NPORT-P false 0000863032 XXXXXXXX S000002469 C000006633 C000111486 C000006634 C000006626 C000006631 C000006627 C000006628 C000006625 C000006629 MFS Series Trust VI 811-06102 0000863032 549300TNIHF98FLHSE74 111 Huntington Avenue Boston 02199 617-954-5000 MFS Global Total Return Fund S000002469 7ZZXT87VLI6DCYDCH774 2023-10-31 2023-07-31 N 1381157386.05 10334008.84 1370823377.21 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5474925.78000000 0.00000000 0.00000000 90552.12000000 AUD BRL CAD CHF CLP CNY COP CZK DKK EUR GBP HKD HUF IDR ILS JPY KRW MXN NOK NZD PEN PLN RUB SEK SGD THB TRY TWD USD UYU N 60% MSCI WORLD, 40% BarCap Global Aggregate 60% MXWO, 40% LEGATRUU GNMA 549300M8ZYFG0OCMTT87 36179WR26 672456.36000000 PA USD 579828.05000000 0.042297794131 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AU3 1030000.00000000 PA USD 942740.41000000 0.068771836377 Long DBT CORP IT Y 2 2026-09-22 Variable 2.56899960 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 369000.00000000 PA USD 365672.34000000 0.026675379635 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Unicaja Banco SA 5493007SJLLCTM6J6M37 N/A 300000.00000000 PA 299424.64000000 0.021842685569 Long DBT CORP ES N 2 2026-12-01 Variable 1.00000145 N N N N N N N/A N/A N/A 59.00000000 NC -114311.05000000 -0.00833886056 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long Canada Canada 5 Year Bond 2023-09-20 6431000.00000000 CAD -116065.32000000 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCP9 581000.00000000 PA USD 514352.33000000 0.037521415125 Long DBT CORP US N 2 2027-09-22 Variable 1.46999880 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 2146991.37000000 PA 1362391.77000000 0.099384923882 Long DBT NUSS GB N 2 2051-07-31 Fixed 1.25000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2U6 738000.00000000 PA USD 631812.67000000 0.046090012798 Long DBT CORP US N 2 2033-03-02 Variable 3.35000160 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 537000.00000000 PA USD 544366.68000000 0.039710927684 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N United States Small Business Administration N/A 83162CRA3 25469.68000000 PA USD 24871.43000000 0.001814342417 Long ABS-O CORP US N 2 2027-05-01 Fixed 5.31000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077M108 9020.00000000 NS 621580.71000000 0.045343603000 Long EC CORP CA N 1 N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAN6 425000.00000000 PA USD 328795.27000000 0.023985239489 Long DBT CORP US N 2 2029-01-15 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 116644.79000000 0.008509104231 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 30919496.08000000 NZD 19321964.13000000 USD 2023-10-20 116644.79000000 N N N N/A N/A N/A -102.00000000 NC USD 180621.63000000 0.013176141653 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2023-09-29 -20709187.50000000 USD 180621.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -91891.71000000 -0.00670339531 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3513167366.00000000 KRW 2664599.13000000 USD 2023-08-04 -91891.71000000 N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 45654.00000000 NS USD 9373679.28000000 0.683799199505 Long EC CORP IE N 1 N N N Hungary 5299003F3UFKGCCMAP43 445545AQ9 640000.00000000 PA USD 622451.20000000 0.045407104251 Long DBT NUSS HU Y 2 2034-06-16 Fixed 5.50000000 N N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030AA5 703000.00000000 PA USD 561376.78000000 0.040951795054 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N QBE Insurance Group Ltd. 549300D2FBW76FPUSG65 N/A 738000.00000000 PA 742579.61000000 0.054170334584 Long DBT CORP AU N 2 2038-09-13 Variable 2.50000180 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZU4 2614093.00000000 PA USD 264293.17000000 0.019279884950 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.86822360 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 15833000.00000000 PA USD 15135358.44000000 1.104107114864 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 039483102 31973.00000000 NS USD 2716426.08000000 0.198160180600 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179XTD8 495933.14000000 PA USD 492960.90000000 0.035960934734 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N Kingdom of Sweden ERE94C0BSULG2RM19605 N/A 29945000.00000000 PA 2673111.27000000 0.195000414673 Long DBT NUSS SE N 2 2026-11-12 Fixed 1.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 800000.00000000 PA 977762.80000000 0.071326679735 Long DBT CORP NL N 2 2033-05-20 Variable 6.25000085 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 23001.00000000 NS USD 2466627.24000000 0.179937640472 Long EC CORP US N 1 N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160109 5360.00000000 NS USD 1181880.00000000 0.086216796390 Long EC CORP US N 1 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBE7 899000.00000000 PA USD 810714.01000000 0.059140661260 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N National Grid plc 8R95QZMKZLJX5Q2XR704 N/A 390000.00000000 PA 422424.38000000 0.030815376147 Long DBT CORP GB N 2 2035-01-16 Fixed 4.27500000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 67047.00000000 NS USD 8898477.84000000 0.649133797098 Long EC CORP US N 1 N N N BANK N/A 06541JAR2 6599757.27480000 PA USD 347172.31000000 0.025325823572 Long ABS-MBS CORP US N 2 2063-06-15 Variable 0.97549920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H062693 200000.00000000 PA USD 203078.13000000 0.014814317684 Long ABS-MBS USGA US N 2 2053-09-15 Fixed 6.50000000 N N N N N N Experian plc 635400RXXHHYT1JTSZ26 N/A 83757.00000000 NS 3234360.44000000 0.235942900724 Long EC CORP JE N 1 N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 874039100 45850.00000000 NS USD 4546027.50000000 0.331627514935 Long EC CORP TW N 1 N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 13177.00000000 NS USD 2621695.92000000 0.191249723603 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBX3 1056000.00000000 PA USD 840723.17000000 0.061329795214 Long DBT CORP US N 2 2032-02-04 Variable 1.95300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMZC1 180243.40000000 PA USD 153450.87000000 0.011194065738 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MXGL2 728914.06000000 PA USD 614507.33000000 0.044827608006 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N5ER1 506527.87000000 PA USD 504186.54000000 0.036779832353 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 24467.00000000 NS USD 3154040.97000000 0.230083687106 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENEK1 139766.80000000 PA USD 137438.57000000 0.010025986737 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N E.ON International Finance BV 549300TG53AWJ719M814 N/A 650000.00000000 PA 828705.30000000 0.060453105321 Long DBT CORP NL N 2 2037-10-30 Fixed 5.87500000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BB7 558000.00000000 PA USD 538582.81000000 0.039289000972 Long DBT CORP US N 2 2032-08-01 Fixed 4.75000000 N N N N N N Czech Republic 3157007EFDLQABN47912 N/A 34000000.00000000 PA 1295292.94000000 0.094490140855 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N SBB Treasury OYJ 5493003HHOCW6FIMH724 N/A 590000.00000000 PA 368224.42000000 0.026861550957 Long DBT CORP FI N 2 2028-12-14 Fixed 0.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EMUX7 350108.48000000 PA USD 342548.00000000 0.024988485438 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAM2 943000.00000000 PA USD 783952.68000000 0.057188452796 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N N/A N/A N/A 32.00000000 NC -39781.60000000 -0.00290202229 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-BTP 2023-09-07 3712000.00000000 EUR -43019.02000000 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBY5 581000.00000000 PA USD 564365.68000000 0.041169831896 Long DBT CORP GB N 2 2053-02-10 Fixed 5.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUL8 16735389.74750000 PA USD 513028.39000000 0.037424835214 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.51590160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECD0 77331.60000000 PA USD 68344.27000000 0.004985636452 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.00000000 N N N N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 N/A 34369.00000000 NS USD 7025367.29000000 0.512492521414 Long EC CORP CH N 1 N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAK3 778000.00000000 PA USD 777050.47000000 0.056684944458 Long DBT CORP US N 2 2030-07-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -28961.06000000 -0.00211267625 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 6294024.03000000 USD 880123591.00000000 JPY 2023-10-20 -28961.06000000 N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 515000.00000000 PA 560440.78000000 0.040883514923 Long DBT CORP IT N 2 2027-05-19 Fixed 3.62500000 N N N N N N Benchmark Mortgage Trust N/A 08161QAH3 226000.00000000 PA USD 223905.91000000 0.016333680452 Long ABS-MBS CORP US N 2 2055-11-15 Variable 5.75112240 N N N N N N N/A N/A N/A 112.00000000 NC -295448.92000000 -0.02155266133 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long Canada Canada 10 Year Bond 2023-09-20 13451200.00000000 CAD -300166.62000000 N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KM8 274000.00000000 PA USD 275362.26000000 0.020087362425 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331C108 281368.00000000 NS USD 4954890.48000000 0.361453602438 Long EC CORP US N 1 N N N Autostrade per l'Italia SpA 815600149448CEB9B230 N/A 730000.00000000 PA 799877.15000000 0.058350124698 Long DBT CORP IT N 2 2031-01-24 Fixed 4.75000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 700000.00000000 PA 761057.63000000 0.055518285043 Long DBT CORP FR N 2 2031-04-13 Variable 4.25000160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWES8 273257.20000000 PA USD 261615.86000000 0.019084578243 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9UD9 202666.00000000 PA USD 198107.70000000 0.014451730492 Long ABS-MBS USGSE US N 2 2033-01-25 Variable 4.34999880 N N N N N N Timken Co. (The) B0I35MLPFXZSE70ASS73 887389104 8639.00000000 NS USD 802217.54000000 0.058520853476 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYJ7 893000.00000000 PA USD 713552.11000000 0.052052811606 Long DBT CORP US N 2 2032-07-21 Variable 2.38299840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WVT2 857832.04000000 PA USD 717371.12000000 0.052331404025 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 084659BF7 136000.00000000 PA USD 115257.73000000 0.008407919788 Long DBT CORP US N 2 2053-05-01 Fixed 4.60000000 N N N N N N Vale SA 254900SMTWBX7RU2SR20 N/A 127600.00000000 NS 1866204.81000000 0.136137509837 Long EC CORP BR N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHQV4 37721.08000000 PA USD 34230.16000000 0.002497051083 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418PTW5 10736.43000000 PA USD 10568.32000000 0.000770946875 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.50000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901102 1161.00000000 NS 926264.32000000 0.067569924426 Long EC CORP CA N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHX1 2713457.00000000 PA USD 248939.06000000 0.018159820159 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.59979320 N N N N N N Bermuda 549300FP5PUZXX9FVJ40 085209AG9 418000.00000000 PA USD 349101.06000000 0.025466523682 Long DBT NUSS BM Y 2 2030-08-20 Fixed 2.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1123.39000000 -0.00008195001 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 53160.82000000 USD 47142.40000000 EUR 2023-10-20 -1123.39000000 N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GE1 549000.00000000 PA USD 373837.86000000 0.027271044994 Long DBT CORP US N 2 2051-12-04 Fixed 2.87500000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 N/A 460000.00000000 PA 509583.51000000 0.037173535152 Long DBT CORP IE N 2 2035-05-23 Fixed 4.25000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAL0 292000.00000000 PA USD 279355.40000000 0.020378657429 Long DBT CORP US N 2 2032-05-13 Fixed 4.50000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 416600000.00000000 PA 3029277.77000000 0.220982354135 Long DBT NUSS JP N 2 2052-12-20 Fixed 1.60000000 N N N N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 16761200000.00000000 PA 11300435.10000000 0.824353836378 Long DBT NUSS KR N 2 2030-06-10 Fixed 1.37500000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 21536526.70700000 NS USD 21536526.71000000 1.571065030553 Long STIV RF US N 1 N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBP4 398000.00000000 PA USD 400886.46000000 0.029244209477 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -565.98000000 -0.00004128759 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 240234.24000000 CAD 181811.72000000 USD 2023-10-20 -565.98000000 N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAC7 231000.00000000 PA USD 178070.91000000 0.012990069542 Long DBT CORP US Y 2 2049-09-23 Fixed 3.80000000 N N N N N N Novatek Microelectronics Corp. N/A N/A 100000.00000000 NS 1349179.83000000 0.098421127946 Long EC CORP TW N 1 N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 02557TAD1 428000.00000000 PA USD 428504.80000000 0.031258935842 Long DBT CORP US N 2 2025-08-15 Fixed 5.69900000 N N N N N N Northern Star Resources Ltd. 254900XFXCRYYZAX6M78 66573RAA6 881000.00000000 PA USD 855635.64000000 0.062417642872 Long DBT CORP AU Y 2 2033-04-11 Fixed 6.12500000 N N N N N N Logicor Financing SARL 254900IS16Q1A2TQFN22 N/A 890000.00000000 PA 744504.22000000 0.054310732686 Long DBT CORP LU N 2 2030-01-17 Fixed 1.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJM64 178218.31000000 PA USD 175454.76000000 0.012799224387 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Landsbankinn HF 549300TLZPT6JELDWM92 N/A 623000.00000000 PA 623613.53000000 0.045491894898 Long DBT CORP IS N 2 2025-05-23 Fixed 0.37500000 N N N N N N Tengizchevroil Finance Co. International Ltd. 5493001VEV2XTJIBZH31 88034QAA5 3609000.00000000 PA USD 3269754.00000000 0.238524820510 Long DBT CORP BM Y 2 2026-08-15 Fixed 4.00000000 N N N N N N JM Smucker Co. (The) 5493000WDH6A0LHDJD55 832696405 26093.00000000 NS USD 3930910.45000000 0.286755428551 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179WNE4 506112.53000000 PA USD 436684.77000000 0.031855655313 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Sydney Airport Finance Co. Pty. Ltd. 549300MJAANHLHOVTO40 N/A 882000.00000000 PA 966430.79000000 0.070500022546 Long DBT CORP AU N 2 2033-05-03 Fixed 4.37500000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAB7 483000.00000000 PA USD 471139.93000000 0.034369119890 Long DBT CORP US N 2 2026-02-15 Fixed 4.45000000 N N N N N N BSPRT Issuer Ltd. N/A 05602CAG9 352000.00000000 PA USD 334979.39000000 0.024436363981 Long ABS-CBDO CORP KY Y 2 2038-12-15 Floating 7.63611840 N N N N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 25986970000.00000000 PA 18433885.76000000 1.344730916211 Long DBT NUSS KR N 2 2029-06-10 Fixed 1.