Form NPORT-P DEUTSCHE DWS PORTFOLIO For: Jul 31

  
    NPORT-P
    false
    
      
      
        
          0000088063
          XXXXXXXX
        
      
      
      
      
        S000006101
        C000195198
        C000016773
        C000016775
        C000016774
        C000016770
        C000214981
      
      
      
    
  
  
    
      DEUTSCHE DWS PORTFOLIO TRUST
      811-00042
      0000088063
      SRECKAL0MZIWJ5FTJI59
      875 Third Avenue
      NEW YORK
      
      10022-6225
      212-454-4500
      DWS Total Return Bond Fund
      S000006101
      W3A6YRGSCF5E88CKHO43
      2022-01-31
      2021-07-31
      N
    
    
      477375030.44
      55714660.62
      421660369.82
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      6198860.55000000
      0.00000000
      0.00000000
      69030.02000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
      
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        
        29444UBH8
        
          
        
        271000.00000000
        PA
        USD
        272613.26000000
        0.064652331476
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN PENERBIT SBSN
        254900G208H6Q0L5B953
        
        71567PAP5
        
          
        
        1255000.00000000
        PA
        USD
        1291018.50000000
        0.306174967439
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2030-06-23
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REC LIMITED
        335800B4YRYWAMIJZ374
        
        74947LAC8
        
          
        
        683000.00000000
        PA
        USD
        718701.30000000
        0.170445541350
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2023-05-19
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIBABA GROUP HOLDING
        5493001NTNQJDH60PM02
        
        01609WAZ5
        
          
        
        324000.00000000
        PA
        USD
        320113.63000000
        0.075917409581
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2051-02-09
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK AUST
        MSFSBD3QN1GSN7Q6C537
        
        202712BN4
        
          
        
        780000.00000000
        PA
        USD
        791954.82000000
        0.187818177064
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-03-11
          Fixed
          2.68800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XBC3
        
          
        
        430000.00000000
        PA
        USD
        430270.44000000
        0.102041944369
        Long
        DBT
        
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AE8
        
          
        
        795000.00000000
        PA
        USD
        790172.68000000
        0.187395528855
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-02-11
          Fixed
          2.09500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131WRB95
        
          
        
        76360.14000000
        PA
        USD
        85491.85000000
        0.020275049807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hercules Trust II
        N/A
        
        427098116
        
          
        
        315.00000000
        NS
        USD
        20197.50000000
        0.004789992478
        N/A
        DE
        
        US
        N
        
        3
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Ashland Global Holdings Inc
                Ashland Global Holdings Inc
                
                  
                  
                
              
            
            4.38690000
            0.09300000
            USD
            2029-03-31
            XXXX
            -50022.76000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131WQ5W3
        
          
        
        388477.07000000
        PA
        USD
        434934.03000000
        0.103147950609
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XBW5
        
          
        
        1195000.00000000
        PA
        USD
        1285501.68000000
        0.304866611142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HCG8
        
          
        
        1720000.00000000
        PA
        USD
        1735820.59000000
        0.411663204379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-29
          Fixed
          2.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS FINANCE LUXEMBOURG
        N/A
        
        46592QAA7
        
          
        
        600000.00000000
        PA
        USD
        604086.00000000
        0.143263641365
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00914AAG7
        
          
        
        1075000.00000000
        PA
        USD
        1110976.48000000
        0.263476617561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523CL2
        
          
        
        275000.00000000
        PA
        USD
        286038.24000000
        0.067836168744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGJ7
        
          
        
        535000.00000000
        PA
        USD
        556243.14000000
        0.131917339122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCB3
        
          
        
        360000.00000000
        PA
        USD
        440404.26000000
        0.104445257729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        
        46591HBU3
        
          
        
        1260829.38000000
        PA
        USD
        1261729.74000000
        0.299228912723
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          2.36500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        
        031162CD0
        
          
        
        300000.00000000
        PA
        USD
        388161.36000000
        0.092055452155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-15
          Fixed
          4.56300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AS9
        
          
        
        420000.00000000
        PA
        USD
        508672.55000000
        0.120635607803
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-06-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        
        025816CH0
        
          
        
        4000000.00000000
        PA
        USD
        4020000.00000000
        0.953373920749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523CJ7
        
          
        
        145000.00000000
        PA
        USD
        154530.54000000
        0.036648106167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        
        62954HAG3
        
          
        
        1000000.00000000
        PA
        USD
        1036723.55000000
        0.245866964078
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2031-05-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31414UW46
        
          
        
        111623.28000000
        PA
        USD
        130000.37000000
        0.030830587673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENN ENERGY HOLDINGS LTD
        549300V7BXPWT6WIPR03
        
        26876FAC6
        
          
        
        1261000.00000000
        PA
        USD
        1271005.45000000
        0.301428718696
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-09-17
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sands China Ltd
        549300EVO6UZDGY05787
        
        80007RAB1
        
          
        
        1200000.00000000
        PA
        USD
        1271064.00000000
        0.301442604279
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-08-08
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Mortgage Securities
        N/A
        
        05948XT27
        
          
        
        62403.09000000
        PA
        USD
        63644.21000000
        0.015093713935
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Variable
          2.45800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        
        83370RAA6
        
          
        
        2650000.00000000
        PA
        USD
        2862000.00000000
        0.678745313727
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131WMGW0
        
          
        
        114522.37000000
        PA
        USD
        129239.97000000
        0.030650252964
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        
        780153BG6
        
          
        
        540000.00000000
        PA
        USD
        550638.00000000
        0.130588037058
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05583JAE2
        
          
        
        400000.00000000
        PA
        USD
        470440.55000000
        0.111568594933
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-09-12
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        
        05533UAH1
        
          
        
        1427000.00000000
        PA
        USD
        1439129.50000000
        0.341300630318
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-09-18
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Babson CLO Ltd
        N/A
        
        06759MAE1
        
          
        
        3300000.00000000
        PA
        USD
        3301584.00000000
        0.782996040488
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-23
          Floating
          1.58800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        466247J46
        
          
        
        340972.52000000
        PA
        USD
        335998.82000000
        0.079684704574
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Variable
          2.76400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        
        95040QAL8
        
          
        
        300000.00000000
        PA
        USD
        315373.39000000
        0.074793225205
        Long
        DBT
        
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        
        143658BL5
        
          
        
        863000.00000000
        PA
        USD
        911543.75000000
        0.216179611659
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYJ7
        
          
        
        960000.00000000
        PA
        USD
        976742.05000000
        0.231641889992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.38300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        
        80414L2H7
        
          
        
        242000.00000000
        PA
        USD
        244444.20000000
        0.057971822228
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2025-11-24
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWILIO INC
        5493004W8TRGD63APX93
        
        90138FAC6
        
          
        
        1460000.00000000
        PA
        USD
        1494718.80000000
        0.354484060391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        
        031162CS7
        
          
        
        400000.00000000
        PA
        USD
        435933.50000000
        0.103384982607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-21
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        31282YED7
        
          
        
        112066.90000000
        PA
        USD
        17639.52000000
        0.004183347846
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HBS5
        
          
        
        2275000.00000000
        PA
        USD
        2365611.98000000
        0.561023076702
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2042-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        
        24703TAE6
        
          
        
        2208000.00000000
        PA
        USD
        2573622.72000000
        0.610354423655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402QY39
        
