ENERGY TRANSFER OPERATING LP 3.750000% 05/15/2030

NPORT-P false 0000908802 XXXXXXXX S000008370 C000022905 SCHRODER SERIES TRUST 811-07840 0000908802 549300TV3GV0UMR8BD68 ONE FREEDOM VALLEY DRIVE OAKS 19456 8004643108 Schroder Total Return Fixed Income Fund S000008370 IRRNMKFCYVSX3Y3Y4S42 2020-10-31 2020-04-30 N 43471072.34 1240894.73 42230177.61 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1278821.66000000 USD N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 ENERGY TRANSFER OPERATING LP 3.750000% 05/15/2030 29278NAQ6 205000.00000000 PA USD 186572.89000000 0.441799917876 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 NVIDIA CORP 3.500000% 04/01/2040 67066GAG9 190000.00000000 PA USD 213560.27000000 0.505705355947 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 INTEL CORP 3.900000% 03/25/2030 458140BR0 217000.00000000 PA USD 257599.38000000 0.609988862417 Long DBT CORP US N 2 2030-03-25 Fixed 3.90000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP MTN 2.456000% 10/22/2025 06051GHW2 40000.00000000 PA USD 40910.97000000 0.096876149510 Long DBT CORP US N 2 2025-10-22 Fixed 2.45600000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 T-MOBILE USA INC 144A 3.875000% 04/15/2030 87264ABE4 317000.00000000 PA USD 347885.31000000 0.823783677191 Long DBT CORP US Y 2 2030-04-15 Fixed 3.87500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 UNITED MEXICAN STATES 3.250000% 04/16/2030 91087BAH3 380000.00000000 PA USD 344283.80000000 0.815255391960 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC VARIABLE RATE 05/15/2025 92343VEP5 150000.00000000 PA USD 148725.00000000 0.352177064878 Long DBT CORP US N 2 2025-05-15 Floating 2.79163080 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 PFIZER INC 2.625000% 04/01/2030 717081EW9 95000.00000000 PA USD 103171.98000000 0.244308657550 Long DBT CORP US N 2 2030-04-01 Fixed 2.62500000 N N N N N N Mexico Generadora de Energia, S. de R.L. N/A MEXICO GENERADORA DE ENERGIA S DE RL 144A 5.500000% 12/06/2032 592838AA4 164063.99800000 PA USD 161603.04000000 0.382671940176 Long DBT NUSS MX Y 2 2032-12-06 Fixed 5.50000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 STATE STREET CORP 144A 3.152000% 03/30/2031 857477BK8 78000.00000000 PA USD 85393.30000000 0.202209189808 Long DBT CORP US Y 2 2031-03-30 Fixed 3.15200000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG 144A 3.869000% 01/12/2029 225401AF5 250000.00000000 PA USD 264896.00000000 0.627267075327 Long DBT NUSS CH Y 2 2029-01-12 Fixed 3.86900000 N N N N N N PHILADELPHIA PA AUTH FOR INDL DEV CITY SVC AGREEMENT REV N/A PHILADELPHIA PA AUTH FOR INDL PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT 71783DAD7 350000.00000000 PA USD 375791.50000000 0.889864834267 Long DBT MUN US N 2 2026-04-15 Fixed 3.96400000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO 3.069000% 01/24/2023 949746SK8 215000.00000000 PA USD 220295.79000000 0.521654898149 Long DBT CORP US N 2 2023-01-24 Fixed 3.06900000 N N N N N N MADISON PARK FUNDING, LTD. N/A MADISON PARK FUNDING XXVI LTD MDPK 2017-26A AR 55819YAA8 600000.00000000 PA USD 580082.40000000 1.373620554848 Long ABS-CBDO CORP KY N 2 2030-07-29 Floating 2.97450000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 3.200000% 10/21/2026 172967KY6 295000.00000000 PA USD 310751.38000000 0.735851463543 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N United States of America N/A US 2YR NOTE (CBT) JUN20 FINANCIAL COMMODITY FUTURE. N/A 19.00000000 NC USD 4188164.06000000 9.917467311357 N/A DIR US N 1 UBS SECURITIES N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Jun 2020 2020-07-03 4123791.84000000 USD 64372.22000000 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC 4.800000% 02/14/2029 02209SBD4 146000.00000000 PA USD 163417.30000000 0.386968062292 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 DUPONT DE NEMOURS INC 2.169000% 05/01/2023 26614NAA0 810000.00000000 PA USD 815403.89000000 1.930855933238 Long DBT CORP US N 2 2023-05-01 Fixed 2.16900000 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 CANADIAN NATURAL RESOURCES LTD 6.250000% 03/15/2038 136385AL5 171000.00000000 PA USD 167855.43000000 0.397477442671 Long DBT NUSS CA N 2 2038-03-15 Fixed 6.25000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC 144A 