NPORT-P false 0000863032 XXXXXXXX S000002469 C000006625 C000006626 C000006627 C000006628 C000006629 C000006631 C000006633 C000006634 C000111486 MFS Series Trust VI 811-06102 0000863032 549300TNIHF98FLHSE74 111 Huntington Avenue Boston 02199 617-954-5000 MFS Global Total Return Fund S000002469 7ZZXT87VLI6DCYDCH774 2026-10-31 2026-07-31 N 1245869388.83 3340930.75 1242528458.08 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 678494.32000000 0.00000000 0.00000000 0.00000000 AUD BRL CAD CHF CLP CNY CZK DKK EUR GBP HKD HUF IDR ILS INR JPY KRW MXN MYR NOK NZD PEN PLN RON RUB SEK SGD THB TWD USD UYU UST 60% MSCI WORLD, 40% BarCap Global Aggregate 60% MXWO, 40% LEGATRUU AGCO Corp. LYOM0B2GCF1JWXK5ZG04 001084102 9910.00000000 NS USD 1012405.60000000 0.081479469819 Long EC CORP US N 1 N N N AEP Texas, Inc. 5493001L78U618KXNZ75 00108WAT7 528000.00000000 PA USD 534073.31000000 0.042982782931 Long DBT CORP US N 2 2034-05-15 Fixed 5.70000000 N N N N N N AEP Transmission Co. LLC 549300X123Z1I0LA3Y84 00115AAS8 455000.00000000 PA USD 452209.43000000 0.036394291580 Long DBT CORP US N 2 2035-06-15 Fixed 5.37500000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAD6 450000.00000000 PA USD 465638.57000000 0.037475082922 Long DBT CORP IE Y 2 2029-09-13 Variable 6.60800000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAE4 438000.00000000 PA USD 446604.91000000 0.035943233903 Long DBT CORP IE Y 2 2035-03-28 Variable 5.87100000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBH0 374000.00000000 PA USD 365058.18000000 0.029380267117 Long DBT CORP US Y 2 2032-08-21 Fixed 4.90000000 N N N N N N APA Infrastructure Ltd. 261700SS8OEHDOCOUJ33 00188LAA5 339000.00000000 PA USD 329555.48000000 0.026522972400 Long DBT CORP AU Y 2 2034-09-16 Fixed 5.12500000 N N N N N N APA Infrastructure Ltd. 261700SS8OEHDOCOUJ33 00188LAB3 200000.00000000 PA USD 190935.71000000 0.015366707197 Long DBT CORP AU Y 2 2044-09-16 Fixed 5.75000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BU3 691000.00000000 PA USD 656416.17000000 0.052829065260 Long DBT CORP US N 2 2036-03-15 Fixed 4.65000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 20700.00000000 NS USD 5194458.00000000 0.418055455086 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YDV8 288000.00000000 PA USD 270399.02000000 0.021761998145 Long DBT CORP US N 2 2044-03-15 Fixed 5.35000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YDW6 427000.00000000 PA USD 390816.38000000 0.031453314204 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YEF2 321000.00000000 PA USD 309353.73000000 0.024897114266 Long DBT CORP US N 2 2033-03-15 Fixed 4.40000000 N N N N N N ACREC Ltd. N/A 00500RAG0 1125500.00000000 PA USD 1125931.97000000 0.090616191740 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.94393840 N N N N N N Adani Electricity Mumbai Ltd. 335800AIC1B5EBFVUC38 00654GAA1 642000.00000000 PA USD 601748.08000000 0.048429319754 Long DBT CORP IN Y 2 2030-02-12 Fixed 3.94900000 N N N N N N African Export-Import Bank (The) 549300LNCLMO3ITVCU07 008281BK2 424000.00000000 PA USD 414126.61000000 0.033329346085 Long DBT NUSS US N 2 2035-05-07 Variable 5.87500000 N N N N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 00846U101 10763.00000000 NS USD 1489276.31000000 0.119858527208 Long EC CORP US N 1 N N N Airbnb, Inc. 549300HMUDNO0RY56D37 009066101 9608.00000000 NS USD 1455804.16000000 0.117164653294 Long EC CORP US N 1 N N N Albertsons Cos., Inc. 549300YKWOC0AOR16R51 013091103 59514.00000000 NS USD 689172.12000000 0.055465298643 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K404 16991.00000000 NS USD 852268.56000000 0.068591472047 Long EP CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K602 16991.00000000 NS USD 852948.20000000 0.068646170190 Long EP CORP US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 24609.00000000 NS USD 1681532.97000000 0.135331545854 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135DH6 622000.00000000 PA USD 571929.50000000 0.046029489005 Long DBT CORP US N 2 2056-03-13 Fixed 5.80000000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608102 5798.00000000 NS USD 635518.78000000 0.051147221286 Long EC CORP US N 1 N N N Diageo plc 213800ZVIELEA55JMJ32 N/A 241922.00000000 NS 5329293.39000000 0.428907149397 Long EC CORP GB N 1 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874784 22068.00000000 NS USD 1734103.44000000 0.139562472692 Long EC CORP US N 1 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874DS3 382000.00000000 PA USD 379176.49000000 0.030516523588 Long DBT CORP US N 2 2033-03-27 Fixed 5.12500000 N N N N N N British American Tobacco plc 213800FKA5MF17RJKT63 N/A 166205.00000000 NS 10090447.31000000 0.812089835398 Long EC CORP GB N 2 N N N Angel Oak Mortgage Trust 254900O3R79X1AD55F36 03466JAA7 790594.14000000 PA USD 788827.56000000 0.063485673496 Long ABS-MBS CORP US Y 2 2069-09-25 Variable 5.13799920 N N N N N N Angel Oak Mortgage Trust 254900WA697298AD1C53 03466PAA3 344411.62000000 PA USD 343577.42000000 0.027651472911 Long ABS-MBS CORP US Y 2 2069-12-26 Variable 5.46400080 N N N N N N Angel Oak Mortgage Trust 254900S8TF74AZOT0548 034932AA1 1021944.96000000 PA USD 1022311.84000000 0.082276734456 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.65300080 N N N N N N Angel Oak Mortgage Trust 254900HC0S1X9R2JZB30 034934AB5 447423.86000000 PA USD 447748.20000000 0.036035247087 Long ABS-MBS CORP US Y 2 2070-01-25 Variable 5.84399880 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBV9 512000.00000000 PA USD 482832.72000000 0.038858886237 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AM2 167000.00000000 PA USD 152735.03000000 0.012292276205 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N APA Corp. 549300VCIWLRHYVSHC79 03743QAR9 117000.00000000 PA USD 118780.09000000 0.009559546843 Long DBT CORP US N 2 2035-02-15 Fixed 6.10000000 N N N N N N APA Corp. 549300VCIWLRHYVSHC79 03743QAT5 212000.00000000 PA USD 211946.42000000 0.017057671284 Long DBT CORP US N 2 2055-02-15 Fixed 6.75000000 N N N N N N Aramark 549300MR6PG2DWZUIL39 03852U106 100262.00000000 NS USD 5711926.14000000 0.459701836433 Long EC CORP US N 1 N N N AREIT Trust N/A 04002VAE1 620000.00000000 PA USD 618951.49000000 0.049813868324 Long ABS-MBS CORP KY Y 2 2037-01-20 Floating 5.47139160 N N N N N N AREIT Trust N/A 04002VAG6 312000.00000000 PA USD 312287.91000000 0.025133260165 Long ABS-MBS CORP KY Y 2 2037-01-20 Floating 5.77139040 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBM4 325000.00000000 PA USD 314089.95000000 0.025278290244 Long DBT CORP US N 2 2031-04-12 Fixed 5.25000000 N N N N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 04316JAE9 322000.00000000 PA USD 296433.44000000 0.023857275708 Long DBT CORP US N 2 2053-03-02 Fixed 5.75000000 N N N N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 04316JAF6 158000.00000000 PA USD 167360.41000000 0.013469342203 Long DBT CORP US N 2 2034-02-15 Fixed 6.50000000 N N N N N N Imperial Brands plc 549300DFVPOB67JL3A42 N/A 13530.00000000 NS 513548.07000000 0.041330889981 Long EC CORP GB N 2 N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 4253000.00000000 PA 5615415.18000000 0.451934532644 Long DBT NUSS GB N 2 2032-06-07 Fixed 4.25000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560105 21248.00000000 NS USD 3671229.44000000 0.295464415010 Long EC CORP US N 1 N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAU5 304000.00000000 PA USD 308699.85000000 0.024844489314 Long DBT CORP KY Y 2 2029-03-01 Fixed 5.75000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABC4 569000.00000000 PA USD 549120.41000000 0.044193789400 Long DBT CORP KY Y 2 2032-10-15 Fixed 4.95000000 N N N N N N BBCMS Mortgage Trust N/A 05492VAG0 1360635.68130000 PA USD 49644.02000000 0.003995403057 Long ABS-MBS CORP US N 2 2053-04-15 Variable 1.58623200 N N N N N N BBCMS Mortgage Trust N/A 05493EAZ5 5041287.02820000 PA USD 278234.68000000 0.022392620321 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.53853560 N N N N N N BBCMS Trust N/A 05551VBK8 5042453.20100000 PA USD 222992.41000000 0.017946664203 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.19086200 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 460000.00000000 PA USD 403940.35000000 0.032509545143 Long DBT CORP FR Y 2 2032-01-20 Variable 2.27700000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05602XQR2 411000.00000000 PA USD 407090.57000000 0.032763078169 Long DBT CORP FR Y 2 2033-12-15 Variable 6.87500000 N N N N N N Bacardi Ltd. N/A 05635JAB6 168000.00000000 PA USD 165144.76000000 0.013291024356 Long DBT CORP BM Y 2 2033-06-15 Fixed 5.40000000 N N N N N N Baidu, Inc. 254900AL64IANZYI1E02 056752108 10363.00000000 NS USD 1151432.93000000 0.092668535880 Long EC CORP KY N 1 N N N Bain Capital Credit CLO Ltd. N/A 05682NAQ6 1365087.00000000 PA USD 1366957.17000000 0.110014153890 Long ABS-CBDO CORP KY Y 2 2035-01-22 Floating 5.23321920 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 172210.00000000 NS USD 10668409.50000000 0.858604841653 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 886000.00000000 PA USD 794709.72000000 0.063959075933 Long DBT CORP US N 2 2032-04-22 Variable 2.68700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMW6 545000.00000000 PA USD 544264.15000000 0.043802952476 Long DBT CORP US N 2 2036-05-09 Variable 5.46400000 N N N N N N BANK N/A 06540CBL0 5659273.57800000 PA USD 214784.15000000 0.017286054786 Long ABS-MBS CORP US N 2 2064-06-15 Variable 1.00220760 N N N N N N BANK N/A 06541JAR2 6503425.89480000 PA USD 212654.87000000 0.017114688087 Long ABS-MBS CORP US N 2 2063-06-15 Variable 0.95421240 N N N N N N BANK N/A 06542BBN6 6374812.05750000 PA USD 164535.17000000 0.013241963910 Long ABS-MBS CORP US N 2 2054-04-15 Variable 0.70316640 N N N N N N Bacardi Ltd. 549300R32WTQNHNN5055 067316AG4 458000.00000000 PA USD 418806.83000000 0.033706015123 Long DBT CORP BM Y 2 2038-05-15 Fixed 5.15000000 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813DD8 240000.00000000 PA USD 235496.86000000 0.018953035519 Long DBT CORP US N 2 2030-12-15 Fixed 4.90000000 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813DE6 180000.00000000 PA USD 175922.23000000 0.014158406502 Long DBT CORP US N 2 2035-12-15 Fixed 5.65000000 N N N N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 66714.00000000 NS 6537921.89000000 0.526178845038 Long EC CORP GB N 2 N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAR4 390000.00000000 PA USD 385289.87000000 0.031008534854 Long DBT CORP US Y 2 2033-07-20 Fixed 5.37500000 N N N N N N Beacon Point DC LLC 2549003M920HKF2V5011 07367AAA7 436000.00000000 PA USD 418355.16000000 0.033669664246 Long DBT CORP US Y 2 2042-11-30 Fixed 6.12900000 N N N N N N Becton Dickinson & Co. ICE2EP6D98PQUILVRZ91 075887109 63325.00000000 NS USD 10487886.50000000 0.844076160332 Long EC CORP US N 1 N N N Becton Dickinson & Co. ICE2EP6D98PQUILVRZ91 075887CR8 584000.00000000 PA USD 585404.38000000 0.047113961550 Long DBT CORP US N 2 2029-02-08 Fixed 4.87400000 N N N N N N Benchmark Mortgage Trust N/A 08163CBE8 4247435.52330000 PA USD 145600.82000000 0.011718107464 Long ABS-MBS CORP US N 2 2054-03-15 Variable 1.07321040 N N N N N N Benchmark Mortgage Trust N/A 08163EBE4 9997100.55080000 PA USD 282114.18000000 0.022704846570 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.82269000 N N N N N N Benchmark Mortgage Trust N/A 08163GAZ3 12474821.25220000 PA USD 540344.39000000 0.043487486060 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.21529520 N N N N N N Benchmark Mortgage Trust N/A 08163HAG3 13288313.74210000 PA USD 550529.52000000 0.044307196058 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.22693040 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 084659BF7 294000.00000000 PA USD 233138.43000000 0.018763226587 Long DBT CORP US N 2 2053-05-01 Fixed 4.60000000 N N N N N N Bermuda 549300FP5PUZXX9FVJ40 085209AG9 418000.00000000 PA USD 374110.00000000 0.030108767132 Long DBT NUSS BM Y 2 2030-08-20 Fixed 2.37500000 N N N N N N Bermuda 549300FP5PUZXX9FVJ40 085209AJ3 1331000.00000000 PA USD 1311035.00000000 0.105513478703 Long DBT NUSS BM Y 2 2032-07-15 Fixed 5.00000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAJ1 294000.00000000 PA USD 292460.57000000 0.023537534943 Long DBT CORP US N 2 2028-04-13 Fixed 5.35000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 5246.00000000 NS USD 1133870.44000000 0.091255088173 Long EC CORP US N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023204 19715.00000000 NS USD 1317159.15000000 0.106006356750 Long EP CORP US N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CW3 600000.00000000 PA USD 566758.71000000 0.045613338375 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Boston Gas Co. FN7P4E7K9JOBORDEUX61 100743AP8 599000.00000000 PA USD 606983.30000000 0.048850655777 Long DBT CORP US Y 2 2035-01-10 Fixed 5.84300000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 173967.00000000 NS USD 8129477.91000000 0.654268951116 Long EC CORP US N 1 N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 110709GJ5 600000.00000000 PA 311678.14000000 0.025084185233 Long DBT NUSS CA N 2 2050-06-18 Fixed 2.95000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCM1 324000.00000000 PA USD 311048.69000000 0.025033526433 Long DBT CORP US N 2 2035-07-15 Fixed 5.20000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FDD0 335000.00000000 PA USD 299290.79000000 0.024087238248 Long DBT CORP US N 2 2056-01-15 Fixed 5.70000000 N N N N N N Bruce Power LP 549300R8DACS3G0K8262 116705AQ7 671000.00000000 PA 468055.83000000 0.037669626555 Long DBT CORP CA N 2 2034-12-21 Fixed 4.27000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043109 39934.00000000 NS USD 3154786.00000000 0.253900502598 Long EC CORP US N 1 N N N Business Jet Securities LLC N/A 12013JAA6 335160.00000000 PA USD 333411.37000000 0.026833298491 Long ABS-O CORP US Y 2 2041-06-15 Fixed 5.46400000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBL4 630000.00000000 PA USD 582845.82000000 0.046908045945 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N Business Jet Securities LLC N/A 12327CAA2 324945.41000000 PA USD 327892.05000000 0.026389097800 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.19700000 N N N N N N BX Trust N/A 123915AC4 226000.00000000 PA USD 226481.79000000 0.018227493183 Long ABS-MBS CORP US Y 2 2043-05-15 Floating 5.37636960 N N N N N N BX Trust N/A 123915AE0 142000.00000000 PA USD 142297.92000000 0.011452286591 Long ABS-MBS CORP US Y 2 2043-05-15 Floating 6.02637120 N N N N N N BX Trust N/A 12434JAC3 98001.00000000 PA USD 98244.75000000 0.007906841035 Long ABS-MBS CORP US Y 2 2043-07-15 Floating 5.22636840 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 356574.84000000 PA USD 293709.91000000 0.023638083143 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523100 57115.00000000 NS USD 15937940.75000000 1.282702271031 Long EC CORP US N 1 N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 2431.00000000 NS USD 650997.49000000 0.052392964182 Long EC CORP US N 1 N N N Canada 4BFD7AQU0A75QLAHK410 135087N26 17315000.00000000 PA 11257559.97000000 0.906020292476 Long DBT NUSS CA N 2 2031-12-01 Fixed 1.50000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087P99 1362000.00000000 PA 756884.73000000 0.060914880868 Long DBT NUSS CA N 2 2055-12-01 Fixed 2.75000000 N N N N N N Carlyle Group, Inc. (The) 529900NGGVF94UK6PG95 14316JAA6 543000.00000000 PA USD 516444.69000000 0.041564013012 Long DBT CORP US N 2 2035-09-19 Fixed 5.05000000 N N N N N N Carnival Corp. Ltd. F1OF2ZSX47CR0BCWA982 143658BZ4 231000.00000000 PA USD 231184.11000000 0.018605940853 Long DBT CORP BM Y 2 2031-06-15 Fixed 5.87500000 N N N N N N Carnival Corp. Ltd. F1OF2ZSX47CR0BCWA982 143658CA8 227000.00000000 PA USD 224907.93000000 0.018100827271 Long DBT CORP BM Y 2 2032-08-01 Fixed 5.75000000 N N N N N N Charter Communications Operating LLC N/A 161175AZ7 187000.00000000 PA USD 180961.38000000 0.014563962605 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Charter Communications Operating LLC N/A 161175BA1 118000.00000000 PA USD 102316.62000000 0.008234549424 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Charter Communications Operating LLC N/A 161175CP7 76000.00000000 PA USD 75549.11000000 0.006080272005 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAW1 386000.00000000 PA USD 383463.87000000 0.030861576449 Long DBT CORP US N 2 2035-10-30 Fixed 5.55000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAZ4 389000.00000000 PA USD 373526.92000000 0.030061840239 Long DBT CORP US Y 2 2056-11-30 Fixed 6.05000000 N N N N N N Chevron Corp. N/A 166764100 11980.00000000 NS USD 2358023.40000000 0.189776208719 Long EC CORP US N 1 N N N Chile Electricity Lux Mpc II Sarl N/A 16882LAA0 452584.81000000 PA USD 448737.84000000 0.036114894357 Long DBT NUSS LU Y 2 2035-10-20 Fixed 5.58000000 N N N N N N Choice Properties REIT 5493007MYGFSLOZGT937 17039AAZ9 898000.00000000 PA 664424.55000000 0.053473588124 Long DBT CORP CA N 2 2031-02-28 Fixed 5.03000000 N N N N N N Citadel Securities Global Holdings LLC 549300NV5RXBUS3X7L47 17289RAF3 549000.00000000 PA USD 534607.62000000 0.043025784763 Long DBT CORP US Y 2 2036-03-27 Fixed 5.75000000 N N N N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 12676.00000000 NS USD 701616.60000000 0.056466843510 Long EC CORP US N 1 N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 75709.00000000 NS USD 6912231.70000000 0.556303693090 Long EC CORP US N 1 N N N Colorado Housing and Finance Authority 5493005GIROYQAWBMC18 196480D61 410000.00000000 PA USD 407601.66000000 0.032804211231 Long DBT MUN US N 2 2047-11-01 Fixed 5.00000000 N N N N N N COLT Mortgage Loan Trust 2138001HZNOLT1K3WY73 19688TAA3 302008.85000000 PA USD 301960.23000000 0.024302077593 Long ABS-MBS CORP US Y 2 2069-02-25 Variable 5.83499880 N N N N N N COLT Mortgage Loan Trust 213800U2X2TO1PQH1O75 19688XAA4 256554.53000000 PA USD 255797.69000000 0.020586867716 Long ABS-MBS CORP US Y 2 2069-11-25 Variable 5.38999920 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAC0 554000.00000000 PA USD 564273.93000000 0.045413360662 Long DBT CORP US Y 2 2053-11-15 Fixed 6.54400000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 