000000 0.030809843866 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CC6 415000.00000000 PA USD 446354.08000000 0.012625795131 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VBD8 1490000.00000000 PA USD 1968531.89000000 0.055682879281 Long DBT CORP US N 2 2043-11-15 Fixed 5.15000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAJ4 760000.00000000 PA USD 938023.08000000 0.026533390793 Long DBT CORP US N 2 2043-05-18 Fixed 4.15000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 215000.00000000 PA USD 233625.46000000 0.006608446808 Long DBT CORP GB Y 2 2030-04-15 Fixed 3.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284U1 6650000.00000000 PA USD 6964836.27000000 0.197010848138 Long DBT UST US N 2 2023-06-30 Fixed 2.62500000 N N N N N N Mass General Brigham Inc 5493007Z86EDN0QFYU66 70213HAE8 935000.00000000 PA USD 986789.17000000 0.027912812847 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N CIFC Funding 2021-III Ltd N/A 12564DAC8 400000.00000000 PA USD 400399.88000000 0.011325911607 Long ABS-MBS CORP KY Y 2 2036-07-15 Floating 1.84810000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AU9 315000.00000000 PA USD 395697.76000000 0.011192905085 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N Diageo Investment Corp S4G8DPIPDVCF6CB81Z61 25245BAB3 525000.00000000 PA USD 536719.11000000 0.015181905643 Long DBT CORP US N 2 2022-05-11 Fixed 2.87500000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAF0 1405000.00000000 PA USD 1402772.44000000 0.039679524031 Long DBT CORP GB Y 2 2050-09-02 Fixed 3.55000000 N N N N N N Ginnie Mae I Pool N/A 36241KJQ2 13471.17000000 PA USD 15151.60000000 0.000428585748 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 7.00000000 N N N N N N JAB Holdings BV 529900RRNKUM3INJGF98 46653KAA6 290000.00000000 PA USD 282524.34000000 0.007991625026 Long DBT CORP NL Y 2 2030-11-23 Fixed 2.20000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCF6 2625000.00000000 PA USD 2609824.35000000 0.073822799094 Long DBT UST US N 2 2026-05-31 Fixed 0.75000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 309000.00000000 PA USD 379249.48000000 0.010727640796 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525BJ1 385000.00000000 PA USD 415132.90000000 0.011742657192 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 94196.00000000 NS USD 13344747.32000000 0.377476208455 Long EC CORP US N 1 N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 71781LBH1 1945000.00000000 PA USD 2527874.88000000 0.071504735329 Long DBT MUN US N 2 2028-10-15 Fixed 6.55000000 N N N N N N Dallas Fort Worth International Airport N/A 2350366Z8 220000.00000000 PA USD 227137.79000000 0.006424933324 Long DBT MUN US N 2 2040-11-01 Fixed 3.08900000 N N N N N N Fannie Mae REMICS N/A 3136B4QP6 785696.78000000 PA USD 812249.17000000 0.022975686962 Long ABS-MBS USGSE US N 2 2057-09-25 Fixed 3.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 415472.00000000 NS USD 22481189.92000000 0.635914201226 Long EC CORP US N 1 N N N Orange SA 969500MCOONR8990S771 35177PAL1 530000.00000000 PA USD 834927.50000000 0.023617177566 Long DBT CORP FR N 2 2031-03-01 Fixed 9.00000000 N N N N N N East Ohio Gas Co/The BC95Y6MXLT75BGO7UM71 27409LAC7 325000.00000000 PA USD 321797.27000000 0.009102518800 Long DBT CORP US Y 2 2030-06-15 Fixed 2.00000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BR3 102000.00000000 PA USD 114903.31000000 0.003250212593 Long DBT CORP US N 2 2047-08-15 Fixed 3.70000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAU7 490000.00000000 PA USD 613439.49000000 0.017352056749 Long DBT CORP ES N 2 2047-03-08 Fixed 5.21300000 N N N N N N CF Hippolyta LLC N/A 12530MAE5 750000.00000000 PA USD 755009.25000000 0.021356569907 Long ABS-CBDO CORP US Y 2 2061-03-15 Fixed 1.53000000 N N N N N N SCE Recovery Funding LLC N/A 78433LAC0 100000.00000000 PA USD 95784.34000000 0.002709403829 Long DBT CORP US N 2 2043-11-15 Fixed 2.51000000 N N N N N N Sierra Pacific Power Co QB888G5GSVGE1LD1WV84 826418BM6 221000.00000000 PA USD 234882.17000000 0.006643994737 Long DBT CORP US N 2 2026-05-01 Fixed 2.60000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 172551.00000000 NS USD 20003837.43000000 0.565838567532 Long EC CORP US N 1 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAK3 225000.00000000 PA USD 233161.13000000 0.006595312537 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 G42089113 174825.00000000 NS 8379104.85000000 0.237015557745 Long EC CORP GB N 2 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFC8 1000000.00000000 PA USD 1331798.56000000 0.037671921303 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WAH7 65000.00000000 PA USD 75647.99000000 0.002139816945 Long DBT MUN US N 2 2024-12-01 Fixed 5.85900000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFK5 470000.00000000 PA USD 520718.50000000 0.014729304372 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAN0 1100000.00000000 PA USD 1138159.00000000 0.032194535695 Long ABS-CBDO CORP US Y 2 2051-04-25 Fixed 2.66200000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAS9 590000.00000000 PA USD 667501.43000000 0.018881279869 Long DBT CORP US N 2 2028-05-15 Fixed 3.80000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBA4 1100000.00000000 PA USD 1147695.30000000 0.032464284254 Long DBT CORP US N 2 2023-01-15 Fixed 3.30000000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2A5 65000.00000000 PA USD 65119.55000000 0.001842004216 Long DBT CORP US Y 2 2024-04-12 Fixed 1.00000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBW9 670000.00000000 PA USD 677575.85000000 0.019166249960 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N START Ireland N/A 85573LAA9 350673.84000000 PA USD 350977.52000000 0.009927925971 Long ABS-CBDO CORP BM Y 2 2044-03-15 Fixed 4.08900000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AG8 365000.00000000 PA USD 372533.87000000 0.010537679687 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AN4 270000.00000000 PA USD 295346.83000000 0.008354328403 Long DBT CORP US N 2 2029-06-14 Fixed 3.25000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AX9 115000.00000000 PA USD 141122.04000000 0.003991848726 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBC4 890000.00000000 PA USD 873034.38000000 0.024695087865 Long DBT UST US N 2 2025-12-31 Fixed 0.37500000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004BX7 44000.00000000 PA USD 57473.69000000 0.001625729589 Long DBT CORP US N 2 2033-05-15 Fixed 5.30000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081ES2 1000000.00000000 PA USD 1356862.37000000 0.038380888790 Long DBT CORP US N 2 2035-02-01 Fixed 5.65000000 N N N N N N Coca-Cola Europacific Partners PLC 549300LTH67W4GWMRF57 19123MAE3 885000.00000000 PA USD 882509.02000000 0.024963092279 Long DBT CORP GB Y 2 2024-05-03 Fixed 0.80000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BED4 800000.00000000 PA USD 807257.94000000 0.022834502529 Long DBT CORP US N 2 2021-11-17 Fixed 2.62500000 N N N N N N Fannie Mae REMICS N/A 3136AWNN3 194161.80000000 PA USD 200032.22000000 0.005658211591 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2C6 1560000.00000000 PA USD 1677773.26000000 0.047458335002 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GYB4 1130000.00000000 PA USD 1155651.69000000 0.032689342688 Long DBT CORP US N 2 2032-04-22 Variable 2.61500000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFA7 1160000.00000000 PA USD 1493377.91000000 0.042242435749 Long DBT CORP US N 2 2045-12-09 Fixed 4.87500000 N N N N N N Sales Tax Securitization Corp N/A 79467BCN3 1240000.00000000 PA USD 1579690.44000000 0.044683915215 Long DBT MUN US N 2 2048-01-01 Fixed 4.78700000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABX2 150000.00000000 PA USD 147725.90000000 0.004178648818 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N Massachusetts Electric Co 549300XN8GZY5U5O1B96 575634AS9 585000.00000000 PA USD 811693.01000000 0.022959955141 Long DBT CORP US Y 2 2039-11-15 Fixed 5.90000000 N N N N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 37310PAD3 295000.00000000 PA USD 299577.03000000 0.008473985959 Long DBT MUN US N 2 2050-04-01 Fixed 2.94300000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CR7 1473000.00000000 PA USD 1860451.10000000 0.052625651906 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N Life 2021-BMR Mortgage Trust N/A 53218CAA8 295000.00000000 PA USD 295413.00000000 0.008356200120 Long ABS-MBS CORP US Y 2 2038-03-15 Floating 0.77300000 N N N N N N Children's Hospital Corp/The 549300NXFO6BISJLOS32 16876BAB8 160000.00000000 PA USD 151988.10000000 0.004299211543 Long DBT CORP US N 2 2050-02-01 Fixed 2.58500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BZ2 1170000.00000000 PA USD 1244531.56000000 0.035203443220 Long DBT CORP US N 2 2026-08-04 Fixed 2.45000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YDA4 450000.00000000 PA USD 571888.50000000 0.016176724628 Long DBT CORP US N 2 2044-06-15 Fixed 4.85000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEM2 195000.00000000 PA USD 197489.53000000 0.005586287788 Long DBT CORP US N 2 2022-01-15 Fixed 2.62500000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081ET0 1000000.00000000 PA USD 1313473.38000000 0.037153566081 Long DBT CORP US N 2 2035-06-01 Fixed 4.95000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BF8 2500000.00000000 PA USD 3065797.88000000 0.086720694808 Long DBT CORP NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 453140AE5 1680000.00000000 PA USD 1724250.96000000 0.048773026509 Long DBT CORP GB Y 2 2022-07-21 Fixed 3.75000000 N N N N N N State Grid Overseas Investment 2016 Ltd 3003006V8BHG5158QO96 857006AE0 1550000.00000000 PA USD 1576114.63000000 0.044582768062 Long DBT CORP VG Y 2 2022-05-04 