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