Form NPORT-P GOLDMAN SACHS TRUST For: Mar 31

May 25, 2022 12:37 PM EDT

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    NPORT-P
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          0000822977
          XXXXXXXX
        
      
      
      
      
        S000009307
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        C000025410
        C000025411
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        C000090761
      
      
      
    
  
  
    
      GOLDMAN SACHS TRUST
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs Investment Grade Credit Fund
      S000009307
      P4KIMMQVHXQQY4ZVYE90
      2022-03-31
      2022-03-31
      N
    
    
      681503912.26
      4832937.21
      676670975.05
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      219593.00000000
      0.00000000
      0.00000000
      20756475.21000000
      
        
          CAD
          
          
        
        
          EUR
          
          
        
        
          NZD
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RBL1
        
          
        
        475000.00000000
        PA
        USD
        520870.75000000
        0.076975482798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214EM1
        
          
        
        2150000.00000000
        PA
        USD
        2075008.00000000
        0.306649476113
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-02-04
          Fixed
          2.89400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFRICAN EXPORT-IMPORT BA
        21380068LJCDYA42GJ76
        African Export-Import Bank/The
        00831TAC5
        
          
        
        200000.00000000
        PA
        USD
        184474.00000000
        0.027261993908
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2031-05-17
          Fixed
          3.79800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEF8
        
          
        
        1425000.00000000
        PA
        USD
        1223362.50000000
        0.180791336573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-16
          Fixed
          2.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOMURA HOLDINGS INC
        549300B3CEAHYG7K8164
        Nomura Holdings Inc
        65535HAW9
        
          
        
        3150000.00000000
        PA
        USD
        2896456.50000000
        0.428045033228
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-07-14
          Fixed
          1.65300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBU8
        
          
        
        1267000.00000000
        PA
        USD
        1214102.75000000
        0.179422909326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN UNION CO/THE
        28ID94QU1140NC23S047
        Western Union Co/The
        959802BA6
        
          
        
        600000.00000000
        PA
        USD
        546102.00000000
        0.080704215214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SE9
        
          
        
        700000.00000000
        PA
        USD
        818671.88000000
        0.120985221796
        Long
        DBT
        UST
        US
        N
        
        1
        
          2048-11-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088MAL6
        
          
        
        225000.00000000
        PA
        USD
        200567.25000000
        0.029640291573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBQ3
        
          
        
        914000.00000000
        PA
        USD
        803159.22000000
        0.118692725063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-15
          Fixed
          3.18700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        780097BK6
        
          
        
        700000.00000000
        PA
        USD
        708393.00000000
        0.104687954134
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-22
          Fixed
          4.26900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BG3
        
          
        
        2370000.00000000
        PA
        USD
        2362605.60000000
        0.349151313875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        70000.00000000
        PA
        
        64369.91000000
        0.009512734013
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2032-01-28
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NBK6
        
          
        
        75000.00000000
        PA
        USD
        84119.25000000
        0.012431337104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VEU4
        
          
        
        1876000.00000000
        PA
        USD
        1948732.52000000
        0.287988193945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-03
          Fixed
          4.01600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2F9
        
          
        
        2350000.00000000
        PA
        USD
        2321706.00000000
        0.343107076497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-17
          Fixed
          3.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KN0
        
          
        
        575000.00000000
        PA
        USD
        579904.75000000
        0.085699663703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BG3
        
          
        
        500000.00000000
        PA
        USD
        538970.00000000
        0.079650231777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.68500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        167.00000000
        NC
        USD
        -270266.60000000
        -0.03994062254
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            20761688.48000000
            USD
            -270266.60000000
          
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RFW7
        
          
        
        175000.00000000
        PA
        USD
        190848.00000000
        0.028203958354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAY7
        
          
        
        1090000.00000000
        PA
        USD
        1332525.00000000
        0.196923623021
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2048-04-23
          Fixed
          5.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTUNE BRANDS HOME & SE
        54930032LHW54PQUJD44
        Fortune Brands Home & Security Inc
        34964CAF3
        
          
        
        672000.00000000
        PA
        USD
        672739.20000000
        0.099418953199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023BY0
        
          
        
        500000.00000000
        PA
        USD
        444970.00000000
        0.065758694610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAV8
        
          
        
        835000.00000000
        PA
        USD
        833956.25000000
        0.123243981306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DW5
        
          
        
        260000.00000000
        PA
        USD
        256230.00000000
        0.037866261365
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2052-01-31
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272BH0
        
          
        
        825000.00000000
        PA
        USD
        693033.00000000
        0.102418017848
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-09-23
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYATT HOTELS CORP
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579AN2
        
          
        
        925000.00000000
        PA
        USD
        889995.23000000
        0.131525551237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGJ7
        
          
        
        2025000.00000000
        PA
        USD
        1881468.00000000
        0.278047687779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA DEVELOPMENT BANK
        549300ML2LNRZUCS7149
        Korea Development Bank/The
        500630DQ8
        
          
        
        790000.00000000
        PA
        USD
        770558.10000000
        0.113874856231
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2025-02-24
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUQUESNE LIGHT HOLDINGS
        4CUJ1D8WDXK9X7QI6B93
        Duquesne Light Holdings Inc
        266233AH8
        
          
        
        1075000.00000000
        PA
        USD
        959502.00000000
        0.141797422289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.53200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046AG4
        
          
        
        1200000.00000000
        PA
        USD
        1171548.00000000
        0.173134070057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        78387GAQ6
        
          
        
        550000.00000000
        PA
        USD
        653477.00000000
        0.096572340782
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-09-15
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELECTRIC
        549300RUHPVD434XUK18
        Public Service Electric and Gas Co
        74456QAZ9
        
          
        
        975000.00000000
        PA
        USD
        994714.50000000
        0.147001206890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-05-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAH5
        
          
        
        2150000.00000000
        PA
        USD
        2121491.00000000
        0.313518841242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAH4
        
          
        
        825000.00000000
        PA
        USD
        826336.50000000
        0.122117917048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBC6
        
          
        
        2571000.00000000
        PA
        USD
        2661447.78000000
        0.393314901648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCY5
        
          
        
        150000.00000000
        PA
        USD
        141969.00000000
        0.020980506809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAB HOLDINGS BV
        529900RRNKUM3INJGF98
        JAB Holdings BV
        46653KAA6
        
          
        
        700000.00000000
        PA
        USD
        624624.00000000
        0.092308377783
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-11-23
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2A0
        
          
        
        2573000.00000000
        PA
        USD
        2572305.29000000
        0.380141218530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-22
          Fixed
          3.58400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI CRUDE OIL
        549300DONDFW2383FV66
        Abu Dhabi Crude Oil Pipeline LLC
        00401MAB2
        
          
        
        490000.00000000
        PA
        USD
        517960.63000000
        0.076545418541
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2047-11-02
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT REALTY LP
        549300GTBVIBJRX5BW73
        Spirit Realty LP
        84861TAD0
        
          
        
        1125000.00000000
        PA
        USD
        1137431.25000000
        0.168092217922
        Long
        DBT
        
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JDE PEET'S NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        47216QAC7
        
          
        
        675000.00000000
        PA
        USD
        587688.75000000
        0.086850001207
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-09-24
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        Lundin Energy Finance BV
        55037AAA6
        
          
        
        1850000.00000000
        PA
        USD
        1727308.00000000
        0.255265566824
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd
        03937LAA3
        
          
        
        595000.00000000
        PA
        USD
        779176.30000000
        0.115148473738
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2034-05-01
          Fixed
          7.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        724.74000000
        0.000107103751
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            149048.39000000
            USD
            135237.90000000
            EUR
            2022-05-05
            724.74000000
          
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EAU9
        
          
        
        1250000.00000000
        PA
        USD
        1271025.00000000
        0.187835010938
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-01-10
          Fixed
          4.33700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHZ5
        
          
        
        275000.00000000
        PA
        USD
        252337.25000000
        0.037290981777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-13
          Fixed
          2.49600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAE2
        
          
        
