NPORT-P false 0001350487 XXXXXXXX S000057664 C000184315 WisdomTree Trust 811-21864 0001350487 549300SEVJBU47TE8855 245 PARK AVENUE 35TH FLOOR NEW YORK 10167 866-909-9473 WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund S000057664 54930050JOTGBH69ZE69 2020-08-31 2020-02-29 N 84886976.85 3127408.90 81759567.95 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3049687.50000000 0.00000000 0.00000000 0.00000000 USD N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAB6 68000.00000000 PA USD 74430.05000000 0.091035278030 Long DBT CORP GB N 2 2024-01-30 Fixed 4.00000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBC3 249000.00000000 PA USD 258698.53000000 0.316413768426 Long DBT CORP GB N 2 2023-02-19 Fixed 2.95000000 N N N N N N Kinross Gold Corp 549300UEBMAQDN0K0R06 496902AJ6 25000.00000000 PA USD 25900.00000000 0.031678249591 Long DBT CORP CA N 2 2021-09-01 Fixed 5.13000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AL6 5000.00000000 PA USD 5462.32000000 0.006680955069 Long DBT CORP US N 2 2023-01-20 Fixed 5.13000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YAX9 113000.00000000 PA USD 115946.84000000 0.141814399106 Long DBT CORP US N 2 2023-03-15 Fixed 2.25000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BG4 251000.00000000 PA USD 259603.49000000 0.317520623590 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAB6 175000.00000000 PA USD 176991.37000000 0.216477868508 Long DBT CORP JP N 2 2021-03-09 Fixed 2.93000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAF2 18000.00000000 PA USD 19257.59000000 0.023553928283 Long DBT CORP CA N 2 2023-10-01 Fixed 4.00000000 N N N N N N PNM Resources Inc 5493003JOBJGLZSDDQ28 69349HAC1 13000.00000000 PA USD 13184.52000000 0.016125965841 Long DBT CORP US N 2 2021-03-09 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828N30 461000.00000000 PA USD 477080.98000000 0.583517002305 Long DBT UST US N 2 2022-12-31 Fixed 2.13000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AG8 172000.00000000 PA USD 177138.22000000 0.216657480514 Long DBT CORP US N 2 2022-03-01 Fixed 3.38000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAF6 295000.00000000 PA USD 309840.91000000 0.378965933613 Long DBT CORP US N 2 2024-01-15 Fixed 3.63000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BG7 171000.00000000 PA USD 184147.52000000 0.225230544408 Long DBT CORP US N 2 2023-09-28 Fixed 3.90000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAH7 50000.00000000 PA USD 52528.89000000 0.064248003404 Long DBT CORP US N 2 2022-04-05 Fixed 4.38000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGT0 207000.00000000 PA USD 217599.16000000 0.266145193102 Long DBT CORP US N 2 2025-10-01 Fixed 3.09000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AA2 29000.00000000 PA USD 29916.11000000 0.036590347466 Long DBT CORP US N 2 2021-06-01 Fixed 5.38000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZL5 58000.00000000 PA USD 58460.21000000 0.071502591642 Long DBT CORP US N 2 2020-12-04 Fixed 2.60000000 N N N N N N STANLEY BLACK & DECKER I 549300DJ09SMTO561131 854502AC5 2000.00000000 PA USD 2061.85000000 0.002521845518 Long DBT CORP US N 2 2021-12-01 Fixed 3.40000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBD3 200000.00000000 PA USD 205510.22000000 0.251359229449 Long DBT CORP US N 2 2022-02-15 Fixed 3.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAB6 358000.00000000 PA USD 377565.80000000 0.461800140909 Long DBT US N 2 2023-01-31 Fixed 3.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAN8 132000.00000000 PA USD 150152.20000000 0.183650921555 Long DBT CORP US N 2 2024-11-15 Fixed 4.75000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAC1 70000.00000000 PA USD 73547.09000000 0.089955331032 Long DBT CORP GB N 2 2022-09-07 Fixed 3.63000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DAY7 140000.00000000 PA USD 150400.69000000 0.183954849286 Long DBT CORP US N 2 2024-07-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828W71 1935000.00000000 PA USD 2029558.01000000 2.482349235555 Long DBT UST US N 2 2024-03-31 Fixed 2.13000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CW3 255000.00000000 PA USD 259489.37000000 0.317381043596 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAZ1 141000.00000000 PA USD 155510.28000000 0.190204380843 Long DBT CORP NL N 2 2024-03-01 Fixed 4.88000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BX5 624000.00000000 PA USD 629565.01000000 0.770019981496 Long DBT NUSS IT N 2 2024-10-17 Fixed 2.38000000 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AH0 127000.00000000 PA USD 132249.69000000 0.161754389505 Long DBT CORP US N 2 2023-03-18 Fixed 2.80000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAE6 156000.00000000 PA USD 159911.65000000 0.195587689624 Long DBT CORP US N 2 2023-04-25 Fixed 2.78000000 N N N N N N WestRock RKT LLC PQQ60KVT5SJX0ETQT497 772739AQ1 159000.00000000 PA USD 169054.81000000 0.206770674355 Long DBT CORP US N 2 2023-03-01 Fixed 4.00000000 N N N N N N Primerica Inc 254900621R686KJR7022 74164MAA6 120000.00000000 PA USD 129490.63000000 0.158379787524 Long DBT CORP US N 2 2022-07-15 Fixed 4.75000000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340AS6 83000.00000000 PA USD 89198.38000000 0.109098399412 Long DBT CORP US N 2 2023-07-31 Fixed 3.70000000 N N N N N N Emera US Finance LP N/A 29103DAF3 111000.00000000 PA USD 112757.02000000 0.137912935240 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BQ7 337000.00000000 PA USD 358679.21000000 0.438699982146 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBF8 150000.00000000 PA USD 155272.27000000 0.189913271184 Long DBT CORP US N 2 2024-11-01 Fixed 3.60000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAR4 75000.00000000 PA USD 76959.27000000 0.094128763066 Long DBT CORP US N 2 2022-01-19 Fixed 3.63000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787EAY3 83000.00000000 PA USD 88454.31000000 0.108188328556 Long DBT CORP US N 2 2024-08-02 Fixed 3.69000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 171000.00000000 PA USD 182426.17000000 0.223125163909 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92890NAV1 29721.45000000 PA USD 30120.40000000 0.036840214246 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 2.45000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJC5 56000.00000000 PA USD 58254.12000000 0.071250523285 Long DBT CORP US N 2 2021-08-15 Fixed 4.35000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAQ1 45000.00000000 PA USD 48213.28000000 0.058969587546 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BD0 124000.00000000 PA USD 128064.34000000 0.156635294450 Long DBT CORP US N 2 2022-12-02 Fixed 2.65000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUM9 82000.00000000 PA USD 88944.52000000 0.108787903642 Long DBT CORP US N 2 2023-10-12 Fixed 3.65000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HHZ6 36000.00000000 PA USD 37343.02000000 0.045674189500 Long DBT CORP US N 2 2021-05-10 Fixed 4.63000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHL9 17000.00000000 PA USD 17790.86000000 0.021759973109 Long DBT CORP US N 2 2022-01-15 Fixed 4.00000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AG0 2000.00000000 PA USD 2049.38000000 0.002506593480 Long DBT CORP US N 2 2021-12-15 Fixed 2.75000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q3B3 74000.00000000 PA USD 75929.13000000 0.092868800439 Long DBT CORP US N 2 2024-11-08 Fixed 2.15000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AB0 115000.00000000 PA USD 118386.69000000 0.144798575834 Long DBT CORP US N 2 2022-07-15 Fixed 3.