0001752724-22-053935.txt : 20220301
0001752724-22-053935.hdr.sgml : 20220301
20220301150925
ACCESSION NUMBER: 0001752724-22-053935
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220301
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD BOND INDEX FUNDS
CENTRAL INDEX KEY: 0000794105
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04681
FILM NUMBER: 22697293
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: P.O. BOX 2600 V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD BOND INDEX FUND INC
DATE OF NAME CHANGE: 19940111
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD BOND MARKET FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD INDEX BOND FUND
DATE OF NAME CHANGE: 19870105
0000794105
S000071399
Vanguard Ultra-Short Bond ETF
C000226472
ETF Shares
VUSB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000794105
XXXXXXXX
S000071399
C000226472
VANGUARD BOND INDEX FUNDS
811-04681
0000794105
549300INE5BF80OGAZ51
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD ULTRA-SHORT BOND ETF
S000071399
5493007JE7V8J9D1LN10
2021-12-31
2021-12-31
N
2040123577.25
493887.47
2039629689.78
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2234461.02000000
AUD
KRW
USD
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
ENELAM 0 5/19/2022
29279HEK7
700000.00000000
PA
USD
699219.50000000
0.034281688656
Long
DBT
CORP
US
Y
2
2022-05-19
None
0.00000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL
53079EAW4
817000.00000000
PA
USD
828060.38000000
0.040598564736
Long
DBT
CORP
US
Y
2
2022-05-01
Fixed
4.95000000
N
N
N
N
N
N
Thai Oil PCL
549300HG5527UPZLTT69
THAI OIL PCL
EJ5222306
100000.00000000
PA
USD
101865.42000000
0.004994309531
Long
DBT
CORP
TH
N
2
2023-01-23
Fixed
3.62500000
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST FCAT_21-2
N/A
FCAT 2021-2 A
33844WAA8
3341688.09000000
PA
USD
3326024.26000000
0.163070006122
Long
ABS-CBDO
CORP
US
Y
2
2026-12-15
Fixed
0.37000000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452AG5
5000000.00000000
PA
USD
4962352.65000000
0.243296745231
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.65000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-2
N/A
DTAOT 2021-2A A
23345EAA3
2971487.34000000
PA
USD
2966676.50000000
0.145451721695
Long
ABS-CBDO
CORP
US
Y
2
2025-03-17
Fixed
0.41000000
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON
41283LAQ8
1009000.00000000
PA
USD
1015268.99000000
0.049777123518
Long
DBT
CORP
US
Y
2
2022-06-09
Fixed
2.55000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-DNA6
N/A
STACR 2021-DNA6 M1
35564KKR9
1570000.00000000
PA
USD
1570759.88000000
0.077012012909
Long
ABS-MBS
CORP
US
Y
2
2041-10-25
Floating
0.84970000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR 2021-2 A3
03066RAC9
3000000.00000000
PA
USD
2976301.80000000
0.145923635791
Long
ABS-CBDO
CORP
US
N
2
2026-12-18
Fixed
0.34000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGQ6
5678000.00000000
PA
USD
5741108.98000000
0.281478005971
Long
DBT
CORP
US
N
2
2023-07-21
Variable
2.81600000
N
N
N
N
N
N
7-Eleven Inc
549300K23JPL0SS3LB18
7-ELEVEN INC
817826AA8
14479000.00000000
PA
USD
14420117.67000000
0.706996850568
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
0.62500000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AC8
1500000.00000000
PA
USD
1514098.35000000
0.074233982648
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
4.30000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
064159SH0
2195000.00000000
PA
USD
2222535.51000000
0.108967599419
Long
DBT
CORP
CA
N
2
2022-11-15
Fixed
2.00000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-3
N/A
CARMX 2021-3 A2A
14317DAB6
7050000.00000000
PA
USD
7038479.60000000
0.345086151435
Long
ABS-CBDO
CORP
US
N
2
2024-09-16
Fixed
0.29000000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
PT PERTAMINA
N/A
200000.00000000
PA
USD
202879.00000000
0.009946854618
Long
DBT
CORP
ID
N
2
2022-05-03
Fixed
4.87500000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
JACKSON NAT LIFE
46849LTM3
200000.00000000
PA
USD
202606.34000000
0.009933486505
Long
DBT
CORP
US
Y
2
2022-09-15
Fixed
2.37500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CP5
3300000.00000000
PA
USD
3289346.15000000
0.161271733123
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.79700000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA INC
205887BJ0
1134000.00000000
PA
USD
1154180.74000000
0.056587759326
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.25000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE BK LTD
55608PBC7
572000.00000000
PA
USD
578903.03000000
0.028382751677
Long
DBT
CORP
AU
Y
2
2022-10-17
Fixed
2.10000000
N
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG UNION BANK
90520EAK7
2419000.00000000
PA
USD
2449358.55000000
0.120088394588
Long
DBT
CORP
US
N
2
2022-12-09
Fixed
2.10000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAP4
958000.00000000
PA
USD
974096.81000000
0.047758512973
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
3.20000000
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST NALT_21-A
N/A
NALT 2021-A A2
65480DAB9
2460000.00000000
PA
USD
2454749.38000000
0.120352698938
Long
ABS-CBDO
CORP
US
N
2
2023-12-15
Fixed
0.30000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EVM8
242000.00000000
PA
USD
241336.01000000
0.011832344430
Long
DBT
CORP
US
N
2
2023-01-17
Fixed
0.25000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
KINDER MORGAN EN
494550BM7
211000.00000000
PA
USD
215602.88000000
0.010570687467
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.45000000
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST FCAT_21-4
N/A
FCAT 2021-4 A
33845AAA5
1815284.94000000
PA
USD
1811776.90000000
0.088828717736
Long
ABS-CBDO
CORP
US
Y
2
2026-07-17
Fixed
0.81000000
N
N
N
N
N
N
VERIZON OWNER TRUST VZOT_19-C
N/A
VZOT 2019-C C
92348AAD7
3000000.00000000
PA
USD
3039174.60000000
0.149006195351
Long
ABS-CBDO
CORP
US
N
2
2024-04-22
Fixed
2.16000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
ZIMMER HLDGS
98956PAL6
4861000.00000000
PA
USD
4870309.69000000
0.238784016255
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2
N/A
DRIVE 2021-2 A2
262104AB8
638053.75000000
PA
USD
637695.48000000
0.031265257766
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
0.36000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAC7
1171000.00000000
PA
USD
1171586.68000000
0.057441146590
Long
DBT
CORP
GB
N
2
2022-01-11
Fixed
3.00000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CS2
2585000.00000000
PA
USD
2696724.32000000
0.132216369153
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50800000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
REL STAN LIFE II
75951AAK4
5898000.00000000
PA
USD
5964574.21000000
0.292434172726
Long
DBT
CORP
US
Y
2
2022-07-22
Fixed
2.62500000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GCJ12
549300SSCQUZ3RRV2T53
GSMS 2013-GC12 B
36197XAQ7
350000.00000000
PA
USD
358753.50000000
0.017589148745
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Variable
3.77700000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599AH7
852000.00000000
PA
USD
869756.75000000
0.042642875535
Long
DBT
CORP
US
Y
2
2022-07-11
Fixed
4.87500000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PAX6
7100000.00000000
PA
USD
7262863.85000000
0.356087376369
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.20000000
N
N
N
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC LTD
N/A
1010000.00000000
PA
USD
1035060.42000000
0.050747467797
Long
DBT
CORP
IN
N
2
2022-10-03
Fixed
4.75000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_21-B
N/A
TESLA 2021-B A2
88161KAB1
2040000.00000000
PA
USD
2029784.50000000
0.099517305036
Long
ABS-CBDO
CORP
US
Y
2
2025-09-22
Fixed
0.36000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400HE6
980000.00000000
PA
USD
980057.64000000
0.048050763572
Long
DBT
CORP
US
N
2
2022-06-13
Floating
0.39950000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312BC9
502000.00000000
PA
USD
504919.89000000
0.024755468726
Long
DBT
CORP
US
N
2
2022-05-16
Fixed
2.35000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
853254BV1
3990000.00000000
PA
USD
3995215.49000000
0.195879453511
Long
DBT
CORP
GB
Y
2
2023-10-14
Variable
1.31900000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL
53079EBE3
526000.00000000
PA
USD
549369.61000000
0.026934772167
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHC6
2677000.00000000
PA
USD
2732401.99000000
0.133965592072
Long
DBT
CORP
US
N
2
2023-12-20
Variable
3.00400000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_21-3
N/A
GCAR 2021-3A A
36263LAA7
1125814.54000000
PA
USD
1123175.29000000
0.055067608381
Long
ABS-CBDO
CORP
US
Y
2
2025-01-15
Fixed
0.42000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MASSMUTUAL GLBL
57629WBR0
459000.00000000
PA
USD
465969.53000000
0.022845790700
Long
DBT
CORP
US
Y
2
2022-10-17
Fixed
2.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
21685WDF1
225000.00000000
PA
USD
231057.09000000
0.011328384321
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAA1
5050000.00000000
PA
USD
5033909.19000000
0.246805055605
Long
DBT
CORP
US
N
2
2024-04-05
Variable
0.73100000
N
N
N
N
N
N
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
N/A
BAKER HUGHES
05723KAD2
9036000.00000000
PA
USD
9214265.37000000
0.451761680866
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.77300000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAH2
500000.00000000
PA
USD
501900.71000000
0.024607442837
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
2.95300000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBF4
1180000.00000000
PA
USD
1170772.36000000
0.057401221695
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.62000000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST TLOT_21-B
N/A
TLOT 2021-B A3
89239CAC3
1800000.00000000
PA
USD
1784858.40000000
0.087508943851
Long
ABS-CBDO
CORP
US
Y
2
2024-10-21
Fixed
0.42000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAM5
11100000.00000000
PA
USD
11119790.97000000
0.545186757464
Long
DBT
CORP
GB
N
2
2023-06-15
Variable
1.32600000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021AR7
6830000.00000000
PA
USD
7119988.14000000
0.349082393518
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.65000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RAV6
300000.00000000
PA
USD
308938.20000000
0.015146778925
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.12500000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368CBB9
5200000.00000000
PA
USD
5182520.20000000
0.254091231656
Long
DBT
CORP
US
Y
2
2023-04-12
Fixed
0.50200000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING-LP
26884ABA0
2125000.00000000
PA
USD
2175084.85000000
0.106641164369
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.00000000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
N/A
1578000.00000000
PA
USD
1587276.59000000
0.077821802553
Long
DBT
CORP
VG
N
2
2022-05-04
Fixed
2.75000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
400000.00000000
PA
294203.75000000
0.014424370829
Long
DBT
CORP
ES
N
2
2023-01-19
Floating
1.68520000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165BAQ6
572000.00000000
PA
USD
577773.54000000
0.028327374468
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
2.85000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WCJ8
1453000.00000000
PA
USD
1511617.78000000
0.074112364002
Long
DBT
CORP
US
N
2
2023-07-14
Fixed
3.45000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FIN GRP
75524RAA7
9278000.00000000
PA
USD
9515769.44000000
0.466543975491
Long
DBT
CORP
US
Y
2
2022-09-28
Fixed
4.15000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NM3
2877000.00000000
PA
USD
2890089.26000000
0.141696763607
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.40000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334CA0
8115000.00000000
PA
USD
8227058.57000000
0.403360404647
Long
DBT
CORP
US
N
2
2022-10-12
Fixed
2.60000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAE5
2025000.00000000
PA
USD
2073226.00000000
0.101647176955
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.12500000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89233P7F7
73000.00000000
PA
USD
74463.68000000
0.003650843110
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
2.62500000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Mar22
N/A
-50.00000000
NC
USD
6191.18000000
0.000303544316
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT 5 Year US Treasury Note
2022-03-31
-6055019.33000000
USD
6191.18000000
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
690000.00000000
PA
525438.83000000
0.025761481735
Long
DBT
CORP
GB
N
2
2023-11-23
Fixed
3.90000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAQ3
6922000.00000000
PA
USD
7117210.09000000
0.348946189872
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HP ENTERPRISE
42824CAN9
100000.00000000
PA
USD
102278.50000000
0.005014562227
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
4.40000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DIAMOND 1 FIN/DI
25272KAG8
866000.00000000
PA
USD
914572.12000000
0.044840106249
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
SHIRE ACQ INV IE
82481LAC3
1486000.00000000
PA
USD
1527972.53000000
0.074914212989
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG GLOBAL FUNDI
00138CAT5
3000000.00000000
PA
USD
2967067.23000000
0.145470878604
Long
DBT
CORP
US
Y
2
2023-09-13
Fixed
0.40000000
N
N
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUT
83088MAJ1
5680000.00000000
PA
USD
5651514.18000000
0.277085306627
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBF5
1400000.00000000
PA
USD
1403382.95000000
0.068805771804
Long
DBT
CORP
JP
N
2
2024-07-10
Variable
1.24100000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
ARES CAPITAL COR
04010LAU7
716000.00000000
PA
USD
732645.40000000
0.035920510653
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.50000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG GLOBAL FUNDI
00138CAQ1
5500000.00000000
PA
USD
5441689.39000000
0.266797910290
Long
DBT
CORP
US
Y
2
2023-12-08
Fixed
0.45000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DC1
2078000.00000000
PA
USD
2099914.34000000
0.102955666438
Long
DBT
CORP
US
N
2
2022-09-12
Fixed
2.10000000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_19-1
N/A
GFORT 2019-1 A
361886BZ6
505000.00000000
PA
USD
508207.31000000
0.024916646023
Long
ABS-CBDO
CORP
US
Y
2
2024-04-15
Fixed
2.70000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AC3
522000.00000000
PA
USD
553470.74000000
0.027135844451
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
5.87500000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
LINCOLN NATL CRP
534187BC2
1536000.00000000
PA
USD
1547523.01000000
0.075872743849
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.20000000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
N/A
400000.00000000
PA
USD
402900.00000000
0.019753585762
Long
DBT
NUSS
CO
N
2
2023-03-15
Fixed
2.62500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607HVC3
1750000.00000000
PA
USD
1738001.93000000
0.085211641049
Long
DBT
CORP
CA
N
2
2023-06-22
Fixed
0.45000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATL RE
136385AW1
6185000.00000000
PA
USD
6299554.24000000
0.308857743715
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
2.95000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448AN3
162000.00000000
PA
USD
164869.74000000
0.008083317321
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.75000000
N
N
N
N
N
N
SL Green Operating Partnership LP
2K1OXW4LY7IS2U150Y32
SL GREEN OPERAT
78444FAF3
1789000.00000000
PA
USD
1816306.53000000
0.089050798735
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.25000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
HUNT INGALLS IND
446413AU0
3300000.00000000
PA
USD
3271828.63000000
0.160412875258
Long
DBT
CORP
US
Y
2
2023-08-16
Fixed
0.67000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DAQ2
2573000.00000000
PA
USD
2631827.84000000
