0001752724-22-223846.txt : 20220929
0001752724-22-223846.hdr.sgml : 20220929
20220929153054
ACCESSION NUMBER: 0001752724-22-223846
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220731
FILED AS OF DATE: 20220929
DATE AS OF CHANGE: 20220929
PERIOD START: 20230131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUNDS
CENTRAL INDEX KEY: 0000106444
IRS NUMBER: 231899003
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02368
FILM NUMBER: 221280312
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: WESTMINSTER BOND FUND INC
DATE OF NAME CHANGE: 19800619
0000106444
S000002586
Vanguard Intermediate-Term Investment-Grade Fund
C000007097
Investor Shares
VFICX
C000007098
Admiral Shares
VFIDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000106444
XXXXXXXX
S000002586
C000007098
C000007097
VANGUARD FIXED INCOME SECURITIES FUNDS
811-02368
0000106444
549300F3N7VQKU6I4K64
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND
S000002586
MUT4BJZ240WC155X1V94
2023-01-31
2022-07-31
N
33295177918.67
1848603562.04
31446574356.63
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1472350261.45000000
0.00000000
0.00000000
20758441.25000000
AUD
CAD
EUR
GBP
JPY
MXN
USD
ZAR
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
718286CQ8
590000.00000000
PA
USD
589434.99000000
0.001874401272
Long
DBT
NUSS
PH
N
2
2027-03-29
Fixed
3.22900000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759AX8
10000000.00000000
PA
USD
8251503.30000000
0.026239752560
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.45000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
1929527.90000000
0.006135892190
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
154821593.00000000
AUD
110197365.25000000
USD
2022-09-21
1929527.90000000
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XAV0
9920000.00000000
PA
USD
8941782.85000000
0.028434839192
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.35000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_18-A
N/A
MMAF 2018-A A5
60700DAE8
1580000.00000000
PA
USD
1566535.08000000
0.004981576251
Long
ABS-CBDO
CORP
US
Y
2
2042-03-10
Fixed
3.61000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDG8
20000000.00000000
PA
USD
20523167.00000000
0.065263601584
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.85100000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
PETROLEOS DEL PE
N/A
25083000.00000000
PA
USD
17652161.25000000
0.056133813018
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
CBS CORP
124857AZ6
2000000.00000000
PA
USD
1934352.82000000
0.006151235419
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.20000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAZ8
15998000.00000000
PA
USD
14955527.29000000
0.047558526154
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HJ5
18470000.00000000
PA
USD
18642736.24000000
0.059283838133
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
N/A
11200000.00000000
PA
10644982.86000000
0.033851009459
Long
DBT
NUSS
HU
N
2
2026-04-28
Fixed
1.12500000
N
N
N
N
N
N
COMM 2019-GC44 Mortgage Trust
N/A
COMM 2019-GC44 ASB
12655TBJ7
180000.00000000
PA
USD
171914.40000000
0.000546687210
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.87300000
N
N
N
N
N
N
Utmost Group PLC
2138004N53RFLL6JDQ41
UTMOST GRP
N/A
1700000.00000000
PA
1646830.55000000
0.005236915574
Long
DBT
CORP
GB
N
2
2031-12-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
US ULTRA BOND CBT Sep22
N/A
-1214.00000000
NC
USD
-2060775.22000000
-0.00655325822
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CME Ultra Long Term US Treasury Bond Future
2022-09-21
-190130599.78000000
USD
-2060775.22000000
N
N
N
Pacific National Finance Pty Ltd
213800SSTRDXLWWVF948
PACIFIC NTNL FIN
N/A
18940000.00000000
PA
11405272.27000000
0.036268727209
Long
DBT
CORP
AU
N
2
2029-09-24
Fixed
3.70000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAU4
10000000.00000000
PA
USD
10821020.10000000
0.034410807286
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AW9
13250000.00000000
PA
USD
11709024.74000000
0.037234659035
Long
DBT
CORP
US
N
2
2030-03-12
Fixed
2.25000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBN1
52186000.00000000
PA
USD
48684378.89000000
0.154816160062
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
COMM 2012-CCRE2 Mortgage Trust
N/A
COMM 2012-CR2 AM
12624KAF3
973926.86000000
PA
USD
972884.76000000
0.003093770243
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
3.79100000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360AE5
25607000.00000000
PA
USD
21967663.25000000
0.069857094769
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDING
70450YAL7
5000000.00000000
PA
USD
5157036.90000000
0.016399359884
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.40000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BH6
43090000.00000000
PA
USD
41505570.36000000
0.131987573238
Long
DBT
CORP
JP
N
2
2029-03-07
Fixed
3.74100000
N
N
N
N
N
N
Teledyne FLIR LLC
5493000HDPX16EHNN346
FLIR SYSTEMS
302445AE1
14900000.00000000
PA
USD
12655548.04000000
0.040244599925
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DOWDUPONT
26078JAD2
12000000.00000000
PA
USD
12463788.60000000
0.039634805555
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.72500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
780153AZ5
390000.00000000
PA
USD
416687.50000000
0.001325064839
Long
DBT
CORP
LR
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Endeavor Energy Resources LP / EER Finance Inc
N/A
ENDEAVOR ENERGY
29260FAE0
2670000.00000000
PA
USD
2696203.17000000
0.008573916953
Long
DBT
CORP
US
Y
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
CENOVUS ENERGY
15135UAW9
17000000.00000000
PA
USD
14660818.19000000
0.046621352213
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCY5
350000000.00000000
PA
USD
320468750.00000000
1.019089540137
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHS2
2250000.00000000
PA
USD
2290325.60000000
0.007283227654
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
3.90000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
25156PBB8
9350000.00000000
PA
USD
9567226.49000000
0.030423747850
Long
DBT
CORP
NL
Y
2
2028-06-21
Fixed
4.37500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_18-1
N/A
FORDR 2018-1 B
34532RAB2
4390000.00000000
PA
USD
4314553.02000000
0.013720263997
Long
ABS-CBDO
CORP
US
Y
2
2031-07-15
Fixed
3.34000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BR9
15330000.00000000
PA
USD
15831670.11000000
0.050344657355
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.90000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516CF1
30142000.00000000
PA
USD
26144430.21000000
0.083139199562
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.75000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB FINANCIAL GR
78486QAH4
30625000.00000000
PA
USD
26625142.86000000
0.084667864162
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.10000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDG1
45450000.00000000
PA
USD
43177987.68000000
0.137305854654
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667AY7
13250000.00000000
PA
USD
11417711.43000000
0.036308283695
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FX1
3300000.00000000
PA
USD
3153013.61000000
0.010026572606
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Performance Food Group Inc
549300OMUOGBYK0FFO76
PERFORMANCE FOOD
71376LAD2
765000.00000000
PA
USD
776894.72000000
0.002470522579
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
-44670.39000000
-0.00014205168
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1673668.79000000
GBP
1996077.65000000
USD
2022-09-21
-44670.39000000
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTL
N/A
200000.00000000
PA
269207.08000000
0.000856077603
Long
DBT
CORP
GB
N
2
2037-09-28
Fixed
5.12500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDA6
15290000.00000000
PA
USD
14146936.88000000
0.044987211387
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
-9830.99000000
-0.00003126251
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
738850.47000000
GBP
891068.67000000
USD
2022-09-21
-9830.99000000
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913YBB5
14628000.00000000
PA
USD
13276177.66000000
0.042218200015
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CX6
89564000.00000000
PA
USD
91136193.02000000
0.289812785286
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DY0
25190000.00000000
PA
USD
21109693.57000000
0.067128754091
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2021-L6
N/A
MSC 2021-L6 A4
61692CBE7
1900000.00000000
PA
USD
1680037.00000000
0.005342511972
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.44400000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
LIFE STORAGE
53227JAB0
6494000.00000000
PA
USD
6135045.84000000
0.019509425002
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
ITC Holdings Corp
549300HTO5U9D3SLE207
ITC HOLDINGS COR
465685AP0
18745000.00000000
PA
USD
18163127.83000000
0.057758685012
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.35000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
5410000.00000000
PA
3491834.40000000
0.011104021571
Long
DBT
NUSS
RO
Y
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CUBESMART LP
22966RAH9
20000000.00000000
PA
USD
17364337.20000000
0.055218533513
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
Chevron USA Inc
VA8TZDWPEZYU430RZ444
CHEVRON USA INC
166756AH9
1000000.00000000
PA
USD
730703.62000000
0.002323635037
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34300000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJB7
7250000.00000000
PA
USD
6125417.63000000
0.019478807327
Long
DBT
CORP
US
N
2
2036-11-03
Variable
2.49100000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B77
2925000.00000000
PA
USD
2660882.30000000
0.008461596706
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
3660000.00000000
PA
3426856.27000000
0.010897391337
Long
DBT
CORP
GB
N
2
2039-05-24
Fixed
2.50000000
N
N
N
N
N
N
Phillips Edison Grocery Center Operating Partnership I LP
549300WUPIVS6ZE0ZI51
PHILLIPS EDIS
71845JAA6
20000000.00000000
PA
USD
15910026.40000000
0.050593830092
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.62500000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GCX6
1641000.00000000
PA
USD
1657069.53000000
0.005269475495
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Nippon Life Insurance Co
549300Y0HHMFW3EVWY08
NIPPON LIFE INS
654579AK7
15000000.00000000
PA
USD
12352077.90000000
0.039279565907
Long
DBT
CORP
JP
Y
2
2051-09-16
Variable
2.90000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACA1
4339000.00000000
PA
USD
3883636.79000000
0.012349951845
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
Wizz Air Finance Co BV
724500H9M16IQI3B4W90
WIZZ AIR FIN CO
N/A
10500000.00000000
PA
10336012.69000000
0.032868485364
Long
DBT
CORP
NL
N
2
2024-01-19
Fixed
1.35000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AK1
41394000.00000000
PA
USD
35432400.94000000
0.112674915042
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QCC4
7378000.00000000
PA
USD
5002729.93000000
0.015908664241
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
USD/ZAR FWD 20220921
N/A
1.00000000
NC
USD
-113415.67000000
-0.00036066144
N/A
DFE
N/A
N
2
CREDIT AGRICOLE CIB
1VUV7VQFKUOQSJ21A208
1546391.33000000
USD
23961375.42000000
ZAR
2022-09-21
-113415.67000000
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B
N/A
SMB 2018-B A2A
78449LAB4
5618862.71000000
PA
USD
5547746.45000000
0.017641814930
Long
ABS-CBDO
CORP
US
Y
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC /
68245XAH2
2242000.00000000
PA
USD
2110026.73000000
0.006709877858
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513AZ8
17652000.00000000
PA
USD
17897612.22000000
0.056914346271
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCU3
6753000.00000000
PA
USD
6942310.09000000
0.022076522584
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.25000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216CV0
10000000.00000000
PA
USD
8822936.90000000
0.028056909474
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.65000000
N
N
N
N
N
N
GOLDEN CREDIT CARD TRUST GCCT_2021-1A
N/A
GCCT 2021-1A A
380881FB3
6680000.00000000
PA
USD
6101848.00000000
0.019403855983
Long
ABS-CBDO
CORP
US
Y
2
2028-08-15
Fixed
1.14000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-28864.30000000
-0.00009178837
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1984723.73000000
EUR
2007406.94000000
USD
2022-09-21
-28864.30000000
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NP6
11680000.00000000
PA
USD
11503548.14000000
0.036581244142
Long
DBT
CORP
US
N
2
2028-02-07
Fixed
3.40000000
N
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd
N/A
AMERICAN AIRLINE
00253XAB7
7985000.00000000
PA
USD
7646111.65000000
0.024314609163
Long
DBT
CORP
N/A
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081FB4
13540000.00000000
PA
USD
11831452.26000000
0.037623978134
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
1.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC19
N/A
CGCMT 2014-GC19 A3
17322AAC6
415954.27000000
PA
USD
412543.44000000
0.001311886742
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.75300000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GCJ12
549300SSCQUZ3RRV2T53
GSMS 2013-GC12 B
36197XAQ7
1550000.00000000
PA
USD
1532407.50000000
0.004873050662
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Variable
3.77700000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
EL PASO CORP
28368EAE6
990000.00000000
PA
USD
1203587.04000000
0.003827402712
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_22-3
N/A
HERTZ 2022-3A C
42806MAW9
270000.00000000
PA
USD
265533.26000000
0.000844394867
Long
ABS-CBDO
CORP
US
Y
2
2025-03-25
Fixed
4.35000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAP6
31386000.00000000
PA
USD
31530340.13000000
0.100266374875
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
SABHLD 7.375 9/1/2025
N/A
1628000.00000000
PA
USD
1614273.06000000
0.005133382866
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
90265EAR1
7660000.00000000
PA
USD
6742503.89000000
0.021441139545
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (INDON)
N/A
-17100000.00000000
NC
USD
-122481.04000000
-0.00038948929
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
INDONESIA (REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
138406.14000000
USD
0.00000000
USD
-17100000.00000000
USD
-260887.18000000
N
N
N
N/A
N/A
SCDS: (PHILIP)
N/A
-7000000.00000000
NC
USD
-11986.81000000
-0.00003811801
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
PHILIPPINES(REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
59534.74000000
USD
0.00000000
USD
-7000000.00000000
USD
-71521.55000000
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAM2
11176000.00000000
PA
USD
9580472.22000000
0.030465869227
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBE0
17424000.00000000
PA
USD
15323680.55000000
0.048729252274
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAX2
15378000.00000000
PA
USD
15691013.19000000
0.049897368826
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.95000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4
N/A
GMCAR 2020-4 C
36260KAF1
1200000.00000000
PA
USD
1129254.36000000
0.003591025042
Long
ABS-CBDO
CORP
US
N
2
2026-05-18
Fixed
1.05000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813CB3
3000000.00000000
PA
USD
2457647.46000000
0.007815310603
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
1.73000000
N
N
N
N
N
N
Linde Inc/CT
ZU69GUVJQGZ6Z1UOOO79
PRAXAIR INC
74005PBT0
5570000.00000000
PA
USD
4637713.73000000
0.014747913961
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.10000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM INTL INC
749685AX1
17250000.00000000
PA
USD
16980247.95000000
0.053997130998
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.55000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142ET6
6500000.00000000
PA
USD
5759390.52000000
0.018314842356
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
N/A
LADDER CAP FINAN
505742AG1
671000.00000000
PA
USD
633727.44000000
0.002015251113
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
54255.86000000
0.000172533451
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
1002247.96000000
EUR
1082534.34000000
USD
2022-09-21
54255.86000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAP3
36421000.00000000
PA
USD
35646200.41000000
0.113354796632
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
N/A
MSBAM 2013-C12 A4
61762XAU1
1940000.00000000
PA
USD
1938273.40000000
0.006163702850
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
4.25900000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C19
N/A
JPMBB 2014-C19 A4
46641WAV9
3680000.00000000
PA
USD
3666641.60000000
0.011659907875
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Fixed
3.99650000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-10450000.00000000
NC
USD
-131868.02000000
-0.00041933985
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
132683.08000000
USD
0.00000000
USD
-10450000.00000000
USD
-264551.10000000
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
HUNT INGALLS IND
446413AZ9
25450000.00000000
PA
USD
22188451.69000000
0.070559201261
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HAQ2
7857000.00000000
PA
USD
6844926.24000000
0.021766842271
Long
DBT
CORP
JP
N
2
2030-01-16
Fixed
3.10300000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDA1
35000000.00000000
PA
USD
35103748.75000000
0.111629802190
Long
DBT
CORP
US
N
2
2028-04-26
Variable
4.32300000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEV9
50000000.00000000
PA
USD
51703125.00000000
0.164415762472
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.25000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAK8
3500000.00000000
PA
USD
3354539.44000000
0.010667424063
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.25000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBW9
32727000.00000000
PA
USD
29116948.77000000
0.092591798520
Long
DBT
CORP
JP
N
2
2030-01-15
Fixed
2.75000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114TZQ8
14045000.00000000
PA
USD
12219346.35000000
0.038857480027
Long
DBT
CORP
CA
N
2
2032-01-12
Fixed
2.45000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO FINANCIAL
12621EAL7
16377000.00000000
PA
USD
16135779.89000000
0.051311725426
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B36
1627500.00000000
PA
USD
1440536.61000000
0.004580901543
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAJ9
20000000.00000000
PA
USD
18675940.60000000
0.059389427885
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDN8
12000000.00000000
PA
USD
10066328.88000000
0.032010891761
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.50000000
N
N
N
N
N
N
Embraer Overseas Ltd
N/A
EMBRAER OVERSEAS
N/A
582000.00000000
PA
USD
589730.42000000
0.001875340739
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
5.69600000
N
N
N
N
N
N
Texas Private Activity Bond Surface Transportation Corp
N/A
TX ST PRIV ACTIVITY-B
882667AZ1
8550000.00000000
PA
USD
7467239.97000000
0.023745797826
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.92200000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2016-BNK2
N/A
MSC 2016-BNK2 A3
61690YBT8
8300000.00000000
PA
USD
7961028.00000000
0.025316042090
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.79100000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
LINCOLN NATL CRP
534187BK4
11993000.00000000
PA
USD
11040215.52000000
0.035107847979
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.40000000
N
N
N
N
N
N
Morgan Stanley Capital I 2017-HR2
N/A
MSC 2017-HR2 ASB
61691NAC9
2800000.00000000
PA
USD
2772392.00000000
0.008816197174
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.50900000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2019-C7
N/A
CGCMT 2019-C7 A3
17328CAC6
10900000.00000000
PA
USD
10104409.00000000
0.032131986414
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
2.86000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAU4
9000000.00000000
PA
USD
8687261.07000000
0.027625460794
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC42
N/A
GSMS 2019-GC42 A4
36257UAL1
7000000.00000000
PA
USD
6631240.00000000
0.021087320751
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
3.00050000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCJ3
37500000.00000000
PA
USD
33105908.63000000
0.105276677372
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.06900000
N
N
N
N
N
N
COMM 2013-CCRE12 Mortgage Trust
549300MGZ5FI5VFL1177
COMM 2013-CR12 A4
12591KAE5
2726800.00000000
PA
USD
2696396.18000000
0.008574530724
Long
ABS-MBS
CORP
US
N
2
2046-10-10
Fixed
4.04600000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
MAGALLANES INC
55903VAL7
78260000.00000000
PA
USD
73016107.31000000
0.232190974069
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
LIFE STORAGE
53227JAC8
7000000.00000000
PA
USD
5777613.52000000
0.018372791435
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834LBB5
13950000.00000000
PA
USD
12811503.25000000
0.040740536965
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CU4
5790000.00000000
PA
USD
5359013.82000000
0.017041645806
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.55000000
N
N
N
N
N
N
Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3
N/A
BACM 2017-BNK3 A4
06427DAS2
1540000.00000000
PA
USD
1523937.80000000
0.004846117045
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
3.57400000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448BG7
25000000.00000000
PA
USD
19972227.25000000
0.063511615044
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
1.90000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822AV6
10136000.00000000
PA
USD
9999983.09000000
0.031799912373
Long
DBT
CORP
JP
N
2
2028-03-02
Fixed
3.96100000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGR4
12862000.00000000
PA
USD
12444456.01000000
0.039573327984
Long
DBT
CORP
US
N
2
2028-07-21
Variable
3.59300000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668BN1
19500000.00000000
PA
USD
16924631.30000000
0.053820270240
Long
DBT
CORP
US
Y
2
2027-11-24
Fixed
1.62500000
N
N
N
N
N
N
N/A
N/A
SCDS: (AXP)
N/A
-1630000.00000000
NC
USD
31935.43000000
0.000101554559
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
AMERICAN EXPRESS
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
36617.07000000
USD
0.00000000
USD
-1630000.00000000
USD
-4681.64000000
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
49326EEG4
15000000.00000000
PA
USD
14961669.15000000
0.047578057248
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.10000000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
BROOKFIELD FIN
11271LAC6
8955000.00000000
PA
USD
8741563.13000000
0.027798141161
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQT MIDSTREAM PT
26885BAC4
2078000.00000000
PA
USD
1972234.91000000
0.006271700337
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
American Homes 4 Rent LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4
02666TAE7
10000000.00000000
PA
USD
9092385.30000000
0.028913754474
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.62500000
N
N
N
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
DAIMLER AG
LW0018397
600000.00000000
PA
601964.18000000
0.001914244054
Long
DBT
CORP
DE
N
2
2028-05-11
Fixed
1.37500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANS
292480AM2
37887000.00000000
PA
USD
35846403.15000000
0.113991440668
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AR0
2168000.00000000
PA
USD
2078465.87000000
0.006609514430
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2Z5
10885000.00000000
PA
USD
10654309.84000000
0.033880669223
Long
DBT
CORP
US
N
2
2053-04-25
Variable
4.61100000
N
N
N
N
N
N
GS Mortgage Securities Trust 2020-GC45
N/A
GSMS 2020-GC45 A5
36258YBG2
18170000.00000000
PA
USD
17027288.70000000
0.054146720424
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.91060000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
SABRA HEALTH CAR
78572XAG6
21580000.00000000
PA
USD
19446100.33000000
0.061838533219
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.90000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608AJ1
20245000.00000000
PA
USD
19249746.08000000
0.061214127369
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY
431282AT9
1161000.00000000
PA
USD
968612.74000000
0.003080185234
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.60000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550BP2
10000000.00000000
PA
USD
9049784.00000000
0.028778282484
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.25000000
N
N
N
N
N
N
Big River Steel LLC / BRS Finance Corp
N/A
BIG RVR STL/FIN
08949LAB6
2801000.00000000
PA
USD
2869811.44000000
0.009125990664
Long
DBT
CORP
US
Y
2
2029-01-31
Fixed
6.62500000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
DUKE ENERGY OHIO
26442EAH3
11650000.00000000
PA
USD
10157924.85000000
0.032302166636
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.12500000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC
05523RAF4
6670000.00000000
PA
USD
5585827.58000000
0.017762912795
Long
DBT
CORP
GB
Y
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CF4
17320000.00000000
PA
USD
17539428.64000000
0.055775323700
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939UAE6
8290000.00000000
PA
USD
6976525.85000000
0.022185328585
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.80000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARMACEU
874060AW6
35329000.00000000
PA
USD
36962204.20000000
0.117539684230
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBJ4
3000000.00000000
PA
USD
2897416.95000000
0.009213776092
Long
DBT
CORP
US
N
2
2029-05-21
Fixed
3.75000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP7
N/A
JPMCC 2017-JP7 A5
465968AE5
4680000.00000000
PA
USD
4598334.00000000
0.014622686553
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.45400000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AV1
3302000.00000000
PA
USD
3392878.63000000
0.010789342557
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BP6
2500000.00000000
PA
USD
2161337.45000000
0.006873045774
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C40
N/A
WFCM 2017-C40 A3
95000YAX3
2600000.00000000
PA
USD
2524704.00000000
0.008028550173
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.31700000
N
N
N
N
N
N
Scripps Escrow II Inc
N/A
SCRIPPS ESCROW
81105DAB1
1858000.00000000
PA
USD
1573850.32000000
0.005004838689
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DE7
33780000.00000000
PA
USD
32324750.84000000
0.102792598244
Long
DBT
CORP
US
N
2
2032-02-22
Fixed
3.35000000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
639057AB4
15000000.00000000
PA
USD
12211114.65000000
0.038831303249
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
3.03200000
N
N
N
N
N
N
N/A
N/A
SCDS: (STANLN)
N/A
6800000.00000000
NC
-47997.22000000
-0.00015263099
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
STANDARD CHART
Y
Receipt of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
EUR
-30430.65000000
EUR
6800000.00000000
EUR
-17566.57000000
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOT
67103HAH0
18000000.00000000
PA
USD
17640695.88000000
0.056097353180
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.90000000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
ABC SUPPLY CO
024747AG2
1670000.00000000
PA
USD
1427901.25000000
0.004540721141
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
CBS CORP
124857AX1
27005000.00000000
PA
USD
25813201.84000000
0.082085894467
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.70000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807BN1
77009000.00000000
PA
USD
75661456.47000000
0.240603175442
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703TAG1
55363000.00000000
PA
USD
56112691.97000000
0.178438170509
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608AK8
20321000.00000000
PA
USD
17982267.29000000
0.057183549107
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE
681936BL3
10000000.00000000
PA
USD
8710374.30000000
0.027698960787
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
PETRONAS CAP LTD
716743AP4
2132000.00000000
PA
USD
2078027.10000000
0.006608119143
Long
DBT
CORP
MY
Y
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFJ8
63736000.00000000
PA
USD
59363673.43000000
0.188776280547
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.62500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANS
292480AL4
51246000.00000000
PA
USD
51288419.39000000
0.163097000036
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEU5
39650000.00000000
PA
USD
41223784.63000000
0.131091495571
Long
DBT
CORP
US
N
2
2033-07-20
Variable
4.88900000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3
N/A
SDART 2022-3 A3
80285UAD3
870000.00000000
PA
USD
862113.80000000
0.002741518965
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
3.40000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM MIDSTREAM PT
26885BAH3
2604000.00000000
PA
USD
2602623.11000000
0.008276332679
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
7400000.00000000
PA
6421720.13000000
0.020421048274
Long
DBT
CORP
US
N
2
2031-10-26
Variable
0.65400000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BV0
2000000.00000000
PA
1521254.34000000
0.004837583651
Long
DBT
CORP
US
N
2
2036-05-09
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
53299.67000000
0.000169492770
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
1736017.73000000
EUR
1834405.49000000
USD
2022-09-21
53299.67000000
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-6202.71000000
-0.00001972459
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2083378.07000000
EUR
2131285.14000000
USD
2022-09-21
-6202.71000000
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG ENERGY CORP
552704AF5
400000.00000000
PA
USD
384584.61000000
0.001222977757
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833ED8
27770000.00000000
PA
USD
24378231.35000000
0.077522693166
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
775000000.00000000
PA
34254730.08000000
0.108929925694
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
RELX Capital Inc
2R15C3RTKJN1RCBOV146
RELX CAPITAL INC
74949LAD4
8800000.00000000
PA
USD
8186722.72000000
0.026033750535
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-4
N/A
CARMX 2019-4 C
14315WAG5
2690000.00000000
PA
USD
2620871.84000000
0.008334363578
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
2.60000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAH7
435000.00000000
PA
USD
424910.81000000
0.001351214937
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BS1
1920000.00000000
PA
USD
1609468.70000000
0.005118105017
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
1000000.00000000
PA
1130122.56000000
0.003593785915
Long
DBT
CORP
BE
N
2
2040-04-02
Fixed
3.70000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434LAK1
28960000.00000000
PA
USD
27977755.86000000
0.088969168923
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBS4
10000000.00000000
PA
USD
8577063.80000000
0.027275033848
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RGL0
14733000.00000000
PA
USD
14768140.86000000
0.046962637941
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.10000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
539439AT6
13800000.00000000
PA
USD
13748855.96000000
0.043721315409
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
4.55000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BE6
7569000.00000000
PA
USD
7600268.07000000
0.024168826733
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2016-GC37
N/A
CGCMT 2016-GC37 A3
17290XAS9
8778379.30000000
PA
USD
8537851.71000000
0.027150339535
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Fixed
3.05000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
CGCMT 2014-GC23 B
17322VAW6
800000.00000000
PA
USD
798368.00000000
0.002538807537
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Variable
4.17500000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CP5
31475000.00000000
PA
USD
30686519.46000000
0.097583028001
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.25000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAY INC
37940XAB8
9480000.00000000
PA
USD
8458044.15000000
0.026896551764
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CC4
471000.00000000
PA
USD
478377.18000000
0.001521237812
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Vietnam Government International Bond
N/A
VIETNAM (REP OF)
N/A
10000000.00000000
PA
USD
10008966.00000000
0.031828477997
Long
DBT
NUSS
VN
N
2
2024-11-19
Fixed
4.80000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGN8
54342000.00000000
PA
USD
46915584.78000000
0.149191400780
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAH7
4221000.00000000
PA
USD
4141791.75000000
0.013170883744
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BF9
3000000.00000000
PA
USD
2692365.96000000
0.008561714638
Long
DBT
CORP
US
N
2
2034-11-01
Variable
3.03100000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAX2
1064000.00000000
PA
USD
1098402.16000000
0.003492915150
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
Aon Corp / Aon Global Holdings PLC
N/A
AON CORP/AON GLO
03740LAC6
7000000.00000000
PA
USD
6111947.45000000
0.019435972200
Long
DBT
CORP
US
N
2
2031-12-02
Fixed
2.60000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TGY5
25000000.00000000
PA
USD
24396153.50000000
0.077579685543
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
AVOLON HDGS
05401AAP6
10000000.00000000
PA
USD
8240697.20000000
0.026205389199
Long
DBT
CORP
KY
Y
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
Freeport Indonesia PT
549300T4HTQHRKLNE619
FREEPORT INDONES
69377FAB2
47310000.00000000
PA
USD
44073183.69000000
0.140152574936
Long
DBT
CORP
ID
Y
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VBB9
49410000.00000000
PA
USD
46534680.41000000
0.147980126172
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE
681936BK5
10137000.00000000
PA
USD
9836507.59000000
0.031280060837
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
State of Texas
549300X9CH74QB747L76
TEXAS ST-G-REF-TXBL
882723FR5
2000000.00000000
PA
USD
2000000.00000000
0.006359993229
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
3.68200000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAK4
57390000.00000000
PA
USD
55580268.91000000
0.176745066981
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.59100000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308HW0
23191000.00000000
PA
USD
20698170.42000000
0.065820111867
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.30000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
77586RAN0
16379000.00000000
PA
USD
16223645.19000000
0.051591136783
Long
DBT
NUSS
RO
Y
2
2027-11-25
Fixed
5.25000000
N
N
N
N
N
N
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
N/A
CEDAR FAIR LP
150190AF3
4941000.00000000
PA
USD
4976770.62000000
0.015826113724
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDF5
175000000.00000000
PA
USD
161300790.00000000
0.512935966158
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO
82967NBJ6
520000.00000000
PA
USD
482924.61000000
0.001535698624
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P8
N/A
CGCMT 2017-P8 A4
17326DAD4
3770000.00000000
PA
USD
3707493.40000000
0.011789816461
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.46500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78016EYH4
20000000.00000000
PA
USD
17217230.00000000
0.054750733115
Long
DBT
CORP
CA
N
2
2031-11-03
Fixed
2.30000000
N
N
N
N
N
N
Republic of South Africa Government International Bond
N/A
SOUTH AFRICA
836205AU8
20000000.00000000
PA
USD
18336760.00000000
0.058310834725
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
LAZARD GROUP LLC
52107QAJ4
31409000.00000000
PA
USD
30909076.45000000
0.098290758476
Long
DBT
CORP
US
N
2
2028-09-19
Fixed
4.50000000
N
N
N
N
N
N
Rothesay Life PLC
MFQO711J5UPYBWXSPG12
ROTHESAY LIFE
QJ0051806
3748000.00000000
PA
4957326.82000000
0.015764282505
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.00000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C20
549300UVB571ELWL8972
WFRBS 2014-C20 B
92890FAY2
2410000.00000000
PA
USD
2364740.20000000
0.007519865830
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
11102AAE1
30000000.00000000
PA
USD
26946437.10000000
0.085689578757
Long
DBT
CORP
GB
Y
2
2029-11-08
Fixed
3.25000000
N
N
N
N
N
N
Washington Mutual Bank / Debt not acquired by JPMorgan
N/A
WASH MUT BANK NV
93933VAS7
6147000.00000000
PA
USD
614.70000000
0.000001954743
Long
DBT
CORP
US
N
2
2013-01-15
Fixed
5.50000000
Y
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HAY5
25300000.00000000
PA
USD
21781708.38000000
0.069265758912
Long
DBT
CORP
JP
N
2
2028-07-14
Fixed
2.17200000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBC3
4870000.00000000
PA
USD
4762684.24000000
0.015145319760
Long
DBT
CORP
JP
N
2
2028-07-19
Fixed
3.94400000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_16-4
N/A
CARMX 2018-4 D
14315EAG5
1360000.00000000
PA
USD
1359684.75000000
0.004323792902
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
4.15000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBM1
20000000.00000000
PA
USD
17303676.60000000
0.055025633010
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2014-150E
N/A
MSC 2014-150E A
61764BAA1
3670000.00000000
PA
USD
3558285.20000000
0.011315334890
Long
ABS-MBS
CORP
US
Y
2
2032-09-09
Fixed
3.91200000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
SUN COMMUNITIES
866677AF4
19600000.00000000
PA
USD
17141071.22000000
0.054508548453
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.30000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RBK2
16635000.00000000
PA
USD
17129148.16000000
0.054470633162
Long
DBT
CORP
US
N
2
2030-07-26
Variable
4.59600000
N
N
N
N
N
N
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
N/A
UNITI/UNITI/CSL
91327AAA0
1520000.00000000
PA
USD
1529135.05000000
0.004862644282
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587DE4
2415000.00000000
PA
USD
2344611.40000000
0.007455856314
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENE
84546SAU7
825850.01000000
PA
USD
814494.57000000
0.002590089975
Long
LON
CORP
US
N
2
2027-06-22
Floating
4.78460000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YBD6
4184000.00000000
PA
USD
3835014.78000000
0.012195334017
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
1.90000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2L6
2000000.00000000
PA
USD
2009308.14000000
0.006389593083
Long
DBT
CORP
US
N
2
2031-04-04
Variable
4.47800000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCO INC
92940PAE4
26734000.00000000
PA
USD
26485429.67000000
0.084223576691
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAR7
46001000.00000000
PA
USD
45027529.14000000
0.143187390236
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.00500000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBSBM 2012-WRM A
90269PAA9
211468.31000000
PA
USD
202512.63000000
0.000643989477
Long
ABS-MBS
CORP
US
Y
2
2030-06-10
Fixed
3.66300000
N
N
N
N
N
N
Arconic Corp
549300B4YFWH3U74B152
ARCONIC CORP
03966VAB3
770000.00000000
PA
USD
777231.78000000
0.002471594429
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EBG3
14752000.00000000
PA
USD
13115355.00000000
0.041706784501
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C TECH INC
78466CAC0
1884000.00000000
PA
USD
1855235.46000000
0.005899642482
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2013-C6
549300G1IXWLFE766Q13
UBSBB 2013-C6 A4
90349GBF1
3970000.00000000
PA
USD
3942726.10000000
0.012537855650
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.24430000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY
431282AQ5
3450000.00000000
PA
USD
3360334.36000000
0.010685851889
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334CL6
27085000.00000000
PA
USD
25011843.95000000
0.079537579089
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.87500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2S1
31588000.00000000
PA
USD
28984736.89000000
0.092171365190
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.39300000
N
N
N
N
N
N
Rexford Industrial Realty LP
549300028US163ELJN70
REXFORD INDUS RE
76169XAA2
5488000.00000000
PA
USD
4559718.79000000
0.014499890316
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CBB9
7190000.00000000
PA
USD
6551212.29000000
0.020832832904
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.55000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BQ9
4880000.00000000
PA
USD
4368150.71000000
0.013890704470
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
Chevron USA Inc
VA8TZDWPEZYU430RZ444
CHEVRON USA INC
166756AR7
25037000.00000000
PA
USD
25616238.51000000
0.081459551744
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903BG7
35554000.00000000
PA
USD
30478415.84000000
0.096921259194
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13648TAA5
3000000.00000000
PA
USD
2635112.43000000
0.008379648606
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
SkyMiles IP Ltd
2549008L7P4I8VB90936
SKYMILES IP LTD
24736CBS2
905000.00000000
PA
USD
913767.64000000
0.002905778001
Long
LON
CORP
KY
N
2
2027-10-20
Floating
5.94730000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAN4
10000000.00000000
PA
USD
8904359.20000000
0.028315832112
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
CD 2017-CD5 Mortgage Trust
N/A
CD 2017-CD5 AS
12515HBB0
820000.00000000
PA
USD
793391.00000000
0.002522980694
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
3.68400000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCS
446150BA1
5500000.00000000
PA
USD
5628713.15000000
0.017899288762
Long
DBT
CORP
US
N
2
2033-05-17
Variable
5.02300000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY
431282AS1
12090000.00000000
PA
USD
10655826.77000000
0.033885493056
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DD9
19824000.00000000
PA
USD
18933498.59000000
0.060208461421
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (INDON)
N/A
-20000000.00000000
NC
USD
-143252.68000000
-0.00045554303
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
INDONESIA (REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
26718.53000000
USD
0.00000000
USD
-20000000.00000000
USD
-169971.21000000
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FW1
5160000.00000000
PA
USD
4834773.87000000
0.015374564539
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
2.20000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJW6
15000000.00000000
PA
USD
13333827.75000000
0.042401527106
Long
DBT
CORP
US
N
2
2032-01-13
Fixed
2.40000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834LBC3
6655000.00000000
PA
USD
5942602.15000000
0.018897454719
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
2.80000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103AM0
1195000.00000000
PA
USD
1034840.27000000
0.003290788555
Long
DBT
CORP
US
N
2
2052-03-07
Fixed
3.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C39
N/A
WFCM 2017-C39 A4
95000XAE7
4270000.00000000
PA
USD
4150610.80000000
0.013198928293
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.15700000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
9040000.00000000
PA
6902843.35000000
0.021951018485
Long
DBT
NUSS
RO
N
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199BJ3
2000000.00000000
PA
USD
1948940.82000000
0.006197625209
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.10000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-LC22
549300XO83D3BDYP0P62
WFCM 2015-LC22 AS
94989TBB9
2045000.00000000
PA
USD
2022689.05000000
0.006432144331
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.20700000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBJ9
5000000.00000000
PA
USD
5103963.90000000
0.016230587923
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDI
98919VAA3
3265000.00000000
PA
USD
2859760.25000000
0.009094027914
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863CF3
58942000.00000000
PA
USD
56887333.16000000
0.180901526871
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRST CO
665859AV6
5574000.00000000
PA
USD
4885364.85000000
0.015535443684
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.95000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_19-A
N/A
MMAF 2019-A A5
60700FAJ2
2630000.00000000
PA
USD
2581513.85000000
0.008209205303
Long
ABS-CBDO
CORP
US
Y
2
2041-11-12
Fixed
3.08000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BC8
1705000.00000000
PA
USD
1782229.32000000
0.005667483204
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