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HD6 487000.00000000 PA USD 526018.35000000 0.643372223201 Long DBT CORP US N 2 2023-10-25 Fixed 3.88000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBC1 78000.00000000 PA USD 83493.15000000 0.102120341500 Long DBT NUSS MX N 2 2023-10-02 Fixed 4.00000000 N N N N N N Tech Data Corp 549300EK847TAWPJWF34 878237AG1 40000.00000000 PA USD 40847.15000000 0.049960085436 Long DBT CORP US N 2 2022-02-15 Fixed 3.70000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967FT3 80000.00000000 PA USD 84225.24000000 0.103015759637 Long DBT CORP US N 2 2022-01-14 Fixed 4.50000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BD1 65000.00000000 PA USD 67275.33000000 0.082284351161 Long DBT CORP US N 2 2022-04-01 Fixed 3.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BG8 109000.00000000 PA USD 112595.74000000 0.137715673924 Long DBT CORP JP N 2 2022-03-07 Fixed 3.22000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713AY2 50000.00000000 PA USD 55479.75000000 0.067857195666 Long DBT CORP US N 2 2023-09-15 Fixed 4.85000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAR4 11000.00000000 PA USD 11344.58000000 0.013875538098 Long DBT CORP US N 2 2022-03-15 Fixed 3.40000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAH1 64000.00000000 PA USD 68923.16000000 0.084299809463 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001FAV7 471000.00000000 PA USD 484062.62000000 0.592056235297 Long ABS-MBS CORP US N 2 2060-01-15 Fixed 3.12000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BF2 121000.00000000 PA USD 127437.46000000 0.155868558500 Long DBT CORP US N 2 2022-06-12 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGK9 140000.00000000 PA USD 143846.98000000 0.175939016810 Long DBT CORP US N 2 2023-04-24 Fixed 2.88000000 N N N N N N Newfield Exploration Co T8W3X1PFLPW2YE0UIP44 651290AP3 22000.00000000 PA USD 23597.56000000 0.028862138819 Long DBT CORP US N 2 2022-01-30 Fixed 5.75000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAX1 200000.00000000 PA USD 208859.65000000 0.255455912056 Long DBT CORP GB N 2 2024-06-18 Fixed 2.88000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBK1 148000.00000000 PA USD 153804.39000000 0.188117909446 Long DBT CORP US N 2 2023-05-09 Fixed 3.70000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAC8 278000.00000000 PA USD 286240.40000000 0.350100186653 Long DBT CORP US N 2 2022-11-01 Fixed 2.95000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AH9 385000.00000000 PA USD 414363.45000000 0.506807289213 Long DBT CORP US N 2 2022-03-15 Fixed 6.25000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AH4 25000.00000000 PA USD 25715.10000000 0.031452098689 Long DBT CORP US N 2 2022-03-15 Fixed 2.80000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDR0 200000.00000000 PA USD 206543.49000000 0.252623020373 Long DBT CORP US N 2 2024-08-15 Fixed 2.38000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBQ1 4000.00000000 PA USD 4135.95000000 0.005058673992 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BR9 31000.00000000 PA USD 32815.11000000 0.040136109843 Long DBT CORP US N 2 2024-10-30 Fixed 3.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAE0 57000.00000000 PA USD 61512.56000000 0.075235916165 Long DBT CORP US N 2 2023-07-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V72 596000.00000000 PA USD 606988.75000000 0.742406993113 Long DBT UST US N 2 2022-01-31 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XT2 2000000.00000000 PA USD 2090585.94000000 2.556992401523 Long DBT UST US N 2 2024-05-31 Fixed 2.00000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 428236BV4 223000.00000000 PA USD 233750.15000000 0.285899443772 Long DBT CORP US N 2 2021-12-09 Fixed 4.65000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAL2 372000.00000000 PA USD 402121.90000000 0.491834668507 Long DBT CORP US N 2 2023-05-01 Fixed 4.25000000 N N N N N N World Omni Auto Receivables Trust N/A 98162QAE0 1000000.00000000 PA USD 1035097.10000000 1.266025648072 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.17000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BG3 75000.00000000 PA USD 78484.40000000 0.095994147190 Long DBT CORP US N 2 2023-01-15 Fixed 3.10000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312VAB2 318000.00000000 PA USD 318603.12000000 0.389682978993 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 1.89000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AD0 67000.00000000 PA USD 73369.86000000 0.089738561295 Long DBT CORP US N 2 2024-12-15 Fixed 4.95000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAH1 126000.00000000 PA USD 129576.18000000 0.158484423595 Long DBT CORP US N 2 2022-05-19 Fixed 2.75000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798AC5 52000.00000000 PA USD 55206.45000000 0.067522922862 Long DBT CORP US N 2 2024-06-01 Fixed 4.38000000 N N N N N N HUNGARY 5299008DH62LEB10JK83 445545AE6 72000.00000000 PA USD 75493.73000000 0.092336263379 Long DBT NUSS HU N 2 2021-03-29 Fixed 6.38000000 N N N N N N COMM Mortgage Trust N/A 126192AD5 457851.47000000 PA USD 469893.97000000 0.574726581587 Long ABS-MBS CORP US N 2 2044-12-10 Fixed 3.29000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MF5 95000.00000000 PA USD 100611.04000000 0.123057206052 Long DBT CORP US N 2 2025-04-24 Fixed 3.35000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WCJ8 75000.00000000 PA USD 79994.26000000 0.097840854600 Long DBT CORP US N 2 2023-07-14 Fixed 3.45000000 N N N N N N ABB Finance USA Inc 5493002Y01YAFV45F528 00037BAB8 746000.00000000 PA USD 770490.71000000 0.942385985296 Long DBT CORP US N 2 2022-05-08 Fixed 2.88000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 428236BF9 17000.00000000 PA USD 17201.10000000 0.021038638573 Long DBT CORP US N 2 2020-12-01 Fixed 3.75000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DB4 130000.00000000 PA USD 130963.00000000 0.160180640974 Long DBT CORP US N 2 2021-02-01 Fixed 2.60000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109AW1 24000.00000000 PA USD 25077.10000000 0.030671761885 Long DBT CORP CA N 2 2023-03-15 Fixed 3.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAN9 120000.00000000 PA USD 123804.21000000 0.151424736094 Long DBT CORP US N 2 2021-06-01 Fixed 4.65000000 N N N N N N ENRGY TRANS PT/REG FIN N/A 75886AAJ7 137000.00000000 PA USD 147492.60000000 0.180397968944 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJX9 119000.00000000 PA USD 129135.13000000 0.157944976028 Long DBT CORP US N 2 2024-05-13 Fixed 3.63000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBS3 95000.00000000 PA USD 100919.62000000 0.123434629769 Long DBT CORP US N 2 2024-11-15 Fixed 2.95000000 N N N N N N ASSOCIATED BK GREEN BAY ZF85QS7OXKPBG52R7N18 04550KAA9 264000.00000000 PA USD 270810.60000000 0.331228022346 Long DBT CORP US N 2 2021-08-13 Fixed 3.