        1350000.00000000
        PA
        USD
        1392619.50000000
        0.205804527066
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-09-12
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABT1
        
          
        
        1055000.00000000
        PA
        USD
        950818.75000000
        0.140514191543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        55608JAK4
        
          
        
        1900000.00000000
        PA
        USD
        1871101.00000000
        0.276515628568
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2028-11-28
          Fixed
          3.76300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RCP5
        
          
        
        1350000.00000000
        PA
        USD
        1432066.50000000
        0.211634095860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AF7
        
          
        
        750000.00000000
        PA
        USD
        605332.50000000
        0.089457435344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-10
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAD3
        
          
        
        2700000.00000000
        PA
        USD
        2701107.00000000
        0.399175832804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-24
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
        
        4725000.00000000
        PA
        USD
        4837171.50000000
        0.714848379545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BH1
        
          
        
        1125000.00000000
        PA
        USD
        1107270.00000000
        0.163634918716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-02-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MP3
        
          
        
        675000.00000000
        PA
        USD
        702864.00000000
        0.103870865740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-31
          Fixed
          4.41200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RETAIL PROP INC
        5493008JKH5SOTI0JS97
        National Retail Properties Inc
        637417AJ5
        
          
        
        1300000.00000000
        PA
        USD
        1309763.00000000
        0.193559802074
        Long
        DBT
        
        US
        N
        
        2
        
          2026-12-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        74977RDK7
        
          
        
        900000.00000000
        PA
        USD
        823860.00000000
        0.121751934156
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-02-24
          Fixed
          1.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEIR GROUP PLC (THE)
        549300KDR56WHY9I3D10
        Weir Group PLC/The
        94876QAA4
        
          
        
        925000.00000000
        PA
        USD
        859093.75000000
        0.126958859131
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-13
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DR0
        
          
        
        220000.00000000
        PA
        USD
        167516.25000000
        0.024755938436
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2121-07-28
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585AAG7
        
          
        
        700000.00000000
        PA
        USD
        705670.00000000
        0.104285542903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AZ7
        
          
        
        625000.00000000
        PA
        USD
        710206.25000000
        0.104955920408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-23
          Fixed
          6.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEACHERS INSUR & ANNUITY
        O06XD7BJ4EPXNABVFN69
        Teachers Insurance & Annuity Association of America
        878091BD8
        
          
        
        890000.00000000
        PA
        USD
        988585.30000000
        0.146095419554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UCE7
        
          
        
        2325000.00000000
        PA
        USD
        2379614.25000000
        0.351664891467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659T2C4
        
          
        
        575000.00000000
        PA
        USD
        475375.50000000
        0.070252089645
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2041-01-26
          Fixed
          2.82400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAR2
        
          
        
        1250000.00000000
        PA
        USD
        1254812.50000000
        0.185439090232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE E
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271AP4
        
          
        
        1925000.00000000
        PA
        USD
        1959091.75000000
        0.289519104887
        Long
        DBT
        
        US
        N
        
        2
        
          2026-04-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468L6
        
          
        
        650000.00000000
        PA
        USD
        608068.50000000
        0.089861767745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Fixed
          2.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABD6
        
          
        
        3450000.00000000
        PA
        USD
        3474943.50000000
        0.513535178561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EAW5
        
          
        
        1850000.00000000
        PA
        USD
        1885934.40000000
        0.278707742689
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-05-09
          Fixed
          4.83600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAE6
        
          
        
        375000.00000000
        PA
        USD
        393645.00000000
        0.058173767534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMDOCS LTD
        549300HQV672RJ7RQV66
        Amdocs Ltd
        02342TAE9
        
          
        
        1025000.00000000
        PA
        USD
        932575.75000000
        0.137818198856
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2030-06-15
          Fixed
          2.53800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBG0
        
          
        
        1441000.00000000
        PA
        USD
        1510268.87000000
        0.223191022769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        77586RAK6
        
          
        
        660000.00000000
        PA
        USD
        640200.00000000
        0.094610235048
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2027-02-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBP5
        
          
        
        3126000.00000000
        PA
        USD
        2756006.64000000
        0.407289028437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          3.13700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBA7
        
          
        
        950000.00000000
        PA
        USD
        982129.00000000
        0.145141292624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-30
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAE2
        
          
        
        975000.00000000
        PA
        USD
        946822.50000000
        0.139923616485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        03938LBA1
        
          
        
        950000.00000000
        PA
        USD
        978595.00000000
        0.144619029939
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-03-11
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVANT HEALTH INC
        549300ZUXEGFGE8EP917
        Novant Health Inc
        66988AAH7
        
          
        
        710000.00000000
        PA
        USD
        639677.51000000
        0.094533020269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.16800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CAY5
        
          
        
        605000.00000000
        PA
        USD
        708987.40000000
        0.104775795939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-15
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RCQ3
        
          
        
        250000.00000000
        PA
        USD
        272570.00000000
        0.040281024316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFP9
        
          
        
        3700000.00000000
        PA
        USD
        3768154.00000000
        0.556866503653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-21
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS FIN US INC
        549300QZ0AI8Q7LNON33
        Stellantis Finance US Inc
        85855CAA8
        
          
        
        900000.00000000
        PA
        USD
        820944.00000000
        0.121321000939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-29
          Fixed
          1.71100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RAJ7
        
          
        
        625000.00000000
        PA
        USD
        790056.25000000
        0.116756337885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-06-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135CB0
        
          
        
        575000.00000000
        PA
        USD
        540109.00000000
        0.079818555829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHG7
        
          
        
        5356000.00000000
        PA
        USD
        5446730.64000000
        0.804930437513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-05
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABZ7
        
          
        
        775000.00000000
        PA
        USD
        722811.50000000
        0.106818753375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBJ9
        
          
        
        950000.00000000
        PA
        USD
        847970.00000000
        0.125314965657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT
        549300N4PXZ37U8QKI55
        American Homes 4 Rent LP
        02666TAC1
        
          
        
        225000.00000000
        PA
        USD
        199039.50000000
        0.029414517149
        Long
        DBT
        
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBE9
        
          
        
        450000.00000000
        PA
        USD
        455341.50000000
        0.067291418841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-11
          Fixed
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AQ3
        
          
        
        1850000.00000000
        PA
        USD
        2005936.50000000
        0.296441930267
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-23
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AM1
        
          
        
        1875000.00000000
        PA
        USD
        1913531.25000000
        0.282786068939
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-10
          Fixed
          4.58200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        1610000.00000000
        PA
        USD
        1708914.38000000
        0.252547315166
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-01-08
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BM8
        
          
        
        150000.00000000
        PA
        USD
        195184.50000000
        0.028844816343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CC1
        
          
        
        1600000.00000000
        PA
        USD
        1566048.00000000
        0.231434191467
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-09-18
          Fixed
          2.22200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDH1
        
          
        
        475000.00000000
        PA
        USD
        477023.50000000
        0.070495634893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGH1
        
          
        
        1075000.00000000
        PA
        USD
        1003512.50000000
        0.148301395656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
        
        4750000.00000000
        PA
        USD
        4845902.50000000
        0.716138666896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAD0
        
          
        
        1125000.00000000
        PA
        USD
        1094805.00000000
        0.161792812218
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2030-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON CORP
        TF3RXI1ZB1TQ30H9JV10
        First Horizon Corp
        320517AD7
        
          
        
        1750000.00000000
        PA
        USD
        1771997.50000000
        0.261869884380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-26
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCS3
        
          
        
        2150000.00000000
        PA
        USD
        2328106.00000000
        0.344052883283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-17
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        OPS04768A SWAPTION SOFRRATE
        000000000
        
          
        
        -19200000.00000000
        NC
        USD
        -6451.20000000
        -0.00095337324
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    19200000.00000000
                    OU
                    Notional Amount
                    N/A
                    -6451.20000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2023-11-18
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  19200000.00000000
                  USD
                
              
            
            1.00000000
            1.29000000
            USD
            2022-11-16
            XXXX
            16588.80000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        25160PAG2
        