Fixed 2.75000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AH3 515000.00000000 PA USD 599426.74000000 0.016955685082 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DP9 1300000.00000000 PA USD 1418662.96000000 0.040129011241 Long DBT CORP US N 2 2027-05-03 Fixed 3.10000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJY9 1305000.00000000 PA USD 1356664.49000000 0.038375291457 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N Bon Secours Mercy Health Inc 5493006NA7JSVYYYF398 09778PAA3 590000.00000000 PA USD 649220.52000000 0.018364176890 Long DBT CORP US N 2 2030-06-01 Fixed 3.46400000 N N N N N N Colombia Government International Bond N/A 195325BQ7 970000.00000000 PA USD 1027519.41000000 0.029064928821 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAP5 895000.00000000 PA USD 937351.40000000 0.026514391316 Long ABS-CBDO CORP US Y 2 2051-04-25 Fixed 3.15100000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAJ9 450000.00000000 PA USD 508165.03000000 0.014374210630 Long DBT CORP US N 2 2026-02-15 Fixed 4.40000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VAM9 1135000.00000000 PA USD 1599348.90000000 0.045239984264 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDQ1 615000.00000000 PA USD 561285.96000000 0.015876815870 Long DBT CORP US N 2 2062-08-15 Fixed 2.65000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAM7 2500000.00000000 PA USD 2589008.58000000 0.073233993795 Long DBT CORP US Y 2 2023-09-15 Fixed 2.25000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAJ1 1015000.00000000 PA USD 1030536.77000000 0.029150279378 Long DBT CORP FR Y 2 2022-01-12 Fixed 3.25000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AT6 750000.00000000 PA USD 767770.12000000 0.021717530269 Long DBT CORP US N 2 2022-10-01 Fixed 2.87500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFW9 256000.00000000 PA USD 240698.75000000 0.006808525433 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AC0 1065000.00000000 PA USD 1340074.05000000 0.037906005959 Long DBT CORP US Y 2 2031-01-01 Fixed 6.19100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285U0 6400000.00000000 PA USD 6762000.00000000 0.191273319783 Long DBT UST US N 2 2023-12-31 Fixed 2.62500000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CV8 345000.00000000 PA USD 418912.13000000 0.011849558385 Long DBT CORP US N 2 2050-02-15 Fixed 4.15000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CR9 1065000.00000000 PA USD 1176432.90000000 0.033277170406 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N Panama Government International Bond N/A 698299BL7 1385000.00000000 PA USD 1414761.43000000 0.040018650609 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 659517.00000000 NS USD 37605659.34000000 1.063732520648 Long EC CORP US N 1 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 260699.00000000 NS USD 50132417.70000000 1.418070683566 Long EC CORP US N 1 N N N Texas Transportation Commission 5493006JSGNPGVJS7691 882830AP7 235000.00000000 PA USD 238195.25000000 0.006737710178 Long DBT MUN US N 2 2042-04-01 Fixed 2.56200000 N N N N N N Mercy Health/OH RV2KCMRGYKSCKT5REH48 58942HAC5 570000.00000000 PA USD 669931.48000000 0.018950017481 Long DBT CORP US N 2 2028-07-01 Fixed 4.30200000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBG2 530000.00000000 PA USD 698707.02000000 0.019763976822 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N Illinois State Toll Highway Authority 549300ISBFGI8MJJKM98 452252FH7 750000.00000000 PA USD 1043490.75000000 0.029516702146 Long DBT MUN US N 2 2034-01-01 Fixed 6.18400000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AK2 50000.00000000 PA USD 57001.79000000 0.001612381190 Long DBT CORP US N 2 2044-06-01 Fixed 4.55000000 N N N N N N Brooklyn Union Gas Co/The 83BQ1DXS6VA5GZFK8S35 114259AN4 95000.00000000 PA USD 102531.16000000 0.002900247760 Long DBT CORP US Y 2 2026-03-10 Fixed 3.40700000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAT2 265000.00000000 PA USD 282540.96000000 0.007992095148 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 35943.00000000 NS USD 8035417.08000000 0.227293833294 Long EC CORP US N 1 N N N NBK SPC Ltd 549300P1ANDK86KWB419 62877PAA2 1530000.00000000 PA USD 1557563.06000000 0.044058009059 Long DBT CORP AE Y 2 2022-05-30 Fixed 2.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFM6 875000.00000000 PA USD 959784.97000000 0.027148958516 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAL0 6150000.00000000 PA USD 7206062.81000000 0.203834302904 Long DBT CORP US N 2 2048-11-15 Variable 3.96400000 N N N N N N Wisconsin Electric Power Co AENKIFMULUAWOUU8Q584 976656BZ0 690000.00000000 PA USD 940863.33000000 0.026613731527 Long DBT CORP US N 2 2036-12-01 Fixed 5.70000000 N N N N N N Qatar Government International Bond N/A 74727PBE0 430000.00000000 PA USD 523518.00000000 0.014808492432 Long DBT NUSS QA Y 2 2050-04-16 Fixed 4.40000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AN5 15000.00000000 PA USD 18584.21000000 0.000525682274 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BD1 800000.00000000 PA USD 850549.16000000 0.024059059667 Long DBT CORP US N 2 2024-05-11 Fixed 2.87500000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EM6 666000.00000000 PA USD 761107.61000000 0.021529071173 Long DBT CORP US N 2 2051-10-01 Fixed 3.79900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZP8 3005000.00000000 PA USD 2998896.24000000 0.084828281501 Long DBT UST US N 2 2023-05-15 Fixed 0.12500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833EA4 1425000.00000000 PA USD 1328893.27000000 0.037589740815 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DN5 1945000.00000000 PA USD 2071701.54000000 0.058601187689 Long DBT CORP US N 2 2026-10-06 Fixed 2.37500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 795000.00000000 PA USD 881824.22000000 0.024943721683 Long DBT CORP DK Y 2 2024-01-12 Fixed 5.37500000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CS4 275000.00000000 PA USD 296043.67000000 0.008374039568 Long DBT CORP US N 2 2024-10-01 Fixed 3.37500000 N N N N N N New York Life Insurance Co TAE73CY392TBWJ3O3305 64952GAQ1 435000.00000000 PA USD 541248.88000000 0.015310036987 Long DBT CORP US Y 2 2069-05-15 Fixed 4.45000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_18-3 N/A 29373GAB8 96299.17000000 PA USD 96800.89000000 0.002738158472 Long ABS-CBDO CORP US Y 2 2024-05-20 Fixed 3.38000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAS0 610000.00000000 PA USD 623829.40000000 0.017645950948 Long DBT CORP DK Y 2 2022-01-12 Fixed 5.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMC3 895000.00000000 PA USD 897616.76000000 0.025390437382 Long DBT CORP US Y 2 2053-09-15 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC 26.11000000 0.000000738560 N/A DFE N/A N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 52419.62000000 GBP 72538.17000000 USD 2021-07-01 26.11000000 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918CC6 3336000.00000000 PA USD 3278189.09000000 0.092728498983 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 30034WAA4 425000.00000000 PA USD 445113.03000000 0.012590690169 Long DBT CORP US N 2 2024-09-15 Fixed 2.45000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081FA6 305000.00000000 PA USD 304092.50000000 0.008601712806 Long DBT CORP US N 2 2050-05-28 Fixed 2.70000000 N N N N N N Wachovia Corp N/A 337358BA2 1000000.00000000 PA USD 1492294.33000000 0.042211785062 Long DBT CORP US N 2 2035-04-15 Fixed 7.50000000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 639057AC2 870000.00000000 PA USD 869956.88000000 0.024608036158 Long DBT CORP GB N 2 2027-06-14 Variable 1.64200000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GGQ1 865000.00000000 PA USD 868029.92000000 0.024553529202 Long DBT CORP US N 2 2021-07-27 Fixed 5.25000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BT0 127000.00000000 PA USD 146317.47000000 0.004138809261 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AJ4 1603000.00000000 PA USD 1877000.73000000 0.053093783032 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 N/A 317577.00000000 NS USD 38160052.32000000 1.079414358233 Long EC CORP US N 1 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148YAC2 1795000.00000000 PA USD 1808995.45000000 0.051170151611 Long DBT CORP US N 2 2022-10-31 Variable 2.87600000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DN4 1040000.00000000 PA USD 1200355.11000000 0.033953846023 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Magnetite VII Ltd 549300B54XJTQC6DWJ15 55951PBA4 1588580.08000000 PA USD 1589348.48000000 0.044957107374 Long ABS-MBS CORP KY Y 2 2028-01-15 Floating 0.98380000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBN9 470000.00000000 PA USD 437380.42000000 0.012371961689 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N Affirm Asset Securitization Trust 2021-Z1 N/A 00834CAA3 570751.90000000 PA USD 570760.63000000 0.016144821133 Long ABS-CBDO CORP US Y 2 2025-08-15 Fixed 1.07000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CZ9 230000.00000000 PA USD 240291.56000000 0.006797007453 Long DBT CORP US N 2 2023-02-20 Fixed 3.25000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AZ9 345000.00000000 PA USD 367174.96000000 0.010386094874 Long DBT CORP US N 2 2024-08-22 Fixed 2.80000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBG9 760000.00000000 PA USD 816786.14000000 0.023104021968 Long DBT CORP US N 2 2025-02-05 Fixed 3.20000000 N N N N N N Federal Express Corp 1998 Pass Through Trust N/A 31331FAX9 51544.47000000 PA USD 51602.20000000 0.001459645682 Long DBT CORP US N 2 2023-07-15 Fixed 6.72000000 N N N N N N Cargill Inc QXZYQNMR4JZ5RIRN4T31 141784BH0 645000.00000000 PA USD 830048.34000000 0.023479163202 Long DBT CORP