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTZ5 760514.90000000 PA USD 730476.80000000 0.053287448415 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTG43 3170226.00000000 PA USD 316872.97000000 0.023115521318 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.79979120 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAB7 649000.00000000 PA USD 540411.83000000 0.039422425892 Long DBT CORP US N 2 2052-04-15 Fixed 4.95000000 N N N N N N CARS-DB4 LP N/A 12510HAD2 518533.32000000 PA USD 484685.12000000 0.035357226033 Long ABS-O CORP US Y 2 2050-02-15 Fixed 3.19000000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98388MAD9 379000.00000000 PA USD 358535.83000000 0.026154779380 Long DBT CORP US N 2 2032-06-01 Fixed 4.60000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 540000.00000000 PA 593313.92000000 0.043281572948 Long DBT CORP GB N 2 2029-02-16 Variable 4.77099895 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6599.83000000 -0.00048145006 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 461841.71000000 USD 412418.43000000 EUR 2023-10-20 -6599.83000000 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 161724.00000000 NS USD 5784867.48000000 0.421999476823 Long EC CORP US N 1 N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880XAE6 1712000.00000000 PA USD 1649711.28000000 0.120344554041 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 7.16793840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGX46 2334253.43000000 PA USD 1890738.46000000 0.137927211589 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 44969.00000000 NS USD 2331642.65000000 0.170090668773 Long EC CORP US N 1 N N N China Pacific Insurance Group Co. Ltd. 529900BA5ILEL308WX03 N/A 257000.00000000 NS 688725.33000000 0.050241726355 Long EC CORP CN N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MMT73 195054.39000000 PA USD 164588.10000000 0.012006513948 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 N/A 53080.00000000 NS 3806334.42000000 0.277667749418 Long EC CORP ES N 1 N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KT7 835000.00000000 PA USD 822721.04000000 0.060016560388 Long DBT CORP US N 2 2033-05-17 Fixed 4.95000000 N N N N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345YAD8 747000.00000000 PA USD 728131.42000000 0.053116355622 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -394871.09000000 -0.02880539510 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 14967244.70000000 USD 2047144595.00000000 JPY 2023-10-20 -394871.09000000 N N N Julius Baer Group Ltd. 5299007MF0604ZGJER92 N/A 65580.00000000 NS 4632449.97000000 0.337931935434 Long EC CORP CH N 1 N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062X103 2652.00000000 NS USD 716543.88000000 0.052271057811 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KXZR0 759696.01000000 PA USD 642776.41000000 0.046889805111 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Hon Hai Precision Industry Co. Ltd. 30030004CM3GSZXX7O56 N/A 835000.00000000 NS 2882837.73000000 0.210299720440 Long EC CORP TW N 1 N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBC6 831000.00000000 PA USD 737050.92000000 0.053767022962 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 20858.77000000 0.001521623452 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 492055.24000000 USD 2054532379.00000000 COP 2023-10-18 20858.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 45944.94000000 0.003351630907 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4643562.26000000 AUD 3173534.43000000 USD 2023-10-20 45944.94000000 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 27771.00000000 NS USD 3097855.05000000 0.225984988402 Long EC CORP US N 1 N N N HSBC Bank plc MP6I5ZYZBEU3UXPYFY54 N/A 310000.00000000 PA USD 308667.00000000 0.022516905177 Long DBT CORP GB N 2 2023-09-29 Floating 5.45956920 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936U109 17973.00000000 NS USD 1213716.69000000 0.088539246570 Long EC CORP US N 1 N N N Japan 353800WZS8AXZXFUC241 N/A 3159000000.00000000 PA 24601185.74000000 1.794628407203 Long DBT NUSS JP N 2 2028-06-20 Fixed 2.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -99896.40000000 -0.00728732830 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 3893753.11000000 USD 57214808160.00000000 IDR 2023-08-07 -99896.40000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AK4 1057000.00000000 PA USD 837729.60000000 0.061111417701 Long DBT CORP CH Y 2 2033-02-11 Variable 2.74600080 N N N N N N Danone SA 969500KMUQ2B6CBAF162 N/A 85751.00000000 NS 5235547.46000000 0.381927208642 Long EC CORP FR N 1 N N N Sanofi 549300E9PC51EN656011 N/A 47033.00000000 NS 5020794.15000000 0.366261199908 Long EC CORP FR N 1 N N N Japan 353800WZS8AXZXFUC241 N/A 334950000.00000000 PA 2558701.10000000 0.186654323418 Long DBT NUSS JP N 2 2027-12-20 Fixed 2.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXZ50 13659210.75200000 PA USD 254868.58000000 0.018592371872 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.32852160 N N N N N N Fortescue Metals Group Ltd. 529900VEJFORCO6I4826 N/A 27499.00000000 NS 400452.98000000 0.029212587606 Long EC CORP AU N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2084.85000000 -0.00015208742 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6187236.36000000 USD 8147296.53000000 CAD 2023-10-20 -2084.85000000 N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 1220000.00000000 PA 1262272.14000000 0.092081311202 Long DBT NUSS DE N 2 2032-08-15 Fixed 1.70000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XQW9 222681.02000000 PA USD 218302.13000000 0.015924891100 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N British American Tobacco plc 213800FKA5MF17RJKT63 N/A 123525.00000000 NS 4146242.53000000 0.302463657895 Long EC CORP GB N 1 N N N ICON plc 6354008SRQGEMC4XFI67 N/A 16323.00000000 NS USD 4103765.43000000 0.299365001956 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 65392.53000000 0.004770310390 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 17772306.46000000 USD 126530149.10000000 CNY 2023-10-20 65392.53000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 960000.00000000 PA USD 746958.51000000 0.054489770339 Long DBT CORP FR Y 2 2032-01-20 Variable 2.27700000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738108 40326.00000000 NS USD 5089544.46000000 0.371276456516 Long EC CORP US N 1 N N N JAB Holdings BV 529900RRNKUM3INJGF98 N/A 900000.00000000 PA 697286.41000000 0.050866247365 Long DBT CORP NL N 2 2039-12-19 Fixed 2.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4V42 21092.61000000 PA USD 21644.47000000 0.001578939370 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 529043AE1 677000.00000000 PA USD 538198.72000000 0.039260982045 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N Kirin Holdings Co. Ltd. 353800GBVL72LLMTYM96 497350108 168500.00000000 NS 2490220.71000000 0.181658757167 Long EC CORP JP N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDL7 343915.21000000 PA USD 338190.20000000 0.024670588904 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JSM1 449646.25000000 PA USD 430056.23000000 0.031372110889 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Minnesota Housing Finance Agency 549300R89XDTQBK4GE22 60416TSV1 1005000.00000000 PA USD 957364.21000000 0.069838625888 Long DBT MUN US N 2 2047-01-01 Fixed 4.33700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KJU9 7346.51000000 PA USD 7587.57000000 0.000553504567 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N CNH Equipment Trust N/A 12664QAB0 325248.00000000 PA USD 323825.17000000 0.023622676369 Long ABS-O CORP US N 2 2026-09-15 Fixed 5.34000000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AB6 800000.00000000 PA USD 612981.94000000 0.044716332548 Long DBT CORP DE Y 2 2027-10-30 Variable 3.20000040 N N N N N N Galaxy Pipeline Assets Bidco Ltd. 549300L82YB0C6JQIC26 36321PAD2 971374.50000000 PA USD 825815.79000000 0.060242318866 Long DBT CORP JE Y 2 2034-03-31 Fixed 2.16000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFH4 313928.39000000 PA USD 302011.81000000 0.022031416666 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 N/A 700000.00000000 PA 770673.63000000 0.056219761262 Long DBT CORP FR N 2 2030-05-02 Fixed 4.37500000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 917288BK7 2450000.00000000 PA USD 2397581.25000000 0.174900814347 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N N/A N/A N/A 18.00000000 NC USD -52146.36000000 -0.00380401741 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2023-09-20 2379937.50000000 USD -52146.36000000 N N N Nitto Denko Corp. 3538009GX5P09USH2J25 N/A 18900.00000000 NS 1341791.73000000 0.097882174487 Long EC CORP JP N 1 N N N Bank Gospodarstwa Krajowego 259400BCOV9JJIGLYF05 06237MAA1 753000.00000000 PA USD 750695.82000000 0.054762402836 Long DBT NUSS PL Y 2 2033-05-22 Fixed 5.37500000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 760942BF8 40347000.00000000 PA 1120541.32000000 0.081742209728 Long DBT NUSS UY N 2 2033-07-20 Fixed 9.75000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880XAG1 1648500.00000000 PA USD 1568826.18000000 0.114444078360 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 7.36794000 N N N N N N N/A N/A N/A -160.00000000 NC 69819.78000000 0.005093273222 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Schatz 2023-09-07 -16808000.00000000 EUR 71763.05000000 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 N/A 251.00000000 NS 516080.65000000 0.037647494095 Long EC CORP DK N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 500000.00000000 PA 552643.88000000 0.040314739972 Long DBT CORP FR N 2 2033-06-02 Fixed 5.62500000 N N N N N N UGI Corp. DX6GCWD4Q1JO9CRE5I40 902681105 30822.00000000 NS USD 831885.78000000 0.060685117705 Long EC CORP US N 1 N N N ASR Nederland NV 7245000G0HS48PZWUD53 N/A 740000.00000000 PA 858065.59000000 0.062594904950 Long DBT CORP NL N 2 2043-12-07 Variable 6.99999920 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 600000.00000000 PA 725689.03000000 0.052938186061 Long DBT CORP DE N 2 2030-12-12 Variable 6.12499930 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WQB7 144256.59000000 PA USD 128757.65000000 0.009392723536 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N Benchmark Mortgage Trust N/A 08163CBE8 4604278.62330000 PA USD 266512.68000000 0.019441795670 Long ABS-MBS CORP US N 2 2054-03-15 Variable 1.14873480 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 65579.00000000 NS USD 4719064.84000000 0.344250391294 Long EC CORP US N 1 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BH1 510000.00000000 PA USD 485461.07000000 0.035413830699 Long DBT CORP GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 107546.00000000 NS USD 18017181.38000000 1.314332807532 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YRW9 133101.47000000 PA USD 133630.46000000 0.009748189462 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 115780.00000000 NS USD 12347937.00000000 0.900767903822 Long EC CORP US N 1 N N N Indofood CBP Sukses Makmur Tbk. PT 254900YKZW9GRKZZN285 N/A 988000.00000000 PA USD 829583.88000000 0.060517196729 Long DBT CORP ID N 2 2031-06-09 Fixed 3.39800000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 500000.00000000 PA 554105.12000000 0.040421335761 Long DBT CORP ES N 2 2029-07-19 Variable 4.99999995 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AYQH6 475268.41000000 PA USD 416746.95000000 0.030401214111 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5974.33000000 -0.00043582055 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 1032360000.00000000 KRW 806279.29000000 USD 2023-09-20 -5974.33000000 N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CR6 1068000.00000000 PA USD 1067184.69000000 0.077849904498 Long DBT CORP US Y 2 2028-09-15 Fixed 5.45000000 N N N N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 N/A 41096.00000000 NS 3513589.64000000 0.256312352007 Long EC CORP NL N 1 N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 29452E101 136649.00000000 NS USD 3920459.81000000 0.285993066297 Long EC CORP US N 1 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 191058.00000000 NS USD 6889551.48000000 0.502584913165 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 220426.00000000 NS 14546350.39000000 1.061139650215 Long EC CORP FR N 1 N N N Groupe des Assurances du Credit Mutuel SADIR 96950090CGKLVXEKWF10 N/A 1000000.00000000 PA 814173.15000000 0.059393001573 Long DBT CORP FR N 2 2042-04-21 Variable 1.84999885 N N N N N N GreatAmerica Leasing Receivables N/A 39154TCB2 302000.00000000 PA USD 299410.80000000 0.021841675957 Long ABS-O CORP US Y 2 2026-02-16 Fixed 5.35000000 N N N N N N DS Smith plc 39RSBE4RCI4M15BLWH36 N/A 490000.00000000 PA 536626.92000000 0.039146321030 Long DBT CORP GB N 2 2030-07-27 Fixed 4.50000000 N N N N N N Connecticut State Higher Education Supplement Loan Authority N/A 207743WY7 1200000.00000000 PA USD 1116007.20000000 0.081411450851 Long DBT MUN US N 2 2034-11-15 Fixed 4.66800000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BNCS0 1093147.64000000 PA USD 1020514.42000000 0.074445361595 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 474150000.00000000 PA 2674190.67000000 0.195079155670 Long DBT NUSS JP N 2 2046-06-20 Fixed 0.30000000 N N N N N N TRTX Issuer Ltd. N/A 87276WAC7 700000.00000000 PA USD 678453.30000000 0.049492393497 Long ABS-CBDO CORP KY Y 2 2038-03-15 Floating 6.73611840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZZ0 3298344.00000000 PA USD 306762.15000000 0.022377948545 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.66529880 N N N N N N N/A N/A N/A 1.00000000 NC N/A -16535.47000000 -0.00120624365 N/A DFE N/A N 2 Barclays Capital AC28XWWI3WIBK2824319 57587527.65000000 THB 1678691.96000000 USD 2023-10-17 -16535.47000000 N N N Manufacturers & Traders Trust Co. WWB2V0FCW3A0EE3ZJN75 55279HAW0 650000.00000000 PA USD 620962.10000000 0.045298476107 Long DBT CORP US N 2 2028-01-27 Fixed 4.70000000 N N N N N N Iowa Student Loan Liquidity Corp. 549300FO1LWVSZKGJK70 462590NG1 640000.00000000 PA USD 584981.95000000 0.042673765251 Long DBT MUN US N 2 2039-12-01 Fixed 5.08000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 5559.84000000 0.000405583979 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 14947554.38000000 CZK 691359.33000000 USD 2023-10-20 5559.84000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMZB4 109046.92000000 PA USD 92919.01000000 0.006778335673 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Czech Republic 3157007EFDLQABN47912 N/A 31590000.00000000 PA 1333467.69000000 0.097274945275 Long DBT NUSS CZ N 2 2028-08-25 Fixed 2.50000000 N N N N N N Regions Financial Corp. CW05CS5KW59QTC0DG824 7591EP100 57374.00000000 NS USD 1168708.38000000 0.085255941752 Long EC CORP US N 1 N N N Engie SA LAXUQCHT4FH58LRZDY46 N/A 300000.00000000 PA 331172.70000000 0.024158670293 Long DBT CORP FR N 2 2043-01-11 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4SM3 3294996.00000000 PA USD 124230.25000000 0.009062454876 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.66503880 N N N N N N Kingdom of Spain 9598007A56S18711AH60 N/A 5015000.00000000 PA 5144389.58000000 0.375277345391 Long DBT NUSS ES N 2 2032-10-31 Fixed 2.55000000 N N N N N N Becton Dickinson & Co. ICE2EP6D98PQUILVRZ91 075887109 19706.00000000 NS USD 5490485.72000000 0.400524663591 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECZ1 228366.35000000 PA USD 198155.67000000 0.014455229849 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03881CAE1 423000.00000000 PA USD 412198.70000000 0.030069424468 Long ABS-CBDO CORP KY Y 2 2035-12-15 Floating 6.83611920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2AX7 284536.39000000 PA USD 268449.27000000 0.019583067699 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPUM4 216235.09000000 PA USD 212634.84000000 0.015511468766 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N CTP NV 3157000YTVO4TN65UM14 N/A 650000.00000000 PA 626688.79000000 0.045716231603 Long DBT CORP NL N 2 2026-01-20 Fixed 0.