10.179000% 06/12/2021 06739FFU0 650000.00000000 PA USD 696577.29000000 1.649477528683 Long DBT NUSS GB Y 2 2021-06-12 Fixed 10.17900000 N N N N N N HEALTHPEAK PROPERTIES, INC. PZ9HF5U52KPF0MH0QN75 HEALTHPEAK PROPERTIES INC 3.250000% 07/15/2026 40414LAQ2 65000.00000000 PA USD 65253.44000000 0.154518507126 Long DBT CORP US N 2 2026-07-15 Fixed 3.25000000 N N N N N N CAL FUNDING LIMITED N/A CAL FUNDING III LTD CAI 2017-1A A 12805PAA4 295983.33000000 PA USD 295226.59000000 0.699089150716 Long ABS-MBS BM N 2 2042-06-25 Fixed 3.62000000 N N N N N N NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV N/A NEW JERSEY ST ECON DEV AUTH LE NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY 645913AA2 90000.00000000 PA USD 106490.70000000 0.252167303162 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 FEDEX CORP 4.250000% 05/15/2030 31428XBZ8 314000.00000000 PA USD 342849.82000000 0.811859763333 Long DBT CORP US N 2 2030-05-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY N/B 1.500000% 02/15/2030 912828Z94 303800.00000000 PA USD 329029.64000000 0.779133924177 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 2.392000% 01/23/2026 715638DE9 65000.00000000 PA USD 66300.00000000 0.156996734923 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 WILLIAMS COS INC/THE 4.300000% 03/04/2024 96950FAM6 200000.00000000 PA USD 206319.37000000 0.488559086597 Long DBT CORP US N 2 2024-03-04 Fixed 4.30000000 N N N N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 CARDINAL HEALTH INC 3.079000% 06/15/2024 14149YBH0 130000.00000000 PA USD 134359.94000000 0.318160963566 Long DBT CORP US N 2 2024-06-15 Fixed 3.07900000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A JP MORGAN MORTGAGE TRUST 2017-4 JPMMT 2017-4 A5 46648UAE4 225080.42700000 PA USD 228102.29000000 0.540140494095 Long ABS-MBS US N 2 2048-11-25 Floating 3.49999920 N N N N N N Federal National Mortgage Association N/A FANNIE MAE POOL FN CA2491 3140Q9XV0 139811.64500000 PA USD 151008.48000000 0.357584288170 Long DBT USGA US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-147 AK 38378B3P2 213725.69900000 PA USD 222963.37000000 0.527971660595 Long DBT USGA US N 2 2054-04-16 Floating 2.60003880 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 912828Y38 786400.00000000 PA USD 889639.27000000 2.106643448710 Long DBT USGA XX N 2 2028-07-15 Fixed 0.75000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG 144A 2.997000% 12/14/2023 225401AD0 265000.00000000 PA USD 269684.27000000 0.638605578433 Long DBT NUSS CH Y 2 2023-12-14 Fixed 2.99700000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 3.000000% 01/30/2030 195325DR3 216000.00000000 PA USD 196130.16000000 0.464431293212 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A FANNIE MAE POOL FN AU1628 3138X0Y28 85246.88900000 PA USD 91094.62000000 0.215709772384 Long DBT USGA US N 2 2043-07-01 Fixed 3.00000000 N N N N N N TEXTAINER MARINE CONTAINERS LIMITED N/A TEXTAINER MARINE CONTAINERS V LTD TMCL 2017-2A A 88315FAE1 172419.96800000 PA USD 164361.01000000 0.389202743871 Long ABS-MBS BM N 2 2042-06-20 Fixed 3.52000000 N N N N N N SEQUOIA MORTGAGE TRUST N/A SEQUOIA MORTGAGE TRUST 2015-2 SEMT 2015-2 A10 81733YAU3 134554.57500000 PA USD 135748.89000000 0.321449962284 Long ABS-MBS US N 2 2045-05-25 Floating 3.49999920 N N N N N N TEXTAINER MARINE CONTAINERS LIMITED N/A TEXTAINER MARINE CONTAINERS V LTD TMCL 2017-1A A 88315FAA9 73076.42800000 PA USD 69541.80000000 0.164673235907 Long ABS-MBS BM N 2 2042-05-20 Fixed 3.72000000 N N N N N N PRUDENTIAL PUBLIC LIMITED COMPANY 5493001Z3ZE83NGK8Y12 PRUDENTIAL PLC 3.125000% 04/14/2030 74435KAA3 185000.00000000 PA USD 190867.71000000 0.451969943775 Long DBT NUSS GB N 2 2030-04-14 Fixed 3.12500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 APPLE INC 3.000000% 06/20/2027 037833CX6 315000.00000000 PA USD 348497.69000000 0.825233777651 Long DBT CORP US N 2 2027-06-20 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP MTN 2.884000% 10/22/2030 06051GHX0 304000.00000000 PA USD 316733.69000000 0.750017423381 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 COMCAST CORP 3.950000% 10/15/2025 20030NCS8 179000.00000000 PA USD 201513.21000000 0.477178220420 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 CROWN CASTLE INTERNATIONAL CORP 3.200000% 