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AL8 391000.00000000 PA USD 402132.13000000 0.491847180804 Long DBT CORP JP N 2 2022-02-22 Fixed 3.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCF1 60000.00000000 PA USD 61748.08000000 0.075523980309 Long DBT CORP US N 2 2023-01-05 Fixed 3.25000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAM4 249000.00000000 PA USD 267178.96000000 0.326786169128 Long DBT US N 2 2024-12-15 Fixed 3.45000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43814WAD7 200000.00000000 PA USD 207599.76000000 0.253914942563 Long ABS-O CORP US N 2 2024-06-18 Fixed 2.90000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAD1 352000.00000000 PA USD 358908.89000000 0.438980903396 Long DBT CORP US N 2 2022-01-15 Fixed 3.00000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAF8 5000.00000000 PA USD 5423.90000000 0.006633963627 Long DBT CORP LU N 2 2024-06-15 Fixed 3.85000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BL9 291000.00000000 PA USD 304915.19000000 0.372941293166 Long DBT CORP US N 2 2022-09-01 Fixed 3.95000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAU0 100000.00000000 PA USD 107054.29000000 0.130937935075 Long DBT CORP US N 2 2024-07-23 Fixed 3.80000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAX2 8000.00000000 PA USD 8591.53000000 0.010508286938 Long DBT CORP LU N 2 2022-02-25 Fixed 6.25000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAQ4 247000.00000000 PA USD 261521.10000000 0.319866049390 Long DBT CORP BM N 2 2024-05-01 Fixed 4.13000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172BZ1 85000.00000000 PA USD 87043.50000000 0.106462769046 Long DBT CORP US N 2 2022-02-18 Fixed 2.63000000 N N N N N N Synchrony Card Issuance Trust N/A 87166PAE1 100000.00000000 PA USD 103574.24000000 0.126681491349 Long ABS-O CORP US N 2 2025-03-15 Fixed 2.95000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEM7 135000.00000000 PA USD 146050.03000000 0.178633563828 Long DBT CORP US N 2 2022-01-24 Fixed 5.70000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAD7 84000.00000000 PA USD 85105.44000000 0.104092330884 Long DBT CORP GB N 2 2021-01-08 Fixed 3.13000000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAJ2 619556.05000000 PA USD 619280.47000000 0.757440976667 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 2.74000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAF2 208000.00000000 PA USD 215398.06000000 0.263453031126 Long DBT CORP US N 2 2022-11-08 Fixed 3.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKD0 269000.00000000 PA USD 276071.93000000 0.337663146861 Long DBT CORP US N 2 2022-03-01 Fixed 2.80000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46641WAV9 550000.00000000 PA USD 600321.10000000 0.734251800801 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 4.00000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BD5 250000.00000000 PA USD 270752.50000000 0.331156960327 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533FAE1 100000.00000000 PA USD 104597.47000000 0.127933002366 Long ABS-O CORP US N 2 2024-08-15 Fixed 2.85000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BE8 35000.00000000 PA USD 37014.24000000 0.045272059195 Long DBT CORP US N 2 2023-03-15 Fixed 3.65000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAP2 124000.00000000 PA USD 132702.09000000 0.162307719239 Long DBT US N 2 2024-04-15 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300FWFHJGIW2B2U59 95000DBB6 75000.00000000 PA USD 75714.38000000 0.092606140049 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 2.60000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AT0 161000.00000000 PA USD 170322.86000000 0.208321624331 Long DBT CORP US N 2 2022-06-15 Fixed 4.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BV1 95000.00000000 PA USD 102676.26000000 0.125583173412 Long DBT CORP US N 2 2024-05-22 Fixed 3.63000000 N N N N N N Morgan Stanley BAML Trust N/A 61763UAY8 270643.00000000 PA USD 289503.76000000 0.354091597178 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.44000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AU0 86000.00000000 PA USD 88541.08000000 0.108294456807 Long DBT CORP US N 2 2022-06-01 Fixed 2.75000000 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866AZ1 7000.00000000 PA USD 7477.59000000 0.009145828662 Long DBT CORP US N 2 2023-05-15 Fixed 3.38000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 731011AT9 365000.00000000 PA USD 380238.75000000 0.465069421884 Long DBT NUSS PL N 2 2023-03-17 Fixed 3.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCR5 18000.00000000 PA USD 19733.71000000 0.024136269912 Long DBT CORP US N 2 2024-01-17 Fixed 5.10000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUA5 1000.00000000 PA USD 1039.12000000 0.001270946050 Long DBT CORP US N 2 2023-01-06 Fixed 2.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Y20 1059300.00000000 PA USD 1082699.77000000 1.324248399480 Long DBT UST US N 2 2021-07-15 Fixed 2.63000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAF1 81000.00000000 PA USD 83760.46000000 0.102447287944 Long DBT CORP US N 2 2021-04-01 Fixed 4.88000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAQ3 5000.00000000 PA USD 5209.30000000 0.006371486702 Long DBT US N 2 2023-06-15 Fixed 3.00000000 N N N N N N CA Inc Y7ET3D9SDOFUZ515FE28 12673PAH8 100000.00000000 PA USD 103227.81000000 0.126257773357 Long DBT CORP US N 2 2022-08-15 Fixed 3.60000000 N N N N N N Morgan Stanley BAML Trust N/A 61761AAZ1 505700.00000000 PA USD 523059.77000000 0.639753588619 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.18000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 527288BE3 80000.00000000 PA USD 87418.52000000 0.106921455423 Long DBT CORP US N 2 2023-10-18 Fixed 5.50000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAT9 117000.00000000 PA USD 126606.36000000 0.154852041387 Long DBT CORP US N 2 2023-09-01 Fixed 4.25000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAB1 190000.00000000 PA USD 199685.71000000 0.244235280355 Long DBT CORP US N 2 2024-09-15 Fixed 3.00000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAV6 385000.00000000 PA USD 403550.54000000 0.493582035862 Long DBT CORP US N 2 2023-03-15 Fixed 3.05000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAJ0 178000.00000000 PA USD 185703.25000000 0.227133355344 Long DBT US N 2 2023-07-15 Fixed 3.15000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G6S8 289000.00000000 PA USD 299906.27000000 0.366814890929 Long DBT CORP US N 2 2023-01-09 Fixed 3.10000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAE0 102000.00000000 PA USD 102759.42000000 0.125684886278 Long DBT CORP JP N 2 2021-07-14 Fixed 2.06000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAL5 34000.00000000 PA USD 36722.25000000 0.044914926681 Long DBT CORP US N 2 2024-03-18 Fixed 3.50000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 05531FBH5 150000.00000000 PA USD 154995.01000000 0.189574154910 Long DBT CORP US N 2 2024-08-01 Fixed 2.