          
        
        1350000.00000000
        PA
        USD
        1180759.95000000
        0.174495433310
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2033-01-07
          Fixed
          3.74200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBL2
        
          
        
        550000.00000000
        PA
        USD
        564063.50000000
        0.083358607181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AK6
        
          
        
        650000.00000000
        PA
        USD
        731770.00000000
        0.108142661201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        Israel Government International Bond
        46513JB59
        
          
        
        200000.00000000
        PA
        USD
        213000.00000000
        0.031477632092
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2120-04-03
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS Energy Corp
        549300IA9XFBAGNIBW29
        CMS Energy Corp
        125896BN9
        
          
        
        500000.00000000
        PA
        USD
        550750.00000000
        0.081391107392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        OPS04769A SWAPTION SOFRRATE
        000000000
        
          
        
        19200000.00000000
        NC
        USD
        19148.16000000
        0.002829759322
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Purchased
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    19200000.00000000
                    OU
                    Notional Amount
                    N/A
                    19148.16000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2023-11-18
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  19200000.00000000
                  USD
                
              
            
            1.00000000
            1.80000000
            USD
            2022-11-16
            XXXX
            -43251.84000000
          
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        000000000
        
          
        
        800000.00000000
        PA
        USD
        707000.00000000
        0.104482093375
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-07-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV FIN
        5493000EYEKDT0FBSQ91
        Anheuser-Busch InBev Finance Inc
        035242AM8
        
          
        
        600000.00000000
        PA
        USD
        644916.00000000
        0.095307176423
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RHA3
        
          
        
        775000.00000000
        PA
        USD
        883980.50000000
        0.130636680542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-11-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CA1
        
          
        
        1950000.00000000
        PA
        USD
        1885708.50000000
        0.278674358666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
        
        130000.00000000
        PA
        
        139066.66000000
        0.020551592299
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-09-18
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        147951.13000000
        0.021864559801
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            4119936.07000000
            EUR
            4710693.70000000
            USD
            2022-05-05
            147951.13000000
          
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017AZ7
        
          
        
        1875000.00000000
        PA
        USD
        1869637.50000000
        0.276299349157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS005864  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005864  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        1150000.00000000
        OU
        Notional Amount
        USD
        18098.59000000
        0.002674651443
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                PRUDENTIAL FINANCIAL INC
                PRUDENTIAL FINANCIAL INC
                
                  
                  
                
              
            
            Y
            
            sell protection
            2024-06-20
            7629.40000000
            USD
            0.00000000
            USD
            1150000.00000000
            USD
            10469.19000000
          
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCA5
        
          
        
        2350000.00000000
        PA
        USD
        2424189.50000000
        0.358252324894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INTL FINANCE BV
        549300J6QSW38QNOJK61
        LYB International Finance BV
        50247VAC3
        
          
        
        725000.00000000
        PA
        USD
        770232.75000000
        0.113826775257
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2044-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co SA
        000000000
        
          
        
        600000.00000000
        PA
        
        580004.54000000
        0.085714410900
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2029-01-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAJ0
        
          
        
        525000.00000000
        PA
        USD
        524538.00000000
        0.077517437475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTSMAN INTERNATIONAL L
        3YTEJFW18LGIUQ2N5J61
        Huntsman International LLC
        44701QBF8
        
          
        
        1025000.00000000
        PA
        USD
        945562.50000000
        0.139737410774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        KazMunayGas National Co JSC
        000000000
        
          
        
        280000.00000000
        PA
        USD
        265650.00000000
        0.039258370728
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2048-10-24
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818EY0
        
          
        
        1775000.00000000
        PA
        USD
        1861957.25000000
        0.275164344068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-10
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
        
        450000.00000000
        PA
        
        457987.40000000
        0.067682436056
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2029-02-03
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBK4
        
          
        
        525000.00000000
        PA
        USD
        533499.75000000
        0.078841825594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        Burlington Northern Santa Fe LLC
        12189LAA9
        
          
        
        575000.00000000
        PA
        USD
        718497.00000000
        0.106181146597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217233  IRS CAD R V 03MCDOR 1 CCPVANILLA / Short: BR217233  IRS CAD P F  1.96000 2 CCPVANILLA
        000000000
        
          
        
        2370000.00000000
        OU
        Notional Amount
        
        77974.07000000
        0.011523188207
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-12-18
            32309.83000000
            CAD
            0.00000000
            CAD
            2370000.00000000
            CAD
            52486.09000000
          
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAX9
        
          
        
        100000.00000000
        PA
        USD
        83045.00000000
        0.012272581958
        Long
        DBT
        
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        OPS04780A SWAPTION SOFRRATE
        000000000
        
          
        
        -19200000.00000000
        NC
        USD
        -7608.96000000
        -0.00112446968
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                  
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                    IRS Swap
                    N/A
                    
                      
                    
                    19200000.00000000
                    OU
                    Notional Amount
                    N/A
                    -7608.96000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2023-11-25
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  19200000.00000000
                  USD
                
              
            
            1.00000000
            1.34750000
            USD
            2022-11-22
            XXXX
            15460.62000000
          
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109CD1
        
          
        
        1050000.00000000
        PA
        USD
        1055680.50000000
        0.156010903219
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2052-03-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CAP0
        
          
        
        400000.00000000
        PA
        USD
        427584.00000000
        0.063189351363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-12-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAN8
        
          
        
        2575000.00000000
        PA
        USD
        2316470.00000000
        0.342333288320
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-07-12
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAV5
        
          
        
        2867000.00000000
        PA
        USD
        3104961.00000000
        0.458858309944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAJ0
        
          
        
        300000.00000000
        PA
        USD
        282366.00000000
        0.041728699827
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAK7
        
          
        
        3650000.00000000
        PA
        USD
        3358401.50000000
        0.496312332555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045VAK6
        
          
        
        2050000.00000000
        PA
        USD
        2377979.50000000
        0.351423304335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709AM0
        
          
        
        800000.00000000
        PA
        USD
        817192.00000000
        0.120766521711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-09
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CN8
        
          
        
        820000.00000000
        PA
        USD
        927928.40000000
        0.137131402736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-20
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DAZ8
        
          
        
        620000.00000000
        PA
        USD
        619801.60000000
        0.091595712370
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          3.22200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DU9
        
          
        
        775000.00000000
        PA
        USD
        759546.50000000
        0.112247536543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR213187  IRS USD R V 03MLIBOR US0003M CCP LCH / Short: BR213187  IRS USD P V 01MLIBOR US0001M+9BPS CCP LCH
        000000000
        
          
        
        17380000.00000000
        OU
        Notional Amount
        USD
        4810.78000000
        0.000710948182
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2024-07-25
            5836.69000000
            USD
            0.00000000
            USD
            17380000.00000000
            USD
            -1025.91000000
          
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING
        549300G6UZOB126GBY72
        GE Capital International Funding Co Unlimited Co
        36164QNA2
        
          
        
        1700000.00000000
        PA
        USD
        1833008.00000000
        0.270886157022
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2035-11-15
          Fixed
          4.41800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAK1
        
          
        
        2125000.00000000
        PA
        USD
        2152688.75000000
        0.318129316813
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-16
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AL9
        
          
        
        1200000.00000000
        PA
        USD
        1055448.00000000
        0.155976543832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBL4
        
          
        
        3599000.00000000
        PA
        USD
        3333249.84000000
        0.492595362133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-04-15
          Fixed
          3.46900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759BA7
        
          
        
        850000.00000000
        PA
        USD
        761073.00000000
        0.112473126240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434LAF2
        
          
        
        1325000.00000000
        PA
        USD
        1221570.50000000
        0.180526510673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-17
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BJ9
        
          
        
        1275000.00000000
        PA
        USD
        1294877.25000000
        0.191359951548
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-06-25
          Fixed
          4.51900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        94974BGL8
        
          
        
        1950000.00000000
        PA
        USD
        2026167.00000000
        0.299431640296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AH2
        
          
        
        1361000.00000000
        PA
        USD
        1420938.44000000
        0.209989565445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874AZ0
        