210483.00000000 NS USD 5043172.68000000 0.405879853069 Long EC CORP US N 1 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEQ0 318000.00000000 PA USD 287625.64000000 0.023148414680 Long DBT CORP US N 2 2055-05-15 Fixed 6.05000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AQ3 474000.00000000 PA USD 457201.44000000 0.036796053806 Long DBT NUSS MX Y 2 2034-01-28 Fixed 6.04500000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 202712BN4 616000.00000000 PA USD 552413.83000000 0.044458847313 Long DBT CORP AU Y 2 2031-03-11 Fixed 2.68800000 N N N N N N Connecticut State Higher Education Supplement Loan Authority N/A 207743WY7 495000.00000000 PA USD 470944.19000000 0.037902084812 Long DBT MUN US N 2 2034-11-15 Fixed 4.66800000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 77789.00000000 NS USD 9372018.72000000 0.754269945211 Long EC CORP US N 1 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036P108 20481.00000000 NS USD 2667240.63000000 0.214662337321 Long EC CORP US N 1 N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAK5 342000.00000000 PA USD 279962.26000000 0.022531657780 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N Cousins Properties LP 254900ZQIHJ5FQH4C329 222793AA9 383000.00000000 PA USD 385852.74000000 0.031053835225 Long DBT CORP US N 2 2034-10-01 Fixed 5.87500000 N N N N N N Cousins Properties, Inc. 5493007XPYD5EJABN062 222795502 25285.00000000 NS USD 797741.75000000 0.064203096903 Long EC CORP US N 1 N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABB6 343000.00000000 PA USD 341908.62000000 0.027517166128 Long DBT CORP DK Y 2 2027-09-10 Variable 1.54900000 N N N N N N Grupo Financiero Banorte SAB de CV N/A N/A 73851.00000000 NS 855280.67000000 0.068833889834 Long EC CORP MX N 1 N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501R106 24296.00000000 NS 1079051.94000000 0.086843237511 Long EC CORP CA N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526DB2 507000.00000000 PA USD 500742.75000000 0.040300304330 Long DBT CORP DE N 2 2031-08-04 Variable 4.95000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAQ0 309000.00000000 PA USD 311173.72000000 0.025043588979 Long DBT CORP DE N 2 2029-01-10 Variable 5.37300000 N N N N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393AG7 858000.00000000 PA USD 592724.35000000 0.047703080452 Long DBT CORP US N 2 2052-01-15 Fixed 4.10000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 20161.00000000 NS USD 2528794.23000000 0.203520025119 Long EC CORP US N 1 N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAR2 646000.00000000 PA USD 651664.79000000 0.052446669189 Long DBT CORP US N 2 2053-11-15 Fixed 6.20000000 N N N N N N ELM Trust N/A 26860XAU5 833333.00000000 PA USD 833177.33000000 0.067054989733 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 5.80087080 N N N N N N ELM Trust N/A 26860XBA8 607994.00000000 PA USD 607641.18000000 0.048903602653 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 5.99520960 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAY4 518000.00000000 PA USD 489108.30000000 0.039363951531 Long DBT CORP IT Y 2 2056-05-18 Fixed 6.00000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TBB7 714000.00000000 PA USD 698515.65000000 0.056217275786 Long DBT CORP US Y 2 2036-04-30 Fixed 5.25000000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 27636AAA0 547000.00000000 PA USD 498547.47000000 0.040123625882 Long DBT CORP US N 2 2054-10-15 Fixed 5.65000000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 278058DY5 200000.00000000 PA USD 193134.85000000 0.015543696302 Long DBT CORP US N 2 2033-03-06 Fixed 4.50000000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 278058DZ2 283000.00000000 PA USD 271241.58000000 0.021829808262 Long DBT CORP US N 2 2036-03-06 Fixed 4.80000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 48558.00000000 NS USD 3562700.46000000 0.286729888304 Long EC CORP US N 1 N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AK8 300000.00000000 PA USD 309530.97000000 0.024911378728 Long DBT CORP CA Y 2 2028-12-04 Fixed 6.31900000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AP7 310000.00000000 PA USD 308644.84000000 0.024840062051 Long DBT CORP CA Y 2 2030-03-25 Fixed 5.03700000 N N N N N N Emera US Finance LP N/A 29103DAT3 951000.00000000 PA USD 847264.10000000 0.068188707831 Long DBT CORP US N 2 2031-06-15 Fixed 2.63900000 N N N N N N Empire District Bondco LLC N/A 291918AA8 584874.80000000 PA USD 583179.46000000 0.046934897644 Long DBT CORP US N 2 2033-01-01 Fixed 4.94300000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 415000.00000000 PA USD 381160.61000000 0.030676207657 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N ENEL Finance International NV 0YQH6LCEF474UTUV4B96 29278GAC2 456000.00000000 PA USD 368070.01000000 0.029622662370 Long DBT CORP NL Y 2 2047-05-25 Fixed 4.75000000 N N N N N N Enterprise Fleet Financing LLC N/A 29373NAB3 580283.64000000 PA USD 578933.26000000 0.046593158992 Long ABS-O CORP US Y 2 2028-08-20 Fixed 4.05000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375QAB4 10536.28000000 PA USD 10541.71000000 0.000848407932 Long ABS-O CORP US Y 2 2027-04-20 Fixed 5.31000000 N N N N N N Enterprise Fleet Financing LLC N/A 29390HAB5 68974.17000000 PA USD 69059.77000000 0.005558003082 Long ABS-O CORP US Y 2 2027-10-20 Fixed 4.65000000 N N N N N N EQT Trust N/A 29439DAA9 537783.54000000 PA USD 540025.56000000 0.043461826285 Long ABS-MBS CORP US Y 2 2041-07-05 Fixed 5.33080000 N N N N N N EQT Trust N/A 29439DAC5 364160.00000000 PA USD 364971.49000000 0.029373290215 Long ABS-MBS CORP US Y 2 2041-07-05 Variable 5.65459920 N N N N N N Equitable America Global Funding 98450066CCBIACF06694 29446Q2G7 790000.00000000 PA USD 784678.13000000 0.063151722996 Long DBT CORP US Y 2 2031-06-15 Fixed 5.12500000 N N N N N N Essential Properties Realty Trust, Inc. 2549009LXQLVYCGLZO50 29670E107 35179.00000000 NS USD 1100750.91000000 0.088589593489 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAX6 303000.00000000 PA USD 303262.70000000 0.024406901751 Long DBT CORP US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 30218VAB2 1700000.00000000 PA USD 1630277.59000000 0.131206458845 Long DBT NUSS IN Y 2 2036-01-12 Fixed 5.00000000 N N N N N N Experian Finance US, Inc. 98450068569C0C85B875 30220DAA0 483000.00000000 PA USD 468864.69000000 0.037734724460 Long DBT CORP US Y 2 2036-08-24 Fixed 5.35000000 N N N N N N ExxonMobil Holdings Corp. J3WHBG0MTS7O8ZVMDC91 30233Q108 41408.00000000 NS USD 6436459.52000000 0.518013046553 Long EC CORP US N 1 N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BR2 456000.00000000 PA USD 441787.05000000 0.035555487451 Long DBT CORP CA N 2 2054-03-22 Fixed 6.35000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BX9 305000.00000000 PA USD 306203.35000000 0.024643568363 Long DBT CORP CA N 2 2035-05-20 Fixed 5.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4V42 12995.33000000 PA USD 13210.66000000 0.001063207841 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9BH4 218001.26000000 PA USD 217209.02000000 0.017481210879 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJM64 124623.55000000 PA USD 121244.62000000 0.009757894816 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292K2A4 286773.85000000 PA USD 278642.97000000 0.022425479930 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5GF6 478250.36000000 PA USD 433204.20000000 0.034864730637 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNXJ7 126339.22000000 PA USD 103700.78000000 0.008345948080 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWC68 1635025.43000000 PA USD 1278083.13000000 0.102861477472 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDS9 2605722.69000000 PA USD 2230406.51000000 0.179505466896 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWES8 214784.09000000 PA USD 203086.96000000 0.016344652605 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFU2 312898.06000000 PA USD 318736.23000000 0.025652227756 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHR7 379182.80000000 PA USD 357919.02000000 0.028805699996 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWJM6 633269.48000000 PA USD 642538.88000000 0.051712206333 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ALX4 227168.43000000 PA USD 220989.75000000 0.017785488015 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A67D7 69087.83000000 PA USD 60118.03000000 0.004838362422 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BAFE6 111209.27000000 PA USD 95909.07000000 0.007718863047 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BNXA6 295445.92000000 PA USD 294387.78000000 0.023692638835 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CGUU9 147619.66000000 PA USD 153139.13000000 0.012324798599 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMY58 17040.45000000 PA USD 14012.34000000 0.001127727892 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMZB4 82956.79000000 PA USD 69189.59000000 0.005568451132 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNEG4 240729.00000000 PA USD 200566.80000000 0.016141827472 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNGQ0 79078.77000000 PA USD 61969.85000000 0.004987398847 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KPF52 106083.68000000 PA USD 97706.87000000 0.007863551886 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BAJA3 524432.97000000 PA USD 51174.75000000 0.004118597821 Long ABS-MBS USGSE US N 2 2050-06-25 Floating 2.31944040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BAYM0 303718.74000000 PA USD 69980.59000000 0.005632111646 Long ABS-MBS USGSE US N 2 2048-03-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BDV96 282200.95000000 PA USD 38211.90000000 0.003075333989 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BJUS2 532002.05000000 PA USD 55362.05000000 0.004455596138 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSEP6 483391.42000000 PA USD 486346.15000000 0.039141650787 Long ABS-MBS USGSE US N 2 2053-12-25 Floating 4.51608120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSFC4 547178.08000000 PA USD 551032.68000000 0.044347690905 Long ABS-MBS USGSE US N 2 2054-01-25 Floating 4.56608160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BT7D9 461475.82000000 PA USD 467229.92000000 0.037603156447 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.01608160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTXB4 848367.97000000 PA USD 856647.45000000 0.068943889729 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.11607880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F62R7 1752322.00000000 PA USD 75156.56000000 0.006048679167 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.16776440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F6JS7 899457.58000000 PA USD 147687.16000000 0.011886018307 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F84L4 3594105.00000000 PA USD 148619.48000000 0.011961052403 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.07893800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FKAV8 361502.26000000 PA USD 39706.47000000 0.003195618558 Long ABS-MBS USGSE US N 2 2057-08-15 Floating 2.36013120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFW2 1523000.00000000 PA USD 9885.34000000 0.000795582582 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 1.37226600 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTG43 3170226.00000000 PA USD 189499.63000000 0.015251129965 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.79689320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZU4 2614093.00000000 PA USD 158686.42000000 0.012771250345 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.83844440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZG2 7375798.00000000 PA USD 451502.84000000 0.036337424472 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.79836920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZZ0 3298344.00000000 PA USD 191621.91000000 0.015421933296 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.66578120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNL2 3056884.00000000 PA USD 141044.02000000 0.011351371397 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.33988400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHX1 2713457.00000000 PA USD 153599.30000000 0.012361833566 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.59666120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXZ50 13438496.98200000 PA USD 143915.55000000 0.011582475158 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.31377600 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUL8 16496981.08750000 PA USD 312680.48000000 0.025164854612 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.50449320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2NA8 3177082.00000000 PA USD 133404.08000000 0.010736500973 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.93756600 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3EZ1 4021884.00000000 PA USD 153117.15000000 0.012323029625 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.85442400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4BT6 13281588.00000000 PA USD 322490.24000000 0.025954354437 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.53566560 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4SM3 3294996.00000000 PA USD 83639.19000000 0.006731370171 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.56641320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9QG7 544690.51000000 PA USD 68439.93000000 0.005508117705 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBDZ4 314088.02000000 PA USD 317337.01000000 0.025539617055 Long ABS-MBS USGSE US N 2 2054-01-25 Floating 4.71607920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HFDN2 819414.38000000 PA USD 827097.13000000 0.066565648828 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 4.91608080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HHJ44 2485542.00000000 PA USD 158187.35000000 0.012731084666 Long ABS-MBS USGSE US N 2 2034-09-25 Variable 0.90534600 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HHQ46 1095126.61000000 PA USD 1112364.45000000 0.089524263429 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.11607880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKSB1 2288962.80000000 PA USD 41196.98000000 0.003315576374 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 0.56928960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HLJW3 271079.72000000 PA USD 43606.62000000 0.003509506741 Long ABS-MBS USGSE US N 2 2052-10-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HN3C0 343116.65000000 PA USD 353978.18000000 0.028488537038 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 7.56608040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2AX7 190285.71000000 PA USD 179558.91000000 0.014451090341 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELAF0 699813.58000000 PA USD 644330.60000000 0.051856405848 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EMUX7 245627.67000000 PA USD 237424.72000000 0.019108191724 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENEK1 100610.89000000 PA USD 97738.30000000 0.007866081405 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENSU4 148388.70000000 PA USD 144153.58000000 0.011601632064 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPUM4 160502.31000000 PA USD 155918.07000000 0.012548450619 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTZ5 532539.73000000 PA USD 516457.14000000 0.041565015001 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERZ60 481744.81000000 PA USD 467995.21000000 0.037664747793 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDL7 245509.13000000 PA USD 238520.36000000 0.019196369986 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHNH1 259862.51000000 PA USD 235856.10000000 0.018981947533 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A0MB2 83546.54000000 PA USD 83049.44000000 0.006683906469 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5DA8 57760.96000000 PA USD 51823.63000000 0.004170820367 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KE2N7 40702.42000000 PA USD 34132.59000000 0.002747026820 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KFYV1 43190.45000000 PA USD 36234.04000000 0.002916153731 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LVSM2 23876.65000000 PA USD 19639.68000000 0.001580622147 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHTF6 135171.93000000 PA USD 115762.48000000 0.009316686410 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MKG89 54310.16000000 PA USD 46459.16000000 0.003739082167 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MLPX2 30445.03000000 PA USD 28555.36000000 0.002298165471 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MMT73 164002.83000000 PA USD 134259.24000000 0.010805325151 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N55Y6 1304927.62000000 PA USD 1301332.71000000 0.104732628177 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N5ER1 317779.78000000 PA USD 315992.94000000 0.025431444885 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NRTV8 178698.26000000 PA USD 181975.70000000 0.014645596148 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEAV4 82072.02000000 PA USD 68434.51000000 0.005507681498 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKQL5 47598.77000000 PA USD 39256.40000000 0.003159396450 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMZC1 138691.21000000 PA USD 115475.17000000 0.009293563398 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPKC0 161066.69000000 PA USD 137926.05000000 0.011100433885 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QSKM2 388383.30000000 PA USD 377560.42000000 0.030386460571 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QTX95 246698.60000000 PA USD 232864.26000000 0.018741161096 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X54P5 135307.17000000 PA USD 112421.53000000 0.009047803232 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDYN0 117550.23000000 PA USD 98197.63000000 0.007903048768 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XEAU8 