          
        
        12965.89000000
        PA
        USD
        15072.21000000
        0.003574490532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE.COM INC
        RCGZFPDMRW58VJ54VR07
        
        79466LAL8
        
          
        
        1100000.00000000
        PA
        USD
        1128158.63000000
        0.267551496594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BR2
        
          
        
        450000.00000000
        PA
        USD
        451975.28000000
        0.107189414123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-03
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BJ3
        
          
        
        1270000.00000000
        PA
        USD
        1322324.00000000
        0.313599307557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aircastle Ltd
        549300PNK8AKY3OIKP58
        
        00928QAR2
        
          
        
        1214000.00000000
        PA
        USD
        1298425.76000000
        0.307931656122
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2023-09-25
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        
        105756CC2
        
          
        
        1453000.00000000
        PA
        USD
        1467123.16000000
        0.347939542107
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2030-06-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        
        15189TBB2
        
          
        
        340000.00000000
        PA
        USD
        353882.80000000
        0.083926027990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        
        95040QAM6
        
          
        
        700000.00000000
        PA
        USD
        739941.29000000
        0.175482768351
        Long
        DBT
        
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFM1
        
          
        
        355000.00000000
        PA
        USD
        364620.46000000
        0.086472546650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        
        05377RDJ0
        
          
        
        500000.00000000
        PA
        USD
        506841.25000000
        0.120201300922
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-03-20
          Fixed
          4.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBA8
        
          
        
        275000.00000000
        PA
        USD
        322926.81000000
        0.076584576856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AX6
        
          
        
        2370000.00000000
        PA
        USD
        2407021.75000000
        0.570843722170
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGH1
        
          
        
        355000.00000000
        PA
        USD
        364992.45000000
        0.086560766940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WJME5
        
          
        
        1131720.68000000
        PA
        USD
        1231875.39000000
        0.292148723989
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        06738EBL8
        
          
        
        1505000.00000000
        PA
        USD
        1596680.36000000
        0.378665028606
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-07
          Fixed
          2.85200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIBABA GROUP HOLDING
        5493001NTNQJDH60PM02
        
        01609WAX0
        
          
        
        306000.00000000
        PA
        USD
        302662.12000000
        0.071778649752
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-02-09
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        
        88032WBA3
        
          
        
        200000.00000000
        PA
        USD
        209981.24000000
        0.049798666184
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-04-22
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379CS80
        
          
        
        2979899.48000000
        PA
        USD
        160081.36000000
        0.037964525826
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-07-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WENDYS FUNDING LLC
        5493009DRVSTWJOXUL48
        
        95058XAL2
        
          
        
        2237000.00000000
        PA
        USD
        2295922.58000000
        0.544495699460
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          2.77500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBF7
        
          
        
        1300000.00000000
        PA
        USD
        1293942.74000000
        0.306868473447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MY4
        
          
        
        450000.00000000
        PA
        USD
        465360.88000000
        0.110363912121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          2.56100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833EE6
        
          
        
        600000.00000000
        PA
        USD
        591008.60000000
        0.140162235367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-08
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        
        50249AAJ2
        
          
        
        255000.00000000
        PA
        USD
        281997.98000000
        0.066877990008
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AU2
        
          
        
        280000.00000000
        PA
        USD
        292477.76000000
        0.069363350443
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-05-14
          Fixed
          3.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        
        22822VAK7
        
          
        
        820000.00000000
        PA
        USD
        921537.95000000
        0.218549813062
        Long
        DBT
        
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        
        07387AFG5
        
          
        
        129315.79000000
        PA
        USD
        135652.51000000
        0.032171036148
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          2.71800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AA5
        
          
        
        270000.00000000
        PA
        USD
        290250.00000000
        0.068835020024
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RML3
        
          
        
        500000.00000000
        PA
        USD
        507765.00000000
        0.120420375340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264AAX3
        
          
        
        500000.00000000
        PA
        USD
        592285.00000000
        0.140464943445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273RBD0
        
          
        
        1500000.00000000
        PA
        USD
        1629825.80000000
        0.386525724647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        20 TSQ GroundCo LLC
        N/A
        
        90137LAE0
        
          
        
        1500000.00000000
        PA
        USD
        1500391.65000000
        0.355829420403
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-15
          Variable
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AQ1
        
          
        
        480000.00000000
        PA
        USD
        494101.88000000
        0.117180061339
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-06-05
          Fixed
          2.19300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        
        22822VAX9
        
          
        
        920000.00000000
        PA
        USD
        908100.09000000
        0.215362921203
        Long
        DBT
        
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2L7
        
          
        
        690000.00000000
        PA
        USD
        713842.83000000
        0.169293317819
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Fixed
          2.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810SU3
        
          
        
        4409000.00000000
        PA
        USD
        4377999.22000000
        1.038276189405
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        
        369604BV4
        
          
        
        415000.00000000
        PA
        USD
        460088.41000000
        0.109113505306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        51.00000000
        NC
        USD
        377195.36000000
        0.089454780908
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNU1 Comdty
              
            
            2021-09-21
            9798898.39000000
            USD
            377195.36000000
          
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        
        55354GAK6
        
          
        
        1075000.00000000
        PA
        USD
        1130093.75000000
        0.268010425187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397A78
        
          
        
        3000000.00000000
        PA
        USD
        3108750.00000000
        0.737263974161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBE1
        
          
        
        871000.00000000
        PA
        USD
        918851.01000000
        0.217912584574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-16
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        
        158329.95000000
        0.037549165473
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            7600000.00000000
            EUR
            9174868.20000000
            USD
            2021-08-05
            158329.95000000
          
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        
        74166MAB2
        
          
        
        2380000.00000000
        PA
        USD
        2543625.00000000
        0.603240233623
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        
        247361ZN1
        
          
        
        850000.00000000
        PA
        USD
        890927.80000000
        0.211290380544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-19
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        
        80414L2K0
        
          
        
        305000.00000000
        PA
        USD
        301950.00000000
        0.071609765017
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2030-11-24
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIOGEN INC
        W8J5WZB5IY3K0NDQT671
        
        09062XAG8
        
          
        
        410000.00000000
        PA
        USD
        408765.90000000
        0.096941977301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        
        023135BM7
        
          
        
        500000.00000000
        PA
        USD
        653085.06000000
        0.154884145332
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-08-22
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131WM3D6
        
          
        
        76520.66000000
        PA
        USD
        86009.12000000
        0.020397724366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOMURA HOLDINGS INC
        549300B3CEAHYG7K8164
        
        65535HAX7
        
          
        
        660000.00000000
        PA
        USD
        670146.19000000
        0.158930323541
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2031-07-14
          Fixed
          2.60800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBN2
        
          
        
        400000.00000000
        PA
        USD
        390675.22000000
        0.092651633390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-04
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        
        33851GAB1
        
          
        
        4450000.00000000
        PA
        USD
        4652162.17000000
        1.103296041784
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACA1
        
          
        
        215000.00000000
        PA
        USD
        219831.05000000
        0.052134624388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DWS
        5493003GD84DGSXJ7618
        
        25160K306
        
          
        
        6959037.85000000
        NS
        USD
        6959037.85000000
        1.650389353158
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBX2
        
          
        
        235000.00000000
        PA
        USD
        245398.20000000
        0.058198070666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV HOLDINGS/FING
        N/A
        