EURO-BUND FUTURE Sep22
N/A
-730.00000000
NC
-5981059.78000000
-0.01901974985
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 10 Year Euro BUND Future
2022-09-08
-116676588.34000000
EUR
-5981059.78000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAM8
42057000.00000000
PA
USD
40246626.57000000
0.127984136248
Long
DBT
CORP
US
N
2
2029-01-23
Variable
3.50900000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_16-4
N/A
CARMX 2018-4 C
14315EAF7
2010000.00000000
PA
USD
2011668.30000000
0.006397098384
Long
ABS-CBDO
CORP
US
N
2
2024-07-15
Fixed
3.85000000
N
N
N
N
N
N
Owl Rock Capital Corp
2549000BD79OOCPF2L94
OWL ROCK CAPITAL
69121KAE4
16000000.00000000
PA
USD
14398266.56000000
0.045786438919
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.40000000
N
N
N
N
N
N
Credit Agricole Assurances SA
969500K2MUPSI57XK083
CRDT AGR ASSR
N/A
200000.00000000
PA
210824.45000000
0.000670421037
Long
DBT
CORP
FR
N
2
2048-09-27
Variable
4.75000000
N
N
N
N
N
N
Banque Ouest Africaine de Developpement
529900LIZJABE4JJS826
BOAD
06675QAB9
626000.00000000
PA
USD
574112.99000000
0.001825677364
Long
DBT
CORP
N/A
Y
2
2027-07-27
Fixed
5.00000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS
536797AE3
1632000.00000000
PA
USD
1562513.96000000
0.004968789103
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
277192.41000000
0.000881470925
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
11188362.37000000
EUR
11756140.43000000
USD
2022-09-21
277192.41000000
N
N
N
BANK 2017-BNK4
N/A
BANK 2017-BNK4 A4
06541FBA6
1661000.00000000
PA
USD
1646732.01000000
0.005236602217
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
3.62500000
N
N
N
N
N
N
Republic of Uzbekistan International Bond
N/A
REPUB UZBEKISTAN
91822Q2E6
13567000.00000000
PA
USD
10002674.64000000
0.031808471493
Long
DBT
NUSS
UZ
Y
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON HLD
513272AC8
4109000.00000000
PA
USD
4004694.43000000
0.012734914730
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.87500000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368DH72
10000000.00000000
PA
USD
8358621.00000000
0.026580386484
Long
DBT
CORP
CA
N
2
2037-01-10
Variable
3.08800000
N
N
N
N
N
N
N/A
N/A
SCDS: (MEX)
N/A
-50000000.00000000
NC
USD
-1270066.70000000
-0.00403880780
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
UNITED MEXICAN
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
USD
-1370533.33000000
USD
-50000000.00000000
USD
100466.63000000
N
N
N
Westfield America Management Ltd
875500W7WGQNQWSP6E89
WESTFIELD AMERIC
AM9809360
16858000.00000000
PA
18860041.09000000
0.059974866820
Long
DBT
CORP
AU
N
2
2025-03-30
Fixed
2.12500000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX 2019-OC11 A
05606FAA1
5490000.00000000
PA
USD
5002597.80000000
0.015908244069
Long
ABS-MBS
CORP
US
Y
2
2041-12-09
Fixed
3.20200000
N
N
N
N
N
N
N/A
N/A
SCDS: (CVS)
N/A
-1630000.00000000
NC
USD
31094.56000000
0.000098880595
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
CVS HEALTH CORP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
26017.81000000
USD
0.00000000
USD
-1630000.00000000
USD
5076.75000000
N
N
N
Nielsen Finance LLC / Nielsen Finance Co
N/A
NIELSEN FINANCE
65409QBD3
1166000.00000000
PA
USD
1142478.39000000
0.003633077412
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.62500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAL5
29411000.00000000
PA
USD
29017236.12000000
0.092274712631
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
ENCOMPASS HLTH
29261AAA8
4675000.00000000
PA
USD
4323504.33000000
0.013748729133
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
BANK 2019-BNK17
N/A
BANK 2019-BN17 ASB
065403BA4
1437000.00000000
PA
USD
1417126.29000000
0.004506456804
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.62300000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH EUROPE
23291KAH8
22000000.00000000
PA
USD
20456240.86000000
0.065050776685
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1
N/A
DCENT 2021-A2 A2
254683CQ6
2980000.00000000
PA
USD
2705029.74000000
0.008601985416
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
1.03000000
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
SCHLUMBERGER INV
806854AJ4
12000000.00000000
PA
USD
10920127.08000000
0.034725967147
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.65000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAL8
12500000.00000000
PA
USD
10836759.25000000
0.034460857730
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT GOLDCORP
651639AX4
32675000.00000000
PA
USD
29531424.51000000
0.093909829970
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAN3
11000000.00000000
PA
USD
9787004.04000000
0.031122639715
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
N/A
MSBAM 2016-C29 C
61766EBK0
2440000.00000000
PA
USD
2317853.60000000
0.007370766601
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Variable
4.72820000
N
N
N
N
N
N
N/A
N/A
AUST 10Y BOND FUT Sep22
N/A
-681.00000000
NC
-2507548.97000000
-0.00797399723
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
SFE 10 Year Australian Bond Future
2022-09-15
-57854624.52000000
AUD
-2507548.97000000
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034WAB2
23000000.00000000
PA
USD
20842302.38000000
0.066278451012
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HCP Inc
40414LAR0
16479000.00000000
PA
USD
15567719.21000000
0.049505294387
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBT6
63000000.00000000
PA
USD
57470078.61000000
0.182754655430
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BG9
10000000.00000000
PA
USD
8401062.50000000
0.026715350310
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
1.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHD4
87280000.00000000
PA
USD
83496807.38000000
0.265519564811
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.41900000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQU
785592AX4
59588000.00000000
PA
USD
59086466.87000000
0.187894764624
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NEXTERA ENERGY O
65342QAB8
5736000.00000000
PA
USD
5669371.77000000
0.018028583036
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
NATL GRID PLC
N/A
10300000.00000000
PA
8452030.77000000
0.026877429236
Long
DBT
CORP
GB
N
2
2033-09-01
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDL2
175000000.00000000
PA
USD
162476562.50000000
0.516674918728
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
2Y RTR 0.607500 17-JAN-2023
N/A
318214000.00000000
NC
USD
24165.17000000
0.000076845158
N/A
DIR
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
N/A
N/A
SWAP2YR
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DIR
US
ICE LIBOR USD 3 Month
US0003M
2025-01-19
0.00000000
USD
0.00000000
USD
0.00000000
USD
318214000.00000000
0.60750000
USD
2023-01-17
XXXX
-1352110.38000000
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523CL2
55139000.00000000
PA
USD
49375211.71000000
0.157013006091
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY
127097AH6
30923000.00000000
PA
USD
30917123.08000000
0.098316346732
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDX7
10000000.00000000
PA
USD
8947050.90000000
0.028451591574
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XCY0
15000000.00000000
PA
USD
13344646.35000000
0.042435930218
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
BANK 2017-BNK8
N/A
BANK 2017-BNK8 A4
06650AAE7
5270000.00000000
PA
USD
5195429.50000000
0.016521448222
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.48800000
N
N
N
N
N
N
KazTransGas JSC
635400YGLXBBSVHONW39
KAZTRANSGAS JSC
AP2207813
2627000.00000000
PA
USD
2321720.80000000
0.007383064284
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-289887.74000000
-0.00092184203
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
11826314.12000000
USD
11244385.68000000
EUR
2022-09-21
-289887.74000000
N
N
N
N/A
N/A
SCDS: (CMCSA)
N/A
-1630000.00000000
NC
USD
27017.88000000
0.000085916766
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
COMCAST CORP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
32693.28000000
USD
0.00000000
USD
-1630000.00000000
USD
-5675.40000000
N
N
N
WMG Acquisition Corp
549300NAS11NXI33CP80
WMG ACQUISITION
92933BAT1
9378000.00000000
PA
USD
8595619.91000000
0.027334042215
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
Corp Financiera de Desarrollo SA
254900BOM7T4MG6T0J30
CORP FINANCIERA
N/A
3226000.00000000
PA
USD
3183120.98000000
0.010122313940
Long
DBT
NUSS
PE
N
2
2025-07-15
Fixed
4.75000000
N
N
N
N
N
N
Directv Financing LLC
N/A
DIRECTV FINANCIN
25460HAB8
2786187.28000000
PA
USD
2625349.05000000
0.008348601091
Long
LON
CORP
US
N
2
2027-08-02
Floating
7.37310000
N
N
N
N
N
N
Caesars Resort Collection LLC / CRC Finco Inc
N/A
CAESARS RESORT
12770RAA1
2144000.00000000
PA
USD
2143848.14000000
0.006817429827
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039482AD6
20000000.00000000
PA
USD
18920493.40000000
0.060167104961
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
REINSURANCE GRP
759351AP4
2925000.00000000
PA
USD
2655002.76000000
0.008442899788
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165BAM5
23297000.00000000
PA
USD
21929219.62000000
0.069734844156
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAG8
29465000.00000000
PA
USD
30021040.79000000
0.095466808083
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
1400000.00000000
PA
1420329.51000000
0.004516643033
Long
DBT
CORP
US
N
2
2023-10-26
Fixed
0.75000000
N
N
N
N
N
N
Benchmark 2018-B6 Mortgage Trust
N/A
BMARK 2018-B6 A4
08162CAD2
6770000.00000000
PA
USD
6909394.30000000
0.021971850484
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Fixed
4.26100000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599DC6
2559000.00000000
PA
USD
2628121.71000000
0.008357418140
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
N/A
N/A
SCDS: (STANLN)
N/A
3400000.00000000
NC
-23998.62000000
-0.00007631553
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
STANDARD CHART
Y
Receipt of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
EUR
-8351.22000000
EUR
3400000.00000000
EUR
-15647.40000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QCL4
2048000.00000000
PA
USD
1346306.48000000
0.004281250048
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PAP0
43363000.00000000
PA
USD
40511858.03000000
0.128827571393
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
CK Hutchison Group Telecom Finance SA
254900OM17Q9YNDIUG82
CK HUTCHISON
N/A
780000.00000000
PA
741706.48000000
0.002358624095
Long
DBT
CORP
LU
N
2
2034-10-17
Fixed
2.62500000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312BU9
12227000.00000000
PA
USD
11455510.05000000
0.036428483179
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.50000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB FINANCIAL GR
78486QAE1
7000000.00000000
PA
USD
6174206.50000000
0.019633955768
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.12500000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
2700000.00000000
PA
2895502.76000000
0.009207688974
Long
DBT
CORP
BE
N
2
2037-05-25
Fixed
2.85000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCF0
2500000.00000000
PA
USD
2157747.68000000
0.006861630317
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.70000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C21
5493000F7E2NMQ4HIO61
WFRBS 2014-C21 AS
92939FAW9
700000.00000000
PA
USD
681730.00000000
0.002167899092
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.89100000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAN0
25424000.00000000
PA
USD
24846239.60000000
0.079010957817
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.20000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C12
N/A
JPMBB 2013-C12 AS
46639NAU5
5000000.00000000
PA
USD
4959900.00000000
0.015772465209
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
4.03420000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY
16411RAK5
2645000.00000000
PA
USD
2579191.47000000
0.008201820143
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BT4
2500000.00000000
PA
USD
2516663.15000000
0.008002980297
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
3.95000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
61018.56000000
0.000194038814
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1841888.23000000
EUR
1950744.56000000
USD
2022-09-21
61018.56000000
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813CP2
56445000.00000000
PA
USD
51006835.26000000
0.162201563456
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.27200000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
HYATT HOTELS
448579AJ1
553000.00000000
PA
USD
571646.86000000
0.001817835079
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
6.00000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332BB7
15000000.00000000
PA
USD
15464081.40000000
0.049175726502
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.75000000
N
N
N
N
N
N
Cedars-Sinai Health System
N/A
CEDARS-SINAI HLT
15073LAA1
2000000.00000000
PA
USD
1764333.62000000
0.005610574938
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.28800000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
208251AE8
26876000.00000000
PA
USD
31617970.00000000
0.100545037565
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.95000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XAX6
12002000.00000000
PA
USD
11355118.72000000
0.036109239089
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JPMCC 2013-C16 B
46641BAJ2
2135000.00000000
PA
USD
2133185.25000000
0.006783521873
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
4.93880000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DL8
29800000.00000000
PA
USD
26314689.45000000
0.083680623369
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.75000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCD5
22881000.00000000
PA
USD
22558003.57000000
0.071734374988
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC16
549300PX4QZK7CUM8D08
WFCM 2014-LC16 AS
94988XAW6
700000.00000000
PA
USD
689136.00000000
0.002191450147
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.02000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CH2
5000000.00000000
PA
USD
4713728.05000000
0.014989639241
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.60000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_17-A
N/A
NAVSL 2017-A A2A
63939XAB7
2088099.35000000
PA
USD
2068311.89000000
0.006577224808
Long
ABS-CBDO
CORP
US
Y
2
2058-12-16
Fixed
2.88000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YBE4
66586000.00000000
PA
USD
59600345.55000000
0.189528897087
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBJ4
18090000.00000000
PA
USD
16603267.02000000
0.052798332917
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL L
18060TAA3
585000.00000000
PA
USD
587342.42000000
0.001867746907
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475BE4
10000000.00000000
PA
USD
9908350.50000000
0.031508521047
Long
DBT
CORP
US
N
2
2033-06-06
Variable
4.62600000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
549300P1YQ48837ZOI22
MSBAM 2013-C10 C
61762MCB5
1830000.00000000
PA
USD
1672766.40000000
0.005319391489
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.07330000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BU3
9300000.00000000
PA
USD
8128536.94000000
0.025848719952
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
-22257.65000000
-0.00007077925
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1753967.42000000
AUD
1204304.20000000
USD
2022-09-21
-22257.65000000
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP
65249BAA7
4843000.00000000
PA
USD
4471725.45000000
0.014220071793
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBE5
81229000.00000000
PA
USD
72785731.20000000
0.231458378819
Long
DBT
CORP
US
N
2
2030-10-15
Variable
2.73900000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78016FZQ0
7700000.00000000
PA
USD
7543999.16000000
0.023989891790
Long
DBT
CORP
CA
N
2
2032-05-04
Fixed
3.87500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-1
N/A
FORDR 2020-1 B
34531NAC0
2530000.00000000
PA
USD
2389574.12000000
0.007598837612
Long
ABS-CBDO
CORP
US
Y
2
2031-08-15
Fixed
2.29000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE FINANC
20338QAD5
1210000.00000000
PA
USD
1176906.58000000
0.003742558940
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452AH3
9121000.00000000
PA
USD
8363873.00000000
0.026597087826
Long
DBT
CORP
US
N
2
2028-06-03
Fixed
1.70000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_19-A
N/A
HART 2019-A B
44932NAF7
2490000.00000000
PA
USD
2477800.25000000
0.007879396407
Long
ABS-CBDO
CORP
US
N
2
2025-05-15
Fixed
2.94000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
49446RAY5
10000000.00000000
PA
USD
8329344.40000000
0.026487286995
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AR0
2875000.00000000
PA
USD
2638866.68000000
0.008391587109
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.37500000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
EQUIFAX INC
294429AS4
17000000.00000000
PA
USD
15351322.32000000
0.048817153009
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.10000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAL2
3000000.00000000
PA
USD
2643966.33000000
0.008407803978
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
REGENERON PHARM
75886FAE7
15000000.00000000
PA
USD
12550775.25000000
0.039911422807
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
400000.00000000
PA
378975.50000000
0.001205140807
Long
DBT
CORP
DE
N
2
2028-02-23
Variable
1.87500000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073EAP0
15701000.00000000
PA
USD
15498390.53000000
0.049284829419
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.45000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HBA6
20000000.00000000
PA
USD
19671512.20000000
0.062555342203
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.10000000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
195325DL6
12103000.00000000
PA
USD
11076184.02000000
0.035222227688
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAF7
61429000.00000000
PA
USD
61451651.33000000
0.195416043201
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GEN ELEC CAP CRP
N/A
200000.00000000
PA
226165.13000000
0.000719204347
Long
DBT
CORP
US
N
2
2035-09-19
Fixed
4.12500000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JG3
67175000.00000000
PA
USD
53683644.21000000
0.170713806855
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS
67059TAG0
635000.00000000
PA
USD
617107.95000000
0.001962401191
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBU3
3000000.00000000
PA
USD
2671372.14000000
0.008494954361
Long
DBT
CORP
JP
N
2
2029-09-27
Fixed
2.72400000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJQ9
27000000.00000000
PA
USD
23069792.25000000
0.073361861258
Long
DBT
CORP
US
N
2
2031-09-12
Fixed
1.90000000
N
N
N
N
N
N
STERIS Irish FinCo UnLtd Co
549300BRDKZ1HFI2J358
STERIS PLC
85917PAA5
22000000.00000000
PA
USD
19299385.16000000
0.061371979475
Long
DBT
CORP
IE
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAN1
30966000.00000000
PA
USD
28293758.37000000
0.089974055835
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
EX-IM BK OF IN
30216KAC6
10000000.00000000
PA
USD
9667774.30000000
0.030743489546
Long
DBT
NUSS
IN
N
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
1448329.34000000
0.004605682398
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
56821971.24000000
GBP
70732842.13000000
USD
2022-09-21
1448329.34000000
N
N
N
GS Mortgage Securities Trust 2014-GC24
N/A
GSMS 2014-GC24 B
36253GAK8
2610000.00000000
PA
USD
2502285.30000000
0.007957258783
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.51150000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
-2759.73000000
-0.00000877593
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
1818052.96000000
USD
1488767.63000000
GBP
2022-09-21
-2759.73000000
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
78009PEH0
24601000.00000000
PA
USD
24544848.22000000
0.078052534249
Long
DBT
CORP
GB
N
2
2030-01-27
Variable
5.07600000
N
N
N
N
N
N
Morgan Stanley Capital I 2017-HR2
N/A
MSC 2017-HR2 A4
61691NAE5
3506000.00000000
PA
USD
3451902.42000000
0.010977038010
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.58700000
N
N
N
N
N
N
Israel Government International Bond
N/A
STATE OF ISRAEL
46513JB59
8277000.00000000
PA
USD
7661973.29000000
0.024365049124
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
-6328.90000000
-0.00002012588
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
1329770.93000000
AUD
923589.34000000
USD
2022-09-21
-6328.90000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MS7
33377000.00000000
PA
USD
29058416.06000000
0.092405664701
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57200000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
BOYD GAMING CORP
103304BU4
4233000.00000000
PA
USD
4073185.33000000
0.012952715560
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D
N/A
SOFI 2016-D A1
83404LAA9
153094.12000000
PA
USD
152518.38000000
0.000485007932
Long
ABS-CBDO
CORP
US
Y
2
2039-01-25
Floating
2.57360000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-2
N/A
HERTZ 2021-2A A
42806MAE9
3190000.00000000
PA
USD
2885907.51000000
0.009177176112
Long
ABS-CBDO
CORP
US
Y
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
Consorcio Transmantaro SA
549300NL65DC6HVEJX96
TRANSMANTARO
ZS1571356
1500000.00000000
PA
USD
1389000.00000000
0.004417015297
Long
DBT
CORP
PE
N
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBR1
10000000.00000000
PA
USD
8320124.00000000
0.026457966154
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.25000000
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
STIFEL FINANCIAL
860630AG7
4000000.00000000
PA
USD
3777270.36000000
0.012011706957
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
N/A
5245000.00000000
PA
USD
5270035.96000000
0.016758696512
Long
DBT
CORP
VG
N
2
2023-05-02
Fixed
3.75000000
N
N
N
N
N
N
Aurizon Finance Pty Ltd
8945002Q8CO1BE22YB71
AURIZON FINANCE
N/A
40230000.00000000
PA
24189897.11000000
0.076923790921
Long
DBT
CORP
AU
N
2
2028-03-09
Fixed
3.00000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
111021AL5
23102000.00000000
PA
USD
23523855.92000000
0.074805782191
Long
DBT
CORP
GB
N
2
2028-12-04
Fixed
5.12500000
N
N
N
N
N
N
Korea International Bond
N/A
REP OF KOREA
N/A
9000000.00000000
PA
8620019.50000000
0.027411632829
Long
DBT
NUSS
KR
N
2
2026-10-15
Fixed
0.00000000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
ROLLS-ROYCE PLC
77578JAC2
5966000.00000000
PA
USD
5639921.77000000
0.017934932136
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DM6
10000000.00000000
PA
USD
9212131.90000000
0.029294548256
Long
DBT
CORP
US
N
2
2048-04-01
Variable
5.75000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL
N/A
472000.00000000
PA
USD
378822.20000000
0.001204653313
Long
DBT
CORP
MX
N
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
197061.99000000
0.000626656461
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
13717613.42000000
USD
11411775.22000000
GBP
2022-09-21
197061.99000000
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CENTERPOINT ENER
15189YAF3
9000000.00000000
PA
USD
7622347.14000000
0.024239038101
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEB3
200000000.00000000
PA
USD
190156240.00000000
0.604696199476
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2017-C7
N/A
JPMDB 2017-C7 A5
46648KAU0
1860000.00000000
PA
USD
1821888.60000000
0.005793599580
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.40920000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
N/A
JPMCC 2013-C13 C
46640JAX5
2550000.00000000
PA
USD
2510169.00000000
0.007982328922
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
4.07650000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
WILLIS NORTH AME
970648AJ0
52892000.00000000
PA
USD
46994173.34000000
0.149441312134
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT AH4R_15-SFR2
N/A
AH4R 2015-SFR2 B
02666BAB2
1070000.00000000
PA
USD
1064821.20000000
0.003386127811
Long
ABS-CBDO
CORP
US
Y
2
2052-10-17
Fixed
4.29500000
N
N
N
N
N
N
American Assets Trust LP
549300V1TI0SMG9Z6U69
AMERICAN ASTS LP
02401LAA2
11292000.00000000
PA
USD
9870233.31000000
0.031387308512
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CZ1
5000000.00000000
PA
USD
4283578.75000000
0.013621765924
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AH0
3705000.00000000
PA
USD
3630841.50000000
0.011546063678
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
N/A
N/A
2Y RTR 0.602500 03-FEB-2023
N/A
316703000.00000000
NC
USD
32880.11000000
0.000104558638
N/A
DIR
N/A
N
2
BNP PARIBAS USA, INC.
549300QVEGJN81E8T563
Call
Purchased
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
N/A
SWAP2YR
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DIR
US
ICE LIBOR USD 3 Month
US0003M
2025-02-07
0.00000000
USD
0.00000000
USD
0.00000000
USD
316703000.00000000
0.60250000
USD
2023-02-03
XXXX
-1406535.03000000
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
455780DJ2
9640000.00000000
PA
USD
9390897.77000000
0.029863023118
Long
DBT
NUSS
ID
N
2
2032-03-31
Fixed
3.55000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMM INC
775109CC3
28616000.00000000
PA
USD
27671553.82000000
0.087995447472
Long
DBT
CORP
CA
Y
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044DQ1
3000000.00000000
PA
USD
2490957.96000000
0.007921237880
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.70000000
N
N
N
N
N
N
Five Corners Funding Trust II
N/A
FIVE CORNERS II
33834DAA2
15000000.00000000
PA
USD
13413862.05000000
0.042656035909
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBD0
11765000.00000000
PA
USD
10459512.30000000
0.033261213706
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
CHURCHILL DOWNS
171484AE8
6159000.00000000
PA
USD
5841782.86000000
0.018576849718
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAM7
10000000.00000000
PA
USD
8488965.80000000
0.026994882506
Long
DBT
CORP
ES
N
2
2031-03-25
Fixed
2.95800000
N
N
N
N
N
N
Vertiv Group Corp
549300ZT8RQ5VK10E643
VERTIV GROUP COR
92535UAB0
1710000.00000000
PA
USD
1515935.83000000
0.004820670807
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
4.12500000
N
N
N
N
N
N
Hilcorp Energy I LP / Hilcorp Finance Co
N/A
HILCORP ENERGY I
431318AU8
695000.00000000
PA
USD
631882.53000000
0.002009384306
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2018-C8
N/A
JPMDB 2018-C8 A4
46591ABA2
150000.00000000
PA
USD
151483.50000000
0.000481717017
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
4.21060000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106LBN8
12099000.00000000
PA
USD
10596559.73000000
0.033697024069
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.15000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BA2
4000000.00000000
PA
USD
3866401.68000000
0.012295144253
Long
DBT
CORP
US
N
2
2029-05-22
Fixed
3.25000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AT0
15000000.00000000
PA
USD
15155437.50000000
0.048194239945
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.10000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RES PRTNRS
87612BBG6
14663000.00000000
PA
USD
14459253.36000000
0.045980376736
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PBC7
15650000.00000000
PA
USD
11969422.83000000
0.038062724080
Long
DBT
CORP
SG
Y
2
2061-08-02
Fixed
2.75000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
NATIONAL RETAIL
637417AL0
1722000.00000000
PA
USD
1705486.11000000
0.005423440056
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.30000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAQ4
25000000.00000000
PA
USD
23806444.50000000
0.075704412919
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
COMM 2015-CCRE27 Mortgage Trust
N/A
COMM 2015-CR27 C
12635QBL3
1760000.00000000
PA
USD
1726331.20000000
0.005489727371
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.44970000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAW0
41188000.00000000
PA
USD
39357354.86000000
0.125156255220
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BJ2
10755000.00000000
PA
USD
9543620.25000000
0.030348680087
Long
DBT
CORP
US
N
2
2030-05-04
Fixed
1.75000000
N
N
N
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696AR9
32727000.00000000
PA
USD
31983935.10000000
0.101708805344
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.37500000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BG3
11139000.00000000
PA
USD
11233886.68000000
0.035723721613
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.15000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAZ4
8535000.00000000
PA
USD
7310615.59000000
0.023247732828
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY
25179MBE2
1141000.00000000
PA
USD
1174220.71000000
0.003734017882
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.87500000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp
N/A
MPT OP PTNR/FINL
55342UAM6
3512000.00000000
PA
USD
3029269.00000000
0.009633065165
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
SCDS: (D)
N/A
-1630000.00000000
NC
USD
34866.01000000
0.000110873793
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
DOMINION ENERGY INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
32134.64000000
USD
0.00000000
USD
-1630000.00000000
USD
2731.37000000
N
N
N
BANK 2022-BNK40
N/A
BANK 2022-BNK40 A4
06541LBG0
4030000.00000000
PA
USD
3894189.00000000
0.012383507837
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.39360000
N
N
N
N
N
N
Nippon Life Insurance Co
549300Y0HHMFW3EVWY08
NIPPON LIFE INS
654579AH4
11110000.00000000
PA
USD
9176888.89000000
0.029182475604
Long
DBT
CORP
JP
Y
2
2051-01-21
Variable
2.75000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189TBB2
19800000.00000000
PA
USD
17575529.00000000
0.055890122722
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.65000000
N
N
N
N
N
N
AGI Finance Pty Ltd
21380065BDG1SP7D5854
AGI FINANCE
N/A
22260000.00000000
PA
15353040.20000000
0.048822615862
Long
DBT
CORP
AU
N
2
2026-01-08
Floating
2.96180000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP CAREY INC
92936UAJ8
10000000.00000000
PA
USD
8271938.20000000
0.026304735473
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.45000000
N
N
N
N
N
N
Jefferies Group LLC / Jefferies Group Capital Finance Inc
N/A
JEFFERIES GROUP
47233JBH0
5000000.00000000
PA
USD
4686937.75000000
0.014904446178
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15000000
N
N
N
N
N
N
DT Midstream Inc
N/A
DT MIDSTREAM
23345MAA5
3254000.00000000
PA
USD
2997617.44000000
0.009532413311
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
CD 2016-CD1 Mortgage Trust
N/A
CD 2016-CD1 AM
12514MBE4
1180000.00000000
PA
USD
1107253.00000000
0.003521060791
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.92600000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AX4
2270500.00000000
PA
USD
1988026.87000000
0.006321918716
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust 2016-C4
N/A
CFCRE 2016-C4 A4
12531YAN8
925500.00000000
PA
USD
902316.23000000
0.002869362556
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.28300000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348BJ4
32011000.00000000
PA
USD
29629606.96000000
0.094222049829
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KU4
39250000.00000000
PA
USD
39028490.66000000
0.124110468178
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BE1
1488000.00000000
PA
USD
1411611.42000000
0.004488919536
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAK8
5298000.00000000
PA
USD
4495677.61000000
0.014296239580
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
UPJOHN INC
92556VAC0
32360000.00000000
PA
USD
28240029.00000000
0.089803196620
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_22-A
N/A
FORDL 2022-A C
34528LAG0
1340000.00000000
PA
USD
1331523.29000000
0.004234239554
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
4.18000000
N
N
N
N
N
N
N/A
N/A
MXN/USD FWD 20220921
N/A
1.00000000
NC
2551932.50000000
0.008115136711
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1755552372.17000000
MXN
87803959.80000000
USD
2022-09-21
2551932.50000000
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278XAR0
30000000.00000000
PA
USD
27172274.10000000
0.086407739653
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DE4
20559000.00000000
PA
USD
19797972.43000000
0.062957485306
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.37500000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO
29717PAT4
426000.00000000
PA
USD
416452.12000000
0.001324316331
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13
N/A
MSBAM 2013-C13 A4
61763BAU8
400000.00000000
PA
USD
398280.00000000
0.001266529051
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Fixed
4.03900000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
GEORGIA-PACIFIC
37331NAK7
17000000.00000000
PA
USD
15252270.29000000
0.048502167889
Long
DBT
CORP
US
Y
2
2030-04-30
Fixed
2.30000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AF2
40665000.00000000
PA
USD
39962537.34000000
0.127080733458
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWV2
44483000.00000000
PA
USD
43088383.66000000
0.137020914174
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.81400000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055BJ0
10000000.00000000
PA
USD
9810144.60000000
0.031196226618
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
N/A
N/A
US 10yr Ultra Fut Sep22
N/A
6496.00000000
NC
USD
22758283.77000000
0.072371265346
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
Ultra 10-Year US Treasury Note Futures
2022-09-21
829841716.23000000
USD
22758283.77000000
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
CENOVUS ENERGY
448055AP8
13482000.00000000
PA
USD
13379078.82000000
0.042545425356
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
4.40000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GC13
549300WF5YRKNHB1FX69
GSMS 2013-GC13 C
36198EAY1
1210000.00000000
PA
USD
1130466.70000000
0.003594880279
Long
ABS-MBS
CORP
US
Y
2
2046-07-10
Variable
4.07140000
N
N
N
N
N
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
N/A
869000.00000000
PA
626910.44000000
0.001993573076
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332BA9
39857000.00000000
PA
USD
32655790.69000000
0.103845303846
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBM1
35390000.00000000
PA
USD
30431561.95000000
0.096772263982
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.74900000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JPMCC 2013-C16 A3
46641BAC7
388795.46000000
PA
USD
385276.86000000
0.001225179110
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
3.88120000
N
N
N
N
N
N
NORTH MACEDONIA, REPUBLIC OF (GOVERNMENT)
529900FA29F5OY2J7P74
MACEDO 1.625 3/10/2028
N/A
2706000.00000000
PA
2179580.27000000
0.006931057880
Long
DBT
CORP
MK
Y
2
2028-03-10
Fixed
1.62500000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE
681936BM1
11735000.00000000
PA
USD
9771153.38000000
0.031072234670
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2G7
71832000.00000000
PA
USD
65222078.26000000
0.207405988074
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.87900000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBP0
36400000.00000000
PA
USD
32519559.80000000
0.103412090077
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_18-DA
N/A
NAVSL 2018-DA A2A
63940UAB0
11610189.53000000
PA
USD
11508575.99000000
0.036597232688
Long
ABS-CBDO
CORP
US
Y
2
2059-12-15
Fixed
4.00000000
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046AG4
5000000.00000000
PA
USD
4613872.30000000
0.014672098294
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JF5
14960000.00000000
PA
USD
12819399.93000000
0.040765648380
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
641062AF1
15694000.00000000
PA
USD
16070273.69000000
0.051103415932
Long
DBT
CORP
US
Y
2
2028-09-24
Fixed
3.62500000
N
N
N
N
N
N
COMM 2013-LC13 Mortgage Trust
N/A
COMM 2013-LC13 A5
12626GAF0
556376.25000000
PA
USD
555831.00000000
0.001767540698
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Fixed
4.20500000
N
N
N
N
N
N
N/A
N/A
LONG GILT FUTURE Sep22
N/A
-294.00000000
NC
-380771.05000000
-0.00121085065
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Long Gilt Future
2022-09-28
-43005958.14000000
GBP
-380771.05000000
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
08576PAF8
22469000.00000000
PA
USD
19875642.62000000
0.063204476247
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKA6
53325000.00000000
PA
USD
44738669.82000000
0.142268818576
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29900000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BL2
5000000.00000000
PA
USD
5233404.15000000
0.016642207480
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MALAYS)
N/A
-7020000.00000000
NC
USD
44593.75000000
0.000141807974
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
MALAYS 8.75 6/1/2024
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
111283.00000000
USD
0.00000000
USD
-7020000.00000000
USD
-66689.25000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGH1
93343000.00000000
PA
USD
85544100.87000000
0.272029951179
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJB6
25990000.00000000
PA
USD
22754378.07000000
0.072358845233
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
ONEMAIN FINANCE
682691AB6
1855000.00000000
PA
USD
1593710.67000000
0.005067994535
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
EURO-BUXL 30Y BND Sep22
N/A
-94.00000000
NC
-1531517.70000000
-0.00487022110
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 30 Year Euro BUXL Future
2022-09-08
-17134400.88000000
EUR
-1531517.70000000
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBP4
5000000.00000000
PA
USD
3772864.30000000
0.011997695701
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBE7
5050000.00000000
PA
USD
4189697.86000000
0.013323225011
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.60000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475AZ8
35000000.00000000
PA
USD
31433351.95000000
0.099957952791
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642AW3
36017000.00000000
PA
USD
31801887.27000000
0.101129893861
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.70000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABV6
31773000.00000000
PA
USD
29684765.65000000
0.094397454277
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJF8
23600000.00000000
PA
USD
24227448.72000000
0.077043204913
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.54800000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAQ6
27797000.00000000
PA
USD
25835731.24000000
0.082157537883
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NS0
32016000.00000000
PA
USD
31246186.81000000
0.099362768280
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.70000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457BY5
42000000.00000000
PA
USD
36466596.60000000
0.115963653739
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKG6
46893000.00000000
PA
USD
41725512.38000000
0.132686988117
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
Vornado Realty LP
549300BMOJ05INE4YK86
VORNADO RLTY LP
929043AL1
10250000.00000000
PA
USD
8699908.70000000
0.027665680214
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.40000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668BT8
12000000.00000000
PA
USD
11950839.60000000
0.038003629471
Long
DBT
CORP
US
Y
2
2029-06-08
Fixed
4.60000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGIN
38869AAC1
977000.00000000
PA
USD
885277.32000000
0.002815178880
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
N/A
WYNN RESORTS FIN
983133AB5
2228000.00000000
PA
USD
2226274.70000000
0.007079546009
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CY3
16000000.00000000
PA
USD
13396469.60000000
0.042600727977
Long
DBT
CORP
GB
N
2
2032-11-22
Variable
2.87100000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
N/A
ALLIANT HOLDINGS
01883LAA1
2028000.00000000
PA
USD
1924348.90000000
0.006119422987
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TOPBUILD CORP
89055FAC7
3717000.00000000
PA
USD
3279055.59000000
0.010427385675
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBH8
10000000.00000000
PA
USD
8471964.70000000
0.026940819066
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAN4
15000000.00000000
PA
USD
14549593.65000000
0.046267658553
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.40000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353RFJ2
28085000.00000000
PA
USD
27339067.74000000
0.086938142863
Long
DBT
CORP
US
N
2
2028-01-22
Fixed
3.25000000
N
N
N
N
N
N
CD 2017-CD4 Mortgage Trust
N/A
CD 2017-CD4 A4
12515DAR5
2470000.00000000
PA
USD
2418475.80000000
0.007690744856
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
3.51400000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RHJ4
21556000.00000000
PA
USD
21747553.30000000
0.069157145873
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-1531.21000000
-0.00000486924
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
145368.67000000
EUR
147612.99000000
USD
2022-09-21
-1531.21000000
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460DAJ8
7000000.00000000
PA
USD
6087706.38000000
0.019358885680
Long
DBT
CORP
US
N
2
2031-11-09
Fixed
2.25000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DN7
24635000.00000000
PA
USD
20676036.51000000
0.065749726108
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAX7
21400000.00000000
PA
USD
19345884.83000000
0.061519848269
Long
DBT
CORP
JP
N
2
2030-07-16
Variable
3.15300000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428XBP0
478000.00000000
PA
USD
468586.48000000
0.001490103420
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.40000000
N
N
N
N
N
N
CD 2018-CD7 Mortgage Trust
N/A
CD 2018-CD7 A4
12512JAW4
3400000.00000000
PA
USD
3470652.00000000
0.011036661611
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.27900000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QCH7
12000000.00000000
PA
USD
10476625.32000000
0.033315633051
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468U6
34634000.00000000
PA
USD
28285505.02000000
0.089947810210
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.79400000
N
N
N
N
N
N
COMM 2013-CCRE11 Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CR11 A4
12626LAE2
2257000.00000000
PA
USD
2264538.38000000
0.007201224382
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
4.25800000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
ABC SUPPLY CO
024747AF4
3755000.00000000
PA
USD
3495910.29000000
0.011116982887
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
6948000.00000000
PA
6968911.62000000
0.022161115360
Long
DBT
NUSS
MX
N
2
2029-04-09
Fixed
3.62500000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBM2
10000000.00000000
PA
USD
8988992.10000000
0.028584964448
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
SCDS: (DB)
BVN4UHQS8
9115000.00000000
NC
USD
-1491.21000000
-0.00000474204
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
DEUTSCHE BANK AG
Y
Receipt of notional amount upon default event with regard to reference instrument
2022-12-20
0.00000000
USD
-3386.19000000
USD
9115000.00000000
USD
1894.98000000
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DG2
63378000.00000000
PA
USD
59922879.88000000
0.190554555165
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBN4
5000000.00000000
PA
USD
4759945.85000000
0.015136611689
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F
N/A
SOFI 2017-F A2FX
83401BAB2
1546509.89000000
PA
USD
1520266.70000000
0.004834442959
Long
ABS-CBDO
CORP
US
Y
2
2041-01-25
Fixed
2.84000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCR5
30000000.00000000
PA
USD
25774109.70000000
0.081961581594
Long
DBT
CORP
US
N
2
2032-11-08
Variable
2.54500000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
49446RAW9
4000000.00000000
PA
USD
3510022.00000000
0.011161858077
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.70000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AX7
473000.00000000
PA
USD
433244.97000000
0.001377717537
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EA1
17000000.00000000
PA
USD
15197441.21000000
0.048327811600
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.62500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCA7
35747000.00000000
PA
USD
35011836.49000000
0.111337521514
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.15000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
QUANTA SERVICES
74762EAH5
7000000.00000000
PA
USD
5675766.46000000
0.018048918128
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV/NXP FDG
62954HAY4