US Y 2 2028-05-01 Fixed 6.87500000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAR1 140000.00000000 PA USD 160144.14000000 0.004529917376 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DW7 640000.00000000 PA USD 627271.60000000 0.017743318742 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N Fannie Mae REMICS N/A 3136B3JN1 245483.09000000 PA USD 260035.18000000 0.007355485379 Long ABS-MBS USGSE US N 2 2048-02-25 Fixed 3.50000000 N N N N N N Fannie Mae REMICS N/A 3136APL59 61991.48000000 PA USD 62961.34000000 0.001780956007 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 2.00000000 N N N N N N University of California N/A 91412HGF4 385000.00000000 PA USD 386176.18000000 0.010923572903 Long DBT MUN US N 2 2027-05-15 Fixed 1.31600000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DE2 940000.00000000 PA USD 942415.64000000 0.026657640946 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FL5 2600000.00000000 PA USD 2625484.86000000 0.074265780126 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QBX7 480000.00000000 PA USD 597888.95000000 0.016912186384 Long DBT CORP US N 2 2025-05-19 Fixed 7.60000000 N N N N N N Fannie Mae Pool N/A 3140J8MW0 676494.49000000 PA USD 704809.23000000 0.019936586991 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 2.50000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAD4 535000.00000000 PA USD 557047.34000000 0.015756920141 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466L302 58796.00000000 NS USD 14362098.92000000 0.406253525509 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142ED1 1605000.00000000 PA USD 1770082.77000000 0.050069448049 Long DBT CORP US N 2 2025-06-26 Fixed 3.55000000 N N N N N N KeySpan Gas East Corp K8TS3HOE1568DUBUJL44 49338CAB9 670000.00000000 PA USD 703113.54000000 0.019888621854 Long DBT CORP US Y 2 2026-08-15 Fixed 2.74200000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141CY2 365000.00000000 PA USD 530294.43000000 0.015000173926 Long DBT CORP US N 2 2038-04-01 Fixed 6.30000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BL7 1940000.00000000 PA USD 1986511.62000000 0.056191462932 Long DBT CORP JP N 2 2022-07-18 Fixed 2.62300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SU3 10215000.00000000 PA USD 9744151.83000000 0.275627960515 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N Chicago Transit Authority Sales Tax Receipts Fund N/A 16772PAQ9 550000.00000000 PA USD 761107.60000000 0.021529070890 Long DBT MUN US N 2 2040-12-01 Fixed 6.20000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259NZH9 325000.00000000 PA USD 528246.71000000 0.014942251092 Long DBT MUN US N 2 2039-11-15 Fixed 7.33600000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 480000.00000000 PA USD 524498.18000000 0.014836218294 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCE9 602000.00000000 PA USD 708983.56000000 0.020054664181 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CG3 202000.00000000 PA USD 259305.01000000 0.007334831425 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBG0 178000.00000000 PA USD 215485.68000000 0.006095335903 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBH3 1032000.00000000 PA USD 1228747.85000000 0.034756977291 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GK3 645000.00000000 PA USD 689932.98000000 0.019515789930 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGU8 2070000.00000000 PA USD 2616244.43000000 0.074004400693 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 33788.00000000 NS USD 12783689.80000000 0.361605854352 Long EC CORP US N 1 N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CT3 26000.00000000 PA USD 31187.37000000 0.000882181572 Long DBT CORP US N 2 2049-01-15 Fixed 4.12500000 N N N N N N Freddie Mac REMICS N/A 3137A76P0 127913.92000000 PA USD 138317.38000000 0.003912514708 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 4.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VER1 675000.00000000 PA USD 784550.10000000 0.022192177190 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC N/A 85208NAD2 1218750.00000000 PA USD 1305576.11000000 0.036930179945 Long DBT CORP US Y 2 2029-09-20 Fixed 4.73800000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAR8 555000.00000000 PA USD 598417.31000000 0.016927131839 Long DBT CORP US N 2 2024-05-15 Fixed 3.35000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YDK2 60000.00000000 PA USD 69266.05000000 0.001959294192 Long DBT MUN US N 2 2026-11-15 Fixed 6.20000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BT9 1235000.00000000 PA USD 1186418.90000000 0.033559639405 Long DBT CORP US N 2 2050-10-01 Fixed 2.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285K2 5600000.00000000 PA USD 5932500.00000000 0.167809667201 Long DBT UST US N 2 2023-10-31 Fixed 2.87500000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCP1 1700000.00000000 PA USD 1839231.28000000 0.052025417446 Long DBT CORP GB N 2 2024-02-10 Fixed 3.81400000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004BV1 138000.00000000 PA USD 192726.45000000 0.005451556921 Long DBT CORP US N 2 2032-02-01 Fixed 6.62500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BD0 145000.00000000 PA USD 181454.13000000 0.005132702430 Long DBT CORP US N 2 2043-11-15 Fixed 4.87500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCA5 590000.00000000 PA USD 684901.49000000 0.019373466684 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555DB7 410000.00000000 PA USD 437710.18000000 0.012381289445 Long DBT CORP US N 2 2050-05-15 Fixed 3.35000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432ND3 1040000.00000000 PA USD 1105763.08000000 0.031278168471 Long DBT CORP US N 2 2025-01-27 Fixed 2.85000000 N N N N N N Prudential PLC 5493001Z3ZE83NGK8Y12 G72899100 869596.00000000 NS 16544740.26000000 0.467992811963 Long EC CORP GB N 2 N N N Burlington Northern Santa Fe LLC N/A 12189LAW1 415000.00000000 PA USD 502784.29000000 0.014222008323 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBQ0 520000.00000000 PA USD 566497.69000000 0.016024237476 Long DBT CORP US N 2 2042-07-15 Fixed 3.75000000 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 29449WAB3 535000.00000000 PA USD 526344.38000000 0.014888440832 Long DBT CORP US Y 2 2027-08-27 Fixed 1.40000000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 92340LAG4 545000.00000000 PA USD 569972.28000000 0.016122521470 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N Accenture PLC N/A G1151C101 64378.00000000 NS USD 18977990.62000000 0.536820950712 Long EC CORP US N 1 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BX9 345000.00000000 PA USD 448451.87000000 0.012685134270 Long DBT CORP US N 2 2048-12-06 Fixed 4.50000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAX0 655000.00000000 PA USD 708612.72000000 0.020044174415 Long DBT CORP NO N 2 2024-11-10 Fixed 3.25000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 136069TZ4 1565000.00000000 PA USD 1574993.20000000 0.044551046731 Long DBT CORP CA N 2 2022-06-16 Floating 3.33460000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48126BAA1 750000.00000000 PA USD 1030822.61000000 0.029158364791 Long DBT CORP US N 2 2042-01-06 Fixed 5.40000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DS4 465000.00000000 PA USD 445323.52000000 0.012596644195 Long DBT CORP US N 2 2050-11-13 Fixed 2.55000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406HDA4 720000.00000000 PA USD 774078.13000000 0.021895961800 Long DBT CORP US N 2 2025-02-24 Fixed 3.00000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAW4 45000.00000000 PA USD 48165.25000000 0.001362426392 Long DBT CORP US N 2 2024-02-01 Fixed 3.80000000 N N N N N N Cisco Systems Inc/Delaware 549300LKFJ962MZ46593 17275RBL5 431000.00000000 PA USD 462439.97000000 0.013080808675 Long DBT CORP US N 2 2026-09-20 Fixed 2.50000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAK7 235000.00000000 PA USD 261121.89000000 0.007386224603 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N SBA Tower Trust N/A 78403DAT7 580000.00000000 PA USD 579479.39000000 0.016391444346 Long DBT CORP US Y 2 2026-11-15 Fixed 1.63100000 N N N N N N SK Telecom Co Ltd 9884003WEA1PHW006037 78440PAE8 385000.00000000 PA USD 405567.38000000 0.011472082101 Long DBT CORP KR Y 2 2023-04-16 Fixed 3.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 3000000.00000000 PA USD 3710233.32000000 0.104949518528 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2E7 520000.00000000 PA USD 520522.92000000 0.014723772098 Long DBT CORP US Y 2 2028-06-28 Fixed 2.00000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CB3 2000000.00000000 PA USD 2864816.86000000 0.081035644984 Long DBT CORP US N 2 2036-06-01 Fixed 6.25000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 257469AJ5 1000000.00000000 PA USD 1252869.42000000 0.035439292105 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABF1 710000.00000000 PA USD 792496.55000000 0.022416954456 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 71071.00000000 NS USD 19072613.56000000 0.539497502599 Long EC CORP US N 1 N N N Seasoned Credit Risk Transfer Trust Series 2019-3 N/A 35563PLH0 1158214.81000000 PA USD 1248980.17000000 0.035329278831 Long ABS-MBS CORP US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd 549300PXR5FKNXF0OH19 225433AH4 1335000.00000000 PA USD 1388192.47000000 0.039267107695 Long DBT CORP GG N 2 2022-09-15 Fixed 3.80000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VAP2 25000.00000000 PA USD 34445.64000000 0.000974346630 Long DBT CORP US N 2 2037-05-15 Fixed 5.95000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAF0 465000.00000000 PA USD 483865.25000000 0.013686854879 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JG6 375000.00000000 PA USD 465773.44000000 