0001752724-23-075096.txt : 20230331
0001752724-23-075096.hdr.sgml : 20230331
20230331103347
ACCESSION NUMBER: 0001752724-23-075096
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230131
FILED AS OF DATE: 20230331
DATE AS OF CHANGE: 20230331
PERIOD START: 20230131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUNDS
CENTRAL INDEX KEY: 0000106444
IRS NUMBER: 231899003
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02368
FILM NUMBER: 23784185
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: WESTMINSTER BOND FUND INC
DATE OF NAME CHANGE: 19800619
0000106444
S000002586
Vanguard Intermediate-Term Investment-Grade Fund
C000007097
Investor Shares
VFICX
C000007098
Admiral Shares
VFIDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000106444
XXXXXXXX
S000002586
C000007098
C000007097
VANGUARD FIXED INCOME SECURITIES FUNDS
811-02368
0000106444
549300F3N7VQKU6I4K64
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND
S000002586
MUT4BJZ240WC155X1V94
2023-01-31
2023-01-31
N
32670839386.64
1655798139.24
31015041247.40
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1299985274.09000000
0.00000000
0.00000000
5284175.93000000
AUD
CAD
EUR
GBP
JPY
MXN
USD
ZAR
N
Bloomberg U.S. 5-10 Year Credit Bond Index
I00648
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
2500000.00000000
PA
2236098.07000000
0.007209721412
Long
DBT
CORP
US
N
2
2029-10-26
Variable
0.49500000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759AX8
10000000.00000000
PA
USD
8004806.20000000
0.025809432707
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.45000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECE3
58675000.00000000
PA
USD
66096354.23000000
0.213110644292
Long
DBT
CORP
GB
N
2
2033-11-02
Variable
7.43700000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XAV0
9920000.00000000
PA
USD
8538074.76000000
0.027528819619
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.35000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_18-A
N/A
MMAF 2018-A A5
60700DAE8
1580000.00000000
PA
USD
1535990.68000000
0.004952405730
Long
ABS-CBDO
CORP
US
Y
2
2042-03-10
Fixed
3.61000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
PETROLEOS DEL PE
N/A
25083000.00000000
PA
USD
16667653.50000000
0.053740549196
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
CBS CORP
124857AZ6
2000000.00000000
PA
USD
1855307.62000000
0.005981960833
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.20000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAZ8
15998000.00000000
PA
USD
14479391.93000000
0.046685064238
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HJ5
18470000.00000000
PA
USD
18013684.80000000
0.058080479907
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
N/A
11200000.00000000
PA
11092279.41000000
0.035764193642
Long
DBT
NUSS
HU
N
2
2026-04-28
Fixed
1.12500000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GCZ1
3474000.00000000
PA
USD
3382880.32000000
0.010907224959
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
COMM 2019-GC44 Mortgage Trust
N/A
COMM 2019-GC44 ASB
12655TBJ7
180000.00000000
PA
USD
165638.65000000
0.000534059099
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.87300000
N
N
N
N
N
N
Utmost Group PLC
2138004N53RFLL6JDQ41
UTMOST GRP
N/A
1195000.00000000
PA
1105800.30000000
0.003565367820
Long
DBT
CORP
GB
N
2
2031-12-15
Fixed
4.00000000
N
N
N
N
N
N
Pacific National Finance Pty Ltd
213800SSTRDXLWWVF948
PACIFIC NTNL FIN
N/A
18940000.00000000
PA
11490083.78000000
0.037046811217
Long
DBT
CORP
AU
N
2
2029-09-24
Fixed
3.70000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AW9
13250000.00000000
PA
USD
11427181.07000000
0.036843997655
Long
DBT
CORP
US
N
2
2030-03-12
Fixed
2.25000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBN1
52186000.00000000
PA
USD
47059770.26000000
0.151732089874
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
Alleghany Corp
549300DCJE6AYX159479
ALLEGHANY CORP
017175AE0
13328000.00000000
PA
USD
12656944.80000000
0.040809053578
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523CD0
5000000.00000000
PA
USD
5595063.60000000
0.018039839300
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.12500000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360AE5
24091000.00000000
PA
USD
20470291.82000000
0.066001175548
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDING
70450YAL7
5000000.00000000
PA
USD
4899050.80000000
0.015795725567
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.40000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BH6
37150000.00000000
PA
USD
35252328.59000000
0.113662040004
Long
DBT
CORP
JP
N
2
2029-03-07
Fixed
3.74100000
N
N
N
N
N
N
Teledyne FLIR LLC
5493000HDPX16EHNN346
FLIR SYSTEMS
302445AE1
14900000.00000000
PA
USD
12501915.48000000
0.040309201526
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DOWDUPONT
26078JAD2
12000000.00000000
PA
USD
12174925.08000000
0.039254905330
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.72500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
780153AZ5
390000.00000000
PA
USD
418455.42000000
0.001349201558
Long
DBT
CORP
LR
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Endeavor Energy Resources LP / EER Finance Inc
N/A
ENDEAVOR ENERGY
29260FAE0
2670000.00000000
PA
USD
2637219.40000000
0.008503033669
Long
DBT
CORP
US
Y
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
CENOVUS ENERGY
15135UAW9
17000000.00000000
PA
USD
14156085.13000000
0.045642644860
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
TELIA CO AB
N/A
300000.00000000
PA
320721.82000000
0.001034084776
Long
DBT
CORP
SE
N
2
2082-12-21
Variable
4.62500000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
25156PBB8
9350000.00000000
PA
USD
9227901.06000000
0.029752986579
Long
DBT
CORP
NL
Y
2
2028-06-21
Fixed
4.37500000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC
291011BS2
3000000.00000000
PA
USD
2105402.88000000
0.006788328486
Long
DBT
CORP
US
N
2
2051-12-21
Fixed
2.80000000
N
N
N
N
N
N
N/A
N/A
SCDS: (PHILIP)
N/A
-1470000.00000000
NC
USD
5948.26000000
0.000019178629
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
PHILIPPINES(REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-23419.60000000
USD
-1470000.00000000
USD
29367.86000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BR9
25330000.00000000
PA
USD
24599398.70000000
0.079314415556
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.90000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516CF1
35142000.00000000
PA
USD
28808388.97000000
0.092885218949
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.75000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB FINANCIAL GR
78486QAH4
30625000.00000000
PA
USD
26172854.79000000
0.084387618837
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.10000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDG1
24620000.00000000
PA
USD
22464149.45000000
0.072429855149
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667AY7
13250000.00000000
PA
USD
11187265.44000000
0.036070451593
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FX1
3300000.00000000
PA
USD
2946497.70000000
0.009500221768
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20230315
N/A
1.00000000
NC
410280.53000000
0.001322843734
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
161383109.00000000
EUR
176352522.04000000
USD
2023-03-15
410280.53000000
N
N
N
Performance Food Group Inc
549300OMUOGBYK0FFO76
PERFORMANCE FOOD
71376LAD2
765000.00000000
PA
USD
770645.15000000
0.002484746493
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDA6
15290000.00000000
PA
USD
13664071.03000000
0.044056272313
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913YBB5
14628000.00000000
PA
USD
13164018.79000000
0.042443982856
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516CJ3
22000000.00000000
PA
USD
22854310.16000000
0.073687827714
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.95000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RMM1
9970000.00000000
PA
USD
8054268.79000000
0.025968912069
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CX6
69564000.00000000
PA
USD
68411924.86000000
0.220576604474
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DY0
25190000.00000000
PA
USD
20498641.86000000
0.066092582938
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2021-L6
N/A
MSC 2021-L6 A4
61692CBE7
1900000.00000000
PA
USD
1576551.03000000
0.005083182116
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.44400000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
LIFE STORAGE
53227JAB0
6494000.00000000
PA
USD
6014846.96000000
0.019393322459
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
ITC Holdings Corp
549300HTO5U9D3SLE207
ITC HOLDINGS COR
465685AP0
18745000.00000000
PA
USD
17771391.45000000
0.057299267501
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.35000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
5410000.00000000
PA
3514086.83000000
0.011330266505
Long
DBT
NUSS
RO
Y
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CUBESMART LP
22966RAH9
20000000.00000000
PA
USD
17193932.40000000
0.055437399753
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
Chevron USA Inc
VA8TZDWPEZYU430RZ444
CHEVRON USA INC
166756AH9
6000000.00000000
PA
USD
4060483.86000000
0.013091982782
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34300000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJB7
7250000.00000000
PA
USD
5783734.99000000
0.018648161528
Long
DBT
CORP
US
N
2
2036-11-03
Variable
2.49100000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
3660000.00000000
PA
3219806.53000000
0.010381435588
Long
DBT
CORP
GB
N
2
2039-05-24
Fixed
2.50000000
N
N
N
N
N
N
Phillips Edison Grocery Center Operating Partnership I LP
549300WUPIVS6ZE0ZI51
PHILLIPS EDIS
71845JAA6
20000000.00000000
PA
USD
15453827.20000000
0.049826879405
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.62500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACA1
4339000.00000000
PA
USD
3823490.22000000
0.012327857923
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AK1
41394000.00000000
PA
USD
34904972.25000000
0.112542079088
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QCC4
6178000.00000000
PA
USD
4292231.36000000
0.013839192815
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B
N/A
SMB 2018-B A2A
78449LAB4
4884495.94000000
PA
USD
4711461.69000000
0.015190892871
Long
ABS-CBDO
CORP
US
Y
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC /
68245XAH2
1167000.00000000
PA
USD
1066643.82000000
0.003439117850
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513AZ8
17652000.00000000
PA
USD
17208347.87000000
0.055483878717
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCU3
6753000.00000000
PA
USD
6679723.13000000
0.021537044160
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.25000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216CV0
10000000.00000000
PA
USD
8419246.50000000
0.027145688547
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.65000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAV5
33590000.00000000
PA
USD
36155645.85000000
0.116574553493
Long
DBT
CORP
US
N
2
2032-11-16
Fixed
5.60000000
N
N
N
N
N
N
GOLDEN CREDIT CARD TRUST GCCT_2021-1A
N/A
GCCT 2021-1A A
380881FB3
6680000.00000000
PA
USD
5924358.40000000
0.019101565439
Long
ABS-CBDO
CORP
US
Y
2
2028-08-15
Fixed
1.14000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NP6
11680000.00000000
PA
USD
11164630.28000000
0.035997470359
Long
DBT
CORP
US
N
2
2028-02-07
Fixed
3.40000000
N
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd
N/A
AMERICAN AIRLINE
00253XAB7
7985000.00000000
PA
USD
7730158.09000000
0.024923900723
Long
DBT
CORP
N/A
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081FB4
13540000.00000000
PA
USD
11320157.08000000
0.036498926407
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
1.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC19
N/A
CGCMT 2014-GC19 A3
17322AAC6
415954.27000000
PA
USD
409881.38000000
0.001321556778
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Fixed
3.75300000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GCJ12
549300SSCQUZ3RRV2T53
GSMS 2013-GC12 B
36197XAQ7
1550000.00000000
PA
USD
1535011.35000000
0.004949248133
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Variable
3.77700000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
EL PASO CORP
28368EAE6
990000.00000000
PA
USD
1153852.17000000
0.003720298679
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_22-3
N/A
HERTZ 2022-3A C
42806MAW9
270000.00000000
PA
USD
262276.87000000
0.000845644111
Long
ABS-CBDO
CORP
US
Y
2
2025-03-25
Fixed
4.35000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAP6
31386000.00000000
PA
USD
30802865.38000000
0.099315893647
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
SABHLD 7.375 9/1/2025
N/A
1628000.00000000
PA
USD
1608695.36000000
0.005186823216
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
90265EAR1
7660000.00000000
PA
USD
6675580.62000000
0.021523687706
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAM2
1000000.00000000
PA
USD
840838.90000000
0.002711068133
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBE0
14398000.00000000
PA
USD
12516125.54000000
0.040355018199
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4
N/A
GMCAR 2020-4 C
36260KAF1
1200000.00000000
PA
USD
1112526.48000000
0.003587054652
Long
ABS-CBDO
CORP
US
N
2
2026-05-18
Fixed
1.05000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813CB3
15000000.00000000
PA
USD
11801780.40000000
0.038051796564
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
1.73000000
N
N
N
N
N
N
Linde Inc/CT
ZU69GUVJQGZ6Z1UOOO79
PRAXAIR INC
74005PBT0
5570000.00000000
PA
USD
4465473.40000000
0.014397767084
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.10000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM INTL INC
749685AX1
17250000.00000000
PA
USD
16400075.60000000
0.052877813281
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.55000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142ET6
6500000.00000000
PA
USD
5464198.94000000
0.017617899961
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBK0
5000000.00000000
PA
USD
3906093.00000000
0.012594189280
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.75800000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBQ8
10680000.00000000
PA
USD
10681546.68000000
0.034439891905
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.40000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
HUNT INGALLS IND
446413AZ9
25450000.00000000
PA
USD
21557300.34000000
0.069505954120
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEV9
20000000.00000000
PA
USD
19606250.00000000
0.063215295583
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.25000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAK8
3500000.00000000
PA
USD
3122130.59000000
0.010066504716
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.25000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBW9
32727000.00000000
PA
USD
28535687.80000000
0.092005964371
Long
DBT
CORP
JP
N
2
2030-01-15
Fixed
2.75000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114TZQ8
14045000.00000000
PA
USD
11787873.13000000
0.038006956160
Long
DBT
CORP
CA
N
2
2032-01-12
Fixed
2.45000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO FINANCIAL
12621EAL7
16377000.00000000
PA
USD
15974181.32000000
0.051504627037
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B36
1627500.00000000
PA
USD
1420820.50000000
0.004581069193
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAJ9
20000000.00000000
PA
USD
18078917.60000000
0.058290806243
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
Aon Corp / Aon Global Holdings PLC
N/A
AON CORP/AON GLO
03740LAF9
10000000.00000000
PA
USD
10230603.30000000
0.032985941299
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDN8
12000000.00000000
PA
USD
9695581.56000000
0.031260901711
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.50000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
EATON CORP
278062AJ3
3885000.00000000
PA
USD
3783504.53000000
0.012198934380
Long
DBT
CORP
US
N
2
2052-08-23
Fixed
4.70000000
N
N
N
N
N
N
Embraer Overseas Ltd
N/A
EMBRAER OVERSEAS
N/A
582000.00000000
PA
USD
582000.00000000
0.001876508869
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
5.69600000
N
N
N
N
N
N
Texas Private Activity Bond Surface Transportation Corp
N/A
TX ST PRIV ACTIVITY-B
882667AZ1
8550000.00000000
PA
USD
6950666.93000000
0.022410632552
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.92200000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2016-BNK2
N/A
MSC 2016-BNK2 A3
61690YBT8
0.05000000
PA
USD
0.04000000
0.000000000128
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.79100000
N
N
N
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK HYNIX INC
78392BAE7
12700000.00000000
PA
USD
12901932.29000000
0.041598952543
Long
DBT
CORP
KR
Y
2
2028-01-17
Fixed
6.37500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2019-C7
N/A
CGCMT 2019-C7 A3
17328CAC6
4000000.00000000
PA
USD
3564445.60000000
0.011492635368
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
2.86000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAU4
9000000.00000000
PA
USD
8472960.72000000
0.027318876194
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCJ3
7500000.00000000
PA
USD
6498471.90000000
0.020952646324
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.06900000
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HLDG
55903VAL7
54260000.00000000
PA
USD
48254722.41000000
0.155584904837
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
LIFE STORAGE
53227JAC8
7000000.00000000
PA
USD
5644826.88000000
0.018200288160
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834LBB5
16761000.00000000
PA
USD
14957515.73000000
0.048226651097
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CU4
5790000.00000000
PA
USD
5077948.23000000
0.016372534182
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.55000000
N
N
N
N
N
N
Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3
N/A
BACM 2017-BNK3 A4
06427DAS2
1540000.00000000
PA
USD
1466749.90000000
0.004729156696
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
3.57400000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448BG7
25000000.00000000
PA
USD
19428763.75000000
0.062643036954
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
1.90000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822AV6
10136000.00000000
PA
USD
9802782.95000000
0.031606544939
Long
DBT
CORP
JP
N
2
2028-03-02
Fixed
3.96100000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668BN1
19500000.00000000
PA
USD
16835925.21000000
0.054283097919
Long
DBT
CORP
US
Y
2
2027-11-24
Fixed
1.62500000
N
N
N
N
N
N
N/A
N/A
SCDS: (AXP)
N/A
-1630000.00000000
NC
USD
31971.27000000
0.000103083112
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
AMERICAN EXPRESS
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
31183.57000000
USD
0.00000000
USD
-1630000.00000000
USD
787.70000000
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
49326EEG4
15000000.00000000
PA
USD
14609380.05000000
0.047104177400
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.10000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQT MIDSTREAM PT
26885BAC4
2078000.00000000
PA
USD
1917080.43000000
0.006181131324
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
American Homes 4 Rent LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4
02666TAE7
10000000.00000000
PA
USD
8887229.80000000
0.028654579979
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.62500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANS
292480AM2
37887000.00000000
PA
USD
35580521.28000000
0.114720212674
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2020-GC45
N/A
GSMS 2020-GC45 A5
36258YBG2
3170000.00000000
PA
USD
2820221.25000000
0.009093075928
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.91060000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608AJ1
20245000.00000000
PA
USD
18586406.51000000
0.059927073324
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY
431282AT9
1161000.00000000
PA
USD
891175.81000000
0.002873366515
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.60000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550BP2
10000000.00000000
PA
USD
8693751.20000000
0.028030758142
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.25000000
N
N
N
N
N
N
Big River Steel LLC / BRS Finance Corp
N/A
BIG RVR STL/FIN
08949LAB6
2801000.00000000
PA
USD
2760914.47000000
0.008901856515
Long
DBT
CORP
US
Y
2
2029-01-31
Fixed
6.62500000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
DUKE ENERGY OHIO
26442EAH3
11650000.00000000
PA
USD
9858228.84000000
0.031785315909
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.12500000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP
812127AA6
605000.00000000
PA
USD
610637.56000000
0.001968843294
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC
05523RAF4
6670000.00000000
PA
USD
5419897.86000000
0.017475062556
Long
DBT
CORP
GB
Y
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CF4
17320000.00000000
PA
USD
17348304.69000000
0.055935133381
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939UAE6
17178000.00000000
PA
USD
13933358.72000000
0.044924521005
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.80000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARMACEU
874060AW6
35329000.00000000
PA
USD
35897490.24000000
0.115742197321
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBJ4
3000000.00000000
PA
USD
2825030.28000000
0.009108581405
Long
DBT
CORP
US
N
2
2029-05-21
Fixed
3.75000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AV1
3302000.00000000
PA
USD
3320383.65000000
0.010705720568
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BP6
2500000.00000000
PA
USD
2031430.03000000
0.006549822113
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C40
N/A
WFCM 2017-C40 A3
95000YAX3
2600000.00000000
PA
USD
2406485.12000000
0.007759090503
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.31700000
N
N
N
N
N
N
Scripps Escrow II Inc
N/A
SCRIPPS ESCROW
81105DAB1
1858000.00000000
PA
USD
1498713.41000000
0.004832214789
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DE7
19065000.00000000
PA
USD
17268200.77000000
0.055676858954
Long
DBT
CORP
US
N
2
2032-02-22
Fixed
3.35000000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
639057AB4
15000000.00000000
PA
USD
11894618.25000000
0.038351128264
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
3.03200000
N
N
N
N
N
N
N/A
N/A
LONG GILT FUTURE Mar23
N/A
-209.00000000
NC
113182.43000000
0.000364927549
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Long Gilt Future
2023-03-29
-26499228.20000000
GBP
113182.43000000
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOT
67103HAH0
18000000.00000000
PA
USD
17217799.02000000
0.055514351513
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.90000000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
ABC SUPPLY CO
024747AG2
1670000.00000000
PA
USD
1423661.81000000
0.004590230264
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
1000000.00000000
PA
989687.62000000
0.003190992435
Long
DBT
CORP
DE
N
2
2026-05-18
Fixed
0.12500000
N
N
N
N
N
N
JSW Infrastructure Ltd
3358003E3YFK92C9WX80
JSW INFRA
N/A
3708000.00000000
PA
USD
3290558.92000000
0.010609558419
Long
DBT
CORP
IN
N
2
2029-01-21
Fixed
4.95000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543DG5
20000000.00000000
PA
USD
22044444.80000000
0.071076625770
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.30000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
CBS CORP
124857AX1
20773000.00000000
PA
USD
19238495.58000000
0.062029566320
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.70000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599DF9
14085000.00000000
PA
USD
14819851.92000000
0.047782789652
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807BN1
77009000.00000000
PA
USD
73156530.05000000
0.235874360012
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608AK8
20321000.00000000
PA
USD
17747061.47000000
0.057220821756
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE
681936BL3
10000000.00000000
PA
USD
8658792.00000000
0.027918041220
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
PETRONAS CAP LTD
716743AP4
2132000.00000000
PA
USD
1999374.51000000
0.006446467357
Long
DBT
CORP
MY
Y
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFJ8
35736000.00000000
PA
USD
32224389.10000000
0.103899230192
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.62500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANS
292480AL4
31246000.00000000
PA
USD
30890699.23000000
0.099599091239
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEU5
45554000.00000000
PA
USD
45141680.27000000
0.145547703483
Long
DBT
CORP
US
N
2
2033-07-20
Variable
4.88900000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3
N/A
SDART 2022-3 A3
80285UAD3
870000.00000000
PA
USD
856357.01000000
0.002761102276
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
3.40000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM MIDSTREAM PT
26885BAH3
2604000.00000000
PA
USD
2546840.17000000
0.008211629156
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
6300000.00000000
PA
5315800.16000000
0.017139426375
Long
DBT
CORP
US
N
2
2031-10-26
Variable
0.65400000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG ENERGY CORP
552704AF5
400000.00000000
PA
USD
383723.35000000
0.001237216958
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833ED8
27770000.00000000
PA
USD
23048817.30000000
0.074314965813
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
775000000.00000000
PA
37120077.93000000
0.119684115954
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
RELX Capital Inc
2R15C3RTKJN1RCBOV146
RELX CAPITAL INC
74949LAD4
8800000.00000000
PA
USD
7807162.35000000
0.025172181096
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAH7
435000.00000000
PA
USD
410959.29000000
0.001325032221
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BS1
1920000.00000000
PA
USD
1428320.24000000
0.004605250170
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434LAK1
28960000.00000000
PA
USD
27334182.12000000
0.088132019241
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBS4
10000000.00000000
PA
USD
8355251.20000000
0.026939352210
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RGL0
14733000.00000000
PA
USD
14473325.42000000
0.046665504342
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.10000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
539439AT6
13800000.00000000
PA
USD
13435105.37000000
0.043318031605
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
4.55000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BE6
7569000.00000000
PA
USD
7566186.15000000
0.024395215500
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2016-GC37
N/A
CGCMT 2016-GC37 A3
17290XAS9
0.01000000
PA
USD
0.01000000
0.000000000032
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Fixed
3.05000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
CGCMT 2014-GC23 B
17322VAW6
800000.00000000
PA
USD
759159.52000000
0.002447714042
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Variable
4.17500000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CP5
24815000.00000000
PA
USD
22823310.38000000
0.073587876920
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.25000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAY INC
37940XAB8
9480000.00000000
PA
USD
8416813.45000000
0.027137843805
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CC4
471000.00000000
PA
USD
471396.65000000
0.001519896898
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
N/A
N/A
AUST 10Y BOND FUT Mar23
N/A
-400.00000000
NC
492228.59000000
0.001587064115
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
SFE 10 Year Australian Bond Future
2023-03-15
-32980732.28000000
AUD
492228.59000000
N
N
N
Vietnam Government International Bond
N/A
VIETNAM (REP OF)
N/A
10000000.00000000
PA
USD
9907625.00000000
0.031944581085
Long
DBT
NUSS
VN
N
2
2024-11-19
Fixed
4.80000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CZ9
15300000.00000000
PA
USD
16341839.88000000
0.052690047224
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.35000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDD9
360000.00000000
PA
USD
354867.94000000
0.001144180132
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703DBJ9
27330000.00000000
PA
USD
27542560.17000000
0.088803880511
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGN8
106142000.00000000
PA
USD
87453422.03000000
0.281971000239
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAH7
4221000.00000000
PA
USD
3998975.65000000
0.012893665425
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BF9
3000000.00000000
PA
USD
2632495.86000000
0.008487803833
Long
DBT
CORP
US
N
2
2034-11-01
Variable
3.03100000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAX2
6064000.00000000
PA
USD
5975434.19000000
0.019266246149
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
N/A
3514000.00000000
PA
3927829.32000000
0.012664272436
Long
DBT
CORP
US
N
2
2034-11-02
Fixed
4.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
2000000.00000000
PA
1987481.25000000
0.006408120608
Long
DBT
CORP
US
N
2
2032-05-07
Variable
2.95000000
N
N
N
N
N
N
Aon Corp / Aon Global Holdings PLC
N/A
AON CORP/AON GLO
03740LAC6
7000000.00000000
PA
USD
5942473.53000000
0.019159973003
Long
DBT
CORP
US
N
2
2031-12-02
Fixed
2.60000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TGY5
25000000.00000000
PA
USD
23500062.75000000
0.075769890365
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523CM0
37985000.00000000
PA
USD
32234883.12000000
0.103933065453
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VBB9
49410000.00000000
PA
USD
44778456.31000000
0.144376581519
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE
681936BK5
10137000.00000000
PA
USD
9728299.07000000
0.031366390882
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308HW0
23191000.00000000
PA
USD
21303733.81000000
0.068688394253
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.30000000
N
N
N
N
N
N
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
N/A
CEDAR FAIR LP
150190AF3
1483000.00000000
PA
USD
1472762.12000000
0.004748541548
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDF5
175000000.00000000
PA
USD
154875000.00000000
0.499354486633
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VBA8
23240000.00000000
PA
USD
23514359.82000000
0.075815987579
Long
DBT
CORP
US
N
2
2028-01-11
Fixed
5.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78016EYH4
20000000.00000000
PA
USD
16594839.20000000
0.053505778269
Long
DBT
CORP
CA
N
2
2031-11-03
Fixed
2.30000000
N
N
N
N
N
N
Republic of South Africa Government International Bond
N/A
SOUTH AFRICA
836205AU8
12855000.00000000
PA
USD
11709768.88000000
0.037755129153
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
LAZARD GROUP LLC
52107QAJ4
31409000.00000000
PA
USD
30450834.53000000
0.098180860980
Long
DBT
CORP
US
N
2
2028-09-19
Fixed
4.50000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAV6
4476000.00000000
PA
4305969.75000000
0.013883488710
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
1.00000000
N
N
N
N
N
N
Rothesay Life PLC
MFQO711J5UPYBWXSPG12
ROTHESAY LIFE
QJ0051806
3748000.00000000
PA
4840915.34000000
0.015608282772
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.00000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457BZ2
12500000.00000000
PA
USD
12193541.38000000
0.039314928788
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.65000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C20
549300UVB571ELWL8972
WFRBS 2014-C20 B
92890FAY2
2410000.00000000
PA
USD
2169999.91000000
0.006996604946
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDP1
20000000.00000000
PA
USD
19311724.20000000
0.062265673116
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.35000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
11102AAE1
30000000.00000000
PA
USD
26795070.00000000
0.086393791277
Long
DBT
CORP
GB
Y
2
2029-11-08
Fixed
3.25000000
N
N
N
N
N
N
Washington Mutual Bank / Debt not acquired by JPMorgan
N/A
WASH MUT BANK NV
93933VAS7
6147000.00000000
PA
USD
614.70000000
0.000001981941
Long
DBT
CORP
US
N
2
2013-01-15
Fixed
5.50000000
Y
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HAY5
25300000.00000000
PA
USD
21542745.83000000
0.069459026857
Long
DBT
CORP
JP
N
2
2028-07-14
Fixed
2.17200000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DW5
5000000.00000000
PA
USD
4223422.40000000
0.013617336073
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBM1
20000000.00000000
PA
USD
16872703.00000000
0.054401678415
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
N
N/A
N/A
ICE: (CDX.NA.IG.39.V1)
N/A
-200600000.00000000
NC
USD
2483055.89000000
0.008005973199
N/A
DCR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.IG.39.V1)
2I65BYEB7
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-836450.58000000
USD
-200600000.00000000
USD
3319506.47000000
N
N
N
Morgan Stanley Capital I Trust 2014-150E
N/A
MSC 2014-150E A
61764BAA1
3670000.00000000
PA
USD
3271526.81000000
0.010548194290
Long
ABS-MBS
CORP
US
Y
2
2032-09-09
Fixed
3.91200000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
SUN COMMUNITIES
866677AF4
19600000.00000000
PA
USD
16914642.61000000
0.054536901869
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.30000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RBK2
16635000.00000000
PA
USD
16674545.05000000
0.053762769222
Long
DBT
CORP
US
N
2
2030-07-26
Variable
4.59600000
N
N
N
N
N
N
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
N/A
UNITI/UNITI/CSL
91327AAA0
1520000.00000000
PA
USD
1499804.38000000
0.004835732340
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587DE4
2415000.00000000
PA
USD
2261581.67000000
0.007291886707
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YBD6
4184000.00000000
PA
USD
3692362.43000000
0.011905070190
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
1.90000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2L6
2000000.00000000
PA
USD
1947306.58000000
0.006278587748
Long
DBT
CORP
US
N
2
2031-04-04
Variable
4.47800000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCO INC
92940PAE4
26734000.00000000
PA
USD
25453436.05000000
0.082068038687
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAR7
46001000.00000000
PA
USD
44105420.69000000
0.142206551776
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.00500000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAV2
49243000.00000000
PA
USD
52478383.28000000
0.169203009795
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
N
UBS-BAMLL Trust 2012-WRM
N/A
UBSBM 2012-WRM A
90269PAA9
211468.31000000
PA
USD
196589.59000000
0.000633852421
Long
ABS-MBS
CORP
US
Y
2
2030-06-10
Fixed
3.66300000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DH0
25000000.00000000
PA
USD
24168964.75000000
0.077926592317
Long
DBT
CORP
US
N
2
2029-08-18
Fixed
4.05000000
N
N
N
N
N
N
Arconic Corp
549300B4YFWH3U74B152
ARCONIC CORP
03966VAB3
770000.00000000
PA
USD
766139.36000000
0.002470218736
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EBG3
14752000.00000000
PA
USD
12755291.28000000
0.041126146434
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C TECH INC
78466CAC0
1884000.00000000
PA
USD
1811133.62000000
0.005839533165
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX RESOURCES CO
12653CAK4
828000.00000000
PA
USD
806647.75000000
0.002600827590
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
7.37500000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY
431282AQ5
3450000.00000000
PA
USD
3159565.44000000
0.010187203733
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES
16115QAG5
276000.00000000
PA
USD
288053.47000000
0.000928754109
Long
DBT
CORP
US
Y
2
2031-01-01
Fixed
9.50000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334CL6
22125000.00000000
PA
USD
19815013.93000000
0.063888401024
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.87500000
N
N
N
N
N
N
Rexford Industrial Realty LP
549300028US163ELJN70
REXFORD INDUS RE
76169XAA2
5488000.00000000
PA
USD
4483205.37000000
0.014454939247
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CBB9
7190000.00000000
PA
USD
6219380.63000000
0.020052788517
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.55000000
N
N
N
N
N
N
Chevron USA Inc
VA8TZDWPEZYU430RZ444
CHEVRON USA INC
166756AR7
25037000.00000000
PA
USD
24714785.33000000
0.079686449980
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903BG7
35554000.00000000
PA
USD
30356789.88000000
0.097877638265
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13648TAA5
3000000.00000000
PA
USD
2560978.50000000
0.008257214554
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
SkyMiles IP Ltd
2549008L7P4I8VB90936
SKYMILES IP LTD
24736CBS2
859750.00000000
PA
USD
888288.54000000
0.002864057258
Long
LON
CORP
KY
N
2
2027-10-20
Floating
8.47640000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAN4
10000000.00000000
PA
USD
8366705.80000000
0.026976284613
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
CD 2017-CD5 Mortgage Trust
N/A
CD 2017-CD5 AS
12515HBB0
820000.00000000
PA
USD
745117.35000000
0.002402438687
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
3.68400000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCS
446150BA1
16500000.00000000
PA
USD
16358809.83000000
0.052744762450
Long
DBT
CORP
US
N
2
2033-05-17
Variable
5.02300000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY
431282AS1
12090000.00000000
PA
USD
9825767.75000000
0.031680653498
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
Peruvian Government International Bond
N/A
REPUBLIC OF PERU
715638DF6
12200000.00000000
PA
USD
10349063.58000000
0.033367885915
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DD9
19824000.00000000
PA
USD
18192139.66000000
0.058655861570
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
3.00000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FW1
5160000.00000000
PA
USD
4696217.60000000
0.015141742235
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
2.20000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJW6
15000000.00000000
PA
USD
12868302.00000000
0.041490520348
Long
DBT
CORP
US
N
2
2032-01-13
Fixed
2.40000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834LBC3
6655000.00000000
PA
USD
5792053.14000000
0.018674981257
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
2.80000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103AM0
6195000.00000000
PA
USD
5077436.31000000
0.016370883628
Long
DBT
CORP
US
N
2
2052-03-07
Fixed
3.95000000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES
16115QAF7
385000.00000000
PA
USD
393283.81000000
0.001268042195
Long
DBT
CORP
US
Y
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
9040000.00000000
PA
7202811.32000000
0.023223607096
Long
DBT
NUSS
RO
N
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199BJ3
2000000.00000000
PA
USD
1854046.84000000
0.005977895773
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.10000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
200000.00000000
PA
206192.82000000
0.000664815559
Long
DBT
CORP
GB
N
2
2028-04-07
Fixed
2.51900000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBJ9
5000000.00000000
PA
USD
4770522.35000000
0.015381318734
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDI
98919VAA3
3265000.00000000
PA
USD
2595095.66000000
0.008367216536
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
1000000.00000000
PA
1101861.09000000
0.003552666853
Long
DBT
CORP
DE
N
2
2026-05-19
Fixed
4.50000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRST CO
665859AV6
5574000.00000000
PA
USD
4730209.16000000
0.015251339252
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.95000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_19-A
N/A
MMAF 2019-A A5
60700FAJ2
2630000.00000000
PA
USD
2529514.80000000
0.008155767970
Long
ABS-CBDO
CORP
US
Y
2
2041-11-12
Fixed
3.08000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BC8
1705000.00000000
PA
USD
1728855.39000000
0.005574248237
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
4.62500000
N
N
N
N
N
N
Banque Ouest Africaine de Developpement
529900LIZJABE4JJS826
BOAD
06675QAB9
626000.00000000
PA
USD
597123.23000000
0.001925269823
Long
DBT
CORP
N/A
Y
2
2027-07-27
Fixed
5.00000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS
536797AE3
1632000.00000000
PA
USD
1518288.72000000
0.004895330326
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
BANK 2017-BNK4
N/A
BANK 2017-BNK4 A4
06541FBA6
1661000.00000000
PA
USD
1578549.12000000
0.005089624441
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
3.62500000
N
N
N
N
N
N
Republic of Uzbekistan International Bond
N/A
REPUB UZBEKISTAN
91822Q2E6
13567000.00000000
PA
USD
11156218.45000000
0.035970348583
Long
DBT
NUSS
UZ
Y
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON HLD
513272AC8
2534000.00000000
PA
USD
2451403.69000000
0.007903918845
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.87500000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368DH72
15000000.00000000
PA
USD
12185298.30000000
0.039288351102
Long
DBT
CORP
CA
N
2
2037-01-10
Variable
3.08800000
N
N
N
N
N
N
Westfield America Management Ltd
875500W7WGQNQWSP6E89
WESTFIELD AMERIC
AM9809360
16858000.00000000
PA
19154428.10000000
0.061758512417
Long
DBT
CORP
AU
N
2
2025-03-30
Fixed
2.12500000
N
N
N
N
N
N
N/A
N/A
SCDS: (CVS)
N/A
-1630000.00000000
NC
USD
27060.92000000
0.000087250956
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
CVS HEALTH CORP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
22157.10000000
USD
0.00000000
USD
-1630000.00000000
USD
4903.82000000
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBT7
21900000.00000000
PA
USD
22088672.44000000
0.071219226386
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.62500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAL5
9411000.00000000
PA
USD
9064559.26000000
0.029226333080