09/01/2024 22822VAG6 135000.00000000 PA USD 143294.10000000 0.339316830071 Long DBT CORP US N 2 2024-09-01 Fixed 3.20000000 N N N N N N AMERICAN MUN PWR OHIO INC REV N/A AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC 02765UEK6 40000.00000000 PA USD 67473.60000000 0.159775790249 Long DBT MUN US N 2 2050-02-15 Fixed 8.08400000 N N N N N N The Bank of New York Mellon Corporation N/A BANK OF NEW YORK MELLON CORP/THE MTN 1.950000% 08/23/2022 06406RAK3 234000.00000000 PA USD 238202.46000000 0.564057442996 Long DBT CORP US N 2 2022-08-23 Fixed 1.95000000 N N N N N N AIB GROUP PUBLIC LIMITED COMPANY 635400AKJBGNS5WNQL34 AIB GROUP PLC MTN 4.263000% 04/10/2025 00135TAB0 400000.00000000 PA USD 406755.04000000 0.963185719360 Long DBT NUSS IE Y 2 2025-04-10 Fixed 4.26300000 N N N N N N ENGIE ENERGIA CHILE S.A. 5493000FIKCC3ZDWTO77 ENGIE ENERGIA CHILE SA 144A 3.400000% 01/28/2030 29287TAA7 200000.00000000 PA USD 193802.00000000 0.458918268802 Long DBT NUSS CL Y 2 2030-01-28 Fixed 3.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY N/B 1.125000% 02/28/2025 912828ZC7 374600.00000000 PA USD 388793.83000000 0.920654025163 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N Freddie Mac N/A FREDDIE MAC GOLD POOL FG G08887 3128MJ6Z8 322710.04500000 PA USD 340964.71000000 0.807395870197 Long DBT USGA US N 2 2049-06-01 Fixed 3.00000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A TOWD POINT MORTGAGE TRUST 2015-6 TPMT 2015-6 A1 89172RAA3 31240.30100000 PA USD 31602.18000000 0.074833168574 Long ABS-MBS US N 2 2055-04-25 Floating 3.49999920 N N N N N N SEQUOIA MORTGAGE TRUST N/A SEQUOIA MORTGAGE TRUST 2015-3 SEMT 2015-3 A4 81746LAD4 159377.54200000 PA USD 160286.20000000 0.379553696127 Long ABS-MBS US N 2 2045-07-25 Fixed 3.50000000 N N N N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 ARCHER-DANIELS-MIDLAND CO 3.250000% 03/27/2030 039482AB0 195000.00000000 PA USD 215042.86000000 0.509216091833 Long DBT CORP US N 2 2030-03-27 Fixed 3.25000000 N N N N N N Federal National Mortgage Association N/A FANNIE MAE POOL FN MA3905 31418DKT8 981462.52000000 PA USD 1036708.35000000 2.454899336616 Long DBT USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 AT&T INC 3.400000% 05/15/2025 00206RCN0 200000.00000000 PA USD 211805.94000000 0.501551146566 Long DBT CORP US N 2 2025-05-15 Fixed 3.40000000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.400000% 09/23/2021 82481LAB5 195000.00000000 PA USD 197941.33000000 0.468720098286 Long DBT NUSS IE N 2 2021-09-23 Fixed 2.40000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 TRUIST BANK 2.250000% 03/11/2030 89788KAA4 497000.00000000 PA USD 483496.81000000 1.144908303406 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO MTN 2.406000% 10/30/2025 95000U2H5 360000.00000000 PA USD 365495.94000000 0.865485206752 Long DBT CORP US N 2 2025-10-30 Fixed 2.40600000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 MARATHON PETROLEUM CORP 4.500000% 05/01/2023 56585ABG6 185000.00000000 PA USD 185325.67000000 0.438846532239 Long DBT CORP US N 2 2023-05-01 Fixed 4.50000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 APACHE CORP 4.375000% 10/15/2028 037411BE4 200000.00000000 PA USD 159176.01000000 0.376924794089 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association N/A FANNIE MAE POOL FN AR7218 3138W5AU2 212156.87200000 PA USD 227886.08000000 0.539628514245 Long DBT USGA US N 2 2043-06-01 Fixed 3.00000000 N N N N N N LIBERTY MUTUAL GROUP INC. QUR0DG15Z6FFGYCHH861 LIBERTY MUTUAL GROUP INC 144A 3.950000% 05/15/2060 53079EBK9 188000.00000000 PA USD 187215.85000000 0.443322431008 Long DBT CORP US Y 2 2060-05-15 Fixed 3.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY N/B 2.625000% 07/31/2020 912828Y46 1050000.00000000 PA USD 1056624.74000000 2.502060847951 Long DBT UST US N 2 2020-07-31 Fixed 2.62500000 N N N N N N CALIFORNIA HEALTH FACS FING AUTH REV N/A CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 13032UVJ4 90000.00000000 PA USD 88222.50000000 0.208908664355 Long DBT MUN US N 2 2031-06-01 Fixed 2.86400000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA 5.875000% 01/11/2028 040114HQ6 124000.00000000 PA USD 31187.24000000 0.073850601074 Long DBT NUSS AR N 2 2028-01-11 Fixed 5.87500000 N N N N N N TOWD POINT MORTGAGE TRUST N/A TOWD