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LQ2 8000.00000000 PA USD 8239.83000000 0.010078123217 Long DBT CORP US N 2 2022-10-27 Fixed 2.70000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAD4 200000.00000000 PA USD 201168.64000000 0.246049049724 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDD0 400000.00000000 PA USD 409060.14000000 0.500320819026 Long DBT CORP US N 2 2024-09-10 Fixed 2.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796TV1 1120000.00000000 PA USD 1117081.06000000 1.366300101638 Long DBT UST US N 2 2020-05-14 None 0.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDN9 16000.00000000 PA USD 16508.21000000 0.020191165895 Long DBT CORP US N 2 2022-03-01 Fixed 3.20000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764BG1 125000.00000000 PA USD 133717.85000000 0.163550093711 Long DBT CORP US N 2 2024-03-07 Fixed 3.25000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BD9 23000.00000000 PA USD 24405.34000000 0.029850133277 Long DBT CORP US N 2 2023-05-15 Fixed 3.38000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BD4 575000.00000000 PA USD 587790.12000000 0.718925178713 Long DBT CORP US N 2 2022-10-09 Fixed 2.70000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CH4 163000.00000000 PA USD 170147.52000000 0.208107166251 Long DBT CORP US N 2 2022-11-15 Fixed 3.00000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AE0 24000.00000000 PA USD 27108.50000000 0.033156364055 Long DBT CORP US N 2 2024-11-01 Fixed 4.65000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BC6 111000.00000000 PA USD 115890.55000000 0.141745550894 Long DBT CORP US N 2 2022-09-01 Fixed 3.25000000 N N N N N N Morgan Stanley BAML Trust N/A 61763UAX0 205000.00000000 PA USD 209633.98000000 0.256402993871 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.53000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HR0 1000.00000000 PA USD 1065.46000000 0.001303162463 Long DBT NUSS XX N 2 2023-08-15 Fixed 2.88000000 N N N N N N TIMKEN CO B0I35MLPFXZSE70ASS73 887389AJ3 100000.00000000 PA USD 108409.98000000 0.132596077398 Long DBT CORP US N 2 2024-09-01 Fixed 3.88000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CV0 235000.00000000 PA USD 248358.29000000 0.303766637015 Long DBT CORP US N 2 2023-03-09 Fixed 3.70000000 N N N N N N CC HOLDINGS GS V LLC/CRO N/A 14987BAE3 247000.00000000 PA USD 262396.50000000 0.320936749764 Long DBT US N 2 2023-04-15 Fixed 3.85000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFC9 244000.00000000 PA USD 253389.81000000 0.309920681277 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GF4 38857.14000000 PA USD 38706.91000000 0.047342361231 Long DBT CORP US N 2 2022-02-01 Fixed 1.85000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46623EKG3 36000.00000000 PA USD 36088.21000000 0.044139433346 Long DBT CORP US N 2 2021-08-15 Fixed 2.30000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBS4 155000.00000000 PA USD 158401.69000000 0.193740859903 Long DBT CORP US N 2 2022-01-14 Fixed 3.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828X21 2000.00000000 PA USD 2000.15000000 0.002446380344 Long DBT UST US N 2 2020-04-15 Fixed 1.50000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAH2 190000.00000000 PA USD 195505.47000000 0.239122435333 Long DBT CORP JP N 2 2022-02-28 Fixed 2.95000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AC8 191000.00000000 PA USD 197980.11000000 0.242149163656 Long DBT CORP US N 2 2022-11-02 Fixed 2.75000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AB5 217000.00000000 PA USD 232459.60000000 0.284320974081 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46647TAP3 680000.00000000 PA USD 697807.02000000 0.853486677457 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.24000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVM3 165000.00000000 PA USD 179509.54000000 0.219557838306 Long DBT CORP US N 2 2024-03-03 Fixed 4.00000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DM1 41000.00000000 PA USD 42505.92000000 0.051988924435 Long DBT CORP US N 2 2022-05-15 Fixed 2.80000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BHXY8 300000.00000000 PA USD 306741.96000000 0.375175612703 Long ABS-MBS USGSE US N 2 2022-01-25 Fixed 2.79000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BJ9 327000.00000000 PA USD 351614.55000000 0.430059207523 Long DBT CORP GB N 2 2024-06-25 Fixed 4.52000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90270RBE3 320600.00000000 PA USD 331249.82000000 0.405151138032 Long ABS-MBS CORP US N 2 2045-12-10 Fixed 2.85000000 N N N N N N Block Financial LLC N/A 093662AE4 43000.00000000 PA USD 46576.99000000 0.056968243800 Long DBT CORP US N 2 2022-11-01 Fixed 5.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023AD7 243000.00000000 PA USD 266795.74000000 0.326317453344 Long DBT CORP US N 2 2021-08-15 Fixed 8.75000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAE4 191000.00000000 PA USD 194517.09000000 0.237913549297 Long DBT CORP US N 2 2020-11-06 Fixed 4.38000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBA5 284000.00000000 PA USD 294794.84000000 0.360563108870 Long DBT NUSS MX N 2 2022-03-15 Fixed 3.63000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AW4 138000.00000000 PA USD 149428.98000000 0.182766352301 Long DBT CORP US N 2 2023-12-15 Fixed 3.63000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAM2 23000.00000000 PA USD 23579.67000000 0.028840257588 Long DBT CORP JP N 2 2022-01-11 Fixed 2.85000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAB1 29000.00000000 PA USD 31419.73000000 0.038429422742 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YAT7 13501.67000000 PA USD 13526.60000000 0.016544363356 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.01000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TFS9 15000.00000000 PA USD 16134.10000000 0.019733592537 Long DBT CORP US N 2 2024-01-08 Fixed 3.35000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAG9 250000.00000000 PA USD 269357.89000000 0.329451215012 Long DBT US N 2 2024-03-15 Fixed 3.63000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BX6 483000.00000000 PA USD 498636.47000000 0.609881488494 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAC9 400000.00000000 PA USD 415502.72000000 0.508200728572 Long DBT CORP ES N 2 2022-04-11 Fixed 3.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAM6 111000.00000000 PA USD 113718.97000000 0.139089494784 Long DBT CORP US N 2 2021-04-01 Fixed 3.88000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBF4 136000.00000000 PA USD 139231.69000000 0.170294062812 Long DBT CORP US N 2 2022-06-15 Fixed 2.62000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 313373ZY1 100000.00000000 PA USD 103329.20000000 0.126381783307 Long DBT USGSE US N 2 2021-06-11 Fixed 3.63000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBB8 186000.00000000 PA USD 200315.48000000 0.245005551059 Long DBT CORP US N 2 2024-02-15 Fixed 3.