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
BANK 2019-BNK17
N/A
BANK 2019-BN17 ASB
065403BA4
1437000.00000000
PA
USD
1365635.27000000
0.004403138654
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.62300000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH EUROPE
23291KAH8
22000000.00000000
PA
USD
19767922.68000000
0.063736567436
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280DS5
15000000.00000000
PA
USD
17189861.25000000
0.055424273380
Long
DBT
CORP
GB
N
2
2033-11-03
Variable
8.11300000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1
N/A
DCENT 2021-A2 A2
254683CQ6
2980000.00000000
PA
USD
2635539.42000000
0.008497617007
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
1.03000000
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
SCHLUMBERGER INV
806854AJ4
12000000.00000000
PA
USD
10686606.12000000
0.034456204764
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.65000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDX6
9200000.00000000
PA
8874906.05000000
0.028614845226
Long
DBT
CORP
US
N
2
2026-09-14
Fixed
0.00000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAL8
12500000.00000000
PA
USD
10276506.13000000
0.033133943134
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT GOLDCORP
651639AX4
32675000.00000000
PA
USD
28769005.01000000
0.092758235530
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAN3
11000000.00000000
PA
USD
9571693.78000000
0.030861457522
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
N/A
MSBAM 2016-C29 C
61766EBK0
2440000.00000000
PA
USD
2162822.59000000
0.006973463529
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Variable
4.72200000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034WAB2
23000000.00000000
PA
USD
20475655.47000000
0.066018469253
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HCP Inc
40414LAR0
16479000.00000000
PA
USD
15119370.77000000
0.048748510922
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAZ7
5000000.00000000
PA
USD
3788683.10000000
0.012215631344
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.20000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBT6
63000000.00000000
PA
USD
55067544.00000000
0.177551090649
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BG9
10000000.00000000
PA
USD
8101962.80000000
0.026122689102
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
1.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHD4
47280000.00000000
PA
USD
44240297.41000000
0.142641426967
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.41900000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQU
785592AX4
59588000.00000000
PA
USD
57855743.47000000
0.186540920608
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDL2
175000000.00000000
PA
USD
155750000.00000000
0.502175698421
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523CL2
35139000.00000000
PA
USD
30333803.95000000
0.097803526063
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDX7
10000000.00000000
PA
USD
8529268.60000000
0.027500426428
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XCY0
15000000.00000000
PA
USD
13213732.95000000
0.042604273341
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
KazTransGas JSC
635400YGLXBBSVHONW39
KAZTRANSGAS JSC
AP2207813
2627000.00000000
PA
USD
2410810.51000000
0.007773036607
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
SCDS: (CMCSA)
N/A
-1630000.00000000
NC
USD
28124.87000000
0.000090681388
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
COMCAST CORP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
27842.02000000
USD
0.00000000
USD
-1630000.00000000
USD
282.85000000
N
N
N
WMG Acquisition Corp
549300NAS11NXI33CP80
WMG ACQUISITION
92933BAT1
7825000.00000000
PA
USD
6853055.34000000
0.022095909160
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
Corp Financiera de Desarrollo SA
254900BOM7T4MG6T0J30
CORP FINANCIERA
N/A
3226000.00000000
PA
USD
3143446.66000000
0.010135232885
Long
DBT
NUSS
PE
N
2
2025-07-15
Fixed
4.75000000
N
N
N
N
N
N
Directv Financing LLC
N/A
DIRECTV FINANCIN
25460HAB8
2651733.20000000
PA
USD
2603118.98000000
0.008393085662
Long
LON
CORP
US
N
2
2027-08-02
Floating
9.56560000
N
N
N
N
N
N
Caesars Resort Collection LLC / CRC Finco Inc
N/A
CAESARS RESORT
12770RAA1
2144000.00000000
PA
USD
2145281.25000000
0.006916906003
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039482AD6
20000000.00000000
PA
USD
17990879.40000000
0.058006949777
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
REINSURANCE GRP
759351AP4
2925000.00000000
PA
USD
2588196.52000000
0.008344972039
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAG8
29465000.00000000
PA
USD
29745997.10000000
0.095908294503
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBH1
11755000.00000000
PA
USD
12727287.32000000
0.041035854888
Long
DBT
CORP
GB
N
2
2033-01-24
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-18080000.00000000
NC
USD
755.92000000
0.000002437269
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-456706.95000000
USD
-18080000.00000000
USD
457462.87000000
N
N
N
Benchmark 2018-B6 Mortgage Trust
N/A
BMARK 2018-B6 A4
08162CAD2
6770000.00000000
PA
USD
6593956.98000000
0.021260513334
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Fixed
4.26100000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599DC6
2559000.00000000
PA
USD
2586796.68000000
0.008340458616
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QCL4
2694000.00000000
PA
USD
1799249.51000000
0.005801215918
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PAP0
43363000.00000000
PA
USD
40991698.68000000
0.132167158357
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCS7
20450000.00000000
PA
USD
21634841.10000000
0.069755964299
Long
DBT
CORP
JP
N
2
2033-01-13
Fixed
5.76600000
N
N
N
N
N
N
CK Hutchison Group Telecom Finance SA
254900OM17Q9YNDIUG82
CK HUTCHISON
N/A
780000.00000000
PA
704629.36000000
0.002271895608
Long
DBT
CORP
LU
N
2
2034-10-17
Fixed
2.62500000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312BU9
12227000.00000000
PA
USD
10952267.76000000
0.035312762193
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.50000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB FINANCIAL GR
78486QAE1
7000000.00000000
PA
USD
6033967.80000000
0.019454972675
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.12500000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCF0
7500000.00000000
PA
USD
6189973.20000000
0.019957971845
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.70000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C21
5493000F7E2NMQ4HIO61
WFRBS 2014-C21 AS
92939FAW9
700000.00000000
PA
USD
673262.52000000
0.002170761323
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.89100000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAN0
25424000.00000000
PA
USD
24583219.93000000
0.079262251286
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.20000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C12
N/A
JPMBB 2013-C12 AS
46639NAU5
5000000.00000000
PA
USD
4956318.00000000
0.015980368881
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
4.05150000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY
16411RAK5
2645000.00000000
PA
USD
2520757.82000000
0.008127533347
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH
036752AW3
32000000.00000000
PA
USD
34036044.48000000
0.109740445638
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.50000000
N
N
N
N
N
N
Novartis Finance SA
549300J537IQK62XT333
NOVARTIS FINANCE
N/A
800000.00000000
PA
733611.56000000
0.002365341236
Long
DBT
CORP
LU
N
2
2028-09-23
Fixed
0.00000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BT4
2500000.00000000
PA
USD
2364730.23000000
0.007624462631
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
3.95000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813CP2
44445000.00000000
PA
USD
38809048.22000000
0.125129764975
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.27200000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
HYATT HOTELS
448579AJ1
553000.00000000
PA
USD
569925.13000000
0.001837576566
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
6.00000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332BB7
15000000.00000000
PA
USD
15034999.05000000
0.048476476075
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.75000000
N
N
N
N
N
N
Cedars-Sinai Health System
N/A
CEDARS-SINAI HLT
15073LAA1
2000000.00000000
PA
USD
1678623.16000000
0.005412287369
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.28800000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
208251AE8
41876000.00000000
PA
USD
47443452.31000000
0.152969173671
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.95000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XAX6
12002000.00000000
PA
USD
10778602.65000000
0.034752823844
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DL8
29800000.00000000
PA
USD
26164327.59000000
0.084360125080
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.75000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCD5
22881000.00000000
PA
USD
22697833.02000000
0.073183307540
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
251526CD9
54310000.00000000
PA
USD
47219891.41000000
0.152248359218
Long
DBT
CORP
DE
N
2
2031-09-18
Variable
3.54700000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC16
549300PX4QZK7CUM8D08
WFCM 2014-LC16 AS
94988XAW6
700000.00000000
PA
USD
676054.82000000
0.002179764374
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.02000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YFB6
37820000.00000000
PA
USD
38528148.11000000
0.124224075030
Long
DBT
CORP
US
N
2
2038-01-19
Variable
5.94800000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CH2
17345000.00000000
PA
USD
15686346.56000000
0.050576578102
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.60000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_17-A
N/A
NAVSL 2017-A A2A
63939XAB7
1336438.58000000
PA
USD
1314022.50000000
0.004236726591
Long
ABS-CBDO
CORP
US
Y
2
2058-12-16
Fixed
2.88000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YBE4
54631000.00000000
PA
USD
46360902.95000000
0.149478772509
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBJ4
18090000.00000000
PA
USD
15881705.04000000
0.051206461127
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL L
18060TAA3
585000.00000000
PA
USD
588696.93000000
0.001898101393
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475BE4
10000000.00000000
PA
USD
9636856.20000000
0.031071556936
Long
DBT
CORP
US
N
2
2033-06-06
Variable
4.62600000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
549300P1YQ48837ZOI22
MSBAM 2013-C10 C
61762MCB5
1830000.00000000
PA
USD
1691992.38000000
0.005455392970
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.07010000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BU3
9300000.00000000
PA
USD
7626263.38000000
0.024588919031
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.00000000
N
N
N
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP
65249BAA7
4843000.00000000
PA
USD
4338760.84000000
0.013989215121
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBE5
81229000.00000000
PA
USD
70977073.29000000
0.228847263893
Long
DBT
CORP
US
N
2
2030-10-15
Variable
2.73900000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78016FZQ0
7700000.00000000
PA
USD
7240508.58000000
0.023345152186
Long
DBT
CORP
CA
N
2
2032-05-04
Fixed
3.87500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-1
N/A
FORDR 2020-1 B
34531NAC0
2530000.00000000
PA
USD
2386004.04000000
0.007693054543
Long
ABS-CBDO
CORP
US
Y
2
2031-08-15
Fixed
2.29000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE FINANC
20338QAD5
1210000.00000000
PA
USD
1160149.46000000
0.003740602666
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452AH3
9121000.00000000
PA
USD
8097877.46000000
0.026109516977
Long
DBT
CORP
US
N
2
2028-06-03
Fixed
1.70000000
N
N
N
N
N
N
Kimco Realty OP LLC
549300EA7I6T15IBYS12
KIMCO REALTY
49446RAY5
10000000.00000000
PA
USD
8046969.80000000
0.025945378359
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AR0
2875000.00000000
PA
USD
2608184.30000000
0.008409417479
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.37500000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
EQUIFAX INC
294429AS4
17000000.00000000
PA
USD
14919340.42000000
0.048103564657
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.10000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAL2
8610000.00000000
PA
USD
7348888.56000000
0.023694595475
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
REGENERON PHARM
75886FAE7
15000000.00000000
PA
USD
12097731.90000000
0.039006015834
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
200000.00000000
PA
189682.42000000
0.000611582033
Long
DBT
CORP
GB
N
2
2037-11-20
Fixed
2.87500000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HBA6
20000000.00000000
PA
USD
19084164.20000000
0.061531964596
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.10000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAF7
24429000.00000000
PA
USD
24000128.38000000
0.077382222994
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GEN ELEC CAP CRP
N/A
200000.00000000
PA
220434.45000000
0.000710734021
Long
DBT
CORP
US
N
2
2035-09-19
Fixed
4.12500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
5300000.00000000
PA
5281689.27000000
0.017029444610
Long
DBT
CORP
FR
N
2
2029-11-06
Fixed
2.62500000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JG3
67175000.00000000
PA
USD
54278408.30000000
0.175006726146
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GA6
5176000.00000000
PA
USD
4809524.03000000
0.015507069591
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.60000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS
67059TAG0
635000.00000000
PA
USD
628299.01000000
0.002025788084
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-21500000.00000000
NC
USD
898.92000000
0.000002898335
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-434941.69000000
USD
-21500000.00000000
USD
435840.61000000
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBU3
3000000.00000000
PA
USD
2597125.05000000
0.008373759780
Long
DBT
CORP
JP
N
2
2029-09-27
Fixed
2.72400000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAZ8
8283000.00000000
PA
USD
7311193.46000000
0.023573057348
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822CR3
5000000.00000000
PA
USD
5129496.85000000
0.016538739410
Long
DBT
CORP
JP
N
2
2033-09-13
Variable
5.47200000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJQ9
27000000.00000000
PA
USD
22288681.71000000
0.071864104684
Long
DBT
CORP
US
N
2
2031-09-12
Fixed
1.90000000
N
N
N
N
N
N
STERIS Irish FinCo UnLtd Co
549300BRDKZ1HFI2J358
STERIS PLC
85917PAA5
22000000.00000000
PA
USD
18828208.96000000
0.060706702950
Long
DBT
CORP
IE
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAN1
20966000.00000000
PA
USD
18874815.10000000
0.060856972426
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
EX-IM BK OF IN
30216KAC6
10000000.00000000
PA
USD
9492783.20000000
0.030607030712
Long
DBT
NUSS
IN
N
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DE7
10000000.00000000
PA
USD
8085088.30000000
0.026068281629
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.37500000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807BP6
8068000.00000000
PA
USD
7127713.00000000
0.022981471935
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
4.03000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC24
N/A
GSMS 2014-GC24 B
36253GAK8
2610000.00000000
PA
USD
2465652.91000000
0.007949861779
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.50440000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
78009PEH0
24601000.00000000
PA
USD
24247808.86000000
0.078180804812
Long
DBT
CORP
GB
N
2
2030-01-27
Variable
5.07600000
N
N
N
N
N
N
Israel Government International Bond
N/A
STATE OF ISRAEL
46513JB59
8277000.00000000
PA
USD
7191518.71000000
0.023187196988
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MS7
43377000.00000000
PA
USD
36773293.76000000
0.118565999853
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57200000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D
N/A
SOFI 2016-D A1
83404LAA9
103317.71000000
PA
USD
102898.11000000
0.000331768412
Long
ABS-CBDO
CORP
US
Y
2
2039-01-25
Floating
5.45590000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20230315
N/A
1.00000000
NC
17416.26000000
0.000056154237
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
19891362.88000000
USD
18261337.62000000
EUR
2023-03-15
17416.26000000
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-2
N/A
HERTZ 2021-2A A
42806MAE9
3190000.00000000
PA
USD
2816422.29000000
0.009080827162
Long
ABS-CBDO
CORP
US
Y
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBR1
10000000.00000000
PA
USD
7910225.40000000
0.025504481315
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.25000000
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
STIFEL FINANCIAL
860630AG7
4000000.00000000
PA
USD
3598000.60000000
0.011600824810
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AR1
35000000.00000000
PA
USD
36215058.25000000
0.116766113451
Long
DBT
CORP
US
N
2
2031-01-23
Fixed
4.90000000
N
N
N
N
N
N
Aurizon Finance Pty Ltd
8945002Q8CO1BE22YB71
AURIZON FINANCE
N/A
40230000.00000000
PA
24387041.56000000
0.078629724737
Long
DBT
CORP
AU
N
2
2028-03-09
Fixed
3.00000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
111021AL5
23102000.00000000
PA
USD
23213979.32000000
0.074847488142
Long
DBT
CORP
GB
N
2
2028-12-04
Fixed
5.12500000
N
N
N
N
N
N
Korea International Bond
N/A
REP OF KOREA
N/A
9000000.00000000
PA
8642569.76000000
0.027865736792
Long
DBT
NUSS
KR
N
2
2026-10-15
Fixed
0.00000000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
ROLLS-ROYCE PLC
77578JAC2
5966000.00000000
PA
USD
5802642.69000000
0.018709124529
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL
N/A
472000.00000000
PA
USD
375851.76000000
0.001211837047
Long
DBT
CORP
MX
N
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CENTERPOINT ENER
15189YAF3
9000000.00000000
PA
USD
7407281.25000000
0.023882867641
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEB3
125000000.00000000
PA
USD
113320312.50000000
0.365372116051
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
BOUYGUS SA
N/A
2000000.00000000
PA
2413888.13000000
0.007782959599
Long
DBT
CORP
FR
N
2
2042-06-30
Fixed
5.37500000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EBH1
5000000.00000000
PA
USD
4319317.15000000
0.013926523958
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2017-C7
N/A
JPMDB 2017-C7 A5
46648KAU0
1860000.00000000
PA
USD
1748391.82000000
0.005637238416
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.40920000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
WILLIS NORTH AME
970648AJ0
52892000.00000000
PA
USD
46738216.26000000
0.150695321947
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
1000000.00000000
PA
1387987.48000000
0.004475207590
Long
DBT
CORP
US
N
2
2038-01-18
Fixed
6.87500000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTE
85205TAK6
886000.00000000
PA
USD
751954.07000000
0.002424481927
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT AH4R_15-SFR2
N/A
AH4R 2015-SFR2 B
02666BAB2
1070000.00000000
PA
USD
1032034.47000000
0.003327528929
Long
ABS-CBDO
CORP
US
Y
2
2052-10-17
Fixed
4.29500000
N
N
N
N
N
N
American Assets Trust LP
549300V1TI0SMG9Z6U69
AMERICAN ASTS LP
02401LAA2
11292000.00000000
PA
USD
9214344.72000000
0.029709277658
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL C
92328MAE3
600000.00000000
PA
USD
611410.15000000
0.001971334312
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
2Y RTR 0.602500 03-FEB-2023
N/A
316703000.00000000
NC
USD
3.17000000
0.000000010220
N/A
DIR
N/A
N
2
BNP PARIBAS USA, INC.
549300QVEGJN81E8T563
Call
Purchased
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
N/A
SWAP2YR
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DIR
US
ICE LIBOR USD 3 Month
US0003M
2025-02-07
0.00000000
USD
0.00000000
USD
0.00000000
USD
316703000.00000000
0.60250000
USD
2023-02-03
XXXX
-1439411.97000000
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMM INC
775109CC3
28616000.00000000
PA
USD
25752714.80000000
0.083032985816
Long
DBT
CORP
CA
Y
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044DQ1
3875000.00000000
PA
USD
3101181.84000000
0.009998960875
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.70000000
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
IMP TOBACCO FIN
EI8222537
500000.00000000
PA
615687.21000000
0.001985124588
Long
DBT
CORP
GB
N
2
2026-09-28
Fixed
5.50000000
N
N
N
N
N
N
Five Corners Funding Trust II
N/A
FIVE CORNERS II
33834DAA2
15000000.00000000
PA
USD
13000156.05000000
0.041915649720
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBD0
11765000.00000000
PA
USD
10040033.82000000
0.032371499170
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
CHURCHILL DOWNS
171484AE8
6159000.00000000
PA
USD
5761850.19000000
0.018577599636
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Hilcorp Energy I LP / Hilcorp Finance Co
N/A
HILCORP ENERGY I
431318AU8
695000.00000000
PA
USD
646549.94000000
0.002084633500
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAY6
20000000.00000000
PA
USD
18413854.80000000
0.059370724846
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2018-C8
N/A
JPMDB 2018-C8 A4
46591ABA2
150000.00000000
PA
USD
143368.95000000
0.000462256196
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
4.21060000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106LBN8
12099000.00000000
PA
USD
10334839.61000000
0.033322024393
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.15000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BA2
4000000.00000000
PA
USD
3738958.84000000
0.012055308294
Long
DBT
CORP
US
N
2
2029-05-22
Fixed
3.25000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AT0
10000000.00000000
PA
USD
9612325.30000000
0.030992463377
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.10000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RES PRTNRS
87612BBG6
14663000.00000000
PA
USD
14341474.57000000
0.046240385287
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PBC7
15650000.00000000
PA
USD
11026545.54000000
0.035552251735
Long
DBT
CORP
SG
Y
2
2061-08-02
Fixed
2.75000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
NATIONAL RETAIL
637417AL0
1722000.00000000
PA
USD
1651498.72000000
0.005324831609
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.30000000
N
N
N
N
N
N
N/A
N/A
AUST 3YR BOND FUT Mar23
N/A
-1179.00000000
NC
188512.98000000
0.000607811476
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
SFE 3 Year Australian Bond Future
2023-03-15
-86304400.24000000
AUD
188512.98000000
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KEY BANK NA
49327V2C7
10000000.00000000
PA
USD
9759152.10000000
0.031465868518
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
4.90000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAQ4
20850000.00000000
PA
USD
19452008.33000000
0.062717983106
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
COMM 2015-CCRE27 Mortgage Trust
N/A
COMM 2015-CR27 C
12635QBL3
1760000.00000000
PA
USD
1599417.42000000
0.005156908892
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.44930000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAW0
41188000.00000000
PA
USD
38495205.58000000
0.124117860340
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BJ2
10755000.00000000
PA
USD
9150812.16000000
0.029504433307
Long
DBT
CORP
US
N
2
2030-05-04
Fixed
1.75000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BG3
11139000.00000000
PA
USD
10937460.85000000
0.035265021132
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.15000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HLDS INC
09857LAX6
1374000.00000000
PA
1588986.44000000
0.005123276887
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
4.75000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAZ4
8535000.00000000
PA
USD
6992913.87000000
0.022546846912
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY
25179MBE2
1141000.00000000
PA
USD
1168812.16000000
0.003768533308
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.87500000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp
N/A
MPT OP PTNR/FINL
55342UAM6
3512000.00000000
PA
USD
2474426.59000000
0.007978150247
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
SCDS: (D)
N/A
-1630000.00000000
NC
USD
25350.37000000
0.000081735728
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
DOMINION ENERGY
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
27366.27000000
USD
0.00000000
USD
-1630000.00000000
USD
-2015.90000000
N
N
N
BANK 2022-BNK40
N/A
BANK 2022-BNK40 A4
06541LBG0
4030000.00000000
PA
USD
3662166.18000000
0.011807710171
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.39360000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189TBB2
19800000.00000000
PA
USD
16968006.99000000
0.054708961547
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.65000000
N
N
N
N
N
N
AGI Finance Pty Ltd
21380065BDG1SP7D5854
AGI FINANCE
N/A
22260000.00000000
PA
15551794.83000000
0.050142750757
Long
DBT
CORP
AU
N
2
2026-01-08
Floating
4.32850000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP CAREY INC
92936UAJ8
10000000.00000000
PA
USD
8161708.40000000
0.026315323377
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.45000000
N
N
N
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
JEFFERIES GROUP
47233JBH0
15440000.00000000
PA
USD
14440927.63000000
0.046561046025
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15000000
N
N
N
N
N
N
DT Midstream Inc
N/A
DT MIDSTREAM
23345MAA5
3254000.00000000
PA
USD
2869799.50000000
0.009252928207
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
CD 2016-CD1 Mortgage Trust
N/A
CD 2016-CD1 AM
12514MBE4
1180000.00000000
PA
USD
1069484.98000000
0.003448278438
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.92600000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78016FZX5
35000000.00000000
PA
USD
35527871.05000000
0.114550455588
Long
DBT
CORP
CA
N
2
2033-02-01
Fixed
5.00000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AX4
2270500.00000000
PA
USD
1860983.79000000
0.006000262179
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust 2016-C4
N/A
CFCRE 2016-C4 A4
12531YAN8
925500.00000000
PA
USD
876819.07000000
0.002827076910
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.28300000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348BJ4
12106000.00000000
PA
USD
10890875.26000000
0.035114817914
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KU4
39250000.00000000
PA
USD
37642891.09000000
0.121369792126
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BE1
1488000.00000000
PA
USD
1391896.76000000
0.004487812055
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAK8
5298000.00000000
PA
USD
4538129.26000000
0.014632027163
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278XAR0
34730000.00000000
PA
USD
30334507.30000000
0.097805793834
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO
29717PAT4
426000.00000000
PA
USD
402767.16000000
0.001298618811
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
GEORGIA-PACIFIC
37331NAK7
17000000.00000000
PA
USD
14583815.16000000
0.047021750007
Long
DBT
CORP
US
Y
2
2030-04-30
Fixed
2.30000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BP8
15000000.00000000
PA
USD
15906578.40000000
0.051286658860
Long
DBT
CORP
US
N
2
2032-10-13
Fixed
5.62500000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AF2
40665000.00000000
PA
USD
39496583.94000000
0.127346546551
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWV2
44483000.00000000
PA
USD
42018496.79000000
0.135477803994
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.81400000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055BJ0
10000000.00000000
PA
USD
9491267.20000000
0.030602142761
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GC13
549300WF5YRKNHB1FX69
GSMS 2013-GC13 C
36198EAY1
1210000.00000000
PA
USD
1052262.95000000
0.003392750445
Long
ABS-MBS
CORP
US
Y
2
2046-07-10
Variable
4.07870000
N
N
N
N
N
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
N/A
869000.00000000
PA
634991.56000000
0.002047366485
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332BA9
39857000.00000000
PA
USD
31976684.40000000
0.103100570284
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBM1
35390000.00000000
PA
USD
29412795.33000000
0.094833971347
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.74900000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JPMCC 2013-C16 A3
46641BAC7
309494.53000000
PA
USD
306456.59000000
0.000988090222
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
3.88120000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE
681936BM1
7198000.00000000
PA
USD
5838620.70000000
0.018825126342
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2G7
71832000.00000000
PA
USD
63547151.41000000
0.204891397380
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.87900000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBP0
36400000.00000000
PA
USD
31448288.51000000
0.101396894039
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046AG4
5000000.00000000
PA
USD
4498591.05000000
0.014504546404
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JF5
14960000.00000000
PA
USD
13119913.12000000
0.042301775500
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
641062AF1
15694000.00000000
PA
USD
15327561.89000000
0.049419769484
Long
DBT
CORP
US
Y
2
2028-09-24
Fixed
3.62500000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
DIGITAL REALTY
25389JAV8
10000000.00000000
PA
USD
10232660.10000000
0.032992572920
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.55000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKA6
53325000.00000000
PA
USD
43408863.24000000
0.139960681959
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29900000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BL2
5000000.00000000
PA
USD
5010983.90000000
0.016156624974
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGH1
58343000.00000000
PA
USD
52062374.30000000
0.167861696151
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
N/A
3600000.00000000
PA
3144878.87000000
0.010139850677
Long
DBT
CORP
JE
N
2
2032-10-08
Fixed
1.12500000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370CX6
140000.00000000
PA
USD
164654.62000000
0.000530886348
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJB6
45990000.00000000
PA
USD
39321536.92000000
0.126782152589
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
ONEMAIN FINANCE
682691AB6
1855000.00000000
PA
USD
1620309.74000000
0.005224270788
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBP4
5000000.00000000
PA
USD
3575357.75000000
0.011527818781
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBE7
5050000.00000000
PA
USD
4028554.28000000
0.012989034087
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.60000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475AZ8
35000000.00000000
PA
USD
30800655.90000000
0.099308769749
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
N
N/A
N/A
MXN/USD FWD 20230315
N/A
1.00000000
NC
71400.00000000
0.000230210881
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
2259863987.03000000
MXN
119136471.50000000
USD
2023-03-15
71400.00000000
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642AW3
36017000.00000000
PA
USD
31666201.51000000
0.102099498296
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.70000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABV6
31773000.00000000
PA
USD
29020605.73000000
0.093569457149
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
SCDS: (INDON)
N/A
-48090000.00000000
NC
USD
240451.92000000
0.000775275190
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
INDONESIA (REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-473666.18000000
USD
-48090000.00000000
USD
714118.10000000
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAQ6
10487000.00000000
PA
USD
9623090.59000000
0.031027173277
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FZ6
25000000.00000000
PA
USD
23776116.00000000
0.076659952860
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.94000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NS0
32016000.00000000
PA
USD
30229807.19000000
0.097468215337
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.70000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457BY5
42000000.00000000
PA
USD
35579743.92000000
0.114717706277
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BW8
13340000.00000000
PA
USD
14238678.98000000
0.045908947424
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKG6
46893000.00000000
PA
USD
41139926.20000000
0.132645079759
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375DC3
26585000.00000000
PA
USD
25694870.93000000
0.082846483179
Long
DBT
CORP
CA
N
2
2032-08-05
Fixed
3.85000000
N
N
N
N
N
N
Vornado Realty LP
549300BMOJ05INE4YK86
VORNADO RLTY LP
929043AL1
10250000.00000000
PA
USD
7931451.54000000
0.025572919528
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.40000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBU8
10000000.00000000
PA
USD
9557276.30000000
0.030814972076
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
N
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
N/A
WYNN RESORTS FIN
983133AB5
2228000.00000000
PA
USD
2235552.25000000
0.007207961556
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CY3
16000000.00000000
PA
USD
13163970.40000000
0.042443826835
Long
DBT
CORP
GB
N
2
2032-11-22
Variable
2.87100000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
400000.00000000
PA
441781.96000000
0.001424411969
Long
DBT
CORP
FR
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QCK0
15000000.00000000
PA
USD
15616339.50000000
0.050350858396
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.90000000
N
N
N
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TOPBUILD CORP
89055FAC7
1494000.00000000
PA
USD
1267293.90000000
0.004086062275
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBH8
10000000.00000000
PA
USD
8319978.50000000
0.026825624488
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAN4
15000000.00000000
PA
USD
13752773.10000000
0.044342269256
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.40000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353RFJ2
28085000.00000000
PA
USD
26842215.44000000
0.086545799587
Long
DBT
CORP
US
N
2
2028-01-22
Fixed
3.25000000
N
N
N
N
N
N
CD 2017-CD4 Mortgage Trust
N/A
CD 2017-CD4 A4
12515DAR5
2470000.00000000
PA
USD
2318815.01000000
0.007476420848
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
3.51400000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RHJ4
31556000.00000000
PA
USD
30998088.03000000
0.099945338723
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCH6
19960000.00000000
PA
USD
21332509.88000000
0.068781175268
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460DAJ8
18742000.00000000
PA
USD
15769897.20000000
0.050845965588
Long
DBT
CORP
US
N
2
2031-11-09
Fixed
2.25000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
085209AF1
6000000.00000000
PA
USD
6038504.52000000
0.019469600158
Long
DBT
NUSS
BM
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DN7
24635000.00000000
PA
USD
19922188.76000000
0.064233958617
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAX7
21400000.00000000
PA
USD
18908628.05000000
0.060965993561
Long
DBT
CORP
JP
N
2
2030-07-16
Variable
3.15300000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428XBP0
478000.00000000
PA
USD
452472.90000000
0.001458882148
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.40000000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY
127097AK9
30923000.00000000
PA
USD
29687053.77000000
0.095718246940
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
80413TBA6
39384000.00000000
PA
USD
42357645.20000000
0.136571300557
Long
DBT
NUSS
SA
Y
2
2032-10-25
Fixed
5.50000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EWN5
28760000.00000000
PA
USD
29652280.73000000
0.095606130243
Long
DBT
CORP
US
N
2
2029-10-11
Fixed
4.85000000
N
N
N
N
N
N
CD 2018-CD7 Mortgage Trust
N/A
CD 2018-CD7 A4
12512JAW4
5045000.00000000
PA
USD
4846304.19000000
0.015625657729
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.27900000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QCH7
12000000.00000000
PA
USD
9951600.96000000
0.032086370224
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468U6
47634000.00000000
PA
USD
37662564.24000000
0.121433223124
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.79400000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBM2
14022000.00000000
PA
USD
12098931.64000000
0.039009884086
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DG2
53383000.00000000
PA
USD
48965808.72000000
0.157877619215
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBN4
5000000.00000000
PA
USD
4730181.45000000
0.015251249908
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F
N/A
SOFI 2017-F A2FX
83401BAB2
1247202.99000000
PA
USD
1195880.96000000
0.003855809671
Long
ABS-CBDO
CORP
US
Y
2
2041-01-25
Fixed
2.84000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCR5
45000000.00000000
PA
USD
37371596.85000000
0.120495073831
Long
DBT
CORP
US
N
2
2032-11-08
Variable
2.54500000
N
N
N
N
N
N
Kimco Realty OP LLC
549300EA7I6T15IBYS12
KIMCO REALTY
49446RAW9
11343000.00000000
PA
USD
9647436.22000000
0.031105669481
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.70000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AX7
473000.00000000
PA
USD
421801.98000000
0.001359991678
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EA1
17000000.00000000
PA
USD
14616288.39000000
0.047126451560
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.62500000
N
N
N
N
N
N
Oklahoma Gas and Electric Co
549300VJ8YXGPO8EV472
OKLAHOMA GAS & E
678858BX8
8220000.00000000
PA
USD
8594488.73000000
0.027710711913
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.40000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCA7
35747000.00000000
PA
USD
33859184.49000000
0.109170206223
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.15000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
QUANTA SERVICES
74762EAH5
7000000.00000000
PA
USD
5598800.41000000
0.018051887680
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C20
549300UVB571ELWL8972
WFRBS 2014-C20 C
92890FAZ9
1410000.00000000
PA
USD
1228088.85000000
0.003959655704
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Variable
4.51300000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397A86
580000.00000000
PA
USD
534409.01000000
0.001723063998
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5
N/A
PROG 2022-SFR5 B
74332YAC3
250000.00000000
PA
USD
240149.70000000
0.000774300759
Long
ABS-CBDO
CORP
US
Y
2
2039-06-17
Fixed
4.89600000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCG8
23000000.00000000
PA
USD
17555146.06000000
0.056602040022
Long
DBT
CORP
US
N
2
2032-07-29
Variable
2.35900000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AW6
1725000.00000000
PA
USD
1417398.69000000
0.004570036450
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B69
5986000.00000000
PA
USD
4977284.41000000
0.016047969661
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EH6
36090000.00000000
PA
USD
33464708.74000000
0.107898320924
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Performance Food Group Inc
549300OMUOGBYK0FFO76
PERFORMANCE FOOD
71376LAE0
525000.00000000
PA
USD
468334.52000000
0.001510023850
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887CP2
27000000.00000000
PA
USD
26356348.08000000
0.084979245617
Long
DBT
CORP
US
N
2
2032-08-22
Fixed
4.29800000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166BX1
15516000.00000000
PA
USD
14711583.84000000
0.047433707157
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS CORP
25470XBE4
1835000.00000000
PA
USD
1581134.58000000
0.005097960590
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO
29717PAU1
10000000.00000000
PA
USD
8743071.60000000
0.028189779050
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (ALLY)
N/A
-1630000.00000000
NC
USD
-37459.61000000
-0.00012077884
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ALLY FINANCIAL
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
6801.76000000
USD
0.00000000
USD
-1630000.00000000
USD
-44261.37000000
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518DP8
4430000.00000000
PA
USD
4159769.87000000
0.013412104910
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.60000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKY4
84250000.00000000
PA
USD
84205519.37000000
0.271498975926
Long
DBT
CORP
US
N
2
2033-07-22
Variable
5.01500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFF3
243500000.00000000
PA
USD
229118281.25000000
0.738732795556
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460WAD9
20000000.00000000
PA
USD
17728084.00000000
0.057159633800
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
1.85000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
1000000.00000000
PA
777912.26000000
0.002508177415
Long
DBT
CORP
NL
N
2
2039-12-19
Fixed
2.25000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XDS2
22500000.00000000
PA
USD
18652248.23000000
0.060139362966
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
N/A
N/A
SCDS: (PERU)
N/A
-2835000.00000000
NC
USD
-22507.69000000
-0.00007257024
N/A
DCR
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
N/A
REPUBLIC OF PERU
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-67916.30000000
USD
-2835000.00000000
USD
45408.61000000
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460WAE7
10830000.00000000
PA
USD
9241252.43000000
0.029796034628
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.30000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RBE3
10000000.00000000
PA
USD
7901694.50000000
0.025476975629
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.55000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FX1
13000000.00000000