0.129034591582
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BFJ4
7556000.00000000
PA
USD
7770793.81000000
0.380990424337
Long
DBT
CORP
US
N
2
2023-02-13
Fixed
3.45000000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd/London
213800VD256NU2D97H12
ANZ NZ INTL/LDN
00182EBL2
2191000.00000000
PA
USD
2218811.33000000
0.108785008431
Long
DBT
CORP
NZ
Y
2
2023-02-13
Fixed
1.90000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
1570000.00000000
PA
1175027.94000000
0.057609866432
Long
DBT
CORP
US
N
2
2023-02-17
Fixed
3.50000000
N
N
N
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KEY BANK NA
49327M2T0
390000.00000000
PA
USD
394932.26000000
0.019362939359
Long
DBT
CORP
US
N
2
2022-09-14
Fixed
2.30000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAD7
500000.00000000
PA
USD
510650.65000000
0.025036439337
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
3.30000000
N
N
N
N
N
N
Infinity Property and Casualty Corp
254900FQY2VRRSR24U64
INFINITY PROPERT
45665QAF0
371000.00000000
PA
USD
380257.55000000
0.018643460227
Long
DBT
CORP
US
N
2
2022-09-19
Fixed
5.00000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RAK0
975000.00000000
PA
USD
1007893.61000000
0.049415519643
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
4.45000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023BT1
2080000.00000000
PA
USD
2082366.58000000
0.102095325952
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.12500000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
05600LAA4
4012000.00000000
PA
USD
4053298.57000000
0.198727180247
Long
DBT
CORP
NL
Y
2
2022-08-12
Fixed
2.25000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
1360698A2
2280000.00000000
PA
USD
2303580.15000000
0.112941097177
Long
DBT
CORP
CA
N
2
2023-07-22
Variable
2.60600000
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
EX-IM BK OF IN
N/A
1603000.00000000
PA
USD
1646897.99000000
0.080744950823
Long
DBT
NUSS
IN
N
2
2023-01-14
Fixed
4.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367WRC9
411000.00000000
PA
USD
416411.17000000
0.020416018264
Long
DBT
CORP
CA
N
2
2022-11-01
Fixed
2.05000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR FINL CORP
69371RQ33
230000.00000000
PA
USD
232605.63000000
0.011404306927
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.00000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NEW YORK LIFE GL
64952WDP5
290000.00000000
PA
USD
291392.48000000
0.014286538456
Long
DBT
CORP
US
Y
2
2023-05-05
Fixed
1.10000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_21-4
N/A
GCAR 2021-4A A
36263DAA5
1920000.00000000
PA
USD
1919455.68000000
0.094108047633
Long
ABS-CBDO
CORP
US
Y
2
2025-07-15
Fixed
0.84000000
N
N
N
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT
171340AK8
1500000.00000000
PA
USD
1514004.39000000
0.074229375929
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.45000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBE4
625000.00000000
PA
USD
627648.36000000
0.030772662466
Long
DBT
CORP
GB
N
2
2023-02-15
Variable
4.61000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2
N/A
SDART 2021-2 A2
80286XAB0
4589614.92000000
PA
USD
4588769.05000000
0.224980498812
Long
ABS-CBDO
CORP
US
N
2
2024-04-15
Fixed
0.28000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FN9
170000.00000000
PA
USD
173256.11000000
0.008494488527
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDK4
2000000.00000000
PA
USD
2002140.50000000
0.098161960969
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.87500000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
MYLAN INC
628530AV9
800000.00000000
PA
USD
817724.30000000
0.040091802158
Long
DBT
CORP
US
Y
2
2023-01-15
Fixed
3.12500000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAM0
2400000.00000000
PA
USD
2396751.43000000
0.117509145998
Long
DBT
CORP
US
N
2
2023-08-15
Floating
0.29980000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659AK7
2213000.00000000
PA
USD
2258142.90000000
0.110713376615
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.80000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAH6
851000.00000000
PA
USD
861066.44000000
0.042216802604
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AR1
129000.00000000
PA
USD
130985.94000000
0.006422045171
Long
DBT
CORP
US
N
2
2022-07-29
Fixed
3.10000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BH6
709000.00000000
PA
USD
719415.43000000
0.035271864966
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.65000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650BZ2
3410000.00000000
PA
USD
3457449.20000000
0.169513574808
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.75000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
853254BM1
2550000.00000000
PA
USD
2553688.50000000
0.125203536347
Long
DBT
CORP
GB
Y
2
2023-01-20
Variable
4.24700000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAB9
2610000.00000000
PA
USD
2660245.08000000
0.130427846453
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.25000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2A1
6434000.00000000
PA
USD
6494263.35000000
0.318404040818
Long
DBT
CORP
FR
Y
2
2022-05-23
Fixed
2.95000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368CAH7
1725000.00000000
PA
USD
1748088.09000000
0.085706150423
Long
DBT
CORP
US
Y
2
2022-08-22
Fixed
2.61500000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327AL3
1000000.00000000
PA
USD
995009.04000000
0.048783808403
Long
DBT
CORP
US
N
2
2023-03-23
Fixed
0.55000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
2400000.00000000
PA
1773046.02000000
0.086929800487
Long
DBT
CORP
AU
N
2
2028-06-22
Floating
1.87250000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607GRK2
2000000.00000000
PA
USD
2001599.74000000
0.098135448313
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.95000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448CX4
2200000.00000000
PA
USD
2222351.10000000
0.108958558072
Long
DBT
CORP
US
N
2
2022-07-17
Fixed
3.10000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL
723787AU1
5000000.00000000
PA
USD
4981644.55000000
0.244242598299
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
Energy Transfer LP / Regency Energy Finance Corp
N/A
ENERGY TRANSFER
75886AAQ1
2375000.00000000
PA
USD
2420527.37000000
0.118674844856
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RBN1
5138000.00000000
PA
USD
5205516.71000000
0.255218716224
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.62500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220915
N/A
1.00000000
NC
-775.32000000
-0.00003801278
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
600000000.00000000
KRW
502342.46000000
USD
2022-09-15
-775.32000000
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020AP2
1610000.00000000
PA
USD
1633904.76000000
0.080107912146
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.12500000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
22535WAA5
950000.00000000
PA
USD
950447.55000000
0.046599025046
Long
DBT
CORP
FR
Y
2
2022-01-10
Fixed
3.37500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2M2
1355000.00000000
PA
USD
1389381.82000000
0.068119317293
Long
DBT
CORP
US
Y
2
2023-05-26
Fixed
2.80000000
N
N
N
N
N
N
Resimac Bastille Trust Series 2021-2NC
N/A
RESI 2021-2NCA A1B
76120BAB6
1508479.49000000
PA
USD
1508608.92000000
0.073964844087
Long
ABS-MBS
CORP
AU
Y
2
2053-02-03
Floating
0.79000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CN0
5000000.00000000
PA
USD
4993347.60000000
0.244816381376
Long
DBT
CORP
US
N
2
2023-04-18
Floating
0.39920000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINL
03076CAJ5
3528000.00000000
PA
USD
3546789.42000000
0.173893792474
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
3.00000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BG6
239000.00000000
PA
USD
240802.18000000
0.011806171542
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.62500000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDF5
4201000.00000000
PA
USD
4226126.98000000
0.207200699282
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
1.95000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES IN
26875PAK7
4000000.00000000
PA
USD
4069078.44000000
0.199500843726
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.62500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BA6
2400000.00000000
PA
USD
2489457.17000000
0.122054370088
Long
DBT
CORP
GB
N
2
2023-05-25
Fixed
3.60000000
N
N
N
N
N
N
Sinopec Group Overseas Development 2012 Ltd
N/A
SINOPEC GRP OVER
N/A
543000.00000000
PA
USD
548764.05000000
0.026905082464
Long
DBT
CORP
VG
N
2
2022-05-17
Fixed
3.90000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDR9
50000.00000000
PA
USD
49923.19000000
0.002447659506
Long
DBT
CORP
US
N
2
2022-10-21
Fixed
0.40000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GD9
470000.00000000
PA
USD
470635.84000000
0.023074572916
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
2.40000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BP6
2000000.00000000
PA
USD
1990655.70000000
0.097598878363
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280AL3
249000.00000000
PA
USD
249310.32000000
0.012223312949
Long
DBT
CORP
GB
N
2
2022-01-14
Fixed
4.87500000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RAC1
5520000.00000000
PA
USD
5558790.97000000
0.272539226010
Long
DBT
CORP
US
N
2
2023-05-16
Variable
2.66100000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531FBG7
500000.00000000
PA
USD
504958.47000000
0.024757360246
Long
DBT
CORP
US
N
2
2022-06-20
Fixed
3.05000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROP TRST
133131AS1
4422000.00000000
PA
USD
4622257.17000000
0.226622371362
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.87500000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200HG9
3131000.00000000
PA
USD
3156433.74000000
0.154755236002
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
1.87500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AT6
688000.00000000
PA
USD
696644.11000000
0.034155421128
Long
DBT
CORP
US
N
2
2022-08-22
Fixed
2.50000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
22535WAE7
3749000.00000000
PA
USD
3886409.44000000
0.190544855248
Long
DBT
CORP
FR
Y
2
2023-04-24
Fixed
3.75000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818DK1
5552000.00000000
PA
USD
5609804.43000000
0.275040339827
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.16300000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AD1
1132000.00000000
PA
USD
1181460.14000000
0.057925227599
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.85000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp
5U0XI89JRFVHWIBS4F54
SUMITOMO MITSUI
865622AW4
1936000.00000000
PA
USD
1963592.14000000
0.096271992403
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
3.20000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_21-1
N/A
GCAR 2021-2A A
36261XAA3
6088578.50000000
PA
USD
6077303.67000000
0.297961129927
Long
ABS-CBDO
CORP
US
Y
2
2024-11-15
Fixed
0.31000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22550L2D2
14000000.00000000
PA
USD
14036400.00000000
0.688183745820
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
EK7849707
1550000.00000000
PA
1134222.98000000
0.055609260135
Long
DBT
CORP
AU
N
2
2027-03-11
Variable
4.50000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073EAS4
6932000.00000000
PA
USD
6914894.32000000
0.339026949580
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL
02005NBK5
1000000.00000000
PA
USD
1024983.05000000
0.050253389384
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
3.05000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-2
N/A
ACAR 2021-2 A
025291AA3
2202547.20000000
PA
USD
2200907.84000000
0.107907227033
Long
ABS-CBDO
CORP
US
Y
2
2024-10-15
Fixed
0.37000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220315
N/A
1.00000000
NC
-339515.20000000
-0.01664592360
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
20346105.20000000
AUD
14466182.53000000
USD
2022-03-15
-339515.20000000
N
N
N
N/A
N/A
AUD/USD FWD 20220114
N/A
1.00000000
NC
17054.44000000
0.000836153743
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
788119.97000000
USD
1106645.22000000
AUD
2022-01-14
17054.44000000
N
N
N
Ontario Teachers' Cadillac Fairview Properties Trust
N/A
CADILLAC FAIRVIE
68327LAA4
1235000.00000000
PA
USD
1239079.45000000
0.060750216385
Long
DBT
CORP
CA
Y
2
2022-03-20
Fixed
3.12500000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-3
N/A
SDART 2018-3 D
80285GAG7
896421.35000000
PA
USD
907558.58000000
0.044496242849
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
4.07000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MBA2
2900000.00000000
PA
USD
2897909.22000000
0.142080164576
Long
DBT
CORP
IE
N
2
2023-09-29
Floating
0.73000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
AON PLC
00185AAD6
1320000.00000000
PA
USD
1383108.25000000
0.067811733518
Long
DBT
CORP
IE
N
2
2023-11-27
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
200000.00000000
PA
146894.19000000
0.007202002929
Long
DBT
CORP
US
N
2
2023-05-16
Floating
1.24490000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJJ0
590000.00000000
PA
USD
608888.74000000
0.029852906292
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.37500000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CATHOLIC HEALTH
14916RAC8
857000.00000000
PA
USD
871769.79000000
0.042741571882
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.95000000
N
N
N
N
N
N
Southern Natural Gas Co LLC
N/A
SOUTHERN NAT GAS
84346LAC4
1500000.00000000
PA
USD
1494126.89000000
0.073254811767
Long
DBT
CORP
US
Y
2
2023-04-28
Fixed
0.62500000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAJ1
75000.00000000
PA
USD
75008.71000000
0.003677565117
Long
DBT
CORP
US
N
2
2022-03-06
Fixed
2.39700000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687CM6
4580000.00000000
PA
USD
4658305.54000000
0.228389769149
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.00000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBK3
2000000.00000000
PA
USD
1983798.94000000
0.097262701653
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
PERNOD RICARD SA
714264AH1
5000000.00000000
PA
USD
5095316.15000000
0.249815747217
Long
DBT
CORP
FR
Y
2
2022-07-15
Fixed
4.25000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912XAW4
1513000.00000000
PA
USD
1525036.49000000
0.074770263329
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
2.62500000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDING
70450YAB9
6100000.00000000
PA
USD
6175656.29000000
0.302783212116
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.20000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QAL4
3605000.00000000
PA
USD
3696417.00000000
0.181229809436
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
2.75000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
891160NR0
790000.00000000
PA
USD
790734.15000000
0.038768515381
Long
DBT
CORP
CA
Y
2
2023-01-18
Fixed
2.50000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XCR5
900000.00000000
PA
USD
965078.42000000
0.047316354769
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.10000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
PROGRESS ENERGY
743263AS4
315000.00000000
PA
USD
315599.88000000
0.015473391154
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
N/A
200000.00000000
PA
145823.91000000
0.007149528697
Long
DBT
CORP
JP
N
2
2022-03-29
Floating
1.33180000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
55608JAH1
2200000.00000000
PA
USD
2242562.23000000
0.109949479615
Long
DBT
CORP
AU
Y
2
2023-11-28
Variable
3.18900000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCM8
600000.00000000
PA
USD
598162.44000000
0.029327011809
Long
DBT
CORP
CA
N
2
2023-01-06
Fixed
0.25000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY COMP
2546R3JL9
1450000.00000000
PA
USD
1445525.30000000
0.070871948336
Long
DBT
CORP
US
Y
2
2022-09-20
None
0.00000000
N
N
N
N
N
N
VERIZON OWNER TRUST VZOT_20-B
N/A
VZOT 2020-B C
92290BAD3
2740000.00000000
PA
USD
2723852.91000000
0.133546443437