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KGB4 10784.57000000 PA USD 11024.25000000 0.000804206448 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Aptiv plc N/A N/A 50173.00000000 NS USD 5493441.77000000 0.400740304063 Long EC CORP JE N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MLPX2 43816.20000000 PA USD 40805.26000000 0.002976697120 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LDU3 150072.15000000 PA USD 147572.33000000 0.010765232958 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889208 109118.00000000 NS USD 5978575.22000000 0.436130235258 Long EC CORP US N 1 N N N Colorado Housing and Finance Authority 5493005GIROYQAWBMC18 196480D61 735000.00000000 PA USD 717109.95000000 0.052312351971 Long DBT MUN US N 2 2047-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D4X7 24327.89000000 PA USD 19719.78000000 0.001438535432 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBT1 175458.18000000 PA USD 165538.38000000 0.012075835789 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 572937.00000000 NS 12663678.32000000 0.923800872565 Long EC CORP CH N 1 N N N Simon Property Group, Inc. 529900GQL5X8H7AO3T64 828806109 24083.00000000 NS USD 3000741.80000000 0.218900687709 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENSU4 213250.39000000 PA USD 209698.08000000 0.015297235478 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CD5 543000.00000000 PA USD 547750.53000000 0.039957775677 Long DBT CORP US N 2 2029-05-19 Variable 5.64300000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 917288BM3 131835000.00000000 PA 3342435.50000000 0.243826852938 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 679544.00000000 NS 10373550.40000000 0.756738655939 Long EC CORP IT N 1 N N N Kingdom of Spain 9598007A56S18711AH60 N/A 1075000.00000000 PA 616237.42000000 0.044953816096 Long DBT NUSS ES N 2 2050-10-31 Fixed 1.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MTN74 140777.22000000 PA USD 123209.88000000 0.008988020050 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N New Zealand Government Bond 549300237GPHG2AI7C34 N/A 11575000.00000000 PA 6525649.59000000 0.476038685835 Long DBT NUSS NZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAD6 994000.00000000 PA USD 890990.09000000 0.064996709628 Long DBT CORP US Y 2 2029-03-15 Fixed 4.00000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 N/A 112282.00000000 NS USD 7809213.10000000 0.569673178166 Long EC CORP IE N 1 N N N AREIT Trust N/A 04002VAG6 312000.00000000 PA USD 301056.60000000 0.021961735188 Long ABS-MBS CORP KY Y 2 2037-01-20 Floating 7.21827000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFG6 516290.38000000 PA USD 486136.51000000 0.035463103276 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 333279.60000000 0.024312366242 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 139034901.58000000 SEK 13591101.41000000 USD 2023-10-20 333279.60000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MPJG7 2009594.46000000 PA USD 1759038.66000000 0.128319861569 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515104 23440.00000000 NS USD 1684867.20000000 0.122909138260 Long EC CORP US N 1 N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAP3 580000.00000000 PA USD 459091.22000000 0.033490180254 Long DBT CORP NL Y 2 2031-07-12 Fixed 2.25000000 N N N N N N BXMT Ltd. N/A 05609GAC2 1400000.00000000 PA USD 1251341.00000000 0.091283897021 Long ABS-MBS CORP KY Y 2 2038-05-15 Floating 6.63612120 N N N N N N N/A N/A N/A 1.00000000 NC N/A 23313.67000000 0.001700705604 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1675767.83000000 EUR 1873084.80000000 USD 2023-10-20 23313.67000000 N N N Glencore plc 2138002658CPO9NBH955 N/A 1106126.00000000 NS 6722263.87000000 0.490381473044 Long EC CORP JE N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGQ69 272945.87000000 PA USD 240545.79000000 0.017547540697 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133WJJW0 124173.61000000 PA USD 109742.40000000 0.008005582763 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 187510.00000000 NS 10955727.40000000 0.799207803291 Long EC CORP DE N 1 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 7290.00000000 NS USD 2433693.60000000 0.177535169042 Long EC CORP US N 1 N N N Infraestructura Energetica Nova SAPI de CV 715K4H1JYF3O6JOK1411 N/A 710000.00000000 PA USD 559125.00000000 0.040787530275 Long DBT CORP MX N 2 2048-01-14 Fixed 4.87500000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334104 102484.00000000 NS USD 7659654.16000000 0.558763024277 Long EC CORP US N 1 N N N Neste OYJ 5493009GY1X8GQ66AM14 N/A 220000.00000000 PA 241986.76000000 0.017652657813 Long DBT CORP FI N 2 2029-03-16 Fixed 3.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLP1 186267.16000000 PA USD 160771.05000000 0.011728064510 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N nVent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAF0 923000.00000000 PA USD 905648.49000000 0.066066023169 Long DBT CORP LU N 2 2033-05-15 Fixed 5.65000000 N N N N N N Kingdom of Belgium 549300SZ25JZFHRHWD76 N/A 8904000.00000000 PA 9685602.72000000 0.706553658262 Long DBT NUSS BE Y 2 2033-06-22 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418QPN7 417925.12000000 PA USD 419586.08000000 0.030608325403 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N BBCMS Trust N/A 05551VBK8 5828379.54100000 PA USD 379044.00000000 0.027650826962 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.29127680 N N N N N N N/A N/A N/A 1.00000000 NC N/A 18295.08000000 0.001334605194 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 40157062432.00000000 IDR 2681069.73000000 USD 2023-08-07 18295.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -1208.87000000 -0.00008818568 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 270805.66000000 AUD 181187.51000000 USD 2023-10-20 -1208.87000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCLD4 2576000.00000000 PA USD 2424294.98000000 0.176849550445 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 3.28600000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 N/A 55169.00000000 NS 9829073.45000000 0.717019684184 Long EC CORP FR N 1 N N N La Poste SA 9695000YG7TR7PAP0L59 N/A 600000.00000000 PA 658826.56000000 0.048060645226 Long DBT CORP FR N 2 2030-06-12 Fixed 3.75000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAC9 269000.00000000 PA USD 268829.29000000 0.019610789724 Long ABS-O CORP US Y 2 2026-06-15 Floating 5.91793920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AXZK7 93969.49000000 PA USD 93623.86000000 0.006829753676 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Samhallsbyggnadsbolaget i Norden AB 549300HX9MRFY47AH564 N/A 610000.00000000 PA 514758.41000000 0.037551038197 Long DBT CORP SE N 2 2025-01-14 Fixed 1.75000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 400000.00000000 PA 493254.03000000 0.035982318232 Long DBT CORP ES N 2 2033-10-25 Variable 6.87500130 N N N N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAQ5 589000.00000000 PA USD 572097.22000000 0.041733838911 Long DBT CORP US N 2 2025-02-01 Fixed 3.60000000 N N N N N N CEZ A/S 529900S5R9YHJHYKKG94 N/A 807000.00000000 PA 828862.99000000 0.060464608627 Long DBT NUSS CZ N 2 2027-04-06 Fixed 2.37500000 N N N N N N RenaissanceRe Holdings Ltd. EK6GB9U3U58PDI411C94 75968NAE1 756000.00000000 PA USD 745740.97000000 0.054400952186 Long DBT CORP BM N 2 2033-06-05 Fixed 5.75000000 N N N N N N N/A N/A N/A -43.00000000 NC USD -20482.32000000 -0.00149416185 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2023-09-29 -4593273.46000000 USD -20482.32000000 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 645000.00000000 PA 623385.11000000 0.045475231920 Long DBT CORP IT N 2 2026-12-10 Variable 2.24999870 N N N N N N APA Infrastructure Ltd. 261700SS8OEHDOCOUJ33 N/A 970000.00000000 PA 873849.07000000 0.063746291792 Long DBT CORP AU N 2 2029-03-15 Fixed 0.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 37648.33000000 0.002746402682 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 362115444.00000000 JPY 2615327.29000000 USD 2023-10-20 37648.33000000 N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAK5 1179000.00000000 PA USD 958173.19000000 0.069897640055 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -25791.58000000 -0.00188146630 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2679491.27000000 USD 3939973.50000000 AUD 2023-10-20 -25791.58000000 N N N GNMA 549300M8ZYFG0OCMTT87 36179XHX7 676396.54000000 PA USD 636891.80000000 0.046460529531 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BG7 1076000.00000000 PA USD 910944.17000000 0.066452336978 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Benchmark Mortgage Trust N/A 08163EBE4 10649604.88080000 PA USD 494500.56000000 0.036073251173 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.88512480 N N N N N N Hitachi Ltd. 549300T6IPOCDWLKC615 N/A 141300.00000000 NS 9234930.59000000 0.673677641009 Long EC CORP JP N 1 N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417E109 11168.00000000 NS USD 1927708.48000000 0.140624132331 Long EC CORP US N 1 N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750103 36649.00000000 NS USD 5723840.82000000 0.417547651663 Long EC CORP US N 1 N N N A1 Towers Holding GmbH 5299009DKBSXJEP9OY31 N/A 400000.00000000 PA 449572.36000000 0.032795790287 Long DBT CORP AT N 2 2028-07-13 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MKG89 69889.29000000 PA USD 61183.05000000 0.004463233631 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 66000000.00000000 PA 3698719.62000000 0.269817372645 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000080 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780DJ2 990000.00000000 PA USD 894930.27000000 0.065284141259 Long DBT NUSS ID N 2 2032-03-31 Fixed 3.55000000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809H107 48783.00000000 NS USD 7401844.59000000 0.539956110543 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179W7K8 776312.21000000 PA USD 690427.01000000 0.050365861968 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N Charter Communications Operating LLC N/A 161175BT0 405000.00000000 PA USD 306907.26000000 0.022388534154 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N 3650R Commercial Mortgage Trust N/A 88581EAF8 7211831.08280000 PA USD 372750.70000000 0.027191737914 Long ABS-MBS CORP US N 2 2054-11-15 Variable 1.02274200 N N N N N N Becton Dickinson & Co. ICE2EP6D98PQUILVRZ91 075887CP2 326000.00000000 PA USD 309808.83000000 0.022600200372 Long DBT CORP US N 2 2032-08-22 Fixed 4.29800000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AR4 881000.00000000 PA USD 878662.65000000 0.064097436957 Long DBT CORP US Y 2 2033-10-15 Fixed 5.95000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692CBK3 9629438.48380000 PA USD 564378.50000000 0.041170767101 Long ABS-MBS CORP US N 2 2054-06-15 Variable 1.21454640 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CJ7 385000.00000000 PA USD 392529.15000000 0.028634553256 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Wolters Kluwer NV 724500TEM53I0U077B74 N/A 31878.00000000 NS 4002694.13000000 0.291991966036 Long EC CORP NL N 1 N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550108 44845.00000000 NS USD 10026445.10000000 0.731417720669 Long EC CORP US N 1 N N N Transurban Finance Co. Pty. Ltd. 54930081LPJMUMEA6E57 N/A 870000.00000000 PA 963884.64000000 0.070314283811 Long DBT CORP AU N 2 2033-04-26 Fixed 4.22500000 N N N N N N STWD Ltd. N/A 78486BAA2 1400000.00000000 PA USD 1358058.24000000 0.099068797817 Long ABS-CBDO CORP KY Y 2 2038-04-18 Floating 6.54441840 N N N N N N N/A N/A N/A -11.00000000 NC USD 29572.41000000 0.002157273540 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2023-09-20 -1368812.50000000 USD 29572.41000000 N N N GEA Group AG 549300PHUU0ZZWO8EO07 N/A 22580.00000000 NS 958062.74000000 0.069889582854 Long EC CORP DE N 1 N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 110709GJ5 600000.00000000 PA 359608.69000000 0.026233043291 Long DBT NUSS CA N 2 2050-06-18 Fixed 2.