PA
USD
11511716.32000000
0.037116559762
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
2.80000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM INTL INC
749685AY9
3415000.00000000
PA
USD
2812914.67000000
0.009069517746
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATION
92840VAB8
1769000.00000000
PA
USD
1714205.37000000
0.005527013026
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE BK LTD
BJ6318445
40710000.00000000
PA
29193485.33000000
0.094126862824
Long
DBT
CORP
AU
N
2
2030-05-28
Floating
6.00980000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
HILTON DOMESTIC
432833AH4
2632000.00000000
PA
USD
2609842.56000000
0.008414764111
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
Peruvian Government International Bond
N/A
REPUBLIC OF PERU
715638AS1
6274000.00000000
PA
USD
6612813.44000000
0.021321311125
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C47
549300VHRKFNCWVN9Y77
WFCM 2018-C47 A4
95002DBG3
1090000.00000000
PA
USD
1068246.98000000
0.003444286826
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Fixed
4.44200000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BU6
15000000.00000000
PA
USD
14701752.30000000
0.047402007892
Long
DBT
CORP
US
N
2
2033-05-13
Variable
4.42100000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
HEALTHCARE RLTY
42225UAL8
1000000.00000000
PA
USD
800196.27000000
0.002580026457
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AS4
15060000.00000000
PA
USD
13364091.89000000
0.043089066957
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.70000000
N
N
N
N
N
N
CD 2017-CD6 Mortgage Trust
N/A
CD 2017-CD6 AM
125039AH0
2940000.00000000
PA
USD
2666597.35000000
0.008597755291
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
3.70900000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
744320BH4
4000000.00000000
PA
USD
3453444.96000000
0.011134742438
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FH6
35200000.00000000
PA
USD
30979137.02000000
0.099884236080
Long
DBT
CORP
US
N
2
2030-02-05
Fixed
2.40000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUN INC
224044CN5
30000000.00000000
PA
USD
24905648.40000000
0.080301838715
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
2.60000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
1100000.00000000
PA
855974.45000000
0.002759868810
Long
DBT
CORP
GB
N
2
2056-08-12
Fixed
3.00000000
N
N
N
N
N
N
Thermo Fisher Scientific Finance I BV
549300SM0PJC1F3RPL91
THERMO FISHER
N/A
2200000.00000000
PA
1588769.54000000
0.005122577549
Long
DBT
CORP
NL
N
2
2051-10-18
Fixed
2.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XCG9
464000.00000000
PA
USD
434895.70000000
0.001402209000
Long
DBT
CORP
US
N
2
2028-01-05
Fixed
3.85000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM
79466LAJ3
24040000.00000000
PA
USD
19936452.29000000
0.064279947690
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
1.95000000
N
N
N
N
N
N
Tanger Properties LP
PQPGJDNFN35EXH363L31
TANGER PROP LP
875484AL1
12000000.00000000
PA
USD
9227453.64000000
0.029751543989
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.75000000
N
N
N
N
N
N
CSAIL 2015-C3 Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL 2015-C3 C
12635FAZ7
960000.00000000
PA
USD
823230.34000000
0.002654293874
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.35860000
N
N
N
N
N
N
Setanta Aircraft Leasing DAC
N/A
SETANTA AIRCRAFT
N/A
11145000.00000000
PA
USD
11121784.97000000
0.035859326709
Long
LON
CORP
IE
N
2
2028-11-05
Floating
6.81360000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAS1
500000.00000000
PA
506901.72000000
0.001634373838
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.00000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAN4
18955000.00000000
PA
USD
15940131.62000000
0.051394842563
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
Benchmark 2018-B8 Mortgage Trust
N/A
BMARK 2018-B8 A4
08162UAV2
1200000.00000000
PA
USD
1137861.96000000
0.003668742372
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
3.96280000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAV3
7555000.00000000
PA
USD
7324662.40000000
0.023616484471
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.80000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CP2
19800000.00000000
PA
USD
16569007.29000000
0.053422489939
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
455780CD6
15000000.00000000
PA
USD
14384391.00000000
0.046378758245
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17327CAQ6
57009000.00000000
PA
USD
48855661.75000000
0.157522478723
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
ENTERGY TEXAS
29365TAK0
5000000.00000000
PA
USD
4055208.30000000
0.013074973099
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918KAT5
3682000.00000000
PA
USD
2862345.23000000
0.009228893836
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Highmark Inc
549300B6868ZXXEB2Y57
HIGHMARK INC
431116AE2
20000000.00000000
PA
USD
15835408.20000000
0.051057188909
Long
DBT
CORP
US
Y
2
2031-05-10
Fixed
2.55000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL
256677AG0
29752000.00000000
PA
USD
27433212.72000000
0.088451317865
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664DA6
11795000.00000000
PA
USD
10569104.84000000
0.034077352197
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.87500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAX3
40459000.00000000
PA
USD
38882534.08000000
0.125366701175
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.40000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AP8
8000000.00000000
PA
USD
6915516.16000000
0.022297297962
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAP5
9865000.00000000
PA
USD
9494808.28000000
0.030613560060
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.95000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDQ9
5000000.00000000
PA
USD
4708139.75000000
0.015180182133
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.85000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAD9
1093000.00000000
PA
USD
963662.73000000
0.003107081890
Long
DBT
CORP
FR
Y
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MKTS
12503MAD0
10500000.00000000
PA
USD
9170694.54000000
0.029568538912
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
3.00000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CJ9
32630000.00000000
PA
USD
27041031.79000000
0.087186831622
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LW9
19086000.00000000
PA
USD
18236511.34000000
0.058798926606
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.07500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20230315
N/A
1.00000000
NC
112205.93000000
0.000361779077
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
161383109.19000000
EUR
176054447.65000000
USD
2023-03-15
112205.93000000
N
N
N
GS Mortgage Securities Trust 2020-GC45
N/A
GSMS 2020-GC45 AAB
36258YBH0
7336000.00000000
PA
USD
6745576.71000000
0.021749372042
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.84280000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BP8
13635000.00000000
PA
USD
13093300.68000000
0.042215970552
Long
DBT
CORP
US
N
2
2032-08-16
Fixed
3.65000000
N
N
N
N
N
N
Benchmark 2018-B2 Mortgage Trust
N/A
BMARK 2018-B2 A5
08161CAE1
5040000.00000000
PA
USD
4846850.06000000
0.015627417746
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
3.88190000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAH6
5000000.00000000
PA
USD
4778084.95000000
0.015405702387
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.70000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023BX2
3131000.00000000
PA
USD
2921804.30000000
0.009420604269
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAQ7
5000000.00000000
PA
USD
3397478.05000000
0.010954291573
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
Transocean Titan Financing Ltd
N/A
TRANSOCEAN TITAN
89386MAA6
265000.00000000
PA
USD
275004.14000000
0.000886679910
Long
DBT
CORP
KY
Y
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20230315
N/A
1.00000000
NC
-67943.32000000
-0.00021906570
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
69802954.64000000
GBP
86072627.31000000
USD
2023-03-15
-67943.32000000
N
N
N
Stanford Health Care
5493005311WCPXQGDG42
STANFORD HEALTH
85434VAB4
17000000.00000000
PA
USD
15669206.17000000
0.050521313336
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.31000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBJ1
32835000.00000000
PA
USD
29073012.62000000
0.093738429648
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBC3
14909000.00000000
PA
USD
12232934.54000000
0.039441941870
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BY7
80075000.00000000
PA
USD
74305405.67000000
0.239578613090
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.95000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYJ7
86346000.00000000
PA
USD
70429582.78000000
0.227082021971
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38300000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822CB8
8000000.00000000
PA
USD
6545231.04000000
0.021103409109
Long
DBT
CORP
JP
N
2
2032-10-13
Variable
2.49400000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBM6
23035000.00000000
PA
USD
18988821.40000000
0.061224556332
Long
DBT
CORP
GB
N
2
2031-06-24
Variable
2.64500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CH0
36495000.00000000
PA
USD
30857950.55000000
0.099493501568
Long
DBT
CORP
GB
N
2
2031-06-04
Variable
2.84800000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AY2
1275000.00000000
PA
USD
1316033.45000000
0.004243210381
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.87500000
N
N
N
N
N
N
Rexford Industrial Realty LP
549300028US163ELJN70
REXFORD INDUS RE
76169XAB0
17430000.00000000
PA
USD
13940972.76000000
0.044949070513
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEP3
12400000.00000000
PA
USD
12916192.66000000
0.041644931428
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.25000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOOD
50077LAV8
10379000.00000000
PA
USD
9826090.95000000
0.031681695573
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CF4
33135000.00000000
PA
USD
29362133.59000000
0.094670625635
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX CORP
686330AN1
5217000.00000000
PA
USD
4289612.05000000
0.013830747525
Long
DBT
CORP
JP
N
2
2031-03-09
Fixed
2.25000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BS4
23961000.00000000
PA
USD
19875342.80000000
0.064082915903
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DC6
5000000.00000000
PA
USD
4581919.10000000
0.014773216206
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BD8
2527000.00000000
PA
USD
1494396.31000000
0.004818295413
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
MARKEL CORP
570535AU8
19039000.00000000
PA
USD
17293261.73000000
0.055757661555
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
3.35000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BK8
1204000.00000000
PA
USD
1051683.96000000
0.003390883641
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.15000000
N
N
N
N
N
N
Organon & Co / Organon Foreign Debt Co-Issuer BV
N/A
ORGANON & CO/ORG
68622TAA9
3187500.00000000
PA
USD
2892511.51000000
0.009326157224
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Benchmark 2019-B15 Mortgage Trust
N/A
BMARK 2019-B15 AAB
08160KAF1
6735000.00000000
PA
USD
6197208.90000000
0.019981301493
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
2.85900000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTRM
958667AC1
13644000.00000000
PA
USD
12491085.41000000
0.040274282759
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.30000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BK9
46533000.00000000
PA
USD
44185386.42000000
0.142464380645
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251VAR3
18767000.00000000
PA
USD
17836481.84000000
0.057509134673
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.70000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMAT
773903AL3
7500000.00000000
PA
USD
6156035.48000000
0.019848548421
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.75000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RBP1
26050000.00000000
PA
USD
25944315.41000000
0.083650752559
Long
DBT
CORP
US
N
2
2034-02-01
Variable
4.70600000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20230315
N/A
1.00000000
NC
-737.20000000
-0.00000237691
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
731118.73000000
EUR
796339.20000000
USD
2023-03-15
-737.20000000
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAK0
24270000.00000000
PA
USD
20547176.89000000
0.066249071623
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBJ7
25186000.00000000
PA
USD
22176974.43000000
0.071503933375
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
N/A
11936000.00000000
PA
12342163.67000000
0.039794123024
Long
DBT
CORP
NO
N
2
2026-05-31
Variable
1.62500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBF7
5000000.00000000
PA
USD
3746508.80000000
0.012079651192
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EX2
1000000.00000000
PA
950851.46000000
0.003065775255
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
0.50000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320AW6
14575000.00000000
PA
USD
14471879.83000000
0.046660843410
Long
DBT
CORP
US
N
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368CB7
10000000.00000000
PA
USD
9249993.20000000
0.029824216986
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.10000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AK5
1975000.00000000
PA
USD
1900226.18000000
0.006126789143
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RAF4
11250000.00000000
PA
USD
10730445.75000000
0.034597554342
Long
DBT
CORP
US
N
2
2028-01-29
Fixed
3.40000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAP9
3779000.00000000
PA
USD
3579553.83000000
0.011541347959
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.35000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAY7
19825000.00000000
PA
USD
17191761.23000000
0.055430399375
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
REINSURANCE GRP
759351AN9
6800000.00000000
PA
USD
6427926.78000000
0.020725191782
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.90000000
N
N
N
N
N
N
Pepper Residential Securities Trust No. 22
N/A
PEPAU 22A A1U
71338AAA9
440974.43000000
PA
USD
439879.23000000
0.001418277107
Long
ABS-MBS
CORP
AU
Y
2
2060-06-20
Floating
5.35290000
N
N
N
N
N
N
Genesis Energy LP / Genesis Energy Finance Corp
N/A
GENESIS ENERGY
37185LAJ1
176000.00000000
PA
USD
172967.96000000
0.000557690568
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABN2
1251000.00000000
PA
USD
1014155.59000000
0.003269883092
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
1.85000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
DIGITAL REALTY
25389JAU0
37195000.00000000
PA
USD
34160824.94000000
0.110142768044
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDING
70450YAH6
17000000.00000000
PA
USD
14479267.54000000
0.046684663175
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
Resimac MBS Trust
N/A
RESI 2018-2A A1A
76119TAA2
153601.55000000
PA
USD
153439.29000000
0.000494725410
Long
ABS-MBS
CORP
AU
Y
2
2050-04-10
Floating
5.12430000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAL0
6539000.00000000
PA
USD
4794903.34000000
0.015459928947
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.95000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL
N/A
6658000.00000000
PA
USD
6125832.72000000
0.019751167413
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703TAH9
41995000.00000000
PA
USD
44321682.16000000
0.142903831100
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.20000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCE3
8330000.00000000
PA
USD
7899889.53000000
0.025471155969
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YBG5
10087000.00000000
PA
USD
9453026.10000000
0.030478844198
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCB5
291900000.00000000
PA
USD
253907405.22000000
0.818658931305
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JT5
20357000.00000000
PA
USD
17261878.97000000
0.055656475941
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
80413TBE8
7350000.00000000
PA
USD
7052808.92000000
0.022739963051
Long
DBT
NUSS
SA
Y
2
2053-01-18
Fixed
5.00000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
WORKDAY INC
98138HAH4
18140000.00000000
PA
USD
17110695.95000000
0.055169025291
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
ARDAGH PKG FIN
03969AAQ3
1839000.00000000
PA
USD
1801047.84000000
0.005807014169
Long
DBT
CORP
N/A
Y
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
Tap Rock Resources LLC
549300Y3SDS1HPFQ6H17
TAP ROCK RESOURC
87602LAA0
2737000.00000000
PA
USD
2594473.79000000
0.008365211476
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
14052000.00000000
PA
13522945.64000000
0.043601249897
Long
DBT
CORP
DE
N
2
2026-07-20
Fixed
0.37500000
N
N
N
N
N
N
Canpack SA / Canpack US LLC
N/A
CANPACK SA
13806CAA0
5573000.00000000
PA
USD
4625628.29000000
0.014914145214
Long
DBT
CORP
N/A
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
CD 2016-CD1 Mortgage Trust
N/A
CD 2016-CD1 C
12514MBG9
1000000.00000000
PA
USD
838247.70000000
0.002702713477
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
3.63100000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAE9
45120000.00000000
PA
USD
42282646.40000000
0.136329486273
Long
DBT
CORP
US
Y
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAW5
72700000.00000000
PA
USD
63951679.67000000
0.206195694404
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AL4
18830000.00000000
PA
USD
18488239.83000000
0.059610560187
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC40
N/A
GSMS 2019-GC40 A4
36257HBP0
4000000.00000000
PA
USD
3648767.20000000
0.011764508616
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.16000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PER9
33535000.00000000
PA
USD
35692621.78000000
0.115081651819
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
25160PAG2
22000000.00000000
PA
USD
17394831.08000000
0.056085145724
Long
DBT
CORP
DE
N
2
2033-01-07
Variable
3.74200000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QAC4
8690000.00000000
PA
USD
8528793.63000000
0.027498895010
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.93700000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BK8
2500000.00000000
PA
USD
2237901.30000000
0.007215535462
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
Blackstone Property Partners Europe Holdings Sarl
213800Y3B5GQFBGVHP79
BLACKSTONE PROP
N/A
5267000.00000000
PA
4833552.83000000
0.015584544258
Long
DBT
CORP
LU
N
2
2026-10-20
Fixed
1.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CA5
86425000.00000000
PA
USD
77477196.77000000
0.249805235311
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABM4
11000000.00000000
PA
USD
9573602.50000000
0.030867611697
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.50000000
N
N
N
N
N
N
COMM 2013-CCRE8 Mortgage Trust
549300NGGFIEJ2ER3D22
COMM 2013-CR8 A5
12625KAE5
0.01000000
PA
USD
0.01000000
0.000000000032
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Variable
3.61200000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3
N/A
PROG 2022-SFR3 B
74331UAC2
210000.00000000
PA
USD
192613.32000000
0.000621031964
Long
ABS-CBDO
CORP
US
Y
2
2039-04-17
Fixed
3.60000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
171239AA4
3100000.00000000
PA
3037745.96000000
0.009794428244
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAE5
4955000.00000000
PA
USD
4143003.29000000
0.013358045397
Long
DBT
CORP
JP
Y
2
2031-04-03
Fixed
2.06500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
N/A
2100000.00000000
PA
2550401.40000000
0.008223111424
Long
DBT
CORP
GB
N
2
2040-03-29
Fixed
6.00000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109AU8
3062000.00000000
PA
USD
2939826.23000000
0.009478711334
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.65000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
VONOVIA SE
N/A
5600000.00000000
PA
5431601.72000000
0.017512798634
Long
DBT
CORP
DE
N
2
2025-12-01
Fixed
0.00000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516BZ8
18680000.00000000
PA
USD
15942355.78000000
0.051402013793
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.95000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C18
549300O5GNH0TNJ6B119
WFRBS 2013-C18 B
96221QAJ2
1085000.00000000
PA
USD
1041673.13000000
0.003358606302
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
4.84920000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
9450000.00000000
PA
10566196.72000000
0.034067975714
Long
DBT
NUSS
RO
Y
2
2029-09-27
Fixed
6.62500000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
FIRST STUDENT BI
33718FAF7
197740.26000000
PA
USD
190386.70000000
0.000613852802
Long
LON
CORP
US
N
2
2028-07-21
Floating
8.58750000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106LBS7
10000000.00000000
PA
USD
9832581.20000000
0.031702621710
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448BF9
4093000.00000000
PA
USD
3793805.34000000
0.012232146685
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO
82967NBA5
1810000.00000000
PA
USD
1712868.11000000
0.005522701376
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BT0
7000000.00000000
PA
USD
7419466.60000000
0.023922156159
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJT7
73107000.00000000
PA
USD
61814102.49000000
0.199303628187
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKL2
35000000.00000000
PA
USD
30541356.30000000
0.098472725076
Long
DBT
CORP
US
N
2
2037-03-08
Variable
3.84600000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARM
78081BAN3
4000000.00000000
PA
USD
3183106.80000000
0.010263106776
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XDH6
30168000.00000000
PA
USD
26293896.03000000
0.084777885092
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.40000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAH8
5555000.00000000
PA
USD
5679147.42000000
0.018310945888
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
455780DQ6
5000000.00000000
PA
USD
5014295.90000000
0.016167303664
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
4.55000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
HEALTHCARE RLTY
42225UAH7
28349000.00000000
PA
USD
22395674.85000000
0.072209076465
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
MAGELLAN MID
559080AQ9
3607000.00000000
PA
USD
3263757.84000000
0.010523145250
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE INC
203372AV9
2517000.00000000
PA
USD
1977008.13000000
0.006374352734
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
American Homes 4 Rent LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4
02666TAA5
13372000.00000000
PA
USD
12821403.35000000
0.041339307749
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.25000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAP9
7000000.00000000
PA
USD
5729508.96000000
0.018473323682
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEF8
30000000.00000000
PA
USD
23218085.70000000
0.074860728105
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
Benchmark 2022-B36 Mortgage Trust
N/A
BMARK 2022-B36 A5
08163QBH0
8500000.00000000
PA
USD
8361307.20000000
0.026958878220
Long
ABS-MBS
CORP
US
N
2
2055-07-15
Variable
4.46990000
N
N
N
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
INVITATION HOMES
46188BAD4
10000000.00000000
PA
USD
9182242.60000000
0.029605772653
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL
03938LBC7
10000000.00000000
PA
USD
9573927.40000000
0.030868659253
Long
DBT
CORP
LU
N
2
2029-07-16
Fixed
4.25000000
N
N
N
N
N
N
Cable One Inc
549300648QS85T0XSH18
CABLE ONE INC
12685JAC9
2615000.00000000
PA
USD
2162847.41000000
0.006973543555
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
3800000.00000000
PA
4602018.22000000
0.014838020634
Long
DBT
CORP
FR
N
2
2054-01-16
Variable
5.62500000
N
N
N
N
N
N
COMM 2013-CCRE6 Mortgage Trust
N/A
COMM 2013-CR6 B
12624XAP3
1400000.00000000
PA
USD
1309869.26000000
0.004223335540
Long
ABS-MBS
CORP
US
Y
2
2046-03-10
Fixed
3.39700000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C54
N/A
WFCM 2019-C54 A4
95001YAE4
2390000.00000000
PA
USD
2152893.12000000
0.006941448514
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
3.14600000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL FINANCE PLC
12661PAC3
26665000.00000000
PA
USD
26017686.06000000
0.083887317293
Long
DBT
CORP
GB
Y
2
2032-04-27
Fixed
4.25000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B51
2010000.00000000
PA
USD
1734035.02000000
0.005590948618
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAE5
3856000.00000000
PA
USD
3589136.81000000
0.011572245806
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.87500000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAA1
14900000.00000000
PA
USD
13238814.79000000
0.042685143264
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDS8
5666000.00000000
PA
USD
5177885.55000000
0.016694756291
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.87500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2U6
57030000.00000000
PA
USD
50293663.73000000
0.162158945167
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.35000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAV2
10000000.00000000
PA
USD
9766928.60000000
0.031490941837
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473PAH8
5136000.00000000
PA
USD
4598259.00000000
0.014825899999
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
FIRST STUDENT BI
33718FAE0
2848255.74000000
PA
USD
2742334.81000000
0.008841951194
Long
LON
CORP
US
N
2
2028-07-21
Floating
8.58750000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C46
N/A
WFCM 2018-C46 A4
95001QAU5
1115000.00000000
PA
USD
1077887.78000000
0.003475371099
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.15200000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YBN0
15359000.00000000
PA
USD
13835701.60000000
0.044609650813
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.05000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CQ7
20000000.00000000
PA
USD
20353776.40000000
0.065625501632
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.65000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAN2
6705000.00000000
PA
USD
6260247.43000000
0.020184552972
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.75000000
N
N
N
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KEY BANK NA
49327M3H5
21475000.00000000
PA
USD
21524156.92000000
0.069399091712
Long
DBT
CORP
US
N
2
2033-01-26
Fixed
5.00000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GG3
8000000.00000000
PA
USD
6758874.56000000
0.021792247529
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
2.40000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWZ3
23000000.00000000
PA
USD
22189043.00000000
0.071542845366
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.22300000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613AL5
15000000.00000000
PA
USD
12022938.30000000
0.038764863164
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.60000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CUBESMART LP
22966RAG1
19558000.00000000
PA
USD
15419173.40000000
0.049715147166
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XAZ1
37034000.00000000
PA
USD
37090146.51000000
0.119587609812
Long
DBT
CORP
US
N
2
2032-10-01
Fixed
4.45000000
N
N
N
N
N
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
718286CW5
30000000.00000000
PA
USD
30696165.00000000
0.098971865796
Long
DBT
NUSS
PH
N
2
2033-07-17
Fixed
5.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406GAA9
7000000.00000000
PA
USD
6417973.17000000
0.020693098934
Long
DBT
CORP
US
N
2
2028-10-30
Fixed
3.00000000
N
N
N
N
N
N
GlaxoSmithKline Capital Inc
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE
377372AN7
42224000.00000000
PA
USD
41413636.57000000
0.133527588242
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.87500000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C13
N/A
WFRBS 2013-C13 AS
92937UAF5
2220000.00000000
PA
USD
2203437.69000000
0.007104416442
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
3.34500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAE2
2000000.00000000
PA
USD
1770066.14000000
0.005707121670
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
HEALTHCARE RLTY
42225UAG9
501000.00000000
PA
USD
436721.73000000
0.001408096563
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER
62482BAA0
1309000.00000000
PA
USD
1120031.44000000
0.003611252459
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EUU1
3000000.00000000
PA
USD
2858516.22000000
0.009216548181
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.45000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1
N/A
GMCAR 2021-1 C
36261LAF8
530000.00000000
PA
USD
492381.24000000
0.001587556295
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
1.04000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NYC TRANS AUTH REV
64971ML75
1500000.00000000
PA
USD
1505306.25000000
0.004853471701
Long
DBT
MUN
US
N
2
2024-02-01
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 5 2/23
01F050627
54500000.00000000
PA
USD
54687343.75000000
0.176325233017
Long
ABS-MBS
USGSE
US
N
2
2023-02-13
Fixed
5.00000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434LAL9
15200000.00000000
PA
USD
13568726.42000000
0.043748858212
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844CP1
5130000.00000000
PA
USD
4786320.63000000
0.015432256213
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
4.55000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BT5
41640000.00000000
PA
USD
40342231.94000000
0.130073120387
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
4.58300000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GRP
80281LAT2
10000000.00000000
PA
USD
10436002.50000000
0.033648198036
Long
DBT
CORP
GB
N
2
2029-01-10
Variable
6.53400000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBK1
6067000.00000000
PA
USD
5398847.72000000
0.017407191810
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.65000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
N/A
500000.00000000
PA
493665.01000000
0.001591695481
Long
DBT
CORP
US
N
2
2028-10-30
Fixed
1.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468L6
51418000.00000000
PA
USD
44582774.39000000
0.143745655646
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.69900000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAS9
17675000.00000000
PA
USD
17466489.44000000
0.056316189621
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
NIBC Bank NV
B64D6Y3LBJS4ANNPCU93
NIBC BANK NV
N/A
19300000.00000000
PA
23367869.11000000
0.075343666073
Long
DBT
CORP
NL
N
2
2023-11-15
Fixed
3.12500000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
N/A
500000.00000000
PA
601180.21000000
0.001938350509
Long
DBT
CORP
US
N
2
2029-09-21
Fixed
4.87500000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
AGREE LP
008513AB9
15750000.00000000
PA
USD
13449180.94000000
0.043363414650
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
SAGE GROUP
N/A
400000.00000000
PA
403043.41000000
0.001299509508
Long
DBT
CORP
GB
N
2
2034-02-08
Fixed
2.87500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBD6
20952000.00000000
PA
USD
20499136.14000000
0.066094176617
Long
DBT
CORP
GB
N
2
2029-05-16
Variable
4.97200000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822CK8
16200000.00000000
PA
USD
16265336.06000000
0.052443380391
Long
DBT
CORP
JP
N
2
2033-07-20
Variable
5.13300000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D
N/A
WOART 2021-D C
98163KAF9
2240000.00000000
PA
USD
2022657.73000000
0.006521538094
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
1.72000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC20
N/A
GSMS 2014-GC20 AS
36252WBB3
570000.00000000
PA
USD
552475.75000000
0.001781315541
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
4.25800000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P8
N/A
CGCMT 2017-P8 B
17326DAG7
1000000.00000000
PA
USD
893287.50000000
0.002880175115
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
4.19200000
N
N
N
N
N
N
BANK 2018-BNK14
N/A
BANK 2018-BN14 A4
06035RAS5
4985000.00000000
PA
USD
4850010.19000000
0.015637606770
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Variable
4.23100000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773DF4
16313000.00000000
PA
USD
15523837.91000000
0.050052610880
Long
DBT
CORP
US
N
2
2033-04-25
Variable
4.33700000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
AGILENT TECH INC
00846UAL5
10000000.00000000
PA
USD
8888932.90000000
0.028660071186
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.75000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTICS
92345YAF3
22755000.00000000
PA
USD
21734320.61000000
0.070076710318
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452AF7
16695000.00000000
PA
USD
14100683.15000000
0.045464015467
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
1.80000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE
744573AU0
5000000.00000000
PA
USD
4177882.50000000
0.013470504413
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.45000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
CHENIERE ENERGYP
16411QAK7
3235000.00000000
PA
USD
2901993.92000000
0.009356730809
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Ontario Teachers' Cadillac Fairview Properties Trust
N/A
CADILLAC FAIRVIE
68327LAC0
11900000.00000000
PA
USD
10999411.33000000
0.035464764474
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QBY1
17458000.00000000
PA
USD
16298507.55000000
0.052550333304
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.20000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334CG7
21570000.00000000
PA
USD
21323160.04000000
0.068751029121
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
4.20000000
N
N
N
N
N
N
Parkland Corp/Alberta
549300XHQS1JYWBNK868
PARKLAND CORP
70137WAG3
2435000.00000000
PA
USD
2098393.32000000
0.006765727968
Long
DBT
CORP
CA
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C12
N/A
JPMBB 2013-C12 A5
46639NAQ4
915000.00000000
PA
USD
909011.97000000
0.002930874612
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Fixed
3.66370000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XDE3
10000000.00000000
PA
USD
7996087.50000000
0.025781321508
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
Washington Mutual Bank / Debt not acquired by JPMorgan
N/A
WASH MUT BANK FA
93933WAC0
9000000.00000000
PA
USD
900.00000000
0.000002901817
Long
DBT
CORP
US
N
2
2015-01-15
Fixed
5.12500000
Y
N
N
N
N
N
Hilcorp Energy I LP / Hilcorp Finance Co
N/A
HILCORP ENERGY I
431318AV6
827000.00000000
PA
USD
761422.14000000
0.002455009277
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BG7
7030000.00000000
PA
USD
6190056.02000000
0.019958238877
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
2.40000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360AD7
34661000.00000000
PA
USD
30790510.46000000
0.099276058394
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS INC
771196BY7
5000000.00000000
PA
USD
3527411.50000000
0.011373228466
Long
DBT
CORP
US
Y
2
2051-12-13
Fixed
2.60700000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFQ2
8000000.00000000
PA
USD
7556424.32000000
0.024363740998
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.60000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBV6
70260000.00000000
PA
USD
61856379.16000000
0.199439938404
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-1
N/A
FORDR 2020-1 C
34531NAE6
3000000.00000000
PA
USD
2827272.90000000
0.009115812155
Long
ABS-CBDO
CORP
US
Y
2
2031-08-15
Fixed
2.54000000
N
N
N
N
N
N
Southern Gas Corridor CJSC
213800DG58KG59XY6318
STHRN GAS CRIDOR
N/A
10873000.00000000
PA
USD
11217469.69000000
0.036167837406
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDG3
72518000.00000000
PA
USD
68091390.33000000
0.219543123566
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAZ8
17000000.00000000
PA
USD
14115748.04000000
0.045512588319
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BR4
37878000.00000000
PA
USD
32553415.68000000
0.104960091525
Long
DBT
CORP
JP
N
2
2030-02-25
Fixed
2.55900000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDF0
40000000.00000000
PA
USD
39179939.60000000
0.126325608557
Long
DBT
CORP
US
N
2
2030-06-14
Variable
4.56500000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAU7
24100000.00000000
PA
USD
23546756.79000000
0.075920443252
Long
DBT
CORP
GB
N
2
2033-08-11
Variable
4.97600000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CC1
40000000.00000000
PA
USD
32499850.00000000
0.104787382808
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368BY8
5500000.00000000
PA
USD
5446699.67000000
0.017561478079
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.95000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829BK2
13391000.00000000
PA
USD
11609236.39000000
0.037430988072
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837BC6
5500000.00000000
PA
USD
5126215.22000000
0.016528158641
Long
DBT
CORP
NL
N
2
2033-03-28
Variable
4.25200000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBT5
12000000.00000000
PA
USD
9570857.28000000
0.030858760443
Long
DBT
CORP
JP
N
2
2032-07-09
Variable
2.26000000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
195325CX1
6587000.00000000
PA
USD
6300284.75000000
0.020313642982
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_22-1
N/A
HERTZ 2022-1A C
42806MAL3
1120000.00000000
PA
USD
1023356.32000000
0.003299548473
Long
ABS-CBDO
CORP
US
Y
2
2026-06-25
Fixed
2.63000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANS
29273VAQ3
24210000.00000000
PA
USD
24918431.33000000
0.080343053975
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLD
303901BB7
565000.00000000
PA
USD
549100.54000000
0.001770433047
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
CD 2018-CD7 Mortgage Trust
N/A
CD 2018-CD7 C
12512JBA1
1350000.00000000
PA
USD
1154149.16000000
0.003721256247
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
4.84970000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANS
019736AE7
3940000.00000000
PA
USD
3735523.69000000
0.012044232539
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
Clark Equipment Co
549300X1FKNY520VPF71
CLARK EQUIP CO
18143EAK5
414865.00000000
PA
USD
414692.00000000
0.001337067381
Long
LON
CORP
US
N
2
2029-04-20
Floating
7.15860000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDM0
25500000.00000000
PA
USD
21336586.95000000
0.068794320729
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1
N/A
GMREV 2021-1 B
36263HAB4
500000.00000000
PA
USD
441743.35000000
0.001424287481
Long
ABS-CBDO
CORP
US
Y
2
2034-06-12
Fixed
1.49000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822CD4
1565000.00000000
PA
USD
1312214.39000000
0.004230896807
Long
DBT
CORP
JP
N
2
2033-01-19
Variable
2.85200000
N
N
N
N
N
N
Rio Tinto Finance USA Ltd
213800RX94ZKEZXPKH58
RIO TINTO FINANC
767201AD8
2000000.00000000
PA
USD
2251253.24000000
0.007258585349
Long
DBT
CORP
AU
N
2
2028-07-15
Fixed
7.12500000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI INC
55354GAK6
2465000.00000000
PA
USD
2157664.24000000
0.006956831760
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBJ4
15100000.00000000
PA
USD
14715619.53000000
0.047446719198
Long
DBT
CORP
US
N
2
2031-03-24
Variable
4.49300000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
N/A
300000.00000000
PA
326777.03000000
0.001053608239
Long
DBT
CORP
FR
N
2
2034-11-28
Fixed
3.87500000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JX9
15705000.00000000
PA
USD
16201646.91000000
0.052238031156
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.90000000
N
N
N
N
N
N
United Airlines Inc
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES
90932LAH0
4865000.00000000
PA
USD
4438961.83000000
0.014312287365
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAR9
29570000.00000000
PA
USD
26068216.22000000
0.084050238760
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDK5
29398000.00000000
PA
USD
28737333.75000000
0.092656119721
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.85000000
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
73730EAA1
45000000.00000000
PA
USD
44063821.80000000
0.142072426886
Long
DBT
CORP
KR
Y
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543DC4
44000000.00000000
PA
USD
36883609.84000000
0.118921685596
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.10000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
92556HAD9
3000000.00000000
PA
USD
2580390.90000000
0.008319804830
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
2925000.00000000
PA
USD
2477153.07000000
0.007986941078
Long
DBT
CORP
FR
Y
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
PG&E Recovery Funding LLC
N/A
PG&E RECOV FND
71710TAD0
3600000.00000000
PA
USD
3658017.60000000
0.011794334145
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
5.04500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
5200000.00000000
PA
5150949.04000000
0.016607906463
Long
DBT
CORP
FR
N
2
2026-06-08
Fixed
0.75000000
N
N
N
N
N
N
Hudbay Minerals Inc
549300WI524AL577IX21
HUDBAY MINERALS
443628AJ1
4465000.00000000
PA
USD
4113413.49000000
0.013262640720
Long
DBT
CORP
CA
Y
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DX3
5000000.00000000
PA
USD
4226042.00000000
0.013625782297
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
3.90000000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
PERUSAHAAN LISTR
N/A
13940000.00000000
PA
11131440.90000000
0.035890459765
Long
DBT
CORP
ID
Y
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAZ3
1750000.00000000
PA
USD
2033837.79000000
0.006557585314
Long
DBT
CORP
US
N
2
2052-12-01
Fixed
5.90000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DQ8
51570000.00000000
PA
USD
42199869.21000000
0.136062592576