Long
ABS-CBDO
CORP
US
N
2
2025-02-20
Fixed
0.83000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FJ8
6328000.00000000
PA
USD
6404025.67000000
0.313979822027
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.45000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BA1
1122000.00000000
PA
USD
1126904.24000000
0.055250433235
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
1.85000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAL4
1600000.00000000
PA
USD
1600821.02000000
0.078485865744
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.25000000
N
N
N
N
N
N
Pricoa Global Funding I
635400IBXEBMD9ADYA79
PRICOA GLOB FUND
74153WCN7
2678000.00000000
PA
USD
2715523.89000000
0.133138084016
Long
DBT
CORP
US
Y
2
2022-09-21
Fixed
2.45000000
N
N
N
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
RALPH LAUREN
731572AA1
17307000.00000000
PA
USD
17404719.13000000
0.853327406303
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
1.70000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDM0
3500000.00000000
PA
USD
3491576.03000000
0.171186762356
Long
DBT
CORP
US
N
2
2023-09-08
Fixed
0.65000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWM2
35000.00000000
PA
USD
35390.66000000
0.001735151247
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.90500000
N
N
N
N
N
N
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
MIZUHO CORP BANK
60688QAD7
10000000.00000000
PA
USD
10169615.50000000
0.498601072094
Long
DBT
CORP
JP
Y
2
2022-10-17
Fixed
2.95000000
N
N
N
N
N
N
DLL FINANCE LLC DLLAD_21-1
N/A
DLLAD 2021-1A A2
233262AB0
5000000.00000000
PA
USD
4985174.00000000
0.244415641965
Long
ABS-CBDO
CORP
US
Y
2
2024-09-20
Fixed
0.35000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAN8
2141000.00000000
PA
USD
2193718.91000000
0.107554764523
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.12500000
N
N
N
N
N
N
El Paso Natural Gas Co LLC
N/A
EL PASO NAT GAS
283695AZ7
976000.00000000
PA
USD
978356.76000000
0.047967371964
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
8.62500000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA CACLN_21-2
N/A
CACLN 2021-2 B
48128U2M0
5159920.65000000
PA
USD
5133443.03000000
0.251685051248
Long
ABS-CBDO
CORP
US
Y
2
2028-12-26
Fixed
0.88900000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBM0
1910000.00000000
PA
USD
1937092.87000000
0.094972772739
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
2.30000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851DD3
395000.00000000
PA
USD
405907.82000000
0.019901054688
Long
DBT
CORP
US
Y
2
2023-02-22
Fixed
3.35000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3
N/A
DRIVE 2021-3 A3
262081AC6
1160000.00000000
PA
USD
1156832.50000000
0.056717771161
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
0.79000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-1
N/A
DTAOT 2021-1A A
23344GAA9
171068.98000000
PA
USD
170944.36000000
0.008381146874
Long
ABS-CBDO
CORP
US
Y
2
2025-01-15
Fixed
0.35000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAK5
3500000.00000000
PA
USD
3479230.69000000
0.170581488759
Long
DBT
CORP
ES
N
2
2024-06-30
Variable
0.70100000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWJ9
2000000.00000000
PA
USD
2016759.40000000
0.098878703820
Long
DBT
CORP
US
N
2
2023-06-05
Variable
2.90800000
N
N
N
N
N
N
QPH Finance Co Pty Ltd
549300DAS54SITV58008
QPH FINANCE CO P
N/A
50000.00000000
PA
37314.95000000
0.001829496314
Long
DBT
CORP
AU
N
2
2023-06-07
Fixed
3.75000000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA
78081BAG8
3000000.00000000
PA
USD
2980708.98000000
0.146139713249
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MAU4
3492000.00000000
PA
USD
3550216.01000000
0.174061793069
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
2.77800000
N
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
TOYOTA MTR CORP
892331AL3
2000000.00000000
PA
USD
1982487.22000000
0.097198389979
Long
DBT
CORP
JP
N
2
2024-03-25
Fixed
0.68100000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BM0
878000.00000000
PA
USD
893824.53000000
0.043822882873
Long
DBT
CORP
GB
N
2
2023-11-22
Variable
3.03300000
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON
41283LAU9
418000.00000000
PA
USD
419080.28000000
0.020546880745
Long
DBT
CORP
US
Y
2
2022-02-04
Fixed
4.05000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818EU8
2140000.00000000
PA
USD
2217049.39000000
0.108698623142
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTERNATIONAL FL
459506AM3
928000.00000000
PA
USD
927649.91000000
0.045481290777
Long
DBT
CORP
US
Y
2
2022-09-15
Fixed
0.69700000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89233P5T9
610000.00000000
PA
USD
610392.36000000
0.029926626537
Long
DBT
CORP
US
N
2
2022-01-12
Fixed
3.30000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
78355HKM0
1057000.00000000
PA
USD
1065057.16000000
0.052218163195
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.87500000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-2
N/A
CARMX 2021-2 A2A
14314QAB0
4129203.36000000
PA
USD
4125012.22000000
0.202243193490
Long
ABS-CBDO
CORP
US
N
2
2024-06-17
Fixed
0.27000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353RFE3
300000.00000000
PA
USD
302949.78000000
0.014853175628
Long
DBT
CORP
US
N
2
2022-07-28
Fixed
2.45000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FJ0
985000.00000000
PA
USD
992535.64000000
0.048662541292
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.65000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-1
N/A
DRIVE 2019-1 D
26208NAG9
300000.00000000
PA
USD
306082.71000000
0.015006778511
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
4.09000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516BT2
1883000.00000000
PA
USD
1899582.07000000
0.093133674191
Long
DBT
CORP
US
N
2
2022-08-08
Fixed
2.15000000
N
N
N
N
N
N
GC Treasury Center Co Ltd
549300LUFQBC2EQNAR40
GC TREASURY
AT3212285
270000.00000000
PA
USD
275288.36000000
0.013496977484
Long
DBT
CORP
TH
N
2
2022-09-19
Fixed
4.25000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
064159TE6
1480000.00000000
PA
USD
1499763.02000000
0.073531142810
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
1.95000000
N
N
N
N
N
N
VERIZON OWNER TRUST VZOT_18-A
N/A
VZOT 2018-A C
92348XAD7
3000000.00000000
PA
USD
3003951.60000000
0.147279264223
Long
ABS-CBDO
CORP
US
N
2
2023-04-20
Fixed
3.55000000
N
N
N
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
SBSN INDO III
71567RAA4
591000.00000000
PA
USD
604437.15000000
0.029634651477
Long
DBT
CORP
ID
N
2
2022-11-21
Fixed
3.30000000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
UPJOHN INC
92556VAA4
10006000.00000000
PA
USD
10026271.96000000
0.491573152236
Long
DBT
CORP
US
N
2
2022-06-22
Fixed
1.12500000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_21-B
N/A
FORDL 2021-B A2
345329AB2
3730000.00000000
PA
USD
3721569.83000000
0.182463015156
Long
ABS-CBDO
CORP
US
N
2
2024-04-15
Fixed
0.24000000
N
N
N
N
N
N
Chevron USA Inc
VA8TZDWPEZYU430RZ444
CHEVRON USA INC
166756AF3
2041000.00000000
PA
USD
2039725.09000000
0.100004677330
Long
DBT
CORP
US
N
2
2022-08-12
Fixed
0.33300000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741BD9
190000.00000000
PA
USD
192783.56000000
0.009451890260
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
2.75000000
N
N
N
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS
60871RAC4
308000.00000000
PA
USD
310998.92000000
0.015247812951
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
3.50000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG GLOBAL FUNDI
00138CAK4
2891000.00000000
PA
USD
2914347.57000000
0.142886112346
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
2.30000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424AQ1
3114000.00000000
PA
USD
3178345.80000000
0.155829551605
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.62500000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART 2021-B A2
44934KAB0
7380000.00000000
PA
USD
7367798.65000000
0.361232173022
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
0.24000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
63859UBE2
300000.00000000
PA
USD
303990.79000000
0.014904214795
Long
DBT
CORP
GB
Y
2
2023-01-27
Fixed
2.00000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668BG6
154000.00000000
PA
USD
153980.92000000
0.007549454725
Long
DBT
CORP
US
Y
2
2022-11-23
Fixed
0.75000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAL4
20000.00000000
PA
USD
19861.76000000
0.000973792453
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
GDF SUEZ
36160BAA3
160000.00000000
PA
USD
162590.55000000
0.007971572036
Long
DBT
CORP
FR
Y
2
2022-10-10
Fixed
2.87500000
N
N
N
N
N
N
Korea Monetary Stabilization Bond
N/A
KOREA MSB
N/A
20000000000.00000000
PA
16797385.49000000
0.823550744243
Long
DBT
NUSS
KR
N
2
2022-07-09
Fixed
0.88000000
N
N
N
N
N
N
Five Corners Funding Trust
N/A
FIVE COR FND TRS
33829TAA4
4399000.00000000
PA
USD
4664157.69000000
0.228676691331
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220114
N/A
1.00000000
NC
493.95000000
0.000024217631
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
25871.39000000
USD
36236.97000000
AUD
2022-01-14
493.95000000
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL
14913Q2E8
955000.00000000
PA
USD
972550.88000000
0.047682718332
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
2.55000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
PLAINS ALL AMER
72650RAZ5
1000000.00000000
PA
USD
1004676.03000000
0.049257766497
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65000000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH EUROPE
23291KAF2
75000.00000000
PA
USD
75896.73000000
0.003721103413
Long
DBT
CORP
LU
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AM4
70000.00000000
PA
USD
70067.43000000
0.003435301532
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.70000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DIAMOND 1 FIN/DI
24703TAA4
171000.00000000
PA
USD
180591.03000000
0.008854108709
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
ADOBE INC
00724PAA7
551000.00000000
PA
USD
557206.40000000
0.027318998286
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
1.70000000
N
N
N
N
N
N
DONLEN FLEET LEASE FUNDING DFLF2_21-2
N/A
DFLF2 2021-2 A2
257812AD9
2000000.00000000
PA
USD
1988352.40000000
0.097485951001
Long
ABS-CBDO
CORP
US
Y
2
2034-12-11
Fixed
0.56000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAW1
2625000.00000000
PA
USD
2624633.81000000
0.128681879026
Long
DBT
CORP
DK
Y
2
2024-06-22
Fixed
1.22600000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS
63906YAA6
2795000.00000000
PA
USD
2848900.65000000
0.139677347524
Long
DBT
CORP
GB
Y
2
2023-05-21
Fixed
2.37500000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B
N/A
SRT 2021-B A3
80286DAC2
3000000.00000000
PA
USD
2974820.40000000
0.145851004959
Long
ABS-CBDO
CORP
US
Y
2
2024-08-20
Fixed
0.51000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
539439AS8
1000000.00000000
PA
USD
1047408.60000000
0.051352880635
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.05000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAQ8
2212000.00000000
PA
USD
2234919.95000000
0.109574790031
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
2.90000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GEE5
7352000.00000000
PA
USD
7448926.12000000
0.365209731811
Long
DBT
CORP
US
Y
2
2023-01-13
Fixed
1.95000000
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
SCHLUMBERGER INV
806854AD7
7684000.00000000
PA
USD
7733243.84000000
0.379149405342
Long
DBT
CORP
LU
Y
2
2022-08-01
Fixed
2.40000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-4
N/A
ACAR 2021-4 B
02530TAC5
800000.00000000
PA
USD
795250.96000000
0.038989967835
Long
ABS-CBDO
CORP
US
Y
2
2026-02-13
Fixed
0.86000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DAV7
171000.00000000
PA
USD
172815.64000000
0.008472892940
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.76400000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LG4
100000.00000000
PA
USD
100533.14000000
0.004928989831
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.75000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
BRDCOM CRP / FIN
11134LAM1
238000.00000000
PA
USD
241576.43000000
0.011844131864
Long
DBT
CORP
N/A
N
2
2023-01-15
Fixed
2.65000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
96949LAA3
755000.00000000
PA
USD
755730.97000000
0.037052361700
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.60000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAU1
4790000.00000000
PA
USD
4864435.50000000
0.238496013485
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.87500000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457BU3
1270000.00000000
PA
USD
1297577.14000000
0.063618270831
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863BN7
1290000.00000000
PA
USD
1305769.10000000
0.064019910405
Long
DBT
NUSS
CL
N
2
2022-10-30
Fixed
2.25000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WCY5
1975000.00000000
PA
USD
1991445.29000000
0.097637590783
Long
DBT
CORP
US
N
2
2022-06-27
Fixed
2.20000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
251526BL2
1600000.00000000
PA
USD
1632849.52000000
0.080056175303
Long
DBT
CORP
DE
N
2
2022-11-16
Fixed
3.30000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CQ1
1000000.00000000
PA
USD
1026105.77000000
0.050308434670
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.75000000
N
N
N
N
N
N
Thaioil Treasury Center Co Ltd
549300NH03B9E8VGJR89
THAIOIL TRSRY
88323AAA0
200000.00000000
PA
USD
203777.15000000
0.009990889572
Long
DBT
CORP
TH
N
2
2023-01-23
Fixed
3.62500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174824M3
2975000.00000000
PA
USD
3076198.82000000
0.150821437607
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.87500000
N
N
N
N
N
N
National Australia Bank Ltd/New York
549300E2IPL06NDXMZ63
NATL AUS BANK/NY
63254AAW8
140000.00000000
PA
USD
141144.79000000
0.006920118426
Long
DBT
CORP
AU
N
2
2022-05-22
Fixed
2.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAL3
66000.00000000
PA
USD
67206.18000000
0.003295018715
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.90000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
86765BAL3
82000.00000000
PA
USD
83465.91000000
0.004092209013
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.45000000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Mar22
N/A
27.00000000
NC
USD
2926.96000000
0.000143504480
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CBOT 2 Year US Treasury Note Future
2022-03-31
5887713.69000000
USD
2926.96000000
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106LBD0
3930000.00000000
PA
USD
3999998.96000000
0.196113979907
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.40000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BC6
8834000.00000000
PA
USD
8952275.51000000
0.438916708991
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.25000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BQ0
885000.00000000
PA
USD
891609.97000000
0.043714306301
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.35000000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
05530QAF7
100000.00000000
PA
USD
101077.85000000
0.004955696149
Long
DBT
CORP
GB
Y
2
2022-06-07
Fixed
3.25000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2R3
2000000.00000000
PA
USD
2016787.74000000
0.098880093288
Long
DBT
CORP
US
N
2
2024-06-02
Variable
1.65400000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368BH5
488000.00000000
PA
USD
489645.17000000
0.024006571999
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.40000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225433AT8
7050000.00000000
PA
USD
7307509.50000000
0.358276285965
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLD
80282KAS5
1000000.00000000
PA
USD
1022054.54000000
0.050109808909
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.40000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAJ0
707000.00000000
PA
USD
728468.63000000