134411.01000000 PA USD 116131.39000000 0.009346376676 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGQ44 401894.95000000 PA USD 344008.67000000 0.027686180365 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGQ69 209754.24000000 PA USD 180945.19000000 0.014562659617 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHKM8 874166.67000000 PA USD 651632.39000000 0.052444061603 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJXH1 88851.09000000 PA USD 90469.40000000 0.007281072671 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKH78 30258.01000000 PA USD 26914.91000000 0.002166140326 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XTCU3 193177.08000000 PA USD 164837.79000000 0.013266319087 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KGB4 6664.17000000 PA USD 6767.39000000 0.000544646680 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KJU9 4655.51000000 PA USD 4828.93000000 0.000388637376 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LDU3 101148.70000000 PA USD 98271.50000000 0.007908993903 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RFX9 13167.58000000 PA USD 13425.09000000 0.001080465393 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415MM51 53846.05000000 PA USD 55852.44000000 0.004495063242 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BW87 68116.31000000 PA USD 66667.08000000 0.005365436869 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YRW9 90067.70000000 PA USD 89433.98000000 0.007197740978 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D4X7 20006.23000000 PA USD 15690.09000000 0.001262754981 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7E6 18863.10000000 PA USD 14818.09000000 0.001192575502 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DKQ4 258033.07000000 PA USD 213248.82000000 0.017162489809 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBS8 402243.76000000 PA USD 330888.96000000 0.026630292276 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECG3 147538.54000000 PA USD 125538.34000000 0.010103457927 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECY4 499378.62000000 PA USD 425045.10000000 0.034208077669 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECZ1 172558.75000000 PA USD 151749.71000000 0.012212976613 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EV98 94572.57000000 PA USD 95922.39000000 0.007719935054 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FCG0 348954.90000000 PA USD 346201.46000000 0.027862658416 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418QPN7 290396.79000000 PA USD 288372.47000000 0.023208520346 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418XGC6 195008.33000000 PA USD 192385.75000000 0.015483407945 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBT1 122554.15000000 PA USD 115967.18000000 0.009333160882 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JSM1 315218.09000000 PA USD 300617.11000000 0.024193981879 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427MHC8 340822.84000000 PA USD 347189.33000000 0.027942163235 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427NMZ9 558507.61000000 PA USD 579002.50000000 0.046598731500 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3142G6FR2 665943.53000000 PA USD 86269.83000000 0.006943086851 Long ABS-MBS USGSE US N 2 2052-03-25 Fixed 2.00000000 N N N N N N Ferguson Enterprises, Inc. 2138003JYQMRP3SLX189 31488VAA5 622000.00000000 PA USD 603882.33000000 0.048601086443 Long DBT CORP US N 2 2034-10-03 Fixed 5.00000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620M106 84778.00000000 NS USD 3795511.06000000 0.305466730787 Long EC CORP US N 1 N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GE1 665000.00000000 PA USD 394472.35000000 0.031747550523 Long DBT CORP US N 2 2051-12-04 Fixed 2.87500000 N N N N N N Flutter Treasury DAC 635400JE8VLL9UFVIC38 344045AA7 289000.00000000 PA USD 292571.17000000 0.023546436147 Long DBT CORP IE Y 2 2029-04-29 Fixed 6.37500000 N N N N N N Flutter Treasury DAC 635400JE8VLL9UFVIC38 344045AB5 500000.00000000 PA USD 492563.20000000 0.039642005524 Long DBT CORP IE Y 2 2031-06-04 Fixed 5.87500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397E58 396000.00000000 PA USD 398568.92000000 0.032077246795 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397H48 200000.00000000 PA USD 200086.66000000 0.016103185299 Long DBT CORP US N 2 2030-09-05 Fixed 5.73000000 N N N N N N FORT CRE Issuer LLC N/A 34706CAC3 385342.72000000 PA USD 384956.99000000 0.030981744321 Long ABS-CBDO CORP US Y 2 2039-02-23 Floating 5.86608120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179NF78 356366.04000000 PA USD 325969.74000000 0.026234388265 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W2V9 205553.16000000 PA USD 178569.11000000 0.014371430194 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7H5 58680.11000000 PA USD 47082.30000000 0.003789233131 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7J1 769999.01000000 PA USD 643296.45000000 0.051773176366 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7K8 784185.96000000 PA USD 681241.76000000 0.054827054911 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLP1 141399.90000000 PA USD 118135.33000000 0.009507655879 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WNE4 383481.93000000 PA USD 320385.96000000 0.025784999765 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WQB7 106700.89000000 PA USD 92695.31000000 0.007460216254 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WR26 526300.92000000 PA USD 439704.51000000 0.035387882437 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WR34 332411.27000000 PA USD 288778.44000000 0.023241193239 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WVT2 668833.80000000 PA USD 536586.07000000 0.043185012504 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBT2 184609.62000000 PA USD 169361.60000000 0.013630400084 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFG6 391780.57000000 PA USD 359741.41000000 0.028952367864 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFH4 231467.64000000 PA USD 219393.03000000 0.017656982306 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHX7 511282.35000000 PA USD 470509.82000000 0.037867126256 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLD6 413197.38000000 PA USD 359591.87000000 0.028940332727 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLG9 840172.63000000 PA USD 794062.14000000 0.063906958012 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XQW9 154355.86000000 PA USD 150325.01000000 0.012098315255 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XTD8 290834.91000000 PA USD 290696.31000000 0.023395545438 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX50 343078.32000000 PA USD 334343.24000000 0.026908296371 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YAS3 65165.87000000 PA USD 65183.95000000 0.005246073003 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YHS6 104014.18000000 PA USD 104043.04000000 0.008373493526 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6BB2 398489.19000000 PA USD 348997.80000000 0.028087710806 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AXZK7 79169.29000000 PA USD 79038.43000000 0.006361096157 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550108 15977.00000000 NS USD 6125901.34000000 0.493018996882 Long EC CORP US N 1 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334104 24291.00000000 NS USD 868403.25000000 0.069890008905 Long EC CORP US N 1 N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KT7 385000.00000000 PA USD 380692.65000000 0.030638545743 Long DBT CORP US N 2 2033-05-17 Fixed 4.95000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 13901.00000000 NS USD 1810049.21000000 0.145674668312 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB60 314000.00000000 PA USD 310429.52000000 0.024983694979 Long DBT CORP US N 2 2030-10-23 Variable 4.69200000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB78 566000.00000000 PA USD 544629.46000000 0.043832353010 Long DBT CORP US N 2 2035-10-23 Variable 5.01600000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAS9 484000.00000000 PA USD 460987.23000000 0.037100738176 Long DBT CORP US N 2 2037-01-21 Variable 5.06500000 N N N N N N Goldman Sachs Private Credit Corp. 549300TD27G6372IYJ65 38152BAQ4 305000.00000000 PA USD 301050.42000000 0.024228855125 Long DBT CORP US Y 2 2031-06-16 Fixed 6.15000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382EFF9 687440.26000000 PA USD 52058.20000000 0.004189698808 Long ABS-MBS USGA US N 2 2049-02-20 Floating 2.21591160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GRP9 735160.92000000 PA USD 79935.81000000 0.006433318245 Long ABS-MBS USGA US N 2 2050-07-20 Floating 2.41590960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382KVX8 699603.88000000 PA USD 106116.55000000 0.008540371796 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TH80 686095.09000000 PA USD 78460.60000000 0.006314591789 Long ABS-MBS USGA US N 2 2051-06-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BF49 630255.98000000 PA USD 630096.46000000 0.050710827257 Long ABS-MBS USGA US N 2 2065-08-20 Floating 4.42139040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BSH6 632653.37000000 PA USD 632487.24000000 0.050903239751 Long ABS-MBS USGA US N 2 2065-09-20 Floating 4.47139080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383F3Y7 368667.35000000 PA USD 60925.97000000 0.004903386284 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CVA4 1057906.39000000 PA USD 1064976.06000000 0.085710395852 Long ABS-MBS USGA US N 2 2053-08-20 Floating 4.87139040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384EHJ7 576631.38000000 PA USD 585516.40000000 0.047122977038 Long ABS-MBS USGA US N 2 2053-09-20 Floating 5.02139160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384GBV1 370045.03000000 PA USD 374346.88000000 0.030127831484 Long ABS-MBS USGA US N 2 2053-11-20 Floating 4.72138920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384J5M2 521230.17000000 PA USD 61897.33000000 0.004981562361 Long ABS-MBS USGA US N 2 2051-05-20 Floating 2.57861160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384KDM0 333837.55000000 PA USD 335820.85000000 0.027027215981 Long ABS-MBS USGA US N 2 2054-02-20 Floating 4.67138880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384KHB0 259109.07000000 PA USD 260979.92000000 0.021003939048 Long ABS-MBS USGA US N 2 2064-03-20 Floating 4.82139000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384PYX2 433491.05000000 PA USD 435236.28000000 0.035028274577 Long ABS-MBS USGA US N 2 2054-06-20 Floating 4.77138960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384XSB0 372982.08000000 PA USD 374475.69000000 0.030138198249 Long ABS-MBS USGA US N 2 2054-10-20 Floating 4.67138880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DYU4 281475.84000000 PA USD 29054.75000000 0.002338356905 Long ABS-MBS USGA US N 2 2051-07-20 Floating 2.37861000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GFS3 297615.67000000 PA USD 302329.93000000 0.024331831438 Long ABS-MBS USGA US N 2 2055-05-20 Floating 7.57139040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385NFG4 624351.28000000 PA USD 622154.81000000 0.050071674894 Long ABS-MBS USGA US N 2 2066-02-20 Floating 4.42139040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385QDU8 323404.54000000 PA USD 322679.69000000 0.025969601573 Long ABS-MBS USGA US N 2 2067-08-20 Floating 4.12139160 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DF3 397000.00000000 PA USD 375674.77000000 0.030234701471 Long DBT CORP US N 2 2035-11-15 Fixed 4.90000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DH9 311000.00000000 PA USD 279568.00000000 0.022499927320 Long DBT CORP US N 2 2055-11-15 Fixed 5.70000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280ER6 283000.00000000 PA USD 282585.01000000 0.022742739465 Long DBT CORP GB N 2 2031-03-03 Variable 5.13000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FM6 384000.00000000 PA USD 371575.96000000 0.029904824922 Long DBT CORP GB N 2 2037-03-10 Variable 5.27900000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FR5 251000.00000000 PA USD 249140.47000000 0.020051087633 Long DBT CORP GB N 2 2032-11-18 Variable 6.75000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 N/A 2290.00000000 NS 1254735.02000000 0.100982396969 Long EC CORP FR N 1 N N N BPER Banca SpA N747OI7JINV7RUUH6190 N/A 141284.00000000 NS 2298547.28000000 0.184989507890 Long EC CORP IT N 2 N N N Capgemini SE 96950077L0TN7BAROX36 N/A 48431.00000000 NS 5766699.11000000 0.464110022792 Long EC CORP FR N 2 N N N Hartford Insurance Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515104 14936.00000000 NS USD 2119567.76000000 0.170585047466 Long EC CORP US N 1 N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AV4 676000.00000000 PA USD 662659.51000000 0.053331535844 Long DBT CORP US N 2 2033-01-15 Fixed 5.35000000 N N N N N N Highwoods Properties, Inc. ZIIGTYKL9T0X3HLTDX53 431284108 46744.00000000 NS USD 1548628.72000000 0.124635271725 Long EC CORP US N 1 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 1991.00000000 NS USD 660932.36000000 0.053192532992 Long EC CORP US N 1 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076BD3 281000.00000000 PA USD 248795.87000000 0.020023353862 Long DBT CORP US N 2 2044-02-15 Fixed 4.87500000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CQ3 324000.00000000 PA USD 222306.36000000 0.017891450175 Long DBT CORP US N 2 2052-04-15 Fixed 3.62500000 N N N N N N HOMES Trust N/A 43761FAD7 233569.29000000 PA USD 230706.64000000 0.018567513564 Long ABS-MBS CORP US Y 2 2060-08-25 Variable 5.07700080 N N N N N N Publicis Groupe SA 2138004KW8BV57III342 N/A 27130.00000000 NS 2888578.19000000 0.232475817452 Long EC CORP FR N 2 N N N Honeywell Aerospace, Inc. 213800ZUAQRBYL67JS90 43849RAF2 372000.00000000 PA USD 359648.51000000 0.028944891174 Long DBT CORP US Y 2 2033-03-16 Fixed 4.60000000 N N N N N N Honeywell Aerospace, Inc. 213800ZUAQRBYL67JS90 43849RAG0 316000.00000000 PA USD 304619.66000000 0.024516111322 Long DBT CORP US Y 2 2036-03-16 Fixed 4.95000000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516205 6654.00000000 NS USD 1617254.70000000 0.130158362931 Long EC CORP US N 1 N N N Horseshoe Funding Trust II N/A 440930AA3 315000.00000000 PA USD 314163.46000000 0.025284206406 Long DBT CORP US Y 2 2055-11-15 Fixed 6.88700000 N N N N N N NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery 549300U0XV0GGBTV6I72 44107HAF9 545000.00000000 PA USD 315671.30000000 0.025405558959 Long DBT CORP US N 2 2050-10-01 Fixed 2.66700000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 444859102 4635.00000000 NS USD 1686491.10000000 0.135730581382 Long EC CORP US N 1 N N N Humana, Inc. 529900YLDW34GJAO4J06 444859CA8 154000.00000000 PA USD 154655.89000000 0.012446869043 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 444859CD2 390000.00000000 PA USD 383410.44000000 0.030857276347 Long DBT CORP US N 2 2035-05-01 Fixed 5.55000000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AT3 159000.00000000 PA USD 154352.51000000 0.012422452700 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413BB1 394000.00000000 PA USD 399927.88000000 0.032186617328 Long DBT CORP US N 2 2035-01-15 Fixed 5.74900000 N N N N N N Hydro One, Inc. 549300X54QEYZVDC8R04 44810ZCS7 1022000.00000000 PA 727826.43000000 0.058576238255 Long DBT CORP CA N 2 2035-01-04 Fixed 4.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AEA1 318000.00000000 PA USD 309635.41000000 0.024919784169 Long DBT CORP US Y 2 2030-09-18 Fixed 4.50000000 N N N N N N GEA Group AG 549300PHUU0ZZWO8EO07 N/A 13982.00000000 NS 994004.11000000 0.079998498508 Long EC CORP DE N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CJ7 341000.00000000 PA USD 302654.48000000 0.024357951564 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HCN5 274000.00000000 PA USD 268888.35000000 0.021640417831 Long DBT CORP IT Y 2 2037-06-29 Variable 6.00500000 N N N N N N Iowa Student Loan Liquidity Corp. 549300FO1LWVSZKGJK70 462590NG1 215000.00000000 PA USD 203285.55000000 0.016360635338 Long DBT MUN US N 2 2039-12-01 Fixed 5.08000000 N N N N N N JBS NV N/A 46590XAX4 230000.00000000 PA USD 222355.65000000 0.017895417087 Long DBT CORP NL N 2 2052-12-01 Fixed 6.50000000 N N N N N N JH North America Holdings, Inc. 254900A6FXA0D81TL967 46593WAA3 249000.00000000 PA USD 248461.11000000 0.019996412024 Long DBT CORP US Y 2 2031-01-31 Fixed 5.87500000 N N N N N N JH North America Holdings, Inc. 254900A6FXA0D81TL967 46593WAB1 248000.00000000 PA USD 248193.60000000 0.019974882537 Long DBT CORP US Y 2 2032-07-31 Fixed 6.