0.013175100877 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CY3 1125000.00000000 PA USD 1295747.67000000 0.036652167767 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 1260000.00000000 PA USD 1405089.45000000 0.039745064137 Long DBT CORP FR Y 2 2024-07-21 Fixed 5.15000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 90000.00000000 PA USD 104155.74000000 0.002946201444 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 895000.00000000 PA USD 975700.99000000 0.027599167032 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400ES8 1000000.00000000 PA USD 1299646.90000000 0.036762463340 Long DBT CORP US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBG5 500000.00000000 PA USD 619704.54000000 0.017529273092 Long DBT CORP US N 2 2043-01-15 Fixed 4.50000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBE1 735000.00000000 PA USD 768919.22000000 0.021750034287 Long DBT CORP US N 2 2029-08-16 Fixed 2.44000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BR9 730000.00000000 PA USD 739513.26000000 0.020918242570 Long DBT CORP GB N 2 2024-05-18 Floating 3.68290000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EJ8 1505000.00000000 PA USD 1830094.13000000 0.051766959444 Long DBT CORP US N 2 2038-09-15 Fixed 4.10000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BU7 215000.00000000 PA USD 219944.47000000 0.006221459471 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDC0 3240000.00000000 PA USD 3336021.19000000 0.094364366737 Long DBT CORP US Y 2 2023-01-15 Fixed 2.45000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAZ4 855000.00000000 PA USD 854990.18000000 0.024184680584 Long DBT CORP DK Y 2 2026-09-11 Variable 1.62100000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHV4 1055000.00000000 PA USD 1135779.50000000 0.032127227966 Long DBT CORP US N 2 2030-07-23 Variable 3.19400000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCZ0 760000.00000000 PA USD 955650.17000000 0.027031999492 Long DBT CORP US N 2 2049-03-15 Fixed 4.60000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 810000.00000000 PA USD 952432.34000000 0.026940978340 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 318638.00000000 NS USD 73602191.62000000 2.081948467100 Long EC CORP US N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAV5 625000.00000000 PA USD 619697.31000000 0.017529068581 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHQ5 1895000.00000000 PA USD 2148693.35000000 0.060779016600 Long DBT CORP US N 2 2030-02-07 Variable 3.97400000 N N N N N N American Express Credit Corp 9ET6B8VCXWW51H8Z3M54 0258M0EG0 1505000.00000000 PA USD 1526564.51000000 0.043181168543 Long DBT CORP US N 2 2022-03-03 Fixed 2.70000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DP0 1215000.00000000 PA USD 1363817.39000000 0.038577621970 Long DBT CORP US N 2 2046-10-06 Fixed 3.45000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284D9 7915000.00000000 PA USD 8230363.68000000 0.232808190491 Long DBT UST US N 2 2023-03-31 Fixed 2.50000000 N N N N N N United Airlines 2018-1 Class B Pass Through Trust N/A 90932NAA1 166796.55000000 PA USD 170810.62000000 0.004831634773 Long DBT CORP US N 2 2027-09-01 Fixed 4.60000000 N N N N N N Ginnie Mae I Pool N/A 36241KJ74 5246.33000000 PA USD 5778.66000000 0.000163458071 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BD8 875000.00000000 PA USD 1128300.98000000 0.031915686802 Long DBT CORP US Y 2 2044-09-15 Fixed 4.90000000 N N N N N N MASTER CREDIT CARD TRUST MCCT_17-1A N/A 576339BM6 1000000.00000000 PA USD 1001815.80000000 0.028337863631 Long ABS-CBDO CORP CA Y 2 2024-07-21 Floating 0.58340000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAK8 335000.00000000 PA USD 345478.25000000 0.009772370865 Long DBT CORP NO N 2 2030-05-22 Fixed 2.37500000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBM1 590000.00000000 PA USD 623420.97000000 0.017634397893 Long DBT CORP US N 2 2029-11-01 Fixed 2.75000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874AZ0 245000.00000000 PA USD 341945.15000000 0.009672431828 Long DBT CORP US N 2 2036-05-01 Fixed 6.25000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHG8 1560000.00000000 PA USD 1681049.34000000 0.047551003842 Long DBT CORP US N 2 2024-01-30 Fixed 3.70000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 N0280G100 83372.00000000 NS 10742720.47000000 0.303873973352 Long EC CORP FR N 2 N N N Fannie Mae REMICS N/A 3136B4FP8 774326.28000000 PA USD 831365.71000000 0.023516426989 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 3.50000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 68872.00000000 NS USD 25030150.96000000 0.708015390241 Long EC CORP US N 1 N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBL3 50000.00000000 PA USD 62980.34000000 0.001781493450 Long DBT CORP GB N 2 2038-05-30 Fixed 5.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PEA6 490000.00000000 PA USD 505036.30000000 0.014285709806 Long DBT CORP US N 2 2060-05-15 Fixed 3.12500000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAX3 95000.00000000 PA USD 102728.07000000 0.002905817655 Long DBT CORP US N 2 2050-05-01 Fixed 3.45000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAD4 140000.00000000 PA USD 149582.72000000 0.004231171759 Long DBT CORP NO N 2 2025-04-06 Fixed 2.87500000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAR6 45000.00000000 PA USD 50799.27000000 0.001436933601 Long DBT CORP US N 2 2047-09-01 Fixed 3.75000000 N N N N N N City of Houston TX 549300C64URYS0WQQY42 442331QM9 365000.00000000 PA USD 460057.46000000 0.013013415803 Long DBT MUN US N 2 2032-03-01 Fixed 6.29000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBJ8 390000.00000000 PA USD 431546.38000000 0.012206937110 Long DBT CORP US N 2 2029-04-01 Fixed 3.50000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_19-1 N/A 29374AAB0 248965.71000000 PA USD 250913.22000000 0.007097457049 Long ABS-CBDO CORP US Y 2 2024-10-20 Fixed 2.98000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FB9 505000.00000000 PA USD 568537.42000000 0.016081934301 Long DBT CORP US N 2 2029-03-01 Fixed 3.70000000 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 29449WAA5 370000.00000000 PA USD 373658.62000000 0.010569494929 Long DBT CORP US Y 2 2025-07-07 Fixed 1.40000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170AS3 480000.00000000 PA USD 613258.96000000 0.017346950187 Long DBT CORP US N 2 2045-08-15 Fixed 4.95000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 46716.00000000 NS USD 15145794.36000000 0.428421527359 Long EC CORP US N 1 N N N Fannie Mae REMICS N/A 3136B5D93 1347470.79000000 PA USD 1408999.94000000 0.039855678216 Long ABS-MBS USGSE US N 2 2053-03-25 Fixed 3.00000000 N N N N N N Octagon Investment Partners 51 Ltd N/A 67578JAA7 1000000.00000000 PA USD 1000201.80000000 0.028292209219 Long ABS-MBS CORP KY Y 2 2034-07-20 Floating 1.32360000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DF1 220000.00000000 PA USD 275725.98000000 0.007799323209 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N Indiana Michigan Power Co JHR9V15J0ZRG02MIRD06 454889AT3 415000.00000000 PA USD 505058.59000000 0.014286340312 Long DBT CORP US N 2 2048-08-15 Fixed 4.25000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15189WAL4 1369000.00000000 PA USD 1540461.55000000 0.043574267179 Long DBT CORP US N 2 2028-04-01 Fixed 4.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CC4 825000.00000000 PA USD 904495.75000000 0.025585019939 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N Columbia Cent CLO 27 Ltd 549300066YASG4MIU864 19736RAC5 542491.18000000 PA USD 542501.11000000 0.015345458192 Long ABS-MBS CORP KY Y 2 2028-10-25 Floating 1.32580000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBH7 1565000.00000000 PA USD 1688565.42000000 0.047763607446 Long DBT CORP GB N 2 2025-05-07 Variable 3.93200000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MBS4 245000.00000000 PA USD 243519.07000000 0.006888302417 Long DBT CORP US N 2 2028-03-01 Fixed 1.65000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFG8 1165000.00000000 PA USD 1275698.57000000 0.036085048880 Long DBT CORP US N 2 2027-10-25 Fixed 3.10000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AL0 537000.00000000 PA USD 594755.69000000 0.016823557421 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEN5 260000.00000000 PA USD 373799.42000000 0.010573477668 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N Blackstone Group Inc/The 5299004LW4QWGZUB8Y96 09260D107 227707.00000000 NS USD 22119457.98000000 0.625682070342 Long EC CORP US N 1 N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024ND0 60000.00000000 PA USD 97341.79000000 0.002753458640 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DB0 145000.00000000 PA USD 176209.38000000 0.004984346804 Long DBT CORP US N 2 2055-01-15 Fixed 4.37500000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 364996.00000000 NS USD 31137808.76000000 0.880779658728 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBQ3 1198000.00000000 PA USD 1505285.12000000 0.042579249057 Long DBT CORP US N 2 2045-08-15 Fixed 4.60000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017BT5 407000.00000000 PA USD 506587.82000000 0.014329596878 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LS8 1975000.00000000 PA USD 2162825.01000000 0.061178751815 Long DBT CORP US N 2 2028-10-27 Variable 3.52000000 N N N N N N Comerica Bank 70WY0ID1N53Q4254VH70 20034DJA8 790000.00000000 PA USD 831970.45000000 0.023533532968 Long DBT CORP US N 2 2024-07-23 Fixed 2.50000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JJ0 175000.00000000 PA USD 198325.24000000 0.005609927100 Long DBT CORP US N 2 2046-06-15 Fixed 3.65000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CH0 200000.00000000 PA