0.035715729852
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.15000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
N/A
200000.00000000
PA
USD
200239.12000000
0.009817425241
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
1.31900000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK
579780AL1
2943000.00000000
PA
USD
2976140.77000000
0.145915740730
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
Southern Co Gas Capital Corp
E8CD46SWUD2TSN8PA636
SOUTHERN CO GAS
8426EPAA6
645000.00000000
PA
USD
659458.62000000
0.032332272044
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.45000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EAW5
5980000.00000000
PA
USD
6167045.43000000
0.302361034500
Long
DBT
CORP
US
Y
2
2023-04-12
Fixed
3.45000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAK7
1244000.00000000
PA
USD
1273979.63000000
0.062461320129
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.35000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE
681936BJ8
742000.00000000
PA
USD
773491.24000000
0.037923121234
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.37500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAM3
225000.00000000
PA
USD
229917.20000000
0.011272497216
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.00000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B
N/A
SRT 2021-B A2
80286DAB4
4616262.45000000
PA
USD
4607563.10000000
0.225901943038
Long
ABS-CBDO
CORP
US
Y
2
2024-01-22
Fixed
0.31000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2
N/A
AESOP 2017-2A A
05377RCU6
3500000.00000000
PA
USD
3573018.40000000
0.175179760223
Long
ABS-CBDO
CORP
US
Y
2
2024-03-20
Fixed
2.97000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAM3
610000.00000000
PA
USD
623988.98000000
0.030593248525
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.15000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY COR
049560AU9
210000.00000000
PA
USD
209449.77000000
0.010269009666
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST DEFT_21-2
N/A
DEFT 2021-2 A2
24702VAC6
1310000.00000000
PA
USD
1305851.75000000
0.064023962611
Long
ABS-CBDO
CORP
US
Y
2
2026-12-22
Fixed
0.33000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMAT
773903AK5
2400000.00000000
PA
USD
2386050.02000000
0.116984471836
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.35000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
609207AV7
1225000.00000000
PA
USD
1225820.66000000
0.060100157697
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.62500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29273RAS8
200000.00000000
PA
USD
204123.20000000
0.010007855887
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2E3
1000000.00000000
PA
USD
1029491.00000000
0.050474407445
Long
DBT
CORP
FR
Y
2
2023-03-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
48128BAB7
3000000.00000000
PA
USD
3002694.00000000
0.147217605972
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.97200000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DT2
3520000.00000000
PA
USD
3502084.22000000
0.171701963231
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.53700000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION RES
25746UBP3
342000.00000000
PA
USD
345349.56000000
0.016931973570
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.75000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3
N/A
CRVNA 2021-P3 A2
14687JAD1
1420000.00000000
PA
USD
1417608.29000000
0.069503218996
Long
ABS-CBDO
CORP
US
N
2
2025-01-10
Fixed
0.38000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAU0
1200000.00000000
PA
USD
1250654.88000000
0.061317742444
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.79700000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044CQ2
2393000.00000000
PA
USD
2395665.68000000
0.117455913296
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.40000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
ENELAM 0 6/14/2022
29279HFE0
1970000.00000000
PA
USD
1967322.77000000
0.096454899625
Long
DBT
CORP
US
Y
2
2022-06-14
None
0.00000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661CW5
200000.00000000
PA
USD
200415.73000000
0.009826084166
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.12000000
N
N
N
N
N
N
APICORP Sukuk Ltd
549300ULCH8IWYBS5X93
APICORP SUKUK LT
N/A
3012000.00000000
PA
USD
3081840.75000000
0.151098053016
Long
DBT
CORP
KY
N
2
2022-11-01
Fixed
3.14100000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851DR2
1400000.00000000
PA
USD
1405564.82000000
0.068912745634
Long
DBT
CORP
US
Y
2
2022-02-22
Fixed
3.40000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BFN5
925000.00000000
PA
USD
970397.24000000
0.047577128576
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.12500000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844BJ6
380000.00000000
PA
USD
380734.52000000
0.018666845354
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBS1
1100000.00000000
PA
USD
1102515.55000000
0.054054692159
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.50000000
N
N
N
N
N
N
Cintas Corp No 2
549300QVUQTTKMTE0G41
CINTAS CORP NO.2
17252MAL4
210000.00000000
PA
USD
210917.01000000
0.010340946253
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.25000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
25468PCW4
986000.00000000
PA
USD
1001461.26000000
0.049100151121
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.35000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AQ1
180000.00000000
PA
USD
181167.72000000
0.008882382959
Long
DBT
CORP
GB
N
2
2022-06-12
Fixed
2.37500000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
251526CA5
2126000.00000000
PA
USD
2135662.50000000
0.104708345377
Long
DBT
CORP
DE
N
2
2022-02-14
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HRL6
2500000.00000000
PA
USD
2557035.90000000
0.125367654374
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.70000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2B6
825000.00000000
PA
USD
826646.24000000
0.040529231563
Long
DBT
CORP
US
Y
2
2022-01-25
Fixed
4.00000000
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CODELCO INC
EJ2797094
200000.00000000
PA
USD
201737.44000000
0.009890885635
Long
DBT
CORP
CL
N
2
2022-07-17
Fixed
3.00000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-1
N/A
AMCAR 2018-1 C
03066HAF4
2071677.21000000
PA
USD
2092299.10000000
0.102582302585
Long
ABS-CBDO
CORP
US
N
2
2024-01-18
Fixed
3.50000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAE8
86000.00000000
PA
USD
87200.06000000
0.004275288815
Long
DBT
CORP
US
N
2
2022-09-21
Fixed
2.40000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QBB7
285000.00000000
PA
USD
285423.26000000
0.013993876507
Long
DBT
CORP
MX
N
2
2022-01-24
Fixed
4.87500000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK AB
65557CAY9
3700000.00000000
PA
USD
3865038.09000000
0.189497049850
Long
DBT
CORP
FI
Y
2
2023-08-30
Fixed
3.75000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MASSMUTUAL GLBL
57629WCV0
2000000.00000000
PA
USD
1989427.38000000
0.097538655667
Long
DBT
CORP
US
Y
2
2023-08-28
Fixed
0.48000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAX9
1050000.00000000
PA
USD
1050892.62000000
0.051523696937
Long
DBT
CORP
DK
Y
2
2023-01-12
Variable
5.00000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
948741AJ2
2836000.00000000
PA
USD
2909286.01000000
0.142637951613
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.50000000
N
N
N
N
N
N
State Bank of India/London
5493001JZ37UBBZF6L49
ST BK INDIA/LON
AU5885655
650000.00000000
PA
USD
683397.13000000
0.033505941466
Long
DBT
CORP
IN
N
2
2023-09-28
Fixed
4.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCS6
4320000.00000000
PA
USD
4324930.24000000
0.212044875678
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBF1
2823000.00000000
PA
USD
2843126.41000000
0.139394245153
Long
DBT
CORP
US
Y
2
2022-04-14
Fixed
2.95000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
63111XAC5
800000.00000000
PA
USD
798705.74000000
0.039159350542
Long
DBT
CORP
US
N
2
2022-12-21
Fixed
0.44500000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-5
N/A
SDART 2018-5 D
80286AAG9
717563.41000000
PA
USD
726479.14000000
0.035618188127
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
4.19000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MAX8
6500000.00000000
PA
USD
6649966.70000000
0.326037943716
Long
DBT
CORP
JP
N
2
2023-01-17
Fixed
3.10200000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR ELECTRIC
67021CAG2
1860000.00000000
PA
USD
1875788.42000000
0.091967107039
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.37500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2E0
7400000.00000000
PA
USD
7484916.26000000
0.366974274668
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
3.00000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
AO8492610
860000.00000000
PA
628018.82000000
0.030790825567
Long
DBT
CORP
US
N
2
2022-09-06
Floating
1.02500000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718EU9
1583000.00000000
PA
USD
1600155.67000000
0.078453244626
Long
DBT
CORP
US
N
2
2022-08-11
Fixed
2.15000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CK4
3125000.00000000
PA
USD
3158907.84000000
0.154876537433
Long
DBT
CORP
US
N
2
2022-07-20
Fixed
3.50000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_20-A
N/A
CNH 2020-A A3
12597PAC2
329353.16000000
PA
USD
330144.33000000
0.016186483833
Long
ABS-CBDO
CORP
US
N
2
2025-06-16
Fixed
1.16000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-DNA5
N/A
STACR 2021-DNA5 M1
35564KGX1
333240.04000000
PA
USD
333161.06000000
0.016334389603
Long
ABS-MBS
CORP
US
Y
2
2034-01-25
Floating
0.69970000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312AQ9
694000.00000000
PA
USD
703825.19000000
0.034507498764
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.45000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641598J8
5000000.00000000
PA
USD
4962897.60000000
0.243323463316
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGE3
7465000.00000000
PA
USD
7473700.98000000
0.366424406226
Long
DBT
CORP
US
N
2
2023-01-20
Variable
3.12400000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
AETNA INC
008117AP8
3930000.00000000
PA
USD
3980877.54000000
0.195176485219
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.75000000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST TLOT_21-A
N/A
TLOT 2021-A A2
89238EAB2
3937525.30000000
PA
USD
3932563.62000000
0.192807725819
Long
ABS-CBDO
CORP
US
Y
2
2023-09-20
Fixed
0.27000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2
N/A
SDART 2021-2 A3
80286XAC8
10000000.00000000
PA
USD
9987547.00000000
0.489674525235
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
0.34000000
N
N
N
N
N
N
LYB International Finance BV
549300J6QSW38QNOJK61
LYB INTL FIN
50247VAA7
40000.00000000
PA
USD
41793.51000000
0.002049073427
Long
DBT
CORP
NL
N
2
2023-07-15
Fixed
4.00000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHC7
722000.00000000
PA
USD
724226.20000000
0.035507729840
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAJ4
2040000.00000000
PA
USD
2059064.41000000
0.100952855330
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.05000000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL
12592BAH7
4250000.00000000
PA
USD
4288469.43000000
0.210257256573
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
4.37500000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST MBALT_21-B
N/A
MBALT 2021-B A3
58769KAD6
5000000.00000000
PA
USD
4966378.00000000
0.243494102134
Long
ABS-CBDO
CORP
US
N
2
2024-11-15
Fixed
0.40000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBR5
500000.00000000
PA
USD
508847.82000000
0.024948049273
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.62500000
N
N
N
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATL FI
31620RAF2
471000.00000000
PA
USD
485828.97000000
0.023819469408
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
5.50000000
N
N
N
N
N
N
Korea Monetary Stabilization Bond
N/A
KOREA MSB
N/A
10000000000.00000000
PA
8402034.91000000
0.411939233484
Long
DBT
NUSS
KR
N
2
2022-09-09
Fixed
1.08000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429AY5
1329000.00000000
PA
USD
1343966.93000000
0.065892693008
Long
DBT
CORP
US
N
2
2022-08-02
Fixed
2.50000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-4
N/A
HAROT 2019-4 A3
43813VAC2
1354466.14000000
PA
USD
1363838.23000000
0.066866953194
Long
ABS-CBDO
CORP
US
N
2
2024-01-18
Fixed
1.83000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
N/A
200000.00000000
PA
USD
200383.68000000
0.009824512802
Long
DBT
NUSS
QA
N
2
2022-01-20
Fixed
4.50000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EVA4
895000.00000000
PA
USD
901264.28000000
0.044187642713
Long
DBT
CORP
US
N
2
2022-06-13
Fixed
1.95000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_21-C
N/A
CNH 2021-C A2
12598LAB2
1490000.00000000
PA
USD
1485725.04000000
0.072842881599
Long
ABS-CBDO
CORP
US
N
2
2025-01-15
Fixed
0.33000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR 2021-2 A2
03066RAB1
4000038.21000000
PA
USD
3994982.16000000
0.195868013689
Long
ABS-CBDO
CORP
US
N
2
2024-11-18
Fixed
0.26000000
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST NALT_20-A
N/A
NALT 2020-A A4
65479NAE4
6160000.00000000
PA
USD
6199344.54000000
0.303944611664
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
1.88000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460DAB5
5388000.00000000
PA
USD
5448392.85000000
0.267126570931
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.37000000
N
N
N
N
N
N
BMW VEHICLE OWNER TRUST BMWOT_20-A
N/A
BMWOT 2020-A A3
09661RAD3
206473.12000000
PA
USD
206391.07000000
0.010119046169
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Fixed
0.48000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLE
N/A
WLAKE 2021-3A A3
96043JAE5
2780000.00000000
PA
USD
2773655.76000000
0.135988202853
Long
ABS-CBDO
CORP
US
Y
2
2025-06-16
Fixed
0.95000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GRD8
6059000.00000000
PA
USD
6235089.63000000
0.305697140085
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.62500000
N
N
N
N
N
N
WOLS_20-A
N/A
WOLS 2020-A A3
98162HAC4
3800000.00000000
PA
USD
3821242.00000000
0.187349792913
Long
ABS-CBDO
CORP
US
N
2
2023-01-17
Fixed
1.70000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
ENELAM 0 6/17/2022
29279HFH3
2070000.00000000
PA
USD
2067126.84000000
0.101348144241
Long
DBT
CORP
US
Y
2
2022-06-17
None
0.00000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-2
N/A
ACAR 2021-2 B
025291AB1
2500000.00000000
PA
USD
2492097.25000000
0.122183809271
Long
ABS-CBDO
CORP
US
Y
2
2025-05-13
Fixed
0.68000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
78355HKK4
3000000.00000000
PA
USD
3151533.45000000
0.154514982096
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.87500000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL
14913QAA7
200000.00000000
PA
USD
201655.59000000
0.009886872651
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.40000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
MARKEL CORP
570535AK0
203000.00000000
PA
USD
207239.69000000
0.010160652741
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.90000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TGZ2
473000.00000000
PA
USD
474447.91000000
0.023261473020
Long
DBT
CORP
US
N
2
2022-05-26
Fixed
1.15000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360AA3
1700000.00000000
PA
USD
1691886.39000000
0.082950664940
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LM1
7818000.00000000
PA
USD
7908658.54000000
0.387749726316
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.87600000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
KINDER MORGAN EN
494550BQ8
3396000.00000000
PA
USD
3512457.50000000
0.172210549669
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.50000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAC2
2740000.00000000
PA
USD
2746417.52000000
0.134652752593
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.75000000
N
N
N
N
N
N