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 12375.00000000 NS USD 4353401.25000000 0.350366321325 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBN5 607000.00000000 PA USD 383602.76000000 0.030872754463 Long DBT CORP US N 2 2051-04-22 Variable 3.10900000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBX3 447000.00000000 PA USD 390758.59000000 0.031448663204 Long DBT CORP US N 2 2032-02-04 Variable 1.95300000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEG7 152000.00000000 PA USD 154533.82000000 0.012437044720 Long DBT CORP US N 2 2030-04-22 Variable 5.58100000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEQ5 400000.00000000 PA USD 395969.58000000 0.031868049172 Long DBT CORP US N 2 2030-10-22 Variable 4.60300000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEW2 416000.00000000 PA USD 416593.88000000 0.033527914575 Long DBT CORP US N 2 2036-01-24 Variable 5.50200000 N N N N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 471105AD8 566000.00000000 PA USD 572426.82000000 0.046069513843 Long DBT CORP JP Y 2 2030-06-15 Fixed 5.25000000 N N N N N N JBS NV N/A 472140AF9 430000.00000000 PA USD 419505.42000000 0.033762238383 Long DBT CORP NL N 2 2036-01-15 Fixed 5.50000000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233WLL1 516000.00000000 PA USD 488286.91000000 0.039297845198 Long DBT CORP US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233WMK2 238000.00000000 PA USD 232965.36000000 0.018749297731 Long DBT CORP US N 2 2031-04-28 Fixed 5.12500000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DD4 441000.00000000 PA USD 388370.09000000 0.031256434206 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DF9 154000.00000000 PA USD 150513.55000000 0.012113489153 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N 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 Johnson & Johnson 549300G0CFPGEF6X2043 478160104 49705.00000000 NS USD 12741876.75000000 1.025479671482 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160DF8 370000.00000000 PA 376109.66000000 0.030269701877 Long DBT CORP US N 2 2055-02-26 Fixed 3.70000000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 N/A 21769.00000000 NS 7307812.87000000 0.588140482616 Long EC CORP FR N 2 N N N Kaspi.KZ JSC 2549003YU6FARG8OAZ13 48581RAA4 482000.00000000 PA USD 477721.83000000 0.038447556423 Long DBT CORP KZ Y 2 2031-04-28 Fixed 5.90000000 N N N N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177J102 421003.00000000 NS USD 8100097.72000000 0.651904402456 Long EC CORP US N 1 N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 263366.00000000 NS 5683754.91000000 0.457434586148 Long EC CORP DE N 1 N N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 494368103 55690.00000000 NS USD 6087473.90000000 0.489926316006 Long EC CORP US N 1 N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAB2 101000.00000000 PA USD 77731.61000000 0.006255921906 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044DW8 365000.00000000 PA USD 328460.84000000 0.026434874619 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889208 95860.00000000 NS USD 2152057.00000000 0.173199815747 Long EC CORP US N 1 N N N L'Oreal SA 529900JI1GG6F7RKVI53 502117AA2 571000.00000000 PA USD 564333.00000000 0.045418114678 Long DBT CORP FR Y 2 2035-05-20 Fixed 5.00000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAD6 568000.00000000 PA USD 551573.59000000 0.044391223912 Long DBT CORP US Y 2 2029-03-15 Fixed 4.00000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAQ7 387000.00000000 PA USD 380626.52000000 0.030633223531 Long DBT CORP US N 2 2035-06-15 Fixed 5.75000000 N N N N N N Lseg US Fin Corp. 2138007FV67QQ13CGJ43 50222CAB6 285000.00000000 PA USD 282434.72000000 0.022730643967 Long DBT CORP US Y 2 2034-03-28 Fixed 5.29700000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431109 11097.00000000 NS USD 3074534.82000000 0.247441803043 Long EC CORP US N 1 N N N Henkel AG & Co. KGaA 549300VZCL1HTH4O4Y49 N/A 94040.00000000 NS 8200401.13000000 0.659976926618 Long EC CORP DE N 1 N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807306 2010.00000000 NS USD 588970.20000000 0.047400942503 Long EC CORP US N 1 N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AR8 544000.00000000 PA USD 536816.37000000 0.043203547291 Long DBT CORP US N 2 2031-05-15 Fixed 5.30000000 N N N N N N Lear Corp. 549300UPNBTXA1SYTQ33 521865204 22807.00000000 NS USD 2979506.48000000 0.239793822075 Long EC CORP US N 1 N N N Leidos Holdings, Inc. 549300IUTGTP6EJP8124 525327102 13241.00000000 NS USD 1530659.60000000 0.123189098007 Long EC CORP US N 1 N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187109 44355.00000000 NS USD 2023031.55000000 0.162815711531 Long EC CORP US N 1 N N N Low Income Investment Fund N/A 54750AAB2 300000.00000000 PA USD 287764.90000000 0.023159622472 Long DBT CORP US N 2 2029-07-01 Fixed 3.71100000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261F104 5335.00000000 NS USD 1313957.15000000 0.105748656415 Long EC CORP US N 1 N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAT1 370000.00000000 PA USD 382374.24000000 0.030773881878 Long DBT CORP US N 2 2032-03-13 Variable 6.08200000 N N N N N N MF1 Ltd. N/A 55284JAA7 164720.64000000 PA USD 164719.98000000 0.013256837614 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 5.01774120 N N N N N N MF1 Ltd. N/A 55284JAE9 604312.00000000 PA USD 605261.37000000 0.048712073036 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 5.61773880 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 14453654.49020000 NS USD 14456545.22000000 1.163477997303 Long STIV RF US N 1 N N N Macquarie Airfinance Holdings Ltd. 549300MCGUSL5B852H65 55609NAD0 358000.00000000 PA USD 371611.11000000 0.029907653831 Long DBT CORP GB Y 2 2031-03-26 Fixed 6.50000000 N N N N N N Macquarie Airfinance Holdings Ltd. 549300MCGUSL5B852H65 55609NAE8 252000.00000000 PA USD 249663.43000000 0.020093176005 Long DBT CORP GB Y 2 2030-03-17 Fixed 5.15000000 N N N N N N Magyar Export-Import Bank Zrt. 529900O4UGETQ9Q3AA63 55977YAA6 540000.00000000 PA USD 545841.80000000 0.043929923411 Long DBT NUSS HU Y 2 2027-12-04 Fixed 6.12500000 N N N N N N Wolters Kluwer NV 724500TEM53I0U077B74 N/A 75734.00000000 NS 5928141.10000000 0.477103044316 Long EC CORP NL N 1 N N N Sanofi SA 549300E9PC51EN656011 N/A 74900.00000000 NS 6443582.61000000 0.518586320345 Long EC CORP FR N 2 N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AY1 232000.00000000 PA USD 231209.84000000 0.018608011631 Long DBT CORP US Y 2 2030-03-01 Fixed 4.80000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BA2 620000.00000000 PA USD 611459.77000000 0.049210926802 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BC8 622000.00000000 PA USD 586970.35000000 0.047239992467 Long DBT CORP US Y 2 2055-05-01 Fixed 5.70000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748CD2 329000.00000000 PA USD 295675.91000000 0.023796308895 Long DBT CORP US N 2 2055-03-15 Fixed 5.40000000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599106 79806.00000000 NS USD 5704532.88000000 0.459106819075 Long EC CORP US N 1 N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RRZ4 545000.00000000 PA USD 483894.11000000 0.038944308023 Long DBT MUN US N 2 2037-07-01 Fixed 2.64100000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RSU4 1405000.00000000 PA USD 1362664.96000000 0.109668712305 Long DBT MUN US N 2 2038-07-01 Fixed 4.94900000 N N N N N N Massachusetts Housing Finance Agency 549300NLJBK1VP6K2K81 57587GTN5 755000.00000000 PA USD 764761.70000000 0.061548827717 Long DBT MUN US N 2 2052-12-01 Fixed 5.56200000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AD0 670000.00000000 PA USD 418967.59000000 0.033718953258 Long DBT CORP US N 2 2050-01-01 Fixed 2.95500000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBZ7 576000.00000000 PA USD 553104.21000000 0.044514409823 Long DBT CORP US N 2 2035-12-04 Fixed 4.75000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 35212.00000000 NS USD 3384929.56000000 0.272422698891 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 31429.00000000 NS USD 14605684.88000000 1.175480914342 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918CE2 450000.00000000 PA USD 269078.46000000 0.021655718084 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 N/A 133537.00000000 NS 633045.46000000 0.050948165885 Long EC CORP NL N 1 N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VBD8 163000.00000000 PA USD 147713.29000000 0.011888121277 Long DBT CORP US N 2 2043-11-15 Fixed 5.15000000 N N N N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 N/A 313879.00000000 NS 3130562.17000000 0.251950943227 Long EC CORP SE N 2 N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 N/A 1406.00000000 NS 1070956.52000000 0.086191709577 Long EC CORP CH N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CB8 484000.00000000 PA USD 424053.05000000 0.034128236439 Long DBT CORP JP N 2 2032-10-13 Variable 2.49400000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DQ4 557000.00000000 PA USD 541950.98000000 0.043616786116 Long DBT CORP JP N 2 2036-09-12 Variable 5.18800000 N N N N N N Anhui Conch Cement Co. Ltd. 300300JVKW56SSAEQZ33 N/A 387000.00000000 NS 912428.59000000 0.073433214673 Long EC CORP CN N 1 N N N CLP Holdings Ltd. 25490002BUTSMP94GO68 N/A 172500.00000000 NS 1717873.36000000 0.138256258746 Long EC CORP HK N 1 N N N Morgan Stanley Capital I Trust N/A 61691YAP6 4055806.35020000 PA USD 171733.39000000 0.013821284243 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.17659160 N N N N N N Morgan Stanley Capital I Trust N/A 61692CBK3 7865290.20380000 PA USD 277269.57000000 0.022314947251 Long ABS-MBS CORP US N 2 2054-06-15 Variable 1.14089040 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 652000.00000000 PA USD 620670.04000000 0.049952179039 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 607000.00000000 PA USD 605835.08000000 0.048758245822 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 N/A 15790.00000000 NS 910373.77000000 0.073267840593 Long EC CORP SG N 2 N N N Lenovo Group Ltd. 254900VUZRGD5U73RE46 N/A 434000.00000000 NS 1334639.43000000 0.107413188110 Long EC CORP HK N 2 N N N PetroChina Co. Ltd. 529900RPY4YG47TRSV05 N/A 2616000.00000000 NS 3323199.29000000 0.267454581695 Long EC CORP CN N 2 N N N KDDI Corp. 5299003FU7V4I45FU310 N/A 249800.00000000 NS 4606004.76000000 0.370696118068 Long EC CORP JP N 2 N N N Daikin Industries Ltd. 549300Y7FWSTSHMW5Y57 N/A 8700.00000000 NS 1261066.99000000 0.101492000589 Long EC CORP JP N 2 N N N Otsuka Corp. 529900RG9DJ58J3UIE72 N/A 37200.00000000 NS 765486.94000000 0.061607195796 Long EC CORP JP N 1 N N N Mylan, Inc. 30ZMPDNA1RHIBH89C294 628530BJ5 185000.00000000 PA USD 148229.29000000 0.011929649501 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 349400.00000000 NS 7842037.65000000 0.631135456013 Long EC CORP JP N 1 N N N FUJIFILM Holdings Corp. 529900UBKMFM0ST6H474 N/A 82900.00000000 NS 1965361.24000000 0.158174344194 Long EC CORP JP N 1 N N N New Hampshire Business Finance Authority N/A 63610HAA0 545000.00000000 PA USD 568202.45000000 0.045729532092 Long DBT MUN US N 2 2034-04-01 Fixed 6.89000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAP2 567000.00000000 PA USD 550710.32000000 0.044321747032 Long DBT CORP GB Y 2 2030-09-30 Fixed 4.35100000 N N N N N N Hitachi Ltd. 549300T6IPOCDWLKC615 N/A 166900.00000000 NS 5539349.44000000 0.445812681711 Long EC CORP JP N 2 N N N Hon Hai Precision Industry Co. Ltd. 30030004CM3GSZXX7O56 N/A 509000.00000000 NS 3933363.32000000 0.316561225976 Long EC CORP TW N 2 N N N New Residential Mortgage Loan Trust 2138002D8CMDYG7QOU84 64832CAC7 262549.53000000 PA USD 261734.37000000 0.021064657980 Long ABS-MBS CORP US Y 2 2065-05-25 Variable 5.52999960 N N N N N N New Residential Mortgage Loan Trust 2138005D37SVG7YSAJ65 64832RAE0 143857.00000000 PA USD 144031.21000000 0.011591783597 Long ABS-MBS CORP US Y 2 2066-08-25 Variable 5.56400160 N N N N N N Kyocera Corp. N/A N/A 313900.00000000 NS 7167359.08000000 0.576836613551 Long EC CORP JP N 2 N N N News Corp. 549300ITS31QK8VRBQ14 65249BAA7 819000.00000000 PA USD 789115.31000000 0.063508831919 Long DBT CORP US Y 2 2029-05-15 Fixed 3.87500000 N N N N N N NextEra Energy, Inc. 254900RHL9MEUS5NKX63 65339F119 64080.00000000 NS USD 3135434.40000000 0.252343065433 Long EP CORP US N 1 N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KEF3 301000.00000000 PA USD 295915.18000000 0.023815565597 Long DBT CORP US N 2 2056-10-01 Variable 6.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KEG1 201000.00000000 PA USD 196416.74000000 0.015807826269 Long DBT CORP US N 2 2056-10-01 Variable 6.20000000 N N N N N N Mitsubishi Electric Corp. 549300TRXM9Y6561AX39 N/A 147600.00000000 NS 5380238.59000000 0.433007272792 Long EC CORP JP N 2 N N N NEC Corp. 5493000QYMPFRTEY4K28 N/A 101400.00000000 NS 3020873.01000000 0.243123044012 Long EC CORP JP N 1 N N N Nitto Denko Corp. 3538009GX5P09USH2J25 N/A 57100.00000000 NS 1188952.69000000 0.095688165713 Long EC CORP JP N 2 N N N Northern Star Resources Ltd. 254900XFXCRYYZAX6M78 66573RAA6 530000.00000000 PA USD 540637.29000000 0.043511058960 Long DBT CORP AU Y 2 2033-04-11 Fixed 6.12500000 N N N N N N Northern States Power Co. 3S1GHB0TEH85KX44SB51 665772CZ0 385000.00000000 PA USD 377719.23000000 0.030399241767 Long DBT CORP US N 2 2035-05-15 Fixed 5.05000000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859104 87633.00000000 NS USD 15965856.27000000 1.284948941505 Long EC CORP US N 1 N N N Northwestern Mutual Life Insurance Co. (The) 1DU7IM20QESYGDO4HO54 668138AF7 440000.00000000 PA USD 432951.67000000 0.034844406756 Long DBT CORP US Y 2 2055-05-29 Fixed 6.17000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 6063.00000000 NS USD 1217147.25000000 0.097957293620 Long EC CORP US N 1 N N N OBX Trust 254900OHTVKDKZL33I54 67118HAA8 655890.85000000 PA USD 655952.24000000 0.052791727685 Long ABS-MBS CORP US Y 2 2063-12-25 Variable 5.87800080 N N N N N N OBX Trust 2549001QDCO9VU0HH514 67118KAA1 136547.84000000 PA USD 136802.88000000 0.011010039980 Long ABS-MBS CORP US Y 2 2063-12-25 Variable 6.12900000 N N N N N N OBX Trust 254900LEFJQLQVRADY79 67124UAH6 261052.79000000 PA USD 259246.25000000 0.020864411459 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 5.49799920 N N N N N N OBX Trust 254900UI1468MQ7I8472 67448LAA0 388318.03000000 PA USD 389269.80000000 0.031328843815 Long ABS-MBS CORP US Y 2 2063-11-25 Variable 5.92800120 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DF9 319000.00000000 PA USD 335751.97000000 0.027021672446 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 41406.00000000 NS 7457121.64000000 0.600157009805 Long EC CORP KR N 2 N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 23039.00000000 NS 2892641.65000000 0.232802848996 Long EC CORP KR N 2 N N N Shimamura Co. Ltd. N/A N/A 57100.00000000 NS 1199962.47000000 0.096574244412 Long EC CORP JP N 2 N N N Shin-Etsu Chemical Co. Ltd. 353800PX8Q64N86H5W41 N/A 59800.00000000 NS 2146924.45000000 0.172786742713 Long EC CORP JP N 2 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919106 134953.00000000 NS USD 10620801.10000000 0.854773267439 Long EC CORP US N 1 N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 683234D21 721000.00000000 PA USD 695378.03000000 0.055964756821 Long DBT NUSS CA N 2 2035-11-20 Fixed 4.45000000 N N N N N N Ontario Teachers' Cadillac Fairview Properties Trust N/A 68327LAD8 527000.00000000 PA USD 460097.72000000 0.037029149474 Long DBT CORP CA Y 2 2031-10-15 Fixed 2.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 447000.00000000 PA USD 283960.92000000 0.022853474152 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCT0 169000.00000000 PA USD 148246.69000000 0.011931049871 Long DBT CORP US N 2 2034-09-27 Fixed 4.70000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDX0 315000.00000000 PA USD 300877.62000000 0.024214947999 Long DBT CORP US N 2 2031-02-04 Fixed 4.95000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 327000.00000000 PA USD 307290.71000000 0.024731080242 Long DBT CORP US N 2 2033-05-04 Fixed 5.35000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 255000.00000000 PA USD 236070.81000000 0.018999227620 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N Toyota Tsusho Corp. 549300CEE2ENIUJNXB84 N/A 159300.00000000 NS 6677163.86000000 0.537385185552 Long EC CORP JP N 2 N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331C108 269544.00000000 NS USD 4684674.72000000 0.377027559371 Long EC CORP US N 1 N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331C306 56613.00000000 NS USD 2400957.33000000 0.193231576660 Long EP CORP US N 1 N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAL2 594000.00000000 PA USD 609147.00000000 0.049024792634 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N Y PG&E Corp. USD XXXX N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475105 17196.00000000 NS USD 4296764.52000000 0.345808137597 Long EC CORP US N 1 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BW4 590000.00000000 PA USD 596044.30000000 0.047970273527 Long DBT CORP US N 2 2035-01-22 Variable 5.67600000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475CC7 165000.00000000 PA USD 165729.31000000 0.013338069556 Long DBT CORP US N 2 2036-01-29 Variable 5.57500000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506107 23518.00000000 NS USD 2599209.36000000 0.209187109003 Long EC CORP US N 1 N N N PPL Electric Utilities Corp. 549300GCZLSGYEYPIR35 69351UBB8 713000.00000000 PA USD 635536.34000000 0.051148634533 Long DBT CORP US N 2 2053-05-15 Fixed 5.25000000 N N N N N N PSEG Power LLC N/A 69362BBD3 613000.00000000 PA USD 614654.70000000 0.049468058136 Long DBT CORP US Y 2 2030-05-15 Fixed 5.20000000 N N N N N N PMT Loan Trust N/A 69383EBK6 577804.65000000 PA USD 577935.93000000 0.046512892822 Long ABS-MBS CORP US Y 2 2056-10-01 Floating 4.96608120 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KM8 113000.00000000 PA USD 118180.64000000 0.009511302476 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N Paychex, Inc. 529900K900DW6SUBM174 704326AB3 391000.00000000 PA USD 391851.82000000 0.031536647507 Long DBT CORP US N 2 2032-04-15 Fixed 5.35000000 N N N N N N Sodexo SA 969500LCBOG12HXPYM84 N/A 62273.00000000 NS 4100357.28000000 0.330001075897 Long EC CORP FR N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 34970.00000000 NS 5459096.81000000 0.439353865458 Long EC CORP CH N 2 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 10267.00000000 NS USD 1432862.52000000 0.115318285925 Long EC CORP US N 1 N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 539708.00000000 NS 15010095.20000000 1.208028283166 Long EC CORP IT N 2 N N N Republic of Peru 254900STKLK2DBJJZ530 715638EB4 2080000.00000000 PA USD 2047760.00000000 0.164805883252 Long DBT NUSS PE N 2 2035-02-08 Fixed 5.37500000 N N N N N N Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 254900OYVDRYS9J51J61 71568PAP4 291000.00000000 PA USD 189839.32000000 0.015278468574 Long DBT NUSS ID Y 2 2050-06-30 Fixed 4.00000000 N N N N N N Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 254900OYVDRYS9J51J61 71568PAX7 200000.00000000 PA USD 187038.65000000 0.015053067701 Long DBT NUSS ID Y 2 2036-02-03 Fixed 5.45000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 667772.00000000 NS USD 16700977.72000000 1.344112290659 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 45993.00000000 NS USD 8776384.26000000 0.706332656039 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DP1 385000.00000000 PA USD 382144.62000000 0.030755401819 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N Pinnacle Financial Partners, Inc. N/A 