          
        
        700000.00000000
        PA
        USD
        864535.00000000
        0.127762979627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JF5
        
          
        
        675000.00000000
        PA
        USD
        606865.50000000
        0.089683985626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAP9
        
          
        
        1125000.00000000
        PA
        USD
        965396.25000000
        0.142668488171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACA1
        
          
        
        4525000.00000000
        PA
        USD
        4145895.50000000
        0.612690015216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASCO CORP
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599BS4
        
          
        
        1000000.00000000
        PA
        USD
        882580.00000000
        0.130429711416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE INDUSTRIES LTD
        5493003UOETFYRONLG31
        Reliance Industries Ltd
        759470BD8
        
          
        
        890000.00000000
        PA
        USD
        787440.85000000
        0.116369828030
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2052-01-12
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AG5
        
          
        
        875000.00000000
        PA
        USD
        968318.75000000
        0.143100381973
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-01-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAV8
        
          
        
        2740000.00000000
        PA
        USD
        2921552.40000000
        0.431753763309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG
        ANGGYXNX0JLX3X63JN86
        Credit Suisse AG
        22546DAA4
        
          
        
        3300000.00000000
        PA
        USD
        3383754.00000000
        0.500058983577
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-08
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BN3
        
          
        
        200000.00000000
        PA
        USD
        213644.00000000
        0.031572803899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAF7
        
          
        
        2225000.00000000
        PA
        USD
        2352893.00000000
        0.347715963408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-25
          Fixed
          4.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAB1
        
          
        
        1600000.00000000
        PA
        USD
        1618304.00000000
        0.239156703873
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-04-11
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        80281LAG0
        
          
        
        325000.00000000
        PA
        USD
        319783.75000000
        0.047258381368
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-11-03
          Fixed
          3.82300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arch Capital Finance LLC
        549300XG4URFY0200M65
        Arch Capital Finance LLC
        03939CAA1
        
          
        
        400000.00000000
        PA
        USD
        411448.00000000
        0.060804736004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAP5
        
          
        
        440000.00000000
        PA
        USD
        349800.00000000
        0.051694252139
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2071-04-19
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        411.00000000
        NC
        USD
        -2791375.27000000
        -0.41251588629
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNM2 COMDTY
              
            
            2022-06-21
            75384250.27000000
            USD
            -2791375.27000000
          
        
        
          N
          N
          N
        
      
      
        ESSEX PORTFOLIO LP
        5493003GN3O58H286O74
        Essex Portfolio LP
        29717PAU1
        
          
        
        2375000.00000000
        PA
        USD
        2285557.50000000
        0.337764967653
        Long
        DBT
        
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BS2
        
          
        
        390000.00000000
        PA
        USD
        375570.00000000
        0.055502602276
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2063-01-19
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAJ8
        
          
        
        475000.00000000
        PA
        USD
        422393.75000000
        0.062422324227
        Long
        DBT
        
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109BZ3
        
          
        
        650000.00000000
        PA
        USD
        660153.00000000
        0.097558935485
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2042-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        Western Digital Corp
        958102AM7
        
          
        
        475000.00000000
        PA
        USD
        482718.75000000
        0.071337292095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST-CITIZENS BANK/TRST
        L9VVX1KT5TFTKS0MLF66
        First-Citizens Bank & Trust Co
        12556LBJ4
        
          
        
        2850000.00000000
        PA
        USD
        2824350.00000000
        0.417388968071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-27
          Fixed
          2.96900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAB9
        
          
        
        371000.00000000
        PA
        USD
        379499.61000000
        0.056083329120
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-24
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CAX7
        
          
        
        1050000.00000000
        PA
        USD
        1222063.50000000
        0.180599367352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBV9
        
          
        
        825000.00000000
        PA
        USD
        1001855.25000000
        0.148056483422
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR217101  IRS USD R F  1.00000 2 CCPOIS / Short: SR217101  IRS USD P V 00MSOFR 1 CCPOIS
        000000000
        
          
        
        560000.00000000
        OU
        Notional Amount
        USD
        -32595.36000000
        -0.00481701760
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2027-03-16
            0.00000000
            USD
            -1496.60000000
            USD
            560000.00000000
            USD
            -31098.76000000
          
        
        
          N
          N
          N
        
      
      
        Bacardi Ltd
        549300R32WTQNHNN5055
        Bacardi Ltd
        067316AH2
        
          
        
        700000.00000000
        PA
        USD
        787192.00000000
        0.116333052402
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2048-05-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAX3
        
          
        
        1625000.00000000
        PA
        USD
        1468837.50000000
        0.217068199192
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2032-01-30
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Turnpike Authority
        5493005YN67D71KSMI84
        NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
        646139W35
        
          
        
        350000.00000000
        PA
        USD
        509817.18000000
        0.075341960686
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-01-01
          Fixed
          7.41400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AH1
        
          
        
        3531000.00000000
        PA
        USD
        3618003.84000000
        0.534676966118
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-29
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023BZ7
        
          
        
        575000.00000000
        PA
        USD
        491395.00000000
        0.072619488365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2K9
        
          
        
        370000.00000000
        PA
        USD
        346904.60000000
        0.051266363238
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-01-13
          Fixed
          3.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAR6
        
          
        
        400000.00000000
        PA
        USD
        381676.00000000
        0.056404961062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        176250.00000000
        0.026046632188
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica Europe BV
        7245007FZS0M65WUGP67
        Telefonica Europe BV
        879385AD4
        
          
        
        675000.00000000
        PA
        USD
        881955.00000000
        0.130337347473
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-09-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RHK1
        
          
        
        925000.00000000
        PA
        USD
        1007177.00000000
        0.148842943932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-03-01
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAR1
        
          
        
        802000.00000000
        PA
        USD
        745860.00000000
        0.110224913953
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-02-12
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        580000.00000000
        PA
        USD
        474150.00000000
        0.070070982424
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-07-13
          Fixed
          3.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348AW6
        
          
        
        475000.00000000
        PA
        USD
        476714.75000000
        0.070450007104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PT PERTAMINA (PERSERO)
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        69370RAG2
        
          
        
        370000.00000000
        PA
        USD
        341972.50000000
        0.050537486106
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2050-01-21
          Fixed
          4.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY PARTNERS
        549300WH1375KZXLJ231
        Valero Energy Partners LP
        91914JAB8
        
          
        
        675000.00000000
        PA
        USD
        694278.00000000
        0.102602006824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
        
        2325000.00000000
        PA
        USD
        2240835.00000000
        0.331155773281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565AHN6
        
          
        
        2250000.00000000
        PA
        USD
        2318445.00000000
        0.342625158383
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-03-25
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BH9
        
          
        
        75000.00000000
        PA
        USD
        77781.75000000
        0.011494766713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKC2
        
          
        
        1875000.00000000
        PA
        USD
        1614656.25000000
        0.238617630951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-21
          Fixed
          2.48200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAJ3
        
          
        
        950000.00000000
        PA
        USD
        940281.50000000
        0.138956972394
        Long
        DBT
        
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAA6
        
          
        
        200000.00000000
        PA
        USD
        176250.00000000
        0.026046632188
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCE3
        
          
        
        2250000.00000000
        PA
        USD
        2053260.00000000
        0.303435506428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AK1
        
          
        
        1400000.00000000
        PA
        USD
        1247680.00000000
        0.184385032904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661ED5
        
          
        
        875000.00000000
        PA
        USD
        792855.00000000
        0.117169943626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CE4
        
          
        
        2070000.00000000
        PA
        USD
        2124565.20000000
        0.313973153620
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2048-01-11
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CM0
        
          
        
        1125000.00000000
        PA
        USD
        1234518.75000000
        0.182440032973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-20
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAJ4
        
          
        
        850000.00000000
        PA
        USD
        843463.50000000
        0.124648984676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAH3
        
          
        
        1850000.00000000
        PA
        USD
        2010691.00000000
        0.297144561262
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AY0
        
          
        