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836BX5
35364000.00000000
PA
USD
29860319.07000000
0.096276896205
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.10000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EL8
8065000.00000000
PA
USD
7336989.23000000
0.023656229154
Long
DBT
CORP
US
N
2
2029-07-29
Fixed
2.62500000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XCB5
9320000.00000000
PA
USD
7797053.00000000
0.025139586105
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.25000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865BM1
10000000.00000000
PA
USD
8360850.70000000
0.026957406354
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.12500000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AW3
14172000.00000000
PA
USD
13133683.32000000
0.042346173958
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.20000000
N
N
N
N
N
N
Vale Overseas Ltd
254900BA3U6G5DNV5V04
VALE OVERSEAS
91911TAQ6
5000000.00000000
PA
USD
4486064.70000000
0.014464158419
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EBF5
5000000.00000000
PA
USD
4613471.10000000
0.014874947491
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.30000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DJ6
17849000.00000000
PA
USD
16723530.77000000
0.053920711040
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460DAH2
8800000.00000000
PA
USD
7728113.98000000
0.024917310018
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FX9
20000000.00000000
PA
USD
17641380.20000000
0.056880079762
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
SBA Senior Finance II LLC
549300PVT2ADFWMYEW87
SBA SR FIN II
78404XAH8
154192.70000000
PA
USD
153903.59000000
0.000496222425
Long
LON
CORP
US
N
2
2025-04-11
Floating
6.31560000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS INC
771196BW1
47500000.00000000
PA
USD
41971931.00000000
0.135327664616
Long
DBT
CORP
US
Y
2
2028-12-13
Fixed
1.93000000
N
N
N
N
N
N
BANK 2018-BNK14
N/A
BANK 2018-BN14 ASB
06035RAQ9
2205000.00000000
PA
USD
2143933.63000000
0.006912560950
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
4.18500000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAR2
5000000.00000000
PA
USD
4043951.90000000
0.013038679741
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
GSK CONSUMER
36264FAM3
30070000.00000000
PA
USD
27593495.54000000
0.088968108473
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
NXP BV / NXP Funding LLC
N/A
NXP BV/NXP FUNDI
62947QBC1
809000.00000000
PA
USD
833381.73000000
0.002687024412
Long
DBT
CORP
N/A
N
2
2028-12-01
Fixed
5.55000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AT7
2000000.00000000
PA
USD
1898888.48000000
0.006122476074
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB FINANCIAL GR
78486QAF8
10000000.00000000
PA
USD
7638083.80000000
0.024627030926
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BK2
3425000.00000000
PA
USD
3495556.95000000
0.011270521686
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
085209AJ3
21840000.00000000
PA
USD
22039774.19000000
0.071061566593
Long
DBT
NUSS
BM
Y
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCON FINANCE CO
01400EAF0
5000000.00000000
PA
USD
5393987.80000000
0.017391522251
Long
DBT
CORP
US
Y
2
2052-12-06
Fixed
5.75000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661ED5
19610000.00000000
PA
USD
16895462.22000000
0.054475059650
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFX7
19550000.00000000
PA
USD
15772510.29000000
0.050854390823
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
LIFE STORAGE
53227JAD6
15500000.00000000
PA
USD
12415331.52000000
0.040030033882
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHW3
21800000.00000000
PA
USD
19849419.93000000
0.063999334296
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS
67059TAH8
2525000.00000000
PA
USD
2432928.63000000
0.007844350779
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEY7
73993000.00000000
PA
USD
81346410.28000000
0.262280516189
Long
DBT
CORP
US
N
2
2033-10-18
Variable
6.34200000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743820AA0
5000000.00000000
PA
USD
4314636.30000000
0.013911431764
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.53200000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAJ4
4415000.00000000
PA
USD
4259923.92000000
0.013735025808
Long
DBT
CORP
ES
N
2
2028-04-12
Fixed
4.37900000
N
N
N
N
N
N
GS Mortgage Securities Trust 2015-GC34
54930070360RBP384M53
GSMS 2015-GC34 C
36250VAL6
910000.00000000
PA
USD
833781.59000000
0.002688313658
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.63890000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348BN5
8193000.00000000
PA
USD
6736426.01000000
0.021719867970
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.20000000
N
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP
84861TAJ7
10000000.00000000
PA
USD
7755790.20000000
0.025006544850
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.70000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MPC)
N/A
-1630000.00000000
NC
USD
22812.74000000
0.000073553795
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
MARATHON PETRO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
8641.44000000
USD
0.00000000
USD
-1630000.00000000
USD
14171.30000000
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELI
096630AJ7
5000000.00000000
PA
USD
4358060.55000000
0.014051442057
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.60000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC
291011BQ6
51791000.00000000
PA
USD
45553483.07000000
0.146875455385
Long
DBT
CORP
US
N
2
2028-12-21
Fixed
2.00000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475BM6
31580000.00000000
PA
USD
31841161.86000000
0.102663612812
Long
DBT
CORP
US
N
2
2034-01-24
Variable
5.06800000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC
1248EPBX0
2308000.00000000
PA
USD
2154315.75000000
0.006946035418
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AR9
7000000.00000000
PA
USD
6815983.44000000
0.021976380381
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.20000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAW5
35836000.00000000
PA
USD
34608422.05000000
0.111585929465
Long
DBT
CORP
GB
N
2
2028-05-09
Fixed
4.83600000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BP9
20000000.00000000
PA
USD
17979781.20000000
0.057971166494
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
2.00000000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
N/A
942000.00000000
PA
1012656.04000000
0.003265048180
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
SCDS: (IBM)
N/A
-1630000.00000000
NC
USD
27707.45000000
0.000089335525
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
IBM CORP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
28794.87000000
USD
0.00000000
USD
-1630000.00000000
USD
-1087.42000000
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFC0
25390000.00000000
PA
USD
23993550.00000000
0.077361012705
Long
DBT
UST
US
N
2
2029-07-31
Fixed
2.62500000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69349LAS7
29415000.00000000
PA
USD
25796113.44000000
0.083172913536
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.70000000
N
N
N
N
N
N
CK Hutchison Europe Finance 18 Ltd
2549003J58N9TB141B68
CK HUTCHISON E F
N/A
8700000.00000000
PA
8213350.62000000
0.026481830394
Long
DBT
CORP
KY
N
2
2030-04-13
Fixed
2.00000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RES PRTNRS
87612BBS0
34595000.00000000
PA
USD
32529240.18000000
0.104882143862
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFL3
10107000.00000000
PA
USD
8172036.68000000
0.026348624252
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20230315
N/A
1.00000000
NC
11.04000000
0.000000035595
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2059.75000000
USD
2754.41000000
CAD
2023-03-15
11.04000000
N
N
N
BANK 2019-BNK18
N/A
BANK 2019-BN18 A4
065402BC2
4000000.00000000
PA
USD
3732409.60000000
0.012034191959
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Fixed
3.58400000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457BX7
17000000.00000000
PA
USD
15563587.38000000
0.050180772792
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.50000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2
N/A
DRIVE 2019-2 D
26208RAG0
0.01000000
PA
USD
0.01000000
0.000000000032
Long
ABS-CBDO
CORP
US
N
2
2026-08-17
Fixed
3.69000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
90265EAQ3
4882000.00000000
PA
USD
4431035.40000000
0.014286730637
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.20000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AU3
14347000.00000000
PA
USD
14433344.55000000
0.046536596340
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
AVIENT CORP
05368VAA4
1803000.00000000
PA
USD
1824184.89000000
0.005881613619
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
7.12500000
N
N
N
N
N
N
Camelot Return Merger Sub Inc
N/A
CAMELOT RETURN
13323NAA0
3702000.00000000
PA
USD
3480624.10000000
0.011222374564
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
8.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBX3
65000000.00000000
PA
USD
52235091.35000000
0.168418577725
Long
DBT
CORP
US
N
2
2032-02-04
Variable
1.95300000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CH3
8000000.00000000
PA
USD
6254379.12000000
0.020165632120
Long
DBT
CORP
NL
N
2
2050-04-06
Fixed
3.25000000
N
N
N
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TOPBUILD CORP
89055FAB9
628000.00000000
PA
USD
536027.64000000
0.001728282853
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
NOVELIS CORP
670001AH9
1601000.00000000
PA
USD
1349502.27000000
0.004351121958
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAY INC
37940XAH5
35000000.00000000
PA
USD
29185636.90000000
0.094101557586
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCE8
9400000.00000000
PA
USD
7393251.72000000
0.023837633040
Long
DBT
CORP
JP
N
2
2031-01-12
Fixed
1.71000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2019-C16
N/A
UBSCM 2019-C16 ASB
90276YAC7
2287000.00000000
PA
USD
2144351.58000000
0.006913908522
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.46030000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400HD8
8000000.00000000
PA
USD
6833176.24000000
0.022031814130
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C40
N/A
WFCM 2017-C40 A4
95000YAY1
2880000.00000000
PA
USD
2723302.94000000
0.008780587838
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.58100000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAY6
25000000.00000000
PA
USD
24833488.75000000
0.080069178537
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBX6
100066000.00000000
PA
USD
92946079.95000000
0.299680658840
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MALAYS)
N/A
-2610000.00000000
NC
USD
37314.44000000
0.000120310786
N/A
DCR
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
N/A
MALAYS 8.75 6/1/2024
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-16620.28000000
USD
-2610000.00000000
USD
53934.72000000
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654AV7
15970000.00000000
PA
USD
13442629.16000000
0.043342290125
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.10000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCB4
27368000.00000000
PA
USD
22616555.86000000
0.072921250304
Long
DBT
CORP
JP
N
2
2030-07-08
Fixed
2.13000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BRK)
N/A
-9400000.00000000
NC
USD
153333.74000000
0.000494385091
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
BERKSHIRE HATHWY
Y
Payout of notional amount upon default event with regard to reference instrument
2024-12-20
101510.93000000
USD
0.00000000
USD
-9400000.00000000
USD
51822.81000000
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
AZ5768587
955000.00000000
PA
421997.35000000
0.001360621598
Long
DBT
CORP
LU
N
2
2172-01-12
Variable
2.87500000
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST DRB_17-C
N/A
DRB 2017-C A2B
518889AC4
689218.74000000
PA
USD
676101.87000000
0.002179916075
Long
ABS-CBDO
CORP
US
Y
2
2042-11-25
Fixed
2.81000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBA8
35843000.00000000
PA
USD
35435832.12000000
0.114253699801
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KBD4
25000000.00000000
PA
USD
22157068.25000000
0.071439751033
Long
DBT
CORP
NL
Y
2
2028-03-11
Fixed
1.70000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH
036752AX1
10210000.00000000
PA
USD
11674051.72000000
0.037639968384
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
6.10000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJZ3
41700000.00000000
PA
USD
36306298.07000000
0.117060292715
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.08700000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECA1
16100000.00000000
PA
USD
16238002.12000000
0.052355249153
Long
DBT
CORP
GB
N
2
2033-08-09
Variable
5.74600000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AR0
359000.00000000
PA
USD
350520.70000000
0.001130163578
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCK9
10000000.00000000
PA
USD
11562522.90000000
0.037280372474
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
Amprion GmbH
529900ZIV0ETYHYZM863
AMPRION GMBH
N/A
9200000.00000000
PA
9941162.12000000
0.032052712877
Long
DBT
CORP
DE
N
2
2027-09-22
Fixed
3.45000000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL
N/A
31480000.00000000
PA
USD
30718184.00000000
0.099042860381
Long
DBT
CORP
CL
N
2
2029-11-06
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
SCDS: (GM)
N/A
-1630000.00000000
NC
USD
-13475.14000000
-0.00004344711
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
GENERAL MOTORS
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
0.00000000
USD
-952.20000000
USD
-1630000.00000000
USD
-12522.94000000
N
N
N
Phillips 66 Co
RVJMT2IZVVSKIRJJBH76
PHILLIPS 66 CO
718547AG7
20984000.00000000
PA
USD
19880647.22000000
0.064100018637
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
3.75000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA POWER &
341081GG6
22500000.00000000
PA
USD
19431355.05000000
0.062651391932
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.45000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAL6
3191000.00000000
PA
USD
2855148.78000000
0.009205690739
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475BA2
10000000.00000000
PA
USD
8416969.80000000
0.027138347915
Long
DBT
CORP
US
N
2
2032-04-23
Variable
2.30700000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
3800000.00000000
PA
3408300.52000000
0.010989185836
Long
DBT
CORP
US
N
2
2029-03-22
Fixed
0.37500000
N
N
N
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
CENTRICA PLC
N/A
4100000.00000000
PA
4836894.95000000
0.015595320062
Long
DBT
CORP
GB
N
2
2029-03-13
Fixed
4.37500000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BB8
6129000.00000000
PA
USD
5413205.31000000
0.017453484155
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJP5
68320000.00000000
PA
USD
57601537.55000000
0.185721299193
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.65100000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXG4
32416000.00000000
PA
USD
28193961.22000000
0.090904155164
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDL0
5000000.00000000
PA
USD
4150906.90000000
0.013383528549
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
EXTRA SPACE STOR
30225VAG2
10000000.00000000
PA
USD
7939075.60000000
0.025597501343
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCC8
43950000.00000000
PA
USD
37025044.62000000
0.119377705561
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.58000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BR0
6363000.00000000
PA
USD
6106347.25000000
0.019688341541
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.90000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
N/A
JBS USA/FOOD/FIN
46590XAG1
25000000.00000000
PA
USD
24504156.75000000
0.079007332456
Long
DBT
CORP
N/A
Y
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280DR7
49788000.00000000
PA
USD
54247144.22000000
0.174905923185
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
7.39000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5
N/A
PROG 2022-SFR5 A
74332YAA7
358283.48000000
PA
USD
343503.21000000
0.001107537492
Long
ABS-CBDO
CORP
US
Y
2
2039-06-17
Fixed
4.45100000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BN2
36811000.00000000
PA
USD
32015213.96000000
0.103224798911
Long
DBT
CORP
US
N
2
2028-05-20
Fixed
1.30000000
N
N
N
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATL FI
31620RAJ4
20371000.00000000
PA
USD
18000458.92000000
0.058037836469
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
N/A
N/A
SCDS: (SPG)
N/A
-1630000.00000000
NC
USD
20624.58000000
0.000066498637
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
SIMON PROP GP LP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
13266.82000000
USD
0.00000000
USD
-1630000.00000000
USD
7357.76000000
N
N
N
Republic of South Africa Government International Bond
N/A
SOUTH AFRICA
836205BA1
20000000.00000000
PA
USD
18251920.80000000
0.058848610435
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DY3
6510000.00000000
PA
USD
5291505.01000000
0.017061092931
Long
DBT
CORP
US
N
2
2030-08-20
Fixed
1.25000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KY6
25000000.00000000
PA
USD
25112525.50000000
0.080968860559
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.75000000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
445545AM8
12824000.00000000
PA
USD
9980226.96000000
0.032178667377
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CD2
59118000.00000000
PA
USD
52960252.57000000
0.170756673020
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.37500000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
N/A
7194000.00000000
PA
7402042.21000000
0.023865975708
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.10000000
N
N
N
N
N
N
N/A
N/A
SCDS: (LNC)
N/A
-1630000.00000000
NC
USD
3114.82000000
0.000010042933
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
LINCOLN NATL CRP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
12338.77000000
USD
0.00000000
USD
-1630000.00000000
USD
-9223.95000000
N
N
N
DBNGP Finance Co Pty Ltd
213800Q5H1Q4B99WAX06
DBNGP FINANCE CO
N/A
20550000.00000000
PA
14299145.10000000
0.046103904831
Long
DBT
CORP
AU
N
2
2025-05-28
Fixed
4.22500000
N
N
N
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
KEMPER
488401AD2
10000000.00000000
PA
USD
8723364.90000000
0.028126239879
Long
DBT
CORP
US
N
2
2032-02-23
Fixed
3.80000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AP2
7896000.00000000
PA
USD
6487786.54000000
0.020918194137
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
03523TBV9
8000000.00000000
PA
USD
8576007.20000000
0.027651122987
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAX4
11566000.00000000
PA
USD
12402928.25000000
0.039990042737
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BG6
21129000.00000000
PA
USD
20923083.95000000
0.067461086970
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C17
N/A
JPMBB 2013-C17 A4
46640UAD4
760000.00000000
PA
USD
749807.56000000
0.002417561060
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
4.19890000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OP
23311VAH0
12702000.00000000
PA
USD
12686695.23000000
0.040904976165
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
053484AC5
13300000.00000000
PA
USD
11470283.49000000
0.036982970290
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
1.90000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156AU3
13000000.00000000
PA
USD
11519217.97000000
0.037140746897
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.00000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABL6
7000000.00000000
PA
USD
6336570.31000000
0.020430636411
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.00000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAK8
30125000.00000000
PA
USD
32826915.17000000
0.105841920080
Long
DBT
CORP
US
N
2
2033-10-28
Variable
6.12300000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QDH2
12289000.00000000
PA
USD
12313160.17000000
0.039700608720
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.87500000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBK7
65105000.00000000
PA
USD
62551417.18000000
0.201680909211
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.48200000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC
1248EPCS0
5920000.00000000
PA
USD
5711742.33000000
0.018416039767
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
THC 6.25 2/1/2027
88033GDS6
1641000.00000000
PA
USD
1604077.50000000
0.005171934118
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BL7
10000000.00000000
PA
USD
8369719.70000000
0.026986002156
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.90000000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS
059165EP1
4610000.00000000
PA
USD
4345590.59000000
0.014011235888
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RBC7
28868000.00000000
PA
USD
24383499.39000000
0.078618303923
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.90000000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
SUN COMMUNITIES
866677AE7
10000000.00000000
PA
USD
8244364.50000000
0.026581826650
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAM1
3280000.00000000
PA
USD
2698217.58000000
0.008699706566
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
Washington Mutual Bank / Debt not acquired by JPMorgan
N/A
WASH MUT BANK FA
93933WAB2
7500000.00000000
PA
USD
750.00000000
0.000002418181
Long
DBT
CORP
US
N
2
2014-08-15
Fixed
5.65000000
Y
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC24
N/A
GSMS 2014-GC24 AS
36253GAJ1
20000.00000000
PA
USD
19053.77000000
0.000061433966
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.16200000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECH IN
502431AF6
7831000.00000000
PA
USD
6965224.53000000
0.022457569778
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CD4
1500000.00000000
PA
USD
1041481.71000000
0.003357989117
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DQ0
35000000.00000000
PA
USD
28362094.95000000
0.091446259006
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CO ARPT-B
79742GAF8
6045000.00000000
PA
USD
6047398.66000000
0.019498277019
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.59400000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003AP3
3000000.00000000
PA
USD
2674725.03000000
0.008623960899
Long
DBT
CORP
US
N
2
2029-11-04
Fixed
2.95000000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HAS8
5000000.00000000
PA
USD
4158139.05000000
0.013406846751
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
2.67900000
N
N
N
N
N
N
N/A
N/A
SCDS: (SOAF)
N/A
-7860000.00000000
NC
USD
-508600.24000000
-0.00163985027
N/A
DCR
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
SOUTH AFRICA
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-595341.10000000
USD
-7860000.00000000
USD
86740.86000000
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBB4
19465000.00000000
PA
USD
17129729.64000000
0.055230394515
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.37500000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
AGREE LP
008513AD5
7000000.00000000
PA
USD
6777272.32000000
0.021851566360
Long
DBT
CORP
US
N
2
2032-10-01
Fixed
4.80000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAP7
16188000.00000000
PA
USD
13272355.20000000
0.042793285664
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
REGENCY CENTERS
75884RBA0
29150000.00000000
PA
USD
26435033.13000000
0.085232945263
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES
03674XAS5
1977000.00000000
PA
USD
1843775.31000000
0.005944777875
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
SCDS: (MET)
N/A
-1630000.00000000
NC
USD
23615.46000000
0.000076141959
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
METLIFE INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
21214.99000000
USD
0.00000000
USD
-1630000.00000000
USD
2400.47000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BP3
7138000.00000000
PA
USD
6049580.06000000
0.019505310380
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.85000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
ARAMARK SERV INC
038522AR9
1472000.00000000
PA
USD
1471888.91000000
0.004745726108
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CBA1
25081000.00000000
PA
USD
22017113.07000000
0.070988501657
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.45000000
N
N
N
N
N
N
Hudsons Bay Simon JV Trust 2015-HBS
N/A
HBCT 2015-HB7 A7
44422PAU6
4750000.00000000
PA
USD
4270145.50000000
0.013767982656
Long
ABS-MBS
CORP
US
Y
2
2034-08-05
Fixed
3.91410000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL
256677AL9
10000000.00000000
PA
USD
10146132.10000000
0.032713585705
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (KR)
N/A
-1630000.00000000
NC
USD
22412.58000000
0.000072263582
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
KROGER CO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
22157.10000000
USD
0.00000000
USD
-1630000.00000000
USD
255.48000000
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CM9
2400000.00000000
PA
1546197.54000000
0.004985315117
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
1.45000000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL C
92328MAA1
3135000.00000000
PA
USD
2796472.20000000
0.009016503243
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST_20-A
N/A
SRT 2020-B D
80286RAG2
7460000.00000000
PA
USD
7110246.11000000
0.022925154454
Long
ABS-CBDO
CORP
US
Y
2
2025-10-20
Fixed
1.98000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844CK2
10000000.00000000
PA
USD
8548708.40000000
0.027563105048
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP
35137LAH8
45031000.00000000
PA
USD
44506760.81000000
0.143500569465
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.70900000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EH9
85000000.00000000
PA
USD
73819774.05000000
0.238012819203
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.40000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO
29717PAW7
7533000.00000000
PA
USD
5853507.78000000
0.018873125891
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448FM5
12800000.00000000
PA
USD
12506716.93000000
0.040324682563
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C
N/A
WOART 2021-C C
98164CAF6
510000.00000000
PA
USD
455257.52000000
0.001467860437
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
1.06000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
GOODYEAR TIRE
382550BN0
1443000.00000000
PA
USD
1272582.12000000
0.004103112776
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-B
N/A
SOFI 2017-B A2FX
83403YAB0
360146.60000000
PA
USD
355655.50000000
0.001146719416
Long
ABS-CBDO
CORP
US
Y
2
2040-05-25
Fixed
2.74000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
51700000.00000000
PA
36246315.13000000
0.116866893198
Long
DBT
CORP
AU
N
2
2030-09-10
Floating
4.94220000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AT5
15121000.00000000
PA
USD
14970982.90000000
0.048270072512
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
N/A
BAKER HUGHES
05723KAE0
25339000.00000000
PA
USD
24022865.99000000
0.077455534552
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.33700000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
023551AJ3
3738000.00000000
PA
USD
4191611.46000000
0.013514769903
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.30000000
N
N
N
N
N
N
PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY PHEAA_16-2A
N/A
PHEAA 2016-2A A
69343VAA0
3876425.40000000
PA
USD
3847869.71000000
0.012406463300
Long
ABS-CBDO
CORP
US
Y
2
2065-11-25
Floating
5.45590000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BS1
5000000.00000000
PA
USD
3710205.10000000
0.011962599276
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397C27
6205000.00000000
PA
USD
5955591.45000000
0.019202268352
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC
291011BR4
17775000.00000000
PA
USD
14833868.51000000
0.047827982531
Long
DBT
CORP
US
N
2
2031-12-21
Fixed
2.20000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
ENERGIZER HLDGS
29272WAD1
3710000.00000000
PA
USD
3215915.37000000
0.010368889547
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2016-UB11
N/A
MSC 2016-UB11 A4
61767FBA8
2778000.00000000
PA
USD
2575721.32000000
0.008304748974
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.78200000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
ENSTAR GROUP LTD
29359UAC3
12000000.00000000
PA
USD
9300418.32000000
0.029986799778
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
N/A
N/A
EURO-BUND FUTURE Mar23
N/A
-461.00000000
NC
1540217.79000000
0.004966034956
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 10 Year Euro BUND Future
2023-03-08
-68144503.14000000
EUR
1540217.79000000
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477CA9
23240000.00000000
PA
USD
23363639.82000000
0.075330029818
Long
DBT
CORP
US
N
2
2034-01-26
Variable
4.82100000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS
N/A
20500000.00000000
PA
12697323.77000000
0.040939245151
Long
DBT
CORP
AU
N
2
2028-09-27
Fixed
3.15000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278XAT6
5000000.00000000
PA
USD
4013391.90000000
0.012940146904
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.25000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AZ5
29868000.00000000
PA
USD
28485133.70000000
0.091842965717
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BX1
49920000.00000000
PA
USD
40460805.96000000
0.130455431728
Long
DBT
CORP
JP
N
2
2032-07-20
Variable
2.30900000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448FE3
23570000.00000000
PA
USD
19751358.78000000
0.063683161413
Long
DBT
CORP
US
N
2
2031-10-21
Fixed
1.95000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB 2014-C18 C
46641JBC9
2500000.00000000
PA
USD
2349553.75000000
0.007575529986
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.73540000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAT7
17050000.00000000
PA
USD
16443262.45000000
0.053017058139
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECH
75513ECN9
15351000.00000000
PA
USD
12911085.50000000
0.041628464708
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
SCDS: (CB)
N/A
-1630000.00000000
NC
USD
37196.18000000
0.000119929487
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ACE INA HOLDINGS
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
35025.28000000
USD
0.00000000
USD
-1630000.00000000
USD
2170.90000000
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516BU9
14138000.00000000
PA
USD
12847073.92000000
0.041422075880
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.70000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER
62482BAB8
910000.00000000
PA
USD
763692.30000000
0.002462328822
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CR1
18000000.00000000
PA
USD
16304762.34000000
0.052570500261
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.95000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BP3
20000000.00000000
PA
USD
18879897.80000000
0.060873360281
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HEALTHCARE
36267VAL7
11570000.00000000
PA
USD
13351520.72000000
0.043048534462
Long
DBT
CORP
US
Y
2
2052-11-22
Fixed
6.37700000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QAE0
26842000.00000000
PA
USD
26734789.03000000
0.086199430839
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
4.23400000
N
N
N
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
CARGILL INC
141781BZ6
7925000.00000000
PA
USD
8253941.63000000
0.026612705635
Long
DBT
CORP
US
Y
2
2032-10-11
Fixed
5.12500000
N
N
N
N
N
N
INEOS Quattro Finance 2 Plc
213800V48W4Y5MT5Q131
INEOS QUATTRO FI
45674GAA2
1085000.00000000
PA
USD
995495.42000000
0.003209718188
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556BZ4
25879000.00000000
PA
USD
23419309.22000000
0.075509521438
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.60000000
N
N
N
N
N
N
Clarios Global LP / Clarios US Finance Co
N/A
CLARIOS GLOBAL
69867DAC2
2828000.00000000
PA
USD
2819535.51000000
0.009090864937
Long
DBT
CORP
N/A
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
ACTIVISION BLIZZ
00507VAP4
20703000.00000000
PA
USD
16786153.88000000
0.054122623104
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.35000000
N
N
N
N
N
N
Aurizon Network Pty Ltd
549300FNL9A7DVZKZ444
AURIZON NETWORK
N/A
24840000.00000000
PA
17378467.14000000
0.056032384420
Long
DBT
CORP
AU
N
2
2024-06-21
Fixed
4.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QCG5
6070000.00000000
PA
USD
5731397.98000000
0.018479414340
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
INVITATION HOMES
46188BAA0
4000000.00000000
PA
USD
3106755.44000000
0.010016931511
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL
200447AK6
7250000.00000000
PA
USD
5763380.98000000
0.018582535273
Long
DBT
CORP
MX
Y
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06417XAP6
33900000.00000000
PA
USD
33991707.98000000
0.109597494031
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
4.85000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS
89417EAH2
5000000.00000000
PA
USD
5338259.30000000
0.017211840079
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.35000000
N
N
N
N
N
N
Zurich Finance Ireland Designated Activity Co
549300E0FVHYR37EGX65
ZURICH FINANCE
N/A
2200000.00000000
PA
2557358.25000000
0.008245541992
Long
DBT
CORP
IE
N
2
2052-11-23
Variable
5.12500000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLA
26444HAH4
25380000.00000000
PA
USD
22506407.11000000
0.072566104073
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABT1
41920000.00000000
PA
USD
35877435.31000000
0.115677535373
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
LAUREL ROAD PRIME STUDENT LOAN TRUST LRK_19-A
N/A
LRK 2019-A A2FX
51889RAB5
1965992.91000000
PA
USD
1900496.45000000
0.006127660559
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Fixed
2.73000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
AV6225214
600000.00000000
PA
614315.23000000
0.001980700993
Long
DBT
CORP
NL
N
2
2027-11-16
Fixed
2.62500000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDS
15089QAN4
5000000.00000000
PA
USD
5078652.45000000
0.016374804758
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATION
92840VAA0
2379000.00000000
PA
USD
2317633.29000000
0.007472610697
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co LLC
N/A
TRANSCONT GAS PL
893574AK9
1286000.00000000
PA
USD
1241735.57000000
0.004003656032
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NEW YORK LIFE GL
64952WEZ2
10000000.00000000
PA
USD
10025443.50000000
0.032324456446
Long
DBT
CORP
US
Y
2
2033-01-28
Fixed
4.55000000
N
N
N
N
N
N
N/A
N/A
SCDS: (AIG)
N/A
-1630000.00000000
NC
USD
19957.63000000
0.000064348229
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
AMER INTL GROUP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
13266.82000000
USD
0.00000000
USD
-1630000.00000000
USD
6690.81000000
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
GSK CONSUMER
36264FAL5
65000000.00000000
PA
USD
59953578.75000000
0.193304849320
Long
DBT
CORP
US
N
2
2029-03-24
Fixed
3.37500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833ER7
8000000.00000000
PA
USD
7137234.16000000
0.023012170459
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887CJ6
3465000.00000000
PA
USD
3080631.71000000
0.009932702282
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFR0
44634000.00000000
PA
USD
35936298.73000000
0.115867325286
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
Huntington National Bank/The
2WHM8VNJH63UN14OL754
HUNTINGTON NATL
44644MAJ0
18750000.00000000
PA
USD
19498669.31000000
0.062868429399
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
5.65000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RGQ9
58644000.00000000
PA
USD
57206735.25000000
0.184448361018
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VCD3
12135000.00000000
PA
USD
12621044.73000000
0.040693303063
Long
DBT
CORP
US
N
2
2033-01-31
Fixed
5.35000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CK3
23560000.00000000
PA
USD
19177300.71000000
0.061832259248
Long
DBT
CORP
GB
N
2
2031-08-18
Variable
2.35700000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434LAC9
9725000.00000000
PA
USD
8617932.94000000
0.027786301721
Long
DBT
CORP
US
N
2
2030-06-17
Fixed
3.40000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400HM8
7000000.00000000
PA
USD
6058346.91000000
0.019533576827
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RBD5
10806000.00000000
PA
USD
9266564.92000000
0.029877648222
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GE8
10000000.00000000
PA
USD
8404465.40000000
0.027098030703
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.30000000
N
N
N
N
N
N
Regal Rexnord Corp
QH78R09VCJGQKPBPYU33
REGAL REXNORD
758750AF0
11750000.00000000
PA
USD
12032734.73000000
0.038796449226
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
6.40000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
NEWELL BRANDS I
651229BC9
250000.00000000
PA
USD
251349.99000000
0.000810413205
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
641062AW4
6500000.00000000
PA
USD
5670712.65000000
0.018283750148
Long
DBT
CORP
US
Y
2
2028-09-14
Fixed
1.50000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460DAD1
18527000.00000000
PA
USD
17447938.79000000
0.056256377835
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.38500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BM5
41735000.00000000
PA
USD
37717936.97000000
0.121611758208
Long
DBT
CORP
JP
N
2
2029-07-18
Fixed
3.19500000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813CS6
88700000.00000000
PA
USD
72633512.66000000
0.234188025353
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.53900000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAS9
32982000.00000000
PA
USD
25923330.22000000
0.083583091227
Long
DBT
NUSS
MX
N
2
2052-02-12
Fixed
4.40000000
N
N
N
N
N
N
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
N/A
MSBAM 2012-CKSV A2
553514AC4
3594461.11000000
PA
USD
3049540.09000000
0.009832455374
Long
ABS-MBS
CORP
US
Y
2
2030-10-15
Fixed
3.27700000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL
723787AQ0
44700000.00000000
PA
USD
36651798.97000000
0.118174271243
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690BT6
16016000.00000000
PA
USD
13261328.08000000
0.042757731560
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MY4
71728000.00000000
PA
USD
59771630.99000000
0.192718205702
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.56100000
N
N
N
N
N
N
Essential Properties LP
254900XX9FNFCDE1NX02
ESSENTIAL PROPER
29670VAA7
20000000.00000000
PA
USD
15166364.80000000
0.048900031049
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543CY7
4000000.00000000
PA
USD
4033376.56000000
0.013004582285
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
4.80000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WBA2
5000000.00000000
PA
USD
4982600.80000000
0.016065110990
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.45000000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203RAP9
15554000.00000000
PA
USD
12345045.71000000
0.039803415418
Long
DBT
CORP
US
N
2
2030-12-10
Fixed
2.00000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAT6
2000000.00000000
PA
USD
1912331.22000000
0.006165818722
Long
DBT
CORP
JP
N
2
2029-09-11
Variable
4.25400000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AU2
55450000.00000000
PA
USD
51622651.92000000
0.166443924766
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Chemours Co/The
549300M1BOLNXL8DOV14
CHEMOURS CO
163851AH1
4943000.00000000
PA
USD
4128354.85000000
0.013310815281
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2V5
35000000.00000000
PA
USD
35270870.25000000
0.113721822804
Long
DBT
CORP
FR
Y
2
2029-01-13
Variable
5.12500000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
SAUDI ARAB OIL
N/A
5000000.00000000
PA
USD
4700013.50000000
0.015153981136
Long
DBT
CORP
SA
N
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
609207AX3
26471000.00000000
PA
USD
21173761.92000000
0.068269333421
Long
DBT
CORP
US
N
2
2031-02-04
Fixed
1.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U3A9
11000000.00000000
PA
USD
10978642.51000000
0.035397800771
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.80800000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
4953000.00000000
PA
3677961.50000000
0.011858638106
Long
DBT
NUSS
RO
Y
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550BC1
26285000.00000000
PA
USD
25590415.46000000
0.082509693460
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.75000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL
02005NBP4
21497000.00000000
PA
USD
17961004.69000000
0.057910626481
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
Ascension Health
N/A
ASCENSION HEALTH
04352EAA3
2500000.00000000
PA
USD
2200274.40000000
0.007094217229
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53200000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DX2
48038000.00000000
PA
USD
40968469.48000000
0.132092261793
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
1.30000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BS7
7500000.00000000
PA
USD
6879258.98000000
0.022180396037
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
4.15000000
N
N
N
N
N
N
Public Service Co of Oklahoma
F3TJNSIZRGXRH8GEIK79
PUB SVC OKLAHOMA
744533BQ2
10290000.00000000
PA
USD
10656894.27000000
0.034360406568
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.25000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
N/A
1400000.00000000
PA
1199908.14000000
0.003868794274
Long
DBT
CORP
NL
N
2
2040-06-09
Fixed
2.37500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-2
N/A
FORDR 2020-2 B
34532JAB0
2690000.00000000
PA
USD
2438523.20000000
0.007862389027
Long
ABS-CBDO
CORP
US
Y
2
2033-04-15
Fixed