72348NAA7 904000.00000000 PA USD 896239.42000000 0.072130293207 Long DBT CORP US N 2 2032-05-19 Variable 5.59600000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AR8 345000.00000000 PA USD 307398.28000000 0.024739737589 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N Plains All American Pipeline LP N/A 72650RBP6 412000.00000000 PA USD 414681.90000000 0.033374036409 Long DBT CORP US N 2 2034-09-15 Fixed 5.70000000 N N N N N N Plains All American Pipeline LP N/A 72650RBS0 237000.00000000 PA USD 233441.83000000 0.018787644539 Long DBT CORP US N 2 2036-01-15 Fixed 5.60000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 121597.00000000 NS 15415458.57000000 1.240652354459 Long EC CORP FR N 2 N N N Popular, Inc. 5493008CARDZMVQ3LO89 733174700 12014.00000000 NS USD 2104972.94000000 0.169410440969 Long EC CORP PR N 1 N N N Cie de Saint-Gobain SA NFONVGN05Z0FMN5PEC35 N/A 18007.00000000 NS 1692272.05000000 0.136195838332 Long EC CORP FR N 2 N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315BD4 383000.00000000 PA USD 374957.70000000 0.030176990922 Long DBT CORP US N 2 2036-03-26 Fixed 5.15000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAL2 523000.00000000 PA USD 517088.19000000 0.041615802570 Long DBT CORP NL Y 2 2036-07-13 Fixed 5.87300000 N N N N N N BX Commercial Mortgage Trust N/A 74625PAB0 960201.06000000 PA 684978.40000000 0.055127783637 Long ABS-MBS CORP US Y 2 2041-11-15 Floating 4.20231435 N N N N N N QTS Fayetteville I Dc1-2 LLC N/A 74751AAA1 363000.00000000 PA USD 331933.70000000 0.026714374052 Long DBT CORP US Y 2 2036-04-15 Fixed 5.70000000 N N N N N N Raizen Fuels Finance SA 52990010NH26VC32Q522 75102XAB2 606000.00000000 PA USD 323452.50000000 0.026031798136 Long DBT CORP LU Y 2 2034-03-05 Fixed 6.45000000 Y N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109DC5 450000.00000000 PA 509018.46000000 0.040966342194 Long DBT CORP US N 2 2032-07-30 Fixed 3.62500000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AM5 491000.00000000 PA USD 500186.23000000 0.040255515014 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AP8 178000.00000000 PA USD 185612.68000000 0.014938304132 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N Regions Financial Corp. CW05CS5KW59QTC0DG824 7591EP100 29133.00000000 NS USD 901666.35000000 0.072567058254 Long EC CORP US N 1 N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 760942BF8 25147000.00000000 PA 689971.40000000 0.055529625540 Long DBT NUSS UY N 2 2033-07-20 Fixed 9.75000000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 760942BJ0 26699996.00000000 PA 670234.77000000 0.053941200754 Long DBT NUSS UY N 2 2035-10-29 Fixed 8.00000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296103 7808.00000000 NS USD 1960354.56000000 0.157771401310 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BV3 154000.00000000 PA USD 155248.87000000 0.012494592698 Long DBT CORP LR Y 2 2033-02-01 Fixed 6.00000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BW1 417000.00000000 PA USD 418461.43000000 0.033678216967 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.62500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAZ1 785000.00000000 PA USD 778671.74000000 0.062668322398 Long DBT CORP CA N 2 2032-08-05 Variable 4.95000000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAP7 854000.00000000 PA USD 821816.06000000 0.066140622748 Long DBT CORP IE Y 2 2035-11-26 Fixed 5.25000000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466L302 24365.00000000 NS USD 4483647.30000000 0.360848660716 Long EC CORP US N 1 N N N Sammons Financial Group, Inc. 254900SHCOQLVJ21CT59 79588TAF7 478000.00000000 PA USD 505621.11000000 0.040692919885 Long DBT CORP US Y 2 2034-04-15 Fixed 6.87500000 N N N N N N Sammons Financial Group, Inc. 254900SHCOQLVJ21CT59 79588TAG5 107000.00000000 PA USD 105020.53000000 0.008452162951 Long DBT CORP US Y 2 2036-06-15 Fixed 5.95000000 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAL9 532000.00000000 PA USD 512480.65000000 0.041244982894 Long DBT CORP KY N 2 2030-06-18 Fixed 4.37500080 N N N N N N Santos Finance Ltd. 213800BKUBSWG53XNS94 803014AC3 561000.00000000 PA USD 554196.26000000 0.044602299158 Long DBT CORP AU Y 2 2035-11-13 Fixed 5.75000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TBJ7 519000.00000000 PA USD 520982.81000000 0.041929245693 Long DBT NUSS SA Y 2 2028-01-13 Fixed 5.12500000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TBR9 1200000.00000000 PA USD 1147919.09000000 0.092385738333 Long DBT NUSS SA Y 2 2036-01-12 Fixed 4.87500000 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L2P9 362000.00000000 PA USD 324725.02000000 0.026134211887 Long DBT NUSS SA Y 2 2054-07-17 Fixed 5.75000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 154531.00000000 NS USD 16262842.44000000 1.308850701506 Long EC CORP US N 1 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CL7 642000.00000000 PA USD 613365.91000000 0.049364334958 Long DBT CORP US N 2 2036-11-14 Variable 4.91400000 N N N N N N Sequoia Mortgage Trust N/A 81751FAD9 871870.00000000 PA USD 866776.45000000 0.069759082326 Long ABS-MBS CORP US Y 2 2056-08-25 Variable 5.61430080 N N N N N N United States Small Business Administration N/A 83162CRA3 5215.07000000 PA USD 5215.20000000 0.000419724793 Long ABS-O CORP US N 2 2027-05-01 Fixed 5.31000000 N N N N N N JM Smucker Co. (The) 5493000WDH6A0LHDJD55 832696405 12546.00000000 NS USD 1496235.96000000 0.120418647176 Long EC CORP US N 1 N N N Southern Copper Corp. 2549007U6NAP46Q9TU15 84265VAK1 698000.00000000 PA USD 677353.16000000 0.054514096284 Long DBT CORP US N 2 2036-06-24 Fixed 5.35000000 N N N N N N Spire, Inc. 549300NXSY15DRY2R511 84857LAD3 456000.00000000 PA USD 451183.86000000 0.036311752625 Long DBT CORP US N 2 2056-06-01 Variable 6.25000000 N N N N N N Spire, Inc. 549300NXSY15DRY2R511 84857LAF8 765000.00000000 PA USD 744843.44000000 0.059945785157 Long DBT CORP US N 2 2031-09-01 Fixed 4.60000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 857524AL6 393000.00000000 PA USD 377789.78000000 0.030404919705 Long DBT NUSS PL N 2 2056-04-14 Fixed 6.12500000 N N N N N N Stellantis Financial Services US Corp. 5493000KNKFDOC1BOW59 85855FAD5 405000.00000000 PA USD 402152.47000000 0.032365654676 Long DBT CORP US Y 2 2029-06-15 Fixed 5.40000000 N N N N N N Store Capital LLC 254900Z9PIEFQ6AYXK50 862121AD2 812000.00000000 PA USD 707884.19000000 0.056971265760 Long DBT CORP US N 2 2031-12-01 Fixed 2.70000000 N N N N N N Stryker Corp. 5493002F0SC4JTBU5137 863667BM2 465000.00000000 PA USD 461124.17000000 0.037111759251 Long DBT CORP US N 2 2035-02-10 Fixed 5.20000000 N N N N N N Sunbelt Rentals Holdings, Inc. 529900W4BQDNMAOSRA49 866966AA2 818000.00000000 PA USD 804771.79000000 0.064768881933 Long DBT CORP US Y 2 2036-08-12 Fixed 5.65000000 N N N N N N TCW CLO Ltd. N/A 87190CBL3 1275000.00000000 PA USD 1278519.00000000 0.102896556749 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.32920960 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACY9 311000.00000000 PA USD 304130.75000000 0.024476763330 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADC6 295000.00000000 PA USD 299146.65000000 0.024075637709 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N TRTX Issuer Ltd. N/A 87277LAC0 606325.00000000 PA USD 607460.40000000 0.048889053288 Long ABS-CBDO CORP KY Y 2 2043-06-18 Floating 5.36960880 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAB7 656000.00000000 PA USD 533315.69000000 0.042921808875 Long DBT CORP US N 2 2052-04-15 Fixed 4.95000000 N N N N N N Texas Capital Bancshares, Inc. 549300466Q2SXRX0YM48 88224QAC1 396000.00000000 PA USD 387800.56000000 0.031210597832 Long DBT CORP US N 2 2032-02-27 Variable 5.30100000 N N N N N N Textron, Inc. 3PPKBHUG1HD6BO7RNR87 883203101 16648.00000000 NS USD 1419408.48000000 0.114235490605 Long EC CORP US N 1 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556DD1 557000.00000000 PA USD 540878.94000000 0.043530507207 Long DBT CORP US N 2 2032-10-07 Fixed 4.47300000 N N N N N N 3650R Commercial Mortgage Trust N/A 88581EAF8 7028217.55280000 PA USD 213531.31000000 0.017185224902 Long ABS-MBS CORP US N 2 2054-11-15 Variable 0.98540640 N N N N N N Toledo Hospital (The) 5493009DCR7NWV6K4T34 889184AG2 319000.00000000 PA USD 306776.70000000 0.024689712175 Long DBT CORP US N 2 2048-11-15 Fixed 6.01500000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89353ZCS5 385000.00000000 PA 265574.06000000 0.021373680278 Long DBT CORP CA N 2 2056-06-24 Fixed 5.35700000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89353ZCT3 385000.00000000 PA 270750.97000000 0.021790323452 Long DBT CORP CA N 2 2036-06-24 Fixed 4.60900000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494103 28336.00000000 NS USD 1642354.56000000 0.132178426121 Long EC CORP US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AD0 437000.00000000 PA USD 397325.34000000 0.031977162166 Long DBT CORP CH Y 2 2031-02-10 Variable 4.37500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AK4 941000.00000000 PA USD 826010.56000000 0.066478200529 Long DBT CORP CH Y 2 2033-02-11 Variable 2.74600000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 21167.00000000 NS USD 6183515.71000000 0.497655862108 Long EC CORP US N 1 N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FK9 777000.00000000 PA USD 508672.29000000 0.040938482067 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBE9 902000.00000000 PA USD 901594.10000000 0.072561243498 Long DBT NUSS MX N 2 2032-07-02 Fixed 5.85000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBF6 463000.00000000 PA USD 459990.50000000 0.037020520295 Long DBT NUSS MX N 2 2038-01-29 Fixed 6.62500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBQ2 414000.00000000 PA USD 399481.02000000 0.032150653564 Long DBT NUSS MX N 2 2034-02-09 Fixed 5.62500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBR0 1350000.00000000 PA USD 1289250.00000000 0.103760198940 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 9545000.00000000 PA USD 8108775.78000000 0.652602821872 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TV0 5016000.00000000 PA USD 4622165.65000000 0.371996763530 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UU0 4360000.00000000 PA USD 4193775.00000000 0.337519432470 Long DBT UST US N 2 2056-05-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UV8 4075000.00000000 PA USD 3941925.78000000 0.317250341782 Long DBT UST US N 2 2046-05-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFF3 5258000.00000000 PA USD 4771635.00000000 0.384026214367 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMU2 6806000.00000000 PA USD 6719595.72000000 0.540800146371 Long DBT UST US N 2 2030-03-31 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNC1 7349000.00000000 PA USD 7125946.39000000 0.573503676608 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQQ7 1197000.00000000 PA USD 1165578.75000000 0.093807006384 Long DBT UST US N 2 2036-05-15 Fixed 4.37500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PFJ6 552000.00000000 PA USD 547542.94000000 0.044066832951 Long DBT CORP US N 2 2034-07-15 Fixed 5.15000000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 917288BM3 17891000.00000000 PA 462664.88000000 0.037235757216 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 8768.00000000 NS USD 2743507.20000000 0.220800351264 Long EC CORP US N 1 N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345Y106 3121.00000000 NS USD 608126.85000000 0.048942689887 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -44215.54000000 -0.00355851326 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1505628.74000000 USD 1358679374.00000000 CLP 2026-08-14 -44215.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -18727.47000000 -0.00150720652 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 470536.20000000 USD 420047667.00000000 CLP 2026-08-14 -18727.47000000 N N N Verus Securitization Trust 984500A3F1D749452747 92540EAA1 304308.00000000 PA USD 304962.60000000 0.024543711495 Long ABS-MBS CORP US Y 2 2069-01-25 Variable 5.71200120 N N N N N N Viatris, Inc. 254900ZZTSW7NL773X71 92556VAF3 462000.00000000 PA USD 306580.47000000 0.024673919378 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Videotron Ltd. 549300LW4GNJRBECSD81 92660FAN4 323000.00000000 PA USD 310636.09000000 0.025000319950 Long DBT CORP CA Y 2 2029-06-15 Fixed 3.62500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAY8 476000.00000000 PA USD 463350.40000000 0.037290928588 Long DBT CORP US Y 2 2031-01-31 Fixed 4.70000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAZ5 476000.00000000 PA USD 455594.57000000 0.036666731215 Long DBT CORP US Y 2 2036-01-31 Fixed 5.35000000 N N N N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160BD0 297000.00000000 PA USD 278410.70000000 0.022406786596 Long DBT CORP US N 2 2054-12-01 Fixed 5.70000000 N N N N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 92928QAH1 803000.00000000 PA USD 796649.77000000 0.064115213202 Long DBT CORP US Y 2 2027-01-15 Fixed 2.87500000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAQ7 401000.00000000 PA USD 377646.64000000 0.030393399647 Long DBT CORP US Y 2 2030-07-15 Fixed 3.87500000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAT1 496000.00000000 PA USD 472315.80000000 0.038012473430 Long DBT CORP US Y 2 2029-12-01 Fixed 3.75000000 N N N N N N WSP Global, Inc. 549300IQ87LU6X6ERQ78 92938WAG8 257000.00000000 PA USD 253143.14000000 0.020373226734 Long DBT CORP CA Y 2 2031-09-18 Fixed 5.03900000 N N N N N N WSP Global, Inc. 549300IQ87LU6X6ERQ78 92938WAH6 593000.00000000 PA USD 571759.79000000 0.046015830565 Long DBT CORP CA Y 2 2036-09-18 Fixed 5.71400000 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 929740108 5384.00000000 NS USD 1565990.24000000 0.126032545155 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 4676.64000000 0.000376380916 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 574285.56000000 USD 500587.47000000 EUR 2026-10-16 4676.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -3096.33000000 -0.00024919590 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 323636.91000000 EUR 371210.95000000 USD 2026-10-16 -3096.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -13468.66000000 -0.00108397195 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1252723.42000000 EUR 1435388.03000000 USD 2026-10-16 -13468.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 37177.00000000 0.002992044146 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1172336.71000000 USD 11475937.39000000 NOK 2026-10-16 37177.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -1403.17000000 -0.00011292860 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 11275655.00000000 JPY 69888.37000000 USD 2026-10-16 -1403.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -23097.00000000 -0.00185887090 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 20519022.91000000 MXN 1154275.79000000 USD 2026-10-16 -23097.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 1860.18000000 0.000149709247 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 264763.81000000 USD 197829.06000000 GBP 2026-10-16 1860.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 32813.33000000 0.002640851385 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3491131.19000000 USD 3046904.41000000 EUR 2026-10-16 32813.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -7188.72000000 -0.00057855576 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 667588.00000000 EUR 764920.53000000 USD 2026-10-16 -7188.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 5419.81000000 0.000436192021 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 550503.95000000 USD 776734.27000000 CAD 2026-10-16 5419.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -636932.13000000 -0.05126096918 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 16586693101.00000000 KRW 10998185.24000000 USD 2026-08-14 -636932.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -12224.52000000 -0.00098384225 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3205705.39000000 USD 13021575.28000000 MYR 2026-10-15 -12224.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 107549.84000000 0.008655724486 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 7657963.10000000 USD 11050132.89000000 AUD 2026-10-16 107549.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 1681.21000000 0.000135305552 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 161206.01000000 USD 3418695.95000000 CZK 2026-10-16 1681.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 3168.16000000 0.000254976856 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 427324.19000000 USD 372216.14000000 EUR 2026-10-16 3168.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -4232.25000000 -0.00034061594 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 500000.00000000 EUR 574050.50000000 USD 2026-10-16 -4232.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -4653.72000000 -0.00037453629 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 5609000.00000000 CNY 830465.91000000 USD 2026-10-16 -4653.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 3912.37000000 0.000314871661 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 436989.33000000 USD 616025.95000000 CAD 2026-10-16 3912.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -32643.47000000 -0.00262718087 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 52820133.38000000 MXN 2998153.28000000 USD 2026-10-16 -32643.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -72.85000000 -0.00000586304 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 560408.52000000 USD 449301.93000000 CHF 2026-10-16 -72.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 24.16000000 0.000001944422 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 148953.70000000 CHF 185788.04000000 USD 2026-10-16 24.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -8794.31000000 -0.00070777533 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 892435.22000000 USD 2693926.37000000 ILS 2026-10-16 -8794.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 7797.80000000 0.000627575163 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 902344.22000000 USD 5876944.53000000 DKK 2026-10-16 7797.