        25461LAA0
        
          
        
        240000.00000000
        PA
        USD
        248136.00000000
        0.058847360994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CP2
        
          
        
        1805000.00000000
        PA
        USD
        1820793.75000000
        0.431815242864
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        
        816851BJ7
        
          
        
        680000.00000000
        PA
        USD
        780989.68000000
        0.185217709772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ACKR0
        
          
        
        666659.59000000
        PA
        USD
        781420.47000000
        0.185319874934
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        000000000
        
          
        
        417000.00000000
        PA
        USD
        384578.25000000
        0.091205690059
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2071-04-19
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        00179VAC0
        
          
        
        3350000.00000000
        PA
        USD
        3369687.62000000
        0.799147337806
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          1.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBR0
        
          
        
        600000.00000000
        PA
        USD
        618614.18000000
        0.146709110999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-17
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416BLC0
        
          
        
        413794.35000000
        PA
        USD
        480442.67000000
        0.113940674625
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132AAPP3
        
          
        
        1663993.10000000
        PA
        USD
        1821388.73000000
        0.431956346947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        03523TBV9
        
          
        
        581000.00000000
        PA
        USD
        816091.38000000
        0.193542347920
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        
        432833AL5
        
          
        
        1110000.00000000
        PA
        USD
        1136112.75000000
        0.269437877333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661DZ7
        
          
        
        345000.00000000
        PA
        USD
        348521.05000000
        0.082654447736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131X9HJ6
        
          
        
        182854.71000000
        PA
        USD
        196324.01000000
        0.046559749042
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ADSK2
        
          
        
        290419.75000000
        PA
        USD
        332569.83000000
        0.078871493221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL INFO SERV
        6WQI0GK1PRFVBA061U48
        
        31620MBT2
        
          
        
        995000.00000000
        PA
        USD
        1011187.90000000
        0.239810988268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        
        65342QAL6
        
          
        
        1750000.00000000
        PA
        USD
        1841875.00000000
        0.436814823452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FAL5
        
          
        
        1274000.00000000
        PA
        USD
        1437740.20000000
        0.340971147137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2S1
        
          
        
        1274000.00000000
        PA
        USD
        1333547.18000000
        0.316260971020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-02
          Fixed
          2.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YDB2
        
          
        
        300000.00000000
        PA
        USD
        382168.40000000
        0.090634175595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38373AP42
        
          
        
        383702.76000000
        PA
        USD
        84234.42000000
        0.019976840611
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCE3
        
          
        
        455000.00000000
        PA
        USD
        481420.41000000
        0.114172553186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDI
        UDSQCVRUX5BONN0VY111
        
        345397B69
        
          
        
        2230000.00000000
        PA
        USD
        2310837.50000000
        0.548032887460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        
        25470DBL2
        
          
        
        300000.00000000
        PA
        USD
        322218.59000000
        0.076416617036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPCD3
        
          
        
        970000.00000000
        PA
        USD
        1028153.63000000
        0.243834541633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31368HL35
        
          
        
        89297.71000000
        PA
        USD
        103464.78000000
        0.024537468400
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        949746TD3
        
          
        
        2105000.00000000
        PA
        USD
        2185284.70000000
        0.518257075222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COX COMMUNICATIONS INC
        5493001NEDZNIFRP2R92
        
        224044CM7
        
          
        
        345000.00000000
        PA
        USD
        328324.93000000
        0.077864782535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAP6
        
          
        
        1025000.00000000
        PA
        USD
        1034336.46000000
        0.245300847324
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300BL200YC56BUV20
        
        35563WAH7
        
          
        
        1081081.00000000
        PA
        USD
        1097252.13000000
        0.260221782395
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-25
          Floating
          2.18900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        
        000000000
        
          
        
        1.00000000
        NC
        
        -74771.93000000
        -0.01773273832
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              The Toronto-Dominion Bank
              PT3QB789TSUIDF371261
            
            3272083.85000000
            USD
            2695000.00000000
            EUR
            2021-08-05
            -74771.93000000
          
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CZ6
        
          
        
        2310000.00000000
        PA
        USD
        2368708.77000000
        0.561757504270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        
        25746UDG1
        
          
        
        1060000.00000000
        PA
        USD
        1175723.73000000
        0.278831925917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        
        02005NBM1
        
          
        
        4250000.00000000
        PA
        USD
        4445500.00000000
        1.054284518580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61772BAC7
        
          
        
        160000.00000000
        PA
        USD
        172068.56000000
        0.040807382508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-22
          Fixed
          3.21700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        
        92840VAH5
        
          
        
        615000.00000000
        PA
        USD
        630375.00000000
        0.149498279923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00912XBJ2
        
          
        
        1300000.00000000
        PA
        USD
        1358500.00000000
        0.322178724213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        
        04636NAE3
        
          
        
        550000.00000000
        PA
        USD
        559702.04000000
        0.132737643862
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-28
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        
        08576PAD3
        
          
        
        2280000.00000000
        PA
        USD
        2282325.60000000
        0.541271071069
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Securities
        N/A
        
        63874HAA1
        
          
        
        750000.00000000
        PA
        USD
        839520.98000000
        0.199098857774
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Fixed
          4.17700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        
        02209SBD4
        
          
        
        41000.00000000
        PA
        USD
        47976.44000000
        0.011377981767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        
        143658BN1
        
          
        
        790000.00000000
        PA
        USD
        802837.50000000
        0.190399088333
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        
        817826AC4
        
          
        
        225000.00000000
        PA
        USD
        222783.84000000
        0.052834901248
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-10
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        
        37940XAB8
        
          
        
        1200000.00000000
        PA
        USD
        1299552.95000000
        0.308198977901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        
        654744AC5
        
          
        
        1000000.00000000
        PA
        USD
        1110718.71000000
        0.263415485423
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-09-17
          Fixed
          4.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        
        000000000
        
          
        
        2526000.00000000
        PA
        
        3202904.70000000
        0.759593485479
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2025-10-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE
        222100KDGL314CKTZ511
        
        23291KAC9
        
          
        
        2010000.00000000
        PA
        
        2460947.13000000
        0.583632540817
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-09-18
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JH1
        
          
        
        520000.00000000
        PA
        USD
        471835.20000000
        0.111899346908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        
        599191AA1
        
          
        
        1500000.00000000
        PA
        USD
        1633125.00000000
        0.387308155304
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SQUARE INC
        549300OHIIUWSTIZME52
        
        852234AM5
        
          
        
        610000.00000000
        PA
        USD
        633844.90000000
        0.150321193398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        
        126307BH9
        
          
        
        1290000.00000000
        PA
        USD
        1299675.00000000
        0.308227922997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402C4G4
        
          
        
        56104.45000000
        PA
        USD
        65080.25000000
        0.015434281867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        
        254687FX9
        
          
        
        435000.00000000
        PA
        USD
        463469.05000000
        0.109915250085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-13
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRESENIUS MED CARE III
        5299006ZHLMXOOUVTU44
        
        35805BAB4
        
          
        
        495000.00000000
        PA
        USD
        492066.45000000
        0.116697343459
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-16
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JG3
        
          
        
        180000.00000000
        PA
        USD
        169694.11000000
        0.040244263427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL FUNDING LLC
        549300XAGH9TOLX5XM67
        
        36166NAJ2
        
          
        