8456000.00000000
PA
USD
7713857.05000000
0.024530039305
Long
DBT
CORP
N/A
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C20
549300UVB571ELWL8972
WFRBS 2014-C20 C
92890FAZ9
1410000.00000000
PA
USD
1294253.10000000
0.004115720476
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Variable
4.51300000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
300000.00000000
PA
351210.94000000
0.001116849600
Long
DBT
CORP
GB
N
2
2026-05-08
Fixed
3.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397A86
580000.00000000
PA
USD
549571.63000000
0.001747635922
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5
N/A
PROG 2022-SFR5 B
74332YAC3
250000.00000000
PA
USD
253950.00000000
0.000807560140
Long
ABS-CBDO
CORP
US
Y
2
2039-06-17
Fixed
4.89600000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCG8
28000000.00000000
PA
USD
22150888.48000000
0.070439750380
Long
DBT
CORP
US
N
2
2032-07-29
Variable
2.35900000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AW6
3088000.00000000
PA
USD
2677950.41000000
0.008515873238
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
CHARLES RIVER LA
159864AE7
3386000.00000000
PA
USD
3308821.11000000
0.010522039928
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
63996.92000000
0.000203509988
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
1706344.38000000
USD
2531564.93000000
AUD
2022-09-21
63996.92000000
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A
N/A
AESOP 2018-2A A
05377RDC5
2150000.00000000
PA
USD
2144712.08000000
0.006820177154
Long
ABS-CBDO
CORP
US
Y
2
2025-03-20
Fixed
4.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B69
5986000.00000000
PA
USD
5094052.60000000
0.016199070023
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-6360000.00000000
NC
USD
-80256.52000000
-0.00025521546
N/A
DCR
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
60690.62000000
USD
0.00000000
USD
-6360000.00000000
USD
-140947.14000000
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EH6
36090000.00000000
PA
USD
35027012.00000000
0.111385779585
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Performance Food Group Inc
549300OMUOGBYK0FFO76
PERFORMANCE FOOD
71376LAE0
525000.00000000
PA
USD
466529.26000000
0.001483561467
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166BX1
15516000.00000000
PA
USD
15167552.69000000
0.048232766208
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS CORP
25470XBE4
1835000.00000000
PA
USD
1572239.85000000
0.004999717400
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO
29717PAU1
10000000.00000000
PA
USD
9022157.70000000
0.028690430943
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (ALLY)
N/A
-1630000.00000000
NC
USD
-57299.24000000
-0.00018221138
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ALLY FINANCIAL INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
7986.92000000
USD
0.00000000
USD
-1630000.00000000
USD
-65286.16000000
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
N/A
300000.00000000
PA
286303.17000000
0.000910443111
Long
DBT
CORP
JP
N
2
2028-09-17
Fixed
3.20100000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
800000.00000000
PA
804200.71000000
0.002557355535
Long
DBT
CORP
DE
N
2
2023-12-18
Fixed
0.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKY4
59250000.00000000
PA
USD
61747285.59000000
0.196356159147
Long
DBT
CORP
US
N
2
2033-07-22
Variable
5.01500000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460WAD9
20000000.00000000
PA
USD
17927555.00000000
0.057009564210
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
1.85000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
1000000.00000000
PA
746703.69000000
0.002374515206
Long
DBT
CORP
NL
N
2
2039-12-19
Fixed
2.25000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XDS2
22500000.00000000
PA
USD
18823371.53000000
0.059858257743
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460WAE7
10830000.00000000
PA
USD
9530191.96000000
0.030305978170
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.30000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RBE3
10000000.00000000
PA
USD
8285086.70000000
0.026346547659
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.55000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FX1
13000000.00000000
PA
USD
12085335.60000000
0.038431326296
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
2.80000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
32503.23000000
0.000103360161
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
957654.16000000
EUR
1015029.71000000
USD
2022-09-21
32503.23000000
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM INTL INC
749685AY9
3415000.00000000
PA
USD
2899836.19000000
0.009221469267
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATION
92840VAB8
1769000.00000000
PA
USD
1773983.75000000
0.005641262319
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
49446RAX7
23105000.00000000
PA
USD
20404044.91000000
0.064884793741
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.90000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE BK LTD
BJ6318445
45710000.00000000
PA
32121515.07000000
0.102146309183
Long
DBT
CORP
AU
N
2
2030-05-28
Floating
4.07040000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
LINDE PLC
N/A
2400000.00000000
PA
1650099.65000000
0.005247311301
Long
DBT
CORP
IE
N
2
2051-09-30
Fixed
1.00000000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
HILTON DOMESTIC
432833AH4
2632000.00000000
PA
USD
2658136.81000000
0.008452866057
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
COMM 2013-CCRE8 Mortgage Trust
549300NGGFIEJ2ER3D22
COMM 2013-CR8 A4
12625KAD7
87777.76000000
PA
USD
87139.62000000
0.000277103696
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Fixed
3.33400000
N
N
N
N
N
N
Peruvian Government International Bond
N/A
REPUBLIC OF PERU
715638AS1
7093000.00000000
PA
USD
7722819.10000000
0.024558538594
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C47
549300VHRKFNCWVN9Y77
WFCM 2018-C47 A4
95002DBG3
1090000.00000000
PA
USD
1119244.70000000
0.003559194357
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Fixed
4.44200000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
92857WBW9
16278000.00000000
PA
USD
13178810.91000000
0.041908574080
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BU6
15000000.00000000
PA
USD
15347520.45000000
0.048805063076
Long
DBT
CORP
US
N
2
2033-05-13
Variable
4.42100000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
HEALTHCARE RLTY
42225UAL8
1000000.00000000
PA
USD
847929.18000000
0.002696411921
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AS4
15060000.00000000
PA
USD
13453291.37000000
0.042781421014
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.70000000
N
N
N
N
N
N
CD 2017-CD6 Mortgage Trust
N/A
CD 2017-CD6 AM
125039AH0
2940000.00000000
PA
USD
2831866.80000000
0.009005326837
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
3.70900000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
744320BH4
10000000.00000000
PA
USD
8808666.30000000
0.028011529014
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
ASTRAZENECA FIN
04636NAB9
15000000.00000000
PA
USD
13644220.95000000
0.043388576432
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FH6
35200000.00000000
PA
USD
32304796.13000000
0.102729142334
Long
DBT
CORP
US
N
2
2030-02-05
Fixed
2.40000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUN INC
224044CN5
30000000.00000000
PA
USD
26085321.00000000
0.082951232475
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
2.60000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
20700000.00000000
PA
14545960.60000000
0.046256105466
Long
DBT
CORP
US
N
2
2024-05-02
Floating
2.25000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XCG9
464000.00000000
PA
USD
434911.59000000
0.001383017383
Long
DBT
CORP
US
N
2
2028-01-05
Fixed
3.85000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM
79466LAJ3
24040000.00000000
PA
USD
21388791.87000000
0.068016285740
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
1.95000000
N
N
N
N
N
N
Tanger Properties LP
PQPGJDNFN35EXH363L31
TANGER PROP LP
875484AL1
12000000.00000000
PA
USD
9493058.28000000
0.030187893194
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.75000000
N
N
N
N
N
N
CSAIL 2015-C3 Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL 2015-C3 C
12635FAZ7
2160000.00000000
PA
USD
1959897.60000000
0.006232467733
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.36650000
N
N
N
N
N
N
Setanta Aircraft Leasing DAC
N/A
SETANTA AIRCRAFT
N/A
11145000.00000000
PA
USD
10920361.38000000
0.034726712220
Long
LON
CORP
IE
N
2
2028-11-05
Floating
4.78230000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CJ3
2810000.00000000
PA
USD
2735293.42000000
0.008698223815
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AB9
10000000.00000000
PA
USD
10035008.90000000
0.031911294331
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAN4
25955000.00000000
PA
USD
22573247.00000000
0.071782849044
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
Benchmark 2018-B8 Mortgage Trust
N/A
BMARK 2018-B8 A4
08162UAV2
1200000.00000000
PA
USD
1205856.00000000
0.003834617997
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
3.96280000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2013-LC12
549300V2DF3KW9L1CV04
WFCM 2013-LC12 A4
94988QAG6
2772500.00000000
PA
USD
2761770.43000000
0.008782420618
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.21800000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CP2
19800000.00000000
PA
USD
16454808.61000000
0.052326235676
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNES
N/A
1000000.00000000
PA
1014076.89000000
0.003224761077
Long
DBT
CORP
FR
N
2
2024-02-11
Fixed
0.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17327CAQ6
24000000.00000000
PA
USD
21288084.72000000
0.067696037344
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
ENTERGY TEXAS
29365TAK0
5000000.00000000
PA
USD
4192743.20000000
0.013332909182
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918KAT5
2203000.00000000
PA
USD
1685356.27000000
0.005359427233
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-13911.60000000
-0.00004423884
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
2676089.86000000
USD
2594786.13000000
EUR
2022-09-21
-13911.60000000
N
N
N
Highmark Inc
549300B6868ZXXEB2Y57
HIGHMARK INC
431116AE2
20000000.00000000
PA
USD
17157053.00000000
0.054559370459
Long
DBT
CORP
US
Y
2
2031-05-10
Fixed
2.55000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL
256677AG0
29752000.00000000
PA
USD
28469476.67000000
0.090532839434
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
AIRCASTLE LTD
00928QAS0
3000000.00000000
PA
USD
2812495.32000000
0.008943725596
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
-18985.15000000
-0.00006037271
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
777366.30000000
GBP
928877.87000000
USD
2022-09-21
-18985.15000000
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664DA6
11795000.00000000
PA
USD
11141229.69000000
0.035429072698
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.87500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAX3
40459000.00000000
PA
USD
40299422.83000000
0.128152028176
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.40000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AP8
8000000.00000000
PA
USD
7179247.04000000
0.022829981283
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAP5
30000000.00000000
PA
USD
29881176.00000000
0.095022038525
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.95000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAD9
1093000.00000000
PA
USD
931805.56000000
0.002963138526
Long
DBT
CORP
FR
Y
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MKTS
12503MAD0
10500000.00000000
PA
USD
9721051.83000000
0.030912911911
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Sep22
N/A
-2313.00000000
NC
USD
-3969811.40000000
-0.01262398681
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT 5 Year US Treasury Note
2022-09-30
-259079728.82000000
USD
-3969811.40000000
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CJ9
18300000.00000000
PA
USD
15952221.81000000
0.050728011353
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
EH6206096
600000.00000000
PA
937034.95000000
0.002979767968
Long
DBT
CORP
FR
N
2
2028-11-20
Fixed
8.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LW9
19086000.00000000
PA
USD
18628779.03000000
0.059239454252
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.07500000
N
N
N
N
N
N
GS Mortgage Securities Trust 2020-GC45
N/A
GSMS 2020-GC45 AAB
36258YBH0
7336000.00000000
PA
USD
7024880.24000000
0.022339095382
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.84280000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718EL9
2000000.00000000
PA
2051842.65000000
0.006524852681
Long
DBT
CORP
US
N
2
2023-11-02
Fixed
1.12500000
N
N
N
N
N
N
Benchmark 2018-B2 Mortgage Trust
N/A
BMARK 2018-B2 A5
08161CAE1
5040000.00000000
PA
USD
5040856.80000000
0.016029907559
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
3.88190000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EWH8
5965000.00000000
PA
USD
6152554.04000000
0.019565101019
Long
DBT
CORP
US
N
2
2032-06-07
Fixed
3.90000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023BX2
3131000.00000000
PA
USD
2908373.97000000
0.009248619379
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
Stanford Health Care
5493005311WCPXQGDG42
STANFORD HEALTH
85434VAB4
17000000.00000000
PA
USD
16254114.46000000
0.051688028958
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.31000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBJ1
25810000.00000000
PA
USD
22701725.70000000
0.072191410875
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBC3
24909000.00000000
PA
USD
20882814.36000000
0.066407278971
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BY7
80075000.00000000
PA
USD
77267654.58000000
0.245710879995
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.95000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYJ7
84346000.00000000
PA
USD
71106180.55000000
0.226117413437
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38300000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822CB8
8000000.00000000
PA
USD
6754567.68000000
0.021479502356
Long
DBT
CORP
JP
N
2
2032-10-13
Variable
2.49400000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBM6
23035000.00000000
PA
USD
19070313.93000000
0.060643533739
Long
DBT
CORP
GB
N
2
2031-06-24
Variable
2.64500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CH0
36495000.00000000
PA
USD
31399396.94000000
0.099849975974
Long
DBT
CORP
GB
N
2
2031-06-04
Variable
2.84800000
N
N
N
N
N
N
Rexford Industrial Realty LP
549300028US163ELJN70
REXFORD INDUS RE
76169XAB0
17000000.00000000
PA
USD
13933721.39000000
0.044309186851
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOOD
50077LAV8
10379000.00000000
PA
USD
10001215.71000000
0.031803832101
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CF4
28135000.00000000
PA
USD
25543499.50000000
0.081228241939
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
202712BN4
12000000.00000000
PA
USD
9963242.40000000
0.031683077104
Long
DBT
CORP
AU
Y
2
2031-03-11
Fixed
2.68800000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX CORP
686330AN1
5217000.00000000
PA
USD
4503243.45000000
0.014320298926
Long
DBT
CORP
JP
N
2
2031-03-09
Fixed
2.25000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BS4
21946000.00000000
PA
USD
19084781.25000000
0.060689539768
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50000000
N
N
N
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY
18539UAC9
2248000.00000000
PA
USD
2181879.80000000
0.006938370377
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DC6
5000000.00000000
PA
USD
4590988.85000000
0.014599329001
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BD8
2527000.00000000
PA
USD
1921263.09000000
0.006109610122
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
MARKEL CORP
570535AU8
19039000.00000000
PA
USD
17852064.95000000
0.056769506107
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
3.35000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BK8
4204000.00000000
PA
USD
3842996.59000000
0.012220716146
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.15000000
N
N
N
N
N
N
Organon & Co / Organon Foreign Debt Co-Issuer BV
N/A
ORGANON & CO/ORG
68622TAA9
6375000.00000000
PA
USD
6048945.40000000
0.019235625894
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
00084DAW0
25000000.00000000
PA
USD
21709202.25000000
0.069035189664
Long
DBT
CORP
NL
Y
2
2029-12-13
Variable
2.47000000
N
N
N
N
N
N
Benchmark 2019-B15 Mortgage Trust
N/A
BMARK 2019-B15 AAB
08160KAF1
6735000.00000000
PA
USD
6380536.95000000
0.020290085901
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
2.85900000
N
N
N
N
N
N
Roller Bearing Co of America Inc
N/A
ROLLER BEARING
775631AD6
1563000.00000000
PA
USD
1430796.46000000
0.004549927899
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTRM
958667AC1
4424000.00000000
PA
USD
4113332.61000000
0.013080383775
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.55000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BK9
54533000.00000000
PA
USD
52664627.44000000
0.167473336976
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251VAR3
18767000.00000000
PA
USD
18073290.61000000
0.057473002957
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.70000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMAT
773903AL3
7500000.00000000
PA
USD
6426561.00000000
0.020436442224
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.75000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAK0
19270000.00000000
PA
USD
16822916.19000000
0.053496816534
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBJ7
25186000.00000000
PA
USD
23115413.86000000
0.073506937823
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320AW6
32000000.00000000
PA
USD
32730610.88000000
0.104083231797
Long
DBT
CORP
US
N
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368CB7
10000000.00000000
PA
USD
9710856.70000000
0.030880491432
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.10000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002BJ9
20000000.00000000
PA
USD
16493852.20000000
0.052450394160
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.45000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AK5
1975000.00000000
PA
USD
1951742.14000000
0.006206533398
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
78355HKT5
9320000.00000000
PA
USD
8805477.10000000
0.028001387369
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.85000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-186551.38000000
-0.00059323275
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
6296407.30000000
USD
5955187.00000000
EUR
2022-09-21
-186551.38000000
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RAF4
11250000.00000000
PA
USD
11049157.80000000
0.035136284399
Long
DBT
CORP
US
N
2
2028-01-29
Fixed
3.40000000
N
N
N
N
N
N
FIRSTKEY HOMES FKH_20-SFR2
N/A
FKH 2020-SFR2 A
33767JAA0
5260062.95000000
PA
USD
4904272.29000000
0.015595569280
Long
ABS-CBDO
CORP
US
Y
2
2037-10-19
Fixed
1.26600000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAP9
3779000.00000000
PA
USD
3744507.29000000
0.011907520506
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.35000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAY7
19825000.00000000
PA
USD
17738047.43000000
0.056406930779
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
REINSURANCE GRP
759351AN9
6800000.00000000
PA
USD
6567319.50000000
0.020884053778
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.90000000
N
N
N
N
N
N
Pepper Residential Securities Trust No. 22
N/A
PEPAU 22A A1U
71338AAA9
760783.27000000
PA
USD
757389.42000000
0.002408495791
Long
ABS-MBS
CORP
AU
Y
2
2060-06-20
Floating
3.12640000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABN2
5250000.00000000
PA
USD
4429074.93000000
0.014084443283
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
1.85000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
DIGITAL REALTY
25389JAU0
37195000.00000000
PA
USD
35063332.98000000
0.111501280178
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDING
70450YAH6
17000000.00000000
PA
USD
15227983.07000000
0.048424934612
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
Resimac MBS Trust
N/A
RESI 2018-2A A1A
76119TAA2
334203.26000000
PA
USD
334007.25000000
0.001062141924
Long
ABS-MBS
CORP
AU
Y
2
2050-04-10
Floating
2.72210000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL
N/A
6658000.00000000
PA
USD
6138291.17000000
0.019519745141
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703TAH9
51995000.00000000
PA
USD
55745425.87000000
0.177270265555
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.20000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCE3
8330000.00000000
PA
USD
7867233.10000000
0.025017774625
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YBG5
10087000.00000000
PA
USD
9891601.80000000
0.031455260238
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.37500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGC7
26852000.00000000
PA
USD
26787515.73000000
0.085184209339
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCB5
291900000.00000000
PA
USD
268639218.75000000
0.854271806217
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-44390.89000000
-0.00014116287
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
3146029.00000000
EUR
3183347.20000000
USD
2022-09-21
-44390.89000000
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JT5
20357000.00000000
PA
USD
17070027.27000000
0.054282628932
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-A
N/A
SOFI 2018-A A2B
83406EAC9
1690003.37000000
PA
USD
1660835.94000000
0.005281452666
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Fixed
2.95000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTL GAME TECH
460599AF0
900000.00000000
PA
USD
859096.35000000
0.002731923484
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
WORKDAY INC
98138HAH4
18140000.00000000
PA
USD
17513298.19000000
0.055692228957
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Lanark Master Issuer PLC
213800KIOPB5OYXIVY33
LAN 2020-1A 1A
513770BE6
3100000.00000000
PA
USD
3070959.51000000
0.009765640845
Long
ABS-MBS
CORP
GB
Y
2
2069-12-22
Variable
2.27700000
N
N
N
N
N
N
CD 2016-CD1 Mortgage Trust
N/A
CD 2016-CD1 A4
12514MBC8
18170000.00000000
PA
USD
17376516.10000000
0.055257262374
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.72400000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
ARDAGH PKG FIN
03969AAQ3
1839000.00000000
PA
USD
1803111.27000000
0.005733887734
Long
DBT
CORP
N/A
Y
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
Tap Rock Resources LLC
549300Y3SDS1HPFQ6H17
TAP ROCK RESOURC
87602LAA0
2737000.00000000
PA
USD
2586082.86000000
0.008223734740
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
14052000.00000000
PA
13326497.17000000
0.042378215887
Long
DBT
CORP
DE
N
2
2026-07-20
Fixed
0.37500000
N
N
N
N
N
N
Canpack SA / Canpack US LLC
N/A
CANPACK SA
13806CAA0
5438000.00000000
PA
USD
4431970.00000000
0.014093649596
Long
DBT
CORP
N/A
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
CD 2016-CD1 Mortgage Trust
N/A
CD 2016-CD1 C
12514MBG9
5510000.00000000
PA
USD
5045782.50000000
0.016045571268
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
3.63100000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAE9
45120000.00000000
PA
USD
42802564.16000000
0.136112009132
Long
DBT
CORP
US
Y
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
GCC SAB de CV
254900WY9XL8033CKX68
GCC SAB DE CV
N/A
1500000.00000000
PA
USD
1259378.55000000
0.004004819525
Long
DBT
CORP
MX
N
2
2032-04-20
Fixed
3.61400000
N
N
N
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS
N/A
400000.00000000
PA
382324.39000000
0.001215790265
Long
DBT
CORP
DE
N
2
2028-03-22
Fixed
1.75000000
N
N
N
N
N
N
BANK 2019-BNK23
N/A
BANK 2019-BN23 A3
06541RBB8
7350000.00000000
PA
USD
6907897.50000000
0.021967090665
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
2.92000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAW5
72700000.00000000
PA
USD
63558129.12000000
0.202114635442
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AL4
88830000.00000000
PA
USD
90934157.07000000
0.289170311648
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC40
N/A
GSMS 2019-GC40 A4
36257HBP0
6528000.00000000
PA
USD
6233064.96000000
0.019821125472
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.16000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QAC4
8690000.00000000
PA
USD
8793591.14000000
0.027963590056
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.93700000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BK8
2500000.00000000
PA
USD
2306848.23000000
0.007335769562
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
Blackstone Property Partners Europe Holdings Sarl
213800Y3B5GQFBGVHP79
BLACKSTONE PROP
N/A
5267000.00000000
PA
4781008.35000000
0.015203590368
Long
DBT
CORP
LU
N
2
2026-10-20
Fixed
1.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JPMCC 2013-C16 C
46641BAK9
960000.00000000
PA
USD
948902.40000000
0.003017506419
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
5.00360000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CA5
15000000.00000000
PA
USD
13671649.20000000
0.043475798174
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWL4
46207000.00000000
PA
USD
44921308.25000000
0.142849608165
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.69100000
N
N
N
N
N
N
COMM 2013-CCRE8 Mortgage Trust
549300NGGFIEJ2ER3D22
COMM 2013-CR8 A5
12625KAE5
1760000.00000000
PA
USD
1752344.00000000
0.005572447987
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Variable
3.61200000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3
N/A
PROG 2022-SFR3 B
74331UAC2
210000.00000000
PA
USD
200846.10000000
0.000638689918
Long
ABS-CBDO
CORP
US
Y
2
2039-04-17
Fixed
3.60000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAE5
4955000.00000000
PA
USD
4295708.26000000
0.013660337724
Long
DBT
CORP
JP
Y
2
2031-04-03
Fixed
2.06500000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
ATHENE HOLDING
04686JAA9
12744000.00000000
PA
USD
12298643.08000000
0.039109643360
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.12500000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109AU8
18669000.00000000
PA
USD
18399033.57000000
0.058508864467
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.65000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
VONOVIA SE
N/A
5600000.00000000
PA
5285016.96000000
0.016806336041
Long
DBT
CORP
DE
N
2
2025-12-01
Fixed
0.00000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516BZ8
18680000.00000000
PA
USD
16755043.75000000
0.053280982405
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.95000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C18
549300O5GNH0TNJ6B119
WFRBS 2013-C18 B
96221QAJ2
1085000.00000000
PA
USD
1075430.30000000
0.003419864713
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
4.86520000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
FIRST STUDENT BI
33718FAF7
197740.26000000
PA
USD
187358.90000000
0.000595800667
Long
LON
CORP
US
N
2
2028-07-21
Floating
6.16250000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448BF9
4093000.00000000
PA
USD
3902457.75000000
0.012409802434
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
N/A
MSBAM 2013-C7 AS
61690KAG7
2000000.00000000
PA
USD
1983040.00000000
0.006306060486
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
3.21400000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO
82967NBA5
1810000.00000000
PA
USD
1793965.43000000
0.005704803994
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJT7
63107000.00000000
PA
USD
54875252.24000000
0.174503116357
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKL2
35000000.00000000
PA
USD
31463316.85000000
0.100053241072
Long
DBT
CORP
US
N
2
2037-03-08
Variable
3.84600000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARM
78081BAN3
4000000.00000000
PA
USD
3306061.44000000
0.010513264187
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XDH6
30168000.00000000
PA
USD
26108722.13000000
0.083025647989
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.40000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAH8
5555000.00000000
PA
USD
5818196.29000000
0.018501844506
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-LC22
549300XO83D3BDYP0P62
WFCM 2015-LC22 C
94989TBF0
5225000.00000000
PA
USD
4981515.00000000
0.015841200836
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.55460000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
HEALTHCARE RLTY
42225UAH7
28349000.00000000
PA
USD
22883779.99000000
0.072770342901
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
MAGELLAN MID
559080AQ9
3607000.00000000
PA
USD
3293943.24000000
0.010474728352
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE INC
203372AV9
2517000.00000000
PA
USD
2088919.11000000
0.006642755698
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
American Homes 4 Rent LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4
02666TAA5
13372000.00000000
PA
USD
13085850.03000000
0.041612958796
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.25000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAP9
7000000.00000000
PA
USD
6028351.00000000
0.019170135772
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEF8
30000000.00000000
PA
USD
24161053.20000000
0.076832067385
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
N/A
N/A
SCDS: (MEX)
N/A
-45000000.00000000
NC
USD
-1143060.03000000
-0.00363492702
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
UNITED MEXICAN
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
USD
-972788.00000000
USD
-45000000.00000000
USD
-170272.03000000
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC19
N/A
CGCMT 2014-GC19 A4
17322AAD4
3253000.00000000
PA
USD
3250007.24000000
0.010335012021
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
4.02300000
N
N
N
N
N
N
Sixth Street Specialty Lending Inc
549300TX61566GJWCN05
SIXTH STREET
83012AAA7
5000000.00000000
PA
USD
4432452.95000000
0.014095185376
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
2.50000000
N
N
N
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
INVITATION HOMES
46188BAD4
10000000.00000000
PA
USD
9386671.40000000
0.029849583275
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL
03938LBC7
10000000.00000000
PA
USD
9695544.90000000
0.030831799960
Long
DBT
CORP
LU
N
2
2029-07-16
Fixed
4.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BL3
1200000.00000000
PA
1235938.95000000
0.003930281677
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
1.37500000
N
N
N
N
N
N
Stellantis Finance US Inc
549300QZ0AI8Q7LNON33
STELLANTIS FIN
85855CAB6
20000000.00000000
PA
USD
16371997.20000000
0.052062895672
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
2.69100000
N
N
N
N
N
N
Cable One Inc
549300648QS85T0XSH18
CABLE ONE INC
12685JAC9
4208000.00000000
PA
USD
3796312.89000000
0.012072262138
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2017-C7
N/A
UBSCM 2017-C7 A4
90276WAS6
6673000.00000000
PA
USD
6584115.64000000
0.020937465446
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.67900000
N
N
N
N
N
N
COMM 2013-CCRE6 Mortgage Trust
N/A
COMM 2013-CR6 B
12624XAP3
1400000.00000000
PA
USD
1390242.00000000
0.004420964853
Long
ABS-MBS
CORP
US
Y
2
2046-03-10
Fixed
3.39700000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C54
N/A
WFCM 2019-C54 A4
95001YAE4
2390000.00000000
PA
USD
2264764.00000000
0.007201941853
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
3.14600000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL FINANCE PLC
12661PAC3
26665000.00000000
PA
USD
27109580.21000000
0.086208373295
Long
DBT
CORP
GB
Y
2
2032-04-27
Fixed
4.25000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299AV6
7954000.00000000
PA
USD
8687706.31000000
0.027626876655
Long
DBT
NUSS
PA
N
2
2026-01-29
Fixed
7.12500000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH
N/A
2995000.00000000
PA
USD
2511223.64000000
0.007985682674
Long
LON
CORP
CA
N
2
2027-02-01
Floating
7.11840000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61761JZN2
26821000.00000000
PA
USD
26489713.98000000
0.084237200782
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B51
2010000.00000000
PA
USD
1755293.40000000
0.005581827069
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAE5
3856000.00000000
PA
USD
3554519.22000000
0.011303359086
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.87500000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
600000.00000000
PA
637505.14000000
0.002027264187
Long
DBT
CORP
GB
N
2
2026-02-27
Fixed
2.97200000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAA1
14900000.00000000
PA
USD
13544126.52000000
0.043070276483
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDS8
5666000.00000000
PA
USD
5437565.29000000
0.017291439214
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.87500000
N
N
N
N
N
N
Federal Realty OP LP
549300LI6XZ51GOCJ427
FEDERAL REALTY I
313747AY3
10000000.00000000
PA
USD
9601747.60000000
0.030533524863
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2U6
37880000.00000000
PA
USD
34699284.21000000
0.110343606322
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.35000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAV2
10000000.00000000
PA
USD
10016601.30000000
0.031852758225
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473PAH8
5136000.00000000
PA
USD
4717287.70000000
0.015000958916
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
25156PAC7
10000000.00000000
PA
USD
12776473.40000000
0.040629142160
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
FIRST STUDENT BI
33718FAE0
2848255.74000000
PA
USD
2698722.31000000
0.008581927809
Long
LON
CORP
US
N
2
2028-07-21
Floating
6.16250000
N
N
N
N
N
N
N/A
N/A
SCDS: (PHILIP)
N/A
-5000000.00000000
NC
USD
-8562.00000000
-0.00002722713
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
PHILIPPINES(REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
50437.86000000
USD
0.00000000
USD
-5000000.00000000
USD
-58999.86000000
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C46
N/A
WFCM 2018-C46 A4
95001QAU5
1115000.00000000
PA
USD
1127198.10000000
0.003584486142
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.15200000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YBN0
18359000.00000000
PA
USD
17434578.82000000
0.055441901627
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.05000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAN2
6705000.00000000
PA
USD
6667715.17000000
0.021203311668
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.75000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GG3
3000000.00000000
PA
USD
2688428.07000000
0.008549192161
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
2.40000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWZ3
50389000.00000000
PA
USD
49800704.39000000
0.158366071373
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.22300000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613AL5
15000000.00000000
PA
USD
12337902.60000000
0.039234488501
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.60000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CUBESMART LP
22966RAG1
19558000.00000000
PA
USD
16015272.88000000
0.050928513542
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
Korea Hydro & Nuclear Power Co Ltd
9884008CRY5MLCN8OQ43
KOREA HYDRO & NU
N/A
2800000.00000000
PA
USD
2799393.24000000
0.008902061026
Long
DBT
NUSS
KR
N
2
2022-09-19
Fixed
3.00000000
N
N
N
N
N
N
COMM 2013-CCRE11 Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CR11 A3
12626LAD4
4874521.85000000
PA
USD
4848540.65000000
0.015418342853
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
3.98300000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406GAA9
7000000.00000000
PA
USD
6603465.12000000
0.020998996727
Long
DBT
CORP
US
N
2
2028-10-30
Fixed
3.00000000
N
N
N
N
N
N
GlaxoSmithKline Capital Inc
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE
377372AN7
67224000.00000000
PA
USD
68938989.78000000
0.219225754125
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.87500000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C13
N/A
WFRBS 2013-C13 AS
92937UAF5
2220000.00000000
PA
USD
2195691.00000000
0.006982289947
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
3.34500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAE2
2000000.00000000
PA
USD
1739715.36000000
0.005532288955
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
HEALTHCARE RLTY
42225UAG9
501000.00000000
PA
USD
442581.53000000
0.001407407767
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER
62482BAA0
1309000.00000000
PA
USD
1181826.78000000
0.003758205159
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EUU1
3000000.00000000
PA
USD
2994562.50000000
0.009522698612
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.45000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BASGR)
N/A
6800000.00000000
NC
102003.16000000
0.000324369703
N/A
DCR
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
BASF SE
Y
Receipt of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
EUR
-41367.57000000
EUR
6800000.00000000
EUR
143370.73000000
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1
N/A
GMCAR 2021-1 C
36261LAF8
530000.00000000
PA
USD
494558.11000000
0.001572693115
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
1.04000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFQ2
1600000.00000000
PA
1472538.83000000
0.004682668494
Long
DBT
CORP
US
N
2
2038-11-03
Fixed
1.87500000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NYC TRANS AUTH REV
64971ML75
1500000.00000000
PA
USD
1537363.65000000
0.004888811202
Long
DBT
MUN
US
N
2
2024-02-01
Fixed
5.12500000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434LAL9
17130000.00000000
PA
USD
15904411.20000000
0.050575973775
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844CP1
5130000.00000000
PA
USD
5100472.03000000
0.016219483789
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
4.55000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BT5
41640000.00000000
PA
USD
40655048.69000000
0.129282917207
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
4.58300000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBK1
6067000.00000000
PA
USD
5664937.36000000
0.018014481627
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.65000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468L6
51418000.00000000
PA
USD
46055904.21000000
0.146457619477
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.69900000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAS9
27660000.00000000
PA
USD
27557498.96000000
0.087632753404
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
NIBC Bank NV
B64D6Y3LBJS4ANNPCU93
NIBC BANK NV
N/A
17600000.00000000
PA
21185210.75000000
0.067368898468
Long
DBT
CORP
NL
N
2
2023-11-15
Fixed
3.12500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBF5
34315000.00000000
PA
USD
32430321.03000000
0.103128311091
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
N/A
500000.00000000
PA
615177.23000000
0.001956261508
Long
DBT
CORP
US
N
2
2029-09-21
Fixed
4.87500000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
AGREE LP
008513AB9
23750000.00000000
PA
USD
20655084.54000000
0.065683098914
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBD6
20952000.00000000
PA
USD
20768367.87000000
0.066043339520
Long
DBT
CORP
GB
N
2
2029-05-16
Variable
4.97200000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AU2
15600000.00000000
PA
USD
12539487.64000000
0.039875528246
Long
DBT
CORP
CH
Y
2
2032-05-14
Variable
3.09100000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATH 2.45 8/20/2027
4685A2P51
10000000.00000000
PA
USD
8843970.00000000
0.028123794661
Long
DBT
CORP
US
Y
2
2027-08-20
Fixed
2.45000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RBA1
10000000.00000000
PA
USD
10003858.60000000
0.031812236482
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
-844.81000000
-0.00000268649
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
1544522.60000000
USD
2207439.07000000
AUD
2022-09-21
-844.81000000
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822CK8
11200000.00000000
PA
USD
11663569.79000000
0.037090112448
Long
DBT
CORP
JP
N
2
2033-07-20
Variable
5.13300000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D
N/A
WOART 2021-D C
98163KAF9
2240000.00000000
PA
USD
2086153.22000000
0.006633960177
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
1.72000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC20
N/A
GSMS 2014-GC20 AS
36252WBB3
570000.00000000
PA
USD
566169.60000000
0.001800417411
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
4.25800000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P8
N/A
CGCMT 2017-P8 B
17326DAG7
3150000.00000000
PA
USD
3070462.50000000
0.009764060355
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
4.19200000
N
N
N
N
N
N
BANK 2018-BNK14
N/A
BANK 2018-BN14 A4
06035RAS5
4985000.00000000
PA
USD
5087292.20000000
0.016177571974
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Variable
4.23100000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773DF4
6313000.00000000
PA
USD
6225432.57000000
0.019796854498
Long
DBT
CORP
US
N
2
2033-04-25
Variable
4.33700000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
AGILENT TECH INC
00846UAL5
10000000.00000000
PA
USD
9056155.80000000
0.028798544786
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.75000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTICS
92345YAF3
22755000.00000000
PA
USD
22532071.09000000
0.071651909789
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452AF7
16695000.00000000
PA
USD
14672054.83000000
0.046657084691
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
1.80000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE
744573AU0
5000000.00000000
PA
USD
4367856.85000000
0.013889769996
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.45000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
CHENIERE ENERGYP
16411QAK7
3235000.00000000
PA
USD
2996664.03000000
0.009529381470
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Inversiones CMPC SA
549300G475ACIABB4385
INVERSIONES CMPC
N/A
1500000.00000000
PA
USD
1353939.00000000
0.004305521436
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
ALIMEN COUCHE
01626PAH9
36164000.00000000
PA
USD
34284487.12000000
0.109024552980
Long
DBT
CORP
CA
Y
2
2027-07-26
Fixed
3.55000000
N
N
N
N
N
N
Ontario Teachers' Cadillac Fairview Properties Trust
N/A
CADILLAC FAIRVIE
68327LAC0
11900000.00000000
PA
USD
11895929.25000000
0.037829014744
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GC13
549300WF5YRKNHB1FX69
GSMS 2013-GC13 A5
36198EAE5
185000.00000000
PA
USD
184496.80000000
0.000586699199
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
4.03840000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QBY1
17458000.00000000
PA
USD
17002881.29000000
0.054069104943
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.20000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334CG7
21570000.00000000
PA
USD
22134486.90000000
0.070387593411
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
4.20000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
-3167.44000000
-0.00001007244
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
2028585.45000000
GBP
2470339.75000000
USD
2022-09-21
-3167.44000000
N
N
N
Parkland Corp
549300XHQS1JYWBNK868
PARKLAND CORP
70137WAG3
2435000.00000000
PA
USD
2136674.05000000
0.006794616245
Long
DBT
CORP
CA
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
-25538.40000000
-0.00008121202
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
1596131.21000000
AUD
1090647.47000000
USD
2022-09-21
-25538.40000000
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C12
N/A
JPMBB 2013-C12 A5
46639NAQ4
915000.00000000
PA
USD
910360.95000000
0.002894944739
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Fixed
3.66370000
N
N
N
N
N
N
Washington Mutual Bank / Debt not acquired by JPMorgan
N/A
WASH MUT BANK FA
93933WAC0
9000000.00000000
PA
USD
900.00000000
0.000002861996
Long
DBT
CORP
US
N
2
2015-01-15
Fixed
5.12500000
Y
N
N
N
N
N
Hilcorp Energy I LP / Hilcorp Finance Co
N/A
HILCORP ENERGY I
431318AV6
827000.00000000
PA
USD
757156.63000000
0.002407755520
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BG7
7030000.00000000
PA
USD
6331600.43000000
0.020134467933
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
2.40000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360AD7
34661000.00000000
PA
USD
30835299.06000000
0.098056146626
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS INC
771196BY7
5000000.00000000
PA
USD