Diageo Investment Corp
S4G8DPIPDVCF6CB81Z61
DIAGEO INV CORP
386088AF5
201000.00000000
PA
USD
211336.80000000
0.010361527931
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
8.00000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE BK LTD
55608PBG8
6246000.00000000
PA
USD
6235066.88000000
0.305696024687
Long
DBT
CORP
AU
Y
2
2022-12-16
Fixed
0.44100000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TFX8
2512000.00000000
PA
USD
2525903.69000000
0.123841288575
Long
DBT
CORP
US
N
2
2022-04-12
Fixed
2.65000000
N
N
N
N
N
N
Volkswagen Financial Services Australia Pty Ltd
529900VBZRQG6COX9X61
VOLKSWAGEN AUST
N/A
130000.00000000
PA
94949.71000000
0.004655242590
Long
DBT
CORP
AU
N
2
2022-02-28
Fixed
3.30000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2B8
1813000.00000000
PA
USD
1834000.18000000
0.089918291991
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
2.62500000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
064159VK9
4640000.00000000
PA
USD
4693169.44000000
0.230099094140
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
1.62500000
N
N
N
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KEY BANK NA
49327M2S2
850000.00000000
PA
USD
857298.41000000
0.042032061716
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.40000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC
142339AK6
690000.00000000
PA
USD
684688.20000000
0.033569240702
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
Morocco Government International Bond
N/A
MOROCCO KINGDOM
N/A
200000.00000000
PA
USD
204967.60000000
0.010049255559
Long
DBT
NUSS
MA
N
2
2022-12-11
Fixed
4.25000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBG9
800000.00000000
PA
USD
794781.08000000
0.038966930319
Long
DBT
CORP
CA
N
2
2023-10-04
Fixed
0.55000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP TEXAS
00108WAD2
1000000.00000000
PA
USD
1011123.06000000
0.049573854757
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.40000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
96950FAJ3
125000.00000000
PA
USD
126192.43000000
0.006187026528
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
FIRST REP BANK
336158AK6
3125000.00000000
PA
USD
3145309.84000000
0.154209847785
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGK9
6141000.00000000
PA
USD
6180710.04000000
0.303030989937
Long
DBT
CORP
US
N
2
2023-04-24
Variable
2.88100000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468T9
9368000.00000000
PA
USD
9352287.71000000
0.458528710229
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.56000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAB7
1770000.00000000
PA
USD
1891988.26000000
0.092761361019
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
5.62500000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668BD3
3278000.00000000
PA
USD
3370724.39000000
0.165261586791
Long
DBT
CORP
US
Y
2
2023-05-12
Fixed
3.12500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CG8
230000.00000000
PA
USD
231585.33000000
0.011354283140
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
2.70000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741BH0
7170000.00000000
PA
USD
7511194.34000000
0.368262649717
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
4.75000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GZ0
210000.00000000
PA
USD
209346.67000000
0.010263954827
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.70000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368FAA7
13000000.00000000
PA
USD
12912022.50000000
0.633057194877
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CY2
10100000.00000000
PA
USD
10314972.84000000
0.505727725561
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAM3
2825000.00000000
PA
USD
2834646.39000000
0.138978482427
Long
DBT
CORP
DK
Y
2
2022-03-02
Fixed
2.70000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RCM2
560000.00000000
PA
USD
564529.68000000
0.027678047776
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DD6
5088000.00000000
PA
USD
5197996.91000000
0.254850031652
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCD5
547000.00000000
PA
USD
558561.87000000
0.027385454957
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
2.60000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDH1
895000.00000000
PA
USD
909465.16000000
0.044589719622
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
1.95000000
N
N
N
N
N
N
TotalEnergies Capital Canada Ltd
5299005IX98ZZ9LSGK46
TOTAL CAP CANADA
89153UAF8
1450000.00000000
PA
USD
1492461.93000000
0.073173181263
Long
DBT
CORP
CA
N
2
2023-07-15
Fixed
2.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578QAA1
2300000.00000000
PA
USD
2472453.43000000
0.121220702090
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903AR4
520000.00000000
PA
USD
520223.94000000
0.025505803460
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.30000000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
654744AA9
5337000.00000000
PA
USD
5477704.40000000
0.268563672486
Long
DBT
CORP
JP
Y
2
2023-09-15
Fixed
3.04300000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
BLACK HILLS CORP
092113AU3
600000.00000000
PA
USD
594047.06000000
0.029125240869
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LV1
6486000.00000000
PA
USD
6494558.28000000
0.318418500796
Long
DBT
CORP
US
N
2
2023-01-24
Variable
3.14200000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHS FIN GLB
10921U2D9
8377000.00000000
PA
USD
8334872.99000000
0.408646384770
Long
DBT
CORP
US
Y
2
2023-06-28
Fixed
0.60000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJY6
500000.00000000
PA
USD
496612.77000000
0.024348183029
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.52300000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422ERT8
104000.00000000
PA
USD
106334.08000000
0.005213401262
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
2.80000000
N
N
N
N
N
N
Tampa Electric Co
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC
875127BB7
589000.00000000
PA
USD
592685.45000000
0.029058483163
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.60000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AP7
6561000.00000000
PA
USD
6744477.71000000
0.330671677500
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.12500000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
125987627.66000000
NS
USD
125975028.90000000
6.176367677486
Long
STIV
CORP
US
N
1
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAG2
2939000.00000000
PA
USD
2925983.08000000
0.143456584038
Long
DBT
CORP
US
Y
2
2023-04-06
Fixed
0.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
539439AP4
2175000.00000000
PA
USD
2209926.91000000
0.108349418576
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
2.90700000
N
N
N
N
N
N
Diageo Investment Corp
S4G8DPIPDVCF6CB81Z61
DIAGEO INV CORP
25245BAB3
1710000.00000000
PA
USD
1724658.65000000
0.084557439943
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.87500000
N
N
N
N
N
N
Fondo MIVIVIENDA SA
549300X41PNOK11PZ670
FONDO MIVIVIE SA
N/A
450000.00000000
PA
USD
458877.38000000
0.022498073169
Long
DBT
NUSS
PE
N
2
2023-01-31
Fixed
3.50000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAC1
5604000.00000000
PA
USD
5552459.40000000
0.272228798581
Long
DBT
CORP
US
Y
2
2023-11-17
Fixed
0.50000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CENTERPOINT ENER
15189WAM2
210000.00000000
PA
USD
209074.56000000
0.010250613679
Long
DBT
CORP
US
N
2
2023-03-02
Fixed
0.70000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251VAE2
2719000.00000000
PA
USD
2769750.43000000
0.135796730351
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.30000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
83051GAN8
6000000.00000000
PA
USD
5969737.56000000
0.292687324072
Long
DBT
CORP
SE
Y
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578AAA6
1945000.00000000
PA
USD
1985586.10000000
0.097350323441
Long
DBT
CORP
FR
Y
2
2023-01-11
Fixed
2.75000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EUA5
136000.00000000
PA
USD
138783.26000000
0.006804336134
Long
DBT
CORP
US
N
2
2023-01-06
Fixed
2.70000000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613AJ0
252000.00000000
PA
USD
255931.86000000
0.012547957174
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.80000000
N
N
N
N
N
N
KSA Sukuk Ltd
635400XBJFPNCGN9CK71
KSA SUKUK LTD
N/A
1150000.00000000
PA
USD
1158937.23000000
0.056820962932
Long
DBT
CORP
KY
N
2
2022-04-20
Fixed
2.89400000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICA
761713AY2
2220000.00000000
PA
USD
2357691.86000000
0.115594113569
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.85000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAE6
3088000.00000000
PA
USD
3107506.71000000
0.152356416734
Long
DBT
CORP
US
N
2
2023-04-25
Variable
2.77600000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDIN
90352JAA1
5951000.00000000
PA
USD
6012268.40000000
0.294772547689
Long
DBT
CORP
CH
Y
2
2023-05-23
Fixed
3.49100000
N
N
N
N
N
N
DLLAA_21-1
N/A
DLLAA 2021-1A A2
23291YAB1
4659717.22000000
PA
USD
4651189.47000000
0.228040878856
Long
ABS-CBDO
CORP
US
Y
2
2024-05-17
Fixed
0.36000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1
N/A
DRIVE 2021-1 A3
262108AC7
5000000.00000000
PA
USD
4997300.00000000
0.245010161650
Long
ABS-CBDO
CORP
US
N
2
2024-11-15
Fixed
0.44000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH INDUSTRIAL N
12594KAA0
2650000.00000000
PA
USD
2786533.70000000
0.136619589034
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
4.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL
02005NBC3
1235000.00000000
PA
USD
1253430.49000000
0.061453826460
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
4.62500000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BE8
423000.00000000
PA
USD
436064.25000000
0.021379579449
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.65000000
N
N
N
N
N
N
SSM Health Care Corp
5493000QP6H63JFPC580
SSM HEALTH CARE
784710AB1
16000000.00000000
PA
USD
16503948.32000000
0.809163957687
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.68800000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
WELLPOINT INC
94973VBA4
2638000.00000000
PA
USD
2709345.90000000
0.132835186385
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.30000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AG8
1300000.00000000
PA
USD
1308341.41000000
0.064146026926
Long
DBT
CORP
NL
N
2
2022-03-29
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
CAS 2021-R02 2M1
20754KAA9
2462696.52000000
PA
USD
2464999.14000000
0.120855229375
Long
ABS-MBS
CORP
US
Y
2
2041-11-25
Floating
0.95000000
N
N
N
N
N
N
DE LAGE LANDEN FINANCIAL SERVICES INC DLLMT_21-1
N/A
DLLMT 2021-1A A2
23345FAB8
1910000.00000000
PA
USD
1905904.39000000
0.093443648106
Long
ABS-CBDO
CORP
US
Y
2
2024-03-20
Fixed
0.60000000
N
N
N
N
N
N
State Grid Overseas Investment 2013 Ltd
529900GBH9XYPD4XZZ70
STATE GRID OSEAS
N/A
1258000.00000000
PA
USD
1293802.30000000
0.063433196059
Long
DBT
CORP
VG
N
2
2023-05-22
Fixed
3.12500000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331BH9
1680000.00000000
PA
USD
1678139.01000000
0.082276651414
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.55000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
111021AM3
630000.00000000
PA
USD
666913.14000000
0.032697756035
Long
DBT
CORP
GB
N
2
2023-12-04
Fixed
4.50000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432AN0
11344000.00000000
PA
USD
11458806.27000000
0.561808171719
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.60000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
KINDER MORGAN EN
494550BL9
354000.00000000
PA
USD
358750.19000000
0.017588986461
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.95000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BJ7
14843000.00000000
PA
USD
14911439.29000000
0.731085616409
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
3.26200000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_19-A
N/A
FORDO 2019-A A4
34533FAE1
1120000.00000000
PA
USD
1140260.80000000
0.055905285440
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
2.85000000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_21-1
N/A
CPART 2021-1A A2A
13646CAB2
680000.00000000
PA
USD
679159.45000000
0.033298174340
Long
ABS-CBDO
CORP
CA
Y
2
2023-10-19
Fixed
0.24000000
N
N
N
N
N
N
Exelon Generation Co LLC
S2PEWKCZFFECR4533P43
EXELON GENERATIO
30161MAL7
1110000.00000000
PA
USD
1117977.15000000
0.054812751334
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.25000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00772BAP6
250000.00000000
PA
USD
254761.40000000
0.012490571267
Long
DBT
CORP
IE
N
2
2022-07-01
Fixed
4.62500000
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046AK5
7830000.00000000
PA
USD
7768509.91000000
0.380878448128
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2
N/A
WLAKE 2021-2A A2A
96042RAB4
4734715.68000000
PA
USD
4721957.52000000
0.231510530742
Long
ABS-CBDO
CORP
US
Y
2
2025-04-15
Fixed
0.32000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
25468PDQ6
1849000.00000000
PA
USD
1855523.62000000
0.090973554135
Long
DBT
CORP
US
N
2
2022-03-04
Fixed
2.45000000
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACC
654740BH1
1062000.00000000
PA
USD
1088988.41000000
0.053391476671
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
3.45000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
ENELAM 0 5/12/2022
29279HEC5
660000.00000000
PA
USD
659305.68000000
0.032324773624
Long
DBT
CORP
US
Y
2
2022-05-12
None
0.00000000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1
N/A
COPAR 2021-1 A2
14044CAB8
1680000.00000000
PA
USD
1675691.30000000
0.082156643845
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
0.32000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044DH1
1473000.00000000
PA
USD
1489124.65000000
0.073009559404
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.80000000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
ENSTAR GROUP LTD
29359UAA7
2282000.00000000
PA
USD
2287447.36000000
0.112150130558
Long
DBT
CORP
BM
N
2
2022-03-10
Fixed
4.50000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GDB2
635000.00000000
PA
USD
640853.49000000
0.031420090284
Long
DBT
CORP
US
Y
2
2022-06-17
Fixed
2.40000000
N
N
N
N
N
N
TD Ameritrade Holding Corp
ZI85ER3E6RXD4HPHW309
TD AMERITRADE
87236YAE8
1000000.00000000
PA
USD
1001958.20000000
0.049124515348
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.95000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAL3
1637000.00000000
PA
USD
1659795.67000000
0.081377304827
Long
DBT
CORP
JP
N
2
2022-09-11
Fixed
2.60100000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
INVESCO FIN PLC
46132FAA8
3158000.00000000
PA
USD
3228741.85000000
0.158300394732
Long
DBT
CORP
GB
N
2
2022-11-30
Fixed
3.12500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAC9
3744000.00000000
PA
USD
3774019.62000000
0.185034550090
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
3.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAL7
4500000.00000000
PA
USD
4629360.60000000
0.226970641935
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-4
N/A
CARMX 2021-4 A2A
14317JAB3
1910000.00000000
PA
USD
1904761.63000000
0.093387620289
Long
ABS-CBDO
CORP
US
N
2
2024-11-15
Fixed
0.24000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBX7
7300000.00000000
PA
USD
7290844.78000000
0.357459239612
Long
DBT
CORP
US
N
2
2023-11-03
Floating
0.44980000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2Q3
3101000.00000000
PA
USD
3107233.51000000
0.152343022146
Long
DBT
CORP
US
Y
2
2023-10-13
Fixed
1.20000000
N
N
N
N
N
N
Capital One Bank USA NA
LKE37K2B8CFZUR7F9816
CAPITAL ONE BANK
14042TCS4
10700000.00000000
PA
USD
10709285.57000000
0.525060290290
Long
DBT
CORP
US
N
2
2023-01-27
Variable
2.01400000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EAM7
2455000.00000000
PA
USD
2506265.11000000
0.122878438304
Long
DBT
CORP
US
Y
2
2023-09-15
Fixed
2.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
1250000.00000000
PA
925987.25000000
0.045399773039
Long
DBT
CORP
GB
N
2