        2825000.00000000
        PA
        USD
        2925202.75000000
        0.432293220465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAT5
        
          
        
        50000.00000000
        PA
        USD
        51165.00000000
        0.007561281906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-09
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787AT4
        
          
        
        2450000.00000000
        PA
        USD
        2273796.00000000
        0.336026826011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AS5
        
          
        
        900000.00000000
        PA
        USD
        952578.00000000
        0.140774177572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546AZ7
        
          
        
        2325000.00000000
        PA
        USD
        2173828.50000000
        0.321253397907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006064  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006064  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        3550000.00000000
        OU
        Notional Amount
        USD
        37357.36000000
        0.005520756967
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                GENERAL ELECTRIC CO
                GENERAL ELECTRIC CO
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            43169.80000000
            USD
            0.00000000
            USD
            3550000.00000000
            USD
            -5812.44000000
          
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        21684AAF3
        
          
        
        1225000.00000000
        PA
        USD
        1217392.75000000
        0.179909113126
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045VAJ9
        
          
        
        825000.00000000
        PA
        USD
        835238.25000000
        0.123433438228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-04-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        59284MAC8
        
          
        
        240000.00000000
        PA
        USD
        227700.00000000
        0.033650032053
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-04-30
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAJ9
        
          
        
        4550000.00000000
        PA
        USD
        5055414.00000000
        0.747100760399
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AS0
        
          
        
        625000.00000000
        PA
        USD
        633593.75000000
        0.093633948161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBS0
        
          
        
        775000.00000000
        PA
        USD
        782750.00000000
        0.115676603380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBB0
        
          
        
        200000.00000000
        PA
        USD
        194626.00000000
        0.028762279922
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BJ2
        
          
        
        1050000.00000000
        PA
        USD
        1040550.00000000
        0.153774882973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NBU4
        
          
        
        525000.00000000
        PA
        USD
        494865.00000000
        0.073132292982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAZ4
        
          
        
        670000.00000000
        PA
        USD
        596521.10000000
        0.088155266295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVINTIV EXPLORATION INC
        T8W3X1PFLPW2YE0UIP44
        Ovintiv Exploration Inc
        651290AR9
        
          
        
        800000.00000000
        PA
        USD
        848456.00000000
        0.125386787860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX003036  CDS USD R F  1.00000 2 CCPCDX / Short: SX003036  CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        173850000.00000000
        OU
        Notional Amount
        USD
        3086585.06000000
        0.456142671077
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.IG.S36
                2I65BYDY8
              
            
            Y
            
            sell protection
            2026-06-20
            3474296.88000000
            USD
            0.00000000
            USD
            173850000.00000000
            USD
            -387711.82000000
          
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017CY3
        
          
        
        1975000.00000000
        PA
        USD
        2064763.75000000
        0.305135557180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-16
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAG4
        
          
        
        975000.00000000
        PA
        USD
        878777.25000000
        0.129867732236
        Long
        DBT
        
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJK6
        
          
        
        100000.00000000
        PA
        USD
        92536.00000000
        0.013675183865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-24
          Fixed
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II
        549300BHVD63HE2GHX17
        Huarong Finance II Co Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        200500.00000000
        0.029630353213
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-11-19
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AL1
        
          
        
        475000.00000000
        PA
        USD
        430407.48000000
        0.063606611761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIB Group PLC
        635400AKJBGNS5WNQL34
        AIB Group PLC
        00135TAA2
        
          
        
        5500000.00000000
        PA
        USD
        5615775.00000000
        0.829912203576
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-10-12
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2D5
        
          
        
        775000.00000000
        PA
        USD
        772628.50000000
        0.114180824726
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-09
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KA8
        
          
        
        1475000.00000000
        PA
        USD
        1520636.50000000
        0.224723175083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-29
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWCREST FINANCE PTY LTD
        549300I0XDZ4K7PDSS04
        Newcrest Finance Pty Ltd
        65120FAD6
        
          
        
        950000.00000000
        PA
        USD
        909739.00000000
        0.134443331182
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-05-13
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBD4
        
          
        
        2425000.00000000
        PA
        USD
        2546710.75000000
        0.376358798278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006100  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006100  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        1125000.00000000
        OU
        Notional Amount
        USD
        -25466.17000000
        -0.00376344943
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                NORDSTROM INC
                NORDSTROM INC
                
                  
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            0.00000000
            USD
            -19931.75000000
            USD
            1125000.00000000
            USD
            -5534.42000000
          
        
        
          N
          N
          N
        
      
      
        WILLIS NORTH AMERICA INC
        5493004KVU1HWZCP0C66
        Willis North America Inc
        970648AJ0
        
          
        
        1200000.00000000
        PA
        USD
        1128456.00000000
        0.166765834742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAA7
        
          
        
        400000.00000000
        PA
        USD
        413268.00000000
        0.061073699809
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-11-19
          Fixed
          5.17900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112BS1
        
          
        
        725000.00000000
        PA
        USD
        657937.50000000
        0.097231523777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          2.70300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746AG3
        
          
        
        3400000.00000000
        PA
        USD
        3482654.00000000
        0.514674654065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272BE7
        
          
        
        1225000.00000000
        PA
        USD
        1120507.50000000
        0.165591187048
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585ABD3
        
          
        
        2395000.00000000
        PA
        USD
        2411741.05000000
        0.356412664193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        OPS04781A SWAPTION SOFRRATE
        000000000
        
          
        
        19200000.00000000
        NC
        USD
        21283.20000000
        0.003145280466
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Purchased
            
              
                
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                  
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                    IRS Swap
                    N/A
                    
                      
                    
                    19200000.00000000
                    OU
                    Notional Amount
                    N/A
                    21283.20000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2023-11-25
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  19200000.00000000
                  USD
                
              
            
            1.00000000
            1.85000000
            USD
            2022-11-22
            XXXX
            -43854.45000000
          
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023BS3
        
          
        
        2200000.00000000
        PA
        USD
        1819950.00000000
        0.268956415614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BX6
        
          
        
        1875000.00000000
        PA
        USD
        1901250.00000000
        0.280971117441
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-12
          Fixed
          4.29200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PBH7
        
          
        
        725000.00000000
        PA
        USD
        672720.25000000
        0.099416152724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DL9
        
          
        
        200000.00000000
        PA
        USD
        183037.50000000
        0.027049704619
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2050-01-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALGREENS BOOTS ALLIANCE
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance Inc
        931427AT5
        
          
        
        253000.00000000
        PA
        USD
        244853.40000000
        0.036185001134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097AY7
        
          
        
        3250000.00000000
        PA
        USD
        3352540.75000000
        0.495446217380
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-06-10
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS005871  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005871  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        10000.00000000
        OU
        Notional Amount
        USD
        150.73000000
        0.000022275227
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Indonesia Government International Bond
                Indonesia Government International Bond
                
                  
                
              
            
            Y
            
            sell protection
            2024-06-20
            0.00000000
            USD
            -10.10000000
            USD
            10000.00000000
            USD
            160.83000000
          
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JH1
        
          
        
        800000.00000000
        PA
        USD
        655960.00000000
        0.096939284258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        Kinder Morgan Energy Partners LP
        494550BF2
        
          
        
        650000.00000000
        PA
        USD
        780760.50000000
        0.115382590474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-15
          Fixed
          6.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DAT6
        
          
        
        150000.00000000
        PA
        USD
        155916.00000000
        0.023041626691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-20
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAT7
        
          
        
        520000.00000000
        PA
        USD
        577486.00000000
        0.085342215240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBA3
        
          
        
        925000.00000000
        PA
        USD
        945211.25000000
        0.139685502238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-29
          Fixed
          3.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        Targa Resources Corp
        87612GAA9
        
          
        
        220000.00000000
        PA
        USD
        221997.60000000
        0.032807318207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAA6
        
          
        
        550000.00000000
        PA
        USD
        552343.00000000
        0.081626524613
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-06-18
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JG3
        
          
        
        975000.00000000
        PA
        USD
        838929.00000000
        0.123978865790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VES9
        