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -17110.26000000 -0.00137705175 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5394897.96000000 NOK 551488.44000000 USD 2026-10-16 -17110.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 3813.75000000 0.000306934619 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 545843.84000000 USD 2511858.72000000 RON 2026-10-16 3813.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 22963.25000000 0.001848106564 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3384156.78000000 USD 4346137.18000000 SGD 2026-10-16 22963.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -2082.40000000 -0.00016759374 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208973.28000000 GBP 279561.21000000 USD 2026-10-16 -2082.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -5739.09000000 -0.00046188801 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490542.20000000 EUR 561605.09000000 USD 2026-10-16 -5739.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 1813.64000000 0.000145963658 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 90625.68000000 USD 156590.62000000 NZD 2026-10-16 1813.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -33045.90000000 -0.00265956886 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2856558.46000000 NZD 1653251.21000000 USD 2026-10-16 -33045.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -5779.69000000 -0.00046515554 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 943426.21000000 CHF 1170790.72000000 USD 2026-10-16 -5779.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 25448.30000000 0.002048106007 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 1690959.88000000 USD 16279107.47000000 SEK 2026-10-16 25448.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 452272.60000000 0.036399375568 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 25296081.96000000 USD 4072426858.00000000 JPY 2026-10-16 452272.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 2653.87000000 0.000213586254 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 194028.96000000 USD 734756.23000000 PLN 2026-10-16 2653.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -43232.18000000 -0.00347937141 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 6457992.72000000 GBP 8660523.42000000 USD 2026-10-16 -43232.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -33163.48000000 -0.00266903182 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5106499.07000000 GBP 6849117.41000000 USD 2026-10-16 -33163.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 28564.01000000 0.002298861632 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3647387.74000000 USD 3178334.26000000 EUR 2026-10-16 28564.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -11168.42000000 -0.00089884621 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 1176428.04000000 EUR 1349447.66000000 USD 2026-10-16 -11168.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -1693.53000000 -0.00013629707 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 456451.61000000 USD 144322376.97000000 HUF 2026-10-16 -1693.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 2964.41000000 0.000238578841 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 214981.90000000 USD 369197.32000000 NZD 2026-10-16 2964.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -28630.51000000 -0.00230421362 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3201670.51000000 GBP 4286418.89000000 USD 2026-10-16 -28630.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 9296.91000000 0.000748225116 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1171918.48000000 USD 1021313.01000000 EUR 2026-10-16 9296.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -518.75000000 -0.00004174954 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3061010.04000000 USD 101965305.40000000 THB 2026-10-15 -518.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -539.26000000 -0.00004340021 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 159474789.09000000 THB 4786100.68000000 USD 2026-10-15 -539.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -1566.22000000 -0.00012605103 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 3165112.09000000 CNY 469684.85000000 USD 2026-10-16 -1566.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -22400.63000000 -0.00180282631 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 10271614.77000000 CAD 7329192.98000000 USD 2026-10-16 -22400.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -700.52000000 -0.00005637858 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 937853.39000000 USD 695346.55000000 GBP 2026-10-16 -700.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 12820.76000000 0.001031828278 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 1637197.79000000 USD 1426653.79000000 EUR 2026-10-16 12820.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -3679.44000000 -0.00029612520 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 699602.46000000 USD 647001313.00000000 CLP 2026-08-14 -3679.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -17962.40000000 -0.00144563288 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2067876.78000000 EUR 2373672.54000000 USD 2026-10-16 -17962.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 21446.25000000 0.001726016805 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 11089531.27000000 USD 74625802.99000000 CNY 2026-10-16 21446.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 615.47000000 0.000049533674 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 158415.52000000 USD 542235.57000000 PEN 2026-10-22 615.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -2552.71000000 -0.00020544479 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 462652.12000000 GBP 620986.39000000 USD 2026-10-16 -2552.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 8107.89000000 0.000652531533 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 769839.69000000 USD 672635.99000000 EUR 2026-10-16 8107.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 2915.66000000 0.000234655390 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10327483134.00000000 IDR 572321.44000000 USD 2026-10-28 2915.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 6740.19000000 0.000542457595 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 1186860.69000000 USD 1698464.54000000 AUD 2026-10-16 6740.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 1040.11000000 0.000083709149 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 137556.01000000 USD 102835.23000000 GBP 2026-10-16 1040.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -13699.59000000 -0.00110255744 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1896995.26000000 NZD 1106143.63000000 USD 2026-10-16 -13699.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -4928.81000000 -0.00039667582 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 472580.82000000 GBP 631991.69000000 USD 2026-10-16 -4928.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 11143.98000000 0.000896879256 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1214399.10000000 USD 1743917.50000000 AUD 2026-10-16 11143.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -7558.92000000 -0.00060834984 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 635057.79000000 NZD 367331.40000000 USD 2026-10-16 -7558.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -1582.03000000 -0.00012732344 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 99958.00000000 GBP 133136.30000000 USD 2026-10-16 -1582.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -1912.72000000 -0.00015393772 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 172772.75000000 NZD 100079.31000000 USD 2026-10-16 -1912.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -11480.76000000 -0.00092398366 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 762643.35000000 EUR 870566.23000000 USD 2026-10-16 -11480.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 5979.34000000 0.000481223585 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 453278.18000000 USD 397087.34000000 EUR 2026-10-16 5979.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 704.97000000 0.000056736728 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 51194.38000000 USD 38508.16000000 GBP 2026-10-16 704.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 9652.16000000 0.000776816010 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 709057.29000000 USD 621416.99000000 EUR 2026-10-16 9652.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 13871.95000000 0.001116429157 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 473772.52000000 USD 77127120.00000000 JPY 2026-10-16 13871.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -7669.28000000 -0.00061723173 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 588383.40000000 EUR 672834.66000000 USD 2026-10-16 -7669.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -1397.64000000 -0.00011248354 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 100398.80000000 EUR 114720.15000000 USD 2026-10-16 -1397.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -14788.74000000 -0.00119021338 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3261060.00000000 PLN 858146.36000000 USD 2026-10-16 -14788.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -11869.03000000 -0.00095523204 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 610702.02000000 GBP 811204.23000000 USD 2026-10-16 -11869.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 1446.07000000 0.000116381237 N/A DFE N/A N 2 NATWEST MARKETS RR3QWICWWIPCS8A4S074 284355.38000000 USD 399320.55000000 CAD 2026-10-16 1446.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -16335.30000000 -0.00131468216 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2155265963.00000000 CLP 2301896.79000000 USD 2026-08-14 -16335.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -72824.32000000 -0.00586097803 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 6761649.64000000 AUD 4678944.57000000 USD 2026-10-16 -72824.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 3291.18000000 0.000264877635 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1182840.81000000 USD 7966540.49000000 CNY 2026-10-16 3291.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 60.60000000 0.000004877151 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 159780.96000000 USD 223329.94000000 CAD 2026-10-16 60.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -1123.77000000 -0.00009044219 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 119109.09000000 GBP 159405.43000000 USD 2026-10-16 -1123.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 5125.90000000 0.000412537834 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 878912.10000000 USD 764364.84000000 EUR 2026-10-16 5125.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 2101.54000000 0.000169134154 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 283259.31000000 USD 211731.39000000 GBP 2026-10-16 2101.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -3643.21000000 -0.00029320938 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 617168.48000000 EUR 710152.56000000 USD 2026-10-16 -3643.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -1359.70000000 -0.00010943008 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1186113.41000000 USD 1655332.76000000 CAD 2026-10-16 -1359.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 204.47000000 0.000016455961 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 237596.24000000 USD 176442.83000000 GBP 2026-10-16 204.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 2188.58000000 0.000176139225 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 1197936.36000000 USD 2032991.12000000 NZD 2026-10-16 2188.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -2884.86000000 -0.00023217657 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7866000.00000000 CNY 1168277.74000000 USD 2026-10-16 -2884.86000000 N N N Waters Corp. 5T547R1474YC9HOD8Q74 941848103 13180.00000000 NS USD 4972945.80000000 0.400227919743 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2U6 332000.00000000 PA USD 301977.51000000 0.024303468305 Long DBT CORP US N 2 2033-03-02 Variable 3.35000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3P6 307000.00000000 PA USD 309033.29000000 0.024871324917 Long DBT CORP US N 2 2031-01-24 Variable 5.24400000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003DBP2 6073661.53610000 PA USD 352354.97000000 0.028357899387 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.50769800 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AK3 509000.00000000 PA USD 502453.42000000 0.040437980855 Long DBT CORP US N 2 2036-07-01 Fixed 5.70000000 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 960386AR1 741000.00000000 PA USD 749131.51000000 0.060290893550 Long DBT CORP US N 2 2034-03-11 Fixed 5.61100000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389B100 13400.00000000 NS USD 1047880.00000000 0.084334486923 Long EC CORP US N 1 N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BBB5 275000.00000000 PA USD 274508.94000000 0.022092768838 Long DBT CORP US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Mondrian Mortgage Funding No. 1 N/A N/A 760000.00000000 PA 875304.64000000 0.070445440046 Long ABS-MBS CORP NL N 2 2063-11-25 Floating 2.95200000 N N N N N N Mondrian Mortgage Funding No. 1 N/A N/A 320000.00000000 PA 367938.98000000 0.029612116938 Long ABS-MBS CORP NL N 2 2063-11-25 Floating 3.33200160 N N N N N N Santander Consumo 11 FT N/A N/A 400000.00000000 PA 462439.44000000 0.037217613567 Long ABS-O CORP ES N 2 2042-04-24 Floating 3.55200120 N N N N N N Australian Dollar N/A N/A 151.74000000 OU Currencies 106.77000000 0.000008592962 Long STIV AU N 1 N N N Techtronic Industries Co. Ltd. 549300HZW2SBE758OK89 N/A 308500.00000000 NS 5208302.47000000 0.419169672624 Long EC CORP HK N 2 N N N Tata Consultancy Services Ltd. 335800ZJKU9GPQRE2U66 N/A 39795.00000000 NS 986627.39000000 0.079404812307 Long EC CORP IN N 1 N N N Localiza Rent a Car SA 984500C442A7E0CD4D11 N/A 58700.00000000 NS 435518.18000000 0.035050962186 Long EC CORP BR N 1 N N N Seven & i Holdings Co. Ltd. 52990037G8JRM3TWGY86 N/A 432100.00000000 NS 5727657.21000000 0.460967889528 Long EC CORP JP N 1 N N N China Construction Bank Corp. 5493001KQW6DM7KEDR62 N/A 4363000.00000000 NS 5123843.47000000 0.412372323280 Long EC CORP CN N 1 N N N Legrand SA 969500XXRPGD7HCAFA90 N/A 17172.00000000 NS 2591914.57000000 0.208600016614 Long EC CORP FR N 2 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 118698.00000000 NS 10542891.00000000 0.848502980470 Long EC CORP FR N 2 N N N Experian plc 635400RXXHHYT1JTSZ26 N/A 59020.00000000 NS 2238227.09000000 0.180134875418 Long EC CORP JE N 2 N N N Yangzijiang Shipbuilding Holdings Ltd. 254900Z3JEM14YIGLM66 N/A 420700.00000000 NS 1285932.40000000 0.103493194995 Long EC CORP SG N 1 N N N Jeronimo Martins SGPS SA 259400A8SZP10GB5IB19 N/A 64364.00000000 NS 1288482.58000000 0.103698436170 Long EC CORP PT N 1 N N N Danone SA 969500KMUQ2B6CBAF162 N/A 38015.00000000 NS 2959874.06000000 0.238213784219 Long EC CORP FR N 1 N N N E.ON International Finance BV 549300TG53AWJ719M814 N/A 300000.00000000 PA 392754.92000000 0.031609329947 Long DBT CORP NL N 2 2037-10-30 Fixed 5.87500000 N N N N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 N/A 49473.00000000 NS 3074951.16000000 0.247475310525 Long EC CORP ES N 2 N N N Suncor Energy, Inc. 894500XO86FKXQGPYV71 867224107 95004.00000000 NS 6379909.80000000 0.513461865481 Long EC CORP CA N 1 N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 310000.00000000 PA 387043.11000000 0.031149637457 Long DBT CORP JE N 2 2041-05-13 Fixed 5.87500000 N N N N N N ENEL Finance International NV 0YQH6LCEF474UTUV4B96 N/A 310000.00000000 PA 390124.36000000 0.031397619705 Long DBT CORP NL N 2 2040-09-14 Fixed 5.75000000 N N N N N N Julius Baer Group Ltd. 5299007MF0604ZGJER92 N/A 47157.00000000 NS 4134440.18000000 0.332744103615 Long EC CORP CH N 1 N N N Glencore plc 2138002658CPO9NBH955 N/A 831826.00000000 NS 6087537.66000000 0.489931447478 Long EC CORP JE N 1 N N N Cenovus Energy, Inc. 254900LJGL2N2XEMD470 15135U109 141866.00000000 NS 4277687.21000000 0.344272775579 Long EC CORP CA N 1 N N N Sompo Holdings, Inc. 353800CWW4SRGEYEB512 N/A 62700.00000000 NS 2788687.19000000 0.224436484481 Long EC CORP JP N 2 N N N Astra International Tbk. PT 529900L49TRJOMG4DK47 N/A 3993100.00000000 NS 1131755.59000000 0.091084882816 Long EC CORP ID N 1 N N N Japan Airlines Co. Ltd. 3538002MH5L1QZZ93477 N/A 49000.00000000 NS 906363.72000000 0.072945107543 Long EC CORP JP N 1 N N N Arqiva Financing plc 213800HHECW72RW2QH41 N/A 268666.63000000 PA 347402.43000000 0.027959313747 Long DBT CORP GB N 2 2032-12-31 Fixed 4.88200000 N N N N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 N/A 3594.00000000 NS 848654.34000000 0.068300595811 Long EC CORP CH N 1 N N N Telkom Indonesia Persero Tbk. PT 529900M5SQZAOKV1PC81 N/A 5514600.00000000 NS 806013.00000000 0.064868775822 Long EC CORP ID N 1 N N N Midea Group Co. Ltd. 3003003TRPHLHZD2IF61 N/A 86300.00000000 NS 1120388.88000000 0.090170078014 Long EC CORP CN N 1 N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 849000.00000000 PA 557099.44000000 0.044835950144 Long DBT NUSS GB N 2 2047-07-22 Fixed 1.50000000 N N N N N N National Grid plc 8R95QZMKZLJX5Q2XR704 N/A 518335.00000000 NS 8293795.28000000 0.667493386253 Long EC CORP GB N 2 N N N AIB Group plc 635400AKJBGNS5WNQL34 N/A 215242.00000000 NS 2545355.73000000 0.204852912096 Long EC CORP IE N 1 N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901AZ5 514000.00000000 PA 370240.60000000 0.029797353742 Long DBT CORP CA N 2 2027-12-06 Fixed 4.25000000 N N N N N N FDJ UNITED 969500R4CLSQFTYYI535 N/A 21048.00000000 NS 532274.02000000 0.042837974175 Long EC CORP FR N 1 N N Ambev SA 549300TH5Q6VRP8OT012 N/A 1936700.00000000 NS 6109078.05000000 0.491665040770 Long EC CORP BR N 1 