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDQ6 141000.00000000 PA USD 153183.79000000 0.187358854554 Long DBT CORP US N 2 2024-04-29 Fixed 3.88000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AH9 258000.00000000 PA USD 266379.69000000 0.325808583238 Long DBT CORP US N 2 2024-09-15 Fixed 2.35000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46641BAD5 1432000.00000000 PA USD 1561453.09000000 1.909810838231 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.17000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696AE6 4000.00000000 PA USD 4167.69000000 0.005097495136 Long DBT CORP US N 2 2022-11-15 Fixed 3.13000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAQ1 350000.00000000 PA USD 357945.57000000 0.437802668207 Long DBT CORP US N 2 2021-07-23 Fixed 3.40000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DC1 3000.00000000 PA USD 3049.89000000 0.003730315700 Long DBT CORP US N 2 2021-03-09 Fixed 3.35000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017DA4 150000.00000000 PA USD 154208.11000000 0.188611698748 Long DBT CORP US N 2 2021-08-16 Fixed 3.35000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YZ0 195000.00000000 PA USD 197131.41000000 0.241111120010 Long DBT CORP US N 2 2021-04-05 Fixed 3.47000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AE6 309000.00000000 PA USD 331012.43000000 0.404860786694 Long DBT CORP US N 2 2023-09-15 Fixed 3.65000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAA3 250000.00000000 PA USD 260435.75000000 0.318538559498 Long DBT CORP US N 2 2022-01-25 Fixed 3.67000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BG2 209000.00000000 PA USD 218611.21000000 0.267383029878 Long DBT CORP US N 2 2022-08-15 Fixed 3.25000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDC3 216000.00000000 PA USD 238215.46000000 0.291360957466 Long DBT CORP US N 2 2024-04-01 Fixed 4.45000000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GF6 16000.00000000 PA USD 16771.09000000 0.020512694013 Long DBT CORP US N 2 2020-12-15 Fixed 8.25000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAE0 83000.00000000 PA USD 90289.17000000 0.110432542959 Long DBT CORP US N 2 2023-10-02 Fixed 4.88000000 N N N N N N COMM Mortgage Trust 549300YJIXJB9DCDOI21 12626BAE4 58165.24000000 PA USD 60532.28000000 0.074036937226 Long ABS-MBS CORP US N 2 2046-08-10 Fixed 3.80000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AF8 155000.00000000 PA USD 167050.10000000 0.204318716681 Long DBT CORP US N 2 2024-05-15 Fixed 3.60000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AC9 290000.00000000 PA USD 304570.61000000 0.372519837906 Long DBT CORP US N 2 2023-04-15 Fixed 3.25000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BW9 249000.00000000 PA USD 265917.31000000 0.325243046982 Long DBT CORP US N 2 2024-06-15 Fixed 3.50000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595BAB7 344000.00000000 PA USD 353604.14000000 0.432492671947 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 2.99000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AG8 110000.00000000 PA USD 117959.23000000 0.144275750175 Long DBT CORP US N 2 2022-09-15 Fixed 4.70000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XAS5 10000.00000000 PA USD 10266.12000000 0.012556475355 Long DBT CORP US N 2 2022-08-01 Fixed 2.63000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AN6 73000.00000000 PA USD 74781.56000000 0.091465209363 Long DBT CORP US N 2 2022-03-15 Fixed 3.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAX7 165000.00000000 PA USD 170508.94000000 0.208549218489 Long DBT CORP US N 2 2023-05-14 Fixed 2.85000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CA0 200000.00000000 PA USD 206064.48000000 0.252037143990 Long DBT CORP US N 2 2022-10-12 Fixed 2.60000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAE0 25000.00000000 PA USD 25742.11000000 0.031485134578 Long DBT US N 2 2021-09-15 Fixed 3.45000000 N N N N N N WestRock RKT LLC PQQ60KVT5SJX0ETQT497 772739AL2 17000.00000000 PA USD 18096.20000000 0.022133433986 Long DBT CORP US N 2 2022-03-01 Fixed 4.90000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AN9 18000.00000000 PA USD 18802.42000000 0.022997210566 Long DBT CORP GB N 2 2022-03-30 Fixed 4.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BN9 164000.00000000 PA USD 170007.34000000 0.207935712311 Long DBT CORP US N 2 2022-05-15 Fixed 3.63000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AG6 50000.00000000 PA USD 53146.92000000 0.065003914933 Long DBT CORP US N 2 2024-04-01 Fixed 3.20000000 N N N N N N AFFILIATED MANAGERS GROU 2JE75BUE3T1BLCYYGK54 008252AM0 25000.00000000 PA USD 27181.15000000 0.033245222157 Long DBT CORP US N 2 2024-02-15 Fixed 4.25000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BB2 150000.00000000 PA USD 153053.69000000 0.187199729447 Long DBT CORP US N 2 2022-06-15 Fixed 2.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828RR3 53000.00000000 PA USD 53962.70000000 0.066001694178 Long DBT UST US N 2 2021-11-15 Fixed 2.00000000 N N N N N N Allergan Finance LLC 2549006TBOV0H6GV7T12 942683AF0 142000.00000000 PA USD 148039.46000000 0.181066832557 Long DBT CORP US N 2 2022-10-01 Fixed 3.25000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAE7 111000.00000000 PA USD 115338.20000000 0.141069972471 Long DBT CORP US N 2 2023-01-29 Fixed 2.95000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAU7 2000.00000000 PA USD 2104.95000000 0.002574561060 Long DBT CORP US N 2 2022-02-15 Fixed 4.05000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KK6 250000.00000000 PA USD 256059.34000000 0.313185779255 Long DBT CORP US N 2 2024-09-15 Fixed 2.20000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AD2 100000.00000000 PA USD 103993.47000000 0.127194250908 Long DBT CORP US N 2 2021-11-01 Fixed 4.13000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AU3 56000.00000000 PA USD 60651.92000000 0.074183268724 Long DBT CORP US N 2 2023-12-01 Fixed 4.05000000 N N N N N N INGERSOLL-RAND GL HLD CO 549300UCF0D858BIOV83 45687AAM4 100000.00000000 PA USD 101200.63000000 0.123778332661 Long DBT CORP US N 2 2021-02-21 Fixed 2.90000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 94988HAD3 23521.50000000 PA USD 23777.34000000 0.029082027457 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.53000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAJ3 150000.00000000 PA USD 160745.54000000 0.196607619182 Long DBT CORP US N 2 2023-07-26 Fixed 3.55000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAL4 452000.00000000 PA USD 469675.83000000 0.574459774894 Long DBT CORP US N 2 2023-05-10 Fixed 2.75000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBA4 169000.00000000 PA USD 176837.85000000 0.216290098436 Long DBT CORP US N 2 2023-01-15 Fixed 3.30000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAT3 105000.00000000 PA USD 113766.74000000 0.139147922197 Long DBT US N 2 2023-03-01 Fixed 4.75000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582AS1 96000.00000000 PA USD 98400.81000000 0.120353877188 Long DBT CORP NL N 2 2022-08-21 Fixed 2.38000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 228227BD5 81000.00000000 PA USD 88921.49000000 0.108759735685 Long DBT US N 2 2023-01-15 Fixed 5.25000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CC3 81000.00000000 PA USD 87009.69000000 0.106421416088 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AP9 389000.00000000 PA USD 399323.32000000 0.488411729675 Long DBT