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 24750.02000000 0.001805485696 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 3719814.34000000 GBP 4799616.93000000 USD 2023-10-20 24750.02000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWC84 171374.85000000 PA USD 150102.09000000 0.010949776061 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Tesco plc 2138002P5RNKC5W2JZ46 N/A 2734499.00000000 NS 9054043.77000000 0.660482154048 Long EC CORP GB N 1 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 422764.00000000 NS 5278133.50000000 0.385033811630 Long EC CORP ES N 1 N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 N/A 44400.00000000 NS 7143306.00000000 0.521096015632 Long EC CORP CH N 1 N N N People's Republic of China 300300CHN201808MOF68 N/A 85820000.00000000 PA 12238757.45000000 0.892803380323 Long DBT NUSS CN N 2 2033-02-25 Fixed 2.88000000 N N N N N N BANK N/A 06542BBN6 6775051.72750000 PA USD 275058.97000000 0.020065237766 Long ABS-MBS CORP US N 2 2054-04-15 Variable 0.77647320 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WXK9 246799.68000000 PA USD 219665.76000000 0.016024366351 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 572000.00000000 PA 576502.34000000 0.042055187384 Long DBT CORP GB N 2 2028-03-31 Variable 4.50000105 N N N N N N Volkswagen Financial Services NV 529900ZTQC8D1TW6BL41 N/A 500000.00000000 PA 630127.42000000 0.045967075735 Long DBT CORP NL N 2 2029-05-23 Fixed 5.87500000 N N N N N N Kyocera Corp. N/A N/A 99300.00000000 NS 5335459.88000000 0.389215705589 Long EC CORP JP N 1 N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 9100000000.00000000 PA 6738975.03000000 0.491600533083 Long DBT NUSS KR N 2 2027-06-10 Fixed 2.12500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1670000.00000000 PA USD 1544750.00000000 0.112687748522 Long DBT CORP FR N 2 2023-09-29 Floating 5.28456960 N N N N N N QatarEnergy 254900QTESJKJ3P87J26 N/A 776000.00000000 PA USD 588335.26000000 0.042918385386 Long DBT NUSS QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N JPMORGAN US GOVERNMENT MONEY MKT FD 549300NQ5E5B7ZV4T516 4812C2270 803996.10000000 NS USD 803996.10000000 0.058650597397 Long STIV RF US N 1 N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 202712BN4 1471000.00000000 PA USD 1159922.42000000 0.084615016003 Long DBT CORP AU Y 2 2031-03-11 Fixed 2.68800000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 65205.78000000 0.004756687191 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 3881427.82000000 NZD 2476113.79000000 USD 2023-10-20 65205.78000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MSTF2 207128.23000000 PA USD 181297.86000000 0.013225471859 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BNXA6 399314.89000000 PA USD 397777.90000000 0.029017443575 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N European Stability Mechanism 222100W4EEAQ77386N50 N/A 450000.00000000 PA 456493.27000000 0.033300662768 Long DBT NUSS LU N 2 2027-06-23 Fixed 1.00000000 N N N N N N N/A N/A N/A -36.00000000 NC 32468.15000000 0.002368514466 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Bobl 2023-09-07 -4172040.00000000 EUR 33958.59000000 N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901AZ5 1360000.00000000 PA 965196.22000000 0.070409962074 Long DBT CORP CA N 2 2027-12-06 Fixed 4.25000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBH0 400000.00000000 PA USD 323784.99000000 0.023619745284 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKNN4 37119.37000000 PA USD 31280.56000000 0.002281881132 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N LYB International Finance III LLC N/A 50249AAD5 306000.00000000 PA USD 234533.83000000 0.017108975080 Long DBT CORP US N 2 2050-05-01 Fixed 4.20000000 N N N N N N Tofas Turk Otomobil Fabrikasi A/S 789000YSTNETKLRWHT29 N/A 76283.00000000 NS 855052.51000000 0.062375104204 Long EC CORP TR N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RFX9 26750.37000000 PA USD 26929.53000000 0.001964478462 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -19527.09000000 -0.00142447891 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1725874.02000000 USD 17894476.26000000 SEK 2023-10-20 -19527.09000000 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CV9 1077000.00000000 PA USD 1079427.47000000 0.078743001319 Long DBT CORP US N 2 2027-11-17 Fixed 5.12500000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 757000.00000000 PA USD 720043.81000000 0.052526373708 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Brazos Securitization LLC N/A 106230AC9 522000.00000000 PA USD 530847.73000000 0.038724735719 Long DBT CORP US Y 2 2050-09-01 Fixed 5.41300000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDJ9 456602.02000000 PA USD 384759.88000000 0.028067793881 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N MF1 Ltd. N/A 55284JAA7 500000.00000000 PA USD 488250.00000000 0.035617279958 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 6.41793960 N N N N N N RELX plc 549300WSX3VBUFFJOO66 N/A 91067.00000000 NS 3056912.92000000 0.222998306771 Long EC CORP GB N 1 N N N Kingdom of Spain 9598007A56S18711AH60 N/A 2908000.00000000 PA 2783487.93000000 0.203052265979 Long DBT NUSS ES N 2 2030-10-31 Fixed 1.25000000 N N N N N N Legrand SA 969500XXRPGD7HCAFA90 N/A 36091.00000000 NS 3615828.81000000 0.263770582710 Long EC CORP FR N 1 N N N Sodexo SA 969500LCBOG12HXPYM84 N/A 19659.00000000 NS 2017550.68000000 0.147178018229 Long EC CORP FR N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MNQX7 44970.51000000 PA USD 37915.81000000 0.002765915042 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 950000.00000000 PA USD 916389.10000000 0.066849538404 Long DBT CORP FR Y 2 2025-03-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECY4 642428.39000000 PA USD 541869.74000000 0.039528778762 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAL8 983000.00000000 PA USD 900866.18000000 0.065717159115 Long DBT CORP US N 2 2026-01-15 Fixed 1.87500000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804FX7 575000.00000000 PA USD 545365.54000000 0.039783793380 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N MF1 Ltd. N/A 55284JAE9 604312.00000000 PA USD 579617.58000000 0.042282440585 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 7.01794080 N N N N N N Wesfarmers Ltd. 5493003L32ZX9557ST85 N/A 26169.00000000 NS 872733.67000000 0.063664924636 Long EC CORP AU N 1 N N N REC Ltd. 335800B4YRYWAMIJZ374 74947LAD6 612000.00000000 PA USD 604774.22000000 0.044117588746 Long DBT CORP IN Y 2 2028-04-11 Fixed 5.62500000 N N N N N N Belfius Bank SA A5GWLFH3KM7YV2SFQL84 N/A 500000.00000000 PA 548751.65000000 0.040030806238 Long DBT NUSS BE N 2 2028-06-12 Fixed 3.87500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003DBP2 6871623.73610000 PA USD 543643.01000000 0.039658136783 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.53033480 N N N N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 N/A 160600.00000000 NS 3559356.13000000 0.259650965191 Long EC CORP JP N 1 N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AE2 799000.00000000 PA USD 793717.16000000 0.057900760462 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N Thermo Fisher Scientific Finance I BV 549300SM0PJC1F3RPL91 N/A 630000.00000000 PA 450390.71000000 0.032855487985 Long DBT CORP NL N 2 2051-10-18 Fixed 2.00000000 N N N N N N NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery 549300U0XV0GGBTV6I72 44107HAF9 1300000.00000000 PA USD 797783.48000000 0.058197393862 Long DBT CORP US N 2 2050-10-01 Fixed 2.66700000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFU2 485665.55000000 PA USD 489722.43000000 0.035724692045 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 N/A 440000.00000000 PA 294190.97000000 0.021460895319 Long DBT NUSS AU N 2 2025-06-24 Fixed 4.25000000 N N N N N N TELUS Corp. L2TEUTQ8OSHMJWVLCE40 87971MBV4 1775000.00000000 PA 1120915.90000000 0.081769534911 Long DBT CORP CA N 2 2031-11-13 Fixed 2.85000000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A 590000.00000000 PA 550816.71000000 0.040181450007 Long DBT CORP BE N 2 2035-01-23 Fixed 2.00000000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 9477.00000000 NS USD 3813544.80000000 0.278193738405 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 N/A 491000.00000000 PA 539945.20000000 0.039388385767 Long DBT CORP US N 2 2028-06-12 Fixed 4.13400000 N N N N N N Amdocs Ltd. 549300HQV672RJ7RQV66 N/A 14307.00000000 NS USD 1339707.48000000 0.097730130830 Long EC CORP GG N 1 N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AN1 684000.00000000 PA USD 566913.50000000 0.041355692456 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAN0 770000.00000000 PA USD 523236.74000000 0.038169522689 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAC4 1360000.00000000 PA USD 1321208.72000000 0.096380667412 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 6.53612040 N N N N N N STWD Ltd. N/A 78486BAC8 1400000.00000000 PA USD 1292757.76000000 0.094305202369 Long ABS-CBDO CORP KY Y 2 2038-04-18 Floating 6.79442040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7E6 22819.11000000 PA USD 18496.39000000 0.001349290529 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076BD3 281000.00000000 PA USD 273358.80000000 0.019941212306 Long DBT CORP US N 2 2044-02-15 Fixed 4.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -596956.56000000 -0.04354729937 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 27699468.84000000 USD 24553047.38000000 EUR 2023-10-20 -596956.56000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MPWE7 729565.21000000 PA USD 614980.18000000 0.044862101874 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 77929.00000000 NS USD 6839049.04000000 0.498900817836 Long EC CORP IE N 1 N N N La Banque Postale SA 96950066U5XAAIRCPA78 N/A 1300000.00000000 PA 1433600.89000000 0.104579547871 Long DBT CORP FR N 2 2028-05-03 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5DA8 75198.81000000 PA USD 69389.40000000 0.005061877493 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Lenovo Group Ltd. 254900VUZRGD5U73RE46 N/A 1642000.00000000 NS 1882250.06000000 0.137307992502 Long EC CORP HK N 1 N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBU2 907000.00000000 PA USD 887409.99000000 0.064735545421 Long DBT CORP US N 2 2033-02-15 Fixed 4.62500000 N N N N N N JBS USA LUX SA N/A 46590XAF3 621000.00000000 PA USD 532487.32000000 0.038844341937 Long DBT CORP US Y 2 2029-02-02 Fixed 3.00000000 N N N N N N Aon plc 635400FALWQYX5E6QC64 N/A 41743.00000000 NS USD 13295145.50000000 0.969865682263 Long EC CORP IE N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 57955.00000000 NS USD 5779272.60000000 0.421591336716 Long EC CORP US N 1 N N N Willis Towers Watson plc 549300WHC56FF48KL350 N/A 27481.00000000 NS USD 5807559.73000000 0.423654850548 Long EC CORP IE N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MTRE5 300070.60000000 PA USD 287291.57000000 0.020957591968 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Quebecor, Inc. N/A 748193208 87819.00000000 NS 2149772.36000000 0.156823438798 Long EC CORP CA N 1 N N N N/A N/A N/A 30.00000000 NC -25200.27000000 -0.00183833091 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-Buxl 2023-09-07 4037400.00000000 EUR -29754.78000000 N N N Kubota Corp. 549300CSY4INHEHQQT13 N/A 226800.00000000 NS 3418779.04000000 0.249396027003 Long EC CORP JP N 1 N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAL0 675000.00000000 PA USD 600905.21000000 0.043835348885 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 N/A 329600.00000000 NS 8491893.97000000 0.619473968067 Long EC CORP SG N 1 N N N Orient Overseas International Ltd. 529900DQ426GJO276W95 N/A 25500.00000000 NS 424732.98000000 0.030983785880 Long EC CORP BM N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECU2 420990.38000000 PA USD 372063.70000000 0.027141622048 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N Reckitt Benckiser Group plc 5493003JFSMOJG48V108 N/A 69492.00000000 NS 5206477.75000000 0.379806606493 Long EC CORP GB N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179XLD6 553865.80000000 PA USD 493256.64000000 0.035982508629 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.00000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAJ7 607000.00000000 PA USD 577569.78000000 0.042133055913 Long DBT CORP IT Y 2 2029-05-09 Fixed 4.25000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 580000.00000000 PA 641812.49000000 0.046819488248 Long DBT CORP CA N 2 2028-07-05 Fixed 4.12500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BS2 1681000.00000000 PA USD 1549593.02000000 0.113041041301 Long DBT CORP JP N 2 2025-07-17 Fixed 1.41200000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687FY7 658000.00000000 PA USD 536979.53000000 0.039172043527 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N Kingdom of Sweden ERE94C0BSULG2RM19605 N/A 63500000.00000000 PA 5511740.16000000 0.402075150718 Long DBT NUSS SE N 2 2028-05-12 Fixed 0.75000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 415589.00000000 NS USD 18809558.14000000 1.372135787345 Long EC CORP US N 1 N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 N/A 500000.00000000 PA 530691.27000000 0.038713322140 Long DBT CORP NL N 2 2043-02-24 Fixed 3.62500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMY58 22377.00000000 PA USD 18882.06000000 0.001377424715 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 4381000.00000000 PA 2592504.52000000 0.189120244307 Long DBT NUSS AU N 2 2039-06-21 Fixed 3.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3208.26000000 -0.00023403890 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 267518.71000000 USD 239447.43000000 EUR 2023-10-20 -3208.26000000 N N N AerCap Ireland Capital DAC N/A 00774MBC8 596000.00000000 PA USD 593858.70000000 0.043321314027 Long DBT CORP IE N 2 2028-06-06 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YDL5 800000.00000000 PA USD 804654.08000000 0.058698596287 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N APA Infrastructure Ltd. 261700SS8OEHDOCOUJ33 N/A 1140000.00000000 PA 974162.90000000 0.071064071141 Long DBT CORP AU N 2 2036-03-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K8RB9 197959.99000000 PA USD 168234.91000000 0.012272544574 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N Bermuda 549300FP5PUZXX9FVJ40 085209AJ3 1331000.00000000 PA USD 1305045.50000000 0.095201578970 Long DBT NUSS BM Y 2 2032-07-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 82.00000000 NC 93593.38000000 0.006827530195 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Long Gilt 2023-09-27 7882660.00000000 GBP 85203.03000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2NA8 3177082.00000000 PA USD 192895.26000000 0.014071488946 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.93756240 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DF9 640000.00000000 PA USD 671904.00000000 0.049014629540 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAB2 511000.00000000 PA USD 446014.63000000 0.032536257946 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DD4 548000.00000000 PA USD 452008.26000000 0.032973486410 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N NN Group NV 724500OHYNDT9OY6Q215 N/A 550000.00000000 PA 607373.70000000 0.044307217844 Long DBT CORP NL N 2 2043-11-03 Variable 6.00000140 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H052686 200000.00000000 PA USD 198750.00000000 0.014498585543 Long ABS-MBS USGA US N 2 2053-08-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3895.78000000 0.000284192702 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1243760.75000000 GBP 1600424.94000000 USD 2023-10-20 3895.78000000 N N N TDF Infrastructure SASU 969500BWNQ1B0PI06I59 N/A 300000.00000000 PA 330351.37000000 0.024098755207 Long DBT CORP FR N 2 2028-07-21 Fixed 5.62500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BE7 808000.00000000 PA USD 664890.81000000 0.048503025338 Long DBT CORP US Y 2 2031-04-27 Fixed 2.85000000 N N N N N N Low Income Investment Fund N/A 54750AAB2 760000.00000000 PA USD 679913.37000000 0.049598903936 Long DBT CORP US N 2 2029-07-01 Fixed 3.71100000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 N/A 9629000.00000000 PA 2776549.35000000 0.202546104491 Long DBT NUSS PE N 2 2033-08-12 Fixed 7.30000000 N N N N N N Aeroporti di Roma SpA 8156007259ABDEA3F444 N/A 830000.00000000 PA 902868.04000000 0.065863192517 Long DBT CORP IT N 2 2033-07-10 Fixed 4.87500000 N N N N N N Diageo plc 213800ZVIELEA55JMJ32 N/A 162348.00000000 NS 7078667.66000000 0.516380722541 Long EC CORP GB N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EH52 507478.70000000 PA USD 448500.52000000 0.032717600783 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 2.00000000 N N N N N N Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 N/A 825000.00000000 PA 826737.69000000 0.060309570419 Long DBT CORP US N 2 2026-05-22 Fixed 1.37500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDA0 913000.00000000 PA USD 921711.23000000 0.067237781710 Long DBT CORP US N 2 2034-06-08 Variable 6.37700040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNL2 3056884.00000000 PA USD 233487.86000000 0.017032672763 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.34150760 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03881EAG2 857500.00000000 PA USD 804700.30000000 0.058701967983 Long ABS-CBDO CORP KY Y 2 2036-05-15 Floating 7.28611920 N N N N N N Bruce Power LP 549300R8DACS3G0K8262 116705AK0 1600000.00000000 PA 1072733.48000000 0.078254682392 Long DBT CORP CA N 2 2028-12-21 Fixed 2.68000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBV9 512000.00000000 PA USD 531321.38000000 0.038759287945 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WR34 447896.52000000 PA USD 399617.64000000 0.029151650507 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N PPL Electric Utilities Corp. 549300GCZLSGYEYPIR35 69351UBB8 948000.00000000 PA USD 951994.50000000 0.069446911675 Long DBT CORP US N 2 2053-05-15 Fixed 5.25000000 N N N N N N Bacardi Ltd. 549300R32WTQNHNN5055 067316AG4 658000.00000000 PA USD 616406.29000000 0.044966134970 Long DBT CORP BM Y 2 2038-05-15 Fixed 5.