N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 N/A 60453.00000000 NS 4232874.81000000 0.340666226392 Long EC CORP NL N 1 N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 8011970000.00000000 PA 5335323.51000000 0.429392459810 Long DBT NUSS KR N 2 2029-06-10 Fixed 1.87500000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 3838000.00000000 PA 2941761.54000000 0.236756069518 Long DBT NUSS GB N 2 2041-10-22 Fixed 1.25000000 N N N N N N Sovereign in right of New Zealand 549300237GPHG2AI7C34 N/A 2948000.00000000 PA 1537462.18000000 0.123736576816 Long DBT NUSS NZ N 2 2031-05-15 Fixed 1.50000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 779400000.00000000 PA 2268124.79000000 0.182541073828 Long DBT NUSS JP N 2 2050-03-20 Fixed 0.40000000 N N N N N N Republic of Italy 815600DE60799F5A9309 N/A 6376000.00000000 PA 5916544.20000000 0.476169713580 Long DBT NUSS IT N 2 2036-03-01 Fixed 1.45000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 79280000.00000000 PA 12501563.57000000 1.006139013453 Long DBT NUSS CN N 2 2029-11-21 Fixed 3.13000000 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 N/A 322000.00000000 PA 374777.87000000 0.030162518014 Long DBT CORP GB N 2 2032-04-12 Fixed 4.12500000 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 N/A 462000.00000000 PA USD 446744.05000000 0.035954432036 Long DBT NUSS SA N 2 2055-06-02 Fixed 6.37500000 N N N N N N Sovereign in right of New Zealand 549300237GPHG2AI7C34 N/A 4805000.00000000 PA 1864035.12000000 0.150019511253 Long DBT NUSS NZ N 2 2041-05-15 Fixed 1.75000000 N N N N N N Tesco plc 2138002P5RNKC5W2JZ46 N/A 1830273.00000000 NS 12054927.97000000 0.970193309586 Long EC CORP GB N 2 N N N APA Infrastructure Ltd. 261700SS8OEHDOCOUJ33 N/A 910000.00000000 PA 914060.59000000 0.073564559753 Long DBT CORP AU N 2 2036-03-15 Fixed 2.50000000 N N N N N N WH Group Ltd. 254900A4AYEDRWYSE928 N/A 950500.00000000 NS 1024141.21000000 0.082423964082 Long EC CORP KY N 1 N N N SoftBank Corp. 353800M1YCTS9JRBJ535 N/A 240000.00000000 PA 275215.52000000 0.022149635141 Long DBT CORP JP N 2 2032-06-30 Fixed 3.93600000 N N N N N N Sandoz Group AG 5493000JWK6XWFEUD320 N/A 22568.00000000 NS 1840079.99000000 0.148091577141 Long EC CORP CH N 2 N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 1659700.00000000 NS 15729711.64000000 1.265943772773 Long EC CORP GB N 2 N N N NetEase, Inc. 5299004AF4DSJDB0PA32 N/A 81300.00000000 NS 2170620.39000000 0.174693816941 Long EC CORP KY N 2 N N N Sage Group plc (The) 2138005RN5XYLTF8G138 N/A 401000.00000000 PA 435364.46000000 0.035038590639 Long DBT CORP GB N 2 2034-02-08 Fixed 2.87500000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 N/A 690000.00000000 PA 570655.22000000 0.045926933607 Long DBT CORP US N 2 2039-06-26 Fixed 1.40800000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 686000000.00000000 PA 2056253.79000000 0.165489472424 Long DBT NUSS JP N 2 2051-12-20 Fixed 0.70000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 1412000.00000000 PA USD 1381282.93000000 0.111167106155 Long DBT NUSS RO N 2 2034-05-25 Fixed 6.00000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 11500000.00000000 PA 1723835.08000000 0.138736064255 Long DBT NUSS CN N 2 2035-08-25 Fixed 1.83000000 N N N N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 8496200000.00000000 PA 5420271.14000000 0.436229134612 Long DBT NUSS KR N 2 2030-06-10 Fixed 1.37500000 N N N N N N Finance Ireland Auto Receivables No. 1 DAC 635400BLNU2XY7TLEN04 N/A 516183.40000000 PA 595811.29000000 0.047951520637 Long ABS-O CORP IE N 2 2033-09-12 Floating 3.10899960 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 176310000.00000000 PA 612231.53000000 0.049273038860 Long DBT NUSS HU N 2 2035-10-24 Fixed 7.00000000 N N N N N N Sovereign in right of New Zealand 549300237GPHG2AI7C34 N/A 4492000.00000000 PA 2691894.46000000 0.216646503546 Long DBT NUSS NZ N 2 2030-05-15 Fixed 4.50000000 N N N N N N SK Square Co. Ltd. 988400SX6QGRCASSFD87 N/A 2412.00000000 NS 1710718.62000000 0.137680437729 Long EC CORP KR N 2 N N N National Grid North America, Inc. 5Q3U0WRKWZZGRMPYFT08 N/A 320000.00000000 PA 361246.37000000 0.029073488631 Long DBT CORP US N 2 2035-06-03 Fixed 3.91700000 N N N N N N Woodside Energy Group Ltd. 2549005ZC5RXAOO7FH41 N/A 122003.00000000 NS 2848540.80000000 0.229253566103 Long EC CORP AU N 2 N N N Tenaris SA 549300Y7C05BKC4HZB40 N/A 94630.00000000 NS 2712707.69000000 0.218321574235 Long EC CORP LU N 2 N N N Bruce Power LP 549300R8DACS3G0K8262 116705AK0 387000.00000000 PA 270509.37000000 0.021770879229 Long DBT CORP CA N 2 2028-12-21 Fixed 2.68000000 N N N N N N AA Bond Co. Ltd. 2138002EPF6QVRZBMC58 N/A 300000.00000000 PA 395110.58000000 0.031798915946 Long DBT CORP JE N 2 2032-07-31 Fixed 5.50000000 N N N N N N Informa plc 5493006VM2LKUPSEDU20 N/A 298289.00000000 NS 3566721.41000000 0.287053498598 Long EC CORP GB N 2 N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 3990000.00000000 PA 4930112.63000000 0.396780661073 Long DBT NUSS GB N 2 2033-01-31 Fixed 3.25000000 N N N N N N AA Bond Co. Ltd. 2138002EPF6QVRZBMC58 N/A 100000.00000000 PA 135226.50000000 0.010883171256 Long DBT CORP JE N 2 2030-07-31 Fixed 5.95000000 N N N N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 N/A 400000.00000000 PA 386562.34000000 0.031110944581 Long DBT CORP NL N 2 2032-12-14 Fixed 0.87500000 N N N N N N Haleon plc 549300PSB3WWEODCUP19 N/A 872149.00000000 NS 4270369.22000000 0.343683816030 Long EC CORP GB N 1 N N N Japan 353800WZS8AXZXFUC241 N/A 970850000.00000000 PA 4231454.96000000 0.340551955368 Long DBT NUSS JP N 2 2043-06-20 Fixed 1.10000000 N N N N N N SPP-Distribucia A/S 213800AGL5LRVQNANS48 N/A 770000.00000000 PA 776384.13000000 0.062484213134 Long DBT CORP SK N 2 2031-06-09 Fixed 1.00000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 N/A 270000.00000000 PA 305086.38000000 0.024553673440 Long DBT CORP GB N 2 2031-01-13 Fixed 3.12500000 N N N N N N OTP Bank Nyrt. 529900W3MOO00A18X956 N/A 650000.00000000 PA 765301.82000000 0.061592297144 Long DBT CORP HU N 2 2029-01-31 Variable 5.00000000 N N N N N N French Republic 969500KCGF3SUYJHPV70 N/A 4365000.00000000 PA 4913098.44000000 0.395411341128 Long DBT NUSS FR Y 2 2031-02-25 Fixed 2.70000000 N N N N N N Bank Hapoalim BM B6ARUI4946ST4S7WOU88 N/A 707000.00000000 PA USD 694445.88000000 0.055889736406 Long DBT CORP IL Y 2 2029-07-14 Fixed 4.72200000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 490000.00000000 PA 555968.79000000 0.044744954241 Long DBT CORP CH N 2 2031-02-13 Variable 3.12500000 N N N N N N BP Capital Markets BV 7245003VD7E4T30HJD24 N/A 440000.00000000 PA 320698.64000000 0.025810164581 Long DBT CORP NL N 2 2040-12-04 Fixed 0.93300000 N N N N N N mBank SA 259400DZXF7UJKK2AY35 N/A 300000.00000000 PA 349024.13000000 0.028089829873 Long DBT CORP PL N 2 2033-05-26 Variable 4.33500000 N N N N N N Tatra Banka A/S 3157002JBFAI478MD587 N/A 300000.00000000 PA 346329.39000000 0.027872954357 Long DBT CORP SK N 2 2032-05-26 Variable 4.26900000 N N N N N N VGP NV 315700NENYPIXFR94T49 N/A 200000.00000000 PA 216346.54000000 0.017411797580 Long DBT CORP BE N 2 2030-01-17 Fixed 2.25000000 N N N N N N EP Infrastructure A/S 315700I4J1M1NKGWWY89 N/A 285000.00000000 PA 322692.36000000 0.025970621268 Long DBT CORP CZ N 2 2034-01-29 Fixed 4.37500000 N N N N N N Republic of Bulgaria 529900PG0XCL4LICL838 N/A 1260000.00000000 PA 1417934.18000000 0.114116837387 Long DBT NUSS BG N 2 2038-05-07 Fixed 4.12500000 N N N N N N QatarEnergy 254900QTESJKJ3P87J26 N/A 449000.00000000 PA USD 325150.67000000 0.026168468648 Long DBT NUSS QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 500000.00000000 PA 557002.54000000 0.044828151530 Long DBT CORP FR N 2 2038-02-16 Fixed 3.87500000 N N N N N N EP Infrastructure A/S 315700I4J1M1NKGWWY89 N/A 763000.00000000 PA 856698.15000000 0.068947970119 Long DBT CORP CZ N 2 2033-02-27 Fixed 4.12500000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 48400000.00000000 PA 7191575.71000000 0.578785593459 Long DBT NUSS CN N 2 2030-01-25 Fixed 1.43000000 N N N N N N Hammerson plc 213800G1C9KKVVDN1A60 N/A 270000.00000000 PA 301248.48000000 0.024244795202 Long DBT CORP GB N 2 2032-04-15 Fixed 3.50000000 N N N N N N Kingdom of Spain 9598007A56S18711AH60 N/A 5967000.00000000 PA 6919890.25000000 0.556920061267 Long DBT NUSS ES Y 2 2039-07-30 Fixed 3.90000000 N N N N N N Becton Dickinson Euro Finance SARL 549300W40NLZ25XUTH09 N/A 700000.00000000 PA 526989.73000000 0.042412688946 Long DBT CORP LU N 2 2041-08-13 Fixed 1.33600000 N N N N N N Inner Mongolia Yili Industrial Group Co. Ltd. 3003002Q2A863JPQFH06 N/A 122500.00000000 NS 491993.39000000 0.039596146615 Long EC CORP CN N 1 N N N TELUS Corp. 894500TX134IMF6NW757 87971MBX0 814000.00000000 PA 607580.73000000 0.048898737574 Long DBT CORP CA N 2 2032-11-15 Fixed 5.25000000 N N N N N N Hellenic Republic 2138003EKTMKZ5598902 N/A 2848000.00000000 PA 3148008.81000000 0.253355067204 Long DBT NUSS GR Y 2 2036-06-16 Fixed 3.37500000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 775200000.00000000 PA 3535307.63000000 0.284525284472 Long DBT NUSS JP N 2 2055-03-20 Fixed 2.40000000 N N N N N N Cie Generale des Etablissements Michelin SCA 549300SOSI58J6VIW052 N/A 61320.00000000 NS 2476503.10000000 0.199311579859 Long EC CORP FR N 2 N N N Smiths Group plc 213800MJL6IPZS3ASA11 N/A 330000.00000000 PA 368188.49000000 0.029632197766 Long DBT CORP GB N 2 2033-11-13 Fixed 3.62500000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 80520000.00000000 PA 12999121.93000000 1.046183034719 Long DBT NUSS CN N 2 2033-02-25 Fixed 2.88000000 N N N N N N Veralto Corp. 635400FJE6GSOJUSNY27 N/A 277000.00000000 PA 324329.17000000 0.026102353462 Long DBT CORP US N 2 2031-09-19 Fixed 4.15000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 5768048.57000000 PA 7546750.02000000 0.607370396301 Long DBT NUSS GB N 2 2031-10-22 Fixed 4.00000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 200000.00000000 PA 223616.86000000 0.017996920597 Long DBT NUSS FR N 2 2043-01-25 Fixed 4.62500000 N N N N N N BUPA Finance plc ZIMCVQHUFZ8GVHENP290 N/A 130000.00000000 PA 168383.19000000 0.013551656616 Long DBT CORP GB N 2 2045-11-18 Fixed 6.62500000 N N N N N N Sartorius Finance BV 529900JCAKTMRXK9EA58 N/A 300000.00000000 PA 354893.25000000 0.028562182837 Long DBT CORP NL N 2 2032-09-14 Fixed 4.50000000 N N N N N N Pluxee NV 213800RQNIQT48SEEO85 N/A 400000.00000000 PA 455173.88000000 0.036632873640 Long DBT CORP NL N 2 2032-09-04 Fixed 3.75000000 N N N N N N French Republic 969500KCGF3SUYJHPV70 N/A 1640000.00000000 PA 1460017.98000000 0.117503785970 Long DBT NUSS FR Y 2 2055-05-25 Fixed 3.25000000 N N N N N N Slovenska Sporitelna A/S 549300S2T3FWVVXWJI89 N/A 300000.00000000 PA 343617.68000000 0.027654713078 Long DBT CORP SK N 2 2030-07-06 Variable 3.50000000 N N N N N N Galderma Finance Europe BV 7245004RN4I1ORSTHY93 N/A 340000.00000000 PA 386915.68000000 0.031139381756 Long DBT CORP NL N 2 2031-03-17 Fixed 3.37500000 N N N N N N mBank SA 259400DZXF7UJKK2AY35 N/A 300000.00000000 PA 349764.04000000 0.028149378609 Long DBT CORP PL N 2 2030-09-27 Variable 4.03400000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 946000.00000000 PA 867278.97000000 0.069799525665 Long DBT NUSS DE N 2 2054-08-15 Fixed 2.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 36500000.00000000 PA 1957653.51000000 0.157554017959 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.49999880 N N N N N N Republic of Italy 815600DE60799F5A9309 N/A 1502000.00000000 PA 1628469.69000000 0.131060957148 Long DBT NUSS IT Y 2 2054-10-01 Fixed 4.30000000 N N N N N N Var Energi ASA 549300LIVN3FFOJN2K47 N/A 340000.00000000 PA 391096.05000000 0.031475822340 Long DBT CORP NO N 2 2031-03-12 Fixed 3.87500000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 N/A 520000.00000000 PA 706781.38000000 0.056882510449 Long DBT CORP GB N 2 2029-11-19 Variable 6.00000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 1400000.00000000 PA 1640060.44000000 0.131993792925 Long DBT NUSS HU N 2 2029-07-25 Fixed 4.00000000 N N N N N N Bankinter SA VWMYAEQSTOPNV0SUGU82 N/A 400000.00000000 PA 445601.47000000 0.035862475994 Long DBT CORP ES N 2 2033-11-03 Variable 3.25000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 23400000.00000000 PA 3499159.23000000 0.281616023137 Long DBT NUSS CN N 2 2030-10-25 Fixed 1.63000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 380000.00000000 PA 447835.36000000 0.036042261816 Long DBT CORP IT N 2 2033-05-19 Fixed 4.25000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 N/A 590000.00000000 PA 678274.56000000 0.054588251527 Long DBT CORP US N 2 2034-08-03 Fixed 4.15000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 294127.00000000 NS 15480368.42000000 1.245876367606 Long EC CORP CH N 1 N N N Hellenic Republic 2138003EKTMKZ5598902 N/A 1169000.00000000 PA 1257055.77000000 0.101169173375 Long DBT NUSS GR N 2 2054-06-15 Fixed 4.12500000 N N N N N N Brazilian Real N/A N/A 0.01000000 OU Currencies 0.00000000 0.000000 Long STIV BR N 1 N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 1218000.00000000 PA 1403491.24000000 0.112954454352 Long DBT NUSS PL N 2 2034-01-11 Fixed 3.62500000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 N/A 390000.00000000 PA 449044.96000000 0.036139611699 Long DBT CORP NO N 2 2032-05-29 Fixed 4.00000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 640000.00000000 PA 728899.78000000 0.058662622595 Long DBT CORP IT N 2 2035-05-26 Fixed 4.00000000 N N N N N N Kingdom of Spain 9598007A56S18711AH60 N/A 2048000.00000000 PA 2301543.89000000 0.185230678221 Long DBT NUSS ES Y 2 2035-04-30 Fixed 3.15000000 N N N N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857LBQ0 270000.00000000 PA 308120.93000000 0.024797897222 Long DBT CORP US N 2 2034-05-11 Fixed 4.00000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 N/A 9926000.00000000 PA 3066786.17000000 0.246818183523 Long DBT NUSS PE N 2 2035-08-12 Fixed 6.85000000 N N N N N N N/A N/A N/A 38000000.00000000 PA 44544.29000000 0.003584971411 N/A DIR CN N 2 LCH Clearnet US N/A Y 2029-11-18 0.00000000 USD 0.00000000 USD 38000000.00000000 CNY 44544.29000000 N N N N/A N/A N/A 50200000.00000000 PA 17763.52000000 0.001429626813 N/A DIR CN N 2 LCH Clearnet US N/A Y 2029-12-13 93.65000000 USD 0.00000000 USD 50200000.00000000 CNY 17763.52000000 N N N N/A N/A N/A 21400000.00000000 PA 18209.71000000 0.001465536654 N/A DIR CN N 2 LCH Clearnet US N/A Y 2030-11-26 0.00000000 USD 0.00000000 USD 21400000.00000000 CNY 18209.71000000 N N N Airbus SE MINO79WLOO247M1IL051 N/A 310000.00000000 PA 351134.81000000 0.028259699624 Long DBT CORP NL N 2 2033-05-13 Fixed 3.37500000 N N N N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 8900000000.00000000 PA 5899658.18000000 0.474810708892 Long DBT NUSS KR N 2 2030-09-10 Fixed 2.50000000 N N N N N N Transurban Finance Co. Pty. Ltd. 54930081LPJMUMEA6E57 N/A 150000.00000000 PA 168638.56000000 0.013572209063 Long DBT CORP AU N 2 2037-11-26 Fixed 4.03300000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 25000000.00000000 PA 3896172.91000000 0.313568102578 Long DBT NUSS CN N 2 2034-05-25 Fixed 2.27000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 276220000.00000000 PA 921965.17000000 0.074200728683 Long DBT NUSS HU N 2 2037-09-23 Fixed 6.25000000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 N/A 286000.00000000 PA 329542.66000000 0.026521940632 Long DBT CORP US N 2 2056-11-26 Variable 4.55000000 N N N N N N Mapfre SA 95980020140005693107 N/A 400000.00000000 PA 448274.24000000 0.036077583341 Long DBT CORP ES N 2 2032-01-20 Fixed 3.12500000 N N N N N N Flutter Treasury DAC 635400JE8VLL9UFVIC38 N/A 290000.00000000 PA 386216.79000000 0.031083134353 Long DBT CORP IE N 2 2031-06-04 Fixed 6.12500000 N N N N N N Smurfit Kappa Treasury ULC 635400B3DOXSWFOWJT40 N/A 140000.00000000 PA 159055.09000000 0.012800921296 Long DBT CORP IE N 2 2031-11-24 Fixed 3.48900000 N N N N N N Vier Gas Transport GmbH 529900AGED6PJE9AVL37 N/A 400000.00000000 PA 450835.56000000 0.036283721074 Long DBT CORP DE N 2 2033-09-08 Fixed 3.62500000 N N N N N N French Republic 969500KCGF3SUYJHPV70 N/A 1530000.00000000 PA 1673113.00000000 0.134653897793 Long DBT NUSS FR Y 2 2046-05-25 Fixed 4.10000000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 3200000.00000000 PA 3631223.22000000 0.292244672255 Long DBT NUSS DE N 2 2030-04-18 Fixed 2.40000000 N N N N N N Reckitt Benckiser Group plc 5493003JFSMOJG48V108 N/A 30874.00000000 NS 2180386.71000000 0.175479820668 Long EC CORP GB N 1 N N N Vier Gas Transport GmbH 529900AGED6PJE9AVL37 N/A 500000.00000000 PA 565965.39000000 0.045549491146 Long DBT CORP DE N 2 2031-11-11 Fixed 3.37500000 N N N N N N Burberry Group plc 213800PE1KEFCNFR1R50 N/A 460000.00000000 PA 618729.27000000 0.049795983824 Long DBT CORP GB N 2 2030-06-20 Fixed 5.75000000 N N N N N N Norsk Hydro ASA 549300N1SDN71ZZ8BO45 N/A 170000.00000000 PA 194363.18000000 0.015642553595 Long DBT CORP NO N 2 2033-06-17 Fixed 3.75000000 N N N N N N ISS Global A/S 213800W6DPUGWBGTD766 N/A 479000.00000000 PA 544506.07000000 0.043822422453 Long DBT CORP DK N 2 2031-05-11 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 N/A 270000.00000000 PA 304159.94000000 0.024479112572 Long DBT CORP US N 2 2032-02-18 Variable 3.13600000 N N N N N N Assa Abloy AB 549300YECS8HKCIMMB67 N/A 320000.00000000 PA 363096.45000000 0.029222385019 Long DBT CORP SE N 2 2032-09-09 Fixed 3.37100000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 6452000.00000000 PA 8408342.84000000 0.676712294621 Long DBT NUSS GB N 2 2035-03-07 Fixed 4.50000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 500000.00000000 PA 637038.97000000 0.051269567779 Long DBT NUSS GB N 2 2056-01-31 Fixed 5.37500000 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 N/A 260000.00000000 PA 299168.74000000 0.024077415535 Long DBT CORP GB N 2 2029-05-11 Fixed 3.37500000 N N N N N N Sartorius Finance BV 529900JCAKTMRXK9EA58 N/A 200000.00000000 PA 229390.32000000 0.018461574743 Long DBT CORP NL N 2 2031-05-12 Fixed 3.75000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 N/A 230000.00000000 PA 263519.87000000 0.021208356902 Long DBT CORP GB N 2 2036-05-12 Variable 4.08600000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 