POINT MORTGAGE TRUST 2017-3 TPMT 2017-3 A1 89169DAA9 216316.22400000 PA USD 216980.31000000 0.513803924775 Long ABS-MBS US N 2 2057-07-25 Floating 2.75000040 N N N N N N TOWD POINT MORTGAGE TRUST N/A TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1 89173HAA4 108798.31200000 PA USD 109086.68000000 0.258314518606 Long ABS-MBS US N 2 2057-04-25 Floating 2.75000040 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 3.373000% 11/15/2025 36164Q6M5 347000.00000000 PA USD 357364.52000000 0.846230208407 Long DBT NUSS IE N 2 2025-11-15 Fixed 3.37300000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP 3.650000% 01/25/2024 316773CX6 144000.00000000 PA USD 152161.02000000 0.360313473945 Long DBT CORP US N 2 2024-01-25 Fixed 3.65000000 N N N N N N Federal National Mortgage Association N/A FANNIE MAE POOL FN BH9392 3140GYNJ4 101208.49000000 PA USD 107398.09000000 0.254315979894 Long DBT USGA US N 2 2047-11-01 Fixed 3.50000000 N N N N N N NOVELIS CORPORATION 549300G5F3W3B52WYL23 NOVELIS CORP 144A 4.750000% 01/30/2030 670001AE6 83000.00000000 PA USD 72882.30000000 0.172583456013 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 BAT CAPITAL CORP 3.222000% 08/15/2024 05526DAZ8 137000.00000000 PA USD 142188.24000000 0.336698181364 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 TENET HEALTHCARE CORP 144A 7.500000% 04/01/2025 88033GDE7 32000.00000000 PA USD 34416.00000000 0.081496223666 Long DBT CORP US Y 2 2025-04-01 Fixed 7.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 ABBVIE INC 144A 3.200000% 11/21/2029 00287YBW8 324000.00000000 PA USD 344236.02000000 0.815142250120 Long DBT CORP US Y 2 2029-11-21 Fixed 3.20000000 N N N N N N Freddie Mac N/A FREDDIE MAC GOLD POOL FG J12898 3128PSGF8 10656.21300000 PA USD 11245.46000000 0.026628966858 Long DBT USGA US N 2 2024-10-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY N/B 0.625000% 03/31/2027 912828ZE3 560100.00000000 PA USD 564519.54000000 1.336768093218 Long DBT UST US N 2 2027-03-31 Fixed 0.62500000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 KRAFT HEINZ FOODS CO 144A 4.625000% 10/01/2039 50077LAW6 112000.00000000 PA USD 110349.40000000 0.261304607854 Long DBT CORP US Y 2 2039-10-01 Fixed 4.62500000 N N N N N N Government National Mortgage Association N/A GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-123 IO 38378BQ77 1775957.50500000 PA USD 75799.29000000 0.179490815075 Long DBT USGA US N 2 2051-12-16 Floating 0.78212880 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO 2.700000% 05/18/2023 46625HRL6 195000.00000000 PA USD 201853.75000000 0.477984610588 Long DBT CORP US N 2 2023-05-18 Fixed 2.70000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 AMERICAN TOWER CORP 3.700000% 10/15/2049 03027XAY6 179000.00000000 PA USD 197907.64000000 0.468640321212 Long DBT CORP US N 2 2049-10-15 Fixed 3.70000000 N N N N N N Government National Mortgage Association 2 N/A GINNIE MAE II POOL G2 MA5986 36179UUK6 574034.50600000 PA USD 609797.00000000 1.443983981387 Long DBT USGA US N 2 2049-06-20 Fixed 4.00000000 N N N N N N IMPAC SECURED ASSETS CORP N/A IMPAC SECURED ASSETS TRUST 2006-1 IMSA 2006-1 2A2 45254TTP9 48186.81600000 PA USD 41301.22000000 0.097800251709 Long ABS-MBS US N 2 2036-05-25 Floating 0.89724960 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 GENERAL MOTORS FINANCIAL CO INC 3.250000% 01/05/2023 37045XCF1 300000.00000000 PA USD 284933.22000000 0.674714709067 Long DBT CORP US N 2 2023-01-05 Fixed 3.25000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 COMMONSPIRIT HEALTH 3.347000% 10/01/2029 20268JAB9 95000.00000000 PA USD 93531.84000000 0.221481048135 Long DBT CORP US N 2 2029-10-01 Fixed 3.34700000 N N N N N N Federal National Mortgage Association N/A FANNIE MAE POOL FN AL1886 3138EJCY2 229.30650000 PA USD 238.39000000 0.000564501533 Long DBT USGA US N 2 2042-06-01 Floating 3.25000080 N N N N N N United States of America N/A US LONG BOND(CBT) JUN20 FINANCIAL COMMODITY FUTURE. N/A 9.00000000 NC USD 1629281.25000000 3.858097081775 N/A DIR US N 1 BARCLAYS CAPITAL INC. N/A Long U.S. Treasury Futures US Long Bond (CBT) Jun 2020 2020-06-22 1501796.65000000 USD 127484.60000000 N N N Freddie Mac N/A FREDDIE MAC GOLD POOL FG Q40718 3132WDYQ1 349044.84000000 PA USD 374225.72000000 0.886157106550 Long DBT USGA US N 2 