1.49000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EBC2
13750000.00000000
PA
USD
12951995.10000000
0.041760367160
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.20000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189TAV9
7193000.00000000
PA
USD
6926946.97000000
0.022334153660
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.25000000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919BD7
40000000.00000000
PA
USD
33971180.40000000
0.109531308145
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.60000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DU9
62300000.00000000
PA
USD
56470645.07000000
0.182075028111
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOT
67103HAL1
8000000.00000000
PA
USD
7983334.32000000
0.025740202169
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
4.70000000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BN2
2028000.00000000
PA
USD
1720039.52000000
0.005545823738
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AW4
8800000.00000000
PA
USD
7342640.18000000
0.023674449185
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAT5
17656000.00000000
PA
USD
17165282.91000000
0.055345026863
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
Blackstone Property Partners Europe Holdings Sarl
213800Y3B5GQFBGVHP79
BLACKSTONE PROP
N/A
2200000.00000000
PA
2311322.15000000
0.007452262054
Long
DBT
CORP
LU
N
2
2024-02-15
Fixed
2.00000000
N
N
N
N
N
N
Cloverie PLC for Zurich Insurance Co Ltd
N/A
CLOVERIE PLC
N/A
4988000.00000000
PA
5258033.40000000
0.016953172359
Long
DBT
CORP
IE
N
2
2024-09-16
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GZM9
69600000.00000000
PA
USD
59625683.86000000
0.192247636830
Long
DBT
CORP
US
N
2
2033-02-24
Variable
3.10200000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAV3
15000000.00000000
PA
USD
13208761.50000000
0.042588244183
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Brandywine Operating Partnership LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER
105340AQ6
27776000.00000000
PA
USD
23943834.16000000
0.077200716803
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HEALTHCARE
36267VAJ2
31925000.00000000
PA
USD
34570232.39000000
0.111462796758
Long
DBT
CORP
US
Y
2
2032-11-22
Fixed
5.90500000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-C
N/A
SOFI 2017-C A1
83405DAA6
44285.91000000
PA
USD
44133.72000000
0.000142297795
Long
ABS-CBDO
CORP
US
Y
2
2040-07-25
Floating
5.10590000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491AU9
8000000.00000000
PA
USD
7359521.68000000
0.023728879227
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CC1
54752000.00000000
PA
USD
50442059.99000000
0.162637410628
Long
DBT
CORP
GB
N
2
2030-05-22
Variable
3.97300000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBD4
29405000.00000000
PA
USD
29088879.78000000
0.093789589212
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4
N/A
GMCAR 2021-4 B
362554AE7
760000.00000000
PA
USD
683417.23000000
0.002203502566
Long
ABS-CBDO
CORP
US
N
2
2027-10-18
Fixed
1.25000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NY DORM AUTH-A-TXBL
649907XX5
2000000.00000000
PA
USD
1981912.80000000
0.006390166578
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
3.89200000
N
N
N
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
BRIGHTHOUSE FINA
10922NAG8
1550000.00000000
PA
USD
1552481.91000000
0.005005577447
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
HONDA MOTOR CO
438127AC6
21035000.00000000
PA
USD
18744332.46000000
0.060436264812
Long
DBT
CORP
JP
N
2
2032-03-10
Fixed
2.96700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKQ1
60890000.00000000
PA
USD
58855100.04000000
0.189763088078
Long
DBT
CORP
US
N
2
2033-04-27
Variable
4.57100000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL
N/A
17930000.00000000
PA
USD
16919924.21000000
0.054553931026
Long
DBT
CORP
CL
N
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCS8
350000000.00000000
PA
USD
293562500.00000000
0.946516555171
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
ATHENE HOLDING
04686JAC5
16561000.00000000
PA
USD
14142428.41000000
0.045598612290
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CR5
48580000.00000000
PA
USD
49730599.33000000
0.160343489255
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
4.70000000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Mar23
N/A
15261.00000000
NC
USD
20365456.82000000
0.065663162133
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CBOT 10 Year US Treasury Note
2023-03-22
1727257496.31000000
USD
20365456.82000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U3B7
89330000.00000000
PA
USD
88972721.99000000
0.286869591048
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.89700000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
NEWELL BRANDS I
651229BD7
545000.00000000
PA
USD
552506.21000000
0.001781413752
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.62500000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
ESKOM HOLDINGS
EK7413587
2800000.00000000
PA
USD
2689512.28000000
0.008671638572
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680AY9
29767000.00000000
PA
USD
26721887.99000000
0.086157834764
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DJ6
20000000.00000000
PA
USD
19192050.20000000
0.061879815173
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
4.20000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS
44107TAY2
3252000.00000000
PA
USD
2831648.37000000
0.009129919729
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.37500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CX5
35355000.00000000
PA
USD
37230706.85000000
0.120040810370
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.75000000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
ENSTAR GROUP LTD
29359UAB5
20380000.00000000
PA
USD
19192779.61000000
0.061882166968
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913YBC3
27000000.00000000
PA
USD
23067471.87000000
0.074375112662
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.80000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBE7
30705000.00000000
PA
USD
27990606.15000000
0.090248489198
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK
233853AG5
5000000.00000000
PA
USD
4360582.55000000
0.014059573595
Long
DBT
CORP
US
Y
2
2028-12-14
Fixed
2.37500000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375DB5
5000000.00000000
PA
USD
4750037.95000000
0.015315272071
Long
DBT
CORP
CA
N
2
2052-08-05
Fixed
4.40000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAS5
25069000.00000000
PA
USD
25047744.75000000
0.080759991741
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BG8
2000000.00000000
PA
USD
1775783.96000000
0.005725557305
Long
DBT
CORP
US
N
2
2029-09-04
Fixed
2.25000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_16-A
N/A
SMB 2016-A A2A
78449FAB7
1121962.13000000
PA
USD
1090685.53000000
0.003516634143
Long
ABS-CBDO
CORP
US
Y
2
2031-05-15
Fixed
2.70000000
N
N
N
N
N
N
Benchmark 2019-B15 Mortgage Trust
N/A
BMARK 2019-B15 A5
08160KAE4
4000000.00000000
PA
USD
3566788.00000000
0.011500187833
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
2.92800000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109AX2
15607000.00000000
PA
USD
14105027.74000000
0.045478023477
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JW8
70397000.00000000
PA
USD
63060150.04000000
0.203321187087
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20230315
N/A
1.00000000
NC
-182317.04000000
-0.00058783426
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
104627140.00000000
AUD
73796556.03000000
USD
2023-03-15
-182317.04000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967BL4
260000.00000000
PA
USD
285039.46000000
0.000919036211
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.62500000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBE8
19607000.00000000
PA
USD
16426023.45000000
0.052961475430
Long
DBT
CORP
JP
N
2
2031-05-25
Variable
2.59100000
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HLDG
55903VAJ2
24530000.00000000
PA
USD
22507835.60000000
0.072570709870
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788NAA8
11373000.00000000
PA
USD
11201294.65000000
0.036115685162
Long
DBT
CORP
US
N
2
2033-07-28
Variable
4.91600000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35908MAB6
2458000.00000000
PA
USD
2017088.68000000
0.006503582129
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HBA6
10000000.00000000
PA
USD
8269958.90000000
0.026664349191
Long
DBT
CORP
JP
N
2
2032-01-22
Fixed
2.99900000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967PA3
83150000.00000000
PA
USD
90524967.63000000
0.291874406704
Long
DBT
CORP
US
N
2
2033-11-17
Variable
6.27000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807BS0
32630000.00000000
PA
USD
32290539.34000000
0.104112514577
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.40000000
N
N
N
N
N
N
N/A
N/A
SCDS: (GE)
N/A
-1630000.00000000
NC
USD
20512.99000000
0.000066138844
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
GEN ELECTRIC CO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
5425.71000000
USD
0.00000000
USD
-1630000.00000000
USD
15087.28000000
N
N
N
UPC Broadband Finco BV
213800MNFBDEQRS6HZ22
UPC BROAD FINCO
90320BAA7
1620000.00000000
PA
USD
1424788.44000000
0.004593862792
Long
DBT
CORP
NL
Y
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741AN8
4930000.00000000
PA
USD
5294420.28000000
0.017070492467
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
7.37500000
N
N
N
N
N
N
Graham Packaging Co Inc
549300YS0ZFT826HIK72
GRAHAM PKG CO IN
384701AA6
2243000.00000000
PA
USD
1970374.63000000
0.006352964725
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.12500000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CW8
46020000.00000000
PA
USD
38781824.37000000
0.125041988693
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
2.30000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AW8
93854000.00000000
PA
USD
77029650.31000000
0.248362237198
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CV9
15000000.00000000
PA
USD
12705619.05000000
0.040965991141
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.20600000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AT6
10131000.00000000
PA
USD
9579937.63000000
0.030888037689
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.55000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBL9
3000000.00000000
PA
USD
2558971.50000000
0.008250743500
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106LBQ1
15320000.00000000
PA
USD
13343947.35000000
0.043024116084
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.00000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DAR0
19696000.00000000
PA
USD
18406672.07000000
0.059347565986
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
Pacific National Finance Pty Ltd
213800SSTRDXLWWVF948
PACIFIC NTNL FIN
N/A
22860000.00000000
PA
15799633.78000000
0.050941843520
Long
DBT
CORP
AU
N
2
2027-05-12
Fixed
5.40000000
N
N
N
N
N
N
CrownRock LP / CrownRock Finance Inc
N/A
CROWNROCK LP/CR
228701AG3
1220000.00000000
PA
USD
1126826.44000000
0.003633161184
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
JEFFERIES GROUP
47233JGT9
5000000.00000000
PA
USD
4103564.75000000
0.013230885999
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
Entegris Escrow Corp
N/A
ENTEGRIS ESCROW
29365BAB9
5945000.00000000
PA
USD
5710577.00000000
0.018412282461
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCH2
15000000.00000000
PA
USD
14427714.90000000
0.046518444985
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.55000000
N
N
N
N
N
N
BANK 2022-BNK43
N/A
BANK 2022-BNK43 A5
06541QAZ8
7200000.00000000
PA
USD
7049103.12000000
0.022728014655
Long
ABS-MBS
CORP
US
N
2
2055-08-15
Fixed
4.39900000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280DH9
63700000.00000000
PA
USD
63539765.20000000
0.204867582451
Long
DBT
CORP
GB
N
2
2033-08-11
Variable
5.40200000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLA
26444HAK7
10000000.00000000
PA
USD
8506659.50000000
0.027427529217
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
TRUIST BANK
89788KAA4
34140000.00000000
PA
USD
28725694.73000000
0.092618592704
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EF6
11175000.00000000
PA
USD
10094207.19000000
0.032546167227
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
4.11000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
268317AU8
5000000.00000000
PA
USD
4888886.45000000
0.015762953242
Long
DBT
CORP
FR
Y
2
2028-09-21
Fixed
4.50000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HU0
30000000.00000000
PA
USD
29148794.70000000
0.093982769416
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.10000000
N
N
N
N
N
N
United Airlines 2020-1 Class A Pass Through Trust
N/A
UNTD AIR 20-1 A
90931GAA7
31815652.52000000
PA
USD
32134339.73000000
0.103608889227
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
ICE: (CDX.NA.HY.37.V2)
N/A
18324900.00000000
NC
USD
-815897.85000000
-0.00263065215
N/A
DCR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.37.V2)
2I65BRZF0
Y
Receipt of notional amount upon default event with regard to reference instrument
2026-12-20
0.00000000
USD
-1734451.79000000
USD
18324900.00000000
USD
918553.94000000
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROPER TECHNOLOGI
776743AJ5
18380000.00000000
PA
USD
15316496.77000000
0.049384092859
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
ENLINK MIDSTREA
29336TAA8
2020000.00000000
PA
USD
1947631.28000000
0.006279634660
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE BK LTD
556079AD3
15000000.00000000
PA
USD
11669932.20000000
0.037626686055
Long
DBT
CORP
AU
Y
2
2036-03-03
Variable
3.05200000
N
N
N
N
N
N
Dominican Republic International Bond
N/A
DOMINICAN REPUBL
N/A
6950000.00000000
PA
USD
6073062.21000000
0.019581022515
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
AON CORP
037389BE2
32426000.00000000
PA
USD
28755630.37000000
0.092715112453
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
87938WAX1
4600000.00000000
PA
USD
4200312.99000000
0.013542825742
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.52000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EW9
17395000.00000000
PA
USD
15749137.11000000
0.050779030033
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.62500000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBH0
6442000.00000000
PA
USD
5357267.63000000
0.017273127535
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
2.35000000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
349770503.32000000
NS
USD
349735526.27000000
1.127631988235
Long
STIV
CORP
US
N
1
N
N
N
Northwestern Memorial Healthcare Obligated Group
N/A
NORTHWESTERN MEM
668103AC8
2500000.00000000
PA
USD
1708207.38000000
0.005507674055
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.63300000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXR0
58460000.00000000
PA
USD
46799362.62000000
0.150892472612
Long
DBT
CORP
US
N
2
2032-01-27
Variable
1.99200000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAF2
30200000.00000000
PA
USD
28425891.64000000
0.091651954976
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175CC6
6000000.00000000
PA
USD
4189103.28000000
0.013506682923
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABW4
55000000.00000000
PA
USD
49311850.50000000
0.158993341671
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046AN9
11000000.00000000
PA
USD
8910399.19000000
0.028729283701
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCT6
51690000.00000000
PA
USD
51182548.93000000
0.165024926201
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOOD
50077LAB2
5000000.00000000
PA
USD
4369149.70000000
0.014087196161
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE
22003BAN6
20000000.00000000
PA
USD
15874509.40000000
0.051183260642
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR ELECTRIC
67021CAP2
6616000.00000000
PA
USD
6389516.99000000
0.020601349322
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
ADVANCED DRAINAG
00790RAB0
648000.00000000
PA
USD
643717.07000000
0.002075499641
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.37500000
N
N
N
N
N
N
Scottish Widows Ltd
549300ZT0RVWCG8T4L55
SCOTTISH WIDOWS
N/A
9259000.00000000
PA
11410862.60000000
0.036791382958
Long
DBT
CORP
GB
N
2
2023-06-16
Fixed
5.50000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DP0
540000.00000000
PA
USD
462656.23000000
0.001491715668
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE CAPITAL
862121AC4
5000000.00000000
PA
USD
3893901.45000000
0.012554880772
Long
DBT
CORP
US
N
2
2030-11-18
Fixed
2.75000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278XAN9
16529000.00000000
PA
USD
15067143.83000000
0.048580118626
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
HUBBELL INC
443510AK8
15000000.00000000
PA
USD
12393626.70000000
0.039960052289
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.30000000
N
N
N
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
WYNDHAM HOTELS &
98311AAB1
4375000.00000000
PA
USD
4056969.39000000
0.013080651280
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY
25179MBD4
3389000.00000000
PA
USD
3411360.05000000
0.010999050501
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBS3
20000000.00000000
PA
USD
17186138.80000000
0.055412271300
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
2.55000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJJ0
66770000.00000000
PA
USD
71774826.81000000
0.231419414333
Long
DBT
CORP
US
N
2
2033-10-21
Variable
5.85000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967ME8
34793000.00000000
PA
USD
32747024.77000000
0.105584334093
Long
DBT
CORP
US
N
2
2030-03-20
Variable
3.98000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFT3
69500000.00000000
PA
USD
71237500.00000000
0.229686942641
Long
DBT
UST
US
N
2
2029-10-31
Fixed
4.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AZ2
24866000.00000000
PA
USD
21678120.86000000
0.069895508721
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTE
85205TAL4
351000.00000000
PA
USD
352160.40000000
0.001135450368
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-RC1
N/A
WFCM 2017-RC1 A4
95001FAX3
2712000.00000000
PA
USD
2580125.75000000
0.008318949923
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
3.63100000
N
N
N
N
N
N
BBCMS Mortgage Trust 2022-C16
N/A
BBCMS 2022-C16 A5
05552YAE6
3830000.00000000
PA
USD
3807239.08000000
0.012275460314
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
4.60000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAN3
21700000.00000000
PA
USD
21184226.59000000
0.068303074050
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT AH4R_15-SFR2
N/A
AH4R 2015-SFR2 A
02666BAA4
2612852.11000000
PA
USD
2482680.86000000
0.008004764011
Long
ABS-CBDO
CORP
US
Y
2
2052-10-17
Fixed
3.73200000
N
N
N
N
N
N
N/A
N/A
US LONG BOND(CBT) Mar23
N/A
-1188.00000000
NC
USD
-2175782.97000000
-0.00701525093
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT US Treasure Bond Futures
2023-03-22
-152115717.03000000
USD
-2175782.97000000
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
ELECTRONIC ARTS
285512AE9
49437000.00000000
PA
USD
40377139.29000000
0.130185670133
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B
N/A
SMB 2017-B A2A
83189DAB6
3600484.42000000
PA
USD
3451554.70000000
0.011128647782
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Fixed
2.82000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBL8
20000000.00000000
PA
USD
16975687.00000000
0.054733723758
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.55000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
N/A
12860000.00000000
PA
USD
12937390.19000000
0.041713277395
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
EK2783257
5737000.00000000
PA
6073032.96000000
0.019580928206
Long
DBT
CORP
FR
N
2
2171-10-08
Variable
3.87500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKC2
25000000.00000000
PA
USD
19483590.50000000
0.062819811666
Long
DBT
CORP
US
N
2
2036-09-21
Variable
2.48200000
N
N
N
N
N
N
Southern Co Gas Capital Corp
E8CD46SWUD2TSN8PA636
SOUTHERN GAS
8426EPAD0
10833000.00000000
PA
USD
8699650.49000000
0.028049778881
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP
35137LAL9
24000000.00000000
PA
USD
21958163.52000000
0.070798434039
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CW6
13815000.00000000
PA
USD
12314205.13000000
0.039703977924
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BN1
1758000.00000000
PA
USD
1766489.93000000
0.005695591103
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.87500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKK4
86415000.00000000
PA
USD
73699256.56000000
0.237624241644
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWIDE
68902VAK3
28769000.00000000
PA
USD
25104525.03000000
0.080943065107
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_19-1
N/A
CPART 2019-1A A4
13646BAJ7
1116915.53000000
PA
USD
1115320.13000000
0.003596062056
Long
ABS-CBDO
CORP
CA
Y
2
2024-06-19
Fixed
2.96000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEJ7
16697000.00000000
PA
USD
16457522.28000000
0.053063035282
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
DT Midstream Inc
N/A
DT MIDSTREAM
23345MAB3
2395000.00000000
PA
USD
2093663.83000000
0.006750478947
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EUY3
12294000.00000000
PA
USD
11250954.91000000
0.036275801860
Long
DBT
CORP
US
N
2
2029-07-18
Fixed
2.80000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH NY/NJ- 158
73358WAH7
2000000.00000000
PA
USD
2046790.60000000
0.006599348308
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.85900000
N
N
N
N
N
N
Nexstar Media Inc
5493006PK6I4I2OOT688
NEXSTAR BROADC
65336YAN3
2340000.00000000
PA
USD
2106806.39000000
0.006792853742
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BY1
40000000.00000000
PA
USD
35269884.80000000
0.113718645474
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN MA4733
31418EHK9
0.02000000
PA
USD
0.02000000
0.000000000064
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XCA7
7690000.00000000
PA
USD
6291196.46000000
0.020284340136
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
1.75000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
CHENIERE CORP CH
16412XAJ4
22749000.00000000
PA
USD
21372304.91000000
0.068909484077
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LEXINGTON REALTY
529537AA0
5000000.00000000
PA
USD
3936901.70000000
0.012693523985
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.37500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGJ7
80107000.00000000
PA
USD
68224429.09000000
0.219972072730
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS INC
771196BX9
36730000.00000000
PA
USD
31004890.86000000
0.099967272694
Long
DBT
CORP
US
Y
2
2031-12-13
Fixed
2.07600000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBW9
31000000.00000000
PA
USD
27158166.90000000
0.087564503568
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CG4
8000000.00000000
PA
USD
7243661.92000000
0.023355319318
Long
DBT
CORP
US
N
2
2029-09-19
Fixed
2.60000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844BZ0
10803000.00000000
PA
USD
10561724.61000000
0.034053556549
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
3.80000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599ED3
30975000.00000000
PA
USD
32912577.32000000
0.106118115586
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BT9
3750000.00000000
PA
USD
4304445.60000000
0.013878574481
Long
DBT
CORP
US
N
2
2053-05-20
Fixed
6.00000000
N
N
N
N
N
N
County of Sonoma CA
N/A
SONOMA PENSION OBLIG
835574CB8
4010000.00000000
PA
USD
4198081.83000000
0.013535631942
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBH7
40690000.00000000
PA
USD
35978238.79000000
0.116002550191
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
3.46200000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
63111XAD3
21156000.00000000
PA
USD
16892818.69000000
0.054466536269
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
N/A
N/A
SCDS: (PHILIP)
N/A
-29530000.00000000
NC
USD
119491.17000000
0.000385268454
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
PHILIPPINES(REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-95057.45000000
USD
-29530000.00000000
USD
214548.62000000
N
N
N
N/A
N/A
JPY/USD FWD 20230315
N/A
1.00000000
NC
655.77000000
0.000002114361
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
376095.23000000
USD
48743950.00000000
JPY
2023-03-15
655.77000000
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BR4
29715000.00000000
PA
USD
29777375.35000000
0.096009465576
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.85000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN
701094AN4
3000000.00000000
PA
USD
2779274.22000000
0.008961052793
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513CA1
10500000.00000000
PA
USD
9309334.44000000
0.030015547507
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
2.90000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
49326EEN9
20000000.00000000
PA
USD
19610913.60000000
0.063230332159
Long
DBT
CORP
US
N
2
2033-06-01
Variable
4.78900000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RBM8
51065000.00000000
PA
USD
55263314.59000000
0.178182302416
Long
DBT
CORP
US
N
2
2033-10-25
Variable
5.83400000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680AU7
27710000.00000000
PA
USD
27075655.48000000
0.087298466779
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PART
958254AH7
7771000.00000000
PA
USD
7341274.81000000
0.023670046902
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
ADOBE INC
00724PAD1
10000000.00000000
PA
USD
8833041.30000000
0.028479863139
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYB4
91278000.00000000
PA
USD
76366188.80000000
0.246223076702
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABS3
42545000.00000000
PA
USD
37293662.57000000
0.120243794849
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK TRANSPRTN DE
650117AA2
3890000.00000000
PA
USD
3805208.89000000
0.012268914491
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
4.24800000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAY0
11375000.00000000
PA
USD
10020918.29000000
0.032309866074
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.45000000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
N/A
3000000.00000000
PA
2743908.26000000
0.008847024377
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
1.00000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBH3
57484000.00000000
PA
USD
47211557.46000000
0.152221488546
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
ASP Unifrax Holdings Inc
549300RRU6BWJLD0YT71
UNIFRAX ESC ISS
90473LAA0
2342000.00000000
PA
USD
2000129.08000000
0.006448900274
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
PERUSAHAAN LISTR
71568QAE7
2205000.00000000
PA
USD
2233965.12000000
0.007202844265
Long
DBT
CORP
ID
N
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABX2
26520000.00000000
PA
USD
21724882.73000000
0.070046280308
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
ICE: (ITRAXX.EUR.38.V1)
N/A
24100000.00000000
NC
-242025.49000000
-0.00078034876
N/A
DCR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (ITRAXX.EUR.38.V1)
2I666VDB8
Y
Receipt of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
EUR
-383500.67000000
EUR
24100000.00000000
EUR
141475.18000000
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
22100000.00000000
PA
15120343.69000000
0.048751647851
Long
DBT
CORP
AU
N
2
2031-08-20
Floating
4.39010000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAF6
30000000.00000000
PA
USD
28449780.30000000
0.091728977798
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2015-GC33
N/A
CGCMT 2015-GC33 C
29425AAH6
900000.00000000
PA
USD
814392.45000000
0.002625798377
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Variable
4.57320000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC TECH CO
23355LAM8
15000000.00000000
PA
USD
12902843.85000000
0.041601891634
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.37500000
N
N
N
N
N
N
Piedmont Natural Gas Co Inc
VXB4M3BDPKF3I2AZ3G89
PIEDMONT NAT GAS
720186AN5
5000000.00000000
PA
USD
4253787.05000000
0.013715239054
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.50000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CU4
23525000.00000000
PA
USD
24698258.09000000
0.079633162158
Long
DBT
CORP
US
N
2
2032-11-21
Fixed
4.95000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BY8
7300000.00000000
PA
USD
7669125.38000000
0.024727116494
Long
DBT
CORP
US
N
2
2028-11-04
Variable
5.82000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BR4
34184000.00000000
PA
USD
33252950.90000000
0.107215562393
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
HESS MIDSTREAM
428102AF4
768000.00000000
PA
USD
716096.06000000
0.002308867024
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
539439AW9
8785000.00000000
PA
USD
10036149.33000000
0.032358974634
Long
DBT
CORP
GB
N
2
2033-11-15
Variable
7.95300000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304BE6
5000000.00000000
PA
USD
4752489.15000000
0.015323175333
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.37500000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
700000000.00000000
PA
35146044.45000000
0.113319354211
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAG4
46491000.00000000
PA
USD
42333808.72000000
0.136494445976
Long
DBT
CORP
US
Y
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
Entegris Escrow Corp
N/A
ENTEGRIS ESCROW
29365BAA1
24932000.00000000
PA
USD
23391705.28000000
0.075420519654
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CB6
21645000.00000000
PA
USD
19484964.28000000
0.062824241066
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397YT4
2780000.00000000
PA
USD
2510091.19000000
0.008093141550
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCD5
34630000.00000000
PA
USD
30926545.90000000
0.099714669580
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAG7
24670000.00000000
PA
USD
21230493.30000000
0.068452249122
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AV7
15620000.00000000
PA
USD
13961675.99000000
0.045015822737
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.12500000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAW8
13207000.00000000
PA
USD
11795025.50000000
0.038030017132
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RCD8
10000000.00000000
PA
USD
10413147.50000000
0.033574507984
Long
DBT
CORP
US
N
2
2054-01-15
Fixed
5.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NN7
31244000.00000000
PA
USD
28261548.37000000
0.091122072495
Long
DBT
CORP
US
N
2
2033-03-17
Variable
3.78500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDF5
2400000.00000000
PA
2177099.43000000
0.007019495517
Long
DBT
CORP
US
N
2
2036-02-20
Fixed
1.87500000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
N/A
2000000.00000000
PA
1741561.54000000
0.005615215940
Long
DBT
CORP
US
N
2
2035-03-16
Fixed
1.62500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBS8
6000000.00000000
PA
USD
4859049.18000000
0.015666750662
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468G7
65640000.00000000
PA
USD
63904845.33000000
0.206044689156
Long
DBT
CORP
US
N
2
2030-01-23
Variable
4.43100000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGIN
38869AAB3
2195000.00000000
PA
USD
1973463.24000000
0.006362923151
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECH IN
502431AN9
34540000.00000000
PA
USD
27773018.19000000
0.089546932949
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.80000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114TZV7
41600000.00000000
PA
USD
37310979.26000000
0.120299628049
Long
DBT
CORP
CA
N
2
2032-03-10
Fixed
3.20000000
N
N
N
N
N
N
CD 2018-CD7 Mortgage Trust
N/A
CD 2018-CD7 A3
12512JAV6
2900000.00000000
PA
USD
2763831.66000000
0.008911262241
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.01300000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBV6
20000000.00000000
PA
USD
16311033.60000000
0.052590720321
Long
DBT
CORP
GB
N
2
2032-11-24
Variable
2.89400000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATIN
11120VAJ2
8018000.00000000
PA
USD
7331479.68000000
0.023638465032
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDING
70450YAE3
6007000.00000000
PA
USD
5405238.98000000
0.017427798779
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDT5
20000000.00000000
PA
USD
16498579.40000000
0.053195413375
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
1.80000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3
N/A
PROG 2022-SFR3 A
74331UAA6
480000.00000000
PA
USD
441552.38000000
0.001423671748
Long
ABS-CBDO
CORP
US
Y
2
2039-04-17
Fixed
3.20000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523AH3
64260000.00000000
PA
USD
63724215.54000000
0.205462294993
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBY6
5000000.00000000
PA
USD
4493698.35000000
0.014488771155
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAR0
7750000.00000000
PA
USD
7436827.93000000
0.023978133289
Long
DBT
CORP
JP
N
2
2028-03-05
Fixed
4.01800000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCJ7
5000000.00000000
PA
USD
4073728.80000000
0.013134687674
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTE
84857HAY6
56600.00000000
PA
USD
56617.66000000
0.000182549039
Long
LON
CORP
US
N
2
2027-01-15
Floating
9.03010000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAR5
11104000.00000000
PA
USD
9948810.24000000
0.032077372267
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.85000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA FINANCIAL
126117AW0
12000000.00000000
PA
USD
9800305.80000000
0.031598558008
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.05000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJY9
62000000.00000000
PA
USD
53520065.32000000
0.172561644826
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBT9
24500000.00000000
PA
USD
23946453.37000000
0.077209161770
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
4.15000000
N
N
N
N
N
N
Hanover Insurance Group Inc/The
JJYR6MFKFF6CF8DBZ078
HANOVER INSURANC
410867AG0
5000000.00000000
PA
USD
3969208.70000000
0.012797689573
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
BBCMS Mortgage Trust 2022-C17
N/A
BBCMS 2022-C17 A5
054976AE5
4250000.00000000
PA
USD
4174463.05000000
0.013459479278
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Fixed
4.44100000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RBH9
5000000.00000000
PA
USD
4840161.00000000
0.015605850598
Long
DBT
CORP
US
N
2
2033-06-13
Variable
4.28900000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLD
303901BF8
20330000.00000000
PA
USD
19158854.57000000
0.061772784427
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.62500000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2013-C6
549300G1IXWLFE766Q13
UBSBB 2013-C6 AS
90349GBH7
1160000.00000000
PA
USD
1154183.64000000
0.003721367419
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.46880000
N
N
N
N
N
N
GS Mortgage Securities Corp II
5493005BBCF84ICNQ550
GSMS 2018-GS10 A5
36250SAE9
1065000.00000000
PA
USD
1028795.33000000
0.003317085158
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
4.15500000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
PHYSICIANS REALT
71951QAC6
10000000.00000000
PA
USD
8347429.60000000
0.026914133479
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836AT5
568000.00000000
PA
USD
667636.75000000
0.002152622479
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
7.45000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
PLAINS ALL AMER
72650RBM3
16733000.00000000
PA
USD
15049657.02000000
0.048523736918
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDUSTRIES
693506BR7
11000000.00000000
PA
USD
9758830.73000000
0.031464832344
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.80000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBP4
54077000.00000000
PA
USD
48382901.18000000
0.155998184216
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NE7
38000000.00000000
PA
USD
31169579.42000000
0.100498268473
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332BD3
29970000.00000000
PA
USD
29815834.92000000
0.096133468539
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.75000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTE
85205TAN0
994000.00000000
PA
USD
1079551.24000000
0.003480734497
Long
DBT
CORP
US
Y
2
2029-11-30
Fixed
9.37500000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738BC1
36950000.00000000
PA
USD
32209233.71000000
0.103850365547
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599EE1
600000.00000000
PA
USD
603927.29000000
0.001947207760
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
539439AR0
29752000.00000000
PA
USD
28878044.22000000
0.093109804335
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
4.37500000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAK4
2500000.00000000
PA
USD
2352905.98000000
0.007586338387
Long
DBT
CORP
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
CSAIL 2016-C7 Commercial Mortgage Trust
5493006MX7HG5PC85C29
CSAIL 2016-C7 A5
12637UAW9
1558000.00000000
PA
USD
1478380.28000000
0.004766655856
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.50200000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NEB3
39310000.00000000
PA
USD
42287561.89000000
0.136345335002
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
EURO-BUXL 30Y BND Mar23
N/A
-94.00000000
NC
1868014.91000000
0.006022932212
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 30 Year Euro BUXL Future
2023-03-08
-15996387.78000000
EUR
1868014.91000000
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AV2
49890000.00000000
PA
USD
47034918.03000000
0.151651960269
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBT1
40000000.00000000
PA
USD
38952416.80000000
0.125592019979
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.50000000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
N/A
LADDER CAP FINAN
505742AP1
2664000.00000000
PA
USD
2213590.86000000
0.007137152720
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280DC0
8000000.00000000
PA
USD
7375506.40000000
0.023780417833
Long
DBT
CORP
GB
N
2
2033-03-29
Variable
4.76200000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
PHYSICIANS REALT
71951QAB8
5775000.00000000
PA
USD
5439473.77000000
0.017538180028
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
TMSQ 2014-1500 Mortgage Trust
N/A
TMSQ 2014-1500 A
87264JAA4
2500000.00000000
PA
USD
2354938.50000000
0.007592891723
Long
ABS-MBS
CORP
US
Y
2
2036-10-10
Fixed
3.68000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBD2
37571000.00000000
PA
USD
37090673.93000000
0.119589310341
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
780153BS0
436000.00000000
PA
USD
455503.49000000
0.001468653503
Long
DBT
CORP
LR
Y
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142EY5
75000000.00000000
PA
USD
75140420.25000000
0.242270902207
Long
DBT
CORP
US
N
2
2032-09-09
Fixed
4.15000000
N
N
N
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
EXPERIAN FINANCE
N/A
400000.00000000
PA
449097.49000000
0.001447999009
Long
DBT
CORP
GB
N
2
2032-04-07
Fixed
3.25000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BL7
13375000.00000000
PA
USD
8960633.95000000
0.028891252726
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
CHRISTUS Health
OQUVMAC1TV7BMO6XVW61
CHRISTUS HEALTH
17108JAA1
19800000.00000000
PA
USD
19480807.57000000
0.062810838826
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.34100000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P8
N/A
CGCMT 2017-P8 C
17326DAH5
1000000.00000000
PA
USD
866849.60000000
0.002794932926
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
4.26010000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAQ3
37860000.00000000
PA
USD
35870234.38000000
0.115654317832
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.05000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BANK
N/A
11950000.00000000
PA
14766024.15000000
0.047609235893
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
5.25000000
N
N
N
N
N
N
Corp Financiera de Desarrollo SA
254900BOM7T4MG6T0J30
COFIDE
21987DAE4
8234000.00000000
PA
USD
7131560.11000000
0.022993875949
Long
DBT
NUSS
PE
Y
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
445545AJ5
3668000.00000000
PA
USD
3679384.78000000
0.011863227105
Long
DBT
NUSS
HU
N
2
2023-11-22
Fixed
5.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EN6
67030000.00000000
PA
USD
63681831.39000000
0.205325638234
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.25000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAW0
5000000.00000000
PA
USD
4394828.35000000
0.014169990344
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.60000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESO
212015AS0
6175000.00000000
PA
USD
5871891.23000000
0.018932398584
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
400000.00000000
PA
591020.66000000
0.001905593661
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
7.62500000
N
N
N
N
N
N
Bon Secours Mercy Health Inc
5493006NA7JSVYYYF398
BON SECOURS HLTH
58942HAC5
12500000.00000000
PA
USD
12190771.38000000
0.039305997637
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.30200000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CK6
3000000.00000000
PA
USD
2126145.66000000
0.006855208229
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.75000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA CORP
482480AN0
5000000.00000000
PA
USD
5178119.85000000
0.016695511731
Long
DBT
CORP
US
N
2
2062-07-15
Fixed
5.25000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
N/A
2029000.00000000
PA
2132794.79000000
0.006876646634
Long
DBT
CORP
LU
N
2
2034-10-15
Fixed
3.37500000
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046AM1
42366000.00000000
PA
USD
36218236.27000000
0.116776360157
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.90000000
N
N