3803267.65000000
0.012094378252
Long
DBT
CORP
US
Y
2
2051-12-13
Fixed
2.60700000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBV6
70260000.00000000
PA
USD
62042723.43000000
0.197295650478
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-1
N/A
FORDR 2020-1 C
34531NAE6
3000000.00000000
PA
USD
2850028.20000000
0.009063080027
Long
ABS-CBDO
CORP
US
Y
2
2031-08-15
Fixed
2.54000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2A0
57812000.00000000
PA
USD
55938855.93000000
0.177885372491
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDC1
360000.00000000
PA
USD
357241.97000000
0.001136028255
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
Southern Gas Corridor CJSC
213800DG58KG59XY6318
STHRN GAS CRIDOR
N/A
10873000.00000000
PA
USD
11397622.25000000
0.036244400171
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDG3
72518000.00000000
PA
USD
70612358.22000000
0.224547060100
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAZ8
17000000.00000000
PA
USD
14664631.12000000
0.046633477318
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BR4
37878000.00000000
PA
USD
33134114.21000000
0.105366371020
Long
DBT
CORP
JP
N
2
2030-02-25
Fixed
2.55900000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDF0
40000000.00000000
PA
USD
40289964.40000000
0.128121950400
Long
DBT
CORP
US
N
2
2030-06-14
Variable
4.56500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CC1
20000000.00000000
PA
USD
16542432.00000000
0.052604877759
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368BY8
5500000.00000000
PA
USD
5651736.59000000
0.017972503223
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.95000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829BK2
13391000.00000000
PA
USD
11914920.38000000
0.037889406473
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DC8
21390000.00000000
PA
USD
20870144.71000000
0.066366989527
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.37500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837BC6
10000000.00000000
PA
USD
9544291.00000000
0.030350813070
Long
DBT
CORP
NL
N
2
2033-03-28
Variable
4.25200000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBT5
12000000.00000000
PA
USD
9769466.88000000
0.031066871606
Long
DBT
CORP
JP
N
2
2032-07-09
Variable
2.26000000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
195325CX1
54771000.00000000
PA
USD
52544566.52000000
0.167091543657
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_22-1
N/A
HERTZ 2022-1A C
42806MAL3
1120000.00000000
PA
USD
1039790.42000000
0.003306530015
Long
ABS-CBDO
CORP
US
Y
2
2026-06-25
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4.5 8/22
01F042681
55750000.00000000
PA
USD
56682073.10000000
0.180248800575
Long
ABS-MBS
USGSE
US
N
2
2022-08-11
Fixed
4.50000000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLD
303901BB7
565000.00000000
PA
USD
565211.07000000
0.001797369289
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
CD 2018-CD7 Mortgage Trust
N/A
CD 2018-CD7 C
12512JBA1
1350000.00000000
PA
USD
1340968.50000000
0.004264275290
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
4.85000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANS
019736AE7
3940000.00000000
PA
USD
3748009.51000000
0.011918657553
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
Clark Equipment Co
549300X1FKNY520VPF71
CLARK EQUIP CO
18143EAK5
416955.00000000
PA
USD
403403.96000000
0.001282823227
Long
LON
CORP
US
N
2
2029-04-20
Floating
4.68010000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDM0
25500000.00000000
PA
USD
22085725.70000000
0.070232532960
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1
N/A
GMREV 2021-1 B
36263HAB4
500000.00000000
PA
USD
453632.45000000
0.001442549655
Long
ABS-CBDO
CORP
US
Y
2
2034-06-12
Fixed
1.49000000
N
N
N
N
N
N
Rio Tinto Finance USA Ltd
213800RX94ZKEZXPKH58
RIO TINTO FINANC
767201AD8
2000000.00000000
PA
USD
2342695.08000000
0.007449762423
Long
DBT
CORP
AU
N
2
2028-07-15
Fixed
7.12500000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI INC
55354GAK6
2465000.00000000
PA
USD
2248588.46000000
0.007150503690
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBJ4
15100000.00000000
PA
USD
15211617.99000000
0.048372893713
Long
DBT
CORP
US
N
2
2031-03-24
Variable
4.49300000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_19-1A
N/A
HPEFS 2019-1A C
40438DAE9
268551.92000000
PA
USD
268414.82000000
0.000853558218
Long
ABS-CBDO
CORP
US
Y
2
2029-09-20
Fixed
2.49000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDUSTRIES
N/A
2100000.00000000
PA
2153402.20000000
0.006847811706
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.75000000
N
N
N
N
N
N
United Airlines Inc
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES
90932LAH0
4865000.00000000
PA
USD
4484044.72000000
0.014259247030
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
SCDS: (MEX)
N/A
-10150000.00000000
NC
USD
-257823.54000000
-0.00081987798
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
UNITED MEXICAN
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
USD
-215433.19000000
USD
-10150000.00000000
USD
-42390.35000000
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAR9
29570000.00000000
PA
USD
27293626.29000000
0.086793639206
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDK5
29398000.00000000
PA
USD
30194127.83000000
0.096017224285
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.85000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
MARATHON OIL COR
565849AP1
10000000.00000000
PA
USD
9963827.30000000
0.031684937084
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
73730EAA1
75000000.00000000
PA
USD
74929590.75000000
0.238275844930
Long
DBT
CORP
KR
Y
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543DC4
49000000.00000000
PA
USD
41860578.97000000
0.133116499416
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.10000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
92556HAD9
3000000.00000000
PA
USD
2725098.12000000
0.008665802796
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
2925000.00000000
PA
USD
2352909.25000000
0.007482243449
Long
DBT
CORP
FR
Y
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
INVITATION HOMES TRUST IHSFR_18-SFR1
N/A
IHSFR 2018-SFR1 B
46185JAC2
2249677.34000000
PA
USD
2227473.02000000
0.007083356663
Long
ABS-CBDO
CORP
US
Y
2
2037-03-17
Floating
3.10600000
N
N
N
N
N
N
Hudbay Minerals Inc
549300WI524AL577IX21
HUDBAY MINERALS
443628AJ1
4465000.00000000
PA
USD
3703838.50000000
0.011778193891
Long
DBT
CORP
CA
Y
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
PERUSAHAAN LISTR
N/A
13940000.00000000
PA
10862258.30000000
0.034541944622
Long
DBT
CORP
ID
Y
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-25000000.00000000
NC
USD
-315473.72000000
-0.00100320536
N/A
DCR
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
USD
-495738.33000000
USD
-25000000.00000000
USD
180264.61000000
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DQ8
46570000.00000000
PA
USD
39988528.75000000
0.127163386054
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836BX5
25364000.00000000
PA
USD
21823932.32000000
0.069400030898
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.10000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EL8
8065000.00000000
PA
USD
7728931.93000000
0.024577977373
Long
DBT
CORP
US
N
2
2029-07-29
Fixed
2.62500000
N
N
N
N
N
N
N/A
N/A
SCDS: (VZ)
BVN53YK54
-15585000.00000000
NC
USD
29202.95000000
0.000092865282
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
VERIZON COMM INC
Y
Payout of notional amount upon default event with regard to reference instrument
2022-12-20
20913.52000000
USD
0.00000000
USD
-15585000.00000000
USD
8289.43000000
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865BM1
10000000.00000000
PA
USD
8817462.10000000
0.028039499628
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.12500000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AW3
14172000.00000000
PA
USD
13590630.26000000
0.043218158219
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.20000000
N
N
N
N
N
N
Vale Overseas Ltd
254900BA3U6G5DNV5V04
VALE OVERSEAS
91911TAQ6
5000000.00000000
PA
USD
4549562.35000000
0.014467592871
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EBF5
5000000.00000000
PA
USD
4763441.70000000
0.015147728480
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
-291560.46000000
-0.00092716127
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
154666770.58000000
AUD
107868008.47000000
USD
2022-09-21
-291560.46000000
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DJ6
47849000.00000000
PA
USD
46552211.71000000
0.148035875647
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460DAH2
8800000.00000000
PA
USD
7875959.17000000
0.025045523498
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS INC
771196BW1
52500000.00000000
PA
USD
48233522.40000000
0.153382437950
Long
DBT
CORP
US
Y
2
2028-12-13
Fixed
1.93000000
N
N
N
N
N
N
BANK 2018-BNK14
N/A
BANK 2018-BN14 ASB
06035RAQ9
2205000.00000000
PA
USD
2232540.45000000
0.007099471073
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
4.18500000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAR2
5000000.00000000
PA
USD
4141875.15000000
0.013171148955
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC
N/A
NXP BV/NXP FUNDI
62947QBC1
809000.00000000
PA
USD
837796.22000000
0.002664189143
Long
DBT
CORP
N/A
N
2
2028-12-01
Fixed
5.55000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB FINANCIAL GR
78486QAF8
10000000.00000000
PA
USD
7860269.90000000
0.024995631673
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BK2
3425000.00000000
PA
USD
3545243.70000000
0.011273862964
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P8
N/A
CGCMT 2017-P8 AS
17326DAF9
750000.00000000
PA
USD
725370.00000000
0.002306674144
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
3.78900000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-9214.93000000
-0.00002930344
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
1448175.66000000
EUR
1476572.94000000
USD
2022-09-21
-9214.93000000
N
N
N
Performance Food Group Inc
549300OMUOGBYK0FFO76
PERFORMANCE FOOD
69346VAA7
2701000.00000000
PA
USD
2670715.47000000
0.008492866153
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661ED5
19610000.00000000
PA
USD
17400565.03000000
0.055333737890
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFX7
19550000.00000000
PA
USD
16365186.53000000
0.052041237765
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
LIFE STORAGE
53227JAD6
15500000.00000000
PA
USD
12821626.20000000
0.040772727911
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHW3
21800000.00000000
PA
USD
20333992.29000000
0.064662026646
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
-29336.32000000
-0.00009328939
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
946048.99000000
GBP
1124205.91000000
USD
2022-09-21
-29336.32000000
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS
67059TAH8
2525000.00000000
PA
USD
2353237.89000000
0.007483288523
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743820AA0
5000000.00000000
PA
USD
4554485.55000000
0.014483248630
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.53200000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAJ4
4415000.00000000
PA
USD
4329335.31000000
0.013767271629
Long
DBT
CORP
ES
N
2
2028-04-12
Fixed
4.37900000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
AVOLON HDGS
05401AAM3
5750000.00000000
PA
USD
5001803.62000000
0.015905718579
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust 2015-GC34
54930070360RBP384M53
GSMS 2015-GC34 C
36250VAL6
2610000.00000000
PA
USD
2458724.40000000
0.007818735268
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.64810000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348BN5
4000000.00000000
PA
USD
3383713.52000000
0.010760197538
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.20000000
N
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP
84861TAJ7
10000000.00000000
PA
USD
8070885.70000000
0.025665389204
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.70000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MPC)
N/A
-1630000.00000000
NC
USD
11530.54000000
0.000036667078
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
MARATHON PETRO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
10147.15000000
USD
0.00000000
USD
-1630000.00000000
USD
1383.39000000
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELI
096630AJ7
5000000.00000000
PA
USD
4403933.50000000
0.014004493621
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.60000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC
291011BQ6
70085000.00000000
PA
USD
64248614.16000000
0.204310375532
Long
DBT
CORP
US
N
2
2028-12-21
Fixed
2.00000000
N
N
N
N
N
N
COMM 2012-CCRE5 Mortgage Trust
N/A
COMM 2012-CR5 A4
12623SAE0
2580294.88000000
PA
USD
2572941.04000000
0.008181943797
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Fixed
2.77100000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC
1248EPBX0
2308000.00000000
PA
USD
2227220.00000000
0.007082552060
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XBT2
19368000.00000000
PA
USD
19044149.61000000
0.060560331290
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AR9
7000000.00000000
PA
USD
7009727.76000000
0.022290910547
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.20000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAW5
35836000.00000000
PA
USD
34824421.39000000
0.110741542131
Long
DBT
CORP
GB
N
2
2028-05-09
Fixed
4.83600000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BP9
20000000.00000000
PA
USD
18488555.80000000
0.058793544855
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (IBM)
N/A
-1630000.00000000
NC
USD
29686.52000000
0.000094403033
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
IBM CORP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
33812.16000000
USD
0.00000000
USD
-1630000.00000000
USD
-4125.64000000
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCV1
289000000.00000000
PA
USD
262944858.20000000
0.836163758945
Long
DBT
UST
US
N
2
2028-08-31
Fixed
1.12500000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69349LAS7
29415000.00000000
PA
USD
26359336.27000000
0.083822600106
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.70000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
8650000.00000000
PA
USD
8467184.15000000
0.026925616933
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
ASBURY AUTO GRP
043436AX2
625000.00000000
PA
USD
546608.03000000
0.001738211685
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
CK Hutchison Europe Finance 18 Ltd
2549003J58N9TB141B68
CK HUTCHISON E F
N/A
8700000.00000000
PA
8430684.18000000
0.026809547152
Long
DBT
CORP
KY
N
2
2030-04-13
Fixed
2.00000000
N
N
N
N
N
N
Freeport Indonesia PT
549300T4HTQHRKLNE619
FREEPORT INDONES
69377FAC0
12125000.00000000
PA
USD
10706338.50000000
0.034046120186
Long
DBT
CORP
ID
Y
2
2052-04-14
Fixed
6.20000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RES PRTNRS
87612BBS0
34595000.00000000
PA
USD
32712687.78000000
0.104026236400
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFL3
10107000.00000000
PA
USD
8423617.40000000
0.026787074816
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
N
BANK 2019-BNK18
N/A
BANK 2019-BN18 A4
065402BC2
12720000.00000000
PA
USD
12482517.60000000
0.039694363711
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Fixed
3.58400000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457BX7
17000000.00000000
PA
USD
15837934.91000000
0.050364579398
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.50000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2
N/A
DRIVE 2019-2 D
26208RAG0
5630000.00000000
PA
USD
5617427.65000000
0.017863400910
Long
ABS-CBDO
CORP
US
N
2
2026-08-17
Fixed
3.69000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
90265EAQ3
3000000.00000000
PA
USD
2724276.84000000
0.008663191128
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.20000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AU3
4347000.00000000
PA
USD
4465779.12000000
0.014201162483
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
AVIENT CORP
05368VAA4
1803000.00000000
PA
USD
1861567.86000000
0.005919779492
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
7.12500000
N
N
N
N
N
N
Camelot Return Merger Sub Inc
N/A
CAMELOT RETURN
13323NAA0
3702000.00000000
PA
USD
3440732.68000000
0.010941518274
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
8.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBX3
65000000.00000000
PA
USD
54065493.30000000
0.171928085669
Long
DBT
CORP
US
N
2
2032-02-04
Variable
1.95300000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAC3
10000000.00000000
PA
USD
9628313.10000000
0.030618003063
Long
DBT
CORP
US
Y
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CH3
3000000.00000000
PA
USD
2514117.21000000
0.007994884216
Long
DBT
CORP
NL
N
2
2050-04-06
Fixed
3.25000000
N
N
N
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TOPBUILD CORP
89055FAB9
628000.00000000
PA
USD
567301.66000000
0.001804017358
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAY INC
37940XAH5
35000000.00000000
PA
USD
29450343.30000000
0.093651991997
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2019-C16
N/A
UBSCM 2019-C16 ASB
90276YAC7
2287000.00000000
PA
USD
2251025.49000000
0.007158253437
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.46030000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400HD8
8000000.00000000
PA
USD
6951336.96000000
0.022105228000
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
8480318.47000000
0.026967384026
N/A
DFE
N/A
N
2
CREDIT AGRICOLE CIB
1VUV7VQFKUOQSJ21A208
158044276.00000000
EUR
170629341.70000000
USD
2022-09-21
8480318.47000000
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C40
N/A
WFCM 2017-C40 A4
95000YAY1
2880000.00000000
PA
USD
2835446.40000000
0.009016709953
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.58100000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAY6
25000000.00000000
PA
USD
24995734.50000000
0.079486351093
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBX6
100066000.00000000
PA
USD
95381251.11000000
0.303312055641
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654AV7
15970000.00000000
PA
USD
14202405.11000000
0.045163600171
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.10000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCB4
19045000.00000000
PA
USD
16054992.33000000
0.051054821259
Long
DBT
CORP
JP
N
2
2030-07-08
Fixed
2.13000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
N/A
MSBAM 2017-C34 A4
61767EAE4
6550000.00000000
PA
USD
6452536.00000000
0.020519042636
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.53600000
N
N
N
N
N
N
N/A
N/A
SCDS: (BRK)
N/A
-9400000.00000000
NC
USD
185329.57000000
0.000589347405
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
BERKSHIRE HATHWY
Y
Payout of notional amount upon default event with regard to reference instrument
2024-12-20
128619.80000000
USD
0.00000000
USD
-9400000.00000000
USD
56709.77000000
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
AZ5768587
1805000.00000000
PA
1592878.84000000
0.005065349318
Long
DBT
CORP
LU
N
2
2171-01-12
Variable
2.87500000
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST DRB_17-C
N/A
DRB 2017-C A2B
518889AC4
1075342.59000000
PA
USD
1069027.64000000
0.003399504276
Long
ABS-CBDO
CORP
US
Y
2
2042-11-25
Fixed
2.81000000
N
N
N
N
N
N
Toll Brothers Finance Corp
N/A
TOLL BR FIN CORP
88947EAT7
31758000.00000000
PA
USD
30283501.47000000
0.096301432157
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBA8
42375000.00000000
PA
USD
42774065.29000000
0.136021382821
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KBD4
25000000.00000000
PA
USD
22500103.00000000
0.071550251371
Long
DBT
CORP
NL
Y
2
2028-03-11
Fixed
1.70000000
N
N
N
N
N
N
Blackstone Mortgage Trust Inc
549300OLDJ20R2Y2UW20
BLACKSTONE MTGE
09257WAD2
2070000.00000000
PA
USD
1838906.71000000
0.005847717112
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
3.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJZ3
41700000.00000000
PA
USD
36831609.23000000
0.117124392667
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.08700000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AR0
359000.00000000
PA
USD
364379.36000000
0.001158725131
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.00000000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL
N/A
36480000.00000000
PA
USD
34564800.00000000
0.109915946989
Long
DBT
CORP
CL
N
2
2029-11-06
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-7081.23000000
-0.00002251828
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1374158.92000000
EUR
1402767.53000000
USD
2022-09-21
-7081.23000000
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CO
30161NBC4
28000000.00000000
PA
USD
26282224.64000000
0.083577385383
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
3.35000000
N
N
N
N
N
N
COMM 2014-CCRE17 Mortgage Trust
N/A
COMM 2014-CR17 AM
12631DBD4
1290000.00000000
PA
USD
1277822.40000000
0.004063470906
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.17400000
N
N
N
N
N
N
N/A
N/A
SCDS: (GM)
N/A
-1630000.00000000
NC
USD
-33988.83000000
-0.00010808436
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
GENERAL MOTORS
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
0.00000000
USD
-1118.12000000
USD
-1630000.00000000
USD
-32870.71000000
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
AMER CAMPUS COMM
024836AF5
5049000.00000000
PA
USD
4878351.58000000
0.015513141510
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.85000000
N
N
N
N
N
N
Phillips 66 Co
RVJMT2IZVVSKIRJJBH76
PHILLIPS 66 CO
718547AG7
35984000.00000000
PA
USD
34765363.70000000
0.110553738877
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
3.75000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA POWER &
341081GG6
22500000.00000000
PA
USD
20604782.48000000
0.065523138534
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.45000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAL6
3191000.00000000
PA
USD
2999905.72000000
0.009539690034
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
CENTRICA PLC
N/A
4100000.00000000
PA
5179579.51000000
0.016471045307
Long
DBT
CORP
GB
N
2
2029-03-13
Fixed
4.37500000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BB8
6129000.00000000
PA
USD
5435686.60000000
0.017285464986
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJP5
43430000.00000000
PA
USD
37731630.05000000
0.119986455828
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.65100000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXG4
32416000.00000000
PA
USD
28683153.67000000
0.091212331571
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDL0
5000000.00000000
PA
USD
4316792.60000000
0.013727385854
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
EXTRA SPACE STOR
30225VAG2
10000000.00000000
PA
USD
8121184.00000000
0.025825337627
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCC8
33950000.00000000
PA
USD
29467627.33000000
0.093706955154
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.58000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BR0
6363000.00000000
PA
USD
6442356.54000000
0.020486671988
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.90000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5
N/A
PROG 2022-SFR5 A
74332YAA7
360000.00000000
PA
USD
362952.00000000
0.001154186131
Long
ABS-CBDO
CORP
US
Y
2
2039-06-17
Fixed
4.45100000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BN2
36811000.00000000
PA
USD
33045223.66000000
0.105083699372
Long
DBT
CORP
US
N
2
2028-05-20
Fixed
1.30000000
N
N
N
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATL FI
31620RAJ4
31371000.00000000
PA
USD
28186816.52000000
0.089633981114
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
N/A
N/A
SCDS: (SPG)
N/A
-1630000.00000000
NC
USD
4947.49000000
0.000015733001
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
SIMON PROP GP LP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
15578.46000000
USD
0.00000000
USD
-1630000.00000000
USD
-10630.97000000
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
178641.56000000
0.000568079556
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
9541921.97000000
USD
7972078.59000000
GBP
2022-09-21
178641.56000000
N
N
N
Aventura Mall Trust
N/A
AVMT 2018-AVM A
05359AAA1
13621000.00000000
PA
USD
13262903.91000000
0.042175989535
Long
ABS-MBS
CORP
US
Y
2
2040-07-05
Variable
4.11230000
N
N
N
N
N
N
Republic of South Africa Government International Bond
N/A
SOUTH AFRICA
836205BA1
20000000.00000000
PA
USD
18335362.00000000
0.058306389090
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DY3
6510000.00000000
PA
USD
5573174.15000000
0.017722674930
Long
DBT
CORP
US
N
2
2030-08-20
Fixed
1.25000000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
445545AM8
12824000.00000000
PA
USD
10564980.71000000
0.033596602892
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_18-3
N/A
DRIVE 2018-3 D
26208KAG5
1100176.00000000
PA
USD
1100499.89000000
0.003499585924
Long
ABS-CBDO
CORP
US
N
2
2024-09-16
Fixed
4.30000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CD2
74653000.00000000
PA
USD
68308092.97000000
0.217219504405
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.37500000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
N/A
10894000.00000000
PA
11550890.52000000
0.036731792751
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.10000000
N
N
N
N
N
N
N/A
N/A
SCDS: (LNC)
N/A
-1630000.00000000
NC
USD
2717.31000000
0.000008641036
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
LINCOLN NATL CRP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
14488.71000000
USD
0.00000000
USD
-1630000.00000000
USD
-11771.40000000
N
N
N
DBNGP Finance Co Pty Ltd
213800Q5H1Q4B99WAX06
DBNGP FINANCE CO
N/A
30550000.00000000
PA
21197426.12000000
0.067407743303
Long
DBT
CORP
AU
N
2
2025-05-28
Fixed
4.22500000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
77586RAP5
10615000.00000000
PA
USD
10292325.76000000
0.032729561074
Long
DBT
NUSS
RO
Y
2
2034-05-25
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
MSBAM 2014-C16 B
61763MAJ9
5890000.00000000
PA
USD
5770727.50000000
0.018350893914
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
4.31760000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
77586RAK6
6746000.00000000
PA
USD
6174891.74000000
0.019636134829
Long
DBT
NUSS
RO
Y
2
2027-02-27
Fixed
3.00000000
N
N
N
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
KEMPER
488401AD2
10000000.00000000
PA
USD
9102673.40000000
0.028946470597
Long
DBT
CORP
US
N
2
2032-02-23
Fixed
3.80000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOOD
50077LBC9
30643000.00000000
PA
USD
30456710.17000000
0.096852235237
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AP2
7896000.00000000
PA
USD
6699964.38000000
0.021305864047
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
Slovenia Government International Bond
N/A
SLOVENIA
N/A
36251000.00000000
PA
USD
36361322.67000000
0.115628882998
Long
DBT
NUSS
SI
N
2
2022-10-26
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BRK)
BVN4VQBE4
-7605000.00000000
NC
USD
27778.78000000
0.000088336426
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
BERKSHIRE HATHWY
Y
Payout of notional amount upon default event with regard to reference instrument
2022-12-20
9990.89000000
USD
0.00000000
USD
-7605000.00000000
USD
17787.89000000
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
AL1168403
800000.00000000
PA
810724.57000000
0.002578101388
Long
DBT
CORP
AU
N
2
2023-11-10
Fixed
0.62500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAX4
11566000.00000000
PA
USD
12349771.84000000
0.039272232644
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BG6
26293000.00000000
PA
USD
26835015.21000000
0.085335257524
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C17
N/A
JPMBB 2013-C17 A4
46640UAD4
760000.00000000
PA
USD
760152.00000000
0.002417280786
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
4.19890000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OP
23311VAH0
2702000.00000000
PA
USD
2673692.09000000
0.008502331795
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
053484AC5
13300000.00000000
PA
USD
11847645.85000000
0.037675473695
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
1.90000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156AU3
13000000.00000000
PA
USD
11955621.73000000
0.038018836628
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.00000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABL6
7000000.00000000
PA
USD
6522728.87000000
0.020742255725
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QDH2
12289000.00000000
PA
USD
12062115.81000000
0.038357487442
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.87500000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703TAF3
20910000.00000000
PA
USD
22438798.06000000
0.071355301870
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.10000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBK7
65105000.00000000
PA
USD
64651376.36000000
0.205591157964
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.48200000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
N/A
11494000.00000000
PA
USD
11654484.98000000
0.037061222783
Long
DBT
NUSS
BM
N
2
2024-02-06
Fixed
4.85400000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BL7
10000000.00000000
PA
USD
8872512.60000000
0.028214560032
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.90000000
N
N
N
N
N
N
N/A
N/A
SCDS: (VW)
N/A
-11000000.00000000
NC
-468579.93000000
-0.00149008259
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
VOLKSWAGEN INTFN
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
EUR
-78858.73000000
EUR
-11000000.00000000
EUR
-389721.20000000
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS
059165EP1
4610000.00000000
PA
USD
4693018.95000000
0.014923784374
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RBC7
16800000.00000000
PA
USD
14814543.74000000
0.047110198942
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.90000000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
SUN COMMUNITIES
866677AE7
10000000.00000000
PA
USD
8346187.40000000
0.026540847678
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
-5519.74000000
-0.00001755275
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1464088.71000000
AUD
1018327.87000000
USD
2022-09-21
-5519.74000000
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAM1
3280000.00000000
PA
USD
2854884.55000000
0.009078523204
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
Washington Mutual Bank / Debt not acquired by JPMorgan
N/A
WASH MUT BANK FA
93933WAB2
7500000.00000000
PA
USD
750.00000000
0.000002384997
Long
DBT
CORP
US
N
2
2014-08-15
Fixed
5.65000000
Y
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
DUKE REALTY
26441YBF3
3000000.00000000
PA
USD
2503716.48000000
0.007961809930
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
1.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC24
N/A
GSMS 2014-GC24 AS
36253GAJ1
6520000.00000000
PA
USD
6448736.40000000
0.020506959921
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.16200000
N
N
N
N
N
N
Paraguay Government International Bond
N/A
PARAGUAY
N/A
2904000.00000000
PA
USD
2990622.25000000
0.009510168631
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECH IN
502431AF6
7831000.00000000
PA
USD
7158303.71000000
0.022763381565
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CD4
1500000.00000000
PA
USD
1157195.34000000
0.003679877263
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DQ0
10000000.00000000
PA
USD
8371728.20000000
0.026622067335
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CO ARPT-B
79742GAF8
6045000.00000000
PA
USD
6104240.40000000
0.019411463807
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.59400000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003AP3
3000000.00000000
PA
USD
2757750.48000000
0.008769637190
Long
DBT
CORP
US
N
2
2029-11-04
Fixed
2.95000000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HAS8
5000000.00000000
PA
USD
4193221.15000000
0.013334429061
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
2.67900000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBB4
19465000.00000000
PA
USD
17924768.81000000
0.057000704136
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.37500000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAP7
14877000.00000000
PA
USD
13121816.45000000
0.041727331890
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
REGENCY CENTERS
75884RBA0
22150000.00000000
PA
USD
20728904.95000000
0.065917847568
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP FINANCIAL
125094AQ5
8000000.00000000
PA
USD
8004506.00000000
0.025454301982
Long
DBT
NUSS
CA
Y
2
2024-07-24
Fixed
3.15000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES
03674XAS5
4349000.00000000
PA
USD
4273455.57000000
0.013589574245
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
SCDS: (MET)
N/A
-1630000.00000000
NC
USD
22916.11000000
0.000072873152
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
METLIFE INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
24911.54000000
USD
0.00000000
USD
-1630000.00000000
USD
-1995.43000000
N
N
N
WFRBS Commercial Mortgage Trust 2012-C9
N/A
WFRBS 2012-C9 AS
92930RAC6
2870000.00000000
PA
USD
2864575.70000000
0.009109341028
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
3.38800000
N
N
N
N
N
N
Aon Corp / Aon Global Holdings PLC
N/A
AON CORP/AON GLO
03740LAD4
6400000.00000000
PA
USD
6131632.32000000
0.019498570020
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
2.85000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BP3
7138000.00000000
PA
USD
6341162.72000000
0.020164875983
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.85000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
ARAMARK SERV INC
038522AR9
1472000.00000000
PA
USD
1474119.74000000
0.004687695782
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Fresenius Finance Ireland PLC
549300GFSOR556BX2290
FRESENIUS FIN IR
N/A
1000000.00000000
PA
1022002.07000000
0.003249963122
Long
DBT
CORP
IE
N
2
2024-01-30
Fixed
1.50000000
N
N
N
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
SBSN INDO III
71567PAV2
9560000.00000000
PA
USD
9894469.12000000
0.031464378306
Long
DBT
CORP
ID
Y
2
2032-06-06
Fixed
4.70000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CBA1
25081000.00000000
PA
USD
23025952.40000000
0.073222450683
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.45000000
N
N
N
N
N
N
Hudsons Bay Simon JV Trust 2015-HBS
N/A
HBCT 2015-HB7 A7
44422PAU6
4750000.00000000
PA
USD
4468325.00000000
0.014209258373
Long
ABS-MBS
CORP
US
Y
2
2034-08-05
Fixed
3.91410000
N
N
N
N
N
N
N/A
N/A
SCDS: (KR)
N/A
-1630000.00000000
NC
USD
32162.77000000
0.000102277499
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
KROGER CO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
26017.81000000
USD
0.00000000
USD
-1630000.00000000
USD
6144.96000000
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL C
92328MAA1
3135000.00000000
PA
USD
2903159.07000000
0.009232036014
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGL7
29256000.00000000
PA
USD
28514867.99000000
0.090677183678
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.70500000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST_20-A
N/A
SRT 2020-B D
80286RAG2
7460000.00000000
PA
USD
7185412.32000000
0.022849586853
Long
ABS-CBDO
CORP
US
Y
2
2025-10-20
Fixed
1.98000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844CK2
10000000.00000000
PA
USD
8968091.10000000
0.028518499338
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
8485850.01000000
0.026984974305
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
158044275.86000000
EUR
170634873.10000000
USD
2022-09-21
8485850.01000000
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
-31349.74000000
-0.00009969206
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
1139381.28000000
GBP
1357927.60000000
USD
2022-09-21
-31349.74000000
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP
35137LAH8
61320000.00000000
PA
USD
62372541.86000000
0.198344471969
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.70900000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EH9
85000000.00000000
PA
USD
76984127.70000000
0.244809265476
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.40000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO
29717PAW7
4053000.00000000
PA
USD
3263596.50000000
0.010378225821
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448FM5
34165000.00000000
PA
USD
35280835.39000000
0.112192937106
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HBW4
27300000.00000000
PA
USD
26512011.44000000
0.084308106629
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C
N/A
WOART 2021-C C
98164CAF6
510000.00000000
PA
USD
467337.89000000
0.001486132908
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
1.06000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
GOODYEAR TIRE
382550BN0
1443000.00000000
PA
USD
1315150.29000000
0.004182173470
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-B
N/A
SOFI 2017-B A2FX
83403YAB0
634085.96000000
PA
USD
629540.32000000
0.002001936086
Long
ABS-CBDO
CORP
US
Y
2
2040-05-25
Fixed
2.74000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
51700000.00000000
PA
35521330.84000000
0.112957711823
Long
DBT
CORP
AU
N
2
2030-09-10
Floating
3.30620000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AT5
15121000.00000000
PA
USD
15589936.08000000
0.049575943958
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
N/A
BAKER HUGHES
05723KAE0
25339000.00000000
PA
USD
24561879.98000000
0.078106695188
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.33700000
N
N
N
N
N
N
PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY PHEAA_16-2A
N/A
PHEAA 2016-2A A
69343VAA0
4657527.92000000
PA
USD
4609216.78000000
0.014657293757
Long
ABS-CBDO
CORP
US
Y
2
2065-11-25
Floating
3.20900000
N
N
N
N
N
N
Dominican Republic International Bond
N/A
DOMINICAN REPUBL
25714PEN4
8962000.00000000
PA
USD
8125041.15000000
0.025837603351
Long
DBT
NUSS
DO
Y
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
46532.96000000
0.000147974655
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
1728541.26000000
EUR
1819968.13000000
USD
2022-09-21
46532.96000000
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BS1
5000000.00000000
PA
USD
3853304.80000000
0.012253496219
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397C27
7855000.00000000
PA
USD
7716973.98000000
0.024539951132
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC
291011BR4
35550000.00000000
PA
USD
31659029.75000000
0.100675607431
Long
DBT
CORP
US
N
2
2031-12-21
Fixed
2.20000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
-9481.81000000
-0.00003015212
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
1242654.23000000
AUD
859515.10000000
USD
2022-09-21
-9481.81000000
N
N
N
Morgan Stanley Capital I Trust 2016-UB11
N/A
MSC 2016-UB11 A4
61767FBA8
2778000.00000000
PA
USD
2654323.44000000
0.008440739553
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.78200000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
ENSTAR GROUP LTD
29359UAC3
12000000.00000000
PA
USD
9645770.88000000
0.030673518745
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS
N/A
20500000.00000000
PA
12375207.64000000
0.039353118402
Long
DBT
CORP
AU
N
2
2028-09-27
Fixed
3.15000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AZ5
29868000.00000000
PA
USD
29447027.56000000
0.093641447955
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BX1
40000000.00000000
PA
USD
33175656.00000000
0.105498473772
Long
DBT
CORP
JP
N
2
2032-07-20
Variable
2.30900000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RBB9
295000.00000000
PA
USD
272358.93000000
0.000866100475
Long
DBT
CORP
US
N
2
2029-06-21
Fixed
3.40000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB 2014-C18 C
46641JBC9
2500000.00000000
PA
USD
2352100.00000000
0.007479670037
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.78780000
N
N
N
N
N
N
N/A
N/A
SCDS: (CB)
N/A
-1630000.00000000
NC
USD
42152.61000000
0.000134045157
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ACE INA HOLDINGS
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
41128.18000000
USD
0.00000000
USD
-1630000.00000000
USD
1024.43000000
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516BU9
14138000.00000000
PA
USD
13454705.23000000
0.042785917084
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.70000000
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
DUKE REALTY
26441YBC0
5000000.00000000
PA
USD
4600564.90000000
0.014629780808
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CR1
18000000.00000000
PA
USD
16958940.84000000
0.053929374461
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.95000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BP3
20000000.00000000
PA
USD
19454479.00000000
0.061865177361
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QAE0
26842000.00000000
PA
USD
27576155.01000000
0.087692079580
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
4.23400000
N
N
N
N
N
N
INEOS Quattro Finance 2 Plc
213800V48W4Y5MT5Q131
INEOS QUATTRO FI
45674GAA2
1085000.00000000
PA
USD
955896.38000000
0.003039747252
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556BZ4
25879000.00000000
PA
USD
24518871.19000000
0.077969927382
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.60000000
N
N
N
N
N
N
Clarios Global LP / Clarios US Finance Co
N/A
CLARIOS GLOBAL
69867DAC2
5830000.00000000
PA
USD
5880656.35000000
0.018700467285
Long
DBT
CORP
N/A
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3
N/A
SDART 2022-3 B
80285UAE1
1700000.00000000
PA
USD
1693452.62000000
0.005385173598
Long
ABS-CBDO
CORP
US
N
2
2027-08-16
Fixed
4.13000000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
ACTIVISION BLIZZ
00507VAP4
20703000.00000000
PA
USD
17263636.49000000
0.054898305596
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.35000000
N
N
N
N
N
N
Aurizon Network Pty Ltd
549300FNL9A7DVZKZ444
AURIZON NETWORK
N/A
34840000.00000000
PA
24205875.10000000
0.076974600875
Long
DBT
CORP
AU
N
2
2024-06-21
Fixed
4.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QCG5
6070000.00000000
PA
USD
5514784.75000000
0.017536996836
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
INVITATION HOMES
46188BAA0
4000000.00000000
PA
USD
3142525.96000000
0.009993221914
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL
200447AK6
7250000.00000000
PA
USD
5742302.98000000
0.018260504037
Long
DBT
CORP
MX
Y
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
113434.69000000
0.000360721930
N/A
DFE
N/A
N
2
CREDIT AGRICOLE CIB
1VUV7VQFKUOQSJ21A208
5060261.15000000
EUR
5305121.62000000
USD
2022-09-21
113434.69000000
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDL1
1804000.00000000
PA
USD
1678418.13000000
0.005337363971
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
-41058.74000000
-0.00013056665
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
2151947.60000000
GBP
2582867.14000000
USD
2022-09-21
-41058.74000000
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLA
26444HAH4
25380000.00000000
PA
USD
23372511.80000000
0.074324508402
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABT1
6810000.00000000
PA
USD
6025541.46000000
0.019161201444
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
LAUREL ROAD PRIME STUDENT LOAN TRUST LRK_19-A
N/A
LRK 2019-A A2FX
51889RAB5
2524056.46000000
PA
USD
2463525.04000000
0.007834001287
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Fixed
2.73000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDS
15089QAN4
15000000.00000000
PA
USD
15447158.85000000
0.049121912850
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATION
92840VAA0
2379000.00000000
PA
USD
2409095.18000000
0.007660914517
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
Aliaxis Finance SA
549300ZQUFZTQGVPBD44
ALIAXIS FINANCE
N/A
7500000.00000000
PA
5991302.10000000
0.019052320396
Long
DBT
CORP
BE
N
2
2028-11-08
Fixed
0.87500000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
AMER CAMPUS COMM
024836AH1
22000000.00000000
PA
USD
20925789.72000000
0.066543940470
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co LLC
N/A
TRANSCONT GAS PL
893574AK9
1286000.00000000
PA
USD
1271498.02000000
0.004043359399
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (AIG)
N/A
-1630000.00000000
NC
USD
19774.23000000
0.000062881984
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
AMER INTL GROUP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
15578.46000000
USD
0.00000000
USD
-1630000.00000000
USD
4195.77000000
N
N
N
BANK 2017-BNK7
N/A
BANK 2017-BNK7 A5
06541XAF7
3990000.00000000
PA
USD
3927037.80000000
0.012487966910