CORP JP N 2 2022-07-25 Fixed 2.67000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AW3 118000.00000000 PA USD 126767.31000000 0.155048899081 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N N KFW 549300GDPG70E3MBBU98 500769EX8 41000.00000000 PA USD 42241.75000000 0.051665818520 Long DBT CORP DE N 2 2022-01-25 Fixed 2.63000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDB2 188000.00000000 PA USD 197497.24000000 0.241558566112 Long DBT CORP US N 2 2024-08-15 Variable 3.07000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128287A2 1100000.00000000 PA USD 1109066.41000000 1.356497395727 Long DBT UST US N 2 2021-06-30 Fixed 1.63000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AX0 135000.00000000 PA USD 135280.26000000 0.165461074944 Long DBT CORP LR N 2 2020-11-28 Fixed 2.65000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAY2 170000.00000000 PA USD 184399.85000000 0.225539168838 Long DBT CORP US N 2 2024-12-05 Fixed 4.02000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAL4 86000.00000000 PA USD 87135.89000000 0.106575771111 Long DBT US N 2 2022-01-15 Fixed 2.25000000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161CAL9 4000.00000000 PA USD 4106.62000000 0.005022800514 Long DBT CORP US N 2 2022-11-01 Fixed 3.13000000 N N N N N N MCCORMICK & CO 549300JQQA6MQ4OJP259 579780AM9 17000.00000000 PA USD 18129.91000000 0.022174664635 Long DBT CORP US N 2 2024-08-15 Fixed 3.15000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZU0 350000.00000000 PA USD 353278.83000000 0.432094785794 Long DBT CORP US N 2 2022-11-01 Fixed 3.35000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AH4 2000.00000000 PA USD 2008.55000000 0.002456654371 Long DBT CORP US N 2 2020-11-13 Fixed 2.15000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJD3 310000.00000000 PA USD 326821.11000000 0.399734389741 Long DBT CORP US N 2 2022-01-24 Fixed 4.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAK1 98000.00000000 PA USD 106763.66000000 0.130582465975 Long DBT CORP IE N 2 2024-01-16 Fixed 4.88000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAP5 150000.00000000 PA USD 161560.29000000 0.197604138635 Long DBT CORP US N 2 2023-08-14 Fixed 3.80000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAV7 392000.00000000 PA USD 402702.54000000 0.492544848385 Long DBT CORP US N 2 2022-08-15 Fixed 2.76000000 N N N N N N MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 60871RAF7 172000.00000000 PA USD 173385.62000000 0.212067681309 Long DBT CORP US N 2 2021-07-15 Fixed 2.10000000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAQ4 250000.00000000 PA USD 255813.98000000 0.312885679822 Long DBT CORP US N 2 2024-09-12 Fixed 2.45000000 N N N N N N Willis Towers Watson PLC 549300WHC56FF48KL350 97063PAB0 46000.00000000 PA USD 47895.05000000 0.058580360930 Long DBT CORP IE N 2 2021-03-15 Fixed 5.75000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBJ9 50000.00000000 PA USD 54015.89000000 0.066066750784 Long DBT CORP US N 2 2024-03-01 Fixed 3.60000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BW4 250000.00000000 PA USD 257530.72000000 0.314985421837 Long DBT CORP US N 2 2023-03-01 Fixed 2.80000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDW1 140000.00000000 PA USD 145176.25000000 0.177564844873 Long DBT CORP US N 2 2022-03-16 Fixed 3.13000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 857524AA0 26000.00000000 PA USD 27046.50000000 0.033080531952 Long DBT NUSS PL N 2 2021-04-21 Fixed 5.13000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAC8 174000.00000000 PA USD 183133.36000000 0.223990126894 Long DBT CORP US N 2 2021-06-15 Fixed 5.88000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174824M3 258000.00000000 PA USD 278489.65000000 0.340620256421 Long DBT CORP US N 2 2022-11-01 Fixed 4.88000000 N N N N N N Total Capital Canada Ltd 5299005IX98ZZ9LSGK46 89153UAF8 169000.00000000 PA USD 176090.15000000 0.215375587732 Long DBT CORP CA N 2 2023-07-15 Fixed 2.75000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AC5 109000.00000000 PA USD 113284.84000000 0.138558511059 Long DBT CORP US N 2 2023-05-01 Fixed 3.20000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AM7 125000.00000000 PA USD 134629.56000000 0.164665204789 Long DBT CORP US N 2 2023-08-01 Fixed 4.00000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AH2 121000.00000000 PA USD 131535.43000000 0.160880779214 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAF4 135000.00000000 PA USD 140298.13000000 0.171598423912 Long DBT CORP US N 2 2024-07-15 Fixed 3.50000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EC3 250000.00000000 PA USD 265443.56000000 0.324663604096 Long DBT CORP AU N 2 2024-02-26 Fixed 3.30000000 N N N N N N Morgan Stanley BAML Trust N/A 61761QAC7 31326.25000000 PA USD 31684.79000000 0.038753617215 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 2.70000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017CN7 121000.00000000 PA USD 128662.01000000 0.157366303695 Long DBT CORP US N 2 2024-05-04 Fixed 2.80000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGQ6 175000.00000000 PA USD 179913.14000000 0.220051480837 Long DBT CORP US N 2 2023-07-21 Fixed 2.82000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BB4 169000.00000000 PA USD 175765.07000000 0.214977982891 Long DBT CORP US N 2 2022-05-15 Fixed 3.75000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAS8 172000.00000000 PA USD 183444.09000000 0.224370180273 Long DBT CORP JP N 2 2024-09-11 Fixed 3.92000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAR2 71000.00000000 PA USD 73581.73000000 0.089997699162 Long DBT CORP LU N 2 2022-03-15 Fixed 3.45000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBD0 87000.00000000 PA USD 89447.44000000 0.109403024309 Long DBT CORP US N 2 2023-05-15 Fixed 2.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGS7 316000.00000000 PA USD 340404.95000000 0.416348763251 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N Morgan Stanley BAML Trust N/A 61763KBA1 250000.00000000 PA USD 273395.65000000 0.334389792968 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 4.05000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BD9 5000.00000000 PA USD 5090.60000000 0.006226304917 Long DBT CORP US N 2 2020-12-15 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFF1 117000.00000000 PA USD 127436.01000000 0.155866785007 Long DBT CORP US N 2 2024-04-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285D8 1614000.00000000 PA USD 1726538.67000000 2.111726753565 Long DBT UST US N 2 2023-09-30 Fixed 2.88000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDD6 308000.00000000 PA USD 322619.94000000 0.394595945268 Long DBT CORP NL N 2 2022-02-08 Fixed 3.88000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BG6 514000.00000000 PA USD 545274.85000000 0.666924818308 Long DBT CORP US N 2 2023-08-01 Fixed 3.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VBJ2 44000.00000000 PA USD 45186.50000000 0.055267537650 Long DBT CORP US N 2 2022-11-01 Fixed 2.45000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAT3 369000.00000000 PA USD 384601.67000000 0.470405702529 Long DBT CORP US N 2 2022-03-28 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YM6 1475000.00000000 PA USD 1514323.74000000 1.852167003776 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCJ6 33000.00000000 PA USD 33336.71000000 0.040774077989 Long DBT CORP US N 2 2021-08-15 Fixed 2.