N
N
N
N
Rio Tinto Finance USA Ltd
213800RX94ZKEZXPKH58
RIO TINTO FINANC
767201AT3
3000000.00000000
PA
USD
2147266.23000000
0.006923306059
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.75000000
N
N
N
N
N
N
Piedmont Operating Partnership LP
549300WKGDPAS39FBD10
PIEDMONT OPERAT
720198AF7
10000000.00000000
PA
USD
7337610.80000000
0.023658233247
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.75000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_18-2
N/A
FORDR 2018-2 C
34528HAC8
2700000.00000000
PA
USD
2671739.10000000
0.008614333538
Long
ABS-CBDO
CORP
US
Y
2
2030-01-15
Fixed
3.76000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BR2
23000000.00000000
PA
USD
24941696.11000000
0.080418065257
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.75000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DQ7
10000000.00000000
PA
USD
8135123.30000000
0.026229606580
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.25000000
N
N
N
N
N
N
Dominican Republic International Bond
N/A
DOMINICAN REPUBL
N/A
2360000.00000000
PA
USD
2360157.41000000
0.007609718752
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
CHENIERE ENERGYP
16411QAN1
1563000.00000000
PA
USD
1304597.04000000
0.004206336627
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS
30303M8H8
50635000.00000000
PA
USD
47151764.17000000
0.152028700506
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.85000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAW5
4000000.00000000
PA
USD
3585879.24000000
0.011561742611
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RCC0
5000000.00000000
PA
USD
5071123.50000000
0.016350529601
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78016FZW7
16485000.00000000
PA
USD
16630579.04000000
0.053621012164
Long
DBT
CORP
CA
N
2
2028-01-12
Fixed
4.90000000
N
N
N
N
N
N
LAUREL ROAD PRIME STUDENT LOAN TRUST LRB_18-B
N/A
LRB 2018-B A2FX
51888RAB6
896780.54000000
PA
USD
883575.18000000
0.002848860244
Long
ABS-CBDO
CORP
US
Y
2
2043-05-26
Fixed
3.54000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307AZ0
2680000.00000000
PA
USD
2321486.89000000
0.007485035636
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GQ0
9000000.00000000
PA
USD
8767332.90000000
0.028268003353
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
Delta Air Lines 2020-1 Class AA Pass Through Trust
N/A
DELTA AIR 2020AA
247361ZV3
8505151.73000000
PA
USD
7415045.16000000
0.023907900366
Long
DBT
CORP
US
N
2
2029-12-10
Fixed
2.00000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBA7
25100000.00000000
PA
USD
21949980.37000000
0.070772049583
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAM4
31120000.00000000
PA
USD
31509177.07000000
0.101593213494
Long
DBT
CORP
US
N
2
2034-01-26
Variable
5.12200000
N
N
N
N
N
N
Pepper Residential Securities Trust
N/A
PEPAU 21A A1U
71336WAA3
402273.70000000
PA
USD
401640.68000000
0.001294986767
Long
ABS-MBS
CORP
AU
Y
2
2060-01-16
Floating
5.33900000
N
N
N
N
N
N
Dominican Republic International Bond
N/A
DOMINICAN REPUBL
25714PEP9
32007000.00000000
PA
USD
30219873.15000000
0.097436185587
Long
DBT
NUSS
DO
Y
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCU8
81430000.00000000
PA
USD
69801899.42000000
0.225058218891
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300000
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd
N/A
AADVANTAGE LOYAL
02376CBJ3
890000.00000000
PA
USD
913115.08000000
0.002944104032
Long
LON
CORP
KY
N
2
2028-04-20
Floating
9.47640000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BZ8
38500000.00000000
PA
USD
32796184.58000000
0.105742837220
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
STEEL DYNAMICS
858119BK5
27891000.00000000
PA
USD
25700057.08000000
0.082863204581
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.45000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
EATON CORP
278062AH7
50000000.00000000
PA
USD
48404496.50000000
0.156067812755
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.15000000
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
HEALTHCARE RLTY
42225UAM6
15000000.00000000
PA
USD
11421636.60000000
0.036826120942
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516CK0
31865000.00000000
PA
USD
33558264.04000000
0.108199965856
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS CORP
25470XBF1
1119000.00000000
PA
USD
917766.16000000
0.002959100240
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABJ1
8836000.00000000
PA
USD
8348849.67000000
0.026918712128
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YED3
62078000.00000000
PA
USD
50388188.66000000
0.162463716420
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.23900000
N
N
N
N
N
N
GE Capital Funding LLC
549300XAGH9TOLX5XM67
GE CAP FUNDING
36166NAK9
12131000.00000000
PA
USD
12004226.44000000
0.038704531598
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CENTERPOINT ENER
15189WAP5
5000000.00000000
PA
USD
4968009.85000000
0.016018066235
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
4.40000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CP5
8552000.00000000
PA
USD
8108735.56000000
0.026144526119
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO COMPANIES
22160KAP0
63935000.00000000
PA
USD
54118475.72000000
0.174491064797
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081FA6
5000000.00000000
PA
USD
3650463.95000000
0.011769979349
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VAS3
6750000.00000000
PA
USD
5390035.11000000
0.017378777822
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746ST9
13972000.00000000
PA
9361254.40000000
0.030182950025
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
4.00000000
N
N
N
N
N
N
Olympus Water US Holding Corp
549300YU2GGVCBN3MY89
OLYMPUS WTR HLDG
681639AA8
405000.00000000
PA
USD
338568.26000000
0.001091626018
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
4.25000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C TECH INC
78466DBH6
946014.28000000
PA
USD
944043.73000000
0.003043825486
Long
LON
CORP
US
N
2
2029-03-22
Floating
6.77040000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
VIACOM INC
925524AH3
304000.00000000
PA
USD
334924.96000000
0.001079879137
Long
DBT
CORP
US
N
2
2030-07-30
Fixed
7.87500000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572QAK1
15385000.00000000
PA
USD
13439395.98000000
0.043331865570
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
171239AG1
38681000.00000000
PA
USD
31336340.69000000
0.101035947171
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.37500000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOT
67103HAK3
7250000.00000000
PA
USD
5823243.79000000
0.018775547462
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BJ7
19700000.00000000
PA
USD
16942151.30000000
0.054625596544
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.37500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114TZJ4
10000000.00000000
PA
USD
8158970.40000000
0.026306495403
Long
DBT
CORP
CA
N
2
2031-09-10
Fixed
2.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216CT5
63468000.00000000
PA
USD
60536712.65000000
0.195185014158
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.45000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06417XAG6
15000000.00000000
PA
USD
13628013.90000000
0.043940015398
Long
DBT
CORP
CA
N
2
2037-05-04
Variable
4.58800000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJF3
27000000.00000000
PA
USD
24032709.99000000
0.077487273991
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
1.90000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CW8
800000.00000000
PA
787044.82000000
0.002537622999
Long
DBT
CORP
US
N
2
2029-05-24
Fixed
1.37500000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS
536797AF0
100000.00000000
PA
USD
85158.84000000
0.000274572712
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020AM9
2000000.00000000
PA
USD
1900373.52000000
0.006127264203
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
Toyota Finance Australia Ltd
3UKPTDP5PGQRH8AUK042
TOYOTA FIN AUSTR
N/A
400000.00000000
PA
416830.87000000
0.001343963616
Long
DBT
CORP
AU
N
2
2027-10-21
Fixed
2.28000000
N
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd
N/A
AMERICAN AIRLINE
00253XAA9
2935000.00000000
PA
USD
2878363.98000000
0.009280542163
Long
DBT
CORP
N/A
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
445545AH9
17268000.00000000
PA
USD
17268241.41000000
0.055676989987
Long
DBT
NUSS
HU
N
2
2023-02-21
Fixed
5.37500000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308KJ5
10940000.00000000
PA
USD
11250431.80000000
0.036274115227
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.15000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAT3
5935000.00000000
PA
USD
6179245.31000000
0.019923382531
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Phillips 66 Co
RVJMT2IZVVSKIRJJBH76
PHILLIPS 66
718547AJ1
21299000.00000000
PA
USD
19238021.22000000
0.062028036869
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2
N/A
JPMCC 2010-C2 D
46635GAQ3
909654.16000000
PA
USD
875078.11000000
0.002821463634
Long
ABS-MBS
CORP
US
Y
2
2043-11-15
Variable
5.76560000
N
N
N
N
N
N
ATF Netherlands BV
529900Z1P6YBY9EOYT70
ATF NETHERLANDS
QZ9126496
2300000.00000000
PA
1339322.00000000
0.004318298303
Long
DBT
CORP
NL
N
2
2172-01-20
Variable
7.07800000
N
N
N
N
N
N
McAfee Corp
2549009UKR8UEZYVCR93
MCAFEE CORP
579063AB4
3261000.00000000
PA
USD
2696649.16000000
0.008694649600
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
CSAIL 2020-C19 Commercial Mortgage Trust
N/A
CSAIL 2020-C19 A3
12597NAS2
5250000.00000000
PA
USD
4517037.53000000
0.014564022320
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.56080000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2
N/A
AH4R 2014-SFR2 A
02665UAA3
3589930.41000000
PA
USD
3462917.60000000
0.011165284522
Long
ABS-CBDO
CORP
US
Y
2
2036-10-17
Fixed
3.78600000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DW7
2500000.00000000
PA
USD
1769065.85000000
0.005703896492
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
AFFIL MANAGERS
008252AP3
25223000.00000000
PA
USD
21838697.67000000
0.070413247223
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.30000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
MID-AMER APT LP
59523UAQ0
17673000.00000000
PA
USD
17110493.68000000
0.055168373124
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAE3
25355000.00000000
PA
USD
25867963.09000000
0.083404574198
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
5.25000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HAW9
23000000.00000000
PA
USD
22454874.70000000
0.072399951110
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FL5
44664000.00000000
PA
USD
38599509.57000000
0.124454161650
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCT0
30107000.00000000
PA
USD
29526480.14000000
0.095200518691
Long
DBT
CORP
US
N
2
2033-05-10
Variable
5.26800000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS
N/A
4270000.00000000
PA
2471495.95000000
0.007968701154
Long
DBT
CORP
AU
N
2
2029-11-27
Fixed
2.95000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBG4
750000.00000000
PA
USD
729811.38000000
0.002353088535
Long
DBT
CORP
JP
N
2
2028-10-16
Fixed
4.30600000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAY INC
37940XAD4
4550000.00000000
PA
USD
3906278.29000000
0.012594786699
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MP3
71386000.00000000
PA
USD
68591243.10000000
0.221154769883
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-1
N/A
FORDR 2020-1 A
34531NAA4
3900000.00000000
PA
USD
3687819.33000000
0.011890422136
Long
ABS-CBDO
CORP
US
Y
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
KazMunayGas National Co JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NAT
N/A
3500000.00000000
PA
USD
3228750.00000000
0.010410271500
Long
DBT
CORP
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBK6
10000000.00000000
PA
USD
8392599.50000000
0.027059772170
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
19120000.00000000
PA
15234264.65000000
0.049118956600
Long
DBT
NUSS
RO
Y
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCE3
82257000.00000000
PA
USD
70961302.60000000
0.228796415371
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FAV8
3000000.00000000
PA
USD
2569843.29000000
0.008285796783
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.80000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599DZ5
13464000.00000000
PA
USD
14895882.53000000
0.048027930742
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
AGREE LP
008513AC7
5720000.00000000
PA
USD
4579932.33000000
0.014766810379
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
2.60000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304BD8
1500000.00000000
PA
USD
1457184.99000000
0.004698317111
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2
N/A
AH4R 2014-SFR2 B
02665UAB1
1060000.00000000
PA
USD
1029120.72000000
0.003318134294
Long
ABS-CBDO
CORP
US
Y
2
2036-10-17
Fixed
4.29000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CBG8
8250000.00000000
PA
USD
7223001.89000000
0.023288706380
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4.5 2/23
01F042624
147000000.00000000
PA
USD
145139538.60000000
0.467965002665
Long
ABS-MBS
USGSE
US
N
2
2023-02-13
Fixed
4.50000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BS0
10000000.00000000
PA
USD
12042414.90000000
0.038827660437
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
6.25000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NQ4
13055000.00000000
PA
USD
12631904.68000000
0.040728318170
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.90000000
N
N
N
N
N
N
N/A
N/A
EURO-BOBL FUTURE Mar23
N/A
-1185.00000000
NC
2371156.34000000
0.007645181965
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 5 Year Euro BOBL Future
2023-03-08
-148556744.65000000
EUR
2371156.34000000
N
N
N
CrownRock LP / CrownRock Finance Inc
N/A
CROWNROCK LP/CR
228701AF5
1365000.00000000
PA
USD
1335174.16000000
0.004304924663
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COS INC
872540AT6
29686000.00000000
PA
USD
28709240.65000000
0.092565540767
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
SCDS: (BRK)
N/A
-19400000.00000000
NC
USD
316454.74000000
0.001020326677
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
BERKSHIRE HATHWY
Y
Payout of notional amount upon default event with regard to reference instrument
2024-12-20
216713.38000000
USD
0.00000000
USD
-19400000.00000000
USD
99741.36000000
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CH3
18090000.00000000
PA
USD
15765104.31000000
0.050830512151
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.50000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EP4
15000000.00000000
PA
USD
11765194.80000000
0.037933835735
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.66800000
N
N
N
N
N
N
DBGS 2018-C1 Mortgage Trust
N/A
DBGS 2018-C1 A4
23307DBA0
5600000.00000000
PA
USD
5471430.72000000
0.017641216970
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Fixed
4.46600000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DZ0
1500000.00000000
PA
USD
1013257.50000000
0.003266987433
Long
DBT
CORP
US
N
2
2050-08-20
Fixed
2.40000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCJ2
20000000.00000000
PA
USD
16289352.80000000
0.052520816174
Long
DBT
CORP
US
N
2
2032-11-02
Variable
2.61800000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TFT7
33466000.00000000
PA
USD
32329696.11000000
0.104238765481
Long
DBT
CORP
US
N
2
2029-01-08
Fixed
3.65000000
N
N
N
N
N
N
American Homes 4 Rent LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4
02666TAC1
10000000.00000000
PA
USD
8189320.20000000
0.026404350504
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
2300000.00000000
PA
2686843.96000000
0.008663035262
Long
DBT
CORP
US
N
2
2034-01-25
Variable
5.14800000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BJ2
7500000.00000000
PA
USD
6650496.53000000
0.021442810528
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC /
68245XAJ8
3469000.00000000
PA
USD
3201847.35000000
0.010323530845
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B93
6379000.00000000
PA
USD
5325265.75000000
0.017169945728
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35906ABF4
2180000.00000000
PA
USD
1977150.85000000
0.006374812898
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
APPALACHIAN PWR
037735DA2
22030000.00000000
PA
USD
21426721.45000000
0.069084936173
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.50000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DB8
34203000.00000000
PA
USD
32267681.39000000
0.104038815014
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073EAT2
86844000.00000000
PA
USD
75421081.28000000
0.243175821300
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB 2014-C18 AS
46641JBA3
600000.00000000
PA
USD
583114.68000000
0.001880102867
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.43860000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CT3
3450000.00000000
PA
USD
3038471.82000000
0.009796768592
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.12500000
N
N
N
N
N
N
Uzbekneftegaz JSC
213800LUZJZFLJD4MJ51
UZBEKNEFTEGAZ
91825MAB9
18889000.00000000
PA
USD
15901349.91000000
0.051269800943
Long
DBT
NUSS
UZ
Y
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
MASTER CREDIT CARD TRUST MCCT_22-1A
N/A
MCCT 2022-1A A
576339CM5
5070000.00000000
PA
USD
4768830.34000000
0.015375863285
Long
ABS-CBDO
CORP
CA
Y
2
2026-07-21
Fixed
1.66000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VER1
40128000.00000000
PA
USD
39565212.83000000
0.127567822703
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
BANK 2019-BNK17
N/A
BANK 2019-BN17 A4
065403BC0
4000000.00000000
PA
USD
3782239.20000000
0.012194854650
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.71400000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd
549300L82YB0C6JQIC26
GALAXY PIPELINE
N/A
25900000.00000000
PA
USD
21173250.00000000
0.068267682867
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818EY0
17542000.00000000
PA
USD
17265257.93000000
0.055667370526
Long
DBT
CORP
US
N
2
2028-09-10
Fixed
3.95000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918VAY0
1979897.17000000
PA
USD
1954768.32000000
0.006302646204
Long
LON
CORP
US
N
2
2026-08-12
Floating
6.20440000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HBK4
20000000.00000000
PA
USD
21106138.80000000
0.068051300114
Long
DBT
CORP
JP
N
2
2033-01-18
Fixed
6.18100000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBH1
13000000.00000000
PA
USD
10570467.96000000
0.034081747226
Long
DBT
CORP
JP
N
2
2031-07-10
Variable
2.20100000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCO INC
92940PAD6
12000000.00000000
PA
USD
11921110.44000000
0.038436545497
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.90000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAS2
19148000.00000000
PA
USD
16229050.92000000
0.052326388317
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Benchmark 2019-B10 Mortgage Trust
N/A
BMARK 2019-B10 ASB
08162VAC2
1532000.00000000
PA
USD
1456614.72000000
0.004696478422
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Fixed
3.61500000
N
N
N
N
N
N
RESIMAC Bastille Trust Series 2018-1NC
N/A
RESI 2018-1NCA A1
76118VAA8
538991.53000000
PA
USD
538692.50000000
0.001736875007
Long
ABS-MBS
CORP
AU
Y
2
2059-12-05
Floating
5.02230000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CG5
55535000.00000000
PA
USD
50659807.82000000
0.163339482336
Long
DBT
CORP
NL
N
2
2030-04-06
Fixed
2.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
N/A
JPMCC 2013-C13 A4
46640JAR8
196366.47000000
PA
USD
195297.25000000
0.000629685604
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
3.99360000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YBF1
5000000.00000000
PA
USD
3606933.25000000
0.011629625836
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
Aon Corp / Aon Global Holdings PLC
N/A
AON CORP/AON GLO
03740LAA0
10000000.00000000
PA
USD
8207238.30000000
0.026462122795
Long
DBT
CORP
US
N
2
2031-08-23
Fixed
2.05000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DK0
17630000.00000000
PA
USD
15332680.19000000
0.049436272122
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.65000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAY2
4810000.00000000
PA
USD
4660297.70000000
0.015025927783
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 5 3/23
01F050635
177000000.00000000
PA
USD
177511636.20000000
0.572340480813
Long
ABS-MBS
USGSE
US
N
2
2023-03-13
Fixed
5.00000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECH IN
502431AM1
33284000.00000000
PA
USD
33062781.56000000
0.106602410411
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004BV1
3470000.00000000
PA
USD
3942294.14000000
0.012710910517
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.62500000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
AIR CANADA
008911BK4
2580000.00000000
PA
USD
2387108.88000000
0.007696616815
Long
DBT
CORP
CA
Y
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
609207AT2
29469000.00000000
PA
USD
26243246.05000000
0.084614577297
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.75000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUN INC
224044CC9
2700000.00000000
PA
USD
2329831.13000000
0.007511939485
Long
DBT
CORP
US
Y
2
2043-06-30
Fixed
4.50000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214ET6
12780000.00000000
PA
USD
10986095.30000000
0.035421830370
Long
DBT
CORP
AU
N
2
2031-06-03
Fixed
2.15000000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLD
303901BJ0
15500000.00000000
PA
USD
13132231.47000000
0.042341492842
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FIN GRP
174610AS4
5948000.00000000
PA
USD
5053876.42000000
0.016294920840
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.50000000
N
N
N
N
N
N
McAfee Corp
2549009UKR8UEZYVCR93
MCAFEE CORP
57906HAD9
1069625.00000000
PA
USD
1000099.38000000
0.003224562469
Long
LON
CORP
US
N
2
2029-03-01
Floating
8.31780000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CUBESMART LP
22966RAE6
12000000.00000000
PA
USD
11423334.60000000
0.036831595705
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.37500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967ML2
42659000.00000000
PA
USD
36709745.57000000
0.118361105107
Long
DBT
CORP
US
N
2
2031-01-29
Variable
2.66600000
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co LLC
N/A
TRANSCONT GAS PL
893574AP8
14065000.00000000
PA
USD
12682257.89000000
0.040890669107
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
EXTRA SPACE STOR
30225VAF4
20000000.00000000
PA
USD
16358304.40000000
0.052743132822
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.55000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA CORP
482480AL4
14510000.00000000
PA
USD
14739577.66000000
0.047523966008
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.65000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFL0
29000000.00000000
PA
USD
29498437.50000000
0.095110102432
Long
DBT
UST
US
N
2
2029-09-30
Fixed
3.87500000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJA9
27000000.00000000
PA
USD
21917736.54000000
0.070668087671
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.37500000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY
431282AR3
10406000.00000000
PA
USD
9245654.52000000
0.029810228031
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE
744573AQ9
53551000.00000000
PA
USD
42982149.47000000
0.138584853481
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP
84861TAF5
3421000.00000000
PA
USD
2966009.33000000
0.009563131985
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.40000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QDB5
13143000.00000000
PA
USD
12396910.27000000
0.039970639313
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AL7
39704000.00000000
PA
USD
35846646.42000000
0.115578264539
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.87500000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAL3
6550000.00000000
PA
USD
6354718.17000000
0.020489149504
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MMC)
N/A
-1630000.00000000
NC
USD
37599.78000000
0.000121230791
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
MARSH & MCLENNAN
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
33581.63000000
USD
0.00000000
USD
-1630000.00000000
USD
4018.15000000
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQU
785592AU0
66277000.00000000
PA
USD
64230020.94000000
0.207093134030
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2016-GS3
N/A
GSMS 2016-GS3 A4
36251PAD6
2220000.00000000
PA
USD
2043550.40000000
0.006588901119
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.85000000
N
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP
84861TAH1
10000000.00000000
PA
USD
8453913.70000000
0.027257463991
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.10000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDU2
5000000.00000000
PA
USD
3415630.35000000
0.011012818982
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
EXTRA SPACE STOR
30225VAH0
15000000.00000000
PA
USD
13897489.35000000
0.044808869474
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YFA8
16060000.00000000
PA
USD
16233766.95000000
0.052341593939
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.12300000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
FEDERAL REALTY I
313747AZ0
10000000.00000000
PA
USD
8904682.60000000
0.028710852031
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.20000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599EC5
30812000.00000000
PA
USD
32043258.92000000
0.103315222650
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
AGILENT TECH INC
00846UAN1
25000000.00000000
PA
USD
20993641.00000000
0.067688579978
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
2.30000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KU4
21000000.00000000
PA
USD
20659255.47000000
0.066610440093
Long
DBT
CORP
US
N
2
2032-07-27
Fixed
4.40000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BG7
15000000.00000000
PA
USD
15755401.35000000
0.050799227459
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
Penn Entertainment Inc
N/A
PENN NATL GAMING
707569AS8
580000.00000000
PA
USD
545068.63000000
0.001757433193
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DS4
5000000.00000000
PA
USD
3407351.55000000
0.010986126127
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBW4
5000000.00000000
PA
USD
4618489.70000000
0.014891128672
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
4.74200000
N
N
N
N
N
N
Gates Global LLC / Gates Corp
N/A
GATES GLOBAL LLC
36740LAA0
639000.00000000
PA
USD
629504.95000000
0.002029676326
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV/NXP FDG
62954HBA5
30000000.00000000
PA
USD
24644398.20000000
0.079459504836
Long
DBT
CORP
N/A
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAJ3
19120000.00000000
PA
USD
16743175.78000000
0.053984051307
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.10000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531GAB7
10000000.00000000
PA
USD
9465939.90000000
0.030520481415
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
3.87500000
N
N
N
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HEALTHCARE
36267VAG8
22180000.00000000
PA
USD
23527185.03000000
0.075857339161
Long
DBT
CORP
US
Y
2
2030-03-15
Fixed
5.85700000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB HOME
48666KBA6
2233000.00000000
PA
USD
2242548.02000000
0.007230517612
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
7.25000000
N
N
N
N
N
N
N/A
N/A
SCDS: (INDON)
N/A
-20850000.00000000
NC
USD
104250.83000000
0.000336129909
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
INDONESIA (REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-495764.07000000
USD
-20850000.00000000
USD
600014.90000000
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BE2
5438000.00000000
PA
USD
5788692.16000000
0.018664144644
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331BC0
25883000.00000000
PA
USD
23738029.98000000
0.076537154313
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHG7
40165000.00000000
PA
USD
38304141.89000000
0.123501824758
Long
DBT
CORP
US
N
2
2029-03-05
Variable
3.97000000
N
N
N
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764BY5
16050000.00000000
PA
USD
14243753.54000000
0.045925309034
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.23600000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCG8
2750000.00000000
PA
USD
2355477.88000000
0.007594630815
Long
DBT
CORP
US
N
2
2030-03-10
Fixed
2.10000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending 2019-CF3
N/A
CF 2019-CF3 A4
12529TAX1
4000000.00000000
PA
USD
3584765.20000000
0.011558150677
Long
ABS-MBS
CORP
US
N
2
2053-01-15
Fixed
3.00550000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
780097BL4
7550000.00000000
PA
USD
7175924.98000000
0.023136919028
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
4.44500000
N
N
N
N
N
N
GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1
N/A
GMREV 2021-1 C
36263HAC2
900000.00000000
PA
USD
782695.17000000
0.002523598675
Long
ABS-CBDO
CORP
US
Y
2
2034-06-12
Fixed
1.67000000
N
N
N
N
N
N
BANK 2019-BNK23
N/A
BANK 2019-BN23 ASB
06541RAZ6
9970000.00000000
PA
USD
9178731.95000000
0.029594453467
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
2.84600000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AT6
27005000.00000000
PA
USD
23672670.23000000
0.076326418659
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.75000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680AW3
4183000.00000000
PA
USD
3986564.60000000
0.012853649196
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4.5 3/23
01F042632
201000000.00000000
PA
USD
198424687.50000000
0.639769220092
Long
ABS-MBS
USGSE
US
N
2
2023-03-13
Fixed
4.50000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAF1
20000000.00000000
PA
USD
18160936.00000000
0.058555253417
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CF7
10000000.00000000
PA
USD
8057098.00000000
0.025978034127
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.37500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
40510000.00000000
PA
27993256.04000000
0.090257033085
Long
DBT
CORP
FR
N
2
2026-04-20
Floating
4.05030000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AW9
12233000.00000000
PA
USD
9761821.46000000
0.031474475181
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
Sitios Latinoamerica SAB de CV
N/A
SITIOS
03217KAB4
3044000.00000000
PA
USD
2841043.70000000
0.009160212547
Long
DBT
CORP
MX
Y
2
2032-04-04
Fixed
5.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEH4
30000000.00000000
PA
USD
24787671.60000000
0.079921452956
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642AY9
20000000.00000000
PA
USD
17075860.80000000
0.055056708336
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.60000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CE7
20382000.00000000
PA
USD
19096166.27000000
0.061570662175
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
3.12500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBT7
1000000.00000000
PA
USD
913321.21000000
0.002944768645
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAK7
8758000.00000000
PA
USD
8359181.00000000
0.026952022837
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247XAR2
20000000.00000000
PA
USD
16724081.40000000
0.053922486404
Long
DBT
CORP
US
N
2
2031-01-28
Fixed
1.90000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98388MAC1
21000000.00000000
PA
USD
17435676.09000000
0.056216839922
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.35000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20230315
N/A
1.00000000
NC
-22531.43000000
-0.00007264678
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
23267652.00000000
GBP
28690992.67000000
USD
2023-03-15
-22531.43000000
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247XAQ4
13141000.00000000
PA
USD
11561263.10000000
0.037276310573
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.40000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
80413TBC2
21180000.00000000
PA
USD
21522007.86000000
0.069392162623
Long
DBT
NUSS
SA
Y
2
2028-01-18
Fixed
4.75000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
3600000.00000000
PA
3016207.19000000
0.009724982036
Long
DBT
CORP
FR
N
2
2037-09-28
Fixed
2.00000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YAZ2
8000000.00000000
PA
USD
7830412.88000000
0.025247146433
Long
DBT
CORP
GB
N
2
2028-05-18
Fixed
3.87500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824BQ2
5000000.00000000
PA
USD
4134687.65000000
0.013331233761
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
1.40000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABF1
124735000.00000000
PA
USD
116811502.25000000
0.376628556828
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAK4
16165000.00000000
PA
USD
12991327.33000000
0.041887183790
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.65000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAN9
11658000.00000000
PA
USD
10207281.39000000
0.032910745817
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518DQ6
4690000.00000000
PA
USD
4282742.63000000
0.013808598853
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
4.20000000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
UNIVISION COMM
914906AX0
1841000.00000000
PA
USD
1804755.55000000
0.005818968724
Long
DBT
CORP
US
Y
2
2030-06-30
Fixed
7.37500000
N
N
N
N
N
N
Protective Life Corp
549300ZWIT8J8Y2EXL07
PROTECTIVE LIFE
743674BD4
22700000.00000000
PA
USD
21823991.34000000
0.070365830455
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
4.30000000
N
N
N
N
N
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
718286CY1
5600000.00000000
PA
USD
5669042.62000000
0.018278365567
Long
DBT
NUSS
PH
N
2
2028-07-17
Fixed
4.62500000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641594B9
10000000.00000000
PA
USD
8231480.90000000
0.026540286805
Long
DBT
CORP
CA
N
2
2031-08-01
Fixed
2.15000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAM6
19000000.00000000
PA
USD
17718603.52000000
0.057129066437
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.95000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAF0
509000.00000000
PA
USD
434136.93000000
0.001399762542
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAV2
9785000.00000000
PA
USD
7960662.49000000
0.025667102701
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.55000000
N
N
N
N
N
N
N/A
N/A
SCDS: (DOW)
N/A
-1630000.00000000
NC
USD
17193.96000000
0.000055437488
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
DOW CHEMICAL CO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
17929.12000000
USD
0.00000000
USD
-1630000.00000000
USD
-735.16000000
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89115A2E1
16700000.00000000
PA
USD
16394402.69000000
0.052859522446
Long
DBT
CORP
CA
N
2
2032-06-08
Fixed
4.45600000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBZ0
11824000.00000000
PA
USD
12015277.44000000
0.038740162697
Long
DBT
CORP
US
N
2
2030-03-23
Fixed
4.55000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CY3
34770000.00000000
PA
USD
34143013.10000000
0.110085338360
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
INGEVITY CORP
45688CAB3
1485000.00000000
PA
USD
1306449.84000000
0.004212310503
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBF5
78636000.00000000
PA
USD
77899672.94000000
0.251167400741
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH NETWORK
25470MAG4
4095000.00000000
PA
USD
4246974.05000000
0.013693272293
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GRP
80281LAG0
2500000.00000000
PA
USD
2318696.33000000
0.007476038195
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
3.82300000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FIN GRP
174610AT2
11061000.00000000
PA
USD
9981483.23000000
0.032182717896
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.25000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAT6
3785000.00000000
PA
USD
3450956.72000000
0.011126719750
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
2.82900000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-C37
549300TRQQDPEF728F16
WFCM 2016-C37 A4
95000PAD6
2190000.00000000
PA
USD
2097835.16000000
0.006763928325
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.52500000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
MERITAGE HOMES
59001ABD3
8270000.00000000
PA
USD
7327158.64000000
0.023624532953
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCG8
9680000.00000000
PA
USD
9249559.25000000
0.029822817826
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642BB8
15790000.00000000
PA
USD
17210006.70000000
0.055489227187
Long
DBT
CORP
US
N
2
2032-11-22
Fixed
6.30000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CY9
81841000.00000000
PA
USD
82520890.02000000
0.266067323147
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDK9
45000000.00000000
PA
USD
46240198.20000000
0.149089591179
Long
DBT
CORP
US
N
2
2033-09-14
Variable
5.71700000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCF0
12603000.00000000
PA
USD
11787495.41000000
0.038005738299
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
Midcap Financial Issuer Trust
N/A
MIDCAP FINL ISSR
59590AAA7
2360000.00000000
PA
USD
1904627.38000000
0.006140979677
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.62500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBD0
10000000.00000000
PA
USD
9796854.40000000
0.031587429859
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.87500000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
PERUSAHAAN LISTR
71568QAN7
4500000.00000000
PA
USD
3862305.00000000
0.012453006169
Long
DBT
CORP
ID
N
2
2030-06-30
Fixed
3.00000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BU7
14025000.00000000
PA
USD
11465358.96000000
0.036967092413
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2018-C5
N/A
CGCMT 2018-C5 A4
17291DAD5
400000.00000000
PA
USD
387538.68000000
0.001249518505
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
4.22800000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES
247361ZU5
1255000.00000000
PA
USD
1197266.54000000
0.003860277116
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
REGIONS FINL
7591EPAT7
25000000.00000000
PA
USD
21767541.00000000
0.070183820896
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.80000000
N
N
N
N
N
N
National Grid Electricity Distribution East Midlands PLC
549300KXFU5Q7NZE9L79
NAT GRD ELCT EM
N/A
800000.00000000
PA
859811.01000000
0.002772238808
Long
DBT
CORP
GB
N
2
2028-09-20
Fixed
3.53000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PBH7
7278000.00000000
PA
USD
6129446.16000000
0.019762818018
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO COMPANIES
22160KAQ8
8789000.00000000
PA
USD
7247725.80000000
0.023368422250
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513AU9
24693000.00000000
PA
USD
23546376.59000000
0.075919217395
Long
DBT
CORP
US
N
2
2028-01-25
Fixed
3.20000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550BM9
28207000.00000000
PA
USD
27209809.21000000
0.087731010876
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.62500000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2
N/A
SDART 2022-2 C
80286MAE8
1590000.00000000
PA
USD
1516237.99000000
0.004888718276
Long
ABS-CBDO
CORP
US
N
2
2029-07-16
Fixed
3.76000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHV4
34921000.00000000
PA
USD
31292991.66000000
0.100896179406
Long
DBT
CORP
US
N
2
2030-07-23
Variable
3.19400000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBV4
15250000.00000000
PA
USD
13934933.48000000
0.044929598412
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.12500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEU4
52000000.00000000
PA
USD
49828682.28000000
0.160659732426
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
N/A
JBS USA/FOOD/FIN
46590XAH9
15000000.00000000
PA
USD
14763467.25000000
0.047600991829
Long
DBT
CORP
N/A
Y
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
1210000.00000000
PA
1359896.26000000
0.004384634697
Long
DBT
CORP
US
N
2
2030-10-31
Fixed
4.25000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAL3
5000000.00000000
PA
USD
4283612.30000000
0.013811402879
Long
DBT
CORP
US
Y
2
2052-04-05
Fixed
4.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHQ5
42723000.00000000
PA
USD
40422894.93000000
0.130333197391
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.97400000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAV6
20300000.00000000
PA
USD
20155693.19000000
0.064986833418
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
CHURCHILL DOWNS
171484AG3
2677000.00000000
PA
USD
2598204.75000000
0.008377240995
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073EAR6
6000000.00000000
PA
USD
5276008.50000000
0.017011128432
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
CD 2017-CD6 Mortgage Trust
N/A
CD 2017-CD6 A5
125039AF4
2341000.00000000
PA
USD
2173354.20000000
0.007007419989
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Fixed
3.45600000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QAZ5
851000.00000000
PA
USD
612106.51000000
0.001973579545
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AZ6
3700000.00000000
PA
USD
3342348.01000000
0.010776538981
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RAY0
2000000.00000000
PA
USD
1959592.26000000
0.006318199754
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBH7
17000000.00000000
PA
USD
14532741.21000000
0.046857075230
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.45000000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-11400000.00000000
NC
USD
476.63000000
0.000001536770
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-242554.11000000
USD
-11400000.00000000
USD
243030.74000000
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EZ7
18355000.00000000
PA
USD
15391896.18000000
0.049627198807