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELAF0 976203.98000000 PA USD 898503.45000000 0.065544800660 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 1086800.00000000 NS 8754597.41000000 0.638637884029 Long EC CORP JP N 1 N N N Japan 353800WZS8AXZXFUC241 N/A 1195500000.00000000 PA 7468209.05000000 0.544797322117 Long DBT NUSS JP N 2 2039-12-20 Fixed 0.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F84L4 3594105.00000000 PA USD 230999.96000000 0.016851183299 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.08083880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKH78 43563.00000000 PA USD 39532.60000000 0.002883858027 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KL0 460000.00000000 PA USD 457350.52000000 0.033363198177 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 96984.00000000 NS 1988082.59000000 0.145028354713 Long EC CORP NL N 1 N N N N/A N/A N/A 207.00000000 NC USD -503248.19000000 -0.03671138079 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2023-09-20 23061093.75000000 USD -503248.19000000 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BY4 399000.00000000 PA USD 368676.60000000 0.026894536971 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N Ontario Teachers' Cadillac Fairview Properties Trust N/A 68327LAD8 927000.00000000 PA USD 728262.16000000 0.053125892956 Long DBT CORP CA Y 2 2031-10-15 Fixed 2.50000000 N N N N N N Adaro Energy Indonesia Tbk. PT 529900P2WAH7XA87OI24 N/A 1782600.00000000 NS 284885.01000000 0.020782036164 Long EC CORP ID N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31415MM51 85617.12000000 PA USD 88289.48000000 0.006440616746 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 206150000.00000000 PA 1721391.99000000 0.125573579982 Long DBT NUSS JP N 2 2040-03-20 Fixed 2.30000000 N N N N N N Unicaja Banco SA 5493007SJLLCTM6J6M37 N/A 700000.00000000 PA 758380.78000000 0.055323011892 Long DBT CORP ES N 2 2029-02-21 Variable 5.12500150 N N N N N N N/A N/A N/A 1.00000000 NC N/A 203829.54000000 0.014869132186 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8399719.59000000 EUR 9475733.75000000 USD 2023-10-20 203829.54000000 N N N Republic of Chile 549300FLZTJM5YJF8D34 N/A 990000.00000000 PA 1072177.43000000 0.078214119180 Long DBT NUSS CL N 2 2034-07-05 Fixed 4.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 76302.00000000 NS USD 12052663.92000000 0.879228069813 Long EC CORP US N 1 N N N His Majesty The King in Right of New Zealand 549300237GPHG2AI7C34 N/A 7980000.00000000 PA 4004432.95000000 0.292118810969 Long DBT NUSS NZ N 2 2032-05-15 Fixed 2.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CB8 484000.00000000 PA USD 389393.94000000 0.028405843267 Long DBT CORP JP N 2 2032-10-13 Variable 2.49400080 N N N N N N N/A N/A N/A 1.00000000 NC N/A -26823.01000000 -0.00195670794 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1208629.76000000 USD 7971326.39000000 DKK 2023-10-20 -26823.01000000 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DV9 672000.00000000 PA USD 660112.47000000 0.048154450892 Long DBT CORP US N 2 2053-02-21 Fixed 5.62500000 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 N/A 27730.00000000 NS 1048216.46000000 0.076466193780 Long EC CORP AT N 1 N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2C5 884000.00000000 PA USD 849265.60000000 0.061952955728 Long DBT CORP CA N 2 2027-06-08 Fixed 4.10800000 N N N N N N Samsung Fire & Marine Insurance Co. Ltd. 988400JMBDK47EW0Z936 N/A 17313.00000000 NS 3314142.71000000 0.241762926216 Long EC CORP KR N 1 N N N Enel Americas SA 549300LKH11TFCJLZK20 29274FAF1 3133000.00000000 PA USD 2995931.25000000 0.218549763580 Long DBT CORP CL N 2 2026-10-25 Fixed 4.00000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 N/A 420000.00000000 PA 449330.91000000 0.032778176785 Long DBT CORP NL N 2 2043-02-20 Fixed 4.50000000 N N N N N N Holcim Sterling Finance Netherlands BV 529900KU5LFL22MEGK07 N/A 850000.00000000 PA 768968.95000000 0.056095406803 Long DBT CORP NL N 2 2034-04-04 Fixed 2.25000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 N/A 810000.00000000 PA 902473.07000000 0.065834379906 Long DBT CORP GB N 2 2033-05-23 Variable 4.85600015 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RSU4 1815000.00000000 PA USD 1709801.33000000 0.124728054571 Long DBT MUN US N 2 2038-07-01 Fixed 4.94900000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AD0 670000.00000000 PA USD 460524.36000000 0.033594726181 Long DBT CORP US N 2 2050-01-01 Fixed 2.95500000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506107 45057.00000000 NS USD 6483702.30000000 0.472978678930 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 45393.00000000 NS USD 6253793.61000000 0.456207102531 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -10554.96000000 -0.00076997227 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1229070.07000000 USD 4899803.38000000 PLN 2023-10-20 -10554.96000000 N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880VAC4 302228.82000000 PA USD 300949.49000000 0.021953921635 Long ABS-CBDO CORP KY Y 2 2034-09-15 Floating 6.78611880 N N N N N N Axalta Coating Systems Ltd. 529900AGLPA40GV6H619 N/A 91928.00000000 NS USD 2941696.00000000 0.214593364025 Long EC CORP BM N 1 N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A 910000.00000000 PA USD 907725.00000000 0.066217502202 Long DBT CORP GB N 2 2023-08-31 Floating 5.23514160 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBN5 677000.00000000 PA USD 476637.38000000 0.034770152590 Long DBT CORP US N 2 2051-04-22 Variable 3.10899960 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 490000.00000000 PA 539829.28000000 0.039379929535 Long DBT CORP GB N 2 2034-02-28 Variable 5.76299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHNH1 356962.61000000 PA USD 330061.13000000 0.024077582530 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 N/A 299000.00000000 PA USD 270104.64000000 0.019703825050 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -36787.42000000 -0.00268360028 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2100789.73000000 USD 1869846.82000000 EUR 2023-10-20 -36787.42000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERZ60 673362.44000000 PA USD 662143.81000000 0.048302634825 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 7097.00000000 NS USD 1416064.41000000 0.103300281680 Long EC CORP US N 1 N N N BSPRT Issuer Ltd. N/A 05602CAE4 388000.00000000 PA USD 379524.14000000 0.027685852627 Long ABS-CBDO CORP KY Y 2 2038-12-15 Floating 7.38612000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAX8 433000.00000000 PA USD 441457.14000000 0.032203794255 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.33800000 N N N N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 29452EAC5 907000.00000000 PA USD 897342.45000000 0.065460107036 Long DBT CORP US N 2 2033-01-11 Fixed 5.59400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9BH4 335959.41000000 PA USD 338212.15000000 0.024672190132 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851108 24784.00000000 NS USD 916512.32000000 0.066858527162 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 178.21000000 0.000013000215 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 265953.90000000 USD 338249213.00000000 KRW 2023-09-20 178.21000000 N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 63835.00000000 NS USD 4868057.10000000 0.355119206524 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 12331.70000000 0.000899583433 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 322088549.00000000 JPY 2305083.61000000 USD 2023-10-20 12331.70000000 N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503M108 29851.00000000 NS USD 4169587.68000000 0.304166659930 Long EC CORP US N 1 N N N National Grid plc 8R95QZMKZLJX5Q2XR704 N/A 350996.00000000 NS 4646399.14000000 0.338949511457 Long EC CORP GB N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546AL8 300000.00000000 PA USD 276477.23000000 0.020168698214 Long DBT CORP US N 2 2044-11-15 Fixed 4.87500000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 58685.00000000 NS 18210149.65000000 1.328409622475 Long EC CORP CH N 1 N N N Oklahoma Development Finance Authority 549300PXGPHUWC32DJ91 67884XCQ8 992000.00000000 PA USD 893454.92000000 0.065176516162 Long DBT MUN US N 2 2030-08-15 Fixed 4.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KFYV1 62202.00000000 PA USD 53538.83000000 0.003905596511 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNEU2 773892.60000000 PA USD 627330.95000000 0.045763076442 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 154900000.00000000 PA 8728145.54000000 0.636708250319 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.49999880 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 200000.00000000 PA 198261.84000000 0.014462974829 Long DBT CORP DE N 2 2028-02-23 Variable 1.87500135 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KPF52 140063.45000000 PA USD 131913.94000000 0.009622971288 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N KDDI Corp. 5299003FU7V4I45FU310 N/A 318300.00000000 NS 9367884.58000000 0.683376482757 Long EC CORP JP N 1 N N N Low Income Investment Fund N/A 54750AAA4 285000.00000000 PA USD 266221.29000000 0.019420539102 Long DBT CORP US N 2 2026-07-01 Fixed 3.38600000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -20842.71000000 -0.00152045189 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 92649261.10000000 MXN 5430330.27000000 USD 2023-10-20 -20842.71000000 N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAG4 699000.00000000 PA USD 562846.18000000 0.041058986106 Long DBT CORP US N 2 2031-02-01 Fixed 2.40000000 N N N N N N Lonza Finance International NV 549300AS6XQBD4ETT379 N/A 150000.00000000 PA 163655.08000000 0.011938451205 Long DBT CORP BE N 2 2033-05-25 Fixed 3.87500000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523100 35735.00000000 NS USD 10545398.50000000 0.769274778597 Long EC CORP US N 1 N N N Canada 4BFD7AQU0A75QLAHK410 135087M84 2168000.00000000 PA 1488935.02000000 0.108616109467 Long DBT NUSS CA N 2 2027-03-01 Fixed 1.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H032688 700000.00000000 PA USD 643125.00000000 0.046915234354 Long ABS-MBS USGA US N 2 2053-08-15 Fixed 3.50000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MBA5 741000.00000000 PA USD 729780.67000000 0.053236666527 Long DBT CORP CA N 2 2028-03-27 Fixed 4.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 423000.00000000 PA USD 380172.90000000 0.027733178928 Long DBT CORP US N 2 2031-04-01 Variable 3.62199960 N N N N N N Seagate Technology Holdings plc 635400RUXIFEZSRU8X70 N/A 17948.00000000 NS USD 1139698.00000000 0.083139667658 Long EC CORP IE N 1 N N N Aon Corp. N/A 03740LAE2 718000.00000000 PA USD 562712.44000000 0.041049229926 Long DBT CORP US N 2 2052-02-28 Fixed 3.90000000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502101 38956.00000000 NS USD 3867162.12000000 0.282105060673 Long EC CORP US N 1 N N N FS RIALTO N/A 30319YAC2 1454000.00000000 PA USD 1373124.16000000 0.100167839477 Long ABS-CBDO CORP KY Y 2 2038-05-16 Floating 6.88611960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX50 472407.30000000 PA USD 463117.70000000 0.033783907372 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N FORT CRE Issuer LLC N/A 34706CAC3 592000.00000000 PA USD 574389.78000000 0.041901078545 Long ABS-CBDO CORP US Y 2 2039-02-23 Floating 7.31868120 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 89712.00000000 NS USD 10560896.64000000 0.770405350213 Long EC CORP US N 1 N N N Sberbank of Russia PJSC 549300WE6TAF5EEWQS81 N/A 780516.00000000 NS 0.00000000 0.000000 Long EC CORP RU N 3 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CG2 1029000.00000000 PA USD 957998.34000000 0.069884884947 Long DBT CORP GB N 2 2026-06-04 Variable 2.09900160 N N N N N N BP Capital Markets BV 7245003VD7E4T30HJD24 N/A 610000.00000000 PA 670086.01000000 0.048882009246 Long DBT CORP NL N 2 2035-05-12 Fixed 4.32300000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 N/A 600000.00000000 PA 660015.34000000 0.048147365369 Long DBT CORP FR N 2 2033-06-14 Fixed 4.12500000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 631406.00000000 NS 7987126.47000000 0.582651755345 Long EC CORP DE N 1 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 193412.00000000 NS USD 12784533.20000000 0.932617098055 Long EC CORP US N 1 N N N Electricite de France SA 549300X3UK4GG3FNMO06 28504DAC7 700000.00000000 PA USD 720814.58000000 0.052582600500 Long DBT NUSS FR Y 2 2033-05-23 Fixed 6.25000000 N N N N N N MF1 Ltd. N/A 55283TAE8 1400000.00000000 PA USD 1346872.66000000 0.098252822529 Long ABS-CBDO CORP KY Y 2 2036-07-16 Floating 6.99441840 N N N N N N VICI Properties LP 254900X4QE7SGKQLLN38 925650AC7 770000.00000000 PA USD 728534.81000000 0.053145782462 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AL4 974000.00000000 PA USD 939726.12000000 0.068551947364 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FAWS3 3914000.00000000 PA USD 3696562.82000000 0.269660036548 Long ABS-MBS USGSE US N 2 2027-07-25 Fixed 3.19400000 N N N N N N Nomura Research Institute Ltd. 5299005F1HCVF4M4QN79 N/A 114600.00000000 NS 3247127.54000000 0.236874246090 Long EC CORP JP N 1 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CAT2 515000.00000000 PA USD 393086.46000000 0.028675208384 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N VGP NV 315700NENYPIXFR94T49 N/A 800000.00000000 PA 638123.41000000 0.046550374075 Long DBT CORP BE N 2 2029-04-08 Fixed 1.50000000 N N N N N N Vistra Corp. 549300KP43CPCUJOOG15 92840M102 28857.00000000 NS USD 809727.42000000 0.059068690646 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -80860.14000000 -0.00589865487 N/A DFE N/A N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 4113230.75000000 USD 42287508.40000000 SEK 2023-10-20 -80860.14000000 N N N Arcadis NV 7245000UZH70GO047N03 N/A 477000.00000000 PA 527179.26000000 0.038457125021 Long DBT CORP NL N 2 2028-02-28 Fixed 4.87500000 N N N N N N CGI, Inc. 549300WSRCZY73ZG3090 12532H104 26101.00000000 NS 2652359.61000000 0.193486604773 Long EC CORP CA N 1 N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 N/A 286976.00000000 NS 4878095.53000000 0.355851498529 Long EC CORP NL N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKQL5 60188.06000000 PA USD 50963.52000000 0.003717730587 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N SPP-Distribucia A/S 213800AGL5LRVQNANS48 N/A 2200000.00000000 PA 1666380.21000000 0.121560533450 Long DBT CORP SK N 2 2031-06-09 Fixed 1.