2046-05-01 Fixed 3.50000000 N N N N N N ALBERTSONS COMPANIES, INC. 549300YKWOC0AOR16R51 ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 5.875000% 02/15/2028 013092AB7 17000.00000000 PA USD 17759.90000000 0.042054997172 Long DBT CORP US Y 2 2028-02-15 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY N/B 0.250000% 04/15/2023 912828ZH6 65900.00000000 PA USD 65923.17000000 0.156104410947 Long DBT UST US N 2 2023-04-15 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY N/B 3.000000% 05/15/2047 912810RX8 26100.00000000 PA USD 36473.73000000 0.086368876628 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC 144A 3.875000% 12/15/2023 07274NAE3 225000.00000000 PA USD 238857.36000000 0.565608229749 Long DBT CORP US Y 2 2023-12-15 Fixed 3.87500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 4.850000% 09/27/2027 836205AW4 200000.00000000 PA USD 179816.00000000 0.425799772050 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 BAT CAPITAL CORP 3.557000% 08/15/2027 05526DBB0 65000.00000000 PA USD 66774.06000000 0.158119297097 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 DEERE & CO 3.100000% 04/15/2030 244199BJ3 133000.00000000 PA USD 147055.30000000 0.348223257212 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A JP MORGAN MORTGAGE TRUST 2017-3 JPMMT 2017-3 1A5 46647SAJ9 249566.30100000 PA USD 252214.82000000 0.597238359566 Long ABS-MBS US N 2 2047-08-25 Fixed 3.50000000 N N N N N N United States of America N/A US 10YR NOTE (CBT)JUN20 FINANCIAL COMMODITY FUTURE. N/A 6.00000000 NC USD 834375.00000000 1.975779045273 N/A DIR US N 1 UBS SECURITIES N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Jun 2020 2020-06-22 833635.32000000 USD 739.68000000 N N N THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY 2138005O9XJIJN4JPN90 ROYAL BANK OF SCOTLAND GROUP PLC 6.125000% 12/15/2022 780099CE5 325000.00000000 PA USD 347881.89000000 0.823775578717 Long DBT NUSS GB N 2 2022-12-15 Fixed 6.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY N/B 0.375000% 03/31/2022 912828ZG8 1008700.00000000 PA USD 1012167.41000000 2.396787007024 Long DBT UST US N 2 2022-03-31 Fixed 0.37500000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A JP MORGAN MORTGAGE TRUST 2016-3 JPMMT 2016-3 1A3 46647EAC5 330472.24700000 PA USD 333604.83000000 0.789967859195 Long ABS-MBS US N 2 2046-10-25 Floating 3.49999920 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY N/B 2.500000% 12/31/2020 9128285S5 1096000.00000000 PA USD 1113296.25000000 2.636257560366 Long DBT UST US N 2 2020-12-31 Fixed 2.50000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 2.783000% 01/23/2031 715638DF6 175000.00000000 PA USD 180425.00000000 0.427241868756 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 CAMDEN PROPERTY TRUST 3.150000% 07/01/2029 133131AX0 56000.00000000 PA USD 59194.56000000 0.140171231451 Long DBT CORP US N 2 2029-07-01 Fixed 3.15000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD N/A GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD GLM 2017-2A A 38136MAC2 606000.00000000 PA USD 588984.73000000 1.394701048712 Long ABS-CBDO CORP KY N 2 2030-11-28 Floating 2.96912880 N N N N N N United States of America 254900HROIFWPRGM1V77 TREASURY BILL 0.000000% 07/16/2020 912796SZ3 497000.00000000 PA USD 496899.01000000 1.176644376419 Long DBT UST US N 2 2020-07-16 None 0.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC 4.400000% 02/14/2026 02209SBC6 98000.00000000 PA USD 108687.26000000 0.257368702077 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N TITAN ACQUISITION LIMITED N/A TITAN ACQUISITION LTD / TITAN CO-BORROWER LLC 144A 7.750000% 04/15/2026 88827AAA1 70000.00000000 PA USD 65275.00000000 0.154569560665 Long DBT NUSS CA Y 2 2026-04-15 Fixed 7.75000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A JP MORGAN MORTGAGE TRUST 2017-1 JPMMT 2017-1 A4 46648CAD6 67601.94500000 PA USD 68235.89000000 0.161580873824 Long ABS-MBS US N 2 2047-01-25 Floating 3.49999920 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 ECOPETROL SA 6.875000% 04/29/2030 279158AN9 110000.00000000 PA USD 112475.00000000 0.266337975271 Long DBT NUSS CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP 4.300000% 03/25/2028 126650CX6 243000.00000000 PA USD 275553.90000000 0.652504714862 