        375000.00000000
        PA
        USD
        441178.10000000
        0.104628779837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        
        78392BAB3
        
          
        
        1769000.00000000
        PA
        USD
        1756886.06000000
        0.416659042620
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-01-19
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CBL4
        
          
        
        2853400.00000000
        PA
        USD
        2828432.75000000
        0.670784582199
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3620A5AX7
        
          
        
        55023.88000000
        PA
        USD
        62002.60000000
        0.014704393497
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY INDIANA LLC
        6URPHM2EAWGJ2C6ISB97
        
        26443TAC0
        
          
        
        480000.00000000
        PA
        USD
        476469.83000000
        0.112998485061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        
        37940XAE2
        
          
        
        1030000.00000000
        PA
        USD
        1029151.52000000
        0.244071198922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EDP Finance BV
        5299007L43AQDFOW5739
        
        26835PAF7
        
          
        
        1555000.00000000
        PA
        USD
        1674965.28000000
        0.397230899530
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-07-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        
        55389PAA7
        
          
        
        2288296.15000000
        PA
        USD
        2363604.66000000
        0.560547025324
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-11-20
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007222WHFWMBOC78
        
        35563KAH3
        
          
        
        199506.17000000
        PA
        USD
        202194.04000000
        0.047951871807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-25
          Floating
          2.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CR7
        
          
        
        880000.00000000
        PA
        USD
        1135946.78000000
        0.269398516271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        06738EBM6
        
          
        
        850000.00000000
        PA
        USD
        868166.21000000
        0.205892294400
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-06-24
          Fixed
          2.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BZ6
        
          
        
        790000.00000000
        PA
        USD
        806475.83000000
        0.191261946277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAK0
        
          
        
        465000.00000000
        PA
        USD
        469387.74000000
        0.111318912944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DEL ESTADO -CHILE
        5493004R4EJC0W0XVQ72
        
        05965MAG8
        
          
        
        960000.00000000
        PA
        USD
        1000809.60000000
        0.237349694595
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-09
          Fixed
          2.70400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        
        780153BH4
        
          
        
        300000.00000000
        PA
        USD
        292830.00000000
        0.069446886868
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2026-07-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A4PW2
        
          
        
        532826.66000000
        PA
        USD
        585191.35000000
        0.138782629785
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        
        867224AE7
        
          
        
        500000.00000000
        PA
        USD
        553939.69000000
        0.131371058237
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-03-04
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        
        874060AX4
        
          
        
        295000.00000000
        PA
        USD
        296901.82000000
        0.070412550301
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-03-31
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300L8K4CLYS7FCQ06
        
        35563TAB7
        
          
        
        1400000.00000000
        PA
        USD
        1415257.20000000
        0.335639130754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Floating
          2.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        
        432833AN1
        
          
        
        2250000.00000000
        PA
        USD
        2244375.00000000
        0.532270794373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        
        126307BB2
        
          
        
        1145000.00000000
        PA
        USD
        1147862.50000000
        0.272224420921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        
        126650CZ1
        
          
        
        500000.00000000
        PA
        USD
        666169.51000000
        0.157987223291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9127964B2
        
          
        
        5000000.00000000
        PA
        USD
        4999951.40000000
        1.185776932779
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-08-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWISS RE TREASURY (US)
        549300G1I1ZMYS87KM16
        
        87089HAB9
        
          
        
        750000.00000000
        PA
        USD
        949513.20000000
        0.225184358777
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-12-06
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVERSEA-CHINESE BANKING
        5493007O3QFXCPOGWK22
        
        69033CAD1
        
          
        
        3405000.00000000
        PA
        USD
        3419947.95000000
        0.811066961654
        Long
        DBT
        CORP
        SG
        N
        
        2
        
          2030-09-10
          Fixed
          1.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VAC BOR ESC
        N/A
        
        43284MAB4
        
          
        
        350000.00000000
        PA
        USD
        343308.88000000
        0.081418341530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        05565ASK0
        
          
        
        1510000.00000000
        PA
        USD
        1570098.00000000
        0.372360817467
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAL5
        
          
        
        370000.00000000
        PA
        USD
        404489.90000000
        0.095927891011
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGC2
        
          
        
        500000.00000000
        PA
        USD
        552338.55000000
        0.130991335570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-03-22
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31391PDR4
        
          
        
        28696.15000000
        PA
        USD
        33175.24000000
        0.007867763340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABN4
        
          
        
        550000.00000000
        PA
        USD
        560763.50000000
        0.132989377265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBL6
        
          
        
        371000.00000000
        PA
        USD
        365228.71000000
        0.086616797816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSEGA FINANCING PLC
        2138009YFYTGEHZNNZ09
        
        50220PAD5
        
          
        
        570000.00000000
        PA
        USD
        592797.11000000
        0.140586394271
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-04-06
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CK3
        
          
        
        200000.00000000
        PA
        USD
        202331.16000000
        0.047984390870
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-08-18
          Fixed
          2.35700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CCG4
        
          
        
        7000000.00000000
        PA
        USD
        6984687.50000000
        1.656472364946
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-06-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        
        24703TAK2
        
          
        
        520000.00000000
        PA
        USD
        851212.63000000
        0.201871622501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          8.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138X8ZV6
        
          
        
        277840.67000000
        PA
        USD
        310995.80000000
        0.073755046065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        
        92857WBX7
        
          
        
        610000.00000000
        PA
        USD
        626195.50000000
        0.148507079350
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2081-06-04
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XCK0
        
          
        
        720000.00000000
        PA
        USD
        797776.91000000
        0.189198930490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-09
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J7UN3
        
          
        
        1636114.31000000
        PA
        USD
        1780906.71000000
        0.422355724527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468U6
        
          
        
        445000.00000000
        PA
        USD
        432630.46000000
        0.102601641265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-13
          Fixed
          1.79400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAR6
        
          
        
        1300000.00000000
        PA
        USD
        1459962.14000000
        0.346241251133
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2J1
        
          
        
        1100000.00000000
        PA
        USD
        1148059.96000000
        0.272271250079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-11
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Power Co
        5LADC78JBG2BMZD5XF57
        
        843646AU4
        
          
        
        745000.00000000
        PA
        USD
        918440.04000000
        0.217815119877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397B28
        
          
        
        1094000.00000000
        PA
        USD
        1142129.00000000
        0.270864677296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-13
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEITUAN
        21380033K525E5JLIA77
        
        58533EAB9
        
          
        
        721000.00000000
        PA
        USD
        700273.39000000
        0.166075220751
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-10-28
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AM0
        
          
        
        450000.00000000
        PA
        USD
        469183.50000000
        0.111270475857
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-11
          Fixed
          2.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBX3
        
          
        
        1204000.00000000
        PA
        USD
        1187037.55000000
        0.281515085353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          1.95300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EKPY5
        
          
        
        739412.05000000
        PA
        USD
        800824.74000000
        0.189921746817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFV1
        
          
        
        400000.00000000
        PA
        USD
        387013.74000000
        0.091783285245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0QQ5
        
          
        
        1000000.00000000
        PA
        USD
        1021485.30000000
        0.242253095882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Floating
          2.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523CQ1
        
          
        
        500000.00000000
        PA
        USD
        539345.88000000
        0.127910023944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DG7
        
          
        