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
3.43500000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
DIGITAL REALTY
25389JAR7
21675000.00000000
PA
USD
21166233.78000000
0.067308551767
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887CJ6
3465000.00000000
PA
USD
3167639.80000000
0.010073083840
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFR0
36784000.00000000
PA
USD
30744917.28000000
0.097768732871
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RGQ9
68644000.00000000
PA
USD
68832274.70000000
0.218886400532
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CK3
23560000.00000000
PA
USD
19460591.81000000
0.061884616077
Long
DBT
CORP
GB
N
2
2031-08-18
Variable
2.35700000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434LAC9
9725000.00000000
PA
USD
8744965.17000000
0.027808959636
Long
DBT
CORP
US
N
2
2030-06-17
Fixed
3.40000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400HM8
7000000.00000000
PA
USD
6174850.64000000
0.019636004131
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
WESCO Distribution Inc
549300I2CEZJG9N4AH67
WESCO DISTRIBUT
95081QAP9
4463000.00000000
PA
USD
4654491.93000000
0.014801268580
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RBD5
10806000.00000000
PA
USD
9592524.78000000
0.030504196327
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-10713.59000000
-0.00003406917
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
879811.99000000
EUR
891949.00000000
USD
2022-09-21
-10713.59000000
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GE8
3000000.00000000
PA
USD
2664453.27000000
0.008472952378
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.30000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
641062AW4
6500000.00000000
PA
USD
5888725.12000000
0.018726125946
Long
DBT
CORP
US
Y
2
2028-09-14
Fixed
1.50000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460DAD1
18527000.00000000
PA
USD
17876724.35000000
0.056847922916
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.38500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BM5
41735000.00000000
PA
USD
38501428.96000000
0.122434413756
Long
DBT
CORP
JP
N
2
2029-07-18
Fixed
3.19500000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813CS6
60000000.00000000
PA
USD
52068426.00000000
0.165577418416
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.53900000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
83044.15000000
0.000264080115
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
3799871.00000000
EUR
3981605.91000000
USD
2022-09-21
83044.15000000
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAS9
26000000.00000000
PA
USD
20707750.44000000
0.065850576298
Long
DBT
NUSS
MX
N
2
2052-02-12
Fixed
4.40000000
N
N
N
N
N
N
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
N/A
MSBAM 2012-CKSV A2
553514AC4
3690000.00000000
PA
USD
3642325.20000000
0.011582581805
Long
ABS-MBS
CORP
US
Y
2
2030-10-15
Fixed
3.27700000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL
723787AQ0
44700000.00000000
PA
USD
37740100.93000000
0.120013393198
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690BT6
16016000.00000000
PA
USD
13498622.10000000
0.042925572581
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.40000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
-37804.99000000
-0.00012021974
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
2291616.00000000
AUD
1564738.32000000
USD
2022-09-21
-37804.99000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MY4
24563000.00000000
PA
USD
21099680.86000000
0.067096913707
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.56100000
N
N
N
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP
117043AT6
8390000.00000000
PA
USD
6448852.01000000
0.020507327560
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
Essential Properties LP
254900XX9FNFCDE1NX02
ESSENTIAL PROPER
29670VAA7
20000000.00000000
PA
USD
15954873.20000000
0.050736442764
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543CY7
4000000.00000000
PA
USD
4141524.12000000
0.013170032681
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
4.80000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WBA2
5000000.00000000
PA
USD
5168498.05000000
0.016435806302
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.45000000
N
N
N
N
N
N
TSMC Global Ltd
549300N2ZLI21P85T117
TSMC GLOBAL LTD
872882AN5
5670000.00000000
PA
USD
5842407.97000000
0.018578837566
Long
DBT
CORP
VG
Y
2
2032-07-22
Fixed
4.62500000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203RAP9
15554000.00000000
PA
USD
12546504.85000000
0.039897842950
Long
DBT
CORP
US
N
2
2030-12-10
Fixed
2.00000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAT6
2000000.00000000
PA
USD
1944156.30000000
0.006182410452
Long
DBT
CORP
JP
N
2
2029-09-11
Variable
4.25400000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913YAW0
1736000.00000000
PA
USD
1693229.84000000
0.005384465159
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
N
easyJet FinCo BV
2138005GUMKABRAKJU30
EASYJET FINCO
N/A
200000.00000000
PA
175807.10000000
0.000559065982
Long
DBT
CORP
NL
N
2
2028-03-03
Fixed
1.87500000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AU2
55450000.00000000
PA
USD
52502798.12000000
0.166958720287
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Chemours Co/The
549300M1BOLNXL8DOV14
CHEMOURS CO
163851AH1
4943000.00000000
PA
USD
4337158.09000000
0.013792148043
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
SAUDI ARAB OIL
N/A
10000000.00000000
PA
USD
9798472.00000000
0.031159107789
Long
DBT
CORP
SA
N
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
609207AX3
18643000.00000000
PA
USD
15297460.14000000
0.048645871459
Long
DBT
CORP
US
N
2
2031-02-04
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
2020805.69000000
0.006426155253
N/A
DFE
N/A
N
2
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
154049339.00000000
AUD
109748600.34000000
USD
2022-09-21
2020805.69000000
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DE5
15970000.00000000
PA
USD
16391077.00000000
0.052123569372
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
3.90000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U3A9
20000000.00000000
PA
USD
20462838.00000000
0.065071755568
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.80800000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
11954000.00000000
PA
8507123.20000000
0.027052622977
Long
DBT
NUSS
RO
Y
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550BC1
26285000.00000000
PA
USD
26712362.03000000
0.084945220827
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.75000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL
02005NBP4
24000000.00000000
PA
USD
20449317.12000000
0.065028759215
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
Ascension Health
N/A
ASCENSION HEALTH
04352EAA3
2500000.00000000
PA
USD
2314735.43000000
0.007360850831
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53200000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
AMER CAMPUS COMM
024836AD0
880000.00000000
PA
USD
878602.86000000
0.002793954120
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.62500000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DX2
48038000.00000000
PA
USD
42047661.40000000
0.133711420910
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
1.30000000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
UPJOHN INC
92556VAD8
6456000.00000000
PA
USD
5292276.63000000
0.016829421767
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BS7
7500000.00000000
PA
USD
7363293.38000000
0.023415248021
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
4.15000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
N/A
1800000.00000000
PA
1728286.51000000
0.005495945251
Long
DBT
CORP
NL
N
2
2040-06-09
Fixed
2.37500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-2
N/A
FORDR 2020-2 B
34532JAB0
2690000.00000000
PA
USD
2477788.59000000
0.007879359328
Long
ABS-CBDO
CORP
US
Y
2
2033-04-15
Fixed
1.49000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EBC2
18750000.00000000
PA
USD
18052081.69000000
0.057405558663
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.20000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189TAV9
7193000.00000000
PA
USD
7101397.79000000
0.022582420932
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.25000000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919BD7
40000000.00000000
PA
USD
34691018.40000000
0.110317321074
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.60000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DU9
57300000.00000000
PA
USD
55042444.75000000
0.175034787973
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BN2
3628000.00000000
PA
USD
3328409.05000000
0.010584329511
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
92857WBK5
38026000.00000000
PA
USD
38705669.12000000
0.123083896773
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.37500000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AW4
23800000.00000000
PA
USD
20363428.51000000
0.064755633726
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAT5
17656000.00000000
PA
USD
17585867.37000000
0.055922998704
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639AZ9
10000000.00000000
PA
USD
8529714.80000000
0.027124464188
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
2.60000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GZM9
42600000.00000000
PA
USD
38007443.95000000
0.120863543096
Long
DBT
CORP
US
N
2
2033-02-24
Variable
3.10200000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XDW3
13985000.00000000
PA
USD
14033879.25000000
0.044627688507
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
Brandywine Operating Partnership LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER
105340AQ6
27776000.00000000
PA
USD
26422402.19000000
0.084023149518
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-C
N/A
SOFI 2017-C A1
83405DAA6
93039.78000000
PA
USD
92520.95000000
0.000294216307
Long
ABS-CBDO
CORP
US
Y
2
2040-07-25
Floating
2.22360000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491AU9
13000000.00000000
PA
USD
12202295.95000000
0.038803259813
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBR6
36575000.00000000
PA
USD
33330798.23000000
0.105991825538
Long
DBT
CORP
US
N
2
2028-06-01
Variable
2.18200000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XBQ8
8276000.00000000
PA
USD
8130349.43000000
0.025854483664
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4.00000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CU7
64624000.00000000
PA
USD
65918587.39000000
0.209620884750
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CC1
29752000.00000000
PA
USD
27914074.66000000
0.088766662923
Long
DBT
CORP
GB
N
2
2030-05-22
Variable
3.97300000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBD4
54130000.00000000
PA
USD
54019435.14000000
0.171781620876
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4
N/A
GMCAR 2021-4 B
362554AE7
760000.00000000
PA
USD
701870.26000000
0.002231945050
Long
ABS-CBDO
CORP
US
N
2
2027-10-18
Fixed
1.25000000
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON
41283LBA2
42910000.00000000
PA
USD
39217411.27000000
0.124711235078
Long
DBT
CORP
US
Y
2
2027-02-14
Fixed
3.05000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NY DORM AUTH-A-TXBL
649907XX5
2000000.00000000
PA
USD
2030516.40000000
0.006457035278
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
3.89200000
N
N
N
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
BRIGHTHOUSE FINA
10922NAG8
1550000.00000000
PA
USD
1570925.45000000
0.004995537613
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
HONDA MOTOR CO
438127AC6
21035000.00000000
PA
USD
19705199.27000000
0.062662466971
Long
DBT
CORP
JP
N
2
2032-03-10
Fixed
2.96700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKQ1
43700000.00000000
PA
USD
43964961.84000000
0.139808429819
Long
DBT
CORP
US
N
2
2033-04-27
Variable
4.57100000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL
N/A
19530000.00000000
PA
USD
18222771.17000000
0.057948350632
Long
DBT
CORP
CL
N
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCS8
500000000.00000000
PA
USD
443906250.00000000
1.411620372272
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
ATHENE HOLDING
04686JAC5
16561000.00000000
PA
USD
14498716.96000000
0.046105870851
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
EURO-BOBL FUTURE Sep22
N/A
-1174.00000000
NC
-3857381.59000000
-0.01226646039
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 5 Year Euro BOBL Future
2022-09-08
-156538272.68000000
EUR
-3857381.59000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U3B7
79330000.00000000
PA
USD
82133728.46000000
0.261184978460
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.89700000
N
N
N
N
N
N
Benchmark 2018-B1 Mortgage Trust
N/A
BMARK 2018-B1 AM
08162PAZ4
2350000.00000000
PA
USD
2295738.50000000
0.007300440658
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
3.87800000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
ESKOM HOLDINGS
EK7413587
2800000.00000000
PA
USD
2612400.00000000
0.008307423156
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680AY9
29767000.00000000
PA
USD
27091761.42000000
0.086151709603
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
N
N
N
N
N
N
SBL Holdings Inc
N/A
SBL HOLDINGS INC
78397DAB4
17773000.00000000
PA
USD
14827825.51000000
0.047152434926
Long
DBT
CORP
US
Y
2
2031-02-18
Fixed
5.00000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS
44107TAY2
6252000.00000000
PA
USD
5487337.89000000
0.017449715914
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.37500000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
ENSTAR GROUP LTD
29359UAB5
20380000.00000000
PA
USD
19578593.18000000
0.062259860034
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913YBC3
12000000.00000000
PA
USD
10487977.68000000
0.033351733518
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.80000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBE7
75705000.00000000
PA
USD
70627861.59000000
0.224596360764
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
DUKE REALTY
26441YBA4
23983000.00000000
PA
USD
23048643.90000000
0.073294609576
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.37500000
N
N
N
N
N
N
Daimler Trucks Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS
233853AG5
10000000.00000000
PA
USD
8847853.10000000
0.028136142905
Long
DBT
CORP
US
Y
2
2028-12-14
Fixed
2.37500000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY
125896BU3
15000000.00000000
PA
USD
13892222.85000000
0.044177221634
Long
DBT
CORP
US
N
2
2050-06-01
Variable
4.75000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAS5
25069000.00000000
PA
USD
24864354.48000000
0.079068563074
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BG8
2000000.00000000
PA
USD
1847160.98000000
0.005873965663
Long
DBT
CORP
US
N
2
2029-09-04
Fixed
2.25000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_16-A
N/A
SMB 2016-A A2A
78449FAB7
1540452.81000000
PA
USD
1513309.11000000
0.004812317846
Long
ABS-CBDO
CORP
US
Y
2
2031-05-15
Fixed
2.70000000
N
N
N
N
N
N
Benchmark 2019-B15 Mortgage Trust
N/A
BMARK 2019-B15 A5
08160KAE4
11750000.00000000
PA
USD
11035482.50000000
0.035092796992
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
2.92800000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JW8
70397000.00000000
PA
USD
61826834.02000000
0.196609122885
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967BL4
260000.00000000
PA
USD
293261.71000000
0.000932571245
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.62500000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBE8
19607000.00000000
PA
USD
16738484.53000000
0.053228324141
Long
DBT
CORP
JP
N
2
2031-05-25
Variable
2.59100000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
MAGALLANES INC
55903VAJ2
65530000.00000000
PA
USD
62370779.70000000
0.198338868306
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP5
N/A
JPMCC 2017-JP5 A5
46647TAS7
6680000.00000000
PA
USD
6634308.80000000
0.021097079525
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.72320000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35908MAB6
4301000.00000000
PA
USD
3625621.88000000
0.011529465304
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HBA6
10000000.00000000
PA
USD
8401181.50000000
0.026715728730
Long
DBT
CORP
JP
N
2
2032-01-22
Fixed
2.99900000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659BE0
3450000.00000000
PA
USD
3479048.17000000
0.011063361403
Long
DBT
CORP
US
Y
2
2053-05-01
Fixed
4.60000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807BS0
32630000.00000000
PA
USD
33718119.79000000
0.107223506788
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.40000000
N
N
N
N
N
N
N/A
N/A
SCDS: (GE)
N/A
-1630000.00000000
NC
USD
-6053.27000000
-0.00001924937
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
GEN ELECTRIC CO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
6371.10000000
USD
0.00000000
USD
-1630000.00000000
USD
-12424.37000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKJ7
28500000.00000000
PA
USD
26486557.65000000
0.084227163663
Long
DBT
CORP
US
N
2
2028-02-04
Variable
2.55100000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
ARAMARK SERV INC
038522AQ1
2610000.00000000
PA
USD
2548398.13000000
0.008103897426
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741AN8
4930000.00000000
PA
USD
5414972.63000000
0.017219594632
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
7.37500000
N
N
N
N
N
N
Graham Packaging Co Inc
549300YS0ZFT826HIK72
GRAHAM PKG CO IN
384701AA6
2243000.00000000
PA
USD
1899463.02000000
0.006040285973
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.12500000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CW8
10000000.00000000
PA
USD
8911584.40000000
0.028338808224
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
2.30000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AW8
56800000.00000000
PA
USD
48801747.76000000
0.155189392671
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY
431282AP7
23615000.00000000
PA
USD
23124236.85000000
0.073534994901
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.87500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CV9
15000000.00000000
PA
USD
12789255.45000000
0.040669789036
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.20600000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AT6
10131000.00000000
PA
USD
9897288.26000000
0.031473343162
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.55000000
N
N
N
N
N
N
UAE INTERNATIONAL GOVERNMENT BOND
N/A
UAE INTL BOND
31424EAD4
15165000.00000000
PA
USD
15789868.67000000
0.050211728918
Long
DBT
NUSS
AE
Y
2
2032-07-07
Fixed
4.05000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBL9
3000000.00000000
PA
USD
2610802.11000000
0.008302341871
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106LBQ1
15320000.00000000
PA
USD
13738259.48000000
0.043687618639
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.00000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DAR0
34696000.00000000
PA
USD
33474361.82000000
0.106448357268
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
Credit Suisse AG/London
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE LD
N/A
600000.00000000
PA
564079.39000000
0.001793770550
Long
DBT
CORP
CH
N
2
2026-01-05
Fixed
0.25000000
N
N
N
N
N
N
Pacific National Finance Pty Ltd
213800SSTRDXLWWVF948
PACIFIC NTNL FIN
N/A
22860000.00000000
PA
15835183.84000000
0.050355831005
Long
DBT
CORP
AU
N
2
2027-05-12
Fixed
5.40000000
N
N
N
N
N
N
CrownRock LP / CrownRock Finance Inc
N/A
CROWNROCK LP/CR
228701AG3
1220000.00000000
PA
USD
1133575.33000000
0.003604765711
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
Jefferies Group LLC / Jefferies Group Capital Finance Inc
N/A
JEFFERIES GROUP
47233JGT9
5000000.00000000
PA
USD
4033064.65000000
0.012825131934
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
Entegris Escrow Corp
N/A
ENTEGRIS ESCROW
29365BAB9
5945000.00000000
PA
USD
5892677.70000000
0.018738695137
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCH2
15000000.00000000
PA
USD
14952051.75000000
0.047547473948
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.55000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
251526CK3
30350000.00000000
PA
USD
24877831.27000000
0.079111419221
Long
DBT
CORP
DE
N
2
2032-05-28
Variable
3.03500000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLA
26444HAK7
10000000.00000000
PA
USD
8915994.70000000
0.028352832963
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
TRUIST BANK
89788KAA4
34140000.00000000
PA
USD
29340861.68000000
0.093303840816
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
BANK 2017-BNK7
N/A
BANK 2017-BNK7 A4
06541XAE0
6629000.00000000
PA
USD
6383395.55000000
0.020299176239
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
3.17500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-3078.83000000
-0.00000979066
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
891914.84000000
EUR
912000.94000000
USD
2022-09-21
-3078.83000000
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EF6
11175000.00000000
PA
USD
10365352.03000000
0.032961784366
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
4.11000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
268317AU8
5000000.00000000
PA
USD
5017225.60000000
0.015954760423
Long
DBT
CORP
FR
Y
2
2028-09-21
Fixed
4.50000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HU0
20000000.00000000
PA
USD
20277601.40000000
0.064482703807
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.10000000
N
N
N
N
N
N
Volkswagen Financial Services NV
529900ZTQC8D1TW6BL41
VOLKSWAGEN FIN
N/A
4000000.00000000
PA
4140672.44000000
0.013167324342
Long
DBT
CORP
NL
N
2
2028-09-14
Fixed
1.37500000
N
N
N
N
N
N
United Airlines 2020-1 Class A Pass Through Trust
N/A
UNTD AIR 20-1 A
90931GAA7
34517614.68000000
PA
USD
34572739.66000000
0.109941195081
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
ICE: (CDX.NA.HY.37.V2)
N/A
18324900.00000000
NC
USD
-438588.16000000
-0.00139470886
N/A
DCR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.37.V1)
2I65BRYQ7
Y
Receipt of notional amount upon default event with regard to reference instrument
2026-12-20
0.00000000
USD
-1734451.79000000
USD
18324900.00000000
USD
1295863.63000000
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROPER TECHNOLOGI
776743AJ5
18380000.00000000
PA
USD
15474503.75000000
0.049208869540
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
ENLINK MIDSTREA
29336TAA8
2020000.00000000
PA
USD
1917241.06000000
0.006096820080
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE BK LTD
556079AD3
15000000.00000000
PA
USD
12187000.50000000
0.038754620334
Long
DBT
CORP
AU
Y
2
2036-03-03
Variable
3.05200000
N
N
N
N
N
N
Dominican Republic International Bond
N/A
DOMINICAN REPUBL
N/A
6950000.00000000
PA
USD
6003705.38000000
0.019091762784
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
AON CORP
037389BE2
32426000.00000000
PA
USD
29358333.73000000
0.093359401876
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EW9
32530000.00000000
PA
USD
30864771.08000000
0.098149867549
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.62500000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
432024822.30000000
NS
USD
431852012.37000000
1.373287937415
Long
STIV
CORP
US
N
1
N
N
N
Northwestern Memorial Healthcare Obligated Group
N/A
NORTHWESTERN MEM
668103AC8
2500000.00000000
PA
USD
1823425.20000000
0.005798485963
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.63300000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXR0
31460000.00000000
PA
USD
25919941.19000000
0.082425325239
Long
DBT
CORP
US
N
2
2032-01-27
Variable
1.99200000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAF2
30200000.00000000
PA
USD
28539741.11000000
0.090756280116
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80000000
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046AN9
11000000.00000000
PA
USD
9160733.67000000
0.029131102059
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCT6
81690000.00000000
PA
USD
83848195.07000000
0.266636976476
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACC
65480CAD7
15835000.00000000
PA
USD
13017819.85000000
0.041396623054
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
2.45000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE
22003BAN6
20000000.00000000
PA
USD
16348338.00000000
0.051987659497
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (INDON)
N/A
-15000000.00000000
NC
USD
-107439.51000000
-0.00034165727
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
INDONESIA (REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
40148.77000000
USD
0.00000000
USD
-15000000.00000000
USD
-147588.28000000
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR ELECTRIC
67021CAP2
1460000.00000000
PA
USD
1474892.73000000
0.004690153888
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
ADVANCED DRAINAG
00790RAB0
648000.00000000
PA
USD
658163.04000000
0.002092956239
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.37500000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE CAPITAL
862121AC4
7000000.00000000
PA
USD
5893683.39000000
0.018741893228
Long
DBT
CORP
US
N
2
2030-11-18
Fixed
2.75000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278XAN9
16529000.00000000
PA
USD
15587771.63000000
0.049569061015
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
HUBBELL INC
443510AK8
15000000.00000000
PA
USD
13034333.70000000
0.041449137041
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.30000000
N
N
N
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
WYNDHAM HOTELS &
98311AAB1
4375000.00000000
PA
USD
4047709.84000000
0.012871703588
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY
25179MBD4
3389000.00000000
PA
USD
3404088.37000000
0.010824989492
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBS3
20000000.00000000
PA
USD
17860099.80000000
0.056795056903
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
2.55000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967ME8
34793000.00000000
PA
USD
33682676.74000000
0.107110798009
Long
DBT
CORP
US
N
2
2030-03-20
Variable
3.98000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AZ2
24866000.00000000
PA
USD
22214305.43000000
0.070641416066
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-RC1
N/A
WFCM 2017-RC1 A4
95001FAX3
2712000.00000000
PA
USD
2680350.96000000
0.008523506979
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
3.63100000
N
N
N
N
N
N
MIWD Holdco II LLC / MIWD Finance Corp
N/A
MIWD HLD/MIWD FI
55337PAA0
1113000.00000000
PA
USD
939398.08000000
0.002987282714
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220921
N/A
1.00000000
NC
-113.00000000
-0.00000035933
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
8325654.00000000
JPY
62586.13000000
USD
2022-09-21
-113.00000000
N
N
N
BBCMS Mortgage Trust 2022-C16
N/A
BBCMS 2022-C16 A5
05552YAE6
3830000.00000000
PA
USD
4046778.00000000
0.012868740340
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
4.60000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAN3
21700000.00000000
PA
USD
21732797.16000000
0.069110221398
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT AH4R_15-SFR2
N/A
AH4R 2015-SFR2 A
02666BAA4
2640004.60000000
PA
USD
2618277.36000000
0.008326113141
Long
ABS-CBDO
CORP
US
Y
2
2052-10-17
Fixed
3.73200000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
1439717.85000000
0.004578297889
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
56595138.00000000
GBP
70447646.95000000
USD
2022-09-21
1439717.85000000
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
ELECTRONIC ARTS
285512AE9
49437000.00000000
PA
USD
41714237.61000000
0.132651134387
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B
N/A
SMB 2017-B A2A
83189DAB6
4168398.18000000
PA
USD
4079974.37000000
0.012974304684
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Fixed
2.82000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBL8
20000000.00000000
PA
USD
17522925.40000000
0.055722843452
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.55000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
N/A
12860000.00000000
PA
USD
13200253.74000000
0.041976762207
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
EK2783257
3237000.00000000
PA
3330984.32000000
0.010592518861
Long
DBT
CORP
FR
N
2
2170-10-08
Variable
3.87500000
N
N
N
N
N
N
Bausch Health Americas Inc
KOO0397YRO83WY5MGD97
VALEANT PHARMA
91911XAV6
2698000.00000000
PA
USD
1886662.73000000
0.005999581094
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL
N/A
3890000.00000000
PA
USD
3109287.89000000
0.009887524964
Long
DBT
CORP
MX
N
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKC2
25000000.00000000
PA
USD
20224679.00000000
0.064314410754
Long
DBT
CORP
US
N
2
2036-09-21
Variable
2.48200000
N
N
N
N
N
N
Southern Co Gas Capital Corp
E8CD46SWUD2TSN8PA636
SOUTHERN GAS
8426EPAD0
10833000.00000000
PA
USD
8906068.86000000
0.028321268825
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP
35137LAL9
24000000.00000000
PA
USD
22537573.44000000
0.071669407244
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAF3
37277000.00000000
PA
USD
36119754.17000000
0.114860695986
Long
DBT
CORP
US
N
2
2028-05-01
Variable
3.54000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CW6
13815000.00000000
PA
USD
12661308.11000000
0.040262916928
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BN1
1758000.00000000
PA
USD
1831400.53000000
0.005823847485
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.87500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKK4
50000000.00000000
PA
USD
44175142.00000000
0.140476802016
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWIDE
68902VAK3
28769000.00000000
PA
USD
25753091.36000000
0.081894743344
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
Hudson Yards 2019-30HY Mortgage Trust
N/A
HY 2019-30HY A
44421GAA1
5810000.00000000
PA
USD
5423228.30000000
0.017245847635
Long
ABS-MBS
CORP
US
Y
2
2039-07-10
Fixed
3.22800000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165BAP8
1157000.00000000
PA
USD
1119091.03000000
0.003558705687
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
5.15000000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_19-1
N/A
CPART 2019-1A A4
13646BAJ7
2090000.00000000
PA
USD
2082458.24000000
0.006622210153
Long
ABS-CBDO
CORP
CA
Y
2
2024-06-19
Fixed
2.96000000
N
N
N
N
N
N
INVITATION HOMES TRUST IHSFR_18-SFR1
N/A
IHSFR 2018-SFR1 A
46185JAA6
7868973.53000000
PA
USD
7741496.16000000
0.024617931582
Long
ABS-CBDO
CORP
US
Y
2
2037-03-17
Floating
2.85600000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTL GAME TECH
460599AD5
385000.00000000
PA
USD
390342.88000000
0.001241289036
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
DT Midstream Inc
N/A
DT MIDSTREAM
23345MAB3
2395000.00000000
PA
USD
2164034.68000000
0.006881622956
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EUY3
12294000.00000000
PA
USD
11770601.51000000
0.037430472955
Long
DBT
CORP
US
N
2
2029-07-18
Fixed
2.80000000
N
N
N
N
N
N
Antares Holdings LP
5493008EAIGV4283RM42
ANTARES HOLDINGS
03666HAD3
11200000.00000000
PA
USD
9290751.57000000
0.029544558541
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH NY/NJ- 158
73358WAH7
2000000.00000000
PA
USD
2116762.80000000
0.006731298538
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.85900000
N
N
N
N
N
N
Nexstar Media Inc
5493006PK6I4I2OOT688
NEXSTAR BROADC
65336YAN3
2340000.00000000
PA
USD
2179954.65000000
0.006932248407
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BY1
40000000.00000000
PA
USD
36762396.80000000
0.116904297374
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
1.65000000
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
GSK CONSUMER
36264FAD3
30300000.00000000
PA
USD
29370286.92000000
0.093397412980
Long
DBT
CORP
US
Y
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
CHENIERE CORP CH
16412XAJ4
47304000.00000000
PA
USD
44353852.93000000
0.141045102169
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LEXINGTON REALTY
529537AA0
5000000.00000000
PA
USD
3978584.25000000
0.012651884446
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.37500000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EX7
15000000.00000000
PA
USD
12360045.30000000
0.039304902212
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
87938WAT0
38943000.00000000
PA
USD
38825194.70000000
0.123463987713
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
4.10300000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGJ7
72741000.00000000
PA
USD
64675373.90000000
0.205667470060
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS INC
771196BX9
24820000.00000000
PA
USD
22093140.03000000
0.070256110504
Long
DBT
CORP
US
Y
2
2031-12-13
Fixed
2.07600000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBW9
31000000.00000000
PA
USD
27844555.57000000
0.088545592452
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CG4
8000000.00000000
PA
USD
7562940.48000000
0.024050125124
Long
DBT
CORP
US
N
2
2029-09-19
Fixed
2.60000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844BZ0
10803000.00000000
PA
USD
10908469.80000000
0.034688897036
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4.5 9/22
01F042699
358750000.00000000
PA
USD
364033167.75000000
1.157624241106
Long
ABS-MBS
USGSE
US
N
2
2022-09-14
Fixed
4.50000000
N
N
N
N
N
N
County of Sonoma CA
N/A
SONOMA PENSION OBLIG
835574CB8
4290000.00000000
PA
USD
4646668.46000000
0.014776389972
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBH7
40690000.00000000
PA
USD
35326119.69000000
0.112336941026
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
3.46200000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN
701094AN4
3000000.00000000
PA
USD
2849290.62000000
0.009060734526
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513CA1
10500000.00000000
PA
USD
9698648.40000000
0.030841669079
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
2.90000000
N
N
N
N
N
N
NORTH MACEDONIA, REPUBLIC OF (GOVERNMENT)
529900FA29F5OY2J7P74
MACEDO 2.75 1/18/2025
N/A
1795000.00000000
PA
1694153.55000000
0.005387402553
Long
DBT
CORP
MK
N
2
2025-01-18
Fixed
2.75000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
49326EEN9
20000000.00000000
PA
USD
20303423.00000000
0.064564816408
Long
DBT
CORP
US
N
2
2033-06-01
Variable
4.78900000
N
N
N
N
N
N
GSK Consumer Healthcare Capital NL BV
549300RXQZBOJONY3Q97
GSK CONSUMER HEA
N/A
4539000.00000000
PA
4595316.62000000
0.014613091295
Long
DBT
CORP
NL
N
2
2026-03-29
Fixed
1.25000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680AU7
35210000.00000000
PA
USD
34788300.39000000
0.110626677473
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
SBB Treasury Oyj
5493003HHOCW6FIMH724
SBB TREASURY OYJ
N/A
5300000.00000000
PA
3400552.47000000
0.010813745342
Long
DBT
CORP
FI
N
2
2029-11-26
Fixed
1.12500000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH
071734AL1
1615000.00000000
PA
USD
827731.04000000
0.002632181905
Long
DBT
CORP
CA
Y
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2017-C7
N/A
JPMDB 2017-C7 AS
46648KAY2
3600000.00000000
PA
USD
3485952.00000000
0.011085315559
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
3.71250000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXH2
2000000.00000000
PA
USD
1927631.14000000
0.006129860499
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PART
958254AH7
7771000.00000000
PA
USD
7566458.89000000
0.024061313655
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
ADOBE INC
00724PAD1
10000000.00000000
PA
USD
9194084.10000000
0.029237156313
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYB4
41000000.00000000
PA
USD
35377073.86000000
0.112498975115
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500000
N
N
N
N
N
N
N/A
N/A
EURO-SCHATZ FUT Sep22
N/A
-31.00000000
NC
-38012.44000000
-0.00012087943
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 2 Year Euro SCHATZ Future
2022-09-08
-3535106.40000000
EUR
-38012.44000000
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABS3
42545000.00000000
PA
USD
38061530.04000000
0.121035536679
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK TRANSPRTN DE
650117AA2
4335000.00000000
PA
USD
4310555.37000000
0.013707551484
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
4.24800000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAY0
11375000.00000000
PA
USD
10462933.62000000
0.033272093492
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.45000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2017-GS6
N/A
GSMS 2017-GS6 A3
36253PAC6
5920000.00000000
PA
USD
5802488.00000000
0.018451892197
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.43300000
N
N
N
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP
65249BAB5
1398000.00000000
PA
USD
1347624.66000000
0.004285441856
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
5.12500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBH3
23484000.00000000
PA
USD
19630353.57000000
0.062424457899
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
ASP Unifrax Holdings Inc
549300RRU6BWJLD0YT71
UNIFRAX ESC ISS
90473LAA0
2342000.00000000
PA
USD
1964965.05000000
0.006248582207
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
PERUSAHAAN LISTR
71568QAE7
2205000.00000000
PA
USD
2251427.53000000
0.007159531923
Long
DBT
CORP
ID
N
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABX2
26520000.00000000
PA
USD
22361527.16000000
0.071109580669
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
27100000.00000000
PA
18134071.31000000
0.057666285377
Long
DBT
CORP
AU
N
2
2031-08-20
Floating
2.36470000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAF6
30000000.00000000
PA
USD
29194272.00000000
0.092837686130
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2015-GC33
N/A
CGCMT 2015-GC33 C
29425AAH6
900000.00000000
PA
USD
853290.00000000
0.002713459311
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Variable
4.57400000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC TECH CO
23355LAM8
45000000.00000000
PA
USD
39401078.85000000
0.125295297361
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.37500000
N
N
N
N
N
N
Piedmont Natural Gas Co Inc
VXB4M3BDPKF3I2AZ3G89
PIEDMONT NAT GAS
720186AN5
5000000.00000000
PA
USD
4387042.20000000
0.013950779344
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.50000000
N
N
N
N
N
N
COMM 2012-CCRE4 Mortgage Trust
N/A
COMM 2012-CR4 AM
12624QAT0
420000.00000000
PA
USD
416967.60000000
0.001325955556
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.25100000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BR4
34184000.00000000
PA
USD
34024691.28000000
0.108198403088
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
HESS MIDSTREAM
428102AF4
768000.00000000
PA
USD
717447.76000000
0.002281481448
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAB1
18495000.00000000
PA
USD
17067551.28000000
0.054274755292
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
700000000.00000000
PA
32426868.61000000
0.103117332407
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAG4
35070000.00000000
PA
USD
32634720.96000000
0.103778302176
Long
DBT
CORP
US
Y
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
Entegris Escrow Corp
N/A
ENTEGRIS ESCROW
29365BAA1
24932000.00000000
PA
USD
24045276.47000000
0.076463897775
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CB6
17810000.00000000
PA
USD
16791286.34000000
0.053396233718
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397YT4
2780000.00000000
PA
USD
2550373.25000000
0.008110178301
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCD5
64753000.00000000
PA
USD
58130423.19000000
0.184854548958
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAG7
24670000.00000000
PA
USD
20785729.22000000
0.066098548554
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AV7
15620000.00000000
PA
USD
14152721.24000000
0.045005605632
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.12500000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAW8
13207000.00000000
PA
USD
12099599.65000000
0.038476685926
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NN7
9705000.00000000
PA
USD
9131916.45000000
0.029039463397
Long
DBT
CORP
US
N
2
2033-03-17
Variable
3.78500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307AS6
1980000.00000000
PA
USD
1880201.58000000
0.005979034659
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATL RE
136385AX9
20000000.00000000
PA
USD
19568992.40000000
0.062229329586
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAC3
9500000.00000000
PA
USD
8815710.92000000
0.028033930882
Long
DBT
CORP
ES
N
2
2029-06-27
Fixed
3.30600000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBS8
4000000.00000000
PA
USD
3324099.92000000
0.010570626492
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468G7
43000000.00000000
PA
USD
43080546.74000000
0.136995992795
Long
DBT
CORP
US
N
2
2030-01-23
Variable
4.43100000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGIN
38869AAB3
2607000.00000000
PA
USD
2412067.47000000
0.007670366389
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECH IN
502431AN9
29540000.00000000
PA
USD
24379843.50000000
0.077527819798
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.80000000
N
N
N
N
N
N
Delta Air Lines Inc / SkyMiles IP Ltd
N/A
DELTA/SKYMILES
830867AB3
95221000.00000000
PA
USD
93069847.15000000
0.295961798873
Long
DBT
CORP
N/A
Y
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114TZV7
41600000.00000000
PA
USD
38425832.22000000
0.122194016379
Long
DBT
CORP
CA
N
2
2032-03-10
Fixed
3.20000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
-7322.81000000
-0.00002328651
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
1086921.25000000
GBP
1317988.64000000
USD
2022-09-21
-7322.81000000
N
N
N
CD 2018-CD7 Mortgage Trust
N/A
CD 2018-CD7 A3
12512JAV6
2900000.00000000
PA
USD
2898289.00000000
0.009216549208
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.01300000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBV6
20000000.00000000
PA
USD
16413190.40000000
0.052193889909
Long
DBT
CORP
GB
N
2
2032-11-24
Variable
2.89400000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATIN
11120VAJ2
8018000.00000000
PA
USD
7408083.33000000
0.023557679911
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDING
70450YAE3
6007000.00000000
PA
USD
5653878.93000000
0.017979315857
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDT5
20000000.00000000
PA
USD
17069996.00000000
0.054282529494
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
1.80000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3
N/A
PROG 2022-SFR3 A
74331UAA6
480000.00000000
PA
USD
458832.00000000
0.001459084206
Long
ABS-CBDO
CORP
US
Y
2
2039-04-17
Fixed
3.20000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523AH3
64260000.00000000
PA
USD
65583417.99000000
0.208555047192
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAR0
7750000.00000000
PA
USD
7536578.18000000
0.023966293099
Long
DBT
CORP
JP
N
2
2028-03-05
Fixed
4.01800000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCJ7
20100000.00000000
PA
USD
16681138.34000000
0.053045963451
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-52629.65000000
-0.00016736210
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
2751018.41000000
USD
2630079.97000000
EUR
2022-09-21
-52629.65000000
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA FINANCIAL
126117AW0
12000000.00000000
PA
USD
9968936.88000000
0.031701185531
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.05000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJY9
62000000.00000000
PA
USD
55565796.86000000
0.176699045911
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
MXN/USD FWD 20220921
N/A
1.00000000
NC
-4697.86000000
-0.00001493917
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
13098550.89000000
MXN
631385.71000000
USD
2022-09-21
-4697.86000000
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBT9
24500000.00000000
PA
USD
24670065.77000000
0.078450725634
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
4.15000000
N
N
N
N
N
N
Hanover Insurance Group Inc/The
JJYR6MFKFF6CF8DBZ078
HANOVER INSURANC
410867AG0
5000000.00000000
PA
USD
4178183.50000000
0.013286609385
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
4469.29000000
0.000014212327
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2681903.00000000
EUR
2756027.04000000
USD
2022-09-21
4469.29000000
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RBH9
5000000.00000000
PA
USD
5100854.35000000
0.016220699565
Long
DBT
CORP
US
N
2
2033-06-13
Variable
4.28900000
N
N
N
N
N
N
N/A
N/A
2Y RTR 0.602500 13-JAN-2023
N/A
317328000.00000000
NC
USD
22692.13000000
0.000072160896
N/A
DIR
N/A
N
2
NOMURA GLOBAL FINANCIAL PRODUCTS INC
0Z3VO5H2G7GRS05BHJ91
Call
Purchased
NOMURA GLOBAL FINANCIAL PRODUCTS INC.