          
        
        1625000.00000000
        PA
        USD
        1690926.25000000
        0.249888987757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-08
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CE7
        
          
        
        1400000.00000000
        PA
        USD
        1362494.00000000
        0.201352511078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452151LF8
        
          
        
        1360000.00000000
        PA
        USD
        1446234.06000000
        0.213727810608
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PBJ3
        
          
        
        2125000.00000000
        PA
        USD
        2139046.25000000
        0.316113196645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        36962GXZ2
        
          
        
        1400000.00000000
        PA
        USD
        1763832.00000000
        0.260663167925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBU1
        
          
        
        175000.00000000
        PA
        USD
        204260.00000000
        0.030186014700
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-01-23
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BN3
        
          
        
        380000.00000000
        PA
        USD
        336133.75000000
        0.049674622141
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2032-09-29
          Fixed
          2.25200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAN3
        
          
        
        300000.00000000
        PA
        USD
        321471.00000000
        0.047507727071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076BD3
        
          
        
        500000.00000000
        PA
        USD
        582700.00000000
        0.086112752206
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-02-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX002829  CDS USD R F  1.00000 2I65BYDN2 / Short: SX002829  CDS USD P V 03MEVENT 2I65BYDN2
        000000000
        
          
        
        28500000.00000000
        OU
        Notional Amount
        USD
        49658.40000000
        0.007338633077
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.IG.S28
                2I65BYDN2
              
            
            Y
            
            sell protection
            2022-06-20
            43227.49000000
            USD
            0.00000000
            USD
            28500000.00000000
            USD
            6430.91000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA NA
        1IE8VN30JCEQV1H4R804
        HSBC Bank USA NA/New York NY
        4042Q1AB3
        
          
        
        800000.00000000
        PA
        USD
        905928.00000000
        0.133880132797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAE6
        
          
        
        3200000.00000000
        PA
        USD
        3272992.00000000
        0.483690319325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-17
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        -83.00000000
        NC
        USD
        308410.14000000
        0.045577563006
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            -11543238.27000000
            USD
            308410.14000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHD4
        
          
        
        2863000.00000000
        PA
        USD
        2837404.78000000
        0.419318233620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAS8
        
          
        
        550000.00000000
        PA
        USD
        587801.50000000
        0.086866663662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHM4
        
          
        
        1950000.00000000
        PA
        USD
        2013862.50000000
        0.297613252859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.27100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GRP
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416518AC2
        
          
        
        200000.00000000
        PA
        USD
        254406.00000000
        0.037596706431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CZ1
        
          
        
        100000.00000000
        PA
        USD
        113303.00000000
        0.016744179102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006063  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006063  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        2375000.00000000
        OU
        Notional Amount
        USD
        24573.41000000
        0.003631515301
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                AT&T INC
                AT&T INC
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            37200.93000000
            USD
            0.00000000
            USD
            2375000.00000000
            USD
            -12627.52000000
          
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFE9
        
          
        
        475000.00000000
        PA
        USD
        466787.25000000
        0.068982898219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        26138EAT6
        
          
        
        325000.00000000
        PA
        USD
        334470.50000000
        0.049428823214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DK0
        
          
        
        325000.00000000
        PA
        USD
        338152.75000000
        0.049972994626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        292480AL4
        
          
        
        354000.00000000
        PA
        USD
        367859.10000000
        0.054363067659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBJ0
        
          
        
        2444000.00000000
        PA
        USD
        2512480.88000000
        0.371300229009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBR5
        
          
        
        1350000.00000000
        PA
        USD
        1213677.00000000
        0.179359991007
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.25900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAL5
        
          
        
        1775000.00000000
        PA
        USD
        1759948.00000000
        0.260089181432
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABL8
        
          
        
        650000.00000000
        PA
        USD
        549165.50000000
        0.081156946322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        Kimco Realty Corp
        49446RAS8
        
          
        
        1100000.00000000
        PA
        USD
        1112650.00000000
        0.164429987545
        Long
        DBT
        
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOST HOTELS & RESORTS LP
        FXB7X4WXVA8QPMNOGS12
        Host Hotels & Resorts LP
        44107TBA3
        
          
        
        950000.00000000
        PA
        USD
        850668.00000000
        0.125713682330
        Long
        DBT
        
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of California
        N/A
        CALIFORNIA ST
        13063A7D0
        
          
        
        455000.00000000
        PA
        USD
        640411.68000000
        0.094641517607
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-10-01
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONS FINANCIAL CORP
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EPAT7
        
          
        
        1100000.00000000
        PA
        USD
        987162.00000000
        0.145885080991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-12
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BX6
        
          
        
        175000.00000000
        PA
        USD
        191345.00000000
        0.028277406162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-06
          Fixed
          4.66900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJZ6
        
          
        
        925000.00000000
        PA
        USD
        851767.75000000
        0.125876205926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dupont De Nemours Inc
        5493004JF0SDFLM8GD76
        DuPont de Nemours Inc
        26078JAD2
        
          
        
        2025000.00000000
        PA
        USD
        2169706.50000000
        0.320644239224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          4.72500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBW4
        
          
        
        1200000.00000000
        PA
        USD
        1040208.00000000
        0.153724341423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAK2
        
          
        
        19000.00000000
        PA
        USD
        27823.03000000
        0.004111751652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          8.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Energy Inc
        549300FBMTW0JYWMNB26
        Progress Energy Inc
        743263AG0
        
          
        
        1400000.00000000
        PA
        USD
        1741474.00000000
        0.257359051032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RBH4
        
          
        
        125000.00000000
        PA
        USD
        126355.00000000
        0.018673033816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKK4
        
          
        
        1425000.00000000
        PA
        USD
        1336564.50000000
        0.197520589663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES OP
        549300147YMUQB3GW319
        Invitation Homes Operating Partnership LP
        46188BAB8
        
          
        
        600000.00000000
        PA
        USD
        545346.00000000
        0.080592491788
        Long
        DBT
        
        US
        N
        
        2
        
          2028-11-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        891906AF6
        
          
        
        1150000.00000000
        PA
        USD
        1184718.50000000
        0.175080436974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAG4
        
          
        
        1000000.00000000
        PA
        USD
        879180.00000000
        0.129927251561
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-12-03
          Fixed
          2.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAF8
        
          
        
        750000.00000000
        PA
        USD
        746467.50000000
        0.110314691707
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006080  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006080  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        1825000.00000000
        OU
        Notional Amount
        USD
        -18631.42000000
        -0.00275339429
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                NORDSTROM INC
                NORDSTROM INC
                
                  
                  
                
              
            
            Y
            
            sell protection
            2024-06-20
            0.00000000
            USD
            -3931.53000000
            USD
            1825000.00000000
            USD
            -14699.89000000
          
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBF1
        
          
        
        2125000.00000000
        PA
        USD
        1888381.25000000
        0.279069343835
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2033-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica Emisiones SAU
        549300Y5MFC4SW5Z3K71
        Telefonica Emisiones SA
        87938WAT0
        
          
        
        1850000.00000000
        PA
        USD
        1896620.00000000
        0.280286885344
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-03-08
          Fixed
          4.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World Ltd/United Arab Emirates
        000000000
        
          
        
        360000.00000000
        PA
        USD
        390600.00000000
        0.057723770399
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2048-09-25
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBF0
        
          
        
        775000.00000000
        PA
        USD
        718742.75000000
        0.106217464100
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        36962G3A0
        
          
        
        625000.00000000
        PA
        USD
        771693.75000000
        0.114042685212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-07
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAR5
        
          
        
        525000.00000000
        PA
        USD
        477844.50000000
        0.070616964170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-05
          Fixed
          3.37700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        387000.00000000
        PA
        USD
        409687.88000000
        0.060544621404
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2024-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        15025629.61000000
        NS
        USD
        15025629.61000000
        2.220522257348
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJX1
        
          
        
        4675000.00000000
        PA
        USD
        4461586.25000000
        0.659343523589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAP8
        
          
        