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 4000.00000000 PA USD 4096.54000000 0.005010471682 Long DBT CORP US N 2 2025-10-30 Fixed 2.41000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137A8PP7 144280.74000000 PA USD 146740.24000000 0.179477758602 Long ABS-MBS USGSE US N 2 2020-12-25 Variable 4.18000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 05531FBB8 50000.00000000 PA USD 52427.37000000 0.064123834450 Long DBT CORP US N 2 2024-10-26 Fixed 2.85000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAS2 118000.00000000 PA USD 127515.46000000 0.155963960178 Long DBT CORP US N 2 2024-01-31 Fixed 4.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAW6 80000.00000000 PA USD 82058.05000000 0.100365072929 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N Walgreen Co E1OI0SEUGJMPPTKRDD35 931422AH2 167000.00000000 PA USD 172117.99000000 0.210517245033 Long DBT CORP US N 2 2022-09-15 Fixed 3.10000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DG9 150000.00000000 PA USD 152399.92000000 0.186400104380 Long DBT US N 2 2024-09-13 Fixed 2.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAC5 145000.00000000 PA USD 149950.47000000 0.183404185907 Long DBT CORP US N 2 2022-10-15 Fixed 3.13000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BN9 222000.00000000 PA USD 233525.95000000 0.285625225102 Long DBT CORP US N 2 2021-11-15 Fixed 4.75000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AA8 48000.00000000 PA USD 53573.84000000 0.065526080119 Long DBT CORP US N 2 2024-12-01 Fixed 4.75000000 N N N N N N COMM Mortgage Trust N/A 12593AAX3 42208.64000000 PA USD 42194.08000000 0.051607513417 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 2.85000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAQ6 150000.00000000 PA USD 153493.90000000 0.187738149611 Long DBT CORP US N 2 2022-07-25 Fixed 2.85000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JVL0 15000.00000000 PA USD 16273.09000000 0.019903590990 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CE2 84000.00000000 PA USD 90411.16000000 0.110581748738 Long DBT CORP US N 2 2023-10-17 Fixed 3.70000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AH5 5000.00000000 PA USD 5279.31000000 0.006457115824 Long DBT CORP US N 2 2021-04-15 Fixed 6.88000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AS7 150000.00000000 PA USD 156528.30000000 0.191449519517 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGE3 30000.00000000 PA USD 30801.24000000 0.037672948588 Long DBT CORP US N 2 2023-01-20 Fixed 3.12000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBY1 161000.00000000 PA USD 164818.08000000 0.201588736502 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 150000.00000000 PA USD 155503.93000000 0.190196614168 Long DBT CORP US N 2 2023-12-20 Fixed 3.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BD6 16000.00000000 PA USD 19829.52000000 0.024253454974 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.13000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHR6 247000.00000000 PA USD 263670.29000000 0.322494720325 Long DBT CORP US N 2 2024-06-01 Fixed 3.55000000 N N N N N N OMNICOM GP/OMNICOM CAP N/A 681919AZ9 25000.00000000 PA USD 26148.06000000 0.031981651390 Long DBT CORP US N 2 2022-05-01 Fixed 3.63000000 N N N N N N BGC Partners Inc TF1LXM1YNB81WKUH5G19 05541TAK7 231000.00000000 PA USD 252971.04000000 0.309408484343 Long DBT CORP US N 2 2023-07-24 Fixed 5.38000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAG4 213000.00000000 PA USD 214833.00000000 0.262761907121 Long DBT CORP US N 2 2020-10-15 Fixed 3.60000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 893526DM2 126000.00000000 PA USD 128833.06000000 0.157575514683 Long DBT CORP CA N 2 2022-08-01 Fixed 2.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065TAF9 400000.00000000 PA USD 402224.64000000 0.491960329641 Long ABS-O CORP US N 2 2022-07-08 Fixed 2.41000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 05531FBF9 113000.00000000 PA USD 121754.19000000 0.148917359830 Long DBT CORP US N 2 2023-12-06 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284U1 332800.00000000 PA USD 351793.00000000 0.430277469439 Long DBT UST US N 2 2023-06-30 Fixed 2.63000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDM1 20000.00000000 PA USD 21404.09000000 0.026179309084 Long DBT CORP US N 2 2024-02-15 Fixed 3.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BL3 233000.00000000 PA USD 236286.16000000 0.289001233647 Long DBT CORP US N 2 2021-02-25 Fixed 3.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828VS6 1801000.00000000 PA USD 1899597.71000000 2.323394995386 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 000000000 55000.00000000 PA USD 61160.55000000 0.074805373283 Long DBT NUSS UY N 2 2022-11-18 Fixed 8.00000000 N N N N N N UMBS, TBA N/A 01F022444 1500000.00000000 PA USD 1539447.68000000 1.882896055592 Long ABS-MBS USGSE US N 2 2035-04-15 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828VF4 1000.00000000 PA USD 999.82000000 0.001222878282 Long DBT UST US N 2 2020-05-31 Fixed 1.38000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZH9 90000.00000000 PA USD 91859.51000000 0.112353223363 Long DBT CORP US N 2 2021-10-12 Fixed 3.81000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RS2 84000.00000000 PA USD 84663.22000000 0.103551452292 Long DBT CORP US N 2 2021-03-04 Fixed 2.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAX1 144000.00000000 PA USD 153044.96000000 0.187189051798 Long DBT CORP US N 2 2024-06-10 Fixed 4.20000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAL7 163000.00000000 PA USD 171698.59000000 0.210004277548 Long DBT CORP US N 2 2022-06-15 Fixed 4.25000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AJ3 80000.00000000 PA USD 81059.90000000 0.099144237221 Long DBT CORP US N 2 2021-03-14 Fixed 3.15000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BL6 465000.00000000 PA USD 509395.61000000 0.623040975842 Long DBT CORP US N 2 2024-02-06 Fixed 4.64000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAA3 225000.00000000 PA USD 232091.26000000 0.283870458001 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 748149AG6 26000.00000000 PA USD 27213.70000000 0.033285034011 Long DBT NUSS CA N 2 2023-02-13 Fixed 2.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XW5 1000.00000000 PA USD 1020.08000000 0.001247658256 Long DBT UST US N 2 2022-06-30 Fixed 1.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BN4 30000.00000000 PA USD 30952.50000000 0.037857954458 Long DBT NUSS CO N 2 2021-07-12 Fixed 4.38000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2B8 266000.00000000 PA USD 272789.57000000 0.333648497466 Long DBT CORP US N 2 2022-07-22 Fixed 2.63000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETT6 24000.00000000 PA USD 25279.03000000 0.030918742153 Long DBT CORP US N 2 2024-06-24 Fixed 2.65000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AR2 3000.00000000 PA USD 3084.37000000 0.003772488134 Long DBT CORP CA N 2 2021-11-15 Fixed 3.45000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 891906AD1 28000.00000000 PA USD 28633.39000000 0.035021454635 Long DBT CORP US N 2 2021-04-01 Fixed 3.