2023-06-15
Floating
1.86210000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
410000.00000000
PA
301393.53000000
0.014776875013
Long
DBT
CORP
FR
N
2
2023-04-26
Floating
1.14000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAK9
2300000.00000000
PA
USD
2309141.86000000
0.113213779519
Long
DBT
CORP
GB
N
2
2023-03-17
Variable
2.85800000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_21-B
N/A
FORDL 2021-B A3
345329AC0
3780000.00000000
PA
USD
3755307.15000000
0.184117105610
Long
ABS-CBDO
CORP
US
N
2
2024-10-15
Fixed
0.37000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
9128285U0
128000000.00000000
PA
USD
132760000.00000000
6.509024685472
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.62500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DD4
1964000.00000000
PA
USD
1964330.80000000
0.096308207800
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.16700000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334JX0
6215000.00000000
PA
USD
6272775.08000000
0.307544801462
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.85000000
N
N
N
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE FINL
269246BP8
6272000.00000000
PA
USD
6355845.48000000
0.311617619210
Long
DBT
CORP
US
N
2
2022-08-24
Fixed
2.95000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XAL2
675000.00000000
PA
USD
678947.11000000
0.033287763626
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.25000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FIN SVS
254709AG3
570000.00000000
PA
USD
578278.01000000
0.028352107880
Long
DBT
CORP
US
N
2
2022-04-27
Fixed
5.20000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
06675FAS6
12536000.00000000
PA
USD
12709289.77000000
0.623117511658
Long
DBT
CORP
FR
Y
2
2022-11-21
Fixed
2.12500000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531GAA9
1225000.00000000
PA
USD
1230305.34000000
0.060320034865
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
3.95000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-3
N/A
GMCAR 2018-3 A4
36255JAE4
2500000.00000000
PA
USD
2521435.00000000
0.123622195373
Long
ABS-CBDO
CORP
US
N
2
2024-01-16
Fixed
3.16000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106LAY5
4137000.00000000
PA
USD
4182940.64000000
0.205083337478
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.90000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XCU8
1205000.00000000
PA
USD
1222571.00000000
0.059940831716
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.55000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903BC6
451000.00000000
PA
USD
454923.88000000
0.022304238964
Long
DBT
CORP
US
N
2
2022-10-03
Fixed
2.12500000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MASSMUTUAL GLBL
57629WCK4
300000.00000000
PA
USD
302716.15000000
0.014841721098
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
2.25000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EAT6
6000000.00000000
PA
USD
6329343.60000000
0.310318271582
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.20000000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4
N/A
GMCAR 2021-4 A2
362554AB3
2720000.00000000
PA
USD
2711181.76000000
0.132925195862
Long
ABS-CBDO
CORP
US
N
2
2024-11-18
Fixed
0.28000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2
N/A
SDART 2021-2 B
80286XAD6
6000000.00000000
PA
USD
5988594.00000000
0.293611827186
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
0.59000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAS0
455000.00000000
PA
USD
455418.74000000
0.022328501211
Long
DBT
CORP
DK
Y
2
2022-01-12
Fixed
5.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBL8
5000000.00000000
PA
USD
5098976.60000000
0.249995213618
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.40000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
750000.00000000
PA
562924.63000000
0.027599354570
Long
DBT
CORP
GB
N
2
2023-03-20
Fixed
3.65000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXY5
150000.00000000
PA
USD
149562.15000000
0.007332809026
Long
DBT
CORP
US
N
2
2023-03-08
Fixed
0.52300000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-1
N/A
WLAKE 2021-1A A2A
96043FAB9
879678.12000000
PA
USD
878726.48000000
0.043082648012
Long
ABS-CBDO
CORP
US
Y
2
2024-10-15
Fixed
0.39000000
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST FCAT_21-3
N/A
FCAT 2021-3 A
33846QAA9
1954236.34000000
PA
USD
1935279.07000000
0.094883844832
Long
ABS-CBDO
CORP
US
Y
2
2027-07-15
Fixed
0.36000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368CBE3
2500000.00000000
PA
USD
2478211.88000000
0.121503030300
Long
DBT
CORP
US
Y
2
2023-07-07
Fixed
0.39100000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161NAW1
852000.00000000
PA
USD
859689.07000000
0.042149272208
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.49700000
N
N
N
N
N
N
Volkswagen Financial Services Australia Pty Ltd
529900VBZRQG6COX9X61
VOLKSWAGEN AUST
N/A
650000.00000000
PA
475021.48000000
0.023289594301
Long
DBT
CORP
AU
N
2
2022-09-14
Floating
1.36120000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851DU5
2428000.00000000
PA
USD
2457181.09000000
0.120471922050
Long
DBT
CORP
US
Y
2
2022-08-15
Fixed
2.55000000
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACC
654740AZ2
1386000.00000000
PA
USD
1396895.26000000
0.068487690044
Long
DBT
CORP
US
Y
2
2022-07-13
Fixed
2.65000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CZ9
3247000.00000000
PA
USD
3333980.70000000
0.163460098502
Long
DBT
CORP
US
N
2
2023-02-20
Fixed
3.25000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AY0
1975000.00000000
PA
USD
1962189.66000000
0.096203230901
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BS7
4150000.00000000
PA
USD
4305504.65000000
0.211092467989
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
3.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YDU6
640000.00000000
PA
USD
666734.44000000
0.032688994641
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GAX7
3011000.00000000
PA
USD
3081873.25000000
0.151099646442
Long
DBT
CORP
US
Y
2
2023-01-10
Fixed
3.00000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DE2
815000.00000000
PA
USD
814125.01000000
0.039915334341
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348AU0
654000.00000000
PA
USD
658692.43000000
0.032294706892
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.75000000
N
N
N
N
N
N
Guatemala Government Bond
N/A
REP OF GUATEMALA
N/A
206000.00000000
PA
USD
209750.58000000
0.010283757931
Long
DBT
NUSS
GT
N
2
2022-06-06
Fixed
5.75000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AY4
2000000.00000000
PA
USD
1988633.92000000
0.097499753507
Long
DBT
CORP
GB
N
2
2023-05-26
Fixed
0.30000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2021-R01
N/A
CAS 2021-R01 1M1
20754RAA4
1941463.31000000
PA
USD
1942614.60000000
0.095243494921
Long
ABS-MBS
CORP
US
Y
2
2041-10-25
Floating
0.80000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWT7
2000000.00000000
PA
USD
2050899.50000000
0.100552541977
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.20000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CD9
2924000.00000000
PA
USD
2966017.35000000
0.145419404554
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
2.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCT4
2790000.00000000
PA
USD
2825413.22000000
0.138525793880
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.25000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
TOTAL SYSTEM SVC
891906AE9
3000000.00000000
PA
USD
3117849.54000000
0.152863510254
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.00000000
N
N
N
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
SBSN INDO III
71567RAG1
2000000.00000000
PA
USD
2013430.20000000
0.098715478112
Long
DBT
CORP
ID
N
2
2022-03-29
Fixed
3.40000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX CORP
686330AH4
918000.00000000
PA
USD
927952.43000000
0.045496122881
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.90000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
581557AZ8
8200000.00000000
PA
USD
8314992.13000000
0.407671655872
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.70000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159JAA4
1055000.00000000
PA
USD
1066255.05000000
0.052276893954
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
2.95000000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FAA4
9000000.00000000
PA
USD
9098351.64000000
0.446078603659
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.40000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DOWDUPONT
26078JAB6
465000.00000000
PA
USD
491716.83000000
0.024108142397
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.20500000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_21-A
N/A
FORDL 2021-A C
34532QAF5
1050000.00000000
PA
USD
1041752.46000000
0.051075568531
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
0.78000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
064159QD1
300000.00000000
PA
USD
305380.55000000
0.014972352654
Long
DBT
CORP
CA
N
2
2023-01-18
Fixed
2.37500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_18-2
N/A
FORDR 2018-2 A
34528HAA2
1860000.00000000
PA
USD
1933217.97000000
0.094782792174
Long
ABS-CBDO
CORP
US
Y
2
2030-01-15
Fixed
3.47000000
N
N
N
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
BERKLEY (WR)
084423AS1
332000.00000000
PA
USD
334524.62000000
0.016401242915
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.62500000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63307A2L8
2500000.00000000
PA
USD
2501010.83000000
0.122620828797
Long
DBT
CORP
CA
N
2
2023-08-15
Variable
0.90000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAP2
1855000.00000000
PA
USD
1899647.22000000
0.093136868399
Long
DBT
CORP
US
N
2
2023-03-13
Fixed
2.70000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CW6
150000.00000000
PA
USD
152576.79000000
0.007480612327
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.25000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
WELLPOINT INC
94973VAX5
280000.00000000
PA
USD
282688.77000000
0.013859808543
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.12500000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK PARTNERS
68268NAJ2
2390000.00000000
PA
USD
2420821.61000000
0.118689271004
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.37500000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513AT2
629000.00000000
PA
USD
641177.66000000
0.031435983855
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
2.65000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-B
N/A
HALST 2021-B A3
44891VAC5
1500000.00000000
PA
USD
1490579.85000000
0.073080905689
Long
ABS-CBDO
CORP
US
Y
2
2024-06-17
Fixed
0.33000000
N
N
N
N
N
N
Schlumberger Finance Canada Ltd
549300P4EXZFF0LRNF59
SCHLUMBERGER
80685XAB7
2060000.00000000
PA
USD
2092716.80000000
0.102602781793
Long
DBT
CORP
CA
Y
2
2022-11-20
Fixed
2.65000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_17-3
N/A
FORDF 2017-3 A
34528QFU3
5000000.00000000
PA
USD
5062847.50000000
0.248223857760
Long
ABS-CBDO
CORP
US
N
2
2024-09-15
Fixed
2.48000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EAR0
292000.00000000
PA
USD
296936.61000000
0.014558358876
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.85000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST FORDL_20-B
N/A
FORDL 2020-B A3
34531RAD9
268667.27000000
PA
USD
268909.07000000
0.013184210415
Long
ABS-CBDO
CORP
US
N
2
2023-08-15
Fixed
0.62000000
N
N
N
N
N
N
Brandywine Operating Partnership LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER
105340AM5
1950000.00000000
PA
USD
1997595.85000000
0.097939143561
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.95000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AL9
10079000.00000000
PA
USD
10241045.73000000
0.502103189677
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.12500000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818DN5
481000.00000000
PA
USD
490917.11000000
0.024068933319
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.75000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAA3
7810000.00000000
PA
USD
7777987.59000000
0.381343124635
Long
DBT
CORP
JP
Y
2
2023-03-03
Fixed
0.37300000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
N/A
1020000.00000000
PA
764942.86000000
0.037504006920
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.00000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368CAZ7
4775000.00000000
PA
USD
4749313.03000000
0.232851730576
Long
DBT
CORP
US
Y
2
2023-10-13
Fixed
0.63100000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BB5
440000.00000000
PA
USD
442389.79000000
0.021689711236
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.35000000
N
N
N
N
N
N
ING Bank NV
3TK20IVIUJ8J3ZU0QE75
ING BANK NV
449786AY8
2000000.00000000
PA
USD
2149898.12000000
0.105406296582
Long
DBT
CORP
NL
Y
2
2023-09-25
Fixed
5.80000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AJ5
1265000.00000000
PA
USD
1281689.76000000
0.062839336298
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
2.50000000
N
N
N
N
N
N
Sinopec Group Overseas Development 2017 Ltd
5493001IPW8ZGQ181Z16
SINOPEC OVERSEAS
N/A
1353000.00000000
PA
USD
1366730.65000000
0.067008764230
Long
DBT
CORP
VG
N
2
2022-09-13
Fixed
2.50000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
ENELAM 0 5/18/2022
29279HEJ0
1000000.00000000
PA
USD
998894.00000000
0.048974282194
Long
DBT
CORP
US
Y
2
2022-05-18
None
0.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAV0
3000000.00000000
PA
USD
3038127.72000000
0.148954868387
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.90000000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALT GAS & ELEC
059165EE6
1442000.00000000
PA
USD
1453500.92000000
0.071262981083
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.80000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63307A2J3
777000.00000000
PA
USD
787351.18000000
0.038602653410
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
2.10000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
AON CORP
037389BD4
1140000.00000000
PA
USD
1154825.53000000
0.056619372417
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDC0
5000000.00000000
PA
USD
5084092.00000000
0.249265443892
Long
DBT
CORP
US
Y
2
2023-01-15
Fixed
2.45000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
86765BAJ8
1380000.00000000
PA
USD
1386122.91000000
0.067959537799
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
4.65000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002AZ4
9907000.00000000
PA
USD
10245444.12000000
0.502318836175
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.15000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK AB
65557FAD8
1765000.00000000
PA
USD
1809095.65000000
0.088697260049
Long
DBT
CORP
FI
Y
2
2022-09-21
Fixed
4.25000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
144141DC9
720000.00000000
PA
USD
721990.14000000
0.035398099155
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.80000000
N
N
N
N
N
N
American Express Credit Corp
9ET6B8VCXWW51H8Z3M54
AMERICAN EXPRESS
0258M0EG0
798000.00000000
PA
USD
799416.69000000
0.039194207360
Long
DBT
CORP
US
N
2
2022-03-03
Fixed
2.70000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC
68233DAR8
1407000.00000000
PA
USD
1464885.44000000
0.071821147110
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
7.00000000
N
N
N
N
N
N
Swiss Re Treasury US Corp
549300G1I1ZMYS87KM16
SWISS RE TREAS
87089HAA1
257000.00000000
PA
USD
261699.58000000
0.012830739879
Long
DBT
CORP
US
Y
2
2022-12-06
Fixed
2.87500000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BB9
3070000.00000000
PA
USD
3117088.27000000
0.152826186322
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AB1
4554000.00000000
PA
USD
4613359.52000000
0.226186132861
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-4
N/A
SDART 2018-4 D
80285MAH2
801550.54000000
PA
USD
813697.00000000
0.039894349649
Long
ABS-CBDO
CORP
US
N
2
2025-12-15
Fixed
3.98000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK AB
65557DAY7
5000000.00000000
PA
USD