USD 295303.66000000 0.008353107274 Long DBT CORP US N 2 2037-09-15 Fixed 6.35000000 N N N N N N Potomac Electric Power Co 549300BXF2DWUNN57U06 737679DD9 460000.00000000 PA USD 469370.73000000 0.013276855625 Long DBT CORP US N 2 2022-04-01 Fixed 3.05000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AA6 555000.00000000 PA USD 594788.48000000 0.016824484936 Long DBT CORP CH Y 2 2030-08-13 Variable 3.12600000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 156059.00000000 NS USD 37951988.21000000 1.073528952577 Long EC CORP US N 1 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204BB3 595000.00000000 PA USD 635452.22000000 0.017974719858 Long DBT CORP US N 2 2027-04-23 Fixed 2.80000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366EP1 90000.00000000 PA USD 140495.62000000 0.003974129496 Long DBT MUN US N 2 2048-05-15 Fixed 6.54800000 N N N N N N SBA Tower Trust N/A 78403DAP5 265000.00000000 PA USD 267077.13000000 0.007554677505 Long DBT CORP US Y 2 2050-07-15 Fixed 1.88400000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CH8 63000.00000000 PA USD 67247.99000000 0.001902210336 Long DBT CORP US Y 2 2024-08-15 Fixed 3.15000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AG4 1000000.00000000 PA USD 1377585.32000000 0.038967068536 Long DBT CORP GB N 2 2036-05-02 Fixed 6.50000000 N N N N N N N/A N/A N/A 67.00000000 NC USD 20814.89000000 0.000588780406 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 10YR NOTE (CBT)Sep21 2021-09-21 8856685.11000000 USD 20814.89000000 N N N Dryden Senior Loan Fund N/A 26246GAA1 1090000.00000000 PA USD 1090000.00000000 0.030832286093 Long ABS-MBS CORP KY Y 3 2034-05-20 Floating 1.24960000 N N N N N N Schlumberger Investment SA 529900EZ29I5KXPV2J32 806854AH8 1120000.00000000 PA USD 1195739.32000000 0.033823281474 Long DBT CORP LU N 2 2023-12-01 Fixed 3.65000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAD0 690000.00000000 PA USD 730859.28000000 0.020673451756 Long DBT CORP US N 2 2024-10-01 Fixed 2.90000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBN4 3065000.00000000 PA USD 3328889.30000000 0.094162630524 Long DBT CORP US N 2 2027-11-15 Fixed 3.25000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BE1 1130000.00000000 PA USD 1342092.53000000 0.037963101696 Long DBT CORP NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 201738.00000000 NS USD 18497357.22000000 0.523225513561 Long EC CORP US N 1 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBH3 17775000.00000000 PA USD 17419500.00000000 0.492736704226 Long DBT UST US N 2 2026-01-31 Fixed 0.37500000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 052528AM8 685000.00000000 PA USD 665363.87000000 0.018820815776 Long DBT CORP AU Y 2 2035-11-25 Variable 2.57000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBD6 1880000.00000000 PA USD 1931135.53000000 0.054625067106 Long DBT CORP MX N 2 2022-07-16 Fixed 3.12500000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FG8 285000.00000000 PA USD 323523.24000000 0.009151340452 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N Fannie Mae REMICS N/A 3136B4EJ3 1523327.86000000 PA USD 1605885.38000000 0.045424878412 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHT9 2450000.00000000 PA USD 2682369.20000000 0.075874839066 Long DBT CORP US N 2 2027-04-23 Variable 3.55900000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBR5 1270000.00000000 PA USD 1278602.33000000 0.036167186090 Long DBT CORP GB N 2 2032-03-10 Variable 2.66700000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAD5 1050000.00000000 PA USD 1075268.86000000 0.030415593687 Long DBT CORP NL Y 2 2022-05-27 Fixed 2.90000000 N N N N N N Cloud Pass-Through Trust 2019-1 N/A 18913AAA3 156618.86000000 PA USD 157624.74000000 0.004458652366 Long ABS-CBDO CORP US Y 2 2022-12-05 Variable 3.55420000 N N N N N N Sutter Health 549300MJCC12LU768G81 86944BAG8 560000.00000000 PA USD 565254.25000000 0.015989064909 Long DBT CORP US N 2 2030-08-15 Fixed 2.29400000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAF8 110000.00000000 PA USD 148841.23000000 0.004210197601 Long DBT CORP US N 2 2035-06-15 Fixed 5.65000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2J1 2235000.00000000 PA USD 2313610.18000000 0.065443936677 Long DBT CORP US N 2 2031-02-11 Variable 2.57200000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBG8 280000.00000000 PA USD 327278.08000000 0.009257551738 Long DBT CORP US Y 2 2029-02-01 Fixed 4.56900000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BW1 290000.00000000 PA USD 337063.85000000 0.009534356931 Long DBT CORP US N 2 2028-12-06 Fixed 3.90000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHZ5 1495000.00000000 PA USD 1528544.14000000 0.043237165349 Long DBT CORP US N 2 2031-02-13 Variable 2.49600000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_19-3 N/A 29374WAB2 388603.38000000 PA USD 393596.93000000 0.011133479955 Long ABS-CBDO CORP US Y 2 2025-05-20 Fixed 2.06000000 N N N N N N Freddie Mac REMICS N/A 3137A7QU7 246554.73000000 PA USD 266777.91000000 0.007546213618 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 4.00000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AN2 345000.00000000 PA USD 480318.19000000 0.013586520963 Long DBT CORP NL N 2 2040-03-25 Fixed 5.50000000 N N N N N N Fannie Mae REMICS N/A 3136AFLL6 89885.42000000 PA USD 91046.94000000 0.002575399359 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 1.70000000 N N N N N N University of California N/A 91412GXE0 570000.00000000 PA USD 646910.84000000 0.018298844124 Long DBT MUN US N 2 2045-05-15 Fixed 3.93100000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BE3 925000.00000000 PA USD 1039781.71000000 0.029411786383 Long DBT CORP US Y 2 2026-01-29 Fixed 4.45000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159FL5 750000.00000000 PA USD 751053.23000000 0.021244667943 Long DBT CORP CA N 2 2021-07-21 Fixed 2.80000000 N N N N N N Aaset 2019-1 Trust 549300TXM3PCKZJKD061 00256DAA0 369764.98000000 PA USD 364212.18000000 0.010302288194 Long ABS-CBDO CORP US Y 2 2039-05-15 Fixed 3.84400000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 184898.00000000 NS USD 34675770.92000000 0.980856228917 Long EC CORP US N 1 N N N Freddie Mac REMICS N/A 3137AA3L5 380814.07000000 PA USD 412002.36000000 0.011654105169 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 4.00000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAD4 325000.00000000 PA USD 326663.01000000 0.009240153560 Long DBT CORP US Y 2 2021-08-16 Fixed 4.50000000 N N N N N N Temasek Financial I Ltd 549300XMGMDF3VRJMF12 87973PAV6 1150000.00000000 PA USD 1108000.83000000 0.031341466589 Long DBT CORP SG Y 2 2051-04-06 Fixed 2.25000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 1555000.00000000 PA USD 1596201.89000000 0.045150966362 Long DBT CORP GB N 2 2032-05-24 Variable 2.80400000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AQ8 545000.00000000 PA USD 596572.82000000 0.016874957671 Long DBT CORP US N 2 2027-03-02 Fixed 3.20000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2B0 750000.00000000 PA USD 751731.47000000 0.021263852980 Long DBT CORP US Y 2 2024-04-08 Fixed 1.00000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200BB6 1010000.00000000 PA USD 1383789.90000000 0.039142574394 Long DBT CORP US N 2 2032-11-29 Fixed 5.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468J1 1750000.00000000 PA USD 1842386.40000000 0.052114664751 Long DBT CORP US N 2 2025-07-22 Variable 2.72000000 N N N N N N Rush Obligated Group N/A 78200JAA0 330000.00000000 PA USD 376896.65000000 0.010661087468 Long DBT CORP US N 2 2029-11-15 Fixed 3.92200000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918CE2 3287000.00000000 PA USD 3486661.55000000 0.098625455432 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 664397AM8 110000.00000000 PA USD 117476.67000000 0.003323003943 Long DBT CORP US N 2 2025-01-15 Fixed 3.15000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCC3 252000.00000000 PA USD 293984.99000000 0.008315806714 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Mass General Brigham Inc 5493007Z86EDN0QFYU66 70213HAF5 955000.00000000 PA USD 1050324.20000000 0.029709996537 Long DBT CORP US N 2 2060-07-01 Fixed 3.34200000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAH1 640000.00000000 PA USD 820174.34000000 0.023199862291 Long DBT CORP US N 2 2044-05-06 Fixed 4.40000000 N N N N N N Qatar Government International Bond N/A 74727PAW1 1985000.00000000 PA USD 2108996.08000000 0.059656119732 Long DBT NUSS QA Y 2 2023-04-23 Fixed 3.87500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDV1 115000.00000000 PA USD 136214.65000000 0.003853035833 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N N LSEGA Financing PLC 2138009YFYTGEHZNNZ09 50220PAD5 1110000.00000000 PA USD 1136052.48000000 0.032134949615 Long DBT CORP GB Y 2 2031-04-06 Fixed 2.50000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525BP7 1112000.00000000 PA USD 1063286.19000000 0.030076645880 Long DBT CORP US N 2 2032-05-20 Fixed 1.65000000 N N N N N N Springleaf Funding Trust 2015-B N/A 85172MAA2 83818.21000000 PA USD 83839.33000000 0.002371521292 Long ABS-CBDO CORP US Y 2 2028-05-15 Fixed 3.48000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd 549300L82YB0C6JQIC26 36321PAD2 1450000.00000000 PA USD 1425632.39000000 0.040326152030 Long DBT CORP JE Y 2 2034-03-31 Fixed 2.16000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEU9 120000.00000000 PA USD 125230.56000000 0.003542334361 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N Grand Parkway Transportation Corp N/A 38611TDL8 930000.00000000 PA USD 950917.93000000 0.026898140980 Long DBT MUN US N 2 2052-10-01 Fixed 3.23600000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 55608JAL2 1375000.00000000 