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YV6 2000000.00000000 PA USD 2054609.38000000 2.512989527117 Long DBT UST US N 2 2024-11-30 Fixed 1.50000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AC0 5000.00000000 PA USD 5122.23000000 0.006264991521 Long DBT CORP US N 2 2021-12-15 Fixed 2.80000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBB0 150000.00000000 PA USD 159804.59000000 0.195456744705 Long DBT CORP GB N 2 2024-05-16 Fixed 4.34000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810EN4 1222000.00000000 PA USD 1442508.95000000 1.764330446171 Long DBT UST US N 2 2022-11-15 Fixed 7.63000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJY7 189000.00000000 PA USD 204769.59000000 0.250453366051 Long DBT CORP US N 2 2024-09-10 Fixed 3.88000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AV2 115000.00000000 PA USD 119010.96000000 0.145562119497 Long DBT CORP US N 2 2021-12-01 Fixed 3.50000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BS4 47000.00000000 PA USD 50643.61000000 0.061942120377 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HAY1 126000.00000000 PA USD 131374.58000000 0.160684043830 Long DBT CORP US N 2 2021-07-15 Fixed 4.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BB9 203000.00000000 PA USD 215264.86000000 0.263290114414 Long DBT CORP US N 2 2022-07-23 Fixed 4.46000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BD9 11000.00000000 PA USD 11329.91000000 0.013857595244 Long DBT CORP US N 2 2022-11-16 Fixed 2.75000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AJ2 150000.00000000 PA USD 154124.38000000 0.188509288716 Long DBT CORP US N 2 2025-01-15 Fixed 2.38000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAE0 75000.00000000 PA USD 76864.23000000 0.094012519790 Long DBT CORP US N 2 2021-05-25 Fixed 3.55000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EK5 300000.00000000 PA USD 320679.16000000 0.392222180278 Long DBT CORP US N 2 2023-06-26 Fixed 3.40000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 867914BK8 81000.00000000 PA USD 81921.76000000 0.100198376843 Long DBT CORP US N 2 2021-03-03 Fixed 2.90000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017BV0 579000.00000000 PA USD 598087.22000000 0.731519545658 Long DBT CORP US N 2 2022-06-01 Fixed 3.10000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAH3 290000.00000000 PA USD 294409.24000000 0.360091482112 Long DBT CORP JP N 2 2021-10-19 Fixed 2.44000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDJ2 103000.00000000 PA USD 109456.57000000 0.133876159995 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796XD6 1865000.00000000 PA USD 1862873.79000000 2.278478026130 Long DBT UST US N 2 2020-03-31 None 0.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAL3 449000.00000000 PA USD 463549.85000000 0.566967098313 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N OFFICE PPTY INCOME TRST N/A 38376AAB9 5000.00000000 PA USD 5188.39000000 0.006345911714 Long DBT US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBA5 176000.00000000 PA USD 180944.43000000 0.221312850027 Long DBT CORP US N 2 2021-09-01 Fixed 4.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AK6 150000.00000000 PA USD 154956.25000000 0.189526747615 Long DBT CORP US N 2 2023-05-03 Fixed 2.40000000 N N N N N N CD Commercial Mortgage Trust N/A 12515ABB5 1061000.00000000 PA USD 1082109.76000000 1.323526759169 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.04000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAQ2 79000.00000000 PA USD 83303.56000000 0.101888454267 Long DBT CORP US N 2 2022-02-01 Fixed 5.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284X5 1309200.00000000 PA USD 1392789.36000000 1.703518493213 Long DBT UST US N 2 2023-08-31 Fixed 2.75000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AQ6 82000.00000000 PA USD 85375.68000000 0.104422861006 Long DBT CORP US N 2 2022-02-01 Fixed 4.25000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CH1 24000.00000000 PA USD 24499.10000000 0.029964810986 Long DBT CORP US N 2 2023-08-19 Fixed 2.25000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAG6 48000.00000000 PA USD 50804.80000000 0.062139271615 Long DBT US N 2 2024-09-01 Fixed 3.20000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BT5 82000.00000000 PA USD 84110.64000000 0.102875592556 Long DBT CORP US N 2 2022-06-06 Fixed 2.89000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DH1 400000.00000000 PA USD 414406.88000000 0.506860408378 Long DBT CORP US N 2 2022-08-01 Fixed 2.80000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAD3 153000.00000000 PA USD 154193.03000000 0.188593254424 Long DBT US N 2 2021-09-01 Fixed 2.25000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BD2 341000.00000000 PA USD 362461.00000000 0.443325483595 Long DBT CORP GB N 2 2023-09-12 Fixed 3.88000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBD6 48000.00000000 PA USD 50875.28000000 0.062225475593 Long DBT CORP US N 2 2023-06-15 Fixed 3.50000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAJ3 141000.00000000 PA USD 149793.53000000 0.183212232838 Long DBT CORP US N 2 2024-05-08 Fixed 3.50000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2T5 191000.00000000 PA USD 197234.59000000 0.241237319307 Long DBT CORP US N 2 2022-02-26 Fixed 2.95000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LAW9 2000.00000000 PA USD 2020.96000000 0.002471833022 Long DBT CORP US N 2 2020-06-30 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828S27 1165000.00000000 PA USD 1166661.03000000 1.426941285591 Long DBT UST US N 2 2021-06-30 Fixed 1.13000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAL3 80000.00000000 PA USD 84317.60000000 0.103128725009 Long DBT CORP US N 2 2021-07-28 Fixed 5.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AW8 3000.00000000 PA USD 3195.15000000 0.003907982979 Long DBT CORP US N 2 2023-11-01 Fixed 3.25000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAJ9 87000.00000000 PA USD 90363.21000000 0.110523101168 Long DBT CORP US N 2 2022-05-06 Fixed 3.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWM2 175000.00000000 PA USD 179881.45000000 0.220012720847 Long DBT CORP US N 2 2023-07-24 Fixed 2.91000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29425AAB9 246242.50000000 PA USD 247125.72000000 0.302259082571 Long ABS-MBS CORP US N 2 2058-09-10 Fixed 2.95000000 N N N N N N CarMax Auto Owner Trust N/A 14315PAE5 100000.00000000 PA USD 103353.50000000 0.126411504599 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.30000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCJ3 198000.00000000 PA USD 201240.72000000 0.246137210660 Long DBT CORP US N 2 2021-04-09 Fixed 3.55000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CL2 200000.00000000 PA USD 207930.24000000 0.254319152135 Long DBT CORP US N 2 2022-03-15 Fixed 3.50000000 N N N N N N 2020-03-13 WisdomTree Trust CLINT MARTIN CLINT MARTIN ASSISTANT TREASURER