        1967000.00000000
        PA
        USD
        1984828.10000000
        0.470717250674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        
        025537AJ0
        
          
        
        430000.00000000
        PA
        USD
        470961.06000000
        0.111692037883
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-13
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DP2
        
          
        
        225000.00000000
        PA
        USD
        224186.27000000
        0.053167498310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-21
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        
        02149FAD6
        
          
        
        121274.53000000
        PA
        USD
        93999.25000000
        0.022292645154
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VBQ2
        
          
        
        305000.00000000
        PA
        USD
        313121.79000000
        0.074259240946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        
        02209SAV5
        
          
        
        140000.00000000
        PA
        USD
        141787.04000000
        0.033625887123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-09-16
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HBQ9
        
          
        
        3000000.00000000
        PA
        USD
        3087251.97000000
        0.732165550990
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2032-06-01
          Fixed
          4.19800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        
        928563AJ4
        
          
        
        740000.00000000
        PA
        USD
        742535.01000000
        0.176097888999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376CKP3
        
          
        
        280218.12000000
        PA
        USD
        38709.43000000
        0.009180239066
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-16
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI PORTS AND SPECIAL
        335800QOAXP5TM7OYP69
        
        00652MAG7
        
          
        
        1264000.00000000
        PA
        USD
        1326585.73000000
        0.314610009607
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-08-04
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAB7
        
          
        
        1172000.00000000
        PA
        USD
        1266667.21000000
        0.300399871712
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-10-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        
        36262QAB5
        
          
        
        4428696.98000000
        PA
        USD
        4539068.97000000
        1.076475119522
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DWS
        N/A
        
        147539670
        
          
        
        12195270.00000000
        NS
        USD
        12195270.00000000
        2.892202083208
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        BLACKSTONE HOLDINGS FINA
        549300D2L6J4NC1QVZ22
        
        09261BAD2
        
          
        
        680000.00000000
        PA
        USD
        676445.03000000
        0.160424141896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        
        83370RAB4
        
          
        
        1025000.00000000
        PA
        USD
        1058312.50000000
        0.250986949627
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XJ70
        
          
        
        724872.60000000
        PA
        USD
        735628.69000000
        0.174460002089
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Floating
          2.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558BT9
        
          
        
        380000.00000000
        PA
        USD
        375856.15000000
        0.089137176956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        
        817826AD2
        
          
        
        292000.00000000
        PA
        USD
        285275.66000000
        0.067655317031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-10
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172CP2
        
          
        
        590000.00000000
        PA
        USD
        599234.17000000
        0.142112992562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        
        37045VAQ3
        
          
        
        600000.00000000
        PA
        USD
        763718.65000000
        0.181121752164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDZ2
        
          
        
        430000.00000000
        PA
        USD
        446944.95000000
        0.105996432671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        
        65342QAK8
        
          
        
        2700000.00000000
        PA
        USD
        2838915.00000000
        0.673270528414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CN7
        
          
        
        2500000.00000000
        PA
        USD
        2567500.00000000
        0.608902373513
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAL8
        
          
        
        273000.00000000
        PA
        USD
        276489.21000000
        0.065571542831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        
        042853AA9
        
          
        
        4568681.10000000
        PA
        USD
        4573009.01000000
        1.084524261066
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          1.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XY24
        
          
        
        1546349.93000000
        PA
        USD
        1564533.30000000
        0.371041106060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Floating
          2.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        
        874060AZ9
        
          
        
        545000.00000000
        PA
        USD
        567658.02000000
        0.134624465714
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2050-07-09
          Fixed
          3.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBX6
        
          
        
        560000.00000000
        PA
        USD
        614794.07000000
        0.145803142529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKA9
        
          
        
        800000.00000000
        PA
        USD
        847855.47000000
        0.201075446184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        
        404119BT5
        
          
        
        1900000.00000000
        PA
        USD
        2213583.01000000
        0.524968237101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKH4
        
          
        
        730000.00000000
        PA
        USD
        727812.74000000
        0.172606389429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JJ7
        
          
        
        225000.00000000
        PA
        USD
        201147.01000000
        0.047703560589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMITHFIELD FOODS INC
        CVTIPZRZJC0JQEZLL598
        
        832248BC1
        
          
        
        365000.00000000
        PA
        USD
        373133.37000000
        0.088491448736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        
        842587DJ3
        
          
        
        1000000.00000000
        PA
        USD
        1019000.00000000
        0.241663687871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        
        87165BAN3
        
          
        
        630000.00000000
        PA
        USD
        686001.73000000
        0.162690586808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-19
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        
        36168QAL8
        
          
        
        1450000.00000000
        PA
        USD
        1432941.04000000
        0.339832989429
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46591VAC3
        
          
        
        558241.35000000
        PA
        USD
        570238.40000000
        0.135236422679
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABV6
        
          
        
        1125000.00000000
        PA
        USD
        1171338.75000000
        0.277791994182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        
        12669FK44
        
          
        
        161359.02000000
        PA
        USD
        162461.88000000
        0.038529084454
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46591LAC5
        
          
        
        1896389.71000000
        PA
        USD
        1935202.93000000
        0.458948259905
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711X3H5
        
          
        
        461128.58000000
        PA
        USD
        464891.71000000
        0.110252644847
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Floating
          2.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBQ7
        
          
        
        350000.00000000
        PA
        USD
        389272.06000000
        0.092318863204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBP0
        
          
        
        495000.00000000
        PA
        USD
        527171.95000000
        0.125022882806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBP4
        
          
        
        1000000.00000000
        PA
        USD
        979434.01000000
        0.232280309012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-04
          Fixed
          2.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGILENT TECHNOLOGIES INC
        QUIX8Y7A2WP0XRMW7G29
        
        00846UAM3
        
          
        
        375000.00000000
        PA
        USD
        377837.82000000
        0.089607145239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-04
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        48128BAN1
        
          
        
        1450000.00000000
        PA
        USD
        1463593.75000000
        0.347102515378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXR0
        
          
        
        1290000.00000000
        PA
        USD
        1270735.08000000
        0.301364598371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-27
          Fixed
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BK0
        
          
        
        2155000.00000000
        PA
        USD
        2249281.25000000
        0.533434349298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        
        071734AN7
        
          
        
        810000.00000000
        PA
        USD
        835790.32000000
        0.198214103060
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912803DY6
        
          
        
        1325000.00000000
        PA
        USD
        889415.80000000
        0.210931798115
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        549300M8ZYFG0OCMTT87
        
        31385XQ91
        
          
        
        134087.48000000
        PA
        USD
        155061.27000000
        0.036773972869
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-08-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        
        80282KAZ9
        
          
        
        1000000.00000000
        PA
        USD
        1075945.51000000
        0.255168753577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-05
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust
        N/A
        
        5899294H8
        
          
        
        135017.29000000
        PA
        USD
        136587.31000000
        0.032392731159
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Variable
          2.53300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36225BLM8
        
          
        
        52563.39000000
        PA
        USD
        54900.97000000
        0.013020187318
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        
        64110LAY2
        
          
        
        435000.00000000
        PA
        USD
        467059.50000000
        0.110766752919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO NACIONAL DE PANAMA
        529900H2Q7WMDKKIW109
        
        059626AC5
        
          
        
        862000.00000000
        PA
        USD
        833985.00000000
        0.197785957536
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-08-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SA GLOBAL SUKUK LTD
        5493007DFAVKU7UOGR47
        