PA USD 1455773.73000000 0.041178745074 Long DBT CORP AU Y 2 2024-03-27 Variable 4.15000000 N N N N N N Symphony CLO XIV Ltd 54930085JMJSZBQ6N270 87159QBV9 615004.54000000 PA USD 614505.34000000 0.017382205916 Long ABS-MBS CORP KY Y 2 2026-07-14 Floating 1.18380000 N N N N N N Johns Hopkins University 549300Z1XKWYKTIOM958 478115AB4 200000.00000000 PA USD 258226.64000000 0.007304328111 Long DBT CORP US N 2 2053-07-01 Fixed 4.08300000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BX6 815000.00000000 PA USD 823827.22000000 0.023303189485 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FZ4 805000.00000000 PA USD 912392.51000000 0.025808391649 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAR6 1210000.00000000 PA USD 1289222.72000000 0.036467599762 Long DBT CORP US N 2 2025-02-10 Fixed 2.75000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCN9 20000.00000000 PA USD 27670.94000000 0.000782714072 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BV5 530000.00000000 PA USD 527434.50000000 0.014919276513 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 248499.00000000 NS USD 17330320.26000000 0.490214121421 Long EC CORP US N 1 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAP5 370000.00000000 PA USD 386533.01000000 0.010933666375 Long DBT CORP US N 2 2029-12-01 Fixed 2.37500000 N N N N N N Angel Oak Mortgage Trust 2019-6 N/A 03464VAA2 521389.29000000 PA USD 528720.23000000 0.014955645316 Long ABS-MBS CORP US Y 2 2059-11-25 Variable 2.62000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GN7 90000.00000000 PA USD 98081.32000000 0.002774377356 Long DBT CORP US N 2 2025-08-01 Fixed 3.70000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAR3 320000.00000000 PA USD 331342.18000000 0.009372510906 Long DBT CORP US N 2 2023-03-01 Fixed 2.72600000 N N N N N N Scentre Group Trust 1 / Scentre Group Trust 2 N/A 80622GAE4 695000.00000000 PA USD 807396.99000000 0.022838435767 Long DBT CORP AU Y 2 2030-05-28 Fixed 4.37500000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BS2 94000.00000000 PA USD 112283.64000000 0.003176111295 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 475024.00000000 NS USD 73885232.96000000 2.089954716248 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBA2 375000.00000000 PA USD 375162.73000000 0.010612040938 Long DBT CORP US N 2 2021-07-08 Fixed 2.80000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAL8 465000.00000000 PA USD 457773.21000000 0.012948802363 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N Fannie Mae REMICS N/A 31397SD27 191380.97000000 PA USD 207949.41000000 0.005882161194 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HMN7 2270000.00000000 PA USD 2510352.78000000 0.071009096429 Long DBT CORP US N 2 2025-07-15 Fixed 3.90000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAV0 680000.00000000 PA USD 707769.87000000 0.020020333137 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAQ8 540000.00000000 PA USD 583243.98000000 0.016497931425 Long DBT CORP US N 2 2027-09-01 Fixed 2.95000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBD7 2525000.00000000 PA USD 2823963.91000000 0.079880057973 Long DBT CORP US N 2 2030-05-06 Variable 3.70200000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAW5 1915000.00000000 PA USD 2341867.40000000 0.066243234559 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BL5 400000.00000000 PA USD 559282.18000000 0.015820135945 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 540086.00000000 NS USD 41991686.50000000 1.187797882310 Long EC CORP US N 1 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AJ0 685000.00000000 PA USD 923504.40000000 0.026122708137 Long DBT CORP US N 2 2048-11-15 Fixed 4.85000000 N N N N N N New York Life Insurance Co TAE73CY392TBWJ3O3305 64952GAE8 2100000.00000000 PA USD 2752383.14000000 0.077855288450 Long DBT CORP US Y 2 2033-05-15 Fixed 5.87500000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAG8 1105000.00000000 PA USD 1139813.10000000 0.032241324396 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AG1 170000.00000000 PA USD 226876.78000000 0.006417550265 Long DBT CORP US N 2 2039-11-01 Fixed 5.95000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAE3 425000.00000000 PA USD 427277.10000000 0.012086174117 Long DBT CORP GB Y 2 2040-09-02 Fixed 3.30000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259NZN6 445000.00000000 PA USD 631818.16000000 0.017871925016 Long DBT MUN US N 2 2040-11-15 Fixed 6.08900000 N N N N N N New York Life Insurance Co TAE73CY392TBWJ3O3305 64952GAT5 345000.00000000 PA USD 387635.77000000 0.010964859597 Long DBT CORP US Y 2 2050-05-15 Fixed 3.75000000 N N N N N N East Ohio Gas Co/The BC95Y6MXLT75BGO7UM71 27409LAE3 475000.00000000 PA USD 474180.44000000 0.013412905491 Long DBT CORP US Y 2 2050-06-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAV3 1050000.00000000 PA USD 998648.49000000 0.028248271514 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBB0 1875000.00000000 PA USD 2006356.78000000 0.056752813070 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DP9 290000.00000000 PA USD 353158.61000000 0.009989621376 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 1151364.00000000 NS USD 47470737.72000000 1.342781070141 Long EC CORP US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FM3 560000.00000000 PA USD 551504.78000000 0.015600140512 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAV4 850000.00000000 PA USD 857619.20000000 0.024259046361 Long DBT CORP NO N 2 2021-11-10 Fixed 2.75000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAH8 1475000.00000000 PA USD 1635888.86000000 0.046273571879 Long DBT CORP HK Y 2 2029-04-09 Fixed 3.60000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CR6 90000.00000000 PA USD 96483.16000000 0.002729171002 Long DBT CORP US N 2 2024-02-01 Fixed 3.75000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AV6 2200000.00000000 PA USD 2710015.20000000 0.076656847673 Long DBT CORP FR Y 2 2038-09-21 Fixed 4.87500000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAG0 400000.00000000 PA USD 422833.20000000 0.011960471736 Long DBT CORP ES N 2 2023-04-12 Fixed 3.84800000 N N N N N N Massachusetts School Building Authority N/A 576000ZJ5 890000.00000000 PA USD 889891.51000000 0.025171917090 Long DBT MUN US N 2 2030-08-15 Fixed 1.75300000 N N N N N N COLT 2020-1 Mortgage Loan Trust N/A 12597KAA7 239873.33000000 PA USD 241370.14000000 0.006827516707 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 2.48800000 N N N N N N EMD Finance LLC 529900C8KS5G529A0B76 26867LAG5 605000.00000000 PA USD 613773.96000000 0.017361517735 Long DBT CORP US Y 2 2022-03-19 Fixed 2.95000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ACB9 145000.00000000 PA USD 146652.65000000 0.004148290331 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAH5 40000.00000000 PA USD 41422.05000000 0.001171684858 Long DBT CORP US Y 2 2022-10-15 Fixed 3.30000000 N N N N N N N/A N/A N/A -113.00000000 NC USD -72003.67000000 -0.00203673188 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short N/A Ultra 10-Year US Treasury Note Futures 2021-09-21 -16561949.46000000 USD -72003.67000000 N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCB2 500000.00000000 PA USD 514375.98000000 0.014549896674 Long DBT CORP GB N 2 2022-11-06 Fixed 2.50000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GCD9 340000.00000000 PA USD 346337.46000000 0.009796674909 Long DBT CORP US Y 2 2022-04-08 Fixed 2.65000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAJ9 650000.00000000 PA USD 665715.77000000 0.018830769795 Long DBT CORP US N 2 2022-05-06 Fixed 3.24500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHM4 4780000.00000000 PA USD 5493366.29000000 0.155388111073 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N Maryland State Transportation Authority N/A 574300HZ5 545000.00000000 PA USD 743552.11000000 0.021032487505 Long DBT MUN US N 2 2043-07-01 Fixed 5.88800000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFC9 107000.00000000 PA USD 109379.25000000 0.003093956264 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BC7 605000.00000000 PA USD 701306.85000000 0.019837516916 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd 549300L82YB0C6JQIC26 36321PAE0 725000.00000000 PA USD 717926.37000000 0.020307624985 Long DBT CORP JE Y 2 2040-09-30 Fixed 2.94000000 N N N N N N Roche Holdings Inc PVJRP0EQNV6OGDPZGY95 771196BL5 1650000.00000000 PA USD 1738412.66000000 0.049173611451 Long DBT CORP US Y 2 2027-01-28 Fixed 2.37500000 N N N N N N Horizon Aircraft Finance III Ltd N/A 44040JAA6 303283.10000000 PA USD 298044.22000000 0.008430628128 Long ABS-CBDO CORP KY Y 2 2039-11-15 Fixed 3.42500000 N N N N N N Foothill-Eastern Transportation Corridor Agency N/A 345105JG6 1170000.00000000 PA USD 1238018.18000000 0.035019202490 Long DBT MUN US N 2 2053-01-15 Fixed 3.92400000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330NAQ8 460000.00000000 PA USD 465169.94000000 0.013158029974 Long DBT CORP US N 2 2022-01-15 Fixed 2.62500000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAP9 170000.00000000 PA USD 162914.73000000 0.004608287673 Long DBT CORP US N 2 2040-09-15 Fixed 2.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBE0 3530000.00000000 PA USD 3509040.63000000 0.099258481300 Long DBT UST US N 2 2024-01-15 Fixed 0.