29300000.00000000 PA 1562114.03000000 0.125720583688 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000080 N N N N N N Republic of Italy 815600DE60799F5A9309 N/A 4992000.00000000 PA 5456575.32000000 0.439150933285 Long DBT NUSS IT Y 2 2046-04-30 Fixed 4.10000000 N N N N N N Ferrovial NV 72450022R2ZFL41Y6I04 N/A 420000.00000000 PA 477358.04000000 0.038418278220 Long DBT CORP NL N 2 2032-09-18 Fixed 3.62500000 N N N N N N Bbva Consumer Auto FT 9598009KTGYJMNL2HV09 N/A 100000.00000000 PA 115150.45000000 0.009267429590 Long ABS-O CORP ES N 2 2042-02-25 Floating 2.81900160 N N N N N N SC Germany SA 549300I0DV9V1WKUO071 N/A 400000.00000000 PA 461355.48000000 0.037130375324 Long ABS-O CORP LU N 2 2036-05-14 Floating 2.94000120 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 5488.00000000 NS 2400342.38000000 0.193182084836 Long EC CORP CH N 1 N N N Czech Republic 3157007EFDLQABN47912 N/A 13880000.00000000 PA 679045.29000000 0.054650280690 Long DBT NUSS CZ N 2 2035-09-19 Fixed 5.30000000 N N N N N N Sage Group plc (The) 2138005RN5XYLTF8G138 N/A 130000.00000000 PA 146483.35000000 0.011789134409 Long DBT CORP GB N 2 2033-02-25 Fixed 3.82100000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 330000.00000000 PA 371220.24000000 0.029876196201 Long DBT CORP GB N 2 2037-02-25 Variable 3.75600000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 670000.00000000 PA 760178.16000000 0.061179939586 Long DBT CORP IT N 2 2034-06-22 Variable 3.75000000 N N N N N N Mileway Eur Lux Holdco Sarl 213800PN1NF2W1ACOG21 N/A 670000.00000000 PA 765155.67000000 0.061580534837 Long DBT CORP LU N 2 2033-07-15 Fixed 4.37500000 N N N N N N Erste&Steiermaerkische Banka dd 549300A2F46GR0UOM390 N/A 600000.00000000 PA 693272.13000000 0.055795271769 Long DBT CORP HR N 2 2032-05-27 Variable 4.12500000 N N N N N N Lseg Netherlands BV 213800JCR9B7CYW7U265 N/A 270000.00000000 PA 300825.71000000 0.024210770227 Long DBT CORP NL N 2 2031-11-06 Fixed 3.00000000 N N N N N N Goodman Australia Finance Pty. Ltd. 213800AQVHS7SCC93B80 N/A 407000.00000000 PA 461927.17000000 0.037176385538 Long DBT CORP AU N 2 2033-04-29 Fixed 3.87500000 N N N N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851AY8 670000.00000000 PA 767168.17000000 0.061742502959 Long DBT CORP US N 2 2030-04-29 Fixed 3.25000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 N/A 435000.00000000 PA 579055.18000000 0.046602971242 Long DBT CORP GB N 2 2036-09-16 Variable 5.62500000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A 150000.00000000 PA 163377.40000000 0.013148785360 Long DBT CORP BE N 2 2045-05-19 Fixed 4.12500000 N N N N N N Terna - Rete Elettrica Nazionale 8156009E94ED54DE7C31 N/A 560000.00000000 PA 629093.12000000 0.050630077396 Long DBT CORP IT N 2 2031-07-22 Fixed 3.00000000 N N N N N N Novonesis Novozymes B 529900T6WNZXD2R3JW38 N/A 170000.00000000 PA 193824.44000000 0.015599195232 Long DBT CORP DK N 2 2033-03-19 Fixed 3.62500000 N N N N N N Maple Parent Holdings Corp. 254900J6FBJ1E892Q074 N/A 220000.00000000 PA 255468.33000000 0.020560360476 Long DBT CORP US N 2 2035-03-26 Fixed 4.72800000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 8100000.00000000 PA 2064053.79000000 0.166117224646 Long DBT NUSS PL N 2 2035-10-25 Fixed 5.00000000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 1000000.00000000 PA 1128361.09000000 0.090811689878 Long DBT NUSS DE N 2 2036-02-15 Fixed 2.90000000 N N N N N N Colonial SFL Socimi SA 95980020140005007414 N/A 300000.00000000 PA 345393.89000000 0.027797664331 Long DBT CORP ES N 2 2031-04-08 Fixed 3.87500000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 2750000.00000000 PA 3114597.91000000 0.250666122755 Long DBT NUSS DE N 2 2031-04-16 Fixed 2.50000000 N N N N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 330000.00000000 PA 425109.10000000 0.034213228456 Long DBT CORP JE N 2 2034-02-05 Fixed 5.62500000 N N N N N N SNB Funding Ltd. 549300PT73WJRNMAKE44 N/A 472000.00000000 PA USD 471307.27000000 0.037931305873 Long DBT CORP KY N 2 2035-06-24 Variable 6.00000000 N N N N N N MFB Magyar Fejlesztesi Bank Zrt. 549300KCFVCFTUJZYT59 N/A 995000.00000000 PA 1172078.47000000 0.094330110701 Long DBT NUSS HU N 2 2030-06-27 Fixed 4.37500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 N/A 350000.00000000 PA 397332.06000000 0.031977702998 Long DBT CORP US N 2 2029-05-17 Fixed 3.30500000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 700000.00000000 PA 781865.57000000 0.062925365203 Long DBT CORP ES N 2 2035-06-26 Fixed 3.37500000 N N N N N N NAVER Corp. 988400ULUQYDB2HQYJ61 N/A 400000.00000000 PA 454683.97000000 0.036593445167 Long DBT CORP KR N 2 2033-04-21 Fixed 3.75000000 N N N N N N Unibail-Rodamco-Westfield SE 969500SHQITWXSIS7N89 N/A 400000.00000000 PA 454751.93000000 0.036598914660 Long DBT CORP FR N 2 2033-04-21 Fixed 3.87500000 N N N N N N French Republic 969500KCGF3SUYJHPV70 N/A 3500000.00000000 PA 3919819.77000000 0.315471226796 Long DBT NUSS FR Y 2 2035-11-25 Fixed 3.50000000 N N N N N N RCI Banque SA 96950001WI712W7PQG45 N/A 400000.00000000 PA 457581.91000000 0.036826674433 Long DBT CORP FR N 2 2030-02-22 Fixed 3.62500000 N N N N N N Aena SME SA 959800R7QMXKF0NFMT29 N/A 300000.00000000 PA 333778.11000000 0.026862814113 Long DBT CORP ES N 2 2036-01-22 Fixed 3.50000000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 270000.00000000 PA 298317.37000000 0.024008896380 Long DBT NUSS DE N 2 2035-08-15 Fixed 2.60000000 N N N N N N Heineken NV 724500K5PTPSST86UQ23 N/A 400000.00000000 PA 451082.30000000 0.036303578969 Long DBT CORP NL N 2 2034-05-03 Fixed 3.50500000 N N N N N N Magnum Icc Finance BV 213800X8LUUE1AALCC25 N/A 340000.00000000 PA 377048.42000000 0.030345254271 Long DBT CORP NL N 2 2037-11-26 Fixed 4.00000000 N N N N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 N/A 333000.00000000 PA 381584.70000000 0.030710338867 Long DBT CORP CA N 2 2033-04-21 Fixed 3.90100000 N N N N N N Arla Foods amba 529900IJ6T4P1O10R377 N/A 190000.00000000 PA 218402.08000000 0.017577229606 Long DBT CORP DK N 2 2029-05-22 Fixed 3.37500000 N N N N N N Caixa Geral de Depositos SA TO822O0VT80V06K0FH57 N/A 400000.00000000 PA 458382.48000000 0.036891105150 Long DBT NUSS PT N 2 2032-05-20 Variable 3.62500000 N N N N N N Arcadis NV 7245000UZH70GO047N03 N/A 310000.00000000 PA 355871.21000000 0.028640890088 Long DBT CORP NL N 2 2031-05-20 Fixed 4.00000000 N N N N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 N/A 110000.00000000 PA 126718.79000000 0.010198461787 Long DBT CORP NL N 2 2029-06-16 Fixed 3.62500000 N N N N N N Dassault Systemes SE 96950065LBWY0APQIM86 N/A 400000.00000000 PA 456016.17000000 0.036700662027 Long DBT CORP FR N 2 2031-06-16 Fixed 3.37500000 N N N N N N Volkswagen Bank GmbH 529900GJD3OQLRZCKW37 N/A 300000.00000000 PA 338212.73000000 0.027219717005 Long DBT CORP DE N 2 2032-12-10 Fixed 3.75000000 N N N N N N Rolls-Royce Holdings plc 213800EC7997ZBLZJH69 N/A 240000.00000000 PA 274147.98000000 0.022063718397 Long DBT CORP GB N 2 2036-05-20 Fixed 3.87500000 N N N N N N Bank of Cyprus PCL PQ0RAP85KK9Z75ONZW93 N/A 380000.00000000 PA 435896.37000000 0.035081399316 Long DBT CORP CY N 2 2031-05-20 Variable 3.87500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 720000.00000000 PA 821839.88000000 0.066142539807 Long DBT CORP CA N 2 2034-08-03 Variable 3.75000000 N N N N N N Powszechna Kasa Oszczednosci Bank Polski SA P4GTT6GF1W40CVIMFR43 N/A 400000.00000000 PA 460631.81000000 0.037072133600 Long DBT CORP PL N 2 2030-05-06 Variable 3.75000000 N N N N N N FACT SA 529900S1VYMIDC5XAC48 N/A 281055.64000000 PA 324170.29000000 0.026089566632 Long ABS-O CORP LU N 2 2033-04-20 Floating 2.84199840 N N N N N N Davide Campari-Milano NV 213800ED5AN2J56N6Z02 N/A 670000.00000000 PA 774837.16000000 0.062359711358 Long DBT CORP NL N 2 2033-06-17 Fixed 4.25000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 N/A 200000.00000000 PA 225913.69000000 0.018181771896 Long DBT CORP FR N 2 2032-01-11 Fixed 3.25000000 N N N N N N Rheinmetall AG 5299001OU9CSE29O6S05 N/A 200000.00000000 PA 228214.83000000 0.018366970069 Long DBT CORP DE N 2 2031-05-28 Fixed 3.37500000 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 N/A 390000.00000000 PA 438837.06000000 0.035318069147 Long DBT CORP GB N 2 2033-08-02 Fixed 3.87500000 N N N N N N Republic of Italy 815600DE60799F5A9309 N/A 2046000.00000000 PA 2312736.04000000 0.186131434250 Long DBT NUSS IT N 2 2031-02-01 Fixed 2.85000000 N N N N N N RELX Finance BV 54930086P8MBY4IN4E29 N/A 180000.00000000 PA 206927.14000000 0.016653714339 Long DBT CORP NL N 2 2029-05-22 Fixed 3.25000000 N N N N N N Panorama Auto Trust N/A N/A 713368.93000000 PA 501816.48000000 0.040386719252 Long ABS-O CORP AU N 2 2034-03-15 Floating 5.33250035 N N N N N N Cars Alliance Sarl 984500M49BFQ3BAF5782 N/A 400000.00000000 PA 460950.03000000 0.037097744281 Long ABS-O CORP LU N 2 2036-05-19 Floating 2.82200040 N N N N N N Ceska sporitelna A/S 9KOGW2C2FCIOJQ7FF485 N/A 300000.00000000 PA 338370.42000000 0.027232408062 Long DBT CORP CZ N 2 2033-02-11 Variable 3.65700000 N N N N N N Thetis Finance Auto 2026 N/A N/A 500000.00000000 PA 577050.10000000 0.046441600290 Long ABS-O CORP PT N 2 2044-12-25 Floating 2.96899920 N N N N N N Landsbankinn HF 549300TLZPT6JELDWM92 N/A 280000.00000000 PA 322610.65000000 0.025964045161 Long DBT NUSS IS N 2 2031-05-12 Fixed 4.00000000 N N N N N N Abanca Corp. Bancaria SA 54930056IRBXK0Q1FP96 N/A 600000.00000000 PA 682378.80000000 0.054918565088 Long DBT CORP ES N 2 2034-06-09 Variable 3.75000000 N N N N N N Bank Polska Kasa Opieki SA 5493000LKS7B3UTF7H35 N/A 386000.00000000 PA 442585.60000000 0.035619755597 Long DBT CORP PL N 2 2030-06-03 Variable 3.62500000 N N N N N N Unicaja Banco SA 5493007SJLLCTM6J6M37 N/A 600000.00000000 PA 680860.27000000 0.054796352193 Long DBT CORP ES N 2 2033-06-26 Variable 3.75000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 N/A 145100.00000000 NS 6525560.54000000 0.525183990560 Long EC CORP NL N 1 N N N Ryanair Holdings plc 635400BR2ROC1FVEBQ56 N/A 115127.00000000 NS 3288425.70000000 0.264655966518 Long EC CORP IE N 2 N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A 260000.00000000 PA 322074.31000000 0.025920879952 Long DBT CORP LU N 2 2029-10-16 Fixed 3.00000000 N N N N N N Crh Finance UK plc 549300MQJDHXCWSM5880 N/A 250000.00000000 PA 326216.05000000 0.026254211553 Long DBT CORP GB N 2 2029-12-02 Fixed 4.12500000 N N N N N N RELX plc 549300WSX3VBUFFJOO66 N/A 105524.00000000 NS 3725994.72000000 0.299871982470 Long EC CORP GB N 1 N N N Doosan Bobcat, Inc. 9884007K6X0Q0112FX44 N/A 34277.00000000 NS 1421871.25000000 0.114433696930 Long EC CORP KR N 2 N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 51564.00000000 NS 1802929.27000000 0.145101648036 Long EC CORP NL N 2 N N N Swiss Franc N/A N/A 0.01000000 OU Currencies 0.01000000 0.000000000804 Long STIV CH N 1 N N N N/A N/A N/A 29.00000000 NC -22451.91000000 -0.00180695338 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A Canada 10 Year Bond 2026-09-18 3444620.00000000 CAD -22682.83000000 N N N Chinese Renminbi (Yuan) N/A N/A 609300.00000000 OU Currencies 90299.44000000 0.007267394111 Long STIV CN N 1 N N N Czech Repub. Kronas N/A N/A 0.01000000 OU Currencies 0.00000000 0.000000 Long STIV CZ N 1 N N N N/A N/A N/A 275.00000000 NC -69483.68000000 -0.00559211980 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-Schatz 2026-09-08 29000125.00000000 EUR -70428.35000000 N N N EURO N/A N/A 25.77000000 OU Currencies 29.72000000 0.000002391896 Long STIV XX N 1 N N N N/A N/A N/A -82.00000000 NC USD 29178.40000000 0.002348308387 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2026-09-30 -8690078.17000000 USD 29178.40000000 N N N Aon plc 635400FALWQYX5E6QC64 N/A 28997.00000000 NS USD 10454868.35000000 0.841418824817 Long EC CORP IE N 1 N N N Axalta Coating Systems Ltd. 529900AGLPA40GV6H619 N/A 90912.00000000 NS USD 3255558.72000000 0.262010797324 Long EC CORP BM N 1 N N N N/A N/A N/A -16.00000000 NC 17272.22000000 0.001390086471 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Long Gilt 2026-09-28 -1383840.00000000 GBP 17193.62000000 N N N Accenture plc 5493000EWHDSR3MZWH98 N/A 23524.00000000 NS USD 3903102.08000000 0.314125769483 Long EC CORP IE N 1 N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 6531.00000000 NS USD 2711671.20000000 0.218238156427 Long EC CORP IE N 1 N N N Aptiv plc N/A N/A 59201.00000000 NS USD 3343080.47000000 0.269054640017 Long EC CORP JE N 1 N N N ICON plc 6354008SRQGEMC4XFI67 N/A 15719.00000000 NS USD 2571078.24000000 0.206923086813 Long EC CORP IE N 1 N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 146258.00000000 NS USD 12488970.62000000 1.005125519563 Long EC CORP IE N 1 N N N Nomad Foods Ltd. 5493000ZZ1837DS2SI43 N/A 69301.00000000 NS USD 824681.90000000 0.066371268572 Long EC CORP VG N 1 N N N Seagate Technology Holdings plc 635400RUXIFEZSRU8X70 N/A 2704.00000000 NS USD 2314975.52000000 0.186311669961 Long EC CORP IE N 1 N N N Smurfit Westrock plc 635400EGSEOPDW2EXS14 N/A 47894.00000000 NS USD 2201687.18000000 0.177194104946 Long EC CORP IE N 1 N N N Willis Towers Watson plc 549300WHC56FF48KL350 N/A 24200.00000000 NS USD 8129264.00000000 0.654251735413 Long EC CORP IE N 1 N N N British Pound N/A N/A 11966.24000000 OU Currencies 16127.50000000 0.001297958199 Long STIV GB N 1 N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 N/A 21544.00000000 NS USD 7555049.92000000 0.608038381002 Long EC CORP CH N 1 N N N Indonesian Rupiah N/A N/A 4.50000000 OU Currencies 0.00000000 0.000000 Long STIV ID N 1 N N N Indian Rupee N/A N/A 388003.34000000 OU Currencies 4066.48000000 0.000327274596 Long STIV IN N 1 N N N JPMORGAN US GOVERNMENT MONEY MKT FD 549300NQ5E5B7ZV4T516 4812C2270 66272.40000000 NS USD 66272.40000000 0.005333672606 Long STIV RF US N 1 N N Japanese Yen N/A N/A -3.00000000 OU Currencies -0.02000000 -0.00000000160 Short STIV JP N 1 N N N N/A N/A N/A -69.00000000 NC -20649.26000000 -0.00166187421 N/A DIR KR N 1 Market Operation Department of KOFEX 549300TJ3RRV6Q1UEW14 Short N/A Korea 10 Year Bond 2026-09-15 -7301580000.00000000 KRW -21972.57000000 N N N N/A N/A N/A 124.00000000 NC 57235.75000000 0.004606393489 N/A DIR KR N 1 Market Operation Department of KOFEX 549300TJ3RRV6Q1UEW14 Long N/A Korea 3 Year Bond 2026-09-15 12800520000.00000000 KRW 58983.67000000 N N N South Korea Won N/A N/A 2683.36000000 OU Currencies 1.88000000 0.000000151304 Long STIV KR N 1 N N N New Mexican Pesos N/A N/A 0.22000000 OU Currencies 0.01000000 0.000000000804 Long STIV MX N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 N/A 23556.00000000 NS USD 5398092.96000000 0.434444211309 Long EC CORP NL N 1 N N N New Zealand Dollar N/A N/A 30.69000000 OU Currencies 18.08000000 0.000001455097 Long STIV NZ N 1 N N N N/A N/A N/A 117.00000000 NC -128689.56000000 -0.01035707143 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-Bobl 2026-09-08 13319280.00000000 EUR -129526.84000000 N N N Triton Bond Trust in respect of N/A N/A 848540.15000000 PA 596967.80000000 0.048044597781 Long ABS-MBS CORP AU N 2 2058-02-15 Floating 5.01250120 N N N N N N Liberty N/A N/A 253861.57000000 PA 178586.82000000 0.014372855513 Long ABS-MBS CORP AU N 2 2058-10-10 Floating 5.00500045 N N N N N N Auto Abs Spanish Loans Fondo De Titulizacion 9598007ZVMKDJKZFAC54 N/A 200000.00000000 PA 230469.48000000 0.018548426677 Long ABS-O CORP ES N 2 2038-12-28 Floating 2.79799920 N N N N N N Red & Black Auto Germany N/A N/A 262396.09000000 PA 302318.50000000 0.024330911540 Long ABS-O CORP DE N 2 2035-02-15 Floating 2.79000000 N N N N N N Advanzia Master Issuer Sarl 213800Y8EQ8YI634KZ52 N/A 400000.00000000 PA 461521.53000000 0.037143739203 Long ABS-O CORP LU N 2 2036-05-16 Floating 2.99999880 N N N N N N RevoCar SA N/A N/A 800000.00000000 PA 922076.27000000 0.074209670128 Long ABS-O CORP LU N 2 2039-10-21 Floating 2.76000120 N N N N N N First Mobility Swiss Lease N/A N/A 468588.16000000 PA 540773.91000000 0.043522054282 Long ABS-O CORP LU N 2 2033-09-23 Floating 2.88399960 N N N N N N SC Sweden I Sarl 8156001300A81A514206 N/A 360000.00000000 PA 414801.06000000 0.033383626532 Long ABS-O CORP LU N 2 2039-12-25 Floating 2.82499920 N N N N N N Boursobank Consumer Loans France 2026 9845009501CB38EELE43 N/A 500000.00000000 PA 576577.88000000 0.046403595527 Long ABS-O CORP FR N 2 2044-05-24 Floating 2.84100120 N N N N N N N/A N/A N/A -67.00000000 NC 127744.94000000 0.010281047421 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Bund 2026-09-08 -8332120.00000000 EUR 128576.26000000 N N N Swedish Krona N/A N/A 0.01000000 OU Currencies 0.00000000 0.000000 Long STIV SE N 1 N N N N/A N/A N/A -60.00000000 NC USD 26659.04000000 0.002145547639 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2026-09-30 -12336562.56000000 USD 26659.04000000 N N N New Taiwan Dollar N/A N/A 2957504.50000000 OU Currencies 91509.78000000 0.007364803550 Long STIV TW N 1 N N N N/A N/A N/A 34.00000000 NC USD -40351.67000000 -0.00324754493 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2026-09-21 3672000.00000000 USD -40351.67000000 N N N N/A N/A N/A -26.00000000 NC 94172.05000000 0.007579065846 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Buxl 2026-09-08 -2751320.00000000 EUR 94680.14000000 N N N N/A N/A N/A 23.00000000 NC USD -87585.36000000 -0.00704896209 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2026-09-21 2491187.50000000 USD -87585.36000000 N N N N/A N/A N/A -108.00000000 NC USD 142194.42000000 0.011443956802 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2026-09-21 -11847937.50000000 USD 142194.42000000 N N N N/A N/A N/A -7.00000000 NC USD 27348.05000000 0.002200999890 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2026-09-21 -767812.50000000 USD 27348.05000000 N N N N/A N/A N/A 37.00000000 NC 6143.95000000 0.000494471572 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A Australia 10 Year Bond 2026-09-15 4000502.90000000 AUD 6050.98000000 N N N N/A N/A N/A 3.00000000 NC -1103.46000000 -0.00008880762 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A Canada 5 Year Bond 2026-09-18 335760.00000000 CAD -1121.53000000 N N N 2026-08-31 MFS Series Trust VI James Byrne James Byrne Assistant Treasurer XXXX