        78397PAB7
        
          
        
        400000.00000000
        PA
        USD
        400144.00000000
        0.094897227399
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-06-17
          Fixed
          1.60200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        
        68902VAK3
        
          
        
        530000.00000000
        PA
        USD
        559963.54000000
        0.132799660598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.56500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402RCF4
        
          
        
        390.55000000
        PA
        USD
        390.79000000
        0.000092678854
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Merrill Lynch Large Loan Inc
        N/A
        
        054967AJ3
        
          
        
        667000.00000000
        PA
        USD
        666783.16000000
        0.158132755109
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          1.44300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        
        95040QAJ3
        
          
        
        820000.00000000
        PA
        USD
        884369.84000000
        0.209735109888
        Long
        DBT
        
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        
        88032WBC9
        
          
        
        500000.00000000
        PA
        USD
        539988.56000000
        0.128062440449
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2051-04-22
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565AAH3
        
          
        
        788379.52000000
        PA
        USD
        791595.64000000
        0.187732994764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-25
          Floating
          2.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CC6
        
          
        
        500000.00000000
        PA
        USD
        549252.54000000
        0.130259464562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-12-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        
        12530MAC9
        
          
        
        1517105.10000000
        PA
        USD
        1553705.26000000
        0.368473153088
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-07-15
          Fixed
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT MUSIC ENT GRP
        213800XTZK2GOHQTYK41
        
        88034PAB5
        
          
        
        857000.00000000
        PA
        USD
        824025.81000000
        0.195424059024
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-09-03
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        
        01F022683
        
          
        
        30900000.00000000
        PA
        USD
        32183586.00000000
        7.632584967313
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-12
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT Group Home Equity Loan Trust
        N/A
        
        12558MAG7
        
          
        
        23028.89000000
        PA
        USD
        23577.88000000
        0.005591675596
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-02-25
          Variable
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NortonLifeLock Inc
        YF6ZV0M6AU4FY94MK914
        
        871503AK4
        
          
        
        2500000.00000000
        PA
        USD
        2539062.50000000
        0.602158201655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATCH GROUP HLD II LLC
        N/A
        
        57665RAL0
        
          
        
        1360000.00000000
        PA
        USD
        1422900.00000000
        0.337451679560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BT2
        
          
        
        160000.00000000
        PA
        USD
        154004.06000000
        0.036523247386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-03
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        
        209111GA5
        
          
        
        460000.00000000
        PA
        USD
        475845.65000000
        0.112850455973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDL7
        
          
        
        750000.00000000
        PA
        USD
        768033.59000000
        0.182145073374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIEMENS FINANCIERINGSMAT
        TAFO772JB70PDRN5VS48
        
        82620KBF9
        
          
        
        615000.00000000
        PA
        USD
        646715.87000000
        0.153373642933
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2041-03-11
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        
        369604BW2
        
          
        
        310000.00000000
        PA
        USD
        350208.51000000
        0.083054641855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        
        23918KAS7
        
          
        
        1305000.00000000
        PA
        USD
        1349043.75000000
        0.319936101791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDE3
        
          
        
        750000.00000000
        PA
        USD
        750495.08000000
        0.177985680826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-08
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBZ7
        
          
        
        430000.00000000
        PA
        USD
        466507.18000000
        0.110635765983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEF5
        
          
        
        500000.00000000
        PA
        USD
        551604.96000000
        0.130817359059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        
        00253XAA9
        
          
        
        1095000.00000000
        PA
        USD
        1145643.75000000
        0.271698227293
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468Q5
        
          
        
        1045000.00000000
        PA
        USD
        1085014.90000000
        0.257319629175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-28
          Fixed
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AD0
        
          
        
        1121000.00000000
        PA
        USD
        1154630.00000000
        0.273829385600
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        
        65339KBH2
        
          
        
        218000.00000000
        PA
        USD
        238133.68000000
        0.056475233871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        
        49271VAK6
        
          
        
        285000.00000000
        PA
        USD
        325745.32000000
        0.077253008182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        
        126307BF3
        
          
        
        1290000.00000000
        PA
        USD
        1225500.00000000
        0.290636751213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DA0
        
          
        
        3195000.00000000
        PA
        USD
        3341271.86000000
        0.792408321755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3622A2D66
        
          
        
        201483.18000000
        PA
        USD
        235280.50000000
        0.055798580288
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLOGOLD HOLDINGS PLC
        213800745ZIXC4L6A131
        
        03512TAC5
        
          
        
        750000.00000000
        PA
        USD
        777225.00000000
        0.184324886953
        Long
        DBT
        CORP
        IM
        
        N
        
        2
        
          2022-08-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CE2
        
          
        
        775000.00000000
        PA
        USD
        835103.16000000
        0.198051137780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          2.92100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        
        78410GAE4
        
          
        
        3000000.00000000
        PA
        USD
        2946292.50000000
        0.698735928457
        Long
        DBT
        
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA CORP
        549300H0BF5JCG96TJ81
        
        482480AJ9
        
          
        
        282000.00000000
        PA
        USD
        305749.40000000
        0.072510821951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3134A4AA2
        
          
        
        1500000.00000000
        PA
        USD
        2233390.83000000
        0.529665813970
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2031-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT CORP
        549300HP7ONDQODZJV16
        
        683715AC0
        
          
        
        1800000.00000000
        PA
        USD
        1858500.00000000
        0.440757570077
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CT0
        
          
        
        873000.00000000
        PA
        USD
        978950.69000000
        0.232165685956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138A2CW7
        
          
        
        690635.24000000
        PA
        USD
        757283.79000000
        0.179595675619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFT6
        
          
        
        425000.00000000
        PA
        USD
        416088.81000000
        0.098678661733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABY0
        
          
        
        215000.00000000
        PA
        USD
        227609.75000000
        0.053979402924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XYX6
        
          
        
        714341.66000000
        PA
        USD
        722355.36000000
        0.171312129785
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Floating
          2.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -45.00000000
        NC
        USD
        -40781.34000000
        -0.00967160846
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                3 Year US Treasury Note
                3YU1 Comdty
              
            
            2021-09-30
            -10408359.33000000
            USD
            -40781.34000000
          
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        
        036752AN3
        
          
        
        810000.00000000
        PA
        USD
        832194.72000000
        0.197361378864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225433AR2
        
          
        
        850000.00000000
        PA
        USD
        965433.80000000
        0.228960051524
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-04-17
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJY9
        
          
        
        500000.00000000
        PA
        USD
        526285.34000000
        0.124812616425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SQUARE INC
        549300OHIIUWSTIZME52
        
        852234AL7
        
          
        
        320000.00000000
        PA
        USD
        327200.00000000
        0.077597996733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379PLX3
        
          
        
        1281226.02000000
        PA
        USD
        175080.94000000
        0.041521791596
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-05-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        
        29135LAH3
        
          
        
        1719000.00000000
        PA
        USD
        1882442.52000000
        0.446435722855
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2030-04-16
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAY7
        
          
        
        540000.00000000
        PA
        USD
        547425.00000000
        0.129826049394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -39.00000000
        NC
        USD
        -43362.00000000
        -0.01028363182
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                5 Year US Treasury Note
                FVU1 Comdty
              