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.62500000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
3000000.00000000
PA
2569299.96000000
0.008284044955
Long
DBT
CORP
FR
N
2
2030-10-24
Fixed
0.50000000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
NEVADA POWER CO
641423CD8
11640000.00000000
PA
USD
10152938.20000000
0.032735530219
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.40000000
N
N
N
N
N
N
NCL Corp Ltd
UNZWILHE4KMRP9K2L524
NCL CORP
62886HBE0
1840000.00000000
PA
USD
1713229.69000000
0.005523867198
Long
DBT
CORP
BM
Y
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939UAD8
35195000.00000000
PA
USD
30683593.68000000
0.098931332817
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM MIDSTREAM PT
26885BAM2
1065000.00000000
PA
USD
1067935.33000000
0.003443281991
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBM1
25000000.00000000
PA
USD
22203699.25000000
0.071590100664
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EY5
34770000.00000000
PA
USD
29514540.23000000
0.095162021531
Long
DBT
CORP
US
N
2
2030-05-28
Fixed
1.70000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
874060AZ9
706000.00000000
PA
USD
520435.58000000
0.001678010278
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRST CO
665859AS3
5036000.00000000
PA
USD
4674210.84000000
0.015070787114
Long
DBT
CORP
US
N
2
2032-05-08
Variable
3.37500000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35906ABE7
805000.00000000
PA
USD
768182.08000000
0.002476804960
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAZ3
20000000.00000000
PA
USD
19746111.00000000
0.063666241300
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBH0
14709000.00000000
PA
USD
12125595.67000000
0.039095855373
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
92556HAB3
44871000.00000000
PA
USD
41394074.54000000
0.133464515522
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
Piedmont Natural Gas Co Inc
VXB4M3BDPKF3I2AZ3G89
PIEDMONT NAT GAS
720186AL9
10000000.00000000
PA
USD
9462019.80000000
0.030507842064
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
ASBURY AUTO GRP
043436AU8
4277000.00000000
PA
USD
3894149.86000000
0.012555681705
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2D4
35949000.00000000
PA
USD
34897246.58000000
0.112517169658
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC38
N/A
GSMS 2019-GC38 A4
36252SAV9
3080454.00000000
PA
USD
2886082.90000000
0.009305429829
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.96800000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AL1
20526000.00000000
PA
USD
17534760.39000000
0.056536311688
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165BAR4
15000000.00000000
PA
USD
11676224.55000000
0.037646974114
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.87500000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
05530QAP5
50000000.00000000
PA
USD
47870985.00000000
0.154347642545
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599DL6
1055000.00000000
PA
USD
1123599.98000000
0.003622758296
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
Banc of America Commercial Mortgage Trust 2015-UBS7
N/A
BACM 2015-UBS7 C
06054ABD0
360000.00000000
PA
USD
325848.56000000
0.001050614627
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
4.33880000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QDH8
18250000.00000000
PA
USD
17761017.17000000
0.057265818311
Long
DBT
CORP
GB
N
2
2028-11-28
Fixed
3.72300000
N
N
N
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
VIDEOTRON LTD
92660FAN4
2618000.00000000
PA
USD
2287045.95000000
0.007373989709
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCN3
41980000.00000000
PA
USD
37333840.41000000
0.120373337930
Long
DBT
CORP
US
N
2
2030-03-01
Variable
3.27300000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBP9
13075000.00000000
PA
USD
10763700.87000000
0.034704776898
Long
DBT
CORP
GB
N
2
2035-09-23
Variable
3.56400000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAK1
5777000.00000000
PA
USD
6108580.39000000
0.019695541725
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBJ8
8191000.00000000
PA
USD
7627880.14000000
0.024594131857
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.50000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRST CO
665859AX2
40000000.00000000
PA
USD
43955363.20000000
0.141722730108
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.12500000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FB9
8149000.00000000
PA
USD
7920126.21000000
0.025536403923
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.70000000
N
N
N
N
N
N
N/A
N/A
2Y RTR 0.630000 03-FEB-2023
N/A
316703000.00000000
NC
USD
3.17000000
0.000000010220
N/A
DIR
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
N/A
N/A
SWAP2YR
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DIR
US
ICE LIBOR USD 3 Month
US0003M
2025-02-07
0.00000000
USD
0.00000000
USD
0.00000000
USD
316703000.00000000
0.63000000
USD
2023-02-03
XXXX
-1440995.48000000
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BN1
23675000.00000000
PA
USD
20024681.49000000
0.064564419986
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
Ohio Power Co
06ZODLC132CY1O2Y7D77
OHIO POWER CO
677415CT6
18491000.00000000
PA
USD
14868393.43000000
0.047939299230
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.62500000
N
N
N
N
N
N
COMM 2014-CR14 Mortgage Trust
N/A
COMM 2014-CR14 A3
12630DAX2
500000.00000000
PA
USD
492488.25000000
0.001587901322
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Fixed
3.95500000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFM1
15311000.00000000
PA
USD
13179684.30000000
0.042494492252
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.12500000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE
22003BAM8
27226000.00000000
PA
USD
21253278.83000000
0.068525715185
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368BGS1
2000000.00000000
PA
USD
1824675.24000000
0.005883194626
Long
DBT
CORP
CA
N
2
2032-12-15
Variable
3.80300000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
3506000.00000000
PA
2277548.42000000
0.007343367374
Long
DBT
NUSS
RO
N
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
SCDS: (LOW)
N/A
-1630000.00000000
NC
USD
29090.51000000
0.000093794845
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
LOWE'S COS INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
28794.87000000
USD
0.00000000
USD
-1630000.00000000
USD
295.64000000
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP
84861TAD0
5000000.00000000
PA
USD
4507042.00000000
0.014531794312
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20230315
N/A
1.00000000
NC
10281.82000000
0.000033151076
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
3005554.00000000
GBP
3719295.83000000
USD
2023-03-15
10281.82000000
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903BE2
39345000.00000000
PA
USD
38360514.13000000
0.123683582504
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Kimco Realty OP LLC
549300EA7I6T15IBYS12
KIMCO REALTY
49446RAV1
2500000.00000000
PA
USD
1864104.43000000
0.006010323878
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.70000000
N
N
N
N
N
N
Fondo MIVIVIENDA SA
549300X41PNOK11PZ670
FONDO MIVIVIE SA
344593AF5
4829000.00000000
PA
USD
4702421.24000000
0.015161744272
Long
DBT
NUSS
PE
Y
2
2027-04-12
Fixed
4.62500000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
251526CS6
17765000.00000000
PA
USD
18693962.58000000
0.060273860127
Long
DBT
CORP
DE
N
2
2029-01-18
Variable
6.72000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAE2
15000000.00000000
PA
USD
12967017.90000000
0.041808804304
Long
DBT
CORP
US
N
2
2029-06-07
Variable
1.88700000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BV9
8300000.00000000
PA
USD
7966922.08000000
0.025687285135
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.37500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAF6
9850000.00000000
PA
USD
8742652.85000000
0.028188428898
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJG6
50025000.00000000
PA
USD
49596579.40000000
0.159911376562
Long
DBT
CORP
US
N
2
2033-07-22
Variable
4.96700000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
MID-AMER APT LP
59523UAR8
16850000.00000000
PA
USD
15015685.92000000
0.048414205869
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.75000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
DOMINION ENERGY
25731VAA2
11291000.00000000
PA
USD
9487390.90000000
0.030589644631
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.30000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBS4
32250000.00000000
PA
USD
27792398.23000000
0.089609418889
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
5312000.00000000
PA
5102252.93000000
0.016450898418
Long
DBT
CORP
CH
N
2
2026-10-13
Variable
2.12500000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331BF3
13783000.00000000
PA
USD
12139579.86000000
0.039140943786
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
N/A
N/A
US ULTRA BOND CBT Mar23
N/A
-2979.00000000
NC
USD
-15921865.12000000
-0.05133594694
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Ultra U.S. Treasury Bond Futures
2023-03-22
-406351384.88000000
USD
-15921865.12000000
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BT6
20900000.00000000
PA
USD
18215877.58000000
0.058732398369
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.60000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CES6
276280000.00000000
PA
USD
263156700.00000000
0.848480896416
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BD3
1455000.00000000
PA
USD
1456840.07000000
0.004697205005
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.87500000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
AXA EQUITABLE HO
054561AJ4
27444000.00000000
PA
USD
26777943.45000000
0.086338571135
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
N
BBCMS Trust 2021-C10
N/A
BBCMS 2021-C10 A5
05551VBJ1
4250000.00000000
PA
USD
3622614.58000000
0.011680186239
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.49200000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
N/A
1300000.00000000
PA
1043976.73000000
0.003366033666
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
2.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDH6
70270000.00000000
PA
USD
70001915.03000000
0.225703117631
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.91200000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DM6
5999000.00000000
PA
USD
4952263.77000000
0.015967297062
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.20000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
BROWN & BROWN
115236AB7
2182000.00000000
PA
USD
2090761.90000000
0.006741122422
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
783860000.00000000
PA
45916679.30000000
0.148046487940
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (PRU)
N/A
-1630000.00000000
NC
USD
23191.06000000
0.000074773590
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
PRUDENTIAL FIN
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
21214.99000000
USD
0.00000000
USD
-1630000.00000000
USD
1976.07000000
N
N
N
N/A
N/A
EURO-SCHATZ FUT Mar23
N/A
-34.00000000
NC
30031.05000000
0.000096827374
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 2 Year Euro SCHATZ Future
2023-03-08
-3799210.41000000
EUR
30031.05000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LS8
25466000.00000000
PA
USD
23868223.18000000
0.076956928703
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAG9
6446000.00000000
PA
USD
6245031.77000000
0.020135494001
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.70000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLA
26444HAJ0
34710000.00000000
PA
USD
28786229.65000000
0.092813771938
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.75000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
ENERGIZER HLDGS
29272WAC3
3802000.00000000
PA
USD
3402779.01000000
0.010971383151
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
Connecticut Light and Power Co/The
549300O45IUXEDS1VZ32
CONN LIGHT & PWR
207597EN1
3000000.00000000
PA
USD
2525337.93000000
0.008142300730
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.05000000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HLDGS
29452EAC5
30805000.00000000
PA
USD
31540313.19000000
0.101693603882
Long
DBT
CORP
US
N
2
2033-01-11
Fixed
5.59400000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBT2
19692000.00000000
PA
USD
16156227.75000000
0.052091588791
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.25000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
N/A
500000.00000000
PA
543424.48000000
0.001752132056
Long
DBT
CORP
NO
N
2
2033-02-28
Variable
4.62500000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC
893830BX6
545000.00000000
PA
USD
562723.61000000
0.001814357122
Long
DBT
CORP
KY
Y
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
Ovintiv Inc
N/A
ALBERTA ENERGY
012873AK1
12232000.00000000
PA
USD
13617341.64000000
0.043905605449
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEQ1
63375000.00000000
PA
USD
66529986.22000000
0.214508778786
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.30000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBR6
10000000.00000000
PA
USD
8702260.10000000
0.028058192896
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VAP9
10438000.00000000
PA
USD
9249086.96000000
0.029821295049
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NJ ECON-SER A
645913AA2
10675000.00000000
PA
USD
11729523.47000000
0.037818822733
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.42500000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAQ2
39067000.00000000
PA
USD
37280031.66000000
0.120199845496
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
3.45500000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-50765000.00000000
NC
USD
2122.48000000
0.000006843389
N/A
DCR
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-1074103.72000000
USD
-50765000.00000000
USD
1076226.20000000
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PAY4
9610000.00000000
PA
USD
9140823.85000000
0.029472228578
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.60000000
N
N
N
N
N
N
Pine Street Trust I
N/A
PINE ST TRUST I
722844AA5
250000.00000000
PA
USD
241617.13000000
0.000779032109
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.57200000
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
EX-IM BK OF IN
N/A
3900000.00000000
PA
USD
3847151.49000000
0.012404147585
Long
DBT
NUSS
IN
N
2
2024-03-12
Fixed
3.87500000
N
N
N
N
N
N
Serbia International Bond
N/A
SERBIA REPUBLIC
N/A
28367000.00000000
PA
27580616.00000000
0.088926581718
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CV1
6400000.00000000
PA
USD
5286600.51000000
0.017045279636
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.87500000
N
N
N
N
N
N
Duke Energy Carolinas NC Storm Funding LLC
N/A
DUKE ENERGY CAR
26443KAA3
2132318.62000000
PA
USD
1871135.18000000
0.006032992718
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
1.67900000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR ELECTRIC
67021CAR8
850000.00000000
PA
USD
698172.77000000
0.002251077999
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.95000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBZ2
15850000.00000000
PA
USD
13236139.09000000
0.042676516160
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAX3
63850000.00000000
PA
USD
53495515.74000000
0.172482491038
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659BD2
25000000.00000000
PA
USD
20101154.25000000
0.064810986674
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.65000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_18-BA
N/A
NAVSL 2018-BA A2A
63940QAB9
2305943.47000000
PA
USD
2231009.07000000
0.007193313245
Long
ABS-CBDO
CORP
US
Y
2
2059-12-15
Fixed
3.61000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDL2
5000000.00000000
PA
USD
3465561.75000000
0.011173809901
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20230315
N/A
1.00000000
NC
2336363.61000000
0.007533001782
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
313881421.31000000
AUD
224272983.75000000
USD
2023-03-15
2336363.61000000
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348BL9
20563000.00000000
PA
USD
17589766.84000000
0.056713665797
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.30000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CB6
10000000.00000000
PA
USD
9843065.60000000
0.031736425953
Long
DBT
CORP
NL
N
2
2028-11-13
Fixed
3.87500000
N
N
N
N
N
N
VZ Secured Financing BV
549300MG611MYCOWY949
VZ SECURED FINAN
91845AAA3
2228000.00000000
PA
USD
1907955.78000000
0.006151711244
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
N/A
6653000.00000000
PA
7205064.55000000
0.023230872055
Long
DBT
CORP
US
N
2
2026-01-21
Fixed
3.20000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BH6
350000.00000000
PA
USD
275134.20000000
0.000887099255
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETRO
56585ABD3
13175000.00000000
PA
USD
12478155.01000000
0.040232592020
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBN4
14885000.00000000
PA
USD
14006891.28000000
0.045161607776
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKH4
32117000.00000000
PA
USD
26240810.09000000
0.084606723172
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448BJ1
15985000.00000000
PA
USD
13982467.30000000
0.045082858953
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428XBV7
12359000.00000000
PA
USD
11290086.53000000
0.036401971675
Long
DBT
CORP
US
N
2
2029-08-05
Fixed
3.10000000
N
N
N
N
N
N
BANK 2018-BNK12
N/A
BANK 2018-BN12 A4
06541KBA5
3960000.00000000
PA
USD
3867408.07000000
0.012469459702
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Variable
4.25500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJL4
69206000.00000000
PA
USD
55618323.03000000
0.179326935554
Long
DBT
CORP
US
N
2
2031-10-24
Variable
1.92200000
N
N
N
N
N
N
Southwestern Electric Power Co
R64UBJHEC74EB3HGQ410
SOUTHWESTN EL PR
845437BR2
26793000.00000000
PA
USD
25956183.34000000
0.083689017638
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.10000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBR5
20000000.00000000
PA
USD
16225229.60000000
0.052314067457
Long
DBT
CORP
GB
N
2
2032-03-10
Variable
2.66700000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
780097BG5
23355000.00000000
PA
USD
23031999.42000000
0.074260740897
Long
DBT
CORP
GB
N
2
2029-05-18
Variable
4.89200000
N
N
N
N
N
N
Amcor Flexibles North America Inc
PTVU09TE3QPJPL7K4E13
AMCOR FLEXIBLES
02344AAA6
20000000.00000000
PA
USD
16913670.00000000
0.054533765939
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-5145000.00000000
NC
USD
215.11000000
0.000000693566
N/A
DCR
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-121813.93000000
USD
-5145000.00000000
USD
122029.04000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAV8
31355000.00000000
PA
USD
30263466.29000000
0.097576740422
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.20300000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2J1
42900000.00000000
PA
USD
37045327.18000000
0.119443101443
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.57200000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434LAJ4
22881000.00000000
PA
USD
18566309.92000000
0.059862277054
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.65000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816CX5
10000000.00000000
PA
USD
9908695.80000000
0.031948033603
Long
DBT
CORP
US
N
2
2033-05-26
Variable
4.98900000
N
N
N
N
N
N
Scripps Escrow Inc
N/A
SCRIPPS ESCROW
81104PAA7
1843000.00000000
PA
USD
1646127.63000000
0.005307513915
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAD5
12000000.00000000
PA
USD
10430395.44000000
0.033630119517
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BW1
18511000.00000000
PA
USD
18277995.56000000
0.058932681772
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.90000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
1700000.00000000
PA
1918837.69000000
0.006186797156
Long
DBT
CORP
NL
N
2
2032-06-29
Fixed
4.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHZ5
47013000.00000000
PA
USD
40043472.25000000
0.129109846833
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.49600000
N
N
N
N
N
N
N/A
N/A
SCDS: (INDON)
N/A
-46500000.00000000
NC
USD
232501.86000000
0.000749642272
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
INDONESIA (REP)
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-1077129.96000000
USD
-46500000.00000000
USD
1309631.82000000
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART 2021-B C
44934KAF1
1350000.00000000
PA
USD
1195635.60000000
0.003855018571
Long
ABS-CBDO
CORP
US
N
2
2028-02-15
Fixed
1.12000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAG4
5000000.00000000
PA
USD
5317914.15000000
0.017146242391
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
874060AX4
102037000.00000000
PA
USD
86144688.27000000
0.277751325825
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TKQ7
8930000.00000000
PA
USD
9020186.66000000
0.029083265077
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
4.62500000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QCB0
10900000.00000000
PA
USD
9626857.33000000
0.031039318159
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.45000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS
536797AG8
7084000.00000000
PA
USD
6022522.96000000
0.019418071741
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865BF6
10000000.00000000
PA
USD
7984604.10000000
0.025744296247
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
1.30000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATIN
11120VAK9
13000000.00000000
PA
USD
11169221.31000000
0.036012272951
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448ES3
40112000.00000000
PA
USD
36496551.41000000
0.117673715533
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
2.75000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN
701094AS3
25000000.00000000
PA
USD
24843570.50000000
0.080101684540
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.50000000
N
N
N
N
N
N
Pepper Residential Securities Trust No. 23
N/A
PEPAU 23A A1U
71338BAA7
264358.20000000
PA
USD
263557.54000000
0.000849773301
Long
ABS-MBS
CORP
AU
Y
2
2060-08-18
Floating
5.28910000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDJ7
250000000.00000000
PA
USD
210781250.00000000
0.679609768430
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAP6
31600000.00000000
PA
USD
30668555.24000000
0.098882845247
Long
DBT
CORP
US
N
2
2028-09-13
Fixed
4.65000000
N
N
N
N
N
N
N/A
N/A
SCDS: (CS)
N/A
-4900000.00000000
NC
-351216.29000000
-0.00113240632
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
CREDIT SUISSE
Y
Payout of notional amount upon default event with regard to reference instrument
2027-06-20
0.00000000
EUR
-51955.92000000
EUR
-4900000.00000000
EUR
-299260.37000000
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAR1
17500000.00000000
PA
USD
15834240.10000000
0.051053422672
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C43
549300RVQJTKIK3XGD11
WFCM 2018-C43 C
95001LAZ5
1380000.00000000
PA
USD
1180138.74000000
0.003805052943
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
4.51400000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844CE6
3000000.00000000
PA
USD
2649059.94000000
0.008541210436
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.55000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BQ4
3216000.00000000
PA
USD
2772277.67000000
0.008938494222
Long
DBT
CORP
PA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL
N/A
13883000.00000000
PA
USD
13636597.57000000
0.043967691228
Long
DBT
CORP
CL
N
2
2024-10-30
Fixed
4.37500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CT4
46067000.00000000
PA
USD
37978372.79000000
0.122451466329
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.80400000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
N/A
611000.00000000
PA
450693.63000000
0.001453145351
Long
DBT
CORP
US
N
2
2039-06-26
Fixed
1.40800000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADM
341271AF1
19000000.00000000
PA
USD
15935719.90000000
0.051380618110
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.15400000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FZ2
6850000.00000000
PA
USD
6620253.06000000
0.021345298260
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CK6
24050000.00000000
PA
USD
20958122.38000000
0.067574059350
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MDLZ)
N/A
-1630000.00000000
NC
USD
30921.96000000
0.000099699883
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
MONDELEZ INT INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
25940.99000000
USD
0.00000000
USD
-1630000.00000000
USD
4980.97000000
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816CW7
18638000.00000000
PA
USD
18212959.48000000
0.058722989709
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.05000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCJ2
55760000.00000000
PA
USD
60625160.37000000
0.195470191016
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
ENLINK MIDSTREA
29336TAC4
915000.00000000
PA
USD
894565.41000000
0.002884295406
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXP-IMP BK KOREA
302154DV8
21185000.00000000
PA
USD
21710275.08000000
0.069999181709
Long
DBT
NUSS
KR
N
2
2028-01-11
Fixed
5.00000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587DH7
961000.00000000
PA
USD
830898.71000000
0.002679018555
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
ANTOFAGASTA
03718NAB2
6785000.00000000
PA
USD
6857209.91000000
0.022109304499
Long
DBT
CORP
GB
Y
2
2032-05-13
Fixed
5.62500000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL
416515BE3
3926000.00000000
PA
USD
3507627.66000000
0.011309440577
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDC7
34100000.00000000
PA
USD
33102498.96000000
0.106730468922
Long
DBT
CORP
US
N
2
2033-04-26
Variable
4.58600000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDK3
2015000.00000000
PA
USD
1876586.18000000
0.006050568061
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718GA1
21570000.00000000
PA
USD
21602093.14000000
0.069650376949
Long
DBT
CORP
US
N
2
2033-01-26
Fixed
4.05000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BC7
5000000.00000000
PA
USD
4814613.45000000
0.015523479113
Long
DBT
CORP
JP
N
2
2028-09-11
Fixed
4.05000000
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB INT FIN III
50249AAG8
5000000.00000000
PA
USD
4159270.65000000
0.013410495303
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
Cargo Aircraft Management Inc
549300GH5J7LOMV44F11
CARGO AIRCRAFT M
14180LAA4
1564000.00000000
PA
USD
1414978.40000000
0.004562232849
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
Carnival Holdings Bermuda Ltd
N/A
CARNIVAL HLD BM
14366RAA7
820000.00000000
PA
USD
885417.09000000
0.002854799008
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCY9
49000000.00000000
PA
USD
49419068.09000000
0.159339037132
Long
DBT
CORP
US
N
2
2034-02-01
Variable
5.81700000
N
N
N
N
N
N
N/A
N/A
CDX.NA.IG.39.V1 5YR RTP @ 90.00000
N/A
696600000.00000000
NC
USD
414679.01000000
0.001337025498
N/A
DCR
N/A
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
ICE: (CDX.NA.IG.39.V1)
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DCR
US
ICE: (CDX.NA.IG.39.V1)
2I65BYEB7
2027-12-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
696600000.00000000
90.00000000
USD
2023-03-15
XXXX
-171294.99000000
N
N
N
Cogent Communications Group Inc
549300KFWFYF8Q1U0Y26
COGENT COMMUNICA
19240CAE3
2230000.00000000
PA
USD
2209493.12000000
0.007123940614
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
Studio City Co Ltd
N/A
STUDIO CITY CO
86400GAC3
1403000.00000000
PA
USD
1353332.44000000
0.004363471353
Long
DBT
CORP
VG
Y
2
2027-02-15
Fixed
7.00000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBC1
37806000.00000000
PA
USD
37547912.43000000
0.121063557937
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.65000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
NATL GRID PLC
N/A
4500000.00000000
PA
4661672.24000000
0.015030359633
Long
DBT
CORP
GB
N
2
2026-06-30
Fixed
2.17900000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBU9
65000000.00000000
PA
USD
51763474.75000000
0.166897971655
Long
DBT
CORP
US
N
2
2031-11-19
Variable
1.76400000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QBR2
1102000.00000000
PA
USD
744470.26000000
0.002400352313
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AN9
545000.00000000
PA
USD
528911.22000000
0.001705337793
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20230315
N/A
1.00000000
NC
-7161.36000000
-0.00002308995
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
9202199.75000000
EUR
10025212.29000000
USD
2023-03-15
-7161.36000000
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919BC9
2000000.00000000
PA
USD
1924420.14000000
0.006204796326
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.20000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
REGENCY CENTERS
75884RAZ6
9841000.00000000
PA
USD
8543365.64000000
0.027545878697
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEY6
500000.00000000
PA
425187.53000000
0.001370907510
Long
DBT
CORP
US
N
2
2032-03-19
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
USD/ZAR FWD 20230315
N/A
1.00000000
NC
USD
-11626.33000000
-0.00003748610
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1383451.00000000
USD
23961375.42000000
ZAR
2023-03-15
-11626.33000000
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBX0
17897000.00000000
PA
USD
15900335.87000000
0.051266531432
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.80000000
N
N
N
N
N
N
NCL Corp Ltd
UNZWILHE4KMRP9K2L524
NCL CORP
62886HBG5
1040000.00000000
PA
USD
893559.54000000
0.002881052238
Long
DBT
CORP
BM
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20230315
N/A
1.00000000
NC
-21279.41000000
-0.00006860996
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
7804829.87000000
USD
11008151.25000000
AUD
2023-03-15
-21279.41000000
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
HUNT INGALLS IND
446413AT3
15053000.00000000
PA
USD
14082417.48000000
0.045405122526
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RES PRTNRS
87612BBN1
4097000.00000000
PA
USD
4199365.10000000
0.013539769515
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
HARRIS CORP
413875AW5
6273000.00000000
PA
USD
6204512.83000000
0.020004851131
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BP7
15336000.00000000
PA
USD
12317114.38000000
0.039713358050
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CL4
58981000.00000000
PA
USD
49452345.19000000
0.159446330557
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2016-C4
N/A
JPMDB 2016-C4 A3
46646RAJ2
2840000.00000000
PA
USD
2627643.54000000
0.008472158779
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.14130000
N
N
N
N
N
N
Petronas Energy Canada Ltd
5493001PEB90YGTDC638
PETRONAS ENERG
N/A
950000.00000000
PA
USD
853430.98000000
0.002751668047
Long
DBT
CORP
CA
N
2
2028-03-23
Fixed
2.11200000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBZ2
14237000.00000000
PA
USD
11483290.99000000
0.037024909618
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14200000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NU1
31145000.00000000
PA
USD
30720298.68000000
0.099049678621
Long
DBT
CORP
US
N
2
2033-05-24
Variable
4.91000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
2500000.00000000
PA
1775780.63000000
0.005725546568
Long
DBT
CORP
FR
N
2
2025-06-05
Floating
4.66600000
N
N
N
N
N
N
Panama Bonos del Tesoro
N/A
PANAMA TR BONDS
N/A
27149000.00000000
PA
USD
23259905.75000000
0.074995566068
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAW4
17500000.00000000
PA
USD
17356102.93000000
0.055960276794
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
VAIL RESORTS
91879QAL3
7771000.00000000
PA
USD
7814164.25000000
0.025194756917
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HLDS INC
09857LAR9
35630000.00000000
PA
USD
35796177.96000000
0.115415542008
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MKTS
12503MAC2
12719000.00000000
PA
USD
10355919.82000000
0.033389992092
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.62500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJF7
65770000.00000000
PA
USD
53181433.24000000
0.171469813036
Long
DBT
CORP
US
N
2
2031-07-23
Variable
1.89800000
N
N
N
N
N
N
Catalent Pharma Solutions Inc
549300HALRZ339MSTH85
CATALENT PHARMA
14879EAH1
1898000.00000000
PA
USD
1574887.02000000
0.005077816945
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
HERSHEY COMPANY
427866BE7
5000000.00000000
PA
USD
4176494.75000000
0.013466029971
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.70000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MET)
BVN4P0M06
-24300000.00000000
NC
USD
238993.37000000
0.000770572471
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
METLIFE INC
Y
Payout of notional amount upon default event with regard to reference instrument
2024-06-20
6054.84000000
USD
0.00000000
USD
-24300000.00000000
USD
232938.53000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
EF8021778
2100000.00000000
PA
2521591.97000000
0.008130222848
Long
DBT
CORP
US
N
2
2035-11-02
Fixed
4.62500000
N
N
N
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
PERMIAN RESR OPR
19416MAB5
3851000.00000000
PA
USD
3617381.90000000
0.011663314812
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
KEMPER
488401AC4
4837000.00000000
PA
USD
3879467.14000000
0.012508341062
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
Nexstar Media Inc
5493006PK6I4I2OOT688
NEXSTAR ESCROW
65343HAA9
3753000.00000000
PA
USD
3575418.51000000
0.011528014686
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
ESTEE LAUDER CO
29736RAP5
15250000.00000000
PA
USD
13523584.56000000
0.043603309929
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBL9
22000000.00000000
PA
USD
18817115.68000000
0.060670935530
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.52200000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEE7
135000000.00000000
PA
USD
125908587.00000000
0.405959759961
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140CA6
20200000.00000000
PA
USD
19300471.38000000
0.062229391300
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.15000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939UAG1
10000000.00000000
PA
USD
8743833.30000000
0.028192234955
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.20000000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
SUN COMMUNITIES
866677AH0
5079000.00000000
PA
USD
4659787.92000000
0.015024284129
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
Directv Financing LLC / Directv Financing Co-Obligor Inc
N/A
DIRECTV FIN/DTV
25461LAA0
3259000.00000000
PA
USD
2951874.81000000
0.009517558872
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Triton Container International Ltd / TAL International Container Corp
N/A
TRITON CONTAINER
89681LAA0
18030000.00000000
PA
USD
14644614.00000000
0.047217780183
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DR5
25404000.00000000
PA
USD
24044158.43000000
0.077524186533
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.65000000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
ENTERGY TEXAS
29365TAG9
3129000.00000000
PA
USD
3026067.16000000
0.009756772966
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAS1
1773000.00000000
PA
USD
1458388.40000000
0.004702197196
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.87500000
N
N
N
N
N
N
Ovintiv Inc
N/A
OVINTIV INC
698900AG2
1750000.00000000
PA
USD
1909735.77000000
0.006157450363
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.20000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659AV3
25632000.00000000
PA
USD
24467670.76000000
0.078889692793
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.70000000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CW9
5500000.00000000
PA
USD
5355833.34000000
0.017268503037
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.10000000
N
N
N
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825AJ5
5256000.00000000
PA
USD
4431072.59000000
0.014286850546
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.50000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EL3
5000000.00000000
PA
USD
4487198.55000000
0.014467814226
Long
DBT
CORP
AU
N
2
2030-01-16
Fixed
2.65000000
N
N
N
N
N
N
TotalEnergies Capital SA
529900QI55ZLJVCMPA71
TOTALENERGIES
89152UAH5
18600000.00000000
PA
USD
18384841.71000000
0.059277179621
Long
DBT
CORP
FR
N
2
2028-10-11
Fixed
3.88300000
N
N
N
N
N
N
AGI Finance Pty Ltd
21380065BDG1SP7D5854
AGI FINANCE
N/A
3390000.00000000
PA
1969997.76000000
0.006351749605
Long
DBT
CORP
AU
N
2
2028-11-23
Fixed
1.81520000
N
N
N
N
N
N
EDSOUTH INDENTURE NO 5 LLC EDUSA_15-1
N/A
EDUSA 2015-1 A
281378AA7
2507543.90000000
PA
USD
2438441.51000000
0.007862125639
Long
ABS-CBDO
CORP
US
Y
2
2056-10-25
Floating
5.18870000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044DP3
30618000.00000000
PA
USD
25718982.83000000
0.082924225780
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.20000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAN4
4800000.00000000
PA
USD
3772106.40000000
0.012162184050
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBU3
22000000.00000000
PA
USD
21685794.68000000
0.069920250974
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.95000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DV7
5000000.00000000
PA
USD
4329416.05000000
0.013959085256
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.55000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB 2014-C18 B
46641JBB1
2500000.00000000
PA
USD
2413813.00000000
0.007782717362
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.73540000
N
N
N
N
N
N
Digital Euro Finco LLC
635400OUEAPTXSW3SC91
DIGITAL EURO FIN
N/A
15223000.00000000
PA
16151047.00000000
0.052074884799
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
2.62500000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA
053015AG8
26610000.00000000
PA
USD
23718354.63000000
0.076473716223
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NY URBAN DEV-B
6500358W1
400000.00000000
PA
USD
382331.84000000
0.001232730393
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
3.90000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
1600000.00000000
PA
1904696.49000000
0.006141202504
Long
DBT
CORP
US
N
2
2035-11-29
Fixed
4.87500000
N
N
N
N
N
N
United Airlines Inc
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES
90932LAG2
6300000.00000000
PA
USD
5984482.83000000
0.019295421154
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
EK1093963
8958708.00000000
PA
10923816.66000000
0.035221028960
Long
DBT
NUSS
GB
N
2
2024-09-07
Fixed
2.75000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
WORKDAY INC
98138HAJ0
11000000.00000000
PA
USD
10059914.04000000
0.032435597811
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MD0
5000000.00000000
PA
USD
4780156.50000000
0.015412381566
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AQ6
13264000.00000000
PA
USD
12612928.20000000
0.040667133405
Long
DBT
CORP
NL
N
2
2029-04-09
Fixed
4.05000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C TECH INC
78466DBG8
627843.02000000
PA
USD
626535.22000000
0.002020101198
Long
LON
CORP
US
N
2
2029-03-22
Floating
6.77040000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C49
N/A
WFCM 2019-C49 ASB
95001WAZ1
3250000.00000000
PA
USD
3125010.20000000
0.010075789276
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.93300000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBD7
50239000.00000000
PA
USD
46769741.84000000
0.150796968048
Long
DBT
CORP
US
N
2
2030-05-06
Variable
3.70200000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494BK8
11113000.00000000
PA
USD
10919559.12000000
0.035207301621
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690BR0
364000.00000000
PA
USD
355735.12000000
0.001146976130
Long
DBT
CORP
US
N
2
2030-03-30
Fixed
4.75000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAW5
2500000.00000000
PA
USD
2277804.20000000
0.007344192070
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
EX-IM BK OF IN
30216JAC9
9675000.00000000
PA
USD
9184267.75000000
0.029612302226
Long
DBT
NUSS
IN
Y
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PROD & CHEM
009158BC9
5552000.00000000
PA
USD
4825948.42000000
0.015560025800
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAB9
18507000.00000000
PA
USD
16094388.43000000
0.051892203855
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
Kimco Realty OP LLC
549300EA7I6T15IBYS12
KIMCO REALTY
49446RAZ2
2657000.00000000
PA
USD
2307956.53000000
0.007441410480
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.20000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AM5
9000000.00000000
PA
USD
8789220.27000000
0.028338573532
Long
DBT
CORP
NL
N
2
2028-10-02
Fixed
4.55000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334CQ5
4960000.00000000
PA
USD
4148867.89000000
0.013376954287
Long
DBT
CORP
US
N
2
2031-10-14
Fixed
2.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RAU6
200000.00000000
PA
287521.76000000
0.000927039747
Long
DBT
CORP
US
N
2
2040-04-30
Fixed
7.00000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CD5
19969000.00000000
PA
USD
18253144.70000000
0.058852556585
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
Ontario Teachers' Cadillac Fairview Properties Trust
N/A
CADILLAC FAIRVIE
68327LAB2
7000000.00000000
PA
USD
6541183.32000000
0.021090358280
Long
DBT
CORP
CA
Y
2
2027-03-20
Fixed
3.87500000
N
N
N
N
N
N
Republic of South Africa Government International Bond
N/A
SOUTH AFRICA
836205BB9
6600000.00000000
PA
USD
5051879.45000000
0.016288482126
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YES0
30652000.00000000
PA
USD
29707424.29000000
0.095783926427
Long
DBT
CORP
US
N
2
2037-04-20
Variable
5.29700000
N
N
N
N
N
N
Central Parent Inc
N/A
CENTRAL PARENT
15477BAB3