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP 3.600000% 04/01/2050 68389XBX2 311000.00000000 PA USD 353273.91000000 0.836543746660 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP 2.375000% 01/28/2025 316773CY4 257000.00000000 PA USD 260994.29000000 0.618027924036 Long DBT CORP US N 2 2025-01-28 Fixed 2.37500000 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 BOSTON SCIENTIFIC CORP 3.450000% 03/01/2024 101137AV9 116000.00000000 PA USD 122901.92000000 0.291028659966 Long DBT CORP US N 2 2024-03-01 Fixed 3.45000000 N N N N N N CAPITAL ONE, NATIONAL ASSOCIATION 207ALC1P1YM0OVDV0K75 CAPITAL ONE NA 2.150000% 09/06/2022 14042RNW7 250000.00000000 PA USD 249140.21000000 0.589957760303 Long DBT CORP US N 2 2022-09-06 Fixed 2.15000000 N N N N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 UNITED RENTALS NORTH AMERICA INC 4.000000% 07/15/2030 911365BN3 111000.00000000 PA USD 104895.00000000 0.248388725637 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 KIMBERLY-CLARK CORP 3.100000% 03/26/2030 494368CB7 65000.00000000 PA USD 72571.43000000 0.171847323660 Long DBT CORP US N 2 2030-03-26 Fixed 3.10000000 N N N N N N CALIFORNIA HEALTH FACS FING AUTH REV N/A CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 13032UVH8 70000.00000000 PA USD 68446.00000000 0.162078409028 Long DBT MUN US N 2 2030-06-01 Fixed 2.70400000 N N N N N N United States of America N/A US 5YR NOTE (CBT) JUN20 FINANCIAL COMMODITY FUTURE. N/A 23.00000000 NC USD 2886140.63000000 6.834308528497 N/A DIR US N 1 BNP PARIBAS N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2020 2020-07-03 2790538.34000000 USD 95602.29000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 4.300000% 11/20/2026 172967JC6 335000.00000000 PA USD 364011.55000000 0.861970208512 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N SCIENTIFIC GAMES INTERNATIONAL, INC. RLTHESQ0RNFQJWPBJN60 SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000000% 10/15/2025 80874YAW0 105000.00000000 PA USD 91696.50000000 0.217135009108 Long DBT CORP US Y 2 2025-10-15 Fixed 5.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A JP MORGAN TRUST 2015-3 JPMMT 2015-3 A5 46644MAU0 47642.60200000 PA USD 47690.69000000 0.112930356202 Long ABS-MBS US N 2 2045-05-25 Fixed 3.50000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 RAYTHEON TECHNOLOGIES CORP 3.950000% 08/16/2025 913017DD8 100000.00000000 PA USD 112719.42000000 0.266916755692 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N Freddie Mac N/A FREDDIE MAC GOLD POOL FG Q14869 3132HRMS6 112410.38100000 PA USD 121299.12000000 0.287233269820 Long DBT USGA US N 2 2043-01-01 Fixed 3.00000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1 89173UAA5 116618.70200000 PA USD 117526.64000000 0.278300131923 Long ABS-MBS US N 2 2057-06-25 Floating 2.75000040 N N N N N N BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY 635400C8EK6DRI12LJ39 BANK OF IRELAND GROUP PLC 144A 4.500000% 11/25/2023 06279JAA7 265000.00000000 PA USD 269713.11000000 0.638673870829 Long DBT NUSS IE Y 2 2023-11-25 Fixed 4.50000000 N N N N N N CALIFORNIA ST UNIV REV N/A CALIFORNIA STATE UNIVERSITY 2.965% 11/01/2039 13077DKS0 75000.00000000 PA USD 75808.50000000 0.179512624124 Long DBT MUN XX N 2 2039-11-01 Fixed 2.96500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP 4.250000% 04/01/2050 126650DL1 60000.00000000 PA USD 70250.21000000 0.166350732996 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 GENERAL MOTORS FINANCIAL CO INC 3.700000% 11/24/2020 37045XBD7 315000.00000000 PA USD 314145.56000000 0.743888796540 Long DBT CORP US N 2 2020-11-24 Fixed 3.70000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE 2.875000% 02/25/2021 38143U8F1 65000.00000000 PA USD 65651.71000000 0.155461600484 Long DBT CORP US N 2 2021-02-25 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY N/B 2.250000% 08/15/2049 912810SJ8 52000.00000000 PA USD 64325.63000000 0.152321476348 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N United States of America N/A US ULTRA BOND CBT JUN20 FINANCIAL COMMODITY FUTURE. N/A 5.00000000 NC USD 1123906.25000000 2.661381773904 N/A DIR US N 1 UBS SECURITIES N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Jun 2020 2020-06-22 1052576.34000000 USD 71329.91000000 N N N Government National Mortgage Association 2 N/A GINNIE