        1325000.00000000
        PA
        USD
        1300567.00000000
        0.192200795948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAN0
        
          
        
        400000.00000000
        PA
        USD
        403244.00000000
        0.059592329931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTONATION INC
        N/A
        AutoNation Inc
        05329WAS1
        
          
        
        25000.00000000
        PA
        USD
        21787.25000000
        0.003219770139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAP9
        
          
        
        1525000.00000000
        PA
        USD
        1455856.50000000
        0.215149837022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          2.49300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JAY4
        
          
        
        675000.00000000
        PA
        USD
        728419.50000000
        0.107647516571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587CV7
        
          
        
        3275000.00000000
        PA
        USD
        3276506.50000000
        0.484209700254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS005852  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005852  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        1750000.00000000
        OU
        Notional Amount
        USD
        -1279.07000000
        -0.00018902391
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                BOEING CO
                BOEING CO
                
                  
                  
                
              
            
            Y
            
            sell protection
            2024-06-20
            16869.04000000
            USD
            0.00000000
            USD
            1750000.00000000
            USD
            -18148.11000000
          
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BN6
        
          
        
        550000.00000000
        PA
        USD
        736912.00000000
        0.108902557841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        867224AD9
        
          
        
        2375000.00000000
        PA
        USD
        2364740.00000000
        0.349466740438
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-05-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAJ2
        
          
        
        600000.00000000
        PA
        USD
        602928.00000000
        0.089102092779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVINTIV EXPLORATION INC
        T8W3X1PFLPW2YE0UIP44
        Ovintiv Exploration Inc
        651290AQ1
        
          
        
        1750000.00000000
        PA
        USD
        1837500.00000000
        0.271549995160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBQ2
        
          
        
        600000.00000000
        PA
        USD
        551016.00000000
        0.081430417487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBP4
        
          
        
        1875000.00000000
        PA
        USD
        1694681.25000000
        0.250443910332
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-02
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMM1
        
          
        
        486000.00000000
        PA
        USD
        432326.16000000
        0.063890158724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        Fox Corp
        35137LAJ4
        
          
        
        225000.00000000
        PA
        USD
        254547.00000000
        0.037617543737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-25
          Fixed
          5.47600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006112  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006112  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        640000.00000000
        OU
        Notional Amount
        USD
        -104.70000000
        -0.00001547280
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                United Mexican States
                United Mexican States
                
                  
                  
                
              
            
            Y
            
            sell protection
            2027-06-20
            0.00000000
            USD
            -6452.34000000
            USD
            640000.00000000
            USD
            6347.64000000
          
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400GQ0
        
          
        
        1625000.00000000
        PA
        USD
        1681988.75000000
        0.248568183359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DA2
        
          
        
        598000.00000000
        PA
        USD
        646916.40000000
        0.095602800157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-07-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAH9
        
          
        
        225000.00000000
        PA
        USD
        257856.75000000
        0.038106666239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        131.00000000
        NC
        USD
        -125883.82000000
        -0.01860340174
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            27870250.94000000
            USD
            -125883.82000000
          
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAE9
        
          
        
        1000000.00000000
        PA
        USD
        975120.00000000
        0.144105486411
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-05-28
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DQ2
        
          
        
        430000.00000000
        PA
        USD
        337361.88000000
        0.049856118030
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2060-12-01
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyatt Hotels Corp
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579AF9
        
          
        
        600000.00000000
        PA
        USD
        622197.00000000
        0.091949710116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Financing Authority
        N/A
        CMWLTH FING AUTH PA
        20281PNE8
        
          
        
        335000.00000000
        PA
        USD
        303407.76000000
        0.044838299733
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-06-01
          Fixed
          2.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        Realty Income Corp
        756109BK9
        
          
        
        700000.00000000
        PA
        USD
        682766.00000000
        0.100900736868
        Long
        DBT
        
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAJ4
        
          
        
        2325000.00000000
        PA
        USD
        2382613.50000000
        0.352108127561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAL2
        
          
        
        2720000.00000000
        PA
        USD
        2740400.00000000
        0.404982643122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-22
          Fixed
          3.97100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468G7
        
          
        
        1950000.00000000
        PA
        USD
        2041786.50000000
        0.301739926091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-23
          Fixed
          4.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BA1
        
          
        
        300000.00000000
        PA
        USD
        341922.00000000
        0.050530023099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-23
          Fixed
          6.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CE7
        
          
        
        1150000.00000000
        PA
        USD
        1067844.00000000
        0.157808453350
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-11-24
          Fixed
          2.12900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA NA
        1IE8VN30JCEQV1H4R804
        HSBC Bank USA NA
        4042Q1AD9
        
          
        
        300000.00000000
        PA
        USD
        408936.00000000
        0.060433506841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AN1
        
          
        
        350000.00000000
        PA
        USD
        318083.50000000
        0.047007114495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        Berry Global Inc
        08576PAH4
        
          
        
        1800000.00000000
        PA
        USD
        1679958.00000000
        0.248268074432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XAZ9
        
          
        
        1300000.00000000
        PA
        USD
        1318967.00000000
        0.194919990458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-13
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAN0
        
          
        
        1399000.00000000
        PA
        USD
        1132490.50000000
        0.167362062473
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2061-05-24
          Fixed
          3.77100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAW5
        
          
        
        1250000.00000000
        PA
        USD
        1152300.00000000
        0.170289556148
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-10-29
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        22535WAG2
        
          
        
        2325000.00000000
        PA
        USD
        2192382.00000000
        0.323995277001
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-16
          Fixed
          1.90700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASTE CONNECTIONS INC
        549300HDLRTPBQU69P29
        Waste Connections Inc
        94106BAE1
        
          
        
        525000.00000000
        PA
        USD
        511696.50000000
        0.075619690938
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2032-06-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780BX3
        
          
        
        350000.00000000
        PA
        USD
        371503.13000000
        0.054901590831
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-01-08
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAJ5
        
          
        
        1550000.00000000
        PA
        USD
        1574862.00000000
        0.232736744750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-24
          Fixed
          3.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        63861VAE7
        
          
        
        2525000.00000000
        PA
        USD
        2516844.25000000
        0.371945057908
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-07-18
          Fixed
          3.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        59284MAD6
        
          
        
        220000.00000000
        PA
        USD
        194425.00000000
        0.028732575678
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-07-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        Berry Global Inc
        08576PAF8
        
          
        
        1225000.00000000
        PA
        USD
        1116305.75000000
        0.164970242726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CG2
        
          
        
        1650000.00000000
        PA
        USD
        1568704.50000000
        0.231826775174
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Fixed
          2.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CY4
        
          
        
        325000.00000000
        PA
        USD
        354789.50000000
        0.052431611977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-25
          Fixed
          4.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EAE5
        
          
        
        1275000.00000000
        PA
        USD
        1279679.25000000
        0.189113955996
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-16
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434LAK1
        
          
        
        2090000.00000000
        PA
        USD
        2082873.10000000
        0.307811798761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAF6
        
          
        
        1550000.00000000
        PA
        USD
        1567840.50000000
        0.231699091258
        Long
        DBT
        
        US
        N
        
        2
        
          2029-07-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2N2
        
          
        
        2025000.00000000
        PA
        USD
        1955097.00000000
        0.288928751503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-30
          Fixed
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAJ5
        
          
        
        709000.00000000
        PA
        USD
        936702.44000000
        0.138428050638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          8.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAH3
        
          
        
        2540000.00000000
        PA
        USD
        2448560.00000000
        0.361853853687
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2030-04-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBK6
        
          
        
        1800000.00000000
        PA
        USD
        1679778.00000000
        0.248241473616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
        
        1490000.00000000
        PA
        USD
        1311200.00000000
        0.193772165254
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2051-11-17
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119BN9
        
          
        
        2250000.00000000
        PA
        USD
        2043067.50000000
        0.301929235231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAB6
        
          
        
        200000.00000000
        PA
        USD
        179412.50000000
        0.026513993745
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2036-03-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813CQ0
        
          
        