5223024.45000000
0.256077094590
Long
DBT
CORP
FI
N
2
2023-08-30
Fixed
3.75000000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
REL STAN LIFE II
75951AAM0
895000.00000000
PA
USD
908109.64000000
0.044523260499
Long
DBT
CORP
US
Y
2
2023-01-21
Fixed
2.15000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL
14913Q2T5
211000.00000000
PA
USD
211811.94000000
0.010384823336
Long
DBT
CORP
US
N
2
2022-02-26
Fixed
2.95000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746SK8
1385000.00000000
PA
USD
1386657.86000000
0.067985765599
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.06900000
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST NALT_21-A
N/A
NALT 2021-A A3
65480DAC7
2240000.00000000
PA
USD
2228625.28000000
0.109266171754
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
0.52000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XBK1
2058000.00000000
PA
USD
2119814.97000000
0.103931364630
Long
DBT
CORP
US
N
2
2023-05-09
Fixed
3.70000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368CAQ7
217000.00000000
PA
USD
218580.41000000
0.010716671320
Long
DBT
CORP
US
Y
2
2022-04-15
Fixed
2.92400000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TEC5
3131000.00000000
PA
USD
3165155.26000000
0.155182839113
Long
DBT
CORP
US
N
2
2022-09-08
Fixed
2.15000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
SUNTRUST BANK
86787EBE6
980000.00000000
PA
USD
986811.98000000
0.048381918783
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
2.80000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
470000.00000000
PA
349475.19000000
0.017134247052
Long
DBT
CORP
GB
N
2
2022-12-13
Fixed
3.25000000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
BRIT SKY BROADCA
111013AK4
15300000.00000000
PA
USD
15627553.42000000
0.766195623563
Long
DBT
CORP
GB
Y
2
2022-11-26
Fixed
3.12500000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
780097BE0
2185000.00000000
PA
USD
2204727.43000000
0.108094495831
Long
DBT
CORP
GB
N
2
2023-05-15
Variable
3.49800000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAA3
3151000.00000000
PA
USD
3179178.42000000
0.155870373721
Long
DBT
CORP
IE
N
2
2022-05-26
Fixed
3.50000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020AL1
2719000.00000000
PA
USD
2742247.07000000
0.134448281653
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.40000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
AO9512929
1420000.00000000
PA
1065210.34000000
0.052225673382
Long
DBT
CORP
JP
N
2
2023-03-07
Fixed
3.60400000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DE7
195000.00000000
PA
USD
198365.60000000
0.009725569351
Long
DBT
CORP
US
N
2
2023-01-13
Fixed
2.40000000
N
N
N
N
N
N
VERIZON OWNER TRUST VZOT_18-A
N/A
VZOT 2018-A B
92348XAC9
590000.00000000
PA
USD
590758.80000000
0.028964022388
Long
ABS-CBDO
CORP
US
N
2
2023-04-20
Fixed
3.38000000
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACC
654740BD0
996000.00000000
PA
USD
1006041.57000000
0.049324716885
Long
DBT
CORP
US
Y
2
2022-09-28
Fixed
2.60000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GEM7
101000.00000000
PA
USD
101293.66000000
0.004966276991
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.70000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
JACKSON NAT LIFE
46849LSW2
63000.00000000
PA
USD
63626.60000000
0.003119517249
Long
DBT
CORP
US
Y
2
2022-06-27
Fixed
2.50000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912XAX2
1782000.00000000
PA
USD
1811018.85000000
0.088791551675
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.75000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851DY7
4000000.00000000
PA
USD
4040380.48000000
0.198093825572
Long
DBT
CORP
US
Y
2
2023-03-10
Fixed
1.75000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
2027A0JR1
108000.00000000
PA
USD
109527.23000000
0.005369956642
Long
DBT
CORP
AU
Y
2
2022-09-18
Fixed
2.50000000
N
N
N
N
N
N
TRANSPORTATION FINANCE EQUIPMENT TRUST TFET_19-1
N/A
TFET 2019-1 A3
89389JAC6
1621914.47000000
PA
USD
1630213.48000000
0.079926934196
Long
ABS-CBDO
CORP
US
Y
2
2023-04-24
Fixed
1.85000000
N
N
N
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
BAXALTA INC
07177MAL7
2392000.00000000
PA
USD
2413221.70000000
0.118316658758
Long
DBT
CORP
US
N
2
2022-06-23
Fixed
3.60000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XCF1
850000.00000000
PA
USD
868580.10000000
0.042585186141
Long
DBT
CORP
US
N
2
2023-01-05
Fixed
3.25000000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST ALLYA_19-3
N/A
ALLYA 2019-3 A3
02007RAC3
393486.68000000
PA
USD
395539.54000000
0.019392713392
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
1.93000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAG7
243000.00000000
PA
USD
245591.27000000
0.012040973478
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.15000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220915
N/A
1.00000000
NC
990403.18000000
0.048557989960
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
19400000000.00000000
KRW
17257877.98000000
USD
2022-09-15
990403.18000000
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-4
N/A
ACAR 2021-4 A
02530TAA9
1299013.10000000
PA
USD
1296947.54000000
0.063587402482
Long
ABS-CBDO
CORP
US
Y
2
2025-09-15
Fixed
0.45000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05583JAA0
2000000.00000000
PA
USD
2019126.10000000
0.098994739590
Long
DBT
CORP
FR
Y
2
2022-05-22
Fixed
3.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BF5
350000.00000000
PA
USD
350000.00000000
0.017159977703
Long
DBT
CORP
GB
N
2
2022-01-05
Fixed
2.65000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_21-2
N/A
HPEFS 2021-2A A3
40441JAC5
2500000.00000000
PA
USD
2478863.50000000
0.121534978257
Long
ABS-CBDO
CORP
US
Y
2
2028-09-20
Fixed
0.36000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903AK9
121000.00000000
PA
USD
122200.17000000
0.005991291978
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.25000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2
N/A
DRIVE 2021-2 A3
262104AC6
1740000.00000000
PA
USD
1732910.89000000
0.084962034955
Long
ABS-CBDO
CORP
US
N
2
2025-03-17
Fixed
0.35000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-1
N/A
GMALT 2020-1 D
36259KAH0
150000.00000000
PA
USD
151350.48000000
0.007420488177
Long
ABS-CBDO
CORP
US
N
2
2024-06-20
Fixed
2.28000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-3
N/A
DTAOT 2021-3A A
23344QAA7
1359702.08000000
PA
USD
1355820.95000000
0.066473877919
Long
ABS-CBDO
CORP
US
Y
2
2025-04-15
Fixed
0.33000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
KINDER MORGAN EN
494550BJ4
433000.00000000
PA
USD
435496.05000000
0.021351721451
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
4.15000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_21-2
N/A
EFF 2021-2 A2
29374YAB8
5000000.00000000
PA
USD
4958673.00000000
0.243116337482
Long
ABS-CBDO
CORP
US
Y
2
2027-05-20
Fixed
0.48000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NEW YORK LIFE GL
64952WDH3
1785000.00000000
PA
USD
1801438.39000000
0.088321836018
Long
DBT
CORP
US
Y
2
2022-07-12
Fixed
2.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LQ2
466000.00000000
PA
USD
473337.13000000
0.023207013134
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
2.70000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
25156PAV5
150000.00000000
PA
USD
153083.51000000
0.007505456052
Long
DBT
CORP
NL
Y
2
2023-09-19
Fixed
2.48500000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251VAH5
1906000.00000000
PA
USD
1962726.70000000
0.096229561171
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.12500000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAP0
4500000.00000000
PA
USD
4722733.89000000
0.231548595005
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd/London
213800VD256NU2D97H12
ANZ NZ INTL/LDN
00182EBC2
200000.00000000
PA
USD
200287.20000000
0.009819782532
Long
DBT
CORP
NZ
Y
2
2022-01-25
Fixed
2.87500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KAD5
2112000.00000000
PA
USD
2132990.51000000
0.104577341695
Long
DBT
CORP
NL
Y
2
2022-05-27
Fixed
2.90000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
GOVT PPTY INCOME
38376AAB9
701000.00000000
PA
USD
709402.53000000
0.034780947421
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572QAE5
694000.00000000
PA
USD
705640.94000000
0.034596522277
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XAW6
1301000.00000000
PA
USD
1304862.67000000
0.063975469495
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
Post Apartment Homes LP
5493005D04NMMCMCB212
POST APT HOMES
737415AL3
108000.00000000
PA
USD
109703.49000000
0.005378598406
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.37500000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL
02005NAY6
1825000.00000000
PA
USD
1831987.69000000
0.089819622609
Long
DBT
CORP
US
N
2
2022-02-13
Fixed
4.12500000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TDP7
1500000.00000000
PA
USD
1500556.58000000
0.073570049873
Long
DBT
CORP
US
N
2
2022-01-11
Fixed
2.60000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_19-3
N/A
EFF 2019-3 A2
29374WAB2
461613.40000000
PA
USD
465157.58000000
0.022805982004
Long
ABS-CBDO
CORP
US
Y
2
2025-05-20
Fixed
2.06000000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
MOODY'S CORP
615369AK1
1200000.00000000
PA
USD
1220092.86000000
0.059819332210
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.62500000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-C
N/A
HART 2021-C A2A
44935FAB0
7790000.00000000
PA
USD
7776711.82000000
0.381280575536
Long
ABS-CBDO
CORP
US
N
2
2024-10-15
Fixed
0.36000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
NORTHEAST UTILS
664397AK2
650000.00000000
PA
USD
661972.40000000
0.032455518926
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.80000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851CS1
3640000.00000000
PA
USD
3640480.55000000
0.178487328765
Long
DBT
CORP
US
Y
2
2022-01-06
Fixed
2.85000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1
N/A
DRIVE 2021-1 B
262108AD5
2500000.00000000
PA
USD
2494114.75000000
0.122282724285
Long
ABS-CBDO
CORP
US
N
2
2025-07-15
Fixed
0.65000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB
87020PAH0
152000.00000000
PA
USD
152639.59000000
0.007483691317
Long
DBT
CORP
SE
Y
2
2022-03-14
Fixed
2.80000000
N
N
N
N
N
N
Daiwa Securities Group Inc
353800WRC7Y23PWFJG38
DAIWA SEC GROUP
234064AB9
1426000.00000000
PA
USD
1435689.24000000
0.070389700992
Long
DBT
CORP
JP
Y
2
2022-04-19
Fixed
3.12900000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAE4
785000.00000000
PA
USD
793690.01000000
0.038913436785
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.35000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYE8
500000.00000000
PA
USD
496108.53000000
0.024323460895
Long
DBT
CORP
US
N
2
2024-09-10
Variable
0.65700000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
92857WAZ3
727000.00000000
PA
USD
737530.76000000
0.036160032563
Long
DBT
CORP
GB
N
2
2022-09-26
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220915
N/A
1.00000000
NC
-58700.32000000
-0.00287798909
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
10012968132.00000000
KRW
8337470.13000000
USD
2022-09-15
-58700.32000000
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494AT0
110000.00000000
PA
USD
110865.64000000
0.005435576887
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.50000000
N
N
N
N
N
N
International Lease Finance Corp
N/A
INTL LEASE FIN
459745GN9
100000.00000000
PA
USD
103081.17000000
0.005053915939
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.87500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_17-2
N/A
FORDR 2017-2 A
34529SAA7
5000000.00000000
PA
USD
5066633.00000000
0.248409455176
Long
ABS-CBDO
CORP
US
Y
2
2029-03-15
Fixed
2.36000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523AF7
1000000.00000000
PA
USD
1040823.25000000
0.051030010752
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EURO
19123MAD5
1500000.00000000
PA
USD
1488645.45000000
0.072986064944
Long
DBT
CORP
GB
Y
2
2023-05-05
Fixed
0.50000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp
5U0XI89JRFVHWIBS4F54
SUMITOMO MITSUI
EJ0395909
1500000.00000000
PA
USD
1509895.05000000
0.074027901121
Long
DBT
CORP
JP
N
2
2022-03-01
Fixed
4.85000000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services PLC
213800LAXWIUOOBZ3908
RECKITT BEN TSY
75625QAC3
8064000.00000000
PA
USD
8123973.58000000
0.398306301418
Long
DBT
CORP
GB
Y
2
2022-06-24
Fixed
2.37500000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
49446RAK5
7414000.00000000
PA
USD
7601632.99000000
0.372696721767
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.12500000
N
N
N
N
N
N
ARI FLEET LEASE TRUST ARIFL_21-A
N/A
ARIFL 2021-A A2
00217FAB1
6000000.00000000
PA
USD
5971122.60000000
0.292755230516
Long
ABS-CBDO
CORP
US
Y
2
2030-03-15
Fixed
0.37000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023BN4
309000.00000000
PA
USD
311827.71000000
0.015288447288
Long
DBT
CORP
US
N
2
2022-10-30
Fixed
2.20000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAM0
280000.00000000
PA
USD
281586.37000000
0.013805759516
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
2.40000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDD1
2811000.00000000
PA
USD
2851702.38000000
0.139814712165
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.37500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDIN
90352JAE3
10594000.00000000
PA
USD
10720192.87000000
0.525595058932
Long
DBT
CORP
CH
Y
2
2023-08-15
Variable
2.85900000
N
N
N
N
N
N
BNZ International Funding Ltd/London
549300HVMZ89HDMELW08
BNZ INTL FUND/LN
05579HAJ1
687000.00000000
PA
USD
707540.10000000
0.034689635258
Long
DBT
CORP
NZ
Y
2
2023-03-01
Fixed
3.37500000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MAR MTLS
573284AY2
4000000.00000000
PA
USD
3985866.80000000
0.195421101191
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3
N/A
EART 2021-4A A3
30165JAC0
640000.00000000
PA
USD
638739.78000000
0.031316458237
Long
ABS-CBDO
CORP
US
N
2
2025-07-15
Fixed
0.68000000
N
N
N
N
N
N
Sinopec Group Overseas Development 2013 Ltd
529900F9XKMFEV9DNO17
SINOPEC OVERSEAS
N/A
410000.00000000
PA
USD
433217.60000000
0.021240012447
Long
DBT
CORP
VG
N
2
2023-10-17
Fixed
4.37500000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WCA7
635000.00000000
PA
USD
645952.72000000
0.031670097922
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
2.60000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL
14912L5Q0
175000.00000000
PA
USD
178904.03000000
0.008771397616
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.62500000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
FED RLTY INVS TR
313747AT4
1456000.00000000
PA
USD
1486075.94000000
0.072860085703
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BL6
180000.00000000
PA
USD
180927.89000000
0.008870624452
Long
DBT
CORP
US
N
2
2023-03-30
Variable
2.82500000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-4
N/A
DRIVE 2019-4 C
26209AAF8
1992940.44000000
PA
USD
2002804.70000000
0.098194525704
Long
ABS-CBDO
CORP
US
N
2
2025-11-17
Fixed
2.51000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EUT4
340000.00000000
PA
USD
342182.71000000
0.016776707640
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.95000000
N
N
N
N
N
N
Volkswagen Financial Services Australia Pty Ltd
529900VBZRQG6COX9X61
VOLKSWAGEN AUST
N/A
2590000.00000000
PA
1930281.28000000
0.094638810646
Long
DBT
CORP
AU
N
2
2023-04-17
Fixed
3.10000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
AETNA INC
00817YAV0
6828000.00000000
PA
USD
6996136.84000000
0.343010149099
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967GT2
4812000.00000000
PA
USD
4976178.61000000
0.243974611417
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYER SQB
110122AT5
475000.00000000
PA
USD
479336.85000000
0.023501170452
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.00000000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
857006AL4
2353000.00000000
PA
USD
2436290.48000000
0.119447686617
Long
DBT
CORP
VG
Y
2
2023-05-02
Fixed