1035000.00000000
PA
USD
1032059.57000000
0.003327609857
Long
LON
CORP
US
N
2
2029-07-06
Floating
9.15550000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK
854502AL5
20888000.00000000
PA
USD
17647472.86000000
0.056899723973
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.30000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
QUANTA SERVICES
74762EAF9
8400000.00000000
PA
USD
7202656.36000000
0.023223107467
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
857524AD4
6210000.00000000
PA
USD
6451193.61000000
0.020800209674
Long
DBT
NUSS
PL
N
2
2027-11-16
Fixed
5.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKD0
61630000.00000000
PA
USD
51037065.18000000
0.164555851378
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
MSBAM 2014-C16 C
61763MAL4
2400000.00000000
PA
USD
2248372.56000000
0.007249297339
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
4.73430000
N
N
N
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696AU2
9915000.00000000
PA
USD
8115533.39000000
0.026166443969
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.12500000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AQ3
124201000.00000000
PA
USD
126074795.65000000
0.406495656879
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATION
92840VAF9
995000.00000000
PA
USD
935898.76000000
0.003017564131
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBK9
19475000.00000000
PA
USD
20664069.88000000
0.066625962916
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.75000000
N
N
N
N
N
N
Tyco Electronics Group SA
C33G1C5SYE2YM95EE712
TYCO ELECTRONICS
902133AY3
7990000.00000000
PA
USD
6860839.06000000
0.022121005757
Long
DBT
CORP
LU
N
2
2032-02-04
Fixed
2.50000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161NAX9
45000000.00000000
PA
USD
43430765.85000000
0.140031301275
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CN4
3930000.00000000
PA
USD
3557450.58000000
0.011470081731
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Owl Rock Capital Corp
2549000BD79OOCPF2L94
OWL ROCK CAPITAL
69121KAG9
300000.00000000
PA
USD
248673.23000000
0.000801782683
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664CX7
5801000.00000000
PA
USD
3942448.53000000
0.012711408308
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.50000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CU2
29420000.00000000
PA
USD
25584119.20000000
0.082489392794
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBL4
15000000.00000000
PA
USD
14805467.10000000
0.047736409511
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA
053015AF0
24000000.00000000
PA
USD
19464812.64000000
0.062759267301
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.25000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759AZ3
12620000.00000000
PA
USD
10169289.39000000
0.032788250413
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
1.75000000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
WILLIS NORTH AME
970648AG6
14000000.00000000
PA
USD
13631835.00000000
0.043952335549
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
Benchmark 2018-B1 Mortgage Trust
N/A
BMARK 2018-B1 A5
08162PAX9
4630000.00000000
PA
USD
4414933.26000000
0.014234813440
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
3.66600000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703DBL4
61885000.00000000
PA
USD
61880739.84000000
0.199518483133
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
5.75000000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MA SCH BLDG AUTH-B
576000ZJ5
25540000.00000000
PA
USD
21676469.70000000
0.069890184981
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
1.75300000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER
58503UAC7
1310100.00000000
PA
USD
1271124.53000000
0.004098413153
Long
LON
CORP
US
N
2
2028-10-21
Floating
7.76310000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475AW5
32603000.00000000
PA
USD
30883850.66000000
0.099577009792
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.45000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART 2021-B B
44934KAE4
1270000.00000000
PA
USD
1137586.63000000
0.003667854641
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.91000000
N
N
N
N
N
N
Hilton Worldwide Finance LLC
549300406TN7EY0NPH20
HILTON WORLDWIDE
43289DAH6
1045000.00000000
PA
USD
1043100.19000000
0.003363207489
Long
LON
CORP
US
N
2
2026-06-21
Floating
6.28080000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
N/A
MSBAM 2014-C17 AS
61763UBB7
1380000.00000000
PA
USD
1323137.24000000
0.004266114719
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
4.01100000
N
N
N
N
N
N
Lonsdale Finance Pty Ltd
549300VX4WC30OTQ1E62
LONSDALE FINANCE
N/A
32000000.00000000
PA
19823130.98000000
0.063914572358
Long
DBT
CORP
AU
N
2
2027-10-15
Fixed
2.10000000
N
N
N
N
N
N
N/A
N/A
SCDS: (VZ)
N/A
-1630000.00000000
NC
USD
12189.31000000
0.000039301285
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
VERIZON COMM INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
21214.99000000
USD
0.00000000
USD
-1630000.00000000
USD
-9025.68000000
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAN2
10000000.00000000
PA
USD
7969169.30000000
0.025694530716
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RBF0
9990000.00000000
PA
USD
8625863.90000000
0.027811873056
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDP4
20288000.00000000
PA
USD
19772059.73000000
0.063749906286
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCG3
42100000.00000000
PA
USD
36049316.01000000
0.116231720352
Long
DBT
CORP
JP
N
2
2028-09-17
Fixed
1.90200000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACB9
10000000.00000000
PA
USD
8495762.80000000
0.027392395619
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BF3
1465000.00000000
PA
USD
1021860.95000000
0.003294727038
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816DA4
38720000.00000000
PA
USD
37699334.99000000
0.121551780922
Long
DBT
CORP
US
N
2
2033-08-03
Variable
4.42000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654AU9
10650000.00000000
PA
USD
9265094.87000000
0.029872908425
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
1.70000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABK8
27426000.00000000
PA
USD
26531134.87000000
0.085542800534
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.15000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
ARES CAPITAL COR
04010LBB8
10300000.00000000
PA
USD
8696246.02000000
0.028038802046
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
Kaiser Aluminum Corp
N/A
KAISER ALUMINUM
483007AL4
2933000.00000000
PA
USD
2482114.02000000
0.008002936382
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06417XAE1
12500000.00000000
PA
USD
10470430.63000000
0.033759202660
Long
DBT
CORP
CA
N
2
2032-02-02
Fixed
2.45000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AR5
2070000.00000000
PA
USD
2099690.30000000
0.006769909745
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEL5
25000000.00000000
PA
USD
21313362.50000000
0.068719439480
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.94300000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CT6
300000.00000000
PA
USD
249111.40000000
0.000803195449
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.90000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-2
N/A
FORDF 2020-2 A
34528QHQ0
560000.00000000
PA
USD
511148.34000000
0.001648065968
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
1.06000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAP8
11000000.00000000
PA
USD
9097935.77000000
0.029333947027
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475BJ3
50000000.00000000
PA
USD
54036698.00000000
0.174227393634
Long
DBT
CORP
US
N
2
2033-10-28
Variable
6.03700000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
CGCMT 2014-GC23 C
17322VAX4
1250000.00000000
PA
USD
1175591.13000000
0.003790390348
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Variable
4.42660000
N
N
N
N
N
N
Prologis International Funding II SA
213800JNRWW2C9DWI388
PROLOGIS INTL II
N/A
6353000.00000000
PA
5428691.94000000
0.017503416799
Long
DBT
CORP
LU
N
2
2032-06-17
Fixed
1.62500000
N
N
N
N
N
N
EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_19-A
N/A
EDVES 2019-A A
28166GAA3
1459196.58000000
PA
USD
1394851.85000000
0.004497339980
Long
ABS-CBDO
CORP
US
Y
2
2038-11-25
Fixed
3.58000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MAR MTLS
573284AW6
25000000.00000000
PA
USD
20823720.00000000
0.067140713545
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.40000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES
247361ZT8
2023000.00000000
PA
USD
1789814.47000000
0.005770795065
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599EF8
14904000.00000000
PA
USD
15580545.17000000
0.050235448812
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CBJ2
26520000.00000000
PA
USD
27232338.34000000
0.087803650244
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.95000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
053484AD3
6700000.00000000
PA
USD
6951239.95000000
0.022412480107
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFY2
414830000.00000000
PA
USD
422348793.75000000
1.361754738228
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.87500000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-LC14
549300QGM7D5K3CV2643
WFRBS 2014-LC14 A4
96221TAD9
611113.18000000
PA
USD
600567.69000000
0.001936375596
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
3.76600000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHM4
22622000.00000000
PA
USD
21874688.11000000
0.070529289113
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.27100000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC16
549300PX4QZK7CUM8D08
WFCM 2014-LC16 C
94988XBA3
1450000.00000000
PA
USD
1017928.13000000
0.003282046674
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.45800000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GU1
10000000.00000000
PA
USD
8564470.50000000
0.027613925874
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECH
75513ECM1
37505000.00000000
PA
USD
30578790.38000000
0.098593421611
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.90000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BN2
4997000.00000000
PA
USD
4508729.49000000
0.014537235188
Long
DBT
CORP
US
N
2
2031-03-30
Variable
3.15200000
N
N
N
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
PERMIAN RESR OPR
19416MAA7
1445000.00000000
PA
USD
1445352.81000000
0.004660167299
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EW9
25400000.00000000
PA
USD
22337977.42000000
0.072023045985
Long
DBT
CORP
AU
N
2
2028-11-20
Fixed
1.95300000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAY6
30000000.00000000
PA
USD
28794705.90000000
0.092841101420
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.85000000
N
N
N
N
N
N
BANK 2017-BNK6
N/A
BANK 2017-BNK6 AS
060352AJ0
1310000.00000000
PA
USD
1194205.96000000
0.003850409065
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
3.74100000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIO
78410GAG9
3740000.00000000
PA
USD
3170138.22000000
0.010221292935
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJL5
46925000.00000000
PA
USD
46793417.61000000
0.150873304461
Long
DBT
CORP
US
N
2
2034-02-01
Variable
4.83900000
N
N
N
N
N
N
N/A
N/A
SCDS: (ENBCN)
N/A
-1630000.00000000
NC
USD
15942.89000000
0.000051403736
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ENBRIDGE INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
16115.63000000
USD
0.00000000
USD
-1630000.00000000
USD
-172.74000000
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAT8
13715000.00000000
PA
USD
11444729.31000000
0.036900577428
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-A
N/A
SOFI 2017-A A2B
83404FAC8
39149.38000000
PA
USD
38825.47000000
0.000125182712
Long
ABS-CBDO
CORP
US
Y
2
2040-03-26
Fixed
2.40000000
N
N
N
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
MAGNA INTL INC
559222AV6
35820000.00000000
PA
USD
30655243.87000000
0.098839926168
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAZ5
1052000.00000000
PA
USD
808865.08000000
0.002607976799
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.09500000
N
N
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUT
83088MAL6
31290000.00000000
PA
USD
25781280.98000000
0.083125090095
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
Toll Brothers Finance Corp
N/A
TOLL BR FIN CORP
88947EAU4
22966000.00000000
PA
USD
20590668.65000000
0.066389299584
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.80000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBE5
6750000.00000000
PA
USD
6102830.66000000
0.019677003204
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAG4
27133000.00000000
PA
USD
21870906.84000000
0.070517097383
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY
25179MBF9
28745000.00000000
PA
USD
27763208.49000000
0.089515304102
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428XCD6
32544000.00000000
PA
USD
27480597.83000000
0.088604098929
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHX0
32946000.00000000
PA
USD
28875487.44000000
0.093101560657
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.88400000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCS
446150AS3
10000000.00000000
PA
USD
8599331.40000000
0.027726325853
Long
DBT
CORP
US
N
2
2030-02-04
Fixed
2.55000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CE7
15000000.00000000
PA
USD
13577833.95000000
0.043778223094
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.37500000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALM CO
194162AP8
22180000.00000000
PA
USD
20834310.57000000
0.067174860106
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.25000000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
PRUDENTIAL PLC
74435KAA3
1500000.00000000
PA
USD
1358709.15000000
0.004380807167
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.12500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912XBF0
3955000.00000000
PA
USD
3820202.25000000
0.012317256712
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.62500000
N
N
N
N
N
N
Peruvian Government International Bond
N/A
REPUBLIC OF PERU
715638DA7
21951000.00000000
PA
USD
18985309.93000000
0.061213234503
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.84400000
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HLDG
55903VAS2
6000000.00000000
PA
USD
4994108.46000000
0.016102214471
Long
DBT
CORP
US
Y
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599DD4
17195000.00000000
PA
USD
19124625.48000000
0.061662421556
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
American Airlines Inc
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINE
023771S58
685000.00000000
PA
USD
762867.81000000
0.002459670467
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639AY2
39770000.00000000
PA
USD
33290903.06000000
0.107337929343
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECH
75513EAD3
38811000.00000000
PA
USD
33356648.77000000
0.107549909425
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299AT1
9236000.00000000
PA
USD
10481148.38000000
0.033793759280
Long
DBT
NUSS
PA
N
2
2034-04-28
Fixed
8.12500000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
N/A
MSBAM 2014-C15 C
61763KBF0
1140000.00000000
PA
USD
1091195.46000000
0.003518278280
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
4.89120000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_19-B
N/A
NAVSL 2019-BA A2A
63941LAB9
0.01000000
PA
USD
0.01000000
0.000000000032
Long
ABS-CBDO
CORP
US
Y
2
2059-12-15
Fixed
3.39000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
NOVELIS CORP
670001AE6
2167000.00000000
PA
USD
1980464.77000000
0.006385497778
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17308CC53
40076000.00000000
PA
USD
35232515.23000000
0.113598156936
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.97600000
N
N
N
N
N
N
WFLD 2014-MONT Mortgage Trust
N/A
WFLD 2014-MONT A
92939GAA5
4640000.00000000
PA
USD
4438993.34000000
0.014312388961
Long
ABS-MBS
CORP
US
Y
2
2031-08-10
Variable
3.75480000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATIN
11120VAL7
20000000.00000000
PA
USD
16069748.20000000
0.051812757790
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TKR5
10715000.00000000
PA
USD
10892715.78000000
0.035120752196
Long
DBT
CORP
US
N
2
2033-01-12
Fixed
4.70000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
MID-AMER APT LP
59523UAS6
1900000.00000000
PA
USD
1535041.94000000
0.004949346762
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YBJ9
10000000.00000000
PA
USD
8753111.90000000
0.028222151407
Long
DBT
CORP
US
N
2
2029-08-26
Fixed
2.37500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACV5
15000000.00000000
PA
USD
15295162.95000000
0.049315307459
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.20000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DU1
15030000.00000000
PA
USD
12659554.37000000
0.040817467463
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
ELEMENT SOLN INC
28618MAA4
1912500.00000000
PA
USD
1691305.57000000
0.005453178528
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
LAZARD GROUP LLC
52107QAK1
555000.00000000
PA
USD
533826.92000000
0.001721187199
Long
DBT
CORP
US
N
2
2029-03-11
Fixed
4.37500000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
AGREE LP
008513AA1
6500000.00000000
PA
USD
5540153.78000000
0.017862796750
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAR2
23788000.00000000
PA
USD
19899630.17000000
0.064161224262
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.70000000
N
N
N
N
N
N
Toyota Motor Finance Netherlands BV
724500OPA8GZSQUNSR96
TOYOTA MOTOR FIN
N/A
400000.00000000
PA
397786.04000000
0.001282558474
Long
DBT
CORP
NL
N
2
2025-10-27
Fixed
0.00000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HBC2
17000000.00000000
PA
USD
14144535.16000000
0.045605404961
Long
DBT
CORP
CA
N
2
2031-10-12
Fixed
2.50000000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
500000.00000000
PA
491314.27000000
0.001584116126
Long
DBT
CORP
LU
N
2
2030-04-01
Fixed
1.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CS9
12155000.00000000
PA
USD
12302070.52000000
0.039664853004
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
SCDS: (UNH)
N/A
-1630000.00000000
NC
USD
30470.98000000
0.000098245814
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
UNITEDHEALTH GRP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
30704.89000000
USD
0.00000000
USD
-1630000.00000000
USD
-233.91000000
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OP
23311VAJ6
988000.00000000
PA
USD
1005378.08000000
0.003241582276
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BH2
58413000.00000000
PA
USD
51374922.77000000
0.165645186025
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.45000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
VONOVIA SE
N/A
2100000.00000000
PA
1382442.47000000
0.004457329135
Long
DBT
CORP
DE
N
2
2041-06-14
Fixed
1.50000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BN1
6257000.00000000
PA
USD
5191843.23000000
0.016739759230
Long
DBT
CORP
PA
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
FEDERAL REALTY I
313747BA4
1990000.00000000
PA
USD
1778050.81000000
0.005732866178
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAL5
10930000.00000000
PA
USD
10606823.84000000
0.034198967382
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.30000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFE9
30626000.00000000
PA
USD
27798513.35000000
0.089629135516
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
Benchmark 2020-B16 Mortgage Trust
N/A
BMARK 2020-B16 A5
08161NAF4
3660000.00000000
PA
USD
3220221.72000000
0.010382774262
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.73200000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VBC7
27147000.00000000
PA
USD
24042822.26000000
0.077519878397
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Palisades Center Trust 2016-PLSD
N/A
PCT 2016-PLSD A
69640GAA3
5780000.00000000
PA
USD
4112556.12000000
0.013259876352
Long
ABS-MBS
CORP
US
Y
2
2033-04-13
Fixed
2.71300000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261FAR5
38740000.00000000
PA
USD
38635195.13000000
0.124569220533
Long
DBT
CORP
US
N
2
2034-01-27
Variable
5.05300000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175CD4
28980000.00000000
PA
USD
24282611.51000000
0.078293016979
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BL0
886000.00000000
PA
USD
846116.07000000
0.002728083007
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
N/A
5200000.00000000
PA
5307645.62000000
0.017113134165
Long
DBT
CORP
JE
N
2
2027-10-12
Fixed
1.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
706451BG5
1200000.00000000
PA
USD
942066.48000000
0.003037450353
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAX4
22800000.00000000
PA
USD
22244941.75000000
0.071723076466
Long
DBT
CORP
US
N
2
2029-12-05
Variable
4.45200000
N
N
N
N
N
N
COMM 2014-CCRE17 Mortgage Trust
N/A
COMM 2014-CR17 A4
12631DBA0
0.01000000
PA
USD
0.01000000
0.000000000032
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
3.70000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236THX6
5000000.00000000
PA
USD
4094747.10000000
0.013202455761
Long
DBT
CORP
US
N
2
2031-01-10
Fixed
1.65000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEE0
1400000.00000000
PA
1319484.28000000
0.004254336692
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
2.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC24
N/A
GSMS 2014-GC24 C
36253GAM4
4615000.00000000
PA
USD
4229900.40000000
0.013638222713
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.52540000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WAW8
8150000.00000000
PA
USD
7652768.58000000
0.024674378212
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.25000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AV5
1070000.00000000
PA
USD
1053884.94000000
0.003397980133
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_22-1
N/A
HERTZ 2022-1A A
42806MAJ8
1120000.00000000
PA
USD
1041197.81000000
0.003357073755
Long
ABS-CBDO
CORP
US
Y
2
2026-06-25
Fixed
1.99000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFC
101137BA4
77567000.00000000
PA
USD
68849808.01000000
0.221988445737
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
Belrose Funding Trust
N/A
BELROSE FUNDING
080807AA8
6880000.00000000
PA
USD
5428190.24000000
0.017501799197
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HV8
5000000.00000000
PA
USD
4638894.15000000
0.014956917558
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.50000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
N/A
1500000.00000000
PA
1562763.53000000
0.005038727878
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.62500000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
63111XAE1
5000000.00000000
PA
USD
3483776.75000000
0.011232539470
Long
DBT
CORP
US
N
2
2040-12-21
Fixed
2.50000000
N
N
N
N
N
N
Chevron USA Inc
VA8TZDWPEZYU430RZ444
CHEVRON USA INC
166756AS5
24000000.00000000
PA
USD
22653002.64000000
0.073038763544
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HQ9
8663000.00000000
PA
USD
7583914.02000000
0.024452374444
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20230315
N/A
1.00000000
NC
10984.60000000
0.000035417009
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
5570117.00000000
AUD
3949455.81000000
USD
2023-03-15
10984.60000000
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BR3
545000.00000000
PA
USD
431763.39000000
0.001392109675
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBL6
67090000.00000000
PA
USD
52233008.73000000
0.168411862855
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBS3
8335000.00000000
PA
USD
8218017.61000000
0.026496877900
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.30000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20230315
N/A
1.00000000
NC
-7925.81000000
-0.00002555472
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
16625657.25000000
USD
15242622.47000000
EUR
2023-03-15
-7925.81000000
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
ASTRAZENECA FIN
04636NAE3
61477000.00000000
PA
USD
54113316.91000000
0.174474431545
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAM8
11500000.00000000
PA
USD
10104657.39000000
0.032579861201
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.62500000
N
N
N
N
N
N
Sharjah Sukuk Program Ltd
549300N3BQ9P6RRMVV02
SHARJAH SUKUK
N/A
15057000.00000000
PA
USD
14481200.75000000
0.046690896312
Long
DBT
CORP
KY
N
2
2026-04-03
Fixed
3.85400000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
455780DS2
15520000.00000000
PA
USD
16370712.81000000
0.052783140539
Long
DBT
NUSS
ID
N
2
2053-01-11
Fixed
5.65000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XDP8
6000000.00000000
PA
USD
5142503.88000000
0.016580677223
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.40000000
N
N
N
N
N
N
KazMunayGas National Co JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NAT
48667QAS4
5400000.00000000
PA
USD
4621900.82000000
0.014902126949
Long
DBT
CORP
KZ
Y
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM MIDSTREAM PT
26885BAN0
1033000.00000000
PA
USD
1031293.93000000
0.003325141249
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829BL0
39069000.00000000
PA
USD
41908618.92000000
0.135123531146
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS CORP
25470XBD6
2245000.00000000
PA
USD
1427697.51000000
0.004603242338
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JW1
11850000.00000000
PA
USD
10686569.01000000
0.034456085112
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.15000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATIN
11120VAH6
8000000.00000000
PA
USD
7411860.24000000
0.023897631413
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106LBP3
40182000.00000000
PA
USD
32580143.02000000
0.105046266939
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.50000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAK2
30694000.00000000
PA
USD
26652171.11000000
0.085933050668
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.25000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813BY4
22000000.00000000
PA
USD
20709316.54000000
0.066771849099
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC16
549300PX4QZK7CUM8D08
WFCM 2014-LC16 B
94988XAZ9
1300000.00000000
PA
USD
1144778.05000000
0.003691041520
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.32200000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HAX7
11000000.00000000
PA
USD
8906446.12000000
0.028716538046
Long
DBT
CORP
JP
N
2
2031-07-14
Fixed
2.60800000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KCJ7
15630000.00000000
PA
USD
15902601.27000000
0.051273835630
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
2900000.00000000
PA
2448715.17000000
0.007895250405
Long
DBT
CORP
LU
N
2
2026-07-16
Fixed
0.00000000
N
N
N
N
N
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
718286CT2
14499000.00000000
PA
USD
15579594.52000000
0.050232383686
Long
DBT
NUSS
PH
N
2
2033-04-13
Fixed
5.60900000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98388MAD9
12000000.00000000
PA
USD
11881732.08000000
0.038309580133
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.60000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468P7
87909000.00000000
PA
USD
80801428.12000000
0.260523361795
Long
DBT
CORP
US
N
2
2031-04-01
Variable
3.62200000
N
N
N
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
PETRONAS CAP LTD
BH7872303
40300000.00000000
PA
USD
37682918.00000000
0.121498848572
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS
44107TAZ9
10512000.00000000
PA
USD
9017227.24000000
0.029073723191
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741BF4
31710000.00000000
PA
USD
27622447.18000000
0.089061455568
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.62500000
N
N
N
N
N
N
BBCMS Mortgage Trust 2020-C6
N/A
BBCMS 2020-C6 A4
05492TBP4
2285000.00000000
PA
USD
2003626.70000000
0.006460177447
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.63900000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
12200000.00000000
PA
8456305.26000000
0.027265174959
Long
DBT
CORP
AU
N
2
2031-01-29
Floating
4.93120000
N
N
N
N
N
N
Civitas Resources Inc
IIVIHPH28S64K95M2381
BONANZA CREEK EN
097793AE3
1569000.00000000
PA
USD
1468700.81000000
0.004735446902
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATL RE
136385BA8
36700000.00000000
PA
USD
32134233.74000000
0.103608547490
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
2.95000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDUSTRIES
693506BS5
9435000.00000000
PA
USD
8167430.11000000
0.026333771555
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.55000000
N
N
N
N
N
N
Arconic Corp
549300B4YFWH3U74B152
ARCONIC ROLLED P
03966VAA5
1305000.00000000
PA
USD
1257770.67000000
0.004055357076
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BV3
20000000.00000000
PA
USD
21433680.60000000
0.069107374157
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.87500000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAB8
15000000.00000000
PA
USD
12538650.45000000
0.040427643961
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
1.95000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBF4
14970000.00000000
PA
USD
13239526.08000000
0.042687436635
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCH6
5933000.00000000
PA
USD
5699321.91000000
0.018375993327
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAR1
27234000.00000000
PA
USD
25610488.66000000
0.082574414316
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Mar23
N/A
1172.00000000
NC
USD
88552.68000000
0.000285515274
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CBOT 5 Year US Treasury Note
2023-03-31
127943291.66000000
USD
88552.68000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
51530000.00000000
PA
USD
43995398.83000000
0.141851814669
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Wisconsin Electric Power Co
AENKIFMULUAWOUU8Q584
WISCONSIN ELECTR
976656CN6
21000000.00000000
PA
USD
21410480.91000000
0.069032572741
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
4.75000000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203RAM6
9827000.00000000
PA
USD
9068061.58000000
0.029237625407
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBS3
43478000.00000000
PA
USD
34992724.83000000
0.112825014646
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAS0
45806000.00000000
PA
USD
42164443.61000000
0.135948371867
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CU0
19585000.00000000
PA
USD
18552613.15000000
0.059818115352
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.50000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DK3
34575000.00000000
PA
USD
29519320.07000000
0.095177432893
Long
DBT
CORP
US
N
2
2031-03-05
Fixed
2.00000000
N
N
N
N
N
N
TRINITY RAIL LEASING LP TRL_18-1
N/A
TRL 2018-1A A2
89657AAB2
2760000.00000000
PA
USD
2579805.95000000
0.008317918810
Long
ABS-CBDO
CORP
US
Y
2
2048-06-17
Fixed
4.62000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
ENTERGY ARKANSAS
29366MAD0
4230000.00000000
PA
USD
4398117.67000000
0.014180595908
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.15000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAL7
16000000.00000000
PA
USD
13938749.12000000
0.044941900959
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
N/A
700000.00000000
PA
837388.06000000
0.002699941790
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
4.00000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIO
620076BU2
25000000.00000000
PA
USD
20741169.00000000
0.066874549140
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.75000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C
N/A
SMB 2018-C A2A
78449QAB3
7015125.42000000
PA
USD
6764664.40000000
0.021810915375
Long
ABS-CBDO
CORP
US
Y
2
2035-11-15
Fixed
3.63000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VBW3
5252000.00000000
PA
5676065.56000000
0.018301009225
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
3.25000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDM9
1804000.00000000
PA
USD
1605058.87000000
0.005175098292
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20230315
N/A
1.00000000
NC
8827.35000000
0.000028461513
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
3685007.00000000
EUR
4026276.24000000
USD
2023-03-15
8827.35000000
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBA6
10620000.00000000
PA
USD
9190459.54000000
0.029632266056
Long
DBT
CORP
JP
N
2
2030-09-13
Variable
2.86900000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836BW7
6000000.00000000
PA
USD
5984180.82000000
0.019294447401
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.30000000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA
78081BAK9
25000000.00000000
PA
USD
20400950.25000000
0.065777601542
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VES9
1000000.00000000
PA
USD
962692.94000000
0.003103955053
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.87500000
N
N
N
N
N
N
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
N/A
AXALTA COAT/BV
05454NAA7
1449000.00000000
PA
USD
1368901.55000000
0.004413669932
Long
DBT
CORP
N/A
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P8
N/A
CGCMT 2017-P8 A3
17326DAC6
1530000.00000000
PA
USD
1411612.58000000
0.004551380630
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.20300000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC
1248EPCD3
5885000.00000000
PA
USD
5146174.62000000
0.016592512577
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAP3
25000000.00000000
PA
USD
22583431.50000000
0.072814449350
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.37500000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS
44107TBA3
16025000.00000000
PA
USD
12810534.83000000
0.041304265010
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214FG3
10000000.00000000
PA
USD
9893677.80000000
0.031899611936
Long
DBT
CORP
AU
N
2
2033-08-10
Variable
5.40500000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FX6
10000000.00000000
PA
USD
9285433.40000000
0.029938484769
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35000000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Mar23
N/A
-2017.00000000
NC
USD
344482.39000000
0.001110694605
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT 2 Year US Treasury Note Future
2023-03-31
-415137381.84000000
USD
344482.39000000
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS
N/A
32930000.00000000
PA
22841614.37000000
0.073646893414
Long
DBT
CORP
AU
N
2
2026-10-12
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
US 10yr Ultra Fut Mar23
N/A
-3944.00000000
NC
USD
2292742.13000000
0.007392355572
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Ultra 10-Year US Treasury Note Futures
2023-03-22
-480317867.13000000
USD
2292742.13000000
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CH7
8000000.00000000
PA
USD
7605335.20000000
0.024521441513
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFR0
5000000.00000000
PA
USD
4474278.20000000
0.014426155890
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468X0
61429000.00000000
PA
USD
48843483.61000000
0.157483213452
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.92800000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERAC
874054AH2
16475000.00000000
PA
USD
15409060.75000000
0.049682541535
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
4.00000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBM3
5000000.00000000
PA
USD
4077039.95000000
0.013145363623
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45200000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAW1
1830000.00000000
PA
USD
1564284.59000000
0.005043632144
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PAR6
5020000.00000000
PA
USD
4413522.51000000
0.014230264840
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL
14448CAQ7
31000000.00000000
PA
USD
27094501.89000000
0.087359232166
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BK9
21990000.00000000
PA
USD
19994491.72000000
0.064467080860
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.10000000
N
N
N
N
N
N
Global Atlantic Fin Co
N/A
GLOBAL ATLANTI
37959GAB3
20000000.00000000
PA
USD
15479011.80000000
0.049908080651
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
445545AP1
7540000.00000000
PA
USD
7449978.66000000
0.024020534425
Long
DBT
NUSS
HU
Y
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC LTD
N/A
3500000.00000000
PA
USD
3400715.15000000
0.010964728767
Long
DBT
CORP
IN
N
2
2026-02-26
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYN8
55650000.00000000
PA
USD
46212039.36000000
0.148998800263
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.65000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DK3
10000000.00000000
PA
USD
9495483.70000000
0.030615737777
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
4.87500000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOOD
50077LAZ9
2248000.00000000
PA
USD
2103230.94000000
0.006781325625
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2015-UBS8
N/A
MSC 2015-UBS8 C
61691ABQ5
1610000.00000000
PA
USD
1420186.64000000
0.004579025475
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
4.57940000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAU4
25510000.00000000
PA
USD
26273540.32000000
0.084712253356
Long
DBT
NUSS
MX
N
2
2028-02-09
Fixed
5.40000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
CLEAN HARBORS IN
184496AQ0
435000.00000000
PA
USD
443126.28000000
0.001428746382
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
6.37500000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAQ9
12237000.00000000
PA
USD
10911120.68000000
0.035180094048
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CO
30161NBE0
28000000.00000000
PA
USD
25284194.04000000
0.081522361483
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.35000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
STEEL DYNAMICS
858119BM1
2950000.00000000
PA
USD
2659907.68000000
0.008576186176
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AN3
6441000.00000000
PA
USD
5501504.85000000
0.017738183245
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CW7
30015000.00000000
PA
USD
31348927.53000000
0.101076530190
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.62500000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
NATIONAL RETAIL
637417AN6
13948000.00000000
PA
USD
11790538.56000000
0.038015550151
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RES PRTNRS
87612BBU5
16002000.00000000
PA
USD
14067530.22000000
0.045357122396
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBQ2
3000000.00000000
PA
USD
2246148.84000000
0.007242127528
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ET6
30721000.00000000
PA
USD
29630347.67000000
0.095535412749
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL
904764BH9
43983000.00000000
PA
USD
38384254.83000000
0.123760128267
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
2.12500000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBR0
30000000.00000000
PA
USD
25438216.80000000
0.082018968142
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
WYNDHAM HOTELS &
98310CAC6
1433685.56000000
PA
USD
1432491.30000000
0.004618698677
Long
LON
CORP
US
N
2
2025-05-30
Floating
6.52860000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189TAX5
11305000.00000000
PA
USD
10039515.13000000
0.032369826787
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CP1
49536000.00000000
PA
USD
47231344.54000000
0.152285286881
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBR5
28184000.00000000
PA
USD
24224419.98000000
0.078105393401
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK
579780AQ0
1200000.00000000
PA
USD
1028813.33000000
0.003317143194
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BA)
N/A
-1630000.00000000
NC
USD
9850.52000000
0.000031760460
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
BOEING CO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
0.00000000
USD
-5464.27000000
USD
-1630000.00000000
USD
15314.79000000
N
N
N
Helmerich & Payne Inc
254900NAOGHJ88RZ4C73
HELMERICH & PAYN
423452AG6
26930000.00000000
PA
USD
22740742.81000000
0.073321659089
Long
DBT
CORP
US
N
2
2031-09-29
Fixed
2.90000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887CL1
22587000.00000000
PA
USD
18611016.26000000
0.060006421115
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.95700000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PART
958254AK0
18194000.00000000
PA
USD
17303276.52000000
0.055789951662
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
GMAC LLC
36186CBY8
20000000.00000000
PA
USD
21951647.40000000
0.070777424491
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAN0
3000000.00000000
PA
USD
2516879.61000000
0.008115029059
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.25000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
AON CORP
037389BC6
3000000.00000000
PA
USD
2846257.17000000
0.009177022036
Long
DBT
CORP
US
N
2
2029-05-02
Fixed
3.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EC0
45670000.00000000
PA
USD
39740127.73000000
0.128131790678
Long
DBT
CORP
US
N
2
2028-02-08
Fixed
1.20000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CJ6
11460000.00000000
PA
USD
10613346.32000000
0.034219997437
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2015-420
N/A
MSC 2015-420 A
61765BAA0
0.01000000
PA
USD
0.01000000
0.000000000032
Long
ABS-MBS
CORP
US
Y
2
2050-10-12
Fixed
3.72700000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BT9
25000000.00000000
PA
USD
21261091.50000000
0.068550905125
Long
DBT
CORP
US
N
2
2033-02-07
Variable
2.62300000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
MYLAN INC
628530BK2
14900000.00000000
PA
USD
14367086.90000000
0.046322965639
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
2023-03-30
VANGUARD FIXED INCOME SECURITIES FUNDS
Ashley Grim
Ashley Grim
Treasurer