            
            2021-09-30
            -4810005.21000000
            USD
            -43362.00000000
          
        
        
          N
          N
          N
        
      
      
        ENTEL CHILE SA
        N/A
        
        000000000
        
          
        
        750000.00000000
        PA
        USD
        830632.50000000
        0.196990886374
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2026-08-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        
        68245XAJ8
        
          
        
        2200000.00000000
        PA
        USD
        2230360.00000000
        0.528947029324
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMEREN CORP
        XRZQ5S7HYJFPHJ78L959
        
        023608AK8
        
          
        
        520000.00000000
        PA
        USD
        521223.88000000
        0.123612252254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BV5
        
          
        
        1140000.00000000
        PA
        USD
        1152958.73000000
        0.273433031065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        
        17329EAD9
        
          
        
        4118947.85000000
        PA
        USD
        4219289.54000000
        1.000636968041
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FP2G9
        
          
        
        5775270.93000000
        PA
        USD
        896059.04000000
        0.212507293579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-25
          Floating
          5.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        
        172967KY6
        
          
        
        1000000.00000000
        PA
        USD
        1089308.88000000
        0.258337979560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379LGG5
        
          
        
        571022.37000000
        PA
        USD
        21748.71000000
        0.005157873861
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABU8
        
          
        
        1125000.00000000
        PA
        USD
        1151718.75000000
        0.273138960270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFR0
        
          
        
        420000.00000000
        PA
        USD
        518285.86000000
        0.122915478213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        03523TBT4
        
          
        
        430000.00000000
        PA
        USD
        523975.70000000
        0.124264867533
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-10-06
          Fixed
          4.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3622A2W32
        
          
        
        84678.37000000
        PA
        USD
        99456.27000000
        0.023586819421
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKG6
        
          
        
        410000.00000000
        PA
        USD
        410398.28000000
        0.097329108774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448ET1
        
          
        
        245000.00000000
        PA
        USD
        283561.03000000
        0.067248679339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEGLOBAL CANADA ULC
        635400MHHHT7LMKMQL03
        
        58518N2B7
        
          
        
        2370000.00000000
        PA
        USD
        2648949.00000000
        0.628218630347
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-05-18
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        
        92857WBU3
        
          
        
        500000.00000000
        PA
        USD
        591020.62000000
        0.140165086003
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2050-09-17
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XKDL0
        
          
        
        1367902.05000000
        PA
        USD
        1524317.22000000
        0.361503553357
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661DQ7
        
          
        
        300000.00000000
        PA
        USD
        354069.00000000
        0.083970186752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-03
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAQ8
        
          
        
        1300000.00000000
        PA
        USD
        1364667.04000000
        0.323641285184
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-02-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MU2
        
          
        
        5800000.00000000
        PA
        USD
        5993140.00000000
        1.421319248607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XBK5
        
          
        
        290000.00000000
        PA
        USD
        285346.45000000
        0.067672105424
        Long
        DBT
        
        US
        N
        
        2
        
          2051-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fair Square Issuance Trust
        N/A
        
        303394AA8
        
          
        
        2690000.00000000
        PA
        USD
        2715948.01000000
        0.644107960906
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-20
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416WTV4
        
          
        
        863325.89000000
        PA
        USD
        946639.64000000
        0.224502871921
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753MAF5
        
          
        
        192106.34000000
        PA
        USD
        193144.16000000
        0.045805623156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-25
          Floating
          2.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABX2
        
          
        
        985000.00000000
        PA
        USD
        987285.20000000
        0.234142279109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        
        33851PAE5
        
          
        
        3952058.40000000
        PA
        USD
        4065525.95000000
        0.964170749965
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        
        72650RBN1
        
          
        
        360000.00000000
        PA
        USD
        390501.68000000
        0.092610477044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCASTLE LTD
        549300PNK8AKY3OIKP58
        
        00928QAW1
        
          
        
        1050000.00000000
        PA
        USD
        1060500.00000000
        0.251505732078
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          N/A
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        
        70014LAA8
        
          
        
        54000.00000000
        PA
        USD
        56334.63000000
        0.013360190815
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        
        172967HB0
        
          
        
        1500000.00000000
        PA
        USD
        1753686.29000000
        0.415900192552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-13
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46653PAM9
        
          
        
        4784384.78000000
        PA
        USD
        4912028.34000000
        1.164925302820
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES CAPITAL
        549300U37G2I8G4RUG09
        
        89153VAV1
        
          
        
        480000.00000000
        PA
        USD
        501184.88000000
        0.118859849270
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2050-05-29
          Fixed
          3.12700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397B51
        
          
        
        1804000.00000000
        PA
        USD
        1806164.80000000
        0.428345874849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-16
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HCF0
        
          
        
        3320000.00000000
        PA
        USD
        3419600.00000000
        0.810984442635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        
        817826AE0
        
          
        
        1092000.00000000
        PA
        USD
        1065522.93000000
        0.252696958562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-10
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PROPERTIES LP
        BVHHEFJI6SHNOKQT2572
        
        10112RBE3
        
          
        
        690000.00000000
        PA
        USD
        710452.58000000
        0.168489293955
        Long
        DBT
        
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31408H4P7
        
          
        
        179527.80000000
        PA
        USD
        199077.17000000
        0.047212682113
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        
        92556HAD9
        
          
        
        485000.00000000
        PA
        USD
        567412.47000000
        0.134566231643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-19
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CT4
        
          
        
        480000.00000000
        PA
        USD
        497859.23000000
        0.118071145792
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-24
          Fixed
          2.80400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        
        842400GY3
        
          
        
        480000.00000000
        PA
        USD
        447115.20000000
        0.106036808768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        
        65409QBH4
        
          
        
        640000.00000000
        PA
        USD
        644796.80000000
        0.152918520722
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXNG3
        
          
        
        3070728.23000000
        PA
        USD
        3320787.36000000
        0.787550265019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SA GLOBAL SUKUK LTD
        5493007DFAVKU7UOGR47
        
        78397PAD3
        
          
        
        430000.00000000
        PA
        USD
        440750.00000000
        0.104527252629
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-06-17
          Fixed
          2.69400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412AE67
        
          
        
        22802.49000000
        PA
        USD
        26693.37000000
        0.006330538013
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        55342UAM6
        
          
        
        1750000.00000000
        PA
        USD
        1795465.00000000
        0.425808334979
        Long
        DBT
        
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        
        16411QAG6
        
          
        
        2000000.00000000
        PA
        USD
        2157500.00000000
        0.511667719904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REC LIMITED
        335800B4YRYWAMIJZ374
        
        74947LAA2
        
          
        
        1345000.00000000
        PA
        USD
        1450300.35000000
        0.343949883319
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2023-11-13
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBE5
        
          
        
        1000000.00000000
        PA
        USD
        1056758.18000000
        0.250618330684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          2.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES PANAMA GENERATION HL
        N/A
        
        00109AAB3
        
          
        
        868000.00000000
        PA
        USD
        898128.28000000
        0.212998029761
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-05-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Acquisition Corp
        N/A
        
        46630LAE4
        
          
        
        117421.28000000
        PA
        USD
        117262.39000000
        0.027809677738
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-11-25
          Variable
          4.74700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORI
        549300BSQ0R4UZ5KX287
        
        159864AG2
        
          
        
        1245000.00000000
        PA
        USD
        1277681.25000000
        0.303011936015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        
        682691AB6
        