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 1617000.00000000 PA USD 1339337.65000000 0.097703152154 Long DBT CORP US N 2 2032-04-22 Variable 2.68700040 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AW0 572000.00000000 PA USD 571384.42000000 0.041681840965 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.62500000 N N N N N N Samhallsbyggnadsbolaget i Norden AB 549300HX9MRFY47AH564 N/A 565000.00000000 PA 415577.11000000 0.030315875619 Long DBT CORP SE N 2 2026-09-04 Fixed 1.12499935 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KHW31 69237.88000000 PA USD 59696.70000000 0.004354806096 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -7006.12000000 -0.00051108845 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 1168308.05000000 USD 1538302.68000000 SGD 2023-10-20 -7006.12000000 N N N GNMA 549300M8ZYFG0OCMTT87 36179XX68 322991.63000000 PA USD 321055.87000000 0.023420659097 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 N/A 843000.00000000 PA 740944.83000000 0.054051079250 Long DBT CORP HK N 2 2033-09-09 Variable 0.88000040 N N N N N N Organon & Co. 549300AMCKY57OK2CO56 68622V106 153029.00000000 NS USD 3363577.42000000 0.245369131860 Long EC CORP US N 1 N N N Ingersoll Rand, Inc. 5299004C02FMZCUOIR50 45687V106 83413.00000000 NS USD 5444366.51000000 0.397160319886 Long EC CORP US N 1 N N N MDGH GMTN RSC Ltd. 213800WRY6FRL9IXLT77 N/A 675000.00000000 PA USD 576158.40000000 0.042030097354 Long DBT CORP AE N 2 2031-06-03 Fixed 2.50000000 N N N N N N BANK N/A 06540CBL0 6175182.64800000 PA USD 350387.27000000 0.025560351233 Long ABS-MBS CORP US N 2 2064-06-15 Variable 1.04327280 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 052528AM8 1034000.00000000 PA USD 790730.42000000 0.057682881189 Long DBT CORP AU Y 2 2035-11-25 Variable 2.57000040 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BW9 204000.00000000 PA USD 206555.80000000 0.015068009740 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAC2 456000.00000000 PA USD 385667.03000000 0.028133969438 Long DBT CORP NL Y 2 2047-05-25 Fixed 4.75000000 N N N N N N KB Financial Group, Inc. 529900TKE4MXG3Q6GW86 N/A 18415.00000000 NS 736802.26000000 0.053748883499 Long EC CORP KR N 1 N N N European Stability Mechanism 222100W4EEAQ77386N50 N/A 540000.00000000 PA 464108.05000000 0.033856152274 Long DBT NUSS LU N 2 2031-10-15 Fixed 0.01000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ALX4 332774.70000000 PA USD 327619.38000000 0.023899459656 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431109 17742.00000000 NS USD 3361931.58000000 0.245249069711 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 102753.79000000 0.007495771644 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 119837996.00000000 TWD 3916491.96000000 USD 2023-08-03 102753.79000000 N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 1900000000.00000000 PA 1410187.07000000 0.102871536438 Long DBT NUSS KR N 2 2027-12-10 Fixed 2.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LQRS1 789821.59000000 PA USD 640424.61000000 0.046718243987 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAA6 587000.00000000 PA USD 501162.12000000 0.036559204368 Long DBT CORP NL Y 2 2030-01-21 Fixed 3.68000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 1089000.00000000 PA USD 1081635.54000000 0.078904077504 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LVSM2 30077.80000000 PA USD 25394.46000000 0.001852496858 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691YAP6 4661946.60020000 PA USD 300914.20000000 0.021951347270 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.29284640 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 640000.00000000 PA 717086.51000000 0.052310642050 Long DBT CORP IT N 2 2030-05-19 Fixed 4.87500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PCQ3 184000.00000000 PA USD 180204.80000000 0.013145734380 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918CE2 753000.00000000 PA USD 550102.83000000 0.040129373276 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6438.88000000 -0.00046970894 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 584539.35000000 USD 2118396.33000000 ILS 2023-10-23 -6438.88000000 N N N CF Hippolyta Issuer LLC N/A 12530MAA3 367187.79000000 PA USD 330714.00000000 0.024125208651 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -848838.36000000 -0.06192178905 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34434309537.00000000 KRW 26266183.21000000 USD 2023-10-05 -848838.36000000 N N N Japan 353800WZS8AXZXFUC241 N/A 887450000.00000000 PA 6742162.23000000 0.491833035684 Long DBT NUSS JP N 2 2044-06-20 Fixed 1.70000000 N N N N N N ACREC Ltd. N/A 00500RAG0 1125500.00000000 PA USD 1070744.76000000 0.078109607539 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 7.49441880 N N N N N N China Petroleum & Chemical Corp. 529900A2OB24EZ5B3J19 N/A 8924000.00000000 NS 4977548.12000000 0.363106451403 Long EC CORP CN N 1 N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501R106 400050.00000000 NS 7997056.08000000 0.583376109056 Long EC CORP CA N 1 N N N Lear Corp. 549300UPNBTXA1SYTQ33 521865204 25434.00000000 NS USD 3936165.84000000 0.287138803250 Long EC CORP US N 1 N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 N/A 2657.00000000 NS 1282111.81000000 0.093528592473 Long EC CORP CH N 1 N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 N/A 730000.00000000 PA 807972.52000000 0.058940672695 Long DBT CORP GB N 2 2032-09-21 Fixed 4.75000000 N N N N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177J102 64578.00000000 NS USD 1529207.04000000 0.111553907339 Long EC CORP US N 1 N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBF5 835000.00000000 PA USD 766974.19000000 0.055949891339 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 N/A 100000.00000000 PA 86448.19000000 0.006306296743 Long DBT CORP US N 2 2081-09-15 Variable 1.87500135 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5GF6 624704.03000000 PA USD 575997.92000000 0.042018390521 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 1004000.00000000 PA USD 922415.24000000 0.067289138435 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 13864.03000000 0.001011365156 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3723654.94000000 EUR 4124164.56000000 USD 2023-10-20 13864.03000000 N N N Business Jet Securities LLC N/A 12327FAA5 156152.81000000 PA USD 146004.44000000 0.010650857172 Long ABS-O CORP US Y 2 2035-11-15 Fixed 2.98100000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 110749.00000000 NS USD 3679081.78000000 0.268384814642 Long EC CORP US N 1 N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAG4 725000.00000000 PA USD 566261.74000000 0.041308147308 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 300000.00000000 PA 394798.76000000 0.028800118714 Long DBT CORP GB N 2 2032-11-14 Variable 8.40700120 N N N N N N SES SA 5493008JPA4HYMH1HX51 N/A 580000.00000000 PA 592237.11000000 0.043203020888 Long DBT CORP LU N 2 2029-01-14 Fixed 3.50000000 N N N N N N BXMT Ltd. N/A 05609GAE8 1996500.00000000 PA USD 1767244.10000000 0.128918439047 Long ABS-MBS CORP KY Y 2 2038-05-15 Floating 6.88611960 N N N N N N Magyar Export-Import Bank Zrt. 529900O4UGETQ9Q3AA63 55977YAA6 314000.00000000 PA USD 314521.12000000 0.022943956546 Long DBT NUSS HU Y 2 2027-12-04 Fixed 6.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -85611.87000000 -0.00624528815 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3567508.11000000 USD 75890743.75000000 CZK 2023-10-20 -85611.87000000 N N N China Construction Bank Corp. 5493001KQW6DM7KEDR62 N/A 2240000.00000000 NS 1301106.57000000 0.094914238524 Long EC CORP CN N 1 N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177JAN2 931000.00000000 PA USD 935956.83000000 0.068276981962 Long DBT CORP US Y 2 2053-03-22 Fixed 5.05000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAP5 478000.00000000 PA USD 479851.77000000 0.035004638670 Long DBT CORP US N 2 2028-02-15 Fixed 5.55000000 N N N N N N Secom Co. Ltd. 529900TYCL9N3E9PGE47 N/A 81100.00000000 NS 5434409.73000000 0.396433984154 Long EC CORP JP N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPKC0 198326.35000000 PA USD 173597.27000000 0.012663722612 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFW2 1523000.00000000 PA USD 67346.76000000 0.004912869237 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 1.36681560 N N N N N N United Tractors Tbk. PT 529900N9ELYOWQV4FW14 N/A 196400.00000000 NS 358482.10000000 0.026150859837 Long EC CORP ID N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4991.54000000 -0.00036412714 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2617968.39000000 USD 82106819.00000000 TWD 2023-08-03 -4991.54000000 N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXX6 585000.00000000 PA USD 464219.73000000 0.033864299202 Long DBT MUN US N 2 2040-12-01 Fixed 3.38400000 N N N N N N Corp. Inmobiliaria Vesta SAB de CV 4469000001BIRIFZJ959 N/A 285000.00000000 PA USD 238687.50000000 0.017411980563 Long DBT CORP MX N 2 2031-05-13 Fixed 3.62500000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 48076.00000000 NS USD 3027345.72000000 0.220841413294 Long EC CORP US N 1 N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 N/A 610000.00000000 PA 679938.97000000 0.049600771427 Long DBT CORP IE N 2 2031-07-04 Variable 4.99999995 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 N/A 650000.00000000 PA 598661.81000000 0.043671695416 Long DBT CORP GB N 2 2030-01-16 Fixed 2.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAB9 1063000.00000000 PA USD 953686.54000000 0.069570344061 Long DBT CORP US N 2 2027-05-04 Variable 1.59300000 N N N N N N Holding d'Infrastructures de Transport SASU 9695004S3RCE0Q5V8G28 N/A 800000.00000000 PA 715072.58000000 0.052163728156 Long DBT CORP FR N 2 2031-01-18 Fixed 1.47500000 N N N N N N Republic of Croatia 74780000O00QGQ7CER13 N/A 2555000.00000000 PA 2800513.91000000 0.204294291778 Long DBT NUSS HR N 2 2035-06-14 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 534000.00000000 PA USD 501387.27000000 0.036575628803 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AV0 281000.00000000 PA USD 235900.28000000 0.017208656047 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 122393.08000000 0.008928435423 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 130773337.00000000 TWD 4284138.80000000 USD 2023-08-03 122393.08000000 N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 N/A 870000.00000000 PA 766218.13000000 0.055894737625 Long DBT CORP SE N 2 2029-05-26 Fixed 1.00000000 N N N N N N N/A N/A N/A 39.00000000 NC USD -10602.29000000 -0.00077342494 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2023-09-20 4562390.63000000 USD -10602.29000000 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141G104 32871.00000000 NS USD 11697802.77000000 0.853341354143 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -22699.52000000 -0.00165590406 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 477827.10000000 USD 162983000.00000000 HUF 2023-10-20 -22699.52000000 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 580000.00000000 PA 642805.30000000 0.046891912604 Long DBT CORP FR N 2 2043-07-11 Variable 5.49999885 N N N N N N N/A N/A N/A -10.00000000 NC 17349.10000000 0.001265597033 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Bund 2023-09-07 -1330000.00000000 EUR 18228.94000000 N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417106 28925.00000000 NS USD 1234519.00000000 0.090056751330 Long EC CORP US N 1 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 685000.00000000 PA 561132.46000000 0.040933972189 Long DBT CORP IT N 2 2030-06-08 Variable 1.87500135 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F62R7 1752322.00000000 PA USD 119862.50000000 0.008743832501 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.16971560 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3281.72000000 0.000239397726 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 709873.25000000 GBP 914496.63000000 USD 2023-10-20 3281.72000000 N N N ACS Actividades de Construccion y Servicios SA 95980020140005558665 N/A 21702.00000000 NS 758552.28000000 0.055335522621 Long EC CORP ES N 1 N N N Kingdom of Spain 9598007A56S18711AH60 N/A 3866000.00000000 PA 4284216.33000000 0.312528689051 Long DBT NUSS ES Y 2 2039-07-30 Fixed 3.