0Z3VO5H2G7GRS05BHJ91
N/A
N/A
SWAP2YR
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DIR
US
ICE LIBOR USD 3 Month
US0003M
2025-01-17
0.00000000
USD
0.00000000
USD
0.00000000
USD
317328000.00000000
0.60250000
USD
2023-01-13
XXXX
-1325951.87000000
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLD
303901BF8
25330000.00000000
PA
USD
24825046.20000000
0.078943562877
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.62500000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2013-C6
549300G1IXWLFE766Q13
UBSBB 2013-C6 AS
90349GBH7
1160000.00000000
PA
USD
1150604.00000000
0.003658916824
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.46880000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166CA0
10500000.00000000
PA
USD
9579961.23000000
0.030464244280
Long
DBT
CORP
US
N
2
2033-03-09
Fixed
3.37500000
N
N
N
N
N
N
GS Mortgage Securities Corp II
5493005BBCF84ICNQ550
GSMS 2018-GS10 A5
36250SAE9
1065000.00000000
PA
USD
1071666.90000000
0.003407897114
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
4.15500000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
PHYSICIANS REALT
71951QAC6
10000000.00000000
PA
USD
8338721.90000000
0.026517107413
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836AT5
568000.00000000
PA
USD
673747.49000000
0.002142514737
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
7.45000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
PLAINS ALL AMER
72650RBM3
26733000.00000000
PA
USD
24166056.44000000
0.076847977671
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDUSTRIES
693506BR7
11000000.00000000
PA
USD
10214541.59000000
0.032482207677
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.80000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBP4
54077000.00000000
PA
USD
49280329.00000000
0.156711279394
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
195325BQ7
3675000.00000000
PA
USD
3611967.39000000
0.011486044072
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NE7
38000000.00000000
PA
USD
32298940.18000000
0.102710520432
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738BC1
36950000.00000000
PA
USD
32581690.08000000
0.103609664157
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
GC Treasury Center Co Ltd
549300LUFQBC2EQNAR40
GC TREASURY
36830BAD7
10909000.00000000
PA
USD
10143257.80000000
0.032255525466
Long
DBT
CORP
TH
Y
2
2032-03-30
Fixed
4.40000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599EE1
600000.00000000
PA
USD
613674.74000000
0.001951483595
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
539439AR0
29752000.00000000
PA
USD
29479593.96000000
0.093745008997
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
4.37500000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAK4
2500000.00000000
PA
USD
2493381.95000000
0.007928946160
Long
DBT
CORP
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
CSAIL 2016-C7 Commercial Mortgage Trust
5493006MX7HG5PC85C29
CSAIL 2016-C7 A5
12637UAW9
1558000.00000000
PA
USD
1525172.94000000
0.004850044786
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.50200000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AV2
39890000.00000000
PA
USD
39200569.56000000
0.124657678497
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAU9
19500000.00000000
PA
USD
18960457.82000000
0.060294191681
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
4.33700000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
N/A
LADDER CAP FINAN
505742AP1
1993000.00000000
PA
USD
1703964.36000000
0.005418600896
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280DC0
15000000.00000000
PA
USD
14217269.10000000
0.045210867609
Long
DBT
CORP
GB
N
2
2033-03-29
Variable
4.76200000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd
549300L82YB0C6JQIC26
GALAXY PIPELINE
N/A
1441290.00000000
PA
USD
1265187.86000000
0.004023293111
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBU8
293000.00000000
PA
USD
276099.90000000
0.000877996747
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.80000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
PHYSICIANS REALT
71951QAB8
5775000.00000000
PA
USD
5613126.35000000
0.017849722791
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
COMM 2013-LC6 Mortgage Trust
N/A
COMM 2013-LC6 A4
20048EAY7
2388292.33000000
PA
USD
2383420.21000000
0.007579268199
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Fixed
2.94100000
N
N
N
N
N
N
TMSQ 2014-1500 Mortgage Trust
N/A
TMSQ 2014-1500 A
87264JAA4
2800000.00000000
PA
USD
2775556.00000000
0.008826258684
Long
ABS-MBS
CORP
US
Y
2
2036-10-10
Fixed
3.68000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBD2
37571000.00000000
PA
USD
38034586.31000000
0.120949855709
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BL7
15221000.00000000
PA
USD
11082820.46000000
0.035243331544
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
CHRISTUS Health
OQUVMAC1TV7BMO6XVW61
CHRISTUS HEALTH
17108JAA1
19800000.00000000
PA
USD
20279533.63000000
0.064488848292
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.34100000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P8
N/A
CGCMT 2017-P8 C
17326DAH5
2220000.00000000
PA
USD
2126871.00000000
0.006763442580
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
4.26370000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DB3
38438000.00000000
PA
USD
34379326.97000000
0.109326143382
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.65000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAQ3
25000000.00000000
PA
USD
24691159.50000000
0.078517803624
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.05000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BANK
N/A
11950000.00000000
PA
14791957.64000000
0.047038375220
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
5.25000000
N
N
N
N
N
N
Corp Financiera de Desarrollo SA
254900BOM7T4MG6T0J30
COFIDE
21987DAE4
8234000.00000000
PA
USD
6861615.34000000
0.021819913553
Long
DBT
NUSS
PE
Y
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
TRANSELEC SA
N/A
1500000.00000000
PA
USD
1387500.00000000
0.004412245302
Long
DBT
CORP
CL
N
2
2029-01-12
Fixed
3.87500000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
445545AJ5
22042000.00000000
PA
USD
22503018.57000000
0.071559522874
Long
DBT
NUSS
HU
N
2
2023-11-22
Fixed
5.75000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAW0
5000000.00000000
PA
USD
4518170.20000000
0.014367765940
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.60000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESO
212015AS0
17400000.00000000
PA
USD
16762169.94000000
0.053303643665
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
EH6872624
100000.00000000
PA
154278.76000000
0.000490605934
Long
DBT
CORP
NL
N
2
2039-01-27
Fixed
6.75000000
N
N
N
N
N
N
Mercy Health/OH
RV2KCMRGYKSCKT5REH48
MERCY HEALTH
58942HAC5
12500000.00000000
PA
USD
12661873.13000000
0.040264713689
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.30200000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Sep22
N/A
7665.00000000
NC
USD
23405386.72000000
0.074429050536
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CBOT 10 Year US Treasury Note
2022-09-21
905137503.91000000
USD
23405386.72000000
N
N
N
N/A
N/A
SCDS: (CS)
N/A
-2400000.00000000
NC
-102723.05000000
-0.00032665895
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
CS GRP FIN (GRN)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
EUR
-38287.73000000
EUR
-2400000.00000000
EUR
-64435.32000000
N
N
N
Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
N/A
PACTIV EVERGREEN
76174LAA1
1367000.00000000
PA
USD
1206807.74000000
0.003837644527
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046AM1
42366000.00000000
PA
USD
36744183.05000000
0.116846377711
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.90000000
N
N
N
N
N
N
Rio Tinto Finance USA Ltd
213800RX94ZKEZXPKH58
RIO TINTO FINANC
767201AT3
3000000.00000000
PA
USD
2296284.66000000
0.007302177445
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.75000000
N
N
N
N
N
N
Piedmont Operating Partnership LP
549300WKGDPAS39FBD10
PIEDMONT OPERAT
720198AF7
10000000.00000000
PA
USD
7931888.30000000
0.025223377942
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.75000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_18-2
N/A
FORDR 2018-2 C
34528HAC8
2700000.00000000
PA
USD
2682609.84000000
0.008530690209
Long
ABS-CBDO
CORP
US
Y
2
2030-01-15
Fixed
3.76000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
14703.62000000
0.000046757461
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2393741.01000000
USD
3444044.35000000
AUD
2022-09-21
14703.62000000
N
N
N
Dominican Republic International Bond
N/A
DOMINICAN REPUBL
N/A
2360000.00000000
PA
USD
2338189.59000000
0.007435434980
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
CHENIERE ENERGYP
16411QAN1
1563000.00000000
PA
USD
1362436.28000000
0.004332542758
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAW5
4000000.00000000
PA
USD
3703759.56000000
0.011777942862
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RCC0
5000000.00000000
PA
USD
5325330.05000000
0.016934531531
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
LAUREL ROAD PRIME STUDENT LOAN TRUST LRB_18-B
N/A
LRB 2018-B A2FX
51888RAB6
1332933.44000000
PA
USD
1329281.34000000
0.004227110161
Long
ABS-CBDO
CORP
US
Y
2
2043-05-26
Fixed
3.54000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307AZ0
2790000.00000000
PA
USD
2695955.80000000
0.008573130317
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
CNPC General Capital Ltd
N/A
CNPC GENERAL CAP
12623TAE8
1000000.00000000
PA
USD
1000816.78000000
0.003182593972
Long
DBT
CORP
VG
Y
2
2023-04-16
Fixed
3.40000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GQ0
9000000.00000000
PA
USD
8974462.32000000
0.028538759796
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
N/A
N/A
US LONG BOND(CBT) Sep22
N/A
-518.00000000
NC
USD
-2805878.94000000
-0.00892268553
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT US Long Bond Future
2022-09-21
-71786121.06000000
USD
-2805878.94000000
N
N
N
Delta Air Lines 2020-1 Class AA Pass Through Trust
N/A
DELTA AIR 2020AA
247361ZV3
8804121.38000000
PA
USD
7855578.02000000
0.024980711510
Long
DBT
CORP
US
N
2
2029-12-10
Fixed
2.00000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBA7
30100000.00000000
PA
USD
26885885.28000000
0.085497024175
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AP3
250000.00000000
PA
USD
222753.00000000
0.000708353785
Long
DBT
CORP
CH
Y
2
2031-04-01
Variable
4.19400000
N
N
N
N
N
N
Pepper Residential Securities Trust
N/A
PEPAU 21A A1U
71336WAA3
1104224.29000000
PA
USD
1103374.15000000
0.003508726061
Long
ABS-MBS
CORP
AU
Y
2
2060-01-16
Floating
2.38930000
N
N
N
N
N
N
Dominican Republic International Bond
N/A
DOMINICAN REPUBL
25714PEP9
46390000.00000000
PA
USD
43105377.39000000
0.137074954178
Long
DBT
NUSS
DO
Y
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCU8
42200000.00000000
PA
USD
37552433.82000000
0.119416612423
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300000
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd
N/A
AADVANTAGE LOYAL
02376CBJ3
890000.00000000
PA
USD
871922.32000000
0.002772710025
Long
LON
CORP
KY
N
2
2028-04-20
Floating
7.00230000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BZ8
38500000.00000000
PA
USD
34694842.49000000
0.110329481667
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
STEEL DYNAMICS
858119BK5
27891000.00000000
PA
USD
25511175.60000000
0.081125452046
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.45000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
HEALTHCARE RLTY
42225UAM6
15000000.00000000
PA
USD
12095489.40000000
0.038463615345
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS CORP
25470XBF1
1119000.00000000
PA
USD
907476.82000000
0.002885773215
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABJ1
8836000.00000000
PA
USD
8591051.24000000
0.027319513860
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YED3
47078000.00000000
PA
USD
39697212.38000000
0.126237000983
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.23900000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CENTERPOINT ENER
15189WAP5
5000000.00000000
PA
USD
5151691.50000000
0.016382361530
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
4.40000000
N
N
N
N
N
N
Volkswagen Financial Services AG
529900USFSZYPS075O24
VOLKSWAGEN FIN
N/A
300000.00000000
PA
280612.83000000
0.000892347849
Long
DBT
CORP
DE
N
2
2028-01-31
Fixed
0.87500000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CP5
8552000.00000000
PA
USD
8431903.41000000
0.026813424299
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS
177376AF7
10750000.00000000
PA
USD
10649742.49000000
0.033866145066
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.30000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO
82967NBL1
585000.00000000
PA
USD
550822.18000000
0.001751612667
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO COMPANIES
22160KAP0
56935000.00000000
PA
USD
49963246.62000000
0.158882955114
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081FA6
5000000.00000000
PA
USD
4041329.15000000
0.012851413016
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VAS3
6750000.00000000
PA
USD
5593398.91000000
0.017786989598
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746ST9
13972000.00000000
PA
9403170.48000000
0.029902050294
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
4.00000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C TECH INC
78466DBH6
968745.16000000
PA
USD
945333.50000000
0.003006157329
Long
LON
CORP
US
N
2
2029-03-22
Floating
4.53460000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
VIACOM INC
925524AH3
304000.00000000
PA
USD
354926.64000000
0.001128665513
Long
DBT
CORP
US
N
2
2030-07-30
Fixed
7.87500000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572QAK1
15385000.00000000
PA
USD
14154288.00000000
0.045010587924
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
171239AG1
32120000.00000000
PA
USD
26709810.63000000
0.084937107384
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.37500000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057CD4
24128000.00000000
PA
USD
24370924.08000000
0.077499456073
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_19-1A
N/A
HPEFS 2019-1A D
40438DAF6
1200000.00000000
PA
USD
1199494.56000000
0.003814388640
Long
ABS-CBDO
CORP
US
Y
2
2029-09-20
Fixed
2.72000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOT
67103HAK3
7250000.00000000
PA
USD
5981129.58000000
0.019019971816
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BJ7
19700000.00000000
PA
USD
17224191.86000000
0.054772871806
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.37500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114TZJ4
10000000.00000000
PA
USD
8421526.00000000
0.026780424171
Long
DBT
CORP
CA
N
2
2031-09-10
Fixed
2.00000000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
654744AD3
16035000.00000000
PA
USD
14574580.63000000
0.046347117065
Long
DBT
CORP
JP
Y
2
2030-09-17
Fixed
4.81000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06417XAG6
10000000.00000000
PA
USD
9332117.40000000
0.029676101740
Long
DBT
CORP
CA
N
2
2037-05-04
Variable
4.58800000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJF3
27000000.00000000
PA
USD
24735040.47000000
0.078657344960
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
1.90000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020AN7
9000000.00000000
PA
USD
9334355.85000000
0.029683220004
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS
536797AF0
100000.00000000
PA
USD
90973.26000000
0.000289294658
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020AM9
2000000.00000000
PA
USD
1921083.72000000
0.006109039726
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
Toyota Finance Australia Ltd
3UKPTDP5PGQRH8AUK042
TOYOTA FIN AUSTR
N/A
400000.00000000
PA
417014.63000000
0.001326105111
Long
DBT
CORP
AU
N
2
2027-10-21
Fixed
2.28000000
N
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd
N/A
AMERICAN AIRLINE
00253XAA9
2935000.00000000
PA
USD
2894736.38000000
0.009205251889
Long
DBT
CORP
N/A
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
445545AH9
17268000.00000000
PA
USD
17417692.15000000
0.055388202073
Long
DBT
NUSS
HU
N
2
2023-02-21
Fixed
5.37500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAT3
5935000.00000000
PA
USD
6125917.73000000
0.019480397643
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Phillips 66 Co
RVJMT2IZVVSKIRJJBH76
PHILLIPS 66
718547AJ1
21299000.00000000
PA
USD
19638607.49000000
0.062450705336
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RHG0
11900000.00000000
PA
12167644.37000000
0.038693067906
Long
DBT
CORP
US
N
2
2026-09-05
Fixed
1.80000000
N
N
N
N
N
N
Johnson Controls International plc / Tyco Fire & Security Finance SCA
N/A
JOHNSON CONTROLS
47837RAD2
9000000.00000000
PA
USD
7462892.16000000
0.023731971805
Long
DBT
CORP
IE
N
2
2031-09-16
Fixed
2.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2
N/A
JPMCC 2010-C2 D
46635GAQ3
909654.16000000
PA
USD
819552.92000000
0.002606175511
Long
ABS-MBS
CORP
US
Y
2
2043-11-15
Variable
5.67240000
N
N
N
N
N
N
Condor Merger Sub Inc
254900SAGUYT3MBUU161
CONDOR MERGER
579063AB4
4456000.00000000
PA
USD
3942508.16000000
0.012537162602
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
CSAIL 2020-C19 Commercial Mortgage Trust
N/A
CSAIL 2020-C19 A3
12597NAS2
15250000.00000000
PA
USD
13837697.50000000
0.044003831206
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.56080000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2
N/A
AH4R 2014-SFR2 A
02665UAA3
3624263.73000000
PA
USD
3614949.37000000
0.011495526759
Long
ABS-CBDO
CORP
US
Y
2
2036-10-17
Fixed
3.78600000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DW7
2500000.00000000
PA
USD
1948185.20000000
0.006195222340
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
AFFIL MANAGERS
008252AP3
25223000.00000000
PA
USD
23203421.63000000
0.073786802234
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.30000000
N
N
N
N
N
N
BAMLL Commercial Mortgage Securities Trust 2019-BPR
N/A
BAMLL 2019-BPR ANM
05492PAA6
12800000.00000000
PA
USD
12073472.00000000
0.038393600088
Long
ABS-MBS
CORP
US
Y
2
2032-11-05
Fixed
3.11200000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CF5
5000000.00000000
PA
USD
4980078.90000000
0.015836634043
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66300000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
MID-AMER APT LP
59523UAQ0
17673000.00000000
PA
USD
17299725.03000000
0.055013067031
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HAW9
23000000.00000000
PA
USD
23109997.04000000
0.073489712354
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FL5
44664000.00000000
PA
USD
39794968.78000000
0.126547866005
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCT0
21500000.00000000
PA
USD
21917126.88000000
0.069696389283
Long
DBT
CORP
US
N
2
2033-05-10
Variable
5.26800000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS
N/A
4270000.00000000
PA
2413125.55000000
0.007673731079
Long
DBT
CORP
AU
N
2
2029-11-27
Fixed
2.95000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBG4
750000.00000000
PA
USD
743688.07000000
0.002364925545
Long
DBT
CORP
JP
N
2
2028-10-16
Fixed
4.30600000
N
N
N
N
N
N
CD 2017-CD3 Mortgage Trust
N/A
CD 2017-CD3 A4
12515GAD9
5765000.00000000
PA
USD
5602081.10000000
0.017814598933
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Fixed
3.63100000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAY INC
37940XAD4
4550000.00000000
PA
USD
3928113.60000000
0.012491387950
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MP3
39752000.00000000
PA
USD
39355910.28000000
0.125151661461
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBJ8
34887000.00000000
PA
USD
30144782.88000000
0.095860307511
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
Peruvian Government International Bond
N/A
REPUBLIC OF PERU
715638DE9
4562000.00000000
PA
USD
4326282.55000000
0.013757563863
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C30
N/A
WFCM 2015-C30 AS
94989NBG1
2250000.00000000
PA
USD
2217847.50000000
0.007052747542
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.06700000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-1
N/A
FORDR 2020-1 A
34531NAA4
3900000.00000000
PA
USD
3755303.37000000
0.011941852004
Long
ABS-CBDO
CORP
US
Y
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBN2
10000000.00000000
PA
USD
8598531.90000000
0.027343302333
Long
DBT
CORP
US
N
2
2077-08-16
Variable
5.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-29807.05000000
-0.00009478631
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2542344.61000000
EUR
2578567.68000000
USD
2022-09-21
-29807.05000000
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
19120000.00000000
PA
14599819.12000000
0.046427375377
Long
DBT
NUSS
RO
Y
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCE3
51257000.00000000
PA
USD
44156463.13000000
0.140417403273
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
130201.09000000
0.000414039025
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
3993375.77000000
EUR
4227293.35000000
USD
2022-09-21
130201.09000000
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FAV8
3000000.00000000
PA
USD
2708399.91000000
0.008612702545
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.80000000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
AGREE LP
008513AC7
5720000.00000000
PA
USD
4720137.02000000
0.015010019744
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
2.60000000
N
N
N
N
N
N
Morgan Stanley Domestic Holdings Inc
549300RJIC678ZPVWG08
MS DOM HOLD INC
269246BQ6
3003000.00000000
PA
USD
2976716.12000000
0.009465947184
Long
DBT
CORP
US
N
2
2027-08-24
Fixed
3.80000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304BD8
1500000.00000000
PA
USD
1566223.53000000
0.004980585523
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2
N/A
AH4R 2014-SFR2 B
02665UAB1
1060000.00000000
PA
USD
1058473.60000000
0.003365942464
Long
ABS-CBDO
CORP
US
Y
2
2036-10-17
Fixed
4.29000000
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_22-1
N/A
TALNT 2022-1A A
89231EAA1
1670000.00000000
PA
USD
1672514.35000000
0.005318589971
Long
ABS-CBDO
CORP
US
Y
2
2035-04-25
Fixed
3.82000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CBG8
8250000.00000000
PA
USD
7650529.34000000
0.024328657402
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.85000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
20049.91000000
0.000063758645
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
4436025.12000000
USD
3654539.19000000
GBP
2022-09-21
20049.91000000
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
N/A
20257000.00000000
PA
19900661.01000000
0.063284034643
Long
DBT
CORP
US
N
2
2025-09-02
Fixed
1.12500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BU2
34516000.00000000
PA
USD
34362047.94000000
0.109271196125
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Development Bank of Kazakhstan JSC
213800LCDPGJ1BI7KX98
KAZAKH DEVELOPME
N/A
1136000.00000000
PA
USD
1134456.29000000
0.003607567161
Long
DBT
CORP
KZ
N
2
2022-12-10
Fixed
4.12500000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NQ4
13055000.00000000
PA
USD
13085049.87000000
0.041610414290
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.90000000
N
N
N
N
N
N
Clarivate Science Holdings Corp
N/A
CLAR SCI HLD CRP
18064PAD1
3170000.00000000
PA
USD
2805610.75000000
0.008921832687
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
N
CrownRock LP / CrownRock Finance Inc
N/A
CROWNROCK LP/CR
228701AF5
1365000.00000000
PA
USD
1362057.50000000
0.004331338239
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COS INC
872540AT6
29686000.00000000
PA
USD
29927734.29000000
0.095170093729
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
SCDS: (BRK)
N/A
-19400000.00000000
NC
USD
382488.69000000
0.001216312739
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
BERKSHIRE HATHWY
Y
Payout of notional amount upon default event with regard to reference instrument
2024-12-20
274587.49000000
USD
0.00000000
USD
-19400000.00000000
USD
107901.20000000
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CH3
29595000.00000000
PA
USD
26776447.96000000
0.085149013868
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.50000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EP4
15000000.00000000
PA
USD
12253538.40000000
0.038966210630
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.66800000
N
N
N
N
N
N
DBGS 2018-C1 Mortgage Trust
N/A
DBGS 2018-C1 A4
23307DBA0
5600000.00000000
PA
USD
5732216.00000000
0.018228427475
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Fixed
4.46600000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DZ0
1500000.00000000
PA
USD
1122092.28000000
0.003568249651
Long
DBT
CORP
US
N
2
2050-08-20
Fixed
2.40000000
N
N
N
N
N
N
N/A
N/A
ICE: (CDX.NA.IG.38.V1)
N/A
-2572250000.00000000
NC
USD
22991128.04000000
0.073111709336
N/A
DCR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.IG.38.V1)
2I65BYEA9
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
29704266.04000000
USD
0.00000000
USD
-2572250000.00000000
USD
-6713138.00000000
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AM9
1210000.00000000
PA
USD
905237.72000000
0.002878652885
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCJ2
20000000.00000000
PA
USD
16498193.80000000
0.052464200433
Long
DBT
CORP
US
N
2
2032-11-02
Variable
2.61800000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2016-BNK2
N/A
MSC 2016-BNK2 A4
61690YBU5
5260000.00000000
PA
USD
5092679.40000000
0.016194703252
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.04900000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TFT7
33466000.00000000
PA
USD
33369196.58000000
0.106113932161
Long
DBT
CORP
US
N
2
2029-01-08
Fixed
3.65000000
N
N
N
N
N
N
American Homes 4 Rent LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4
02666TAC1
10000000.00000000
PA
USD
8251283.40000000
0.026239053279
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BJ2
7500000.00000000
PA
USD
6794008.73000000
0.021604924762
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC /
68245XAJ8
3469000.00000000
PA
USD
3222686.22000000
0.010248131270
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDS
15089QAP9
10100000.00000000
PA
USD
10380854.34000000
0.033011081659
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37900000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B93
2952000.00000000
PA
USD
2482642.21000000
0.007894793823
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35906ABF4
2180000.00000000
PA
USD
2047563.84000000
0.006511246079
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
APPALACHIAN PWR
037735DA2
22030000.00000000
PA
USD
22184663.38000000
0.070547154448
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.50000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DB8
34203000.00000000
PA
USD
31812335.14000000
0.101163118052
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073EAT2
78844000.00000000
PA
USD
70093865.28000000
0.222898254306
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB 2014-C18 AS
46641JBA3
600000.00000000
PA
USD
596148.00000000
0.001895748621
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.43860000
N
N
N
N
N
N
Uzbekneftegaz JSC
N/A
UZBEKNEFTEGAZ
91825MAB9
18889000.00000000
PA
USD
13417308.34000000
0.042666995100
Long
DBT
NUSS
UZ
Y
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
MASTER CREDIT CARD TRUST MCCT_22-1A
N/A
MCCT 2022-1A A
576339CM5
5070000.00000000
PA
USD
4835574.35000000
0.015377110063
Long
ABS-CBDO
CORP
CA
Y
2
2026-07-21
Fixed
1.66000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VER1
40128000.00000000
PA
USD
41157512.73000000
0.130880751153
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTIS INFRAEST
N/A
300000.00000000
PA
289355.46000000
0.000920149383
Long
DBT
CORP
ES
N
2
2029-03-29
Fixed
2.25000000
N
N
N
N
N
N
BANK 2019-BNK17
N/A
BANK 2019-BN17 A4
065403BC0
11404000.00000000
PA
USD
11312996.08000000
0.035975289237
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.71400000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP6
N/A
JPMCC 2017-JP6 A4
48128KAT8
4890000.00000000
PA
USD
4764327.00000000
0.015150543731
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.22380000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818EY0
17542000.00000000
PA
USD
17923419.39000000
0.056996412985
Long
DBT
CORP
US
N
2
2028-09-10
Fixed
3.95000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918VAY0
1985000.00000000
PA
USD
1876073.13000000
0.005965906202
Long
LON
CORP
US
N
2
2026-08-12
Floating
3.74910000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBH1
13000000.00000000
PA
USD
10751549.38000000
0.034189890631
Long
DBT
CORP
JP
N
2
2031-07-10
Variable
2.20100000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCO INC
92940PAD6
12000000.00000000
PA
USD
12395640.12000000
0.039418093619
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.90000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
19554.07000000
0.000062181876
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
1585577.59000000
USD
1316408.84000000
GBP
2022-09-21
19554.07000000
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAS2
19148000.00000000
PA
USD
16705195.62000000
0.053122465520
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Benchmark 2019-B10 Mortgage Trust
N/A
BMARK 2019-B10 ASB
08162VAC2
1532000.00000000
PA
USD
1510383.48000000
0.004803014353
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Fixed
3.61500000
N
N
N
N
N
N
RESIMAC Bastille Trust Series 2018-1NC
N/A
RESI 2018-1NCA A1
76118VAA8
1616980.69000000
PA
USD
1614054.76000000
0.005132688672
Long
ABS-MBS
CORP
AU
Y
2
2059-12-05
Floating
2.64760000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CG5
40000000.00000000
PA
USD
37543436.40000000
0.119388000658
Long
DBT
CORP
NL
N
2
2030-04-06
Fixed
2.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
N/A
JPMCC 2013-C13 A4
46640JAR8
286231.51000000
PA
USD
285770.68000000
0.000908749794
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
3.99360000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YBF1
5000000.00000000
PA
USD
3893685.10000000
0.012381905436
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
Gazprom PJSC Via Gaz Capital SA
N/A
GAZPROM
N/A
8320000.00000000
PA
USD
3500640.00000000
0.011132023349
Long
DBT
CORP
LU
N
2
2026-02-11
Fixed
5.15000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-C4
N/A
CGCMT 2017-C4 A4
17326FAD9
6425000.00000000
PA
USD
6294893.75000000
0.020017740815
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Fixed
3.47100000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DK0
17630000.00000000
PA
USD
15534962.05000000
0.049401126729
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.65000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAY2
4810000.00000000
PA
USD
4732980.02000000
0.015050860441
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
3.62500000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECH IN
502431AM1
39284000.00000000
PA
USD
39718147.13000000
0.126303573418
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004BV1
3470000.00000000
PA
USD
4176677.19000000
0.013281819325
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.62500000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
AIR CANADA
008911BK4
2580000.00000000
PA
USD
2373676.50000000
0.007548283234
Long
DBT
CORP
CA
Y
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
609207AT2
29469000.00000000
PA
USD
26924161.77000000
0.085618743283
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.75000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUN INC
224044CC9
2700000.00000000
PA
USD
2467416.09000000
0.007846374813
Long
DBT
CORP
US
Y
2
2043-06-30
Fixed
4.50000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214ET6
12780000.00000000
PA
USD
11116451.17000000
0.035350277088
Long
DBT
CORP
AU
N
2
2031-06-03
Fixed
2.15000000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLD
303901BJ0
15500000.00000000
PA
USD
13801202.33000000
0.043887776689
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FIN GRP
174610AS4
5948000.00000000
PA
USD
5156539.55000000
0.016397778312
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.50000000
N
N
N
N
N
N
McAfee Corp
2549009UKR8UEZYVCR93
MCAFEE CORP
57906HAD9
1075000.00000000
PA
USD
1023489.23000000
0.003254692286
Long
LON
CORP
US
N
2
2029-03-01
Floating
6.30740000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CUBESMART LP
22966RAE6
12000000.00000000
PA
USD
11867233.44000000
0.037737762165
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.37500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967ML2
42659000.00000000
PA
USD
37703512.15000000
0.119897041001
Long
DBT
CORP
US
N
2
2031-01-29
Variable
2.66600000
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co LLC
N/A
TRANSCONT GAS PL
893574AP8
14065000.00000000
PA
USD
12997691.68000000
0.041332615542
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
EXTRA SPACE STOR
30225VAF4
20000000.00000000
PA
USD
16964001.00000000
0.053945465752
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.55000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA CORP
482480AL4
14510000.00000000
PA
USD
15542700.50000000
0.049425734974
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.65000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BE3
12222000.00000000
PA
USD
12160321.31000000
0.038669780600
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJA9
27000000.00000000
PA
USD
22449689.73000000
0.071389937343
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.37500000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY
431282AR3
342000.00000000
PA
USD
325404.31000000
0.001034784604
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE
744573AQ9
53551000.00000000
PA
USD
44336741.83000000
0.140990688929
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP
84861TAF5
421000.00000000
PA
USD
373660.16000000
0.001188238043
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.40000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MEX)
N/A
-13900000.00000000
NC
USD
-353078.54000000
-0.00112278856
N/A
DCR
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
N/A
UNITED MEXICAN
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
USD
-513690.41000000
USD
-13900000.00000000
USD
160611.87000000
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
251526CF4
5000000.00000000
PA
USD
3892393.95000000
0.012377799584
Long
DBT
CORP
DE
N
2
2032-01-14
Variable
3.72900000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QDB5
13143000.00000000
PA
USD
11933896.44000000
0.037949750280
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AL7
30704000.00000000
PA
USD
28593618.59000000
0.090927610320
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.87500000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAL3
6550000.00000000
PA
USD
6517789.13000000
0.020726547369
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MMC)
N/A
-1630000.00000000
NC
USD
41463.80000000
0.000131854743
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
MARSH & MCLENNAN
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
39432.98000000
USD
0.00000000
USD
-1630000.00000000
USD
2030.82000000
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQU
785592AU0
76277000.00000000
PA
USD
74794496.25000000
0.237846244877
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2016-GS3
N/A
GSMS 2016-GS3 A4
36251PAD6
2220000.00000000
PA
USD
2131200.00000000
0.006777208785
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.85000000
N
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP
84861TAH1
10000000.00000000
PA
USD
8571333.20000000
0.027256810560
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.10000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
CGCMT 2014-GC23 A3
17322VAS5
2876089.06000000
PA
USD
2841432.19000000
0.009035744745
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Fixed
3.35600000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2016-GC36
N/A
CGCMT 2016-GC36 A4
17324TAD1
2470000.00000000
PA
USD
2414202.70000000
0.007677156413
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.34900000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
EXTRA SPACE STOR
30225VAH0
15000000.00000000
PA
USD
14385663.00000000
0.045746359641
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
Federal Realty OP LP
549300LI6XZ51GOCJ427
FEDERAL REALTY I
313747AZ0
10000000.00000000
PA
USD
9201229.50000000
0.029259878661
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.20000000
N
N
N
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATL FI
31620RAK1
5374000.00000000
PA
USD
4399526.78000000
0.013990480266
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599EC5
9328000.00000000
PA
USD
10053691.72000000
0.031970705635
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
AGILENT TECH INC
00846UAN1
25000000.00000000
PA
USD
21392591.50000000
0.068028368551
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
2.30000000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
PENN NATL GAMING
707569AS8
580000.00000000
PA
USD
538302.40000000
0.001711799809
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919BB1
10000000.00000000
PA
USD
8698037.80000000
0.027659730759
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.45000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DS4
5000000.00000000
PA
USD
3709309.40000000
0.011795591335
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV/NXP FDG
62954HBA5
30000000.00000000
PA
USD
25314141.90000000
0.080498885547
Long
DBT
CORP
N/A
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAJ3
19120000.00000000
PA
USD
17383374.38000000
0.055279071681
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.10000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531GAB7
10000000.00000000
PA
USD
9713342.00000000
0.030888394678
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
3.87500000
N
N
N
N
N
N
Cia de Seguros Fidelidade SA
529900FNLE8ZOPUOT704
FIDEL CIA SEGURO
N/A
2200000.00000000
PA
2055660.09000000
0.006536992127
Long
DBT
CORP
PT
N
2
2031-09-04
Variable
4.25000000
N
N
N
N
N
N
Morocco Government International Bond
N/A
MOROCCO KINGDOM
N/A
28190000.00000000
PA
22162720.96000000
0.070477377626
Long
DBT
NUSS
MA
Y
2
2030-09-30
Fixed
2.00000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB HOME
48666KBA6
2233000.00000000
PA
USD
2243861.16000000
0.007135470892
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
7.25000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON HLD
513272AD6
123000.00000000
PA
USD
114960.32000000
0.000365573428
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KA8
34218000.00000000
PA
USD
34333532.97000000
0.109180518617
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BE2
5438000.00000000
PA
USD
5833040.14000000
0.018549047898
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331BC0
25883000.00000000
PA
USD
24450056.29000000
0.077751096232
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.40000000
N
N
N
N
N
N
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
N/A
MILEAGE PLUS HLD
599191AA1
36176000.00000000
PA
USD
36546756.97000000
0.116218563445
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP6
N/A
JPMCC 2017-JP6 A5
48128KAU5
3740000.00000000
PA
USD
3679187.60000000
0.011699804113
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.48980000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHG7
40165000.00000000
PA
USD
39307910.63000000
0.124999022736
Long
DBT
CORP
US
N
2
2029-03-05
Variable
3.97000000
N
N
N
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764BY5
16050000.00000000
PA
USD
14629078.57000000
0.046520420329
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.23600000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCG8
2750000.00000000
PA
USD
2407580.86000000
0.007656098984
Long
DBT
CORP
US
N
2
2030-03-10
Fixed
2.10000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending 2019-CF3
N/A
CF 2019-CF3 A4
12529TAX1
11550000.00000000
PA
USD
10851687.00000000
0.034508327924
Long
ABS-MBS
CORP
US
N
2
2053-01-15
Fixed
3.00550000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
780097BL4
7550000.00000000
PA
USD
7266311.39000000
0.023106845622
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
4.44500000
N
N
N
N
N
N
GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1
N/A
GMREV 2021-1 C
36263HAC2
900000.00000000
PA
USD
802948.68000000
0.002553374084
Long
ABS-CBDO
CORP
US
Y
2
2034-06-12
Fixed
1.67000000
N
N
N
N
N
N
BANK 2019-BNK23
N/A
BANK 2019-BN23 ASB
06541RAZ6
9970000.00000000
PA
USD
9544181.30000000
0.030350464224
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
2.84600000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AT6
27005000.00000000
PA
USD
24242935.62000000
0.077092453203
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9
549300PFVBG5704L7K74
MSBAM 2013-C9 A4
61762DAW1
1880000.00000000
PA
USD
1863907.20000000
0.005927218586
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Fixed
3.10200000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAD6
2845000.00000000
PA
USD
2834850.83000000
0.009014816042
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.25000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680AW3
4183000.00000000
PA
USD
4046446.93000000
0.012867687539
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-6482.15000000
-0.00002061321
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1359417.07000000
EUR
1388241.88000000
USD
2022-09-21
-6482.15000000
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAF1
20000000.00000000
PA
USD
19073724.80000000
0.060654380294
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HBB4
12950000.00000000
PA
USD
11332894.13000000
0.036038564968
Long
DBT
CORP
JP
N
2
2029-01-22
Fixed
2.71000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CF7
10000000.00000000
PA
USD
8438439.40000000
0.026834208725
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.37500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
40510000.00000000
PA
27736500.82000000
0.088201978712
Long
DBT
CORP
FR
N
2
2026-04-20
Floating
2.99660000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
03217KAB4
18044000.00000000
PA
USD
17113093.08000000
0.054419578062
Long
DBT
CORP
MX
Y
2
2032-04-04
Fixed
5.37500000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913YAV2
11392000.00000000
PA
USD
11439010.46000000
0.036376014539
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.35000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEH4
30000000.00000000
PA
USD
25756329.90000000
0.081905041890
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
One Bryant Park Trust 2019-OBP
N/A
OBP 2019-OBP A
68236JAA9
3975000.00000000
PA
USD
3528369.00000000
0.011220201475
Long
ABS-MBS
CORP
US
Y
2
2054-09-15
Fixed
2.51640000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642AY9
20000000.00000000
PA
USD
17226849.80000000
0.054781324047
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.60000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CE7
20382000.00000000
PA
USD
19011453.17000000
0.060456356722
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
3.12500000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAK7
8758000.00000000
PA
USD
8542091.30000000
0.027163821417
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
N/A
N/A
SCDS: (INDON)
N/A
-22500000.00000000
NC
USD
-161159.26000000
-0.00051248590
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
INDONESIA (REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
155877.90000000
USD
0.00000000
USD
-22500000.00000000
USD
-317037.16000000
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98388MAC1
21000000.00000000
PA
USD
18122410.53000000
0.057629204136
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.35000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247XAQ4
13141000.00000000
PA
USD
11959928.71000000
0.038032532810
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.40000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
3600000.00000000
PA
3087032.40000000
0.009816752581
Long
DBT
CORP
FR
N
2
2037-09-28
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (PHILIP)
N/A
-20000000.00000000
NC
USD
-34248.02000000
-0.00010890858
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
PHILIPPINES(REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
98349.65000000
USD
0.00000000
USD
-20000000.00000000
USD
-132597.67000000
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YAZ2
8000000.00000000
PA
USD
8118039.12000000
0.025815336920
Long
DBT
CORP
GB
N
2
2028-05-18
Fixed
3.87500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824BQ2
5000000.00000000
PA
USD
4360356.30000000
0.013865918273
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
1.40000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EM1
250000.00000000
PA
USD
237677.96000000
0.000755815108
Long
DBT
CORP
AU
N
2
2030-02-04
Variable
2.89400000
N
N
N
N
N
N
Mueller Water Products Inc
549300F7ZU4P1F8V8L60
MUELLER WATER
624758AF5
5042000.00000000
PA
USD
4619861.93000000
0.014691145298
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABF1
124735000.00000000
PA
USD
119958079.84000000
0.381466287804
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAK4
16165000.00000000
PA
USD
13411574.81000000
0.042648762494
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.65000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAN9
11658000.00000000
PA
USD
10669815.11000000
0.033929975929
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
UNIVISION COMM
914906AX0
648000.00000000
PA
USD
655137.16000000
0.002083333951
Long
DBT
CORP
US
Y
2
2030-06-30
Fixed
7.37500000
N
N
N
N
N
N
Protective Life Corp
549300ZWIT8J8Y2EXL07
PROTECTIVE LIFE
743674BD4
22700000.00000000
PA
USD
22660021.21000000
0.072058790738
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
4.30000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2
N/A
AMCAR 2018-2 D
03066LAG3
9460000.00000000
PA
USD
9452809.45000000
0.030059902051
Long
ABS-CBDO
CORP
US
N
2
2024-07-18
Fixed
4.01000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641594B9
20000000.00000000
PA
USD
16945986.40000000
0.053888179385
Long
DBT
CORP
CA
N
2
2031-08-01
Fixed
2.15000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAM6
19000000.00000000
PA
USD
18437457.31000000
0.058631051830
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.95000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
6700000.00000000
PA
USD
6638134.01000000
0.021109243680
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAF0
509000.00000000
PA
USD
445031.46000000
0.001415198536
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAV2
9785000.00000000
PA
USD
8317190.70000000
0.026448638270
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.55000000
N
N
N
N
N
N
N/A
N/A
MXN/USD FWD 20220921
N/A
1.00000000
NC
-100031.81000000
-0.00031810081
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
3384335.78000000
USD
67632029.42000000
MXN
2022-09-21
-100031.81000000
N
N
N
N/A
N/A
SCDS: (DOW)
N/A
-1630000.00000000
NC
USD
1475.44000000
0.000004691894
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
DOW CHEMICAL CO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
21053.14000000
USD
0.00000000
USD
-1630000.00000000
USD
-19577.70000000
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89115A2E1
16700000.00000000
PA
USD
17013763.27000000
0.054103709602
Long
DBT
CORP
CA
N
2
2032-06-08
Fixed
4.45600000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBZ0
24945000.00000000
PA
USD
25972809.08000000
0.082593444950
Long
DBT
CORP
US
N
2
2030-03-23
Fixed
4.55000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CY3
42770000.00000000
PA
USD
43444949.09000000
0.138154791034
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