MAE II POOL G2 MA5529 36179UEA6 11240.64400000 PA USD 12108.46000000 0.028672529184 Long DBT USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M CO 3.050000% 04/15/2030 88579YBN0 62000.00000000 PA USD 67686.74000000 0.160280500416 Long DBT CORP US N 2 2030-04-15 Fixed 3.05000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO MTN 3.100000% 01/09/2023 36962G6S8 65000.00000000 PA USD 66066.15000000 0.156442983996 Long DBT CORP US N 2 2023-01-09 Fixed 3.10000000 N N N N N N MADISON PARK FUNDING, LTD. N/A MADISON PARK FUNDING XVIII LTD MDPK 2015-18A A1R 55819BAL4 800000.00000000 PA USD 775056.80000000 1.835315037406 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 2.29899960 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY MTN 3.950000% 04/23/2027 61761JZN2 200000.00000000 PA USD 213631.23000000 0.505873387445 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC 2.633000% 11/07/2025 404280CE7 636000.00000000 PA USD 648493.91000000 1.535617292422 Long DBT NUSS GB N 2 2025-11-07 Fixed 2.63300000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL S.A. VBHFXSYT7OG62HNT8T76 BANQUE FEDERATIVE DU CREDIT MUTUEL SA MTN 2.700000% 07/20/2022 06675FAM9 210000.00000000 PA USD 215526.93000000 0.510362357436 Long DBT NUSS FR Y 2 2022-07-20 Fixed 2.70000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC 2.438000% 02/05/2026 539439AV1 205000.00000000 PA USD 204695.62000000 0.484714087377 Long DBT NUSS GB N 2 2026-02-05 Fixed 2.43800000 N N N N N N C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A CREDIT-BASED ASSET SERVICING & SECURITIZATION LLC CBASS 2003-CB4 AF1 04542BDP4 19158.16800000 PA USD 18414.11000000 0.043604150022 Long ABS-MBS US N 2 2031-03-25 Fixed 5.00000000 N N N N N N Freddie Mac N/A FREDDIE MAC GOLD POOL FG G08853 3128MJ5P1 310877.95500000 PA USD 335250.36000000 0.793864432908 Long DBT USGA US N 2 2048-12-01 Fixed 4.50000000 N N N N N N IMPAC SECURED ASSETS CORP N/A IMPAC SECURED ASSETS TRUST 2006-2 IMSA 2006-2 2M1 45256VAS6 130000.00000000 PA USD 122506.22000000 0.290091652304 Long ABS-MBS US N 2 2036-08-25 Floating 0.98724960 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY N/B 2.750000% 08/15/2047 912810RY6 27300.00000000 PA USD 36562.80000000 0.086579792151 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 3.550000% 12/15/2029 72650RBM3 235000.00000000 PA USD 200299.94000000 0.474305227531 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Freddie Mac N/A FREDDIE MAC GOLD POOL FG G61578 31335BXF8 491074.22400000 PA USD 529563.04000000 1.253991979125 Long DBT USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 US TREASURY N/B 2.750000% 11/15/2047 912810RZ3 97000.00000000 PA USD 130226.29000000 0.308372584180 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 METROPOLITAN LIFE GLOBAL FUNDING I 144A 2.950000% 04/09/2030 59217GEG0 445000.00000000 PA USD 479602.80000000 1.135687385521 Long DBT CORP US Y 2 2030-04-09 Fixed 2.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY MTN 3.750000% 02/25/2023 61746BDJ2 300000.00000000 PA USD 317459.83000000 0.751736904665 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N N CALIFORNIA ST UNIV REV N/A CALIFORNIA STATE UNIVERSITY 3.065% 11/01/2042 13077DKT8 65000.00000000 PA USD 65504.40000000 0.155112774104 Long DBT MUN XX N 2 2042-11-01 Fixed 3.06500000 N N N N N N DEWOLF PARK CLO, LTD. N/A DEWOLF PARK CLO LTD DWOLF 2017-1A A 25211AAA7 500000.00000000 PA USD 484009.50000000 1.146122340450 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 3.21087960 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.150000% 01/23/2025 03523TBX5 203000.00000000 PA USD 226019.76000000 0.535209115356 Long DBT CORP US N 2 2025-01-23 Fixed 4.15000000 N N N N N N EQUITABLE HOLDINGS, INC 549300FIBAKMNHPZ4009 EQUITABLE HOLDINGS INC 4.350000% 04/20/2028 054561AJ4 244000.00000000 PA USD 255214.95000000 0.604342592060 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N Federal National Mortgage Association N/A FANNIE MAE POOL FN AB9341 31417GLX2 1132.30340000 PA USD 1216.25000000 0.002880049454 Long DBT USGA US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A FANNIE MAE POOL FN BN1628 3140JHY23 337135.50600000 PA USD 363386.87000000 0.860490981960 Long DBT USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N FLY LEASING LIMITED 