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SP4 5605000.00000000 PA USD 4723964.06000000 0.133624414122 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N JAB Holdings BV 529900RRNKUM3INJGF98 46653KAB4 500000.00000000 PA USD 534151.95000000 0.015109289669 Long DBT CORP NL Y 2 2051-05-28 Fixed 3.75000000 N N N N N N Advocate Health & Hospitals Corp 549300AEHU3PPOUCIL87 007589AD6 360000.00000000 PA USD 364856.51000000 0.010320514036 Long DBT CORP US N 2 2030-06-15 Fixed 2.21100000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAQ3 630000.00000000 PA USD 664307.87000000 0.018790945231 Long DBT CORP US N 2 2049-09-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3132GJR76 2399.62000000 PA USD 2620.46000000 0.000074123644 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859102 57355.00000000 NS USD 25392205.60000000 0.718256649179 Long EC CORP US N 1 N N N UBS AG/London BFM8T61CT2L1QCEMIK50 902674YH7 985000.00000000 PA USD 982873.74000000 0.027802059032 Long DBT CORP CH Y 2 2026-06-01 Fixed 1.25000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AB4 550000.00000000 PA USD 558658.70000000 0.015802499878 Long DBT CORP CH Y 2 2023-01-09 Fixed 3.57400000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 4300.00000000 NS USD 427205.00000000 0.012084134661 Long EC CORP US N 1 N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DF1 1160000.00000000 PA USD 1193431.35000000 0.033757997079 Long DBT CORP US N 2 2029-09-13 Fixed 2.45000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 G51502105 338607.00000000 NS USD 23238598.41000000 0.657338637238 Long EC CORP US N 1 N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAG4 400000.00000000 PA USD 396434.78000000 0.011213752802 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KBE2 1100000.00000000 PA USD 1111728.75000000 0.031446916402 Long DBT CORP NL Y 2 2031-03-11 Fixed 2.15000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DD6 275000.00000000 PA USD 302854.07000000 0.008566681954 Long DBT CORP US N 2 2025-07-10 Fixed 3.75000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWQ3 1205000.00000000 PA USD 1288844.59000000 0.036456903788 Long DBT CORP US N 2 2025-09-29 Variable 3.27200000 N N N N N N Prudential PLC 5493001Z3ZE83NGK8Y12 74435KAA3 645000.00000000 PA USD 694766.14000000 0.019652503116 Long DBT CORP GB N 2 2030-04-14 Fixed 3.12500000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AK0 50000.00000000 PA USD 62996.45000000 0.001781949146 Long DBT CORP FR Y 2 2044-01-22 Fixed 4.87500000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAQ1 255000.00000000 PA USD 288834.13000000 0.008170106908 Long DBT CORP US N 2 2025-11-01 Fixed 4.20000000 N N N N N N Brooklyn Union Gas Co/The 83BQ1DXS6VA5GZFK8S35 114259AQ7 1720000.00000000 PA USD 1962816.44000000 0.055521209199 Long DBT CORP US Y 2 2048-03-15 Fixed 4.27300000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 116616.00000000 NS USD 46697711.04000000 1.320914850182 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBG2 105000.00000000 PA USD 115775.29000000 0.003274877856 Long DBT CORP US N 2 2050-05-01 Fixed 3.75000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDZ2 1253000.00000000 PA USD 1263591.20000000 0.035742573746 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BE8 620000.00000000 PA USD 667373.78000000 0.018877669097 Long DBT CORP US N 2 2023-11-15 Fixed 3.60000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 757254.00000000 NS USD 33553924.74000000 0.949123125820 Long EC CORP US N 1 N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FAX1 1700000.00000000 PA USD 1728648.67000000 0.048897422338 Long DBT CORP US N 2 2022-04-01 Fixed 2.75000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DB3 2250000.00000000 PA USD 2452719.74000000 0.069378859386 Long DBT CORP US N 2 2027-09-12 Fixed 2.90000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BA6 1095000.00000000 PA USD 1187729.14000000 0.033596701510 Long DBT CORP US N 2 2027-06-15 Fixed 3.25000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AT7 120000.00000000 PA USD 154667.86000000 0.004375012577 Long DBT CORP US N 2 2044-05-06 Fixed 4.45000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAP0 1200000.00000000 PA USD 1470978.19000000 0.041608826047 Long DBT CORP US N 2 2045-12-15 Fixed 4.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBV2 1000000.00000000 PA USD 998750.00000000 0.028251142876 Long DBT UST US N 2 2024-04-15 Fixed 0.37500000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 N/A 112296.00000000 NS 12004206.02000000 0.339556985627 Long EC CORP FR N 2 N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FY4 50000.00000000 PA USD 56865.01000000 0.001608512162 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N City of Riverside CA 549300FG48YQF1N4C302 769036BT0 260000.00000000 PA USD 281911.81000000 0.007974298696 Long DBT MUN US N 2 2045-06-01 Fixed 3.85700000 N N N N N N Great Lakes Water Authority Sewage Disposal System Revenue N/A 39081HCV2 250000.00000000 PA USD 267124.95000000 0.007556030166 Long DBT MUN US N 2 2039-07-01 Fixed 3.05600000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAF9 2350000.00000000 PA USD 2559591.45000000 0.072401886118 Long DBT CORP NO N 2 2030-04-06 Fixed 3.12500000 N N N N N N Sigma Alimentos SA de CV 549300FW3RGHPHT21D10 82655AAC7 510000.00000000 PA USD 554702.62000000 0.015690596217 Long DBT CORP MX Y 2 2026-05-02 Fixed 4.12500000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AN0 395000.00000000 PA USD 482918.47000000 0.013660073786 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N Alcon Finance Corp 549300CUZUI9VU7XNK42 01400EAD5 200000.00000000 PA USD 204401.03000000 0.005781789940 Long DBT CORP US Y 2 2030-05-27 Fixed 2.60000000 N N N N N N Temasek Financial I Ltd 549300XMGMDF3VRJMF12 87973PAC8 1130000.00000000 PA USD 1163811.54000000 0.032920156293 Long DBT CORP SG Y 2 2023-01-23 Fixed 2.37500000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAT1 470000.00000000 PA USD 529574.30000000 0.014979803968 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAD9 680000.00000000 PA USD 697248.70000000 0.019722726052 Long DBT CORP GB Y 2 2023-04-26 Variable 3.62200000 N N N N N N Bain Capital Credit CLO 2021-3 Ltd N/A 05683NAA0 420000.00000000 PA USD 418432.98000000 0.011836004908 Long ABS-MBS CORP KY Y 2 2034-07-24 Floating 1.34580000 N N N N N N Monongahela Power Co N/A 610202BP7 135000.00000000 PA USD 176645.46000000 0.004996681981 Long DBT CORP US Y 2 2043-12-15 Fixed 5.40000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBE2 1385000.00000000 PA USD 1526096.69000000 0.043167935552 Long DBT CORP US N 2 2025-06-05 Fixed 3.70000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CU2 1225000.00000000 PA USD 1300487.10000000 0.036786229658 Long DBT CORP US N 2 2024-05-11 Fixed 2.85000000 N N N N N N Fortis Inc/Canada 549300MQYQ9Y065XPR71 349553AM9 1195000.00000000 PA USD 1284839.30000000 0.036343608148 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BK5 311000.00000000 PA USD 408532.85000000 0.011555964871 Long DBT CORP US N 2 2041-11-15 Fixed 5.15000000 N N N N N N Massachusetts School Building Authority N/A 576000ZW6 650000.00000000 PA USD 669229.47000000 0.018930160074 Long DBT MUN US N 2 2043-05-15 Fixed 2.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBQ3 2100000.00000000 PA USD 2067843.75000000 0.058492064308 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N COMM 2012-CCRE2 Mortgage Trust N/A 12624KAD8 480000.00000000 PA USD 489729.60000000 0.013852736821 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.14700000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FS2 775000.00000000 PA USD 959349.30000000 0.027136634936 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CF7 345000.00000000 PA USD 336689.09000000 0.009523756282 Long DBT CORP US N 2 2027-11-01 Fixed 1.37500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAX4 2100000.00000000 PA USD 2454628.28000000 0.069432845304 Long DBT CORP US N 2 2029-12-05 Variable 4.45200000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DF4 590000.00000000 PA USD 630795.77000000 0.017843005180 Long DBT CORP US N 2 2025-01-13 Fixed 2.75000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CG1 2000000.00000000 PA USD 2851249.36000000 0.080651867882 Long DBT CORP US N 2 2037-10-15 Fixed 6.25000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 88730.00000000 NS USD 23969522.20000000 0.678013913757 Long EC CORP US N 1 N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAT6 1255000.00000000 PA USD 1442592.78000000 0.040805902118 Long DBT CORP CA N 2 2026-01-15 Fixed 4.87500000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CS0 668000.00000000 PA USD 831617.59000000 0.023523551793 Long DBT CORP US N 2 2048-08-15 Fixed 4.35000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EA7 725000.00000000 PA USD 796018.10000000 0.022516566784 Long DBT CORP US N 2 2026-12-15 Fixed 3.00000000 N N N N N N OneMain Direct Auto Receivables Trust 2018-1 N/A 68268XAA9 299833.35000000 PA USD 301296.51000000 0.008522624032 Long ABS-CBDO CORP US Y 2 2024-12-16 Fixed 3.43000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375CZ3 205000.00000000 PA USD 185518.49000000 0.005247668953 Long DBT CORP CA N 2 2050-05-01 Fixed 2.45000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBM7 835000.00000000 PA USD 865259.16000000 0.024475154097 Long DBT CORP US N 2 2041-04-22 Variable 3.10900000 N N N N N N OneMain Financial Issuance Trust 2019-1 N/A 68267DAA4 630102.00000000 PA USD 630571.80000000 0.017836669853 Long ABS-CBDO CORP US Y 2 2031-02-14 Fixed 3.48000000 N N N N N N Angel Oak Mortgage Trust I LLC 2019-2 N/A 03463WAA1 91214.98000000 PA USD 92653.91000000 0.002620854918 Long ABS-MBS CORP US Y 2 2049-03-25 Variable 3.62800000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967FT3 1975000.00000000 PA USD 2019971.18000000 0.057137916809 Long DBT CORP US N 2 2022-01-14 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCC3 5930000.00000000 PA USD 5898496.88000000 0.166847837913 Long DBT UST US N 2 2024-05-15 Fixed 0.25000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCN1 810000.00000000 PA USD 857475.18000000 0.024254972539 Long DBT CORP US