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEAV4 106244.29000000 PA USD 90865.64000000 0.006628544676 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 28470.00000000 NS USD 9563642.40000000 0.697656792187 Long EC CORP US N 1 N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAG5 225000.00000000 PA USD 211495.28000000 0.015428339165 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 7.03612080 N N N N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506AP6 429000.00000000 PA USD 364233.89000000 0.026570446350 Long DBT CORP US Y 2 2027-10-15 Fixed 1.83200000 N N N N N N Ubisoft Entertainment SA 969500I7C8V1LBIMSM05 N/A 1900000.00000000 PA 1633031.28000000 0.119127767088 Long DBT CORP FR N 2 2027-11-24 Fixed 0.87800000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AP0 268000.00000000 PA USD 218795.20000000 0.015960859993 Long DBT CORP FR Y 2 2029-03-23 Variable 4.74999840 N N N N N N National Grid Electricity Transmission plc 5XJXCCYG4SDKFJ5WLB02 N/A 820000.00000000 PA 630654.72000000 0.046005541668 Long DBT CORP GB N 2 2040-04-17 Fixed 2.00000000 N N N N N N BBCMS Mortgage Trust N/A 054975AJ6 584994.00000000 PA USD 610035.25000000 0.044501374877 Long ABS-MBS CORP US N 2 2055-12-15 Variable 6.14855880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BAFE6 139565.99000000 PA USD 122409.56000000 0.008929637620 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 307047.00000000 NS USD 9825504.00000000 0.716759296883 Long EC CORP US N 1 N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 N/A 610000.00000000 PA 560318.72000000 0.040874610786 Long DBT CORP GB N 2 2029-11-17 Variable 0.79999970 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAE8 531000.00000000 PA USD 479843.58000000 0.035004041219 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N NBN Co. Ltd. 2549007CRZ2NT7S96A24 N/A 353000.00000000 PA 395951.95000000 0.028884242607 Long DBT NUSS AU N 2 2033-03-15 Fixed 4.37500000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DX5 242000.00000000 PA USD 242018.02000000 0.017654938194 Long DBT CORP US N 2 2031-01-30 Fixed 5.25000000 N N N N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 153814.00000000 NS 10165955.64000000 0.741594855253 Long EC CORP GB N 1 N N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 494368103 55467.00000000 NS USD 7160789.70000000 0.522371431582 Long EC CORP US N 1 N N N Grand City Properties SA 5299002QLUYKK2WBMB18 N/A 900000.00000000 PA 421182.17000000 0.030724758346 Long DBT CORP LU N 2 2026-03-11 Variable 1.50000035 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZN7 362000.00000000 PA USD 276505.42000000 0.020170754642 Long DBT CORP US N 2 2043-02-24 Variable 3.43599840 N N N N N N CRH SMW Finance DAC 54930044475SH442C864 N/A 470000.00000000 PA 516063.23000000 0.037646223326 Long DBT CORP IE N 2 2031-07-11 Fixed 4.00000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAS0 501000.00000000 PA USD 461937.71000000 0.033697828449 Long DBT CORP US N 2 2025-07-15 Fixed 1.35000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGK0 316000.00000000 PA USD 255602.08000000 0.018645879859 Long DBT CORP US N 2 2045-05-01 Fixed 3.90000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058100 36607.00000000 NS USD 1660493.52000000 0.121131106137 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6699.78000000 0.000488741300 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 487894.40000000 EUR 545254.68000000 USD 2023-10-20 6699.78000000 N N N Techtronic Industries Co. Ltd. 549300HZW2SBE758OK89 N/A 206000.00000000 NS 2325751.07000000 0.169660884740 Long EC CORP HK N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNEG4 311471.97000000 PA USD 263894.10000000 0.019250773249 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BW87 124249.77000000 PA USD 121955.67000000 0.008896526863 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BXQY1 1500000.00000000 PA USD 1418319.00000000 0.103464751446 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 3.22400000 N N N N N N Volvo AB 549300HGV012CNC8JD22 928856301 249730.00000000 NS 5505191.38000000 0.401597424695 Long EC CORP SE N 1 N N N Charter Communications Operating LLC N/A 161175AZ7 709000.00000000 PA USD 696353.45000000 0.050798188999 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874DS3 586000.00000000 PA USD 576163.59000000 0.042030475959 Long DBT CORP US N 2 2033-03-27 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KE2N7 57748.55000000 PA USD 49791.21000000 0.003632211912 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 1007000.00000000 PA USD 940758.28000000 0.068627242257 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N Corning, Inc. 549300X2937PB0CJ7I56 N/A 460000.00000000 PA 503558.77000000 0.036734037248 Long DBT CORP US N 2 2031-05-15 Fixed 4.12500000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 21440.00000000 NS USD 4162147.20000000 0.303623885410 Long EC CORP US N 1 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 65140.00000000 NS 3957800.22000000 0.288717006566 Long EC CORP FR N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDB3 1074191.41000000 PA USD 870097.85000000 0.063472644577 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N P3 Group Sarl 529900GR62MT0O5VW110 N/A 680000.00000000 PA 605858.80000000 0.044196707619 Long DBT CORP LU N 2 2029-01-26 Fixed 1.62500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DQ0 268000.00000000 PA USD 269754.37000000 0.019678273254 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EB82 174196.68000000 PA USD 141099.28000000 0.010293031352 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 N/A 15337.00000000 NS 1879730.02000000 0.137124158462 Long EC CORP CH N 1 N N N Kingdom of Sweden ERE94C0BSULG2RM19605 N/A 9385000.00000000 PA 830424.14000000 0.060578492736 Long DBT NUSS SE N 2 2033-11-11 Fixed 1.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -14484.11000000 -0.00105659928 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2871636.40000000 USD 2225837.13000000 GBP 2023-10-20 -14484.11000000 N N N Autostrade per l'Italia SpA 815600149448CEB9B230 N/A 310000.00000000 PA 343789.90000000 0.025079080625 Long DBT CORP IT N 2 2033-06-14 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHKM8 1043255.44000000 PA USD 801992.72000000 0.058504453114 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418XGC6 265508.82000000 PA USD 264881.44000000 0.019322798575 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AD5 1007000.00000000 PA USD 1000853.45000000 0.073011116285 Long DBT CORP US Y 2 2028-04-15 Fixed 6.05000000 N N N N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393AF9 696000.00000000 PA USD 565552.66000000 0.041256420732 Long DBT CORP US N 2 2032-01-15 Fixed 3.15000000 N N N N N N Tele2 AB 213800EKD193RVI9HL76 N/A 310000.00000000 PA 336261.32000000 0.024529879311 Long DBT CORP SE N 2 2029-11-22 Fixed 3.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -23756.68000000 -0.00173302267 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1777940816.00000000 KRW 1375114.71000000 USD 2023-09-20 -23756.68000000 N N N Aon Corp. N/A 03740LAC6 244000.00000000 PA USD 202259.41000000 0.014754592995 Long DBT CORP US N 2 2031-12-02 Fixed 2.60000000 N N N N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 71654V101 149246.00000000 NS USD 1970047.20000000 0.143712693608 Long EC CORP BR N 1 N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599106 120994.00000000 NS USD 7341915.92000000 0.535584382500 Long EC CORP US N 1 N N N Navistar Financial Dealer Note Master Owner Trust II 549300S28N49H5RT4J50 63938PBR9 525000.00000000 PA USD 525989.73000000 0.038370350166 Long ABS-O CORP US Y 2 2027-05-25 Floating 6.31832040 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859104 54675.00000000 NS USD 4380561.00000000 0.319556922709 Long EC CORP US N 1 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919106 115256.00000000 NS USD 9752962.72000000 0.711467493343 Long EC CORP US N 1 N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAG6 537000.00000000 PA USD 504739.67000000 0.036820182555 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XEAU8 176587.21000000 PA USD 155240.51000000 0.011324617932 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Benchmark Mortgage Trust N/A 08163HAG3 13946657.84210000 PA USD 952039.31000000 0.069450180513 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.26337320 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312CA2 980000.00000000 PA USD 986186.74000000 0.071941196538 Long DBT CORP US N 2 2053-03-03 Fixed 5.05000000 N N N N N N MF1 Ltd. N/A 55283TAC2 2200000.00000000 PA USD 2134252.12000000 0.155691255013 Long ABS-CBDO CORP KY Y 2 2036-07-16 Floating 6.79442040 N N N N N N Dun & Bradstreet Holdings, Inc. N/A 26484T106 177666.00000000 NS USD 2100012.12000000 0.153193486113 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDYN0 153245.01000000 PA USD 130381.62000000 0.009511190293 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Massachusetts Housing Finance Agency 549300NLJBK1VP6K2K81 57587GTN5 1080000.00000000 PA USD 1073447.42000000 0.078306763500 Long DBT MUN US N 2 2052-12-01 Fixed 5.56200000 N N N N N N Virgin Money UK plc 213800ZK9VGCYYR6O495 N/A 650000.00000000 PA 769093.98000000 0.056104527598 Long DBT CORP GB N 2 2030-12-11 Variable 5.12500150 N N N N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 912909108 91049.00000000 NS USD 2321749.50000000 0.169368974778 Long EC CORP US N 1 N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 28033.00000000 NS USD 6504216.66000000 0.474475178066 Long EC CORP US N 1 N N N Canada 4BFD7AQU0A75QLAHK410 135087N59 797000.00000000 PA 534095.47000000 0.038961654643 Long DBT NUSS CA N 2 2032-06-01 Fixed 2.00000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBP5 859000.00000000 PA USD 659003.79000000 0.048073573952 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N BBCMS Mortgage Trust N/A 05492VAG0 1429374.14130000 PA USD 95863.98000000 0.006993167872 Long ABS-MBS CORP US N 2 2053-04-15 Variable 1.61901360 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 042735BG4 647000.00000000 PA USD 627960.82000000 0.045809024739 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N Zhejiang Supor Co. Ltd. N/A N/A 99600.00000000 NS 696959.60000000 0.050842406949 Long EC CORP CN N 1 N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 775109CH2 828000.00000000 PA USD 719594.26000000 0.052493579549 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 N/A 37684.00000000 NS USD 8402778.32000000 0.612973083162 Long EC CORP NL N 1 N N N Anhui Conch Cement Co. Ltd. 300300JVKW56SSAEQZ33 N/A 726500.00000000 NS 2184465.12000000 0.159354236024 Long EC CORP CN N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179XBT2 247231.63000000 PA USD 232792.50000000 0.016981947045 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBU3 489000.00000000 PA USD 480891.85000000 0.035080511318 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636QAQ7 542000.00000000 PA USD 462678.51000000 0.033751868963 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N Benchmark Mortgage Trust N/A 08163GAZ3 13158148.65220000 PA USD 908329.37000000 0.066261590304 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.27768680 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H032696 700000.00000000 PA USD 643863.28000000 0.046969091037 Long ABS-MBS USGA US N 2 2053-09-15 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 24873.16000000 0.001814468618 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 791401305.00000000 JPY 5658376.30000000 USD 2023-10-20 24873.16000000 N N N Heineken NV 724500K5PTPSST86UQ23 N/A 38411.00000000 NS 3764640.22000000 0.274626205139 Long EC CORP NL N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179XLG9 1126548.85000000 PA USD 1083452.07000000 0.079036591293 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.50000000 N N N N N N BBCMS Mortgage Trust N/A 05493EAZ5 5347224.47820000 PA USD 456525.71000000 0.033303029229 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.61644320 N N N N N N Broadstone Net Lease, Inc. 549300U8D7PT70B49V21 11135E203 25146.00000000 NS USD 409879.80000000 0.029900263361 Long EC CORP US N 1 N N N Fujitsu Ltd. 3538000246DHJLRTUZ24 N/A 36900.00000000 NS 4768611.39000000 0.347864755538 Long EC CORP JP N 1 N N N RAC Bond Co. plc 2138008FCM2SUNLC7B21 N/A 530000.00000000 PA 621042.41000000 0.045304334630 Long DBT CORP GB N 2 2026-05-06 Fixed 4.87000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LBC9 1121000.00000000 PA USD 1074792.29000000 0.078404870231 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 15363.00000000 NS USD 1169738.82000000 0.085331111173 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MGKG5 933320.61000000 PA USD 786531.29000000 0.057376559451 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 39958.00000000 NS USD 3740867.96000000 0.272892045918 Long EC CORP US N 1 N N N Boston Gas Co. FN7P4E7K9JOBORDEUX61 100743AK9 310000.00000000 PA USD 282743.10000000 0.020625786275 Long DBT CORP US Y 2 2027-08-01 Fixed 3.15000000 N N N N N N EXOR NV 5493002ENHZ6NYET7405 N/A 720000.00000000 PA 627547.28000000 0.045778857468 Long DBT CORP NL N 2 2031-01-19 Fixed 0.87500000 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 960386AM2 1384000.00000000 PA USD 1347423.69000000 0.098293019538 Long DBT CORP US N 2 2028-09-15 Fixed 4.95000000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556CK6 415000.00000000 PA USD 358475.66000000 0.026150390047 Long DBT CORP US N 2 2028-10-15 Fixed 1.75000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABL0 366000.00000000 PA USD 377778.49000000 0.027558509453 Long DBT CORP US Y 2 2030-04-08 Fixed 6.37500000 N N N N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 N/A 700000.00000000 PA 779293.71000000 0.056848586255 Long DBT CORP ES N 2 2029-06-07 Variable 4.99999995 N N N N N N Ooredoo International Finance Ltd. 549300BHXCDJ03WU7N77 N/A 820000.00000000 PA USD 707414.00000000 0.051605043491 Long DBT CORP BM N 2 2031-04-08 Fixed 2.62500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 N/A 840000.00000000 PA 924919.19000000 0.067471798728 Long DBT CORP GB N 2 2031-05-10 Variable 4.87399830 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 22230000.00000000 PA 3216598.31000000 0.234647173623 Long DBT NUSS CN N 2 2029-11-21 Fixed 3.13000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNGQ0 96126.53000000 PA USD 77878.50000000 0.005681147644 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1733.20000000 -0.00012643496 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 337775.92000000 USD 304432.03000000 EUR 2023-10-20 -1733.