549300LI58A0MHGHTZ98 FLY LEASING LTD 6.375000% 10/15/2021 34407DAB5 230000.00000000 PA USD 211600.00000000 0.501063485818 Long DBT NUSS BM N 2 2021-10-15 Fixed 6.37500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO 3.220000% 03/01/2025 46647PAH9 360000.00000000 PA USD 379091.66000000 0.897679530266 Long DBT CORP US N 2 2025-03-01 Fixed 3.22000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 BAT CAPITAL CORP 2.764000% 08/15/2022 05526DAV7 317000.00000000 PA USD 321183.60000000 0.760554698505 Long DBT CORP US N 2 2022-08-15 Fixed 2.76400000 N N N N N N Government National Mortgage Association 2 N/A GINNIE MAE II POOL G2 MA5530 36179UEB4 264850.39800000 PA USD 285735.19000000 0.676613753886 Long DBT USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP 3.600000% 04/01/2040 68389XBW4 563000.00000000 PA USD 635136.56000000 1.503987423082 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N CREDIT AGRICOLE S.A. LONDON BRANCH N/A CREDIT AGRICOLE SA/LONDON MTN VARIABLE RATE 04/24/2023 22535WAF4 280000.00000000 PA USD 272593.20000000 0.645493851618 Long DBT NUSS FR Y 2 2023-04-24 Floating 2.04024960 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 BROADCOM INC 144A 4.700000% 04/15/2025 11135FAF8 435000.00000000 PA USD 479653.40000000 1.135807205050 Long DBT CORP US Y 2 2025-04-15 Fixed 4.70000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC 4.063000% 11/01/2024 345397ZX4 208000.00000000 PA USD 180960.00000000 0.428508735319 Long DBT CORP US N 2 2024-11-01 Fixed 4.06300000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 FORD MOTOR CO 9.000000% 04/22/2025 345370CW8 133000.00000000 PA USD 129508.75000000 0.306673467481 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 VODAFONE GROUP PLC VARIABLE RATE 01/16/2024 92857WBN9 260000.00000000 PA USD 253379.45000000 0.599996174157 Long DBT NUSS GB N 2 2024-01-16 Floating 2.16613080 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A OCTAGON INVESTMENT PARTNERS 30 LTD OCT30 2017-1A A1 675920AA0 250000.00000000 PA USD 243242.75000000 0.575992723133 Long ABS-CBDO CORP KY N 2 2030-03-17 Floating 3.13913160 N N N N N N Federal National Mortgage Association N/A FANNIE MAE POOL FN MA0214 31417YGY7 25504.70400000 PA USD 27901.21000000 0.066069364561 Long DBT USGA US N 2 2029-10-01 Fixed 5.00000000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A FLAGSTAR MORTGAGE TRUST 2017-2 FSMT 2017-2 A5 33850RAE2 373712.56000000 PA USD 378440.02000000 0.896136463111 Long ABS-MBS US N 2 2047-10-25 Floating 3.49999920 N N N N N N HEALTHCARE REALTY TRUST INCORPORATED 549300CB86LH2IOKHH22 HEALTHCARE REALTY TRUST INC 2.400000% 03/15/2030 421946AL8 75000.00000000 PA USD 66285.78000000 0.156963062320 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Freddie Mac N/A FREDDIE MAC GOLD POOL FG Q59893 3132Y37F5 619583.88300000 PA USD 661618.77000000 1.566696631281 Long DBT USGA US N 2 2048-11-01 Fixed 4.00000000 N N N N N N CEDAR FUNDING LTD N/A CEDAR FUNDING VI CLO LTD CEDF 2016-6A AR 15032DAH4 645000.00000000 PA USD 625836.41000000 1.481964901449 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 2.22525000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 TRANSDIGM INC 144A 6.250000% 03/15/2026 893647BE6 84000.00000000 PA USD 82215.00000000 0.194683055229 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC 3.150000% 03/22/2030 92343VFE9 142000.00000000 PA USD 157427.40000000 0.372784129524 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO/THE 3.000000% 03/25/2030 742718FH7 270000.00000000 PA USD 306778.18000000 0.726443025727 Long DBT CORP US N 2 2030-03-25 Fixed 3.00000000 N N N N N N CALIFORNIA HEALTH FACS FING AUTH REV N/A CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 13032UVG0 45000.00000000 PA USD 44099.10000000 0.104425561282 Long DBT MUN US N 2 2029-06-01 Fixed 2.58400000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 MCDONALD'S CORP MTN 3.625000% 09/01/2049 58013MFK5 125000.00000000 PA USD 136813.24000000 0.323970316354 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO 2.005000% 03/13/2026 46647PBH8 250000.00000000 PA USD 252426.54000000 0.597739707209 Long DBT CORP US N 2 2026-03-13 Fixed 2.00500000 N N N N N N 2020-04-30 SCHRODER SERIES TRUST David Marshall David Marshall Treasurer and Principal Financial Officer