Y 2 2024-01-17 Fixed 2.90000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FN3 625000.00000000 PA USD 600163.60000000 0.016976528273 Long DBT CORP US N 2 2062-09-16 Fixed 2.97300000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DA2 375000.00000000 PA USD 455186.01000000 0.012875619528 Long DBT CORP US N 2 2044-07-16 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138L8K45 500000.00000000 PA USD 536170.85000000 0.015166397286 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 3.07000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767WAA1 1885000.00000000 PA USD 1884988.88000000 0.053319739845 Long ABS-CBDO CORP US Y 2 2028-08-17 Fixed 1.53800000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JZ5 4500000.00000000 PA USD 4948738.65000000 0.139982500788 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Horizon Aircraft Finance II Ltd 549300KSCDSEIWTVMM32 44040HAA0 297907.90000000 PA USD 292839.56000000 0.008283406507 Long ABS-CBDO CORP KY Y 2 2039-07-15 Fixed 3.72100000 N N N N N N Grand Parkway Transportation Corp N/A 38611TAV9 140000.00000000 PA USD 192022.46000000 0.005431643507 Long DBT MUN US N 2 2042-10-01 Fixed 5.18400000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAA8 1000000.00000000 PA USD 1207612.68000000 0.034159137284 Long DBT CORP US N 2 2028-12-15 Fixed 6.12500000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AF5 305000.00000000 PA USD 335646.61000000 0.009494268170 Long DBT CORP CH Y 2 2029-01-12 Variable 3.86900000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 10921U2C1 525000.00000000 PA USD 529494.40000000 0.014977543876 Long DBT CORP US Y 2 2026-05-24 Fixed 1.55000000 N N N N N N JobsOhio Beverage System N/A 47770VBQ2 160000.00000000 PA USD 169759.26000000 0.004801895478 Long DBT MUN US N 2 2038-01-01 Fixed 2.83300000 N N N N N N Ginnie Mae I Pool N/A 36212GPE6 27983.09000000 PA USD 32407.75000000 0.000916701852 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Wellfleet CLO X LTD 254900A99ZMAJM1OOV76 94949WAN6 550000.00000000 PA USD 547849.01000000 0.015496731570 Long ABS-MBS CORP KY Y 2 2032-07-20 Floating 1.92370000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAB8 795000.00000000 PA USD 796074.65000000 0.022518166385 Long DBT CORP US N 2 2030-06-05 Fixed 1.95000000 N N N N N N Cisco Systems Inc/Delaware 549300LKFJ962MZ46593 17275R102 274620.00000000 NS USD 14554860.00000000 0.411706061992 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCX8 215000.00000000 PA USD 262769.01000000 0.007432815864 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AK7 397912.50000000 PA USD 419829.52000000 0.011875508138 Long ABS-CBDO CORP US Y 2 2049-05-20 Fixed 4.02100000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AE5 470000.00000000 PA USD 497653.12000000 0.014076865478 Long DBT CORP US N 2 2023-11-01 Fixed 3.55000000 N N N N N N Castlelake Aircraft Structured Trust 2019-1 549300MHTIBONNXM3R82 14855MAA6 693679.06000000 PA USD 692577.22000000 0.019590586228 Long ABS-CBDO CORP US Y 2 2039-04-15 Fixed 3.96700000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KA8 2975000.00000000 PA USD 3330577.24000000 0.094210376440 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AM1 375000.00000000 PA USD 545668.58000000 0.015435054835 Long DBT CORP GB N 2 2042-01-14 Fixed 6.10000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286Z8 12675000.00000000 PA USD 13164176.42000000 0.372368489511 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N Start III LTD N/A 85572VAA8 27955.58000000 PA USD 28101.60000000 0.000794895936 Long ABS-CBDO CORP BM Y 2 2044-11-15 Fixed 3.53600000 N N N N N N Santander Retail Auto Lease Trust 2019-B N/A 80281GAD8 317750.30000000 PA USD 320587.59000000 0.009068301186 Long ABS-CBDO CORP US Y 2 2023-01-20 Fixed 2.30000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CD2 300000.00000000 PA USD 381566.58000000 0.010793183447 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAB7 585000.00000000 PA USD 627728.28000000 0.017756236621 Long DBT CORP FR Y 2 2024-01-10 Fixed 3.80000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JY8 2500000.00000000 PA USD 2664231.28000000 0.075361780774 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GGS7 360000.00000000 PA USD 371131.71000000 0.010498017487 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N Northwestern Mutual Life Insurance Co/The 1DU7IM20QESYGDO4HO54 668138AA8 656000.00000000 PA USD 749152.25000000 0.021190895871 Long DBT CORP US Y 2 2047-09-30 Fixed 3.85000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBJ9 2235000.00000000 PA USD 2413455.77000000 0.068268219059 Long DBT CORP US N 2 2024-03-01 Fixed 3.60000000 N N N N N N Panama Government International Bond N/A 698299BN3 1720000.00000000 PA USD 1650888.99000000 0.046697873071 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N Potomac Electric Power Co 549300BXF2DWUNN57U06 737679DB3 750000.00000000 PA USD 1100505.49000000 0.031129449646 Long DBT CORP US N 2 2037-11-15 Fixed 6.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816109 236815.00000000 NS USD 39128942.45000000 1.106820869868 Long EC CORP US N 1 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86959LAH6 1875000.00000000 PA USD 1869379.39000000 0.052878201990 Long DBT CORP SE Y 2 2027-06-11 Variable 1.41800000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483BQ4 970000.00000000 PA USD 1292419.82000000 0.036558034535 Long DBT CORP US N 2 2049-03-15 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDP3 1380000.00000000 PA USD 1245857.72000000 0.035240955646 Long DBT CORP US N 2 2052-08-15 Fixed 2.45000000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc N/A 03522AAH3 1290000.00000000 PA USD 1582150.57000000 0.044753503685 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N N/A N/A N/A 1.00000000 NC 730.41000000 0.000020660743 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 194622.62000000 EUR 231504.21000000 USD 2021-07-01 730.41000000 N N N SCE Recovery Funding LLC N/A 78433LAB2 110000.00000000 PA USD 106530.21000000 0.003013366892 Long DBT CORP US N 2 2038-05-15 Fixed 1.94200000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBH7 780000.00000000 PA USD 861107.04000000 0.024357705150 Long DBT CORP MX N 2 2029-04-22 Fixed 3.62500000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AZ6 840000.00000000 PA USD 856865.70000000 0.024237732482 Long DBT CORP US N 2 2023-05-15 Variable 2.65300000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2E8 795000.00000000 PA USD 797327.53000000 0.022553605977 Long DBT CORP US Y 2 2026-04-14 Fixed 1.37500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKB7 598000.00000000 PA USD 630798.08000000 0.017843070522 Long DBT CORP US N 2 2060-06-01 Fixed 3.85000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBK2 92000.00000000 PA USD 115220.19000000 0.003259176020 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAQ7 448000.00000000 PA USD 464466.08000000 0.013138120237 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N Freddie Mac REMICS N/A 3137B9F67 33340.30000000 PA USD 33554.27000000 0.000949132892 Long ABS-MBS USGSE US N 2 2039-12-15 Fixed 3.00000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAM9 890000.00000000 PA USD 937305.56000000 0.026513094663 Long DBT CORP US N 2 2050-02-15 Fixed 3.36200000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 71999.00000000 NS USD 175806438.21000000 4.972948990804 Long EC CORP US N 1 N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GCR8 810000.00000000 PA USD 817087.04000000 0.023112533376 Long DBT CORP US Y 2 2021-10-09 Fixed 3.45000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081ET6 2165000.00000000 PA USD 2435587.33000000 0.068894243453 Long DBT CORP US N 2 2029-03-15 Fixed 3.45000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBR0 1185000.00000000 PA USD 1196008.41000000 0.033830893089 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DW0 380000.00000000 PA USD 445755.36000000 0.012608859437 Long DBT CORP US N 2 2047-12-15 Fixed 3.62500000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PBA0 300000.00000000 PA USD 330038.44000000 0.009335632664 Long DBT CORP NL Y 2 2027-01-19 Fixed 3.60000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CP1 885000.00000000 PA USD 991374.41000000 0.028042513243 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AQ0 135000.00000000 PA USD 138679.41000000 0.003922755270 Long DBT CORP US N 2 2030-04-15 Fixed 2.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05574LFY9 190000.00000000 PA USD 199020.01000000 0.005629579712 Long DBT CORP FR N 2 2023-03-03 Fixed 3.25000000 N N N N N N Texas Transportation Commission State Highway Fund N/A 88283LKV7 395000.00000000 PA USD 485734.82000000 0.013739738473 Long DBT MUN US N 2 2033-10-01 Fixed 4.00000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AZ0 250000.00000000 PA USD 278036.03000000 0.007864666441 Long DBT CORP US N 2 2027-03-15 Fixed 3.80000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 632525AY7 1340000.00000000 PA USD 1360611.76000000 0.038486945914 Long DBT CORP AU Y 2 2031-05-21 Fixed 2.99000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DL8 135000.00000000 PA USD 171493.56000000 0.004850952756 Long DBT CORP US N 2 2048-04-01 Fixed 4.75000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GFD1 835000.00000000 PA USD 1215961.26000000 0.034395289400 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 N/A 915127.00000000 NS 18490601.84000000 0.523034427497 Long EC CORP GB N 2 N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CF2 1540000.00000000 PA USD 1864730.59000000 0.052746703704 Long DBT CORP US Y 2 2035-02-01 Fixed 4.80000000 N N N N N N 2021-08-27 VANGUARD VARIABLE INSURANCE FUNDS Christine M. Buchanan Christine M. Buchanan Treasurer