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -43899.81000000 -0.00320244100 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 3062891.76000000 USD 2610060.37000000 CHF 2023-10-20 -43899.81000000 N N N Coca-Cola Femsa SAB de CV 5493008KEVFYPMGTXO33 191241108 15526.00000000 NS USD 1309152.32000000 0.095501166799 Long EC CORP MX N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 17679.00000000 NS 1846254.84000000 0.134682182306 Long EC CORP CH N 1 N N N Canadian Pacific Kansas City Ltd. N/A 13646K108 25978.00000000 NS 2137498.96000000 0.155928108284 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7245.03000000 -0.00052851666 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 2254496.14000000 USD 1750699.46000000 GBP 2023-10-20 -7245.03000000 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 650000.00000000 PA 546172.71000000 0.039842675510 Long DBT CORP GB N 2 2049-08-08 Fixed 3.37500000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 89680YAC9 769000.00000000 PA USD 592205.87000000 0.043200741966 Long DBT CORP BM Y 2 2031-06-15 Fixed 3.15000000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 21275.00000000 NS 958055.15000000 0.069889029172 Long EC CORP KR N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 700000.00000000 PA 694242.77000000 0.050644217303 Long DBT CORP DE N 2 2032-06-24 Variable 3.99999850 N N N N N N CRH SMW Finance DAC 54930044475SH442C864 N/A 500000.00000000 PA 548945.17000000 0.040044923301 Long DBT CORP IE N 2 2035-07-11 Fixed 4.25000000 N N N N N N Texas Roadhouse, Inc. 5299002Y1CNRPDGXTQ75 882681109 11010.00000000 NS USD 1228165.50000000 0.089593270761 Long EC CORP US N 1 N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AM2 446000.00000000 PA USD 413507.62000000 0.030164908687 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 N/A 560000.00000000 PA 624981.66000000 0.045591698419 Long DBT CORP US N 2 2035-03-07 Fixed 4.25000000 N N N N N N BANK N/A 06540MBQ7 1304000.00000000 PA USD 1119830.47000000 0.081690354032 Long ABS-MBS CORP US N 2 2065-04-15 Variable 3.79008720 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 2951000.00000000 PA 2284119.25000000 0.166623891011 Long DBT NUSS GB N 2 2041-10-22 Fixed 1.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -26485.93000000 -0.00193211834 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1354423.89000000 USD 20026511570.00000000 IDR 2023-08-07 -26485.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -4688.60000000 -0.00034202801 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 193207.55000000 USD 1977000.00000000 SEK 2023-10-20 -4688.60000000 N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 92928QAH1 800000.00000000 PA USD 690845.90000000 0.050396419515 Long DBT CORP US Y 2 2027-01-15 Fixed 2.87500000 N N N N N N Accenture plc 5493000EWHDSR3MZWH98 N/A 15266.00000000 NS USD 4829399.10000000 0.352299149568 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6285.38000000 0.000458511293 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1440103.68000000 EUR 1595922.18000000 USD 2023-10-20 6285.38000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZG2 7375798.00000000 PA USD 737933.84000000 0.053831430968 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.79760240 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W2U1 516998.95000000 PA USD 445708.71000000 0.032513941431 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N Kingdom of Belgium 549300SZ25JZFHRHWD76 N/A 3016000.00000000 PA 2045823.17000000 0.149240464089 Long DBT NUSS BE N 2 2040-06-22 Fixed 0.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3EZ1 4021884.00000000 PA USD 222057.06000000 0.016198808956 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.85575600 N N N N N N Kingdom of Spain 9598007A56S18711AH60 N/A 11572000.00000000 PA 12410418.02000000 0.905325822883 Long DBT NUSS ES N 2 2033-04-30 Fixed 3.15000000 N N N N N N Gerdau SA 254900YDV6SEQQPZVG24 N/A 583785.00000000 NS 3611041.24000000 0.263421334946 Long EC CORP BR N 1 N N N mBank SA 259400DZXF7UJKK2AY35 N/A 1000000.00000000 PA 881579.10000000 0.064310188654 Long DBT CORP PL N 2 2027-09-21 Variable 0.96600170 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 730000.00000000 PA 815098.32000000 0.059460491668 Long DBT CORP DE N 2 2033-05-26 Fixed 4.62500000 N N N N N N N/A N/A N/A 1020000.00000000 PA 22417.71000000 0.001635346345 N/A DCR AU N 2 Barclays Bank 213800UUGANOMFJ9X769 N/A GLENCORE FINANCE EUROPE LTD Y Payout of notional amount upon default event with regard to the reference instrument 2028-06-20 154614.80000000 USD 0.00000000 USD 1020000.00000000 EUR 22417.71000000 N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889AE9 515000.00000000 PA USD 518360.07000000 0.037813775181 Long DBT CORP US Y 2 2033-06-15 Fixed 6.25000000 N N N N N N Capgemini SE 96950077L0TN7BAROX36 N/A 24112.00000000 NS 4370362.09000000 0.318812923871 Long EC CORP FR N 1 N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787107 15892.00000000 NS USD 3586347.64000000 0.261619965024 Long EC CORP US N 1 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CQ3 603000.00000000 PA USD 475503.00000000 0.034687400864 Long DBT CORP US N 2 2052-04-15 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECG3 193464.21000000 PA USD 163015.98000000 0.011891829590 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 N/A 8038.00000000 NS 0.00000000 0.000000 Long EC CORP RU N 3 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJXH1 161913.25000000 PA USD 163081.29000000 0.011896593880 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N FNMA or FHLMC N/A 01F020489 350000.00000000 PA USD 309271.48000000 0.022561001303 Long ABS-MBS USGSE US N 2 2038-08-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N4SA6 998833.36000000 PA USD 956254.09000000 0.069757643902 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292K2A4 408922.73000000 PA USD 401824.70000000 0.029312653014 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -31004.47000000 -0.00226174068 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2762152.69000000 USD 85820084.00000000 TWD 2023-08-03 -31004.47000000 N N N AREIT Trust N/A 04002VAE1 620000.00000000 PA USD 600563.62000000 0.043810430284 Long ABS-MBS CORP KY Y 2 2037-01-20 Floating 6.91827120 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 800000.00000000 PA 859844.50000000 0.062724674403 Long DBT NUSS FR N 2 2029-01-22 Variable 5.87499985 N N N N N N HEICO Corp. 529900O1DTDLCJ7L0I14 422806AB5 672000.00000000 PA USD 669161.41000000 0.048814560732 Long DBT CORP US N 2 2033-08-01 Fixed 5.35000000 N N N N N N Thales SA 529900FNDVTQJOVVPZ19 N/A 800000.00000000 PA 866625.90000000 0.063219369789 Long DBT CORP FR N 2 2029-06-14 Fixed 3.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -8222.21000000 -0.00059980083 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 793784.63000000 USD 1166332.09000000 AUD 2023-10-20 -8222.21000000 N N N DT Auto Owner Trust N/A 23346KAA8 503226.50000000 PA USD 501487.30000000 0.036582925877 Long ABS-O CORP US Y 2 2027-04-15 Fixed 5.48000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 7404.53000000 0.000540152008 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 299463.00000000 EUR 337962.26000000 USD 2023-10-20 7404.53000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDRB4 3589906.01000000 PA USD 3034110.55000000 0.221334899917 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03881EAE7 289000.00000000 PA USD 275036.97000000 0.020063632891 Long ABS-CBDO CORP KY Y 2 2036-05-15 Floating 6.93612000 N N N N N N Hellenic Telecommunications Organization SA ELPUFM0XZRZO4LFXW404 N/A 129880.00000000 NS 2049223.91000000 0.149488544189 Long EC CORP GR N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CW3 582000.00000000 PA USD 585367.29000000 0.042701875364 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 505000.00000000 PA 564234.74000000 0.041160279973 Long DBT CORP IT N 2 2033-04-20 Fixed 5.39900000 N N N N N N Logicor Financing SARL 254900IS16Q1A2TQFN22 N/A 275000.00000000 PA 210846.56000000 0.015381015782 Long DBT CORP LU N 2 2031-01-14 Fixed 0.87500000 N N N N N N Toledo Hospital (The) 5493009DCR7NWV6K4T34 889184AG2 590000.00000000 PA USD 586340.52000000 0.042772871381 Long DBT CORP US N 2 2048-11-15 Fixed 6.01500000 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 867224107 219442.00000000 NS 6866247.24000000 0.500884895468 Long EC CORP CA N 1 N N N Business Jet Securities LLC N/A 12327BAA4 276423.48000000 PA USD 252241.95000000 0.018400762212 Long ABS-O CORP US Y 2 2036-04-15 Fixed 2.16200000 N N N N N N Alpek SAB de CV 549300PWKJTP62D4IQ66 020564AE0 501000.00000000 PA USD 404479.34000000 0.029506305970 Long DBT CORP MX Y 2 2031-02-25 Fixed 3.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -9222.50000000 -0.00067277084 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 283163.45000000 USD 230670610.00000000 CLP 2023-09-01 -9222.50000000 N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 1217000.00000000 PA 1124837.47000000 0.082055608964 Long DBT NUSS GB N 2 2037-09-07 Fixed 1.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 547000.00000000 PA USD 546569.83000000 0.039871644960 Long DBT CORP US N 2 2034-07-21 Variable 5.42400120 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 2580830.00000000 NS 8091480.28000000 0.590264246621 Long EC CORP GB N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N55Y6 1903571.64000000 PA USD 1893569.67000000 0.138133745125 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179NF78 484065.10000000 PA USD 454030.35000000 0.033120995567 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 51790.00000000 NS USD 9322200.00000000 0.680043844814 Long EC CORP US N 1 N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAA9 201000.00000000 PA USD 179522.61000000 0.013095969399 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VBD8 163000.00000000 PA USD 152856.37000000 0.011150697642 Long DBT CORP US N 2 2043-11-15 Fixed 5.15000000 N N N N N N Bridgestone Corp. 549300DHPOF90OYYD780 N/A 44000.00000000 NS 1822598.67000000 0.132956491718 Long EC CORP JP N 1 N N N Republic of Italy 815600DE60799F5A9309 N/A 2790000.00000000 PA 2640348.98000000 0.192610443029 Long DBT NUSS IT N 2 2028-07-15 Fixed 0.50000000 N N N N N N SLM Corp. N/A 78442P106 116525.00000000 NS USD 1885374.50000000 0.137535916832 Long EC CORP US N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A67D7 90301.59000000 PA USD 79903.61000000 0.005828877106 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620M106 46467.00000000 NS USD 2805677.46000000 0.204670966854 Long EC CORP US N 1 N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAM8 504000.00000000 PA USD 387763.99000000 0.028286940275 Long DBT CORP US N 2 2031-04-15 Fixed 2.75000000 N N N N N N STORE Capital Corp. 5493004EA6C9IHDZ7N66 862121AD2 949000.00000000 PA USD 664714.44000000 0.048490159348 Long DBT CORP US N 2 2031-12-01 Fixed 2.70000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 400000.00000000 PA 334023.70000000 0.024366647487 Long DBT CORP DE N 2 2032-02-17 Variable 1.37499880 N N N N N N BIM Birlesik Magazalar A/S 7890001GCDJQD8DJKE29 N/A 353807.00000000 NS 2837783.55000000 0.207013069457 Long EC CORP TR N 1 N N N Bacardi Ltd. N/A 05635JAB6 572000.00000000 PA USD 566847.33000000 0.041350865430 Long DBT CORP BM Y 2 2033-06-15 Fixed 5.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4BT6 13281588.00000000 PA USD 444185.44000000 0.032402820624 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.53587080 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535GAA0 1301931.13000000 PA USD 1270854.03000000 0.092707350277 Long ABS-O CORP US Y 2 2030-05-15 Fixed 1.00000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833DB3 608000.00000000 PA USD 571494.76000000 0.041689890142 Long DBT CORP US N 2 2027-09-12 Fixed 2.90000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1261.50000000 -0.00009202498 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 198363.98000000 USD 317324.03000000 NZD 2023-10-20 -1261.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -43657.20000000 -0.00318474288 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2691377.77000000 USD 83198561.00000000 TWD 2023-08-03 -43657.20000000 N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAE0 1977500.00000000 PA USD 1906657.45000000 0.139088483731 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 6.78611880 N N N N N N European Stability Mechanism 222100W4EEAQ77386N50 N/A 480000.00000000 PA 458866.21000000 0.033473766032 Long DBT NUSS LU N 2 2029-03-05 Fixed 0.50000000 N N N N N N Pernod Ricard SA 52990097YFPX9J0H5D87 N/A 14445.00000000 NS 3185984.87000000 0.232413958134 Long EC CORP FR N 1 N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RRZ4 1235000.00000000 PA USD 1085150.90000000 0.079160519001 Long DBT MUN US N 2 2037-07-01 Fixed 2.64100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W5C8 260445.53000000 PA USD 231634.01000000 0.016897436522 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -117676.40000000 -0.00858435900 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2640118.46000000 USD 898036295.68000000 HUF 2023-09-18 -117676.40000000 N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 445000.00000000 PA USD 478529.77000000 0.034908200279 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 155819.00000000 NS 8532668.73000000 0.622448440248 Long EC CORP KR N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H8U90 525000.00000000 PA USD 480992.14000000 0.035087827359 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 3.49999920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 39017.15000000 0.002846256538 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3410351.66000000 USD 117563347.51000000 THB 2023-09-12 39017.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -5589.97000000 -0.00040778192 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 393834.33000000 USD 3926035.97000000 NOK 2023-10-20 -5589.97000000 N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 400000.00000000 PA 441431.66000000 0.032201935518 Long DBT CORP FR N 2 2034-06-14 Variable 4.75000050 N N N N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 N/A 530000.00000000 PA 582653.42000000 0.042503901646 Long DBT CORP US N 2 2033-05-12 Fixed 4.12500000 N N N N N N His Majesty The King in Right of New Zealand 549300237GPHG2AI7C34 N/A 14812000.00000000 PA 7306392.15000000 0.532992964044 Long DBT NUSS NZ N 2 2031-05-15 Fixed 1.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -19813.84000000 -0.00144539700 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1367870.15000000 USD 2001472.20000000 AUD 2023-10-20 -19813.84000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KG3Z4 85446.15000000 PA USD 73671.35000000 0.005374240855 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Arion Banki HF RIL4VBPDB0M7Z3KXSF19 N/A 850000.00000000 PA 924490.19000000 0.067440503668 Long DBT CORP IS N 2 2024-12-21 Fixed 4.87500000 N N N N N N Henkel AG & Co. KGaA 549300VZCL1HTH4O4Y49 N/A 96735.00000000 NS 7464354.10000000 0.544516107916 Long EC CORP DE N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BJ6F4 181366.09000000 PA USD 159014.35000000 0.011599915251 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DS6 273000.00000000 PA USD 271489.04000000 0.019804815449 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KG4A8 55370.14000000 PA USD 47666.36000000 0.003477206530 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160AZ2 908000.00000000 PA USD 821526.07000000 0.059929388691 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBS8 502291.40000000 PA USD 423700.72000000 0.030908483692 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CU6 610220.41000000 PA USD 605350.55000000 0.044159631361 Long ABS-O CORP US Y 2 2035-05-15 Fixed 5.65000000 N N N N N N 2023-08-30 MFS Series Trust VI Kasey Phillips Kasey Phillips Assistant Treasurer XXXX