INGEVITY CORP
45688CAB3
1485000.00000000
PA
USD
1316817.68000000
0.004187475764
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBF5
78636000.00000000
PA
USD
80336372.18000000
0.255469391574
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GRP
80281LAG0
2500000.00000000
PA
USD
2356364.45000000
0.007493230974
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
3.82300000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FIN GRP
174610AT2
11061000.00000000
PA
USD
10174042.52000000
0.032353420772
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.25000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAT6
3785000.00000000
PA
USD
3563013.84000000
0.011330371949
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
2.82900000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-C37
549300TRQQDPEF728F16
WFCM 2016-C37 A4
95000PAD6
2190000.00000000
PA
USD
2152441.50000000
0.006844756683
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.52500000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
MERITAGE HOMES
59001ABD3
8270000.00000000
PA
USD
7404012.49000000
0.023544734653
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCG8
9680000.00000000
PA
USD
9213707.04000000
0.029299557196
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
KazMunayGas National Co JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NAT
AN2178670
5000000.00000000
PA
USD
4554183.00000000
0.014482286523
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CY9
81841000.00000000
PA
USD
82559382.29000000
0.262538556199
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCF0
12603000.00000000
PA
USD
11822205.46000000
0.037594573341
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
Midcap Financial Issuer Trust
N/A
MIDCAP FINL ISSR
59590AAA7
2360000.00000000
PA
USD
1909108.05000000
0.006070957136
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.62500000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
N/A
MSBAM 2014-C14 AS
61690GAH4
1600000.00000000
PA
USD
1593456.00000000
0.005067184685
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.38400000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
009279AA8
16677000.00000000
PA
USD
16336611.09000000
0.051950367962
Long
DBT
CORP
NL
Y
2
2027-04-10
Fixed
3.15000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBD0
2500000.00000000
PA
USD
2532504.43000000
0.008053355514
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.87500000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
PERUSAHAAN LISTR
71568QAN7
4500000.00000000
PA
USD
3823567.61000000
0.012158932056
Long
DBT
CORP
ID
N
2
2030-06-30
Fixed
3.00000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BU7
24025000.00000000
PA
USD
20293913.42000000
0.064534575975
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2018-C5
N/A
CGCMT 2018-C5 A4
17291DAD5
400000.00000000
PA
USD
404952.00000000
0.001287745989
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
4.22800000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES
247361ZU5
1255000.00000000
PA
USD
1202170.70000000
0.003822898756
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
REGIONS FINL
7591EPAT7
35000000.00000000
PA
USD
30867395.65000000
0.098158213673
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.80000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ
N/A
2000000.00000000
PA
2038239.38000000
0.006481594328
Long
DBT
CORP
ES
N
2
2024-02-28
Fixed
1.12500000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PBH7
27000000.00000000
PA
USD
22272222.51000000
0.070825592185
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO COMPANIES
22160KAQ8
8789000.00000000
PA
USD
7603294.73000000
0.024178451502
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513AU9
24693000.00000000
PA
USD
24238446.07000000
0.077078176449
Long
DBT
CORP
US
N
2
2028-01-25
Fixed
3.20000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550BM9
25207000.00000000
PA
USD
25217270.34000000
0.080190834314
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.62500000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2
N/A
SDART 2022-2 C
80286MAE8
1590000.00000000
PA
USD
1550416.47000000
0.004930319126
Long
ABS-CBDO
CORP
US
N
2
2029-07-16
Fixed
3.76000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHV4
34921000.00000000
PA
USD
32186822.24000000
0.102353985763
Long
DBT
CORP
US
N
2
2030-07-23
Variable
3.19400000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBV4
15250000.00000000
PA
USD
14250288.08000000
0.045315867853
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.12500000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAR2
14589000.00000000
PA
USD
13386069.99000000
0.042567657253
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEU4
52000000.00000000
PA
USD
52054556.84000000
0.165533314534
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHQ5
42723000.00000000
PA
USD
41376903.80000000
0.131578414013
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.97400000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAV6
25100000.00000000
PA
USD
25587546.67000000
0.081368311790
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
CHURCHILL DOWNS
171484AG3
5242000.00000000
PA
USD
5220031.93000000
0.016599683866
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073EAR6
6000000.00000000
PA
USD
5425888.80000000
0.017254308016
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
CD 2017-CD6 Mortgage Trust
N/A
CD 2017-CD6 A5
125039AF4
2341000.00000000
PA
USD
2288655.24000000
0.007277915915
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Fixed
3.45600000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QAZ5
851000.00000000
PA
USD
579820.63000000
0.001843827640
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AZ6
3700000.00000000
PA
USD
3465951.17000000
0.011021712987
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RAY0
2000000.00000000
PA
USD
2033484.22000000
0.006466472935
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBH7
17000000.00000000
PA
USD
14997062.21000000
0.047690607059
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.45000000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
ASSICURAZIONI
N/A
200000.00000000
PA
209210.04000000
0.000665287218
Long
DBT
CORP
IT
N
2
2048-06-08
Variable
5.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EZ7
18355000.00000000
PA
USD
16186969.26000000
0.051474507450
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.62500000
N
N
N
N
N
N
Qwest Corp
549300R2L4N683OO1509
US WEST COMM
912920AK1
4554000.00000000
PA
USD
4769046.03000000
0.015165550231
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.25000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDJ6
2015000.00000000
PA
USD
1963502.95000000
0.006243932734
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
NEVADA POWER CO
641423CD8
11640000.00000000
PA
USD
10488567.48000000
0.033353609080
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.40000000
N
N
N
N
N
N
NCL Corp Ltd
UNZWILHE4KMRP9K2L524
NCL CORP
62886HBE0
1840000.00000000
PA
USD
1690535.97000000
0.005375898661
Long
DBT
CORP
BM
Y
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939UAD8
35195000.00000000
PA
USD
31284215.72000000
0.099483700085
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM MIDSTREAM PT
26885BAM2
1065000.00000000
PA
USD
1089184.71000000
0.003463603690
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBM1
25000000.00000000
PA
USD
23056368.00000000
0.073319172188
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EY5
26270000.00000000
PA
USD
23237425.88000000
0.073894935634
Long
DBT
CORP
US
N
2
2030-05-28
Fixed
1.70000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
874060AZ9
2500000.00000000
PA
USD
1962411.78000000
0.006240462817
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRST CO
665859AS3
5036000.00000000
PA
USD
4772232.20000000
0.015175682240
Long
DBT
CORP
US
N
2
2032-05-08
Variable
3.37500000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2SF 4.5 8/22
21H042687
294000000.00000000
PA
USD
299374672.80000000
0.952010446050
Long
ABS-MBS
USGA
US
N
2
2022-08-18
Fixed
4.50000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BD5
3960000.00000000
PA
USD
3971649.29000000
0.012629831297
Long
DBT
NUSS
PA
N
2
2024-09-22
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
6329.11000000
0.000020126548
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
2468679.56000000
EUR
2539125.55000000
USD
2022-09-21
6329.11000000
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35906ABE7
805000.00000000
PA
USD
792852.81000000
0.002521269251
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
387819.28000000
0.001233263997
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
18114045.64000000
EUR
18972325.35000000
USD
2022-09-21
387819.28000000
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAZ3
20000000.00000000
PA
USD
19982838.00000000
0.063545357193
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBH0
10709000.00000000
PA
USD
9098396.28000000
0.028932869370
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
92556HAB3
44871000.00000000
PA
USD
43962832.95000000
0.139801659956
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
Piedmont Natural Gas Co Inc
VXB4M3BDPKF3I2AZ3G89
PIEDMONT NAT GAS
720186AL9
10000000.00000000
PA
USD
9577464.30000000
0.030456304052
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
ASBURY AUTO GRP
043436AU8
4277000.00000000
PA
USD
3963049.30000000
0.012602483358
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
BP Capital Markets BV
7245003VD7E4T30HJD24
BP CAP MKY BV
N/A
2300000.00000000
PA
1616888.06000000
0.005141698557
Long
DBT
CORP
NL
N
2
2040-12-04
Fixed
0.93300000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CL1
42450000.00000000
PA
USD
36897954.74000000
0.117335371164
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2D4
26949000.00000000
PA
USD
26921741.09000000
0.085611045529
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDY4
300000000.00000000
PA
USD
280031250.00000000
0.890498427028
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC38
N/A
GSMS 2019-GC38 A4
36252SAV9
3080454.00000000
PA
USD
3091790.07000000
0.009831881956
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.96800000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AL1
21911000.00000000
PA
USD
19258863.86000000
0.061243121878
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-B
N/A
WOART 2019-B B
98162VAF6
2510000.00000000
PA
USD
2499558.15000000
0.007948586455
Long
ABS-CBDO
CORP
US
N
2
2025-06-16
Fixed
2.86000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165BAR4
35000000.00000000
PA
USD
27691975.50000000
0.088060388346
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.87500000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
05530QAP5
50000000.00000000
PA
USD
48033053.50000000
0.152744947526
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
1000000.00000000
PA
976716.38000000
0.003105954781
Long
DBT
CORP
ES
N
2
2026-07-10
Variable
0.75000000
N
N
N
N
N
N
Development Bank of Kazakhstan JSC
213800LCDPGJ1BI7KX98
KAZAKH DEVELOPME
25159XAD5
13096000.00000000
PA
USD
9770180.18000000
0.031069139898
Long
DBT
CORP
KZ
Y
2
2031-05-06
Fixed
2.95000000
N
N
N
N
N
N
Banc of America Commercial Mortgage Trust 2015-UBS7
N/A
BACM 2015-UBS7 C
06054ABD0
360000.00000000
PA
USD
336700.80000000
0.001070707404
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
4.34150000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QDH8
18250000.00000000
PA
USD
18286900.22000000
0.058152280794
Long
DBT
CORP
GB
N
2
2028-11-28
Fixed
3.72300000
N
N
N
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
VIDEOTRON LTD
92660FAN4
2618000.00000000
PA
USD
2286336.37000000
0.007270541916
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCN3
41980000.00000000
PA
USD
38225742.03000000
0.121557730252
Long
DBT
CORP
US
N
2
2030-03-01
Variable
3.27300000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBP9
13075000.00000000
PA
USD
10886617.11000000
0.034619405556
Long
DBT
CORP
GB
N
2
2035-09-23
Variable
3.56400000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAK1
5777000.00000000
PA
USD
6335533.70000000
0.020146975718
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBJ8
8191000.00000000
PA
USD
7898895.18000000
0.025118459932
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220921
N/A
1.00000000
NC
-46.04000000
-0.00000014640
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
2196.59000000
USD
2754.41000000
CAD
2022-09-21
-46.04000000
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
31718.03000000
0.000100863228
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
1699972.78000000
USD
1687853.65000000
EUR
2022-09-21
31718.03000000
N
N
N
Adani Ports & Special Economic Zone Ltd
335800QOAXP5TM7OYP69
ADANI PORTS A
N/A
4500000.00000000
PA
USD
3509459.10000000
0.011160068057
Long
DBT
CORP
IN
N
2
2031-02-02
Fixed
3.10000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FB9
8149000.00000000
PA
USD
8193792.36000000
0.026056231966
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.70000000
N
N
N
N
N
N
N/A
N/A
2Y RTR 0.630000 03-FEB-2023
N/A
316703000.00000000
NC
USD
34869.00000000
0.000110883301
N/A
DIR
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
N/A
N/A
SWAP2YR
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DIR
US
ICE LIBOR USD 3 Month
US0003M
2025-02-07
0.00000000
USD
0.00000000
USD
0.00000000
USD
316703000.00000000
0.63000000
USD
2023-02-03
XXXX
-1406129.65000000
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BN1
18175000.00000000
PA
USD
15936683.68000000
0.050678600152
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
Ohio Power Co
06ZODLC132CY1O2Y7D77
OHIO POWER CO
677415CT6
18491000.00000000
PA
USD
15440996.09000000
0.049102315294
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.62500000
N
N
N
N
N
N
COMM 2014-CR14 Mortgage Trust
N/A
COMM 2014-CR14 A3
12630DAX2
500000.00000000
PA
USD
498740.00000000
0.001585991511
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Fixed
3.95500000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFM1
15311000.00000000
PA
USD
13644500.39000000
0.043389465050
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.12500000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE
22003BAM8
27226000.00000000
PA
USD
22325114.17000000
0.070993787484
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368BGS1
2000000.00000000
PA
USD
1875602.98000000
0.005964411127
Long
DBT
CORP
CA
N
2
2032-12-15
Variable
3.80300000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
3506000.00000000
PA
2264936.57000000
0.007202490625
Long
DBT
NUSS
RO
N
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
SCDS: (LOW)
N/A
-1630000.00000000
NC
USD
30478.93000000
0.000096922894
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
LOWE'S COS INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
33812.16000000
USD
0.00000000
USD
-1630000.00000000
USD
-3333.23000000
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
153485.68000000
0.000488083942
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
9813338.96000000
USD
8174043.52000000
GBP
2022-09-21
153485.68000000
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
46115HBQ9
10000000.00000000
PA
USD
7649334.50000000
0.024324857815
Long
DBT
CORP
IT
Y
2
2032-06-01
Variable
4.19800000
N
N
N
N
N
N
Glencore Capital Finance DAC
213800HCUCI1HC7X6Q34
GLENCORE FIN DAC
N/A
5000000.00000000
PA
4518289.58000000
0.014368145568
Long
DBT
CORP
IE
N
2
2028-03-10
Fixed
1.12500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABD6
138628000.00000000
PA
USD
136614909.34000000
0.434434949227
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903BE2
49345000.00000000
PA
USD
48401618.84000000
0.153916984060
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
49446RAV1
2500000.00000000
PA
USD
2015465.08000000
0.006409172131
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.70000000
N
N
N
N
N
N
Fondo MIVIVIENDA SA
549300X41PNOK11PZ670
FONDO MIVIVIE SA
344593AF5
8829000.00000000
PA
USD
8478326.69000000
0.026961050173
Long
DBT
NUSS
PE
Y
2
2027-04-12
Fixed
4.62500000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAE2
15000000.00000000
PA
USD
13260854.10000000
0.042169471146
Long
DBT
CORP
US
N
2
2029-06-07
Variable
1.88700000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BV9
8300000.00000000
PA
USD
8333298.77000000
0.026499861878
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.37500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAF6
9850000.00000000
PA
USD
8878548.28000000
0.028233753474
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJG6
90025000.00000000
PA
USD
93569993.65000000
0.297552263050
Long
DBT
CORP
US
N
2
2033-07-22
Variable
4.96700000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
MID-AMER APT LP
59523UAR8
16850000.00000000
PA
USD
15114759.20000000
0.048064883088
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.75000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
DOMINION ENERGY
25731VAA2
11291000.00000000
PA
USD
10009916.14000000
0.031831499439
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.30000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBS4
32250000.00000000
PA
USD
28337247.14000000
0.090112349976
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
5312000.00000000
PA
5170310.07000000
0.016441568519
Long
DBT
CORP
CH
N
2
2026-10-13
Variable
2.12500000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331BF3
13783000.00000000
PA
USD
12584690.82000000
0.040019274205
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
4100000.00000000
PA
3688251.34000000
0.011728626775
Long
DBT
CORP
NL
N
2
2032-02-20
Fixed
0.50000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BT6
20900000.00000000
PA
USD
18958812.18000000
0.060288958552
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.60000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
N/A
2600000.00000000
PA
3273344.82000000
0.010409225446
Long
DBT
CORP
US
N
2
2034-07-22
Fixed
3.55000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CES6
313280000.00000000
PA
USD
313867400.00000000
0.998097269484
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
BROWN & BROWN
115236AC5
26000000.00000000
PA
USD
21394084.40000000
0.068033115967
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BD3
1455000.00000000
PA
USD
1487386.02000000
0.004729882508
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.87500000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
AXA EQUITABLE HO
054561AJ4
27444000.00000000
PA
USD
27734646.23000000
0.088196081123
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
N
BBCMS Trust 2021-C10
N/A
BBCMS 2021-C10 A5
05551VBJ1
4250000.00000000
PA
USD
3826955.00000000
0.012169703944
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.49200000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAJ3
6090000.00000000
PA
USD
6058911.83000000
0.019267319108
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDH6
64500000.00000000
PA
USD
67191557.91000000
0.213668926694
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.91200000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DM6
5999000.00000000
PA
USD
5050440.64000000
0.016060384138
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.20000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
BROWN & BROWN
115236AB7
2182000.00000000
PA
USD
2168596.74000000
0.006896130291
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
783860000.00000000
PA
42640549.75000000
0.135596803856
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (PRU)
N/A
-1630000.00000000
NC
USD
22719.91000000
0.000072249236
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
PRUDENTIAL FIN
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
24911.54000000
USD
0.00000000
USD
-1630000.00000000
USD
-2191.63000000
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BJ2
18609000.00000000
PA
USD
17578970.64000000
0.055901067126
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LS8
40466000.00000000
PA
USD
38742356.40000000
0.123200562199
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAG9
6446000.00000000
PA
USD
6475154.16000000
0.020590968308
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.70000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320AY2
15000000.00000000
PA
USD
12902317.05000000
0.041029324541
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.40000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLA
26444HAJ0
34710000.00000000
PA
USD
29869951.52000000
0.094986344716
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.75000000
N
N
N
N
N
N
Connecticut Light and Power Co/The
549300O45IUXEDS1VZ32
CONN LIGHT & PWR
207597EN1
3000000.00000000
PA
USD
2642266.11000000
0.008402397285
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.05000000
N
N
N
N
N
N
Sinopec Capital 2013 Ltd
N/A
SINOPEC CAPITAL
N/A
13170000.00000000
PA
USD
13176237.31000000
0.041900390041
Long
DBT
CORP
VG
N
2
2023-04-24
Fixed
3.12500000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBT2
19692000.00000000
PA
USD
16654063.57000000
0.052959865774
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.25000000
N
N
N
N
N
N
Ovintiv Inc
N/A
ALBERTA ENERGY
012873AK1
12232000.00000000
PA
USD
13750277.80000000
0.043725836856
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
Louis Dreyfus Co Finance BV
5493001HHX62PQCEEH95
LDC FINANCE BV
N/A
9969000.00000000
PA
9941065.33000000
0.031612554096
Long
DBT
CORP
NL
N
2
2025-11-27
Fixed
2.37500000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBR6
10000000.00000000
PA
USD
8792652.50000000
0.027960605184
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VAP9
10438000.00000000
PA
USD
9573872.84000000
0.030444883221
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NJ ECON-SER A
645913AA2
10675000.00000000
PA
USD
12167009.52000000
0.038691049085
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.42500000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-B
N/A
SOFI 2016-B A2B
83402JAC2
136880.14000000
PA
USD
136799.70000000
0.000435022582
Long
ABS-CBDO
CORP
US
Y
2
2032-10-25
Fixed
2.74000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAQ2
39067000.00000000
PA
USD
38549685.33000000
0.122587868849
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
3.45500000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PAY4
14610000.00000000
PA
USD
14187527.31000000
0.045116288817
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.60000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HRX0
18750000.00000000
PA
USD
18460413.94000000
0.058704053836
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
Pine Street Trust I
N/A
PINE ST TRUST I
722844AA5
250000.00000000
PA
USD
245979.76000000
0.000782214804
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.57200000
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
EX-IM BK OF IN
N/A
3900000.00000000
PA
USD
3885135.93000000
0.012354719105
Long
DBT
NUSS
IN
N
2
2024-03-12
Fixed
3.87500000
N
N
N
N
N
N
Serbia International Bond
N/A
SERBIA REPUBLIC
N/A
48031000.00000000
PA
44567180.18000000
0.141723482101
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CV1
6400000.00000000
PA
USD
5559458.30000000
0.017679058573
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.87500000
N
N
N
N
N
N
Duke Energy Carolinas NC Storm Funding LLC
N/A
DUKE ENERGY CAR
26443KAA3
2252902.92000000
PA
USD
2098622.84000000
0.006673613526
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
1.67900000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR ELECTRIC
67021CAR8
850000.00000000
PA
USD
736123.66000000
0.002340870746
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.95000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBZ2
15850000.00000000
PA
USD
13850482.56000000
0.044044487653
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAX3
63850000.00000000
PA
USD
53548637.02000000
0.170284484448
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659BD2
5000000.00000000
PA
USD
4207002.30000000
0.013378253072
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.65000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_18-BA
N/A
NAVSL 2018-BA A2A
63940QAB9
2719451.45000000
PA
USD
2687454.93000000
0.008546097579
Long
ABS-CBDO
CORP
US
Y
2
2059-12-15
Fixed
3.61000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348BL9
20563000.00000000
PA
USD
17916008.70000000
0.056972847016
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.30000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CB6
10000000.00000000
PA
USD
10167312.40000000
0.032332019013
Long
DBT
CORP
NL
N
2
2028-11-13
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4.5 8/22
01F042681
-196000000.00000000
PA
USD
-199276884.80000000
-0.63369981906
Short
ABS-MBS
USGSE
US
N
2
2022-08-11
Fixed
4.50000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GEN ELEC CAP CRP
36962GXZ2
8333000.00000000
PA
USD
9702760.62000000
0.030854745925
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
VZ Secured Financing BV
549300MG611MYCOWY949
VZ SECURED FINAN
91845AAA3
2228000.00000000
PA
USD
1989004.07000000
0.006325026209
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C18
549300O5GNH0TNJ6B119
WFRBS 2013-C18 A5
96221QAE3
2378000.00000000
PA
USD
2376739.66000000
0.007558024072
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
4.16200000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BH6
350000.00000000
PA
USD
288188.44000000
0.000916438263
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
200000.00000000
PA
184681.38000000
0.000587286163
Long
DBT
CORP
NL
N
2
2028-09-22
Fixed
0.87500000
N
N
N
N
N
N
CD 2017-CD4 Mortgage Trust
N/A
CD 2017-CD4 AM
12515DAT1
2200000.00000000
PA
USD
2135430.00000000
0.006790660171
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.74660000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES
92564RAG0
3550000.00000000
PA
USD
3462330.30000000
0.011010198633
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETRO
56585ABD3
13175000.00000000
PA
USD
12734082.02000000
0.040494337715
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBN4
14885000.00000000
PA
USD
14212346.70000000
0.045195214393
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKH4
17000000.00000000
PA
USD
14485126.76000000
0.046062654061
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
3100.53000000
0.000009859674
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
2621454.98000000
USD
2558115.78000000
EUR
2022-09-21
3100.53000000
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448BJ1
15985000.00000000
PA
USD
14400579.75000000
0.045793794855
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428XBV7
12359000.00000000
PA
USD
11683857.62000000
0.037154627678
Long
DBT
CORP
US
N
2
2029-08-05
Fixed
3.10000000
N
N
N
N
N
N
Brazilian Government International Bond
N/A
BRAZIL REP OF
105756CB4
7184000.00000000
PA
USD
5394963.95000000
0.017155967097
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
BANK 2018-BNK12
N/A
BANK 2018-BN12 A4
06541KBA5
3960000.00000000
PA
USD
4046446.80000000
0.012867687125
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Variable
4.25500000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35908MAD2
993000.00000000
PA
USD
1054178.45000000
0.003352283902
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJL4
59206000.00000000
PA
USD
48783189.85000000
0.155130378580
Long
DBT
CORP
US
N
2
2031-10-24
Variable
1.92200000
N
N
N
N
N
N
Southwestern Electric Power Co
R64UBJHEC74EB3HGQ410
SOUTHWESTN EL PR
845437BR2
26793000.00000000
PA
USD
26708474.25000000
0.084932857700
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.10000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBR5
10000000.00000000
PA
USD
8197859.70000000
0.026069166094
Long
DBT
CORP
GB
N
2
2032-03-10
Variable
2.66700000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
780097BG5
23355000.00000000
PA
USD
23053841.71000000
0.073311138595
Long
DBT
CORP
GB
N
2
2029-05-18
Variable
4.89200000
N
N
N
N
N
N
Amcor Flexibles North America Inc
PTVU09TE3QPJPL7K4E13
AMCOR FLEXIBLES
02344AAA6
20000000.00000000
PA
USD
17156773.80000000
0.054558482604
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAV8
31355000.00000000
PA
USD
31026865.22000000
0.098665326366
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.20300000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
195325DT9
1480000.00000000
PA
USD
974196.83000000
0.003097942621
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2J1
42900000.00000000
PA
USD
37826426.35000000
0.120287907741
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.57200000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434LAJ4
22881000.00000000
PA
USD
18977375.78000000
0.060347990737
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.65000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816CX5
10000000.00000000
PA
USD
10284178.20000000
0.032703651861
Long
DBT
CORP
US
N
2
2033-05-26
Variable
4.98900000
N
N
N
N
N
N
Scripps Escrow Inc
N/A
SCRIPPS ESCROW
81104PAA7
1843000.00000000
PA
USD
1759432.11000000
0.005594988153
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAD5
12000000.00000000
PA
USD
10702213.56000000
0.034033002891
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BW1
18511000.00000000
PA
USD
19065163.25000000
0.060627154594
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHZ5
47013000.00000000
PA
USD
41109862.02000000
0.130729222057
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.49600000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART 2021-B C
44934KAF1
1350000.00000000
PA
USD
1234721.34000000
0.003926409681
Long
ABS-CBDO
CORP
US
N
2
2028-02-15
Fixed
1.12000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAG4
5000000.00000000
PA
USD
5477072.85000000
0.017417073121
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.50000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
874060AX4
102037000.00000000
PA
USD
88502965.38000000
0.281439130304
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QCB0
10900000.00000000
PA
USD
10059828.44000000
0.031990220384
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.45000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS
536797AG8
7084000.00000000
PA
USD
6345971.88000000
0.020180169095
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865BF6
10000000.00000000
PA
USD
8349706.20000000
0.026552037450
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
1.30000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATIN
11120VAK9
13000000.00000000
PA
USD
11342924.71000000
0.036070462179
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448ES3
27317000.00000000
PA
USD
26025029.37000000
0.082759505295
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
2.75000000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
BROOKFIELD FIN
11271LAD4
9444000.00000000
PA
USD
9583661.08000000
0.030476009791
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
96949LAD7
14000000.00000000
PA
USD
13750246.58000000
0.043725737576
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN
701094AS3
25000000.00000000
PA
USD
25576641.75000000
0.081333634182
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.50000000
N
N
N
N
N
N
Pepper Residential Securities Trust No. 23
N/A
PEPAU 23A A1U
71338BAA7
417580.82000000
PA
USD
415465.23000000
0.001321178024
Long
ABS-MBS
CORP
AU
Y
2
2060-08-18
Floating
3.10600000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDJ7
250000000.00000000
PA
USD
223671875.00000000
0.711275805317
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAP6
31600000.00000000
PA
USD
30843873.62000000
0.098083413697
Long
DBT
CORP
US
N
2
2028-09-13
Fixed
4.65000000
N
N
N
N
N
N
N/A
N/A
SCDS: (CS)
N/A
-4900000.00000000
NC
-209726.22000000
-0.00066692866
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
CS GRP FIN (GRN)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
EUR
-57663.31000000
EUR
-4900000.00000000
EUR
-152062.91000000
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAR1
2500000.00000000
PA
USD
2337440.98000000
0.007433054403
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C43
549300RVQJTKIK3XGD11
WFCM 2018-C43 C
95001LAZ5
12380000.00000000
PA
USD
11738344.60000000
0.037327896090
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
4.51400000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844CE6
3000000.00000000
PA
USD
2776597.92000000
0.008829571986
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.55000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
11864.75000000
0.000037729864
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
2837373.54000000
USD
2777110.79000000
EUR
2022-09-21
11864.75000000
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BQ4
3216000.00000000
PA
USD
2803121.37000000
0.008913916467
Long
DBT
CORP
PA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL
N/A
13883000.00000000
PA
USD
13890376.04000000
0.044171348784
Long
DBT
CORP
CL
N
2
2024-10-30
Fixed
4.37500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CT4
36500000.00000000
PA
USD
30638085.04000000
0.097429006710
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.80400000
N
N
N
N
N
N
N/A
N/A
MXN/USD FWD 20220921
N/A
1.00000000
NC
-687415.78000000
-0.00218597985
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
658082776.23000000
MXN
31269985.03000000
USD
2022-09-21
-687415.78000000
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FZ2
6850000.00000000
PA
USD
6888428.29000000
0.021905178643
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CK6
24050000.00000000
PA
USD
22014998.19000000
0.070007619718
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MDLZ)
N/A
-1630000.00000000
NC
USD
31797.44000000
0.000101115751
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
MONDELEZ INT INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
30461.01000000
USD
0.00000000
USD
-1630000.00000000
USD
1336.43000000
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816CW7
20200000.00000000
PA
USD
20344354.65000000
0.064694978916
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.05000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
ENLINK MIDSTREA
29336TAC4
915000.00000000
PA
USD
889837.50000000
0.002829680237
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587DH7
961000.00000000
PA
USD
847100.67000000
0.002693777262
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
ANTOFAGASTA
03718NAB2
7500000.00000000
PA
USD
7425755.25000000
0.023613876557
Long
DBT
CORP
GB
Y
2
2032-05-13
Fixed
5.62500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
CGCMT 2014-GC23 AS
17322VAV8
2020000.00000000
PA
USD
1991154.40000000
0.006331864251
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Fixed
3.86300000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL
416515BE3
3926000.00000000
PA
USD
3580943.31000000
0.011387387603
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDC7
14100000.00000000
PA
USD
14296341.37000000
0.045462317160
Long
DBT
CORP
US
N
2
2033-04-26
Variable
4.58600000
N
N
N
N
N
N
N/A
N/A
SCDS: (PHILIP)
N/A
-1000000.00000000
NC
USD
-1712.40000000
-0.00000544542
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
PHILIPPINES(REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
9909.40000000
USD
0.00000000
USD
-1000000.00000000
USD
-11621.80000000
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BC7
5000000.00000000
PA
USD
4915404.20000000
0.015630968716
Long
DBT
CORP
JP
N
2
2028-09-11
Fixed
4.05000000
N
N
N
N
N
N
Cargo Aircraft Management Inc
549300GH5J7LOMV44F11
CARGO AIRCRAFT M
14180LAA4
2914000.00000000
PA
USD
2733904.43000000
0.008693806832
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
MSBAM 2014-C16 AS
61763MAH3
935000.00000000
PA
USD
923976.35000000
0.002938241665
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Fixed
4.09400000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
US STEEL CORP
912909AU2
1600200.00000000
PA
USD
1532944.12000000
0.004874757112
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
Cogent Communications Group Inc
549300KFWFYF8Q1U0Y26
COGENT COMMUNICA
19240CAE3
2230000.00000000
PA
USD
2248924.27000000
0.007151571565
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
Studio City Co Ltd
N/A
STUDIO CITY CO
86400GAC3
1403000.00000000
PA
USD
1171996.13000000
0.003726943725
Long
DBT
CORP
VG
Y
2
2027-02-15
Fixed
7.00000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBC1
37806000.00000000
PA
USD
38361240.84000000
0.121988616009
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.65000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
549300P1YQ48837ZOI22
MSBAM 2013-C10 A4
61762MBW0
1244000.00000000
PA
USD
1238178.08000000
0.003937402102
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.07330000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBU9
35000000.00000000
PA
USD
28627528.65000000
0.091035444196
Long
DBT
CORP
US
N
2
2031-11-19
Variable
1.76400000
N
N
N
N
N
N
COMM 2013-CCRE9 Mortgage Trust
549300C72XVZH4MIKU63
COMM 2013-CR9 C
12625UAG8
2780000.00000000
PA
USD
2626599.60000000
0.008352577836
Long
ABS-MBS
CORP
US
Y
2
2045-07-10
Variable
4.29190000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QBR2
1748000.00000000
PA
USD
1170511.65000000
0.003722223084
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AN9
545000.00000000
PA
USD
536700.51000000
0.001706705804
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919BC9
2000000.00000000
PA
USD
1963001.38000000
0.006242337743
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.20000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
REGENCY CENTERS
75884RAZ6
8150000.00000000
PA
USD
7320958.37000000
0.023280622833
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBX0
17897000.00000000
PA
USD
16300014.54000000
0.051833991057
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.80000000
N
N
N
N
N
N
NCL Corp Ltd
UNZWILHE4KMRP9K2L524
NCL CORP
62886HBG5
1040000.00000000
PA
USD
833459.63000000
0.002650398801
Long
DBT
CORP
BM
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
HUNT INGALLS IND
446413AT3
15053000.00000000
PA
USD
14507694.09000000
0.046134418094
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057CV4
19420000.00000000
PA
USD
19672929.96000000
0.062559850675
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RES PRTNRS
87612BBN1
4097000.00000000
PA
USD
4233799.98000000
0.013463469603
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
780153AY8
325000.00000000
PA
USD
332409.19000000
0.001057060098
Long
DBT
CORP
LR
Y
2
2023-06-01
Fixed
10.87500000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
HARRIS CORP
413875AW5
6273000.00000000
PA
USD
6336280.89000000
0.020149351780
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BP7
15336000.00000000
PA
USD
13040270.89000000
0.041468017285
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CL4
38981000.00000000
PA
USD
34640743.97000000
0.110157448557
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
EI4162968
200000.00000000
PA
267793.94000000
0.000851583822
Long
DBT
CORP
ES
N
2
2029-10-08
Fixed
5.44500000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2016-C4
N/A
JPMDB 2016-C4 A3
46646RAJ2
2840000.00000000
PA
USD
2748495.20000000
0.008740205431
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.14130000
N
N
N
N
N
N
Petronas Energy Canada Ltd
5493001PEB90YGTDC638
PETRONAS ENERG
N/A
950000.00000000
PA
USD
874879.70000000
0.002782114484
Long
DBT
CORP
CA
N
2
2028-03-23
Fixed
2.11200000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBZ2
14237000.00000000
PA
USD
11696026.37000000
0.037193324262
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14200000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NU1
33910000.00000000
PA
USD
34931192.87000000
0.111081075076
Long
DBT
CORP
US
N
2
2033-05-24
Variable
4.91000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
12500000.00000000
PA
8808090.81000000
0.028009698958
Long
DBT
CORP
FR
N
2
2025-06-05
Floating
2.84170000
N
N
N
N
N
N
Panama Bonos del Tesoro
N/A
PANAMA TR BONDS
N/A
37549000.00000000
PA
USD
32376625.25000000
0.102957558692
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAW4
17500000.00000000
PA
USD
18105602.38000000
0.057575754276
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
IIP Operating Partnership LP
N/A
IIP OP PRTNRSHP
44988FAD2
9600000.00000000
PA
USD
8173739.04000000
0.025992462477
Long
DBT
CORP
US
N
2
2026-05-25
Fixed
5.50000000
N
N
N
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
VAIL RESORTS
91879QAL3
7771000.00000000
PA
USD
7945459.18000000
0.025266533295
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
DEXIA CRED LOCAL
25214BAT1
1750000.00000000
PA
USD
1749637.75000000
0.005563842122
Long
DBT
CORP
FR
Y
2
2022-09-20
Fixed
2.37500000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HLDS INC
09857LAR9
35630000.00000000
PA
USD
36740377.95000000
0.116834277506
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_19-B
N/A
HART 2019-B B
44891JAE8
530000.00000000
PA
USD
520693.78000000
0.001655804457
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
2.21000000
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MKTS
12503MAC2
12719000.00000000
PA
USD
10658715.96000000
0.033894680670
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.62500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJF7
65770000.00000000
PA
USD
54393358.61000000
0.172970696245
Long
DBT
CORP
US
N
2
2031-07-23
Variable
1.89800000
N
N
N
N
N
N
N/A
N/A
AUST 3YR BOND FUT Sep22
N/A
-1075.00000000
NC
-1351661.93000000
-0.00429828036
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
SFE 3 Year Australian Bond Future
2022-09-15
-81972810.01000000
AUD
-1351661.93000000
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-12549.55000000
-0.00003990752
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
3336551.70000000
EUR
3410659.52000000
USD
2022-09-21
-12549.55000000
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
HERSHEY COMPANY
427866BE7
5000000.00000000
PA
USD
4348185.65000000
0.013827215647
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.70000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MET)
BVN4P0M06
-24300000.00000000
NC
USD
295932.67000000
0.000941064888
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
METLIFE INC
Y
Payout of notional amount upon default event with regard to reference instrument
2024-06-20
8256.60000000
USD
0.00000000
USD
-24300000.00000000
USD
287676.07000000
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607HR53
6000000.00000000
PA
USD
5670874.62000000
0.018033362094
Long
DBT
CORP
CA
N
2
2032-04-07
Fixed
3.60000000
N
N
N
N
N
N
Colgate Energy Partners III LLC
549300QRLZK0B17DH791
COLGATE ENERGY
19416MAB5
3851000.00000000
PA
USD
3519858.06000000
0.011193136715
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
KEMPER
488401AC4
4837000.00000000
PA
USD
4027924.64000000
0.012808786719
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
Nexstar Media Inc
5493006PK6I4I2OOT688
NEXSTAR ESCROW
65343HAA9
3753000.00000000
PA
USD
3753982.16000000
0.011937650560
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
ESTEE LAUDER CO
29736RAP5
15250000.00000000
PA
USD
14015646.40000000
0.044569708105
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBL9
22000000.00000000
PA
USD
19284770.12000000
0.061325503698
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.52200000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEE7
135000000.00000000
PA
USD
132089062.50000000
0.420042771597
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939UAG1
10000000.00000000
PA
USD
9020592.80000000
0.028685454567
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.20000000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
SUN COMMUNITIES
866677AH0
5079000.00000000
PA
USD
4745302.28000000
0.015090045186
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-3906.95000000
-0.00001242408
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
572586.24000000
EUR
583550.58000000
USD
2022-09-21
-3906.95000000
N
N
N
Directv Financing LLC / Directv Financing Co-Obligor Inc
N/A
DIRECTV FIN/DTV
25461LAA0
3259000.00000000
PA
USD
3044820.61000000
0.009682519232
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
NATIONAL RETAIL
637417AK2
8830000.00000000
PA
USD
8440486.27000000
0.026840717765
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
57230.02000000
0.000181991269
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
1454385.65000000
EUR
1549389.17000000
USD
2022-09-21
57230.02000000
N
N
N
Triton Container International Ltd / TAL International Container Corp
N/A
TRITON CONTAINER
89681LAA0
18030000.00000000
PA
USD
14859770.50000000
0.047254019886
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DR5
25404000.00000000
PA
USD
24844635.17000000
0.079005855735
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.65000000
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
GSK CONSUMER
36264FAC5
65000000.00000000
PA
USD
62820805.45000000
0.199769948667
Long
DBT
CORP
US
Y
2
2029-03-24
Fixed
3.37500000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
ENTERGY TEXAS
29365TAG9
3129000.00000000
PA
USD
3126111.18000000
0.009941022969
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAS1
1773000.00000000
PA
USD
1459475.55000000
0.004641127308
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.87500000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659AV3
25632000.00000000
PA
USD
25508436.59000000
0.081116742004
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.70000000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CW9
5500000.00000000
PA
USD
5670952.43000000
0.018033609529
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.10000000
N
N
N
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825AJ5
3058000.00000000
PA
USD
2553056.10000000
0.008118709755
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.50000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EL3
5000000.00000000
PA
USD
4591831.10000000
0.014602007353
Long
DBT
CORP
AU
N
2
2030-01-16
Fixed
2.65000000
N
N
N
N
N
N
TotalEnergies Capital SA
529900QI55ZLJVCMPA71
TOTALENERGIES
89152UAH5
18600000.00000000
PA
USD
18834187.02000000
0.059892650965
Long
DBT
CORP
FR
N
2
2028-10-11
Fixed
3.88300000
N
N
N
N
N
N
AGI Finance Pty Ltd
21380065BDG1SP7D5854
AGI FINANCE
N/A
3390000.00000000
PA
1921004.81000000
0.006108788792
Long
DBT
CORP
AU
N
2
2028-11-23
Fixed
1.81520000
N
N
N
N
N
N
EDSOUTH INDENTURE NO 5 LLC EDUSA_15-1
N/A
EDUSA 2015-1 A
281378AA7
2932293.53000000
PA
USD
2902808.44000000
0.009230921012
Long
ABS-CBDO
CORP
US
Y
2
2056-10-25
Floating
3.05900000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044DP3
30618000.00000000
PA
USD
26866378.60000000
0.085434992998
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.20000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
OFFICE PPTY INCO
67623CAD1
2100000.00000000
PA
USD
1752200.23000000
0.005571990799
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DV7
5000000.00000000
PA
USD
4608273.30000000
0.014654293493
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.55000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB 2014-C18 B
46641JBB1
2500000.00000000
PA
USD
2456700.00000000
0.007812297683
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.78780000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2
N/A
AMCAR 2019-1 D
03066GAG4
7240000.00000000
PA
USD
7189237.46000000
0.022861750785
Long
ABS-CBDO
CORP
US
N
2
2025-03-18
Fixed
3.62000000
N
N
N
N
N
N
Digital Euro Finco LLC
635400OUEAPTXSW3SC91
DIGITAL EURO FIN
N/A
11793000.00000000
PA
12131069.47000000
0.038576759848
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
2.62500000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA
053015AG8
26610000.00000000
PA
USD
24716026.33000000
0.078596880059
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_20-1
N/A
HPEFS 2020-1A B
40438FAD6
1751388.35000000
PA
USD
1748716.43000000
0.005560912327
Long
ABS-CBDO
CORP
US
Y
2