        1125000.00000000
        PA
        USD
        1028722.50000000
        0.152026987698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBF5
        
          
        
        456000.00000000
        PA
        USD
        461417.28000000
        0.068189311646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBK0
        
          
        
        915000.00000000
        PA
        USD
        921340.95000000
        0.136157894157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-28
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBX6
        
          
        
        2275000.00000000
        PA
        USD
        2247950.25000000
        0.332207281365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTSMAN INTERNATIONAL L
        3YTEJFW18LGIUQ2N5J61
        Huntsman International LLC
        44701QBE1
        
          
        
        1050000.00000000
        PA
        USD
        1083413.10000000
        0.160109290917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006067  CDS USD R F  5.00000 2 CCPCORPORATE / Short: SS006067  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        2100000.00000000
        OU
        Notional Amount
        USD
        315799.26000000
        0.046669544231
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                PULTE GROUP INC
                PULTE GROUP INC
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            368346.94000000
            USD
            0.00000000
            USD
            2100000.00000000
            USD
            -52547.68000000
          
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AD6
        
          
        
        1000000.00000000
        PA
        USD
        1015000.00000000
        0.149999044945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDR9
        
          
        
        699000.00000000
        PA
        USD
        593437.02000000
        0.087699493828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.88700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAB8
        
          
        
        1475000.00000000
        PA
        USD
        1464955.25000000
        0.216494471318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        Prudential Financial Inc
        74432QAQ8
        
          
        
        650000.00000000
        PA
        USD
        781579.50000000
        0.115503624186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-12-14
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BT5
        
          
        
        2850000.00000000
        PA
        USD
        3009913.50000000
        0.444811970807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BK9
        
          
        
        4525000.00000000
        PA
        USD
        4569797.50000000
        0.675335232113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830BB4
        
          
        
        400000.00000000
        PA
        USD
        424500.00000000
        0.062733590718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          4.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDA1
        
          
        
        1750000.00000000
        PA
        USD
        1646102.50000000
        0.243264830426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAG5
        
          
        
        1300000.00000000
        PA
        USD
        1321385.00000000
        0.195277328084
        Long
        DBT
        
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDF6
        
          
        
        300000.00000000
        PA
        USD
        363570.00000000
        0.053729214552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTEAD CAPITAL INC
        213800J1134IW58IC398
        Ashtead Capital Inc
        045054AN3
        
          
        
        1225000.00000000
        PA
        USD
        1119772.50000000
        0.165482567050
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-12
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBV6
        
          
        
        1050000.00000000
        PA
        USD
        971764.50000000
        0.143609602869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        Paramount Global
        92553PAU6
        
          
        
        925000.00000000
        PA
        USD
        1060568.00000000
        0.156733189261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-09-01
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBL5
        
          
        
        325000.00000000
        PA
        USD
        333680.75000000
        0.049312112134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTONATION INC
        N/A
        AutoNation Inc
        05329WAQ5
        
          
        
        1425000.00000000
        PA
        USD
        1486987.50000000
        0.219750448124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
        
        100000.00000000
        PA
        
        95137.48000000
        0.014059636589
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2033-03-11
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBQ7
        
          
        
        800000.00000000
        PA
        USD
        707528.00000000
        0.104560122435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBP0
        
          
        
        3375000.00000000
        PA
        USD
        3164231.25000000
        0.467617404421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912XAV6
        
          
        
        325000.00000000
        PA
        USD
        318773.00000000
        0.047109010398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITRIX SYSTEMS INC
        HCTKJGUQOPZ5NBK7NP58
        Citrix Systems Inc
        177376AF7
        
          
        
        1025000.00000000
        PA
        USD
        1015313.75000000
        0.150045411645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CAW9
        
          
        
        7474000.00000000
        PA
        USD
        7824829.56000000
        1.156371390012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBD3
        
          
        
        1500000.00000000
        PA
        USD
        1513380.00000000
        0.223650792748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -16213.22000000
        -0.00239602710
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            1664496.14000000
            NZD
            1135845.51000000
            USD
            2022-06-15
            -16213.22000000
          
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
        
        1950000.00000000
        PA
        USD
        1972873.50000000
        0.291555803742
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-03-17
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERG
        549300JD0S5IZJE9LY15
        Berkshire Hathaway Energy Co
        59562VAM9
        
          
        
        767000.00000000
        PA
        USD
        946201.88000000
        0.139831899828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400FV0
        
          
        
        275000.00000000
        PA
        USD
        265617.00000000
        0.039253493912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAP8
        
          
        
        350000.00000000
        PA
        USD
        321079.50000000
        0.047449870297
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-11
          Fixed
          1.62700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo Bimbo SAB de CV
        5493000RIXURZEBFEV60
        Grupo Bimbo SAB de CV
        000000000
        
          
        
        1070000.00000000
        PA
        USD
        1098288.13000000
        0.162307557216
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-11-10
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152BM2
        
          
        
        1625000.00000000
        PA
        USD
        1823582.64000000
        0.269493255546
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-02-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT-WEST LIFECO FIN 18
        N/A
        Great-West Lifeco Finance 2018 LP
        39138QAA3
        
          
        
        900000.00000000
        PA
        USD
        923868.00000000
        0.136531347444
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-17
          Fixed
          4.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AU7
        
          
        
        3625000.00000000
        PA
        USD
        3362622.50000000
        0.496936121687
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAN5
        
          
        
        3735000.00000000
        PA
        USD
        3961079.55000000
        0.585377487146
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE TELEKOM INT FIN
        529900ERDFHS6C1M4U58
        Deutsche Telekom International Finance BV
        25156PBB8
        
          
        
        2825000.00000000
        PA
        USD
        2965487.25000000
        0.438246556944
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-06-21
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        55608JAR9
        
          
        
        2550000.00000000
        PA
        USD
        2319505.50000000
        0.342781881523
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-01-12
          Fixed
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        Realty Income Corp
        756109BH6
        
          
        
        1350000.00000000
        PA
        USD
        1347448.50000000
        0.199129052328
        Long
        DBT
        
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAH4
        
          
        
        2400000.00000000
        PA
        USD
        2391048.00000000
        0.353354597457
        Long
        DBT
        
        US
        N
        
        2
        
          2027-09-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) JUN22
        000000000
        
          
        
        58.00000000
        NC
        USD
        -203190.03000000
        -0.03002789206
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT US Long Bond Future
                USM2 COMDTY
              
            
            2022-06-21
            8903190.03000000
            USD
            -203190.03000000
          
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAF0
        
          
        
        1375000.00000000
        PA
        USD
        1240428.75000000
        0.183313426426
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-10-19
          Fixed
          3.11600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
        
        1200000.00000000
        PA
        USD
        1061004.00000000
        0.156797622348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738AT5
        
          
        
        2850000.00000000
        PA
        USD
        2842105.50000000
        0.420012916881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        OPS04779A SWAPTION SOFRRATE
        000000000
        
          
        
        -19200000.00000000
        NC
        USD
        -13111.68000000
        -0.00193767436
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                  
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                    IRS Swap
                    N/A
                    
                      
                    
                    19200000.00000000
                    OU
                    Notional Amount
                    N/A
                    -13111.68000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2023-11-25
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  19200000.00000000
                  USD
                
              
            
            1.00000000
            1.59875000
            USD
            2022-11-22
            XXXX
            28956.38000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        -534.00000000
        NC
        USD
        1057182.51000000
        0.156232873727
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            -62208526.26000000
            USD
            1057182.51000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAW0
        
          
        
        2425000.00000000
        PA
        USD
        2512736.50000000
        0.371338005123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        000000000
        
          
        
        1100000.00000000
        PA
        USD
        1105500.00000000
        0.163373344027
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2029-04-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7450.40000000
        0.001101037324
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            451237.05000000
            USD
            413401.70000000
            EUR
            2022-06-15
            7450.40000000
          
        
        
          N
          N
          N
        
      
      
        COSTAR GROUP INC
        N/A
        CoStar Group Inc
        22160NAA7
        
          
        
        2225000.00000000
        PA
        USD