          
        
        1125000.00000000
        PA
        USD
        1144687.50000000
        0.271471445250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138E6LZ7
        
          
        
        37215.90000000
        PA
        USD
        40194.37000000
        0.009532404009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38144GAE1
        
          
        
        3465000.00000000
        PA
        USD
        3534300.00000000
        0.838186429876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        
        29444UBE5
        
          
        
        490000.00000000
        PA
        USD
        533500.28000000
        0.126523694941
        Long
        DBT
        
        US
        N
        
        2
        
          2029-11-18
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYA6
        
          
        
        850000.00000000
        PA
        USD
        854107.75000000
        0.202558222477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-09
          Fixed
          1.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corp
        UASVRYNXNK17ULIGK870
        
        42809HAH0
        
          
        
        945000.00000000
        PA
        USD
        1230677.33000000
        0.291864594845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-01
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CODELCO INC
        549300UVMBCBCIPSUI70
        
        21987BBD9
        
          
        
        259000.00000000
        PA
        USD
        248526.04000000
        0.058939861980
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2051-01-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPRESA DE LOS FERROCARR
        8755006LY8XNRFOGWN86
        
        292487AA3
        
          
        
        367000.00000000
        PA
        USD
        322405.83000000
        0.076461022442
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2050-08-18
          Fixed
          3.06800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558BY8
        
          
        
        320000.00000000
        PA
        USD
        315228.26000000
        0.074758806509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -91.00000000
        NC
        USD
        -340655.74000000
        -0.08078912897
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US 10 Year Ultra Bond
                UXYU1 Comdty
              
            
            2021-09-21
            -13332094.26000000
            USD
            -340655.74000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        060505FQ2
        
          
        
        1542000.00000000
        PA
        USD
        1590110.40000000
        0.377106912057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIPPON LIFE INSURANCE
        549300Y0HHMFW3EVWY08
        
        654579AH4
        
          
        
        365000.00000000
        PA
        USD
        361350.00000000
        0.085696931906
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2051-01-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBL9
        
          
        
        1525000.00000000
        PA
        USD
        1585961.77000000
        0.376123032543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-22
          Fixed
          2.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJL4
        
          
        
        2140000.00000000
        PA
        USD
        2108787.71000000
        0.500115225649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-24
          Fixed
          1.92200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        
        65339KBJ8
        
          
        
        740000.00000000
        PA
        USD
        829398.22000000
        0.196698167379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRONOX INC
        549300EPZ4YXC7E5P181
        
        897051AC2
        
          
        
        1600000.00000000
        PA
        USD
        1626000.00000000
        0.385618406750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        
        29429JAJ9
        
          
        
        1275000.00000000
        PA
        USD
        1325207.59000000
        0.314283173105
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-10
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mortgage Securities
        N/A
        
        225470FM0
        
          
        
        200354.75000000
        PA
        USD
        79832.95000000
        0.018932998145
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        
        64110LAT3
        
          
        
        1350000.00000000
        PA
        USD
        1677375.00000000
        0.397802383163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468X0
        
          
        
        620000.00000000
        PA
        USD
        608724.85000000
        0.144363780323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-28
          Fixed
          1.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        
        26441CBF1
        
          
        
        270000.00000000
        PA
        USD
        312811.85000000
        0.074185736291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        
        670001AE6
        
          
        
        1600000.00000000
        PA
        USD
        1703696.00000000
        0.404044610767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523CM0
        
          
        
        490000.00000000
        PA
        USD
        506827.35000000
        0.120198004430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDEX CORP
        549300E707U7WNPZN687
        
        31428XCD6
        
          
        
        610000.00000000
        PA
        USD
        631375.86000000
        0.149735641570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBD2
        
          
        
        630000.00000000
        PA
        USD
        752131.17000000
        0.178373692154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE SECURED LEND
        549300KM7KWQHVBNH962
        
        09261LAC2
        
          
        
        1385000.00000000
        PA
        USD
        1476187.79000000
        0.350089288834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        00179VAB2
        
          
        
        5806667.00000000
        PA
        USD
        5840934.46000000
        1.385222534072
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74333AAC4
        
          
        
        1300000.00000000
        PA
        USD
        1300376.87000000
        0.308394376866
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-17
          Fixed
          1.49500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBS3
        
          
        
        495000.00000000
        PA
        USD
        498645.78000000
        0.118257682175
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-25
          Fixed
          2.72600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753KAB8
        
          
        
        323885.55000000
        PA
        USD
        326279.32000000
        0.077379650390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-25
          Floating
          2.38900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DWS
        549300BLVWELXUBAZ487
        
        461473845
        
          
        
        3406.16400000
        NS
        USD
        3405.82000000
        0.000807716409
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        639057AD0
        
          
        
        2150000.00000000
        PA
        USD
        2201062.50000000
        0.521998901850
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272BC1
        
          
        
        775000.00000000
        PA
        USD
        842097.20000000
        0.199709828163
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-04-27
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254BX7
        
          
        
        825000.00000000
        PA
        USD
        845625.00000000
        0.200546473068
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DN7
        
          
        
        1000000.00000000
        PA
        USD
        979297.22000000
        0.232247868211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        
        04636NAB9
        
          
        
        110000.00000000
        PA
        USD
        114225.01000000
        0.027089339709
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-28
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        
        60687YBP3
        
          
        
        1285000.00000000
        PA
        USD
        1277813.84000000
        0.303043380753
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-05-22
          Fixed
          1.23400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DL1
        
          
        
        180000.00000000
        PA
        USD
        220796.77000000
        0.052363652314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        
        709599BL7
        
          
        
        675000.00000000
        PA
        USD
        673117.98000000
        0.159635106397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ERHZ6
        
          
        
        694557.68000000
        PA
        USD
        760116.50000000
        0.180267474584
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMAC Commercial Mortgage Securities Inc. Trust
        N/A
        
        361849D90
        
          
        
        2674891.91000000
        PA
        USD
        1629038.86000000
        0.386339095774
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-10
          Variable
          5.45500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A4AH1
        
          
        
        98771.15000000
        PA
        USD
        115643.04000000
        0.027425636430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTRO Commercial Mortgage Trust
        N/A
        
        55378MAE9
        
          
        
        500000.00000000
        PA
        USD
        497014.00000000
        0.117870692996
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-15
          Floating
          1.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLLAR GENERAL CORP
        OPX52SQVOZI8IVSWYU66
        
        256677AH8
        
          
        
        175000.00000000
        PA
        USD
        210654.31000000
        0.049958289912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-03
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJE0
        
          
        
        450000.00000000
        PA
        USD
        444162.37000000
        0.105336522421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-19
          Fixed
          2.67600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QVC INC
        549300WBLU5NKPX5X472
        
        747262AY9
        
          
        
        1750000.00000000
        PA
        USD
        1876000.00000000
        0.444907829683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVT OF BERMUDA
        549300FP5PUZXX9FVJ40
        
        085209AG9
        
          
        
        706000.00000000
        PA
        USD
        707765.00000000
        0.167851913686
        Long
        DBT
        NUSS
        BM
        N
        
        2
        
          2030-08-20
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-08-26
      DEUTSCHE DWS PORTFOLIO TRUST
      Diane Kenneally
      Diane Kenneally
      Treasurer and Chief Financial Officer