2030-02-20
Fixed
1.89000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NY URBAN DEV-B
6500358W1
400000.00000000
PA
USD
393300.48000000
0.001250694194
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
3.90000000
N
N
N
N
N
N
United Airlines Inc
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES
90932LAG2
6300000.00000000
PA
USD
6065315.24000000
0.019287681930
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MD0
5000000.00000000
PA
USD
4939237.85000000
0.015706759642
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AQ6
13264000.00000000
PA
USD
12772116.36000000
0.040615286788
Long
DBT
CORP
NL
N
2
2029-04-09
Fixed
4.05000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C TECH INC
78466DBG8
676500.40000000
PA
USD
660151.41000000
0.002099279249
Long
LON
CORP
US
N
2
2029-03-22
Floating
4.53460000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C49
N/A
WFCM 2019-C49 ASB
95001WAZ1
3250000.00000000
PA
USD
3241517.50000000
0.010308014676
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.93300000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBD7
43522000.00000000
PA
USD
41614361.10000000
0.132333527423
Long
DBT
CORP
US
N
2
2030-05-06
Variable
3.70200000
N
N
N
N
N
N
DBJPM 2017-C6 Mortgage Trust
N/A
DBJPM 2017-C6 A5
23312JAF0
5540000.00000000
PA
USD
5411250.40000000
0.017207757953
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Fixed
3.32800000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494BK8
18113000.00000000
PA
USD
18522623.14000000
0.058901878881
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690BR0
364000.00000000
PA
USD
365693.42000000
0.001162903837
Long
DBT
CORP
US
N
2
2030-03-30
Fixed
4.75000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAW5
2500000.00000000
PA
USD
2424874.65000000
0.007711093178
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
EX-IM BK OF IN
30216JAC9
9675000.00000000
PA
USD
9353571.64000000
0.029744326151
Long
DBT
NUSS
IN
Y
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PROD & CHEM
009158BC9
5552000.00000000
PA
USD
5004953.89000000
0.015915736427
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAB9
10507000.00000000
PA
USD
9374695.07000000
0.029811498587
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBK0
4000000.00000000
PA
USD
3800180.04000000
0.012084559662
Long
DBT
CORP
GB
N
2
2030-06-20
Variable
5.08800000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
49446RAZ2
10000000.00000000
PA
USD
9014605.80000000
0.028666415927
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.20000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AM5
9000000.00000000
PA
USD
8993377.53000000
0.028598910100
Long
DBT
CORP
NL
N
2
2028-10-02
Fixed
4.55000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-C
N/A
SOFI 2016-C A2B
83402DAC5
59680.15000000
PA
USD
59630.63000000
0.000189625201
Long
ABS-CBDO
CORP
US
Y
2
2032-12-27
Fixed
2.36000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RAU6
200000.00000000
PA
319885.23000000
0.001017233948
Long
DBT
CORP
US
N
2
2040-04-30
Fixed
7.00000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CD5
19969000.00000000
PA
USD
18087739.28000000
0.057518949679
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-105197.41000000
-0.00033452740
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
5351919.39000000
USD
5113903.00000000
EUR
2022-09-21
-105197.41000000
N
N
N
Ontario Teachers' Cadillac Fairview Properties Trust
N/A
CADILLAC FAIRVIE
68327LAB2
7000000.00000000
PA
USD
6923832.79000000
0.022017764833
Long
DBT
CORP
CA
Y
2
2027-03-20
Fixed
3.87500000
N
N
N
N
N
N
Republic of South Africa Government International Bond
N/A
SOUTH AFRICA
836205BB9
6600000.00000000
PA
USD
5013076.53000000
0.015941566394
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YES0
16000000.00000000
PA
USD
16153187.04000000
0.051367080104
Long
DBT
CORP
US
N
2
2037-04-20
Variable
5.29700000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK
854502AL5
29607000.00000000
PA
USD
26280507.00000000
0.083571923294
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.30000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
QUANTA SERVICES
74762EAF9
8400000.00000000
PA
USD
7280234.22000000
0.023151120174
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKD0
25000000.00000000
PA
USD
21411902.50000000
0.068089777465
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
Williams Scotsman International Inc
549300V3TCHCBOBTGH07
WILLIAMS SCOTSM
96950GAE2
1379000.00000000
PA
USD
1293956.49000000
0.004114777257
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
MSBAM 2014-C16 C
61763MAL4
2400000.00000000
PA
USD
2259144.00000000
0.007184070272
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
4.75060000
N
N
N
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK 6/30/2029
N/A
1035000.00000000
PA
USD
1004093.87000000
0.003193015107
Long
LON
CORP
US
N
2
2029-06-30
Floating
6.85000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AQ3
85521000.00000000
PA
USD
90055262.70000000
0.286375430527
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-109337.28000000
-0.00034769218
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3596466.78000000
USD
3398854.01000000
EUR
2022-09-21
-109337.28000000
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATION
92840VAF9
995000.00000000
PA
USD
980522.25000000
0.003118057435
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBB0
56337000.00000000
PA
USD
52595383.22000000
0.167253140591
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBK9
19475000.00000000
PA
USD
21588707.83000000
0.068652017816
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.75000000
N
N
N
N
N
N
Tyco Electronics Group SA
C33G1C5SYE2YM95EE712
TYCO ELECTRONICS
902133AY3
7990000.00000000
PA
USD
7276526.96000000
0.023139331100
Long
DBT
CORP
LU
N
2
2032-02-04
Fixed
2.50000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912XAY0
2903000.00000000
PA
USD
2673179.42000000
0.008500701506
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161NAX9
45000000.00000000
PA
USD
44864065.80000000
0.142667577368
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GCY4
3474000.00000000
PA
USD
3422165.42000000
0.010882474450
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CN4
3930000.00000000
PA
USD
3694634.97000000
0.011748926697
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Owl Rock Capital Corp
2549000BD79OOCPF2L94
OWL ROCK CAPITAL
69121KAG9
300000.00000000
PA
USD
246064.71000000
0.000782484944
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664CX7
5801000.00000000
PA
USD
4153740.90000000
0.013208882000
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.50000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CU2
13400000.00000000
PA
USD
12201211.61000000
0.038799811615
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBL4
15000000.00000000
PA
USD
15306780.60000000
0.048675510490
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA
053015AF0
24000000.00000000
PA
USD
20441351.28000000
0.065003427871
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.25000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759AZ3
12620000.00000000
PA
USD
10368192.83000000
0.032970818100
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
1.75000000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
WILLIS NORTH AME
970648AG6
14000000.00000000
PA
USD
13990396.56000000
0.044489413700
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
Benchmark 2018-B1 Mortgage Trust
N/A
BMARK 2018-B1 A5
08162PAX9
4630000.00000000
PA
USD
4583237.00000000
0.014574678144
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
3.66600000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
-69958.24000000
-0.00022246696
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
2187612.90000000
USD
3028218.50000000
AUD
2022-09-21
-69958.24000000
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
INVITATION HOMES
46188BAB8
10000000.00000000
PA
USD
8599075.00000000
0.027345029390
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.30000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.00000000
NC
41967.42000000
0.000133456253
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1737450.17000000
USD
1459345.11000000
GBP
2022-09-21
41967.42000000
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER
58503UAC7
1316700.00000000
PA
USD
1255619.60000000
0.003992866077
Long
LON
CORP
US
N
2
2028-10-21
Floating
5.50900000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475AW5
32603000.00000000
PA
USD
31527885.43000000
0.100258568938
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.45000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART 2021-B B
44934KAE4
1270000.00000000
PA
USD
1168644.86000000
0.003716286698
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.91000000
N
N
N
N
N
N
Hilton Worldwide Finance LLC
549300406TN7EY0NPH20
HILTON WORLDWIDE
43289DAH6
1045000.00000000
PA
USD
1027272.62000000
0.003266723454
Long
LON
CORP
US
N
2
2026-06-21
Floating
4.00900000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
N/A
MSBAM 2014-C17 AS
61763UBB7
1380000.00000000
PA
USD
1362432.60000000
0.004332531055
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
4.01100000
N
N
N
N
N
N
Lonsdale Finance Pty Ltd
549300VX4WC30OTQ1E62
LONSDALE FINANCE
N/A
15000000.00000000
PA
9002269.03000000
0.028627185040
Long
DBT
CORP
AU
N
2
2027-10-15
Fixed
2.10000000
N
N
N
N
N
N
N/A
N/A
SCDS: (VZ)
N/A
-1630000.00000000
NC
USD
2582.24000000
0.000008211514
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
VERIZON COMM INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
24911.54000000
USD
0.00000000
USD
-1630000.00000000
USD
-22329.30000000
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAN2
10000000.00000000
PA
USD
8363497.20000000
0.026595892783
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RBF0
20000000.00000000
PA
USD
17969859.60000000
0.057144092695
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AC9
57562000.00000000
PA
USD
56617944.06000000
0.180044870445
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.90000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDP4
20288000.00000000
PA
USD
20770011.23000000
0.066048565400
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCG3
37100000.00000000
PA
USD
32041117.09000000
0.101890643879
Long
DBT
CORP
JP
N
2
2028-09-17
Fixed
1.90200000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BF3
1465000.00000000
PA
USD
1172000.00000000
0.003726956032
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816DA4
18720000.00000000
PA
USD
19045518.90000000
0.060564685628
Long
DBT
CORP
US
N
2
2033-08-03
Variable
4.42000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654AU9
10650000.00000000
PA
USD
9655900.03000000
0.030705729407
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
1.70000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABK8
27426000.00000000
PA
USD
27403277.01000000
0.087142328125
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.15000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
ARES CAPITAL COR
04010LBB8
10300000.00000000
PA
USD
8525265.92000000
0.027110316765
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
Kaiser Aluminum Corp
N/A
KAISER ALUMINUM
483007AL4
2918000.00000000
PA
USD
2343626.45000000
0.007452724177
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06417XAE1
35000000.00000000
PA
USD
30078517.00000000
0.095649582237
Long
DBT
CORP
CA
N
2
2032-02-02
Fixed
2.45000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AR5
2070000.00000000
PA
USD
2055579.63000000
0.006536736264
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEL5
25000000.00000000
PA
USD
22316644.00000000
0.070966852372
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.94300000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CT6
300000.00000000
PA
USD
261796.73000000
0.000832512715
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.90000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-2
N/A
FORDF 2020-2 A
34528QHQ0
560000.00000000
PA
USD
516312.66000000
0.001641872510
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
1.06000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAP8
11000000.00000000
PA
USD
9290534.22000000
0.029543867368
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
CGCMT 2014-GC23 C
17322VAX4
1250000.00000000
PA
USD
1228850.00000000
0.003907738840
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Variable
4.42760000
N
N
N
N
N
N
Prologis International Funding II SA
213800JNRWW2C9DWI388
PROLOGIS INTL II
N/A
6353000.00000000
PA
5718945.38000000
0.018186226948
Long
DBT
CORP
LU
N
2
2032-06-17
Fixed
1.62500000
N
N
N
N
N
N
EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_19-A
N/A
EDVES 2019-A A
28166GAA3
1658343.82000000
PA
USD
1573868.78000000
0.005004897392
Long
ABS-CBDO
CORP
US
Y
2
2038-11-25
Fixed
3.58000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MAR MTLS
573284AW6
25000000.00000000
PA
USD
21199520.00000000
0.067414401834
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.40000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES
247361ZT8
2023000.00000000
PA
USD
1763188.54000000
0.005606933588
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599EF8
1574000.00000000
PA
USD
1686173.25000000
0.005362025226
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-LC14
549300QGM7D5K3CV2643
WFRBS 2014-LC14 A4
96221TAD9
694939.21000000
PA
USD
690713.98000000
0.002196468118
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
3.76600000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHM4
22622000.00000000
PA
USD
22428769.44000000
0.071323410892
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.27100000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
CLEAN HARBORS IN
184496AN7
4535000.00000000
PA
USD
4505382.14000000
0.014327099953
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC16
549300PX4QZK7CUM8D08
WFCM 2014-LC16 C
94988XBA3
1450000.00000000
PA
USD
893649.50000000
0.002841802384
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.45800000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GU1
10000000.00000000
PA
USD
8665997.80000000
0.027557843667
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECH
75513ECM1
25000000.00000000
PA
USD
21355981.75000000
0.067911949669
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.90000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BN2
4997000.00000000
PA
USD
4651262.52000000
0.014790999067
Long
DBT
CORP
US
N
2
2031-03-30
Variable
3.15200000
N
N
N
N
N
N
Colgate Energy Partners III LLC
549300QRLZK0B17DH791
COLGATE ENERGY
19416MAA7
1445000.00000000
PA
USD
1417232.71000000
0.004506795220
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EW9
25400000.00000000
PA
USD
22796665.61000000
0.072493319467
Long
DBT
CORP
AU
N
2
2028-11-20
Fixed
1.95300000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
86765BAU3
13741000.00000000
PA
USD
13322027.57000000
0.042364002574
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
BANK 2017-BNK6
N/A
BANK 2017-BNK6 AS
060352AJ0
1310000.00000000
PA
USD
1268145.50000000
0.004032698397
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
3.74100000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIO
78410GAG9
3740000.00000000
PA
USD
3273826.65000000
0.010410757664
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
N/A
N/A
SCDS: (ENBCN)
N/A
-1630000.00000000
NC
USD
12998.76000000
0.000041336012
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ENBRIDGE INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
18923.65000000
USD
0.00000000
USD
-1630000.00000000
USD
-5924.89000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LP4
44260000.00000000
PA
USD
42766417.97000000
0.135997064370
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.66800000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAT8
13715000.00000000
PA
USD
11601503.41000000
0.036892741569
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-A
N/A
SOFI 2017-A A2B
83404FAC8
87762.18000000
PA
USD
87256.82000000
0.000277476392
Long
ABS-CBDO
CORP
US
Y
2
2040-03-26
Fixed
2.40000000
N
N
N
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
MAGNA INTL INC
559222AV6
35820000.00000000
PA
USD
31678647.78000000
0.100737992700
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAZ5
1052000.00000000
PA
USD
860518.82000000
0.002736446934
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.09500000
N
N
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUT
83088MAL6
31290000.00000000
PA
USD
26387616.41000000
0.083912530855
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
Toll Brothers Finance Corp
N/A
TOLL BR FIN CORP
88947EAU4
22966000.00000000
PA
USD
20747527.81000000
0.065977068200
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.80000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DF1
21700000.00000000
PA
USD
19159267.22000000
0.060926404900
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
2.45000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166BY9
1605000.00000000
PA
USD
1560472.07000000
0.004962295900
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
Autoroutes du Sud de la France SA
213800U12KWYZEECZ934
AUTOROUTES DU SU
N/A
300000.00000000
PA
300210.34000000
0.000954667864
Long
DBT
CORP
FR
N
2
2026-04-20
Fixed
1.12500000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBE5
6750000.00000000
PA
USD
6227854.70000000
0.019804556863
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAG4
27470000.00000000
PA
USD
21926944.90000000
0.069727610554
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY
25179MBF9
28745000.00000000
PA
USD
28171594.17000000
0.089585574093
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428XCD6
32544000.00000000
PA
USD
28564960.98000000
0.090836479217
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHX0
32946000.00000000
PA
USD
29825713.33000000
0.094845667422
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.88400000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCS
446150AS3
10000000.00000000
PA
USD
8763751.10000000
0.027868698830
Long
DBT
CORP
US
N
2
2030-02-04
Fixed
2.55000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CE7
15000000.00000000
PA
USD
13777399.80000000
0.043812084724
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.37500000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
PRUDENTIAL PLC
74435KAA3
1500000.00000000
PA
USD
1391422.52000000
0.004424718903
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.12500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912XBF0
3955000.00000000
PA
USD
3784713.36000000
0.012035375672
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.62500000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DX3
19321000.00000000
PA
USD
18446564.39000000
0.058660012314
Long
DBT
NUSS
CL
N
2
2027-01-31
Fixed
2.75000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599DD4
4092000.00000000
PA
USD
4755962.64000000
0.015123945095
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
American Airlines Inc
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINE
023771S58
685000.00000000
PA
USD
760350.00000000
0.002417910426
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639AY2
34620000.00000000
PA
USD
29617867.68000000
0.094184718958
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
BANK 2019-BNK20
N/A
BANK 2019-BN20 A3
06540AAD3
7060000.00000000
PA
USD
6689844.20000000
0.021273681909
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
3.01100000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECH
75513EAD3
24511000.00000000
PA
USD
21954958.60000000
0.069816694025
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299AT1
9236000.00000000
PA
USD
11416350.65000000
0.036303956419
Long
DBT
NUSS
PA
N
2
2034-04-28
Fixed
8.12500000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
N/A
MSBAM 2014-C15 C
61763KBF0
1140000.00000000
PA
USD
1131358.80000000
0.003597717154
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
4.89090000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_19-B
N/A
NAVSL 2019-BA A2A
63941LAB9
4440037.90000000
PA
USD
4360215.79000000
0.013865471451
Long
ABS-CBDO
CORP
US
Y
2
2059-12-15
Fixed
3.39000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
NOVELIS CORP
670001AE6
2167000.00000000
PA
USD
2004097.60000000
0.006373023583
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17308CC53
40076000.00000000
PA
USD
36184852.84000000
0.115067709536
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.97600000
N
N
N
N
N
N
WFLD 2014-MONT Mortgage Trust
N/A
WFLD 2014-MONT A
92939GAA5
4640000.00000000
PA
USD
4638422.40000000
0.014750167529
Long
ABS-MBS
CORP
US
Y
2
2031-08-10
Variable
3.75480000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DT2
11265000.00000000
PA
USD
9571898.89000000
0.030438606067
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATIN
11120VAL7
20000000.00000000
PA
USD
16116020.40000000
0.051248890315
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
MID-AMER APT LP
59523UAS6
1900000.00000000
PA
USD
1552367.11000000
0.004936522154
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YBJ9
10000000.00000000
PA
USD
9172643.90000000
0.029168976550
Long
DBT
CORP
US
N
2
2029-08-26
Fixed
2.37500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DU1
25000000.00000000
PA
USD
22163605.50000000
0.070480190460
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
ELEMENT SOLN INC
28618MAA4
3825000.00000000
PA
USD
3532709.45000000
0.011234004091
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
LAZARD GROUP LLC
52107QAK1
555000.00000000
PA
USD
543236.78000000
0.001727491121
Long
DBT
CORP
US
N
2
2029-03-11
Fixed
4.37500000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
AGREE LP
008513AA1
6500000.00000000
PA
USD
5676288.48000000
0.018050578150
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES
92564RAF2
3010000.00000000
PA
USD
3011857.92000000
0.009577697989
Long
DBT
CORP
US
Y
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAR2
23788000.00000000
PA
USD
20375354.01000000
0.064793556776
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.70000000
N
N
N
N
N
N
Toyota Motor Finance Netherlands BV
724500OPA8GZSQUNSR96
TOYOTA MOTOR FIN
N/A
400000.00000000
PA
389324.49000000
0.001238050560
Long
DBT
CORP
NL
N
2
2025-10-27
Fixed
0.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
TRGP 6.5 7/15/2027
87612BBL5
2440000.00000000
PA
USD
2511209.98000000
0.007985639235
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HBC2
17000000.00000000
PA
USD
14655641.69000000
0.046604890961
Long
DBT
CORP
CA
N
2
2031-10-12
Fixed
2.50000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATIN
11120VAE3
1100000.00000000
PA
USD
1067195.73000000
0.003393678808
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
N/A
N/A
SCDS: (UNH)
N/A
-1630000.00000000
NC
USD
36719.31000000
0.000116767281
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
UNITEDHEALTH GRP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
36054.98000000
USD
0.00000000
USD
-1630000.00000000
USD
664.33000000
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OP
23311VAJ6
988000.00000000
PA
USD
1016905.32000000
0.003233755475
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BH2
58413000.00000000
PA
USD
53817829.79000000
0.171140516546
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.45000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CS6
15000000.00000000
PA
USD
11945959.05000000
0.037988109339
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.75000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
VONOVIA SE
N/A
2100000.00000000
PA
1504492.40000000
0.004784280738
Long
DBT
CORP
DE
N
2
2041-06-14
Fixed
1.50000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BN1
6257000.00000000
PA
USD
4958966.77000000
0.015769497541
Long
DBT
CORP
PA
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-BNK1
549300DNBJ7A0SEFVK31
WFCM 2016-BNK1 A3
95000GAY0
4470000.00000000
PA
USD
4269162.90000000
0.013575923569
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.65200000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QDN5
11456000.00000000
PA
USD
11307103.73000000
0.035956551584
Long
DBT
CORP
GB
N
2
2027-09-19
Fixed
3.27900000
N
N
N
N
N
N
Federal Realty OP LP
549300LI6XZ51GOCJ427
FEDERAL REALTY I
313747BA4
1990000.00000000
PA
USD
1839999.59000000
0.005851192467
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAL5
22930000.00000000
PA
USD
22721487.42000000
0.072254253077
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.30000000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PAC8
1000000.00000000
PA
USD
997583.28000000
0.003172311453
Long
DBT
CORP
SG
Y
2
2023-01-23
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
-100389.60000000
-0.00031923858
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
3262776.49000000
USD
3082332.14000000
EUR
2022-09-21
-100389.60000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFE9
40626000.00000000
PA
USD
38312619.06000000
0.121833998913
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
Benchmark 2020-B16 Mortgage Trust
N/A
BMARK 2020-B16 A5
08161NAF4
13660000.00000000
PA
USD
12664186.00000000
0.040272068608
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.73200000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VBC7
37147000.00000000
PA
USD
34475925.65000000
0.109633326857
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2SF 4.5 9/22
21H042695
98000000.00000000
PA
USD
99603985.60000000
0.316740337024
Long
ABS-MBS
USGA
US
N
2
2022-09-21
Fixed
4.50000000
N
N
N
N
N
N
Palisades Center Trust 2016-PLSD
N/A
PCT 2016-PLSD A
69640GAA3
8980000.00000000
PA
USD
8257379.40000000
0.026258438538
Long
ABS-MBS
CORP
US
Y
2
2033-04-13
Fixed
2.71300000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
085209AC8
3517000.00000000
PA
USD
3555608.04000000
0.011306821530
Long
DBT
NUSS
BM
Y
2
2024-02-06
Fixed
4.85400000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AR5
7057000.00000000
PA
USD
6985683.93000000
0.022214451249
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.90000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175CD4
51263000.00000000
PA
USD
43752874.64000000
0.139133993241
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BL0
3009000.00000000
PA
USD
2838917.51000000
0.009027748071
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
SCDS: (AMXLMM)
BVN4YF9Y4
-15000000.00000000
NC
USD
44215.38000000
0.000140604758
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
AMERICA MOVIL SA
Y
Payout of notional amount upon default event with regard to reference instrument
2022-12-20
0.00000000
USD
-11310.96000000
USD
-15000000.00000000
USD
55526.34000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAX4
22800000.00000000
PA
USD
22799742.13000000
0.072503102790
Long
DBT
CORP
US
N
2
2029-12-05
Variable
4.45200000
N
N
N
N
N
N
COMM 2014-CCRE17 Mortgage Trust
N/A
COMM 2014-CR17 A4
12631DBA0
924815.88000000
PA
USD
916178.10000000
0.002913443256
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
3.70000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C30
N/A
JPMBB 2015-C30 AS
46644UBE7
2245000.00000000
PA
USD
2226299.15000000
0.007079623760
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
4.22630000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236THX6
5000000.00000000
PA
USD
4234116.05000000
0.013464474705
Long
DBT
CORP
US
N
2
2031-01-10
Fixed
1.65000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBP9
82008000.00000000
PA
USD
81129923.12000000
0.257992880877
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC24
N/A
GSMS 2014-GC24 C
36253GAM4
4615000.00000000
PA
USD
4247738.30000000
0.013507793414
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.53250000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WAW8
8150000.00000000
PA
USD
7846966.05000000
0.024953325475
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.00000000
NC
-1623.03000000
-0.00000516122
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
1216308.76000000
AUD
848950.31000000
USD
2022-09-21
-1623.03000000
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AV5
1070000.00000000
PA
USD
1088177.49000000
0.003460400734
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3
N/A
SDART 2022-3 C
80285UAF8
2910000.00000000
PA
USD
2893361.49000000
0.009200879743
Long
ABS-CBDO
CORP
US
N
2
2029-08-15
Fixed
4.49000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_22-1
N/A
HERTZ 2022-1A A
42806MAJ8
1120000.00000000
PA
USD
1055056.35000000
0.003355075621
Long
ABS-CBDO
CORP
US
Y
2
2026-06-25
Fixed
1.99000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFC
101137BA4
77567000.00000000
PA
USD
70685262.74000000
0.224778896226
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
Belrose Funding Trust
N/A
BELROSE FUNDING
080807AA8
6880000.00000000
PA
USD
5690810.99000000
0.018096759683
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP
012653AE1
5000000.00000000
PA
USD
5020339.95000000
0.015964664045
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
19400000.00000000
PA
22135355.75000000
0.070390356351
Long
DBT
CORP
US
N
2
2025-12-16
Variable
1.00000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL ESC
085770AB1
5440000.00000000
PA
USD
5494444.50000000
0.017472314910
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Chevron USA Inc
VA8TZDWPEZYU430RZ444
CHEVRON USA INC
166756AS5
24000000.00000000
PA
USD
23431008.48000000
0.074510527646
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
N/A
MSBAM 2013-C7 A4
61690KAE2
2470000.00000000
PA
USD
2451598.50000000
0.007796074930
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
2.91800000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HQ9
8663000.00000000
PA
USD
7888468.63000000
0.025085303539
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BR3
545000.00000000
PA
USD
477520.30000000
0.001518512937
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBL6
25000000.00000000
PA
USD
19588392.25000000
0.062291021043
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
ASTRAZENECA FIN
04636NAE3
61477000.00000000
PA
USD
56366764.95000000
0.179246121726
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAM8
11500000.00000000
PA
USD
10614600.63000000
0.033754394070
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.62500000
N
N
N
N
N
N
Sharjah Sukuk Program Ltd
549300N3BQ9P6RRMVV02
SHARJAH SUKUK
N/A
15057000.00000000
PA
USD
14622459.50000000
0.046499371709
Long
DBT
CORP
KY
N
2
2026-04-03
Fixed
3.85400000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XDP8
21000000.00000000
PA
USD
17979527.58000000
0.057174836839
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.40000000
N
N
N
N
N
N
KazMunayGas National Co JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NAT
48667QAS4
5400000.00000000
PA
USD
4493287.46000000
0.014288638911
Long
DBT
CORP
KZ
Y
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM MIDSTREAM PT
26885BAN0
1033000.00000000
PA
USD
1063951.26000000
0.003383361405
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829BL0
39069000.00000000
PA
USD
42901361.82000000
0.136426185356
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS CORP
25470XBD6
2245000.00000000
PA
USD
1470210.45000000
0.004675264253
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JW1
11850000.00000000
PA
USD
11296284.81000000
0.035922147455
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.15000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATIN
11120VAH6
18000000.00000000
PA
USD
17011335.24000000
0.054095988475
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106LBP3
27800000.00000000
PA
USD
23223733.58000000
0.073851394166
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.50000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAK2
24694000.00000000
PA
USD
22371334.46000000
0.071140767850
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.25000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813BY4
22000000.00000000
PA
USD
21565014.24000000
0.068576672280
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC16
549300PX4QZK7CUM8D08
WFCM 2014-LC16 B
94988XAZ9
1300000.00000000
PA
USD
1199055.00000000
0.003812990840
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.32200000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HAX7
11000000.00000000
PA
USD
9032941.39000000
0.028724723041
Long
DBT
CORP
JP
N
2
2031-07-14
Fixed
2.60800000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KCJ7
15630000.00000000
PA
USD
16735263.73000000
0.053218082008
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
5800000.00000000
PA
5073686.08000000
0.016134304558
Long
DBT
CORP
LU
N
2
2026-07-16
Fixed
0.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
5600000.00000000
PA
4634178.49000000
0.014736671910
Long
DBT
CORP
US
N
2
2033-03-18
Fixed
1.00000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98388MAD9
12000000.00000000
PA
USD
12429685.80000000
0.039526358766
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.60000000
N
N
N
N
N
N
RESIMAC Premier Series 2018-1
N/A
RESI 2018-1A A1
76119HAA8
599999.96000000
PA
USD
599654.54000000
0.001906899407
Long
ABS-MBS
CORP
AU
Y
2
2049-11-10
Floating
2.67210000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468P7
37909000.00000000
PA
USD
36065115.72000000
0.114686945900
Long
DBT
CORP
US
N
2
2031-04-01
Variable
3.62200000
N
N
N
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
PETRONAS CAP LTD
BH7872303
40300000.00000000
PA
USD
39238127.24000000
0.124777111792
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS
44107TAZ9
10512000.00000000
PA
USD
9130146.51000000
0.029033834994
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
77586TAC0
1000000.00000000
PA
USD
1002067.50000000
0.003186571257
Long
DBT
NUSS
RO
N
2
2023-08-22
Fixed
4.37500000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741BF4
31710000.00000000
PA
USD
27517192.50000000
0.087504578997
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.62500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
4200000.00000000
PA
3762967.36000000
0.011966223466
Long
DBT
CORP
GB
N
2
2029-09-24
Variable
0.64100000
N
N
N
N
N
N
BBCMS Mortgage Trust 2020-C6
N/A
BBCMS 2020-C6 A4
05492TBP4
7285000.00000000
PA
USD
6700743.00000000
0.021308340056
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.63900000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
744320BJ0
10000000.00000000
PA
USD
9536743.40000000
0.030326811727
Long
DBT
CORP
US
N
2
2052-03-01
Variable
5.12500000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAR6
29509000.00000000
PA
USD
28407971.11000000
0.090337251962
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
25200000.00000000
PA
17087704.73000000
0.054338843195
Long
DBT
CORP
AU
N
2
2031-01-29
Floating
2.26200000
N
N
N
N
N
N
Civitas Resources Inc
IIVIHPH28S64K95M2381
BONANZA CREEK EN
097793AE3
1569000.00000000
PA
USD
1476212.79000000
0.004694351674
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATL RE
136385BA8
36700000.00000000
PA
USD
33152251.37000000
0.105424047128
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
2.95000000
N
N
N
N
N
N
COMM 2014-CCRE15 Mortgage Trust
N/A
COMM 2014-CR15 AM
12591RBC3
1300000.00000000
PA
USD
1297270.00000000
0.004125314208
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.42600000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDUSTRIES
693506BS5
9435000.00000000
PA
USD
8524432.40000000
0.027107666174
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.55000000
N
N
N
N
N
N
Arconic Corp
549300B4YFWH3U74B152
ARCONIC ROLLED P
03966VAA5
1305000.00000000
PA
USD
1305743.60000000
0.004152260227
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAB8
15000000.00000000
PA
USD
12851300.85000000
0.040867093198
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
1.95000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBF4
14970000.00000000
PA
USD
13535767.71000000
0.043043695496
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCH6
5933000.00000000
PA
USD
5690397.67000000
0.018095445327
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAR1
27234000.00000000
PA
USD
26084931.91000000
0.082949995170
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
43530000.00000000
PA
USD
37787332.17000000
0.120163588381
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203RAM6
31827000.00000000
PA
USD
30018230.53000000
0.095457871466
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MAY6
13366000.00000000
PA
USD
12925780.63000000
0.041103938646
Long
DBT
CORP
JP
N
2
2028-01-17
Fixed
3.54400000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBS3
550000.00000000
PA
USD
448038.39000000
0.001424760563
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CU0
19585000.00000000
PA
USD
19184514.76000000
0.061006691992
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.50000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PBK0
22670000.00000000
PA
USD
22391706.03000000
0.071205549374
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.62500000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DK3
30000000.00000000
PA
USD
26985283.50000000
0.085813110178
Long
DBT
CORP
US
N
2
2031-03-05
Fixed
2.00000000
N
N
N
N
N
N
TRINITY RAIL LEASING LP TRL_18-1
N/A
TRL 2018-1A A2
89657AAB2
10260000.00000000
PA
USD
10047403.57000000
0.031950709339
Long
ABS-CBDO
CORP
US
Y
2
2048-06-17
Fixed
4.62000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAL7
16000000.00000000
PA
USD
14160111.84000000
0.045029107715
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIO
620076BU2
25000000.00000000
PA
USD
20957180.00000000
0.066643761454
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.75000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C
N/A
SMB 2018-C A2A
78449QAB3
8047073.84000000
PA
USD
7943752.63000000
0.025261106471
Long
ABS-CBDO
CORP
US
Y
2
2035-11-15
Fixed
3.63000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBA6
10620000.00000000
PA
USD
9382972.10000000
0.029837819514
Long
DBT
CORP
JP
N
2
2030-09-13
Variable
2.86900000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836BW7
16000000.00000000
PA
USD
16405100.48000000
0.052168163991
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.30000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220921
N/A
1.00000000
NC
42379.60000000
0.000134766984
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
1287039.55000000
EUR
1362846.31000000
USD
2022-09-21
42379.60000000
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA
78081BAK9
25000000.00000000
PA
USD
21112159.25000000
0.067136594945
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VES9
1000000.00000000
PA
USD
997208.81000000
0.003171120640
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.87500000
N
N
N
N
N
N
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
N/A
AXALTA COAT/BV
05454NAA7
2868000.00000000
PA
USD
2750266.74000000
0.008745838922
Long
DBT
CORP
N/A
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P8
N/A
CGCMT 2017-P8 A3
17326DAC6
1530000.00000000
PA
USD
1482631.20000000
0.004714762196
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.20300000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JPMCC 2013-C16 A4
46641BAD5
3223000.00000000
PA
USD
3209237.79000000
0.010205365308
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.16640000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAV7
32020000.00000000
PA
USD
28571748.91000000
0.090858064811
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC
1248EPCD3
5885000.00000000
PA
USD
5352892.07000000
0.017022178661
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Sep22
N/A
-2157.00000000
NC
USD
-2501635.87000000
-0.00795519359
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT 2 Year US Treasury Note Future
2022-09-30
-451462607.40000000
USD
-2501635.87000000
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAP3
15000000.00000000
PA
USD
14064130.50000000
0.044723887379
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.37500000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS
44107TBA3
16025000.00000000
PA
USD
12845849.29000000
0.040849757255
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FX6
10000000.00000000
PA
USD
9688392.70000000
0.030809055988
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35000000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS
N/A
32930000.00000000
PA
22623169.46000000
0.071941602298
Long
DBT
CORP
AU
N
2
2026-10-12
Fixed
4.75000000
N
N
N
N
N
N
American Medical Systems Europe BV
549300AA2JE6ZQ5D2493
AMER MED SYST EU
N/A
5300000.00000000
PA
5071246.94000000
0.016126548101
Long
DBT
CORP
NL
N
2
2034-03-08
Fixed
1.87500000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CH7
10000000.00000000
PA
USD
10117959.00000000
0.032175075368
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFR0
5000000.00000000
PA
USD
4760556.60000000
0.015138553872
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468X0
19429000.00000000
PA
USD
16019126.57000000
0.050940768264
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.92800000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERAC
874054AH2
16475000.00000000
PA
USD
16134107.87000000
0.051306408408
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
4.00000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBM3
5000000.00000000
PA
USD
4347603.35000000
0.013825363935
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45200000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAW1
3660000.00000000
PA
USD
3268232.14000000
0.010392967141
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PAR6
5020000.00000000
PA
USD
4331869.90000000
0.013775331617
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VDL5
300000.00000000
PA
335288.88000000
0.001066217503
Long
DBT
CORP
US
N
2
2035-11-02
Fixed
3.12500000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL
14448CAQ7
31000000.00000000
PA
USD
27849031.97000000
0.088559827389
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BK9
21990000.00000000
PA
USD
20583907.06000000
0.065456754769
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.10000000
N
N
N
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
DSM NV
N/A
4700000.00000000
PA
4027872.23000000
0.012808620056
Long
DBT
CORP
NL
N
2
2032-06-23
Fixed
0.62500000
N
N
N
N
N
N
Global Atlantic Fin Co
N/A
GLOBAL ATLANTI
37959GAB3
25000000.00000000
PA
USD
20285960.75000000
0.064509286512
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
445545AP1
7540000.00000000
PA
USD
7653766.23000000
0.024338950701
Long
DBT
NUSS
HU
Y
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC LTD
N/A
6250000.00000000
PA
USD
6253301.25000000
0.019885476806
Long
DBT
CORP
IN
N
2
2026-02-26
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYN8
55650000.00000000
PA
USD
48099184.29000000
0.152955243215
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.65000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOOD
50077LAZ9
2248000.00000000
PA
USD
2101947.64000000
0.006684186379
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2015-UBS8
N/A
MSC 2015-UBS8 C
61691ABQ5
1610000.00000000
PA
USD
1454393.50000000
0.004624966406
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
4.57560000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAQ9
7500000.00000000
PA
USD
7075695.68000000
0.022500688309
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AN3
6441000.00000000
PA
USD
5720876.75000000
0.018192368698
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
NATIONAL RETAIL
637417AN6
23948000.00000000
PA
USD
20950044.24000000
0.066621069762
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RES PRTNRS
87612BBU5
16002000.00000000
PA
USD
14294631.57000000
0.045456880001
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBQ2
3000000.00000000
PA
USD
2389299.15000000
0.007597963208
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ET6
30721000.00000000
PA
USD
30926709.35000000
0.098346831038
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL
904764BH9
43983000.00000000
PA
USD
40229391.82000000
0.127929329801
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
2.12500000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBR0
35000000.00000000
PA
USD
30804120.55000000
0.097956999069
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
WYNDHAM HOTELS &
98310CAC6
1433685.56000000
PA
USD
1412627.59000000
0.004492150954
Long
LON
CORP
US
N
2
2025-05-30
Floating
3.34790000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189TAX5
11305000.00000000
PA
USD
10410965.67000000
0.033106835587
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CP1
32971000.00000000
PA
USD
32657913.65000000
0.103852054852
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AE5
9800000.00000000
PA
USD
9944750.41000000
0.031624272638
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.65000000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
654744AC5
40000000.00000000
PA
USD
37599029.20000000
0.119564785574
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBR5
28184000.00000000
PA
USD
24191182.02000000
0.076927876930
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK
579780AQ0
1200000.00000000
PA
USD
1060851.01000000
0.003373502620
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
Axalta Coating Systems US Holdings Inc
549300NZ43V4QV4UGN28
AXALTA COATING S
90347BAH1
1556007.85000000
PA
USD
1543365.29000000
0.004907896397
Long
LON
CORP
US
N
2
2024-06-01
Floating
4.20510000
N
N
N
N
N
N
N/A
N/A
SCDS: (BA)
N/A
-1630000.00000000
NC
USD
-28278.90000000
-0.00008992680
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
BOEING CO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
0.00000000
USD
-6416.37000000
USD
-1630000.00000000
USD
-21862.53000000
N
N
N
Helmerich & Payne Inc
254900NAOGHJ88RZ4C73
HELMERICH & PAYN
423452AG6
16930000.00000000
PA
USD
14915879.21000000
0.047432445394
Long
DBT
CORP
US
N
2
2031-09-29
Fixed
2.90000000
N
N
N
N
N
N
COMM 2014-CCRE18 Mortgage Trust
N/A
COMM 2014-CR18 A4
12632QAW3
5278594.64000000
PA
USD
5204535.96000000
0.016550406734
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
3.55000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PART
958254AK0
16350000.00000000
PA
USD
16006540.62000000
0.050900744985
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
GMAC LLC
36186CBY8
35000000.00000000
PA
USD
39598906.90000000
0.125924389890
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAN0
3000000.00000000
PA
USD
2589361.23000000
0.008234159945
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.25000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
AON CORP
037389BC6
3000000.00000000
PA
USD
2922229.53000000
0.009292680012
Long
DBT
CORP
US
N
2
2029-05-02
Fixed
3.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EC0
45670000.00000000
PA
USD
41206590.06000000
0.131036816896
Long
DBT
CORP
US
N
2
2028-02-08
Fixed
1.20000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CJ6
11460000.00000000
PA
USD
10536287.56000000
0.033505358772
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2015-420
N/A
MSC 2015-420 A
61765BAA0
2234550.09000000
PA
USD
2212159.90000000
0.007034660993
Long
ABS-MBS
CORP
US
Y
2
2050-10-12
Fixed
3.72700000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL
256677AF2
4650000.00000000
PA
USD
4701349.49000000
0.014950275463
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.12500000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BT9
15000000.00000000
PA
USD
13233531.75000000
0.042082586166
Long
DBT
CORP
US
N
2
2033-02-07
Variable
2.62300000
N
N
N
N
N
N
North American Development Bank
5493008W785ZKQMVNG08
NA DEV BANK
656836AB9
343000.00000000
PA
USD
342975.00000000
0.001090659338
Long
DBT
CORP
N/A
N
2
2022-10-26
Fixed
2.40000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
MYLAN INC
628530BK2
14900000.00000000
PA
USD
14313195.09000000
0.045515911932
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
2022-09-27
VANGUARD FIXED INCOME SECURITIES FUNDS
Ashley Grim
Ashley Grim
Treasurer