3.75000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST
N/A
FORDF 2019-3 A1
34528QHA5
1820000.00000000
PA
USD
1841676.20000000
0.090294635797
Long
ABS-CBDO
CORP
US
N
2
2024-09-15
Fixed
2.23000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAP1
97000.00000000
PA
USD
100188.93000000
0.004912113728
Long
DBT
CORP
US
N
2
2024-04-23
Variable
3.55900000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822AT1
1300000.00000000
PA
USD
1338585.37000000
0.065628843152
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
3.45500000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C
N/A
SRT 2021-C A2
80286CAB6
1370000.00000000
PA
USD
1367520.99000000
0.067047513421
Long
ABS-CBDO
CORP
US
Y
2
2024-04-22
Fixed
0.29000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBZ8
2280000.00000000
PA
USD
2275518.64000000
0.111565283217
Long
DBT
CORP
US
N
2
2024-03-16
Variable
0.69700000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220114
N/A
1.00000000
NC
89.71000000
0.000004398347
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
18784.94000000
USD
25941.64000000
AUD
2022-01-14
89.71000000
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3
N/A
EART 2021-3A A2
30166AAB0
673862.66000000
PA
USD
673653.56000000
0.033028228769
Long
ABS-CBDO
CORP
US
N
2
2024-01-16
Fixed
0.34000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829AQ0
7462000.00000000
PA
USD
7528452.77000000
0.369108804785
Long
DBT
CORP
US
N
2
2022-06-12
Fixed
2.60000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-B
N/A
TAOT 2018-B A4
89238TAE3
209768.15000000
PA
USD
211356.70000000
0.010362503598
Long
ABS-CBDO
CORP
US
N
2
2023-11-15
Fixed
3.11000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
589331AT4
394000.00000000
PA
USD
397552.63000000
0.019491412190
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.40000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
06675FAM9
879000.00000000
PA
USD
888724.94000000
0.043572857585
Long
DBT
CORP
FR
Y
2
2022-07-20
Fixed
2.70000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE
26884TAH5
2031000.00000000
PA
USD
2071918.74000000
0.101583083948
Long
DBT
CORP
US
Y
2
2022-10-15
Fixed
3.30000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QCB2
907000.00000000
PA
USD
922216.97000000
0.045214921837
Long
DBT
CORP
GB
N
2
2022-11-06
Fixed
2.50000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAJ7
3739000.00000000
PA
USD
3785776.83000000
0.185610988551
Long
DBT
CORP
CA
N
2
2022-10-01
Fixed
3.15000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBU3
4500000.00000000
PA
USD
4490689.28000000
0.220171794051
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE
26884TAT9
5018000.00000000
PA
USD
5146804.13000000
0.252340126042
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
2.70000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RMJ8
199000.00000000
PA
USD
198207.79000000
0.009717832163
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.90000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GCD9
150000.00000000
PA
USD
150924.51000000
0.007399603504
Long
DBT
CORP
US
Y
2
2022-04-08
Fixed
2.65000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBP0
110000.00000000
PA
USD
109468.76000000
0.005367089945
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.37500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BFC9
969000.00000000
PA
USD
974579.80000000
0.047782193252
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JAR5
1405000.00000000
PA
USD
1412917.85000000
0.069273253722
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.10000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDC2
146000.00000000
PA
USD
148079.13000000
0.007260098769
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
2.05000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2A
N/A
EART 2021-2A A3
30165XAC9
7000000.00000000
PA
USD
6987073.80000000
0.342565801773
Long
ABS-CBDO
CORP
US
N
2
2024-10-15
Fixed
0.30000000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
AMER CAMPUS COMM
024836AA6
1275000.00000000
PA
USD
1310214.34000000
0.064237853889
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BK PLC
06739GCR8
1080000.00000000
PA
USD
1083457.87000000
0.053120322548
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516CC8
298000.00000000
PA
USD
298009.34000000
0.014610953228
Long
DBT
CORP
US
N
2
2022-08-19
Fixed
0.48300000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST_20-A
N/A
SRT 2020-A A4
80286KAD4
1000000.00000000
PA
USD
1007319.60000000
0.049387376789
Long
ABS-CBDO
CORP
US
Y
2
2024-03-20
Fixed
1.76000000
N
N
N
N
N
N
Trane Technologies Global Holding Co Ltd
549300UCF0D858BIOV83
INGERSOLL-RND GL
45687AAJ1
2470000.00000000
PA
USD
2585334.53000000
0.126755093973
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63307CAG6
12721000.00000000
PA
USD
12868689.41000000
0.630932638139
Long
DBT
CORP
CA
Y
2
2022-10-07
Fixed
2.15000000
N
N
N
N
N
N
United Energy Distribution Pty Ltd
54930028EZKBY3VF2528
UNITED ENERGY D
N/A
800000.00000000
PA
599962.28000000
0.029415255279
Long
DBT
CORP
AU
N
2
2023-09-12
Fixed
3.50000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_17-1
N/A
AESOP 2017-1A A
05377RCQ5
1480000.00000000
PA
USD
1498590.87000000
0.073473674045
Long
ABS-CBDO
CORP
US
Y
2
2023-09-20
Fixed
3.07000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531FAX1
209000.00000000
PA
USD
209786.86000000
0.010285536685
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.75000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAA1
309000.00000000
PA
USD
311174.66000000
0.015256429221
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.50000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-C
N/A
HALST 2021-C A2
44933MAB7
3190000.00000000
PA
USD
3179309.03000000
0.155876777335
Long
ABS-CBDO
CORP
US
Y
2
2024-01-16
Fixed
0.24000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200JC6
1281000.00000000
PA
USD
1305487.66000000
0.064006111822
Long
DBT
CORP
US
N
2
2022-11-09
Fixed
2.87500000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668AZ5
6385000.00000000
PA
USD
6476517.55000000
0.317533990726
Long
DBT
CORP
US
Y
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816BW8
8000000.00000000
PA
USD
8339772.08000000
0.408886579842
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
3.70000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
ARROW ELECTRONIC
042735BD1
200000.00000000
PA
USD
200435.61000000
0.009827058853
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818DM7
2488000.00000000
PA
USD
2532284.36000000
0.124154123304
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.95000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
SCHWAB CHARLES
808513AG0
252000.00000000
PA
USD
256290.11000000
0.012565521637
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.22500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
63861VAD9
7487000.00000000
PA
USD
7548811.85000000
0.370106980096
Long
DBT
CORP
GB
Y
2
2023-04-26
Variable
3.62200000
N
N
N
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764AT7
263000.00000000
PA
USD
263415.80000000
0.012914883584
Long
DBT
CORP
US
N
2
2022-03-03
Fixed
2.41100000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
830505AW3
661000.00000000
PA
USD
663967.45000000
0.032553333250
Long
DBT
CORP
SE
N
2
2022-03-11
Fixed
2.80000000
N
N
N
N
N
N
DLL SECURITIZATION TRUST DLL_19-MT3
N/A
DLL 2019-MT3 A4
23291RAD2
2060000.00000000
PA
USD
2077377.75000000
0.101850731062
Long
ABS-CBDO
CORP
US
Y
2
2026-09-21
Fixed
2.15000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2
N/A
AMCAR 2018-2 C
03066LAF5
3000000.00000000
PA
USD
3045823.50000000
0.149332180996
Long
ABS-CBDO
CORP
US
N
2
2024-06-18
Fixed
3.59000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368EAT7
300000.00000000
PA
USD
298386.16000000
0.014629428150
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
0.63100000
N
N
N
N
N
N
WORLD OMNI SELECT AUTO TRUST WOSAT_21-A
N/A
WOSAT 2021-A A2
98163HAB5
2050000.00000000
PA
USD
2044376.85000000
0.100232746181
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
0.29000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AG0
3980000.00000000
PA
USD
3953522.06000000
0.193835286856
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.60000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062XAE3
483000.00000000
PA
USD
492895.93000000
0.024165951911
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.62500000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALT GAS & ELEC
059165EF3
190000.00000000
PA
USD
195774.36000000
0.009598524721
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
3.35000000
N
N
N
N
N
N
SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_21-1A
N/A
SBCLN 2021-1A B
80290CAE4
1540000.00000000
PA
USD
1539041.35000000
0.075456900716
Long
ABS-CBDO
CORP
US
Y
2
2031-12-15
Fixed
1.83300000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523BT6
610000.00000000
PA
USD
621793.44000000
0.030485604475
Long
DBT
CORP
US
N
2
2022-11-30
Fixed
3.05000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CAW5
3915000.00000000
PA
USD
3951233.79000000
0.193723096393
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.40000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912XBC7
1000000.00000000
PA
USD
1036316.74000000
0.050809063291
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
3.87500000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TEL5
240000.00000000
PA
USD
245178.76000000
0.012020748728
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
2.70000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816CD9
2531000.00000000
PA
USD
2548282.88000000
0.124938506865
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
2.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXP4
11586000.00000000
PA
USD
11554167.35000000
0.566483583166
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
0.48100000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2
N/A
EART 2021-3A A3
30166AAC8
1120000.00000000
PA
USD
1116372.32000000
0.054734068914
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
0.35000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759AM2
2749000.00000000
PA
USD
2867240.70000000
0.140576532807
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_19-2
N/A
AMXCA 2019-2 B
02587AAP9
1000000.00000000
PA
USD
1006602.90000000
0.049352238057
Long
ABS-CBDO
CORP
US
N
2
2024-11-15
Fixed
2.86000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BJ0
4905000.00000000
PA
USD
5000277.37000000
0.245156137658
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.90000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C
N/A
SRT 2021-C A3
80286CAC4
610000.00000000
PA
USD
605755.25000000
0.029699275953
Long
ABS-CBDO
CORP
US
Y
2
2025-03-20
Fixed
0.50000000
N
N
N
N
N
N
Eastern Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
EASTERN ENERGY
257375AE5
2360000.00000000
PA
USD
2457289.63000000
0.120477243605
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.55000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AW6
138000.00000000
PA
USD
140605.87000000
0.006893695983
Long
DBT
CORP
US
N
2
2023-02-22
Fixed
2.40000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AG4
820000.00000000
PA
USD
825163.59000000
0.040456539446
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.70000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GGS7
763000.00000000
PA
USD
765294.59000000
0.037521251717
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Volkswagen Financial Services Australia Pty Ltd
529900VBZRQG6COX9X61
VOLKSWAGEN AUST
N/A
330000.00000000
PA
244349.93000000
0.011980112430
Long
DBT
CORP
AU
N
2
2022-09-14
Fixed
3.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAL5
4628000.00000000
PA
USD
4677488.27000000
0.229330269775
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.05000000
N
N
N
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT
171340AH5
3222000.00000000
PA
USD
3275140.77000000
0.160575264539
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.87500000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
92857WBC3
299000.00000000
PA
USD
305646.68000000
0.014985400611
Long
DBT
CORP
GB
N
2
2023-02-19
Fixed
2.95000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D
N/A
WOART 2021-D A2
98163KAB8
2340000.00000000
PA
USD
2336346.79000000
0.114547596640
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
0.35000000
N
N
N
N
N
N
Sinopec Group Overseas Development 2017 Ltd
5493001IPW8ZGQ181Z16
SINOPEC OVERSEAS
N/A
200000.00000000
PA
USD
201083.80000000
0.009858838641
Long
DBT
CORP
VG
N
2
2022-04-12
Fixed
3.00000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-4A
N/A
DTAOT 2021-4A A
26253WAA6
1321296.65000000
PA
USD
1320011.82000000
0.064718209712
Long
ABS-CBDO
CORP
US
Y
2
2025-09-15
Fixed
0.56000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
80000.00000000
PA
60011.73000000
0.002942285567
Long
DBT
CORP
US
N
2
2022-09-07
Fixed
5.25000000
N
N
N
N
N
N
AusNet Services Holdings Pty Ltd
TTMIG9TE1S0X3ZPDHD61
AUSNET SERVICES
N/A
770000.00000000
PA
573969.14000000
0.028140850413
Long
DBT
CORP
AU
N
2
2022-06-28
Fixed
5.75000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057BN3
2500000.00000000
PA
USD
2557240.30000000
0.125377675801
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAP0
3000000.00000000
PA
USD
3043177.86000000
0.149202469215
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.50000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477AZ6
275000.00000000
PA
USD
276920.60000000
0.013577003776
Long
DBT
CORP
US
N
2
2023-05-15
Variable
2.65300000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813CW7
8000000.00000000
PA
USD
7993196.80000000
0.391894511050
Long
DBT
CORP
US
Y
2
2023-12-01
Floating
0.30970000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_20-A
N/A
TESLA 2020-A A3
88167HAC0
8140000.00000000
PA
USD
8127637.78000000
0.398485951676
Long
ABS-CBDO
CORP
US
Y
2
2023-12-20
Fixed
0.68000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAB6
70000.00000000
PA
USD
71897.09000000
0.003525007032
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
3.50000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAV1
6705000.00000000
PA
USD
6770763.38000000
0.331960424675
Long
DBT
CORP
JP
N
2
2023-07-16
Variable
2.72100000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_21-2
N/A
HPEFS 2021-2A A2
40441JAB7
4500000.00000000
PA
USD
4489596.00000000
0.220118192164
Long
ABS-CBDO
CORP
US
Y
2
2028-09-20
Fixed
0.30000000
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACC
654740AV1
192000.00000000
PA
USD
192090.21000000
0.009417896344
Long
DBT
CORP
US
Y
2
2022-01-13
Fixed
2.80000000
N
N
N
N
N
N
BNZ International Funding Ltd/London
549300HVMZ89HDMELW08
BNZ INTL FUND/LN
05579HAH5
600000.00000000
PA
USD
610346.01000000
0.029924354065
Long
DBT
CORP
NZ
Y
2
2022-11-03
Fixed
2.65000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912XAT1
2000000.00000000
PA
USD
2053529.38000000
0.100681481069
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199BE4
1641000.00000000
PA
USD
1647756.06000000
0.080787020715
Long
DBT
CORP
US
N
2
2022-06-08
Fixed
2.60000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CA5
1334000.00000000
PA
USD
1347446.71000000
0.066063301429
Long
DBT
CORP
US
N
2
2022-08-17
Fixed
2.37500000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
MONDELEZ INTL
60920LAE4
8594000.00000000
PA
USD
8688550.07000000
0.425986644219
Long
DBT
CORP
NL
Y
2
2022-09-19
Fixed
2.12500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBB1
8763000.00000000
PA
USD
8814927.87000000
0.432182759163
Long
DBT
CORP
US
N
2
2023-04-01
Variable
3.20700000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
912796N96
5000000.00000000
PA
USD
4988389.01000000
0.244573269108
Long
DBT
UST
US
N
2
2022-11-03
None
0.00000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQU
785592AD8
2000000.00000000
PA
USD
2093420.44000000
0.102637280212
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.62500000
N
N
N
N
N
N
2022-02-25
VANGUARD BOND INDEX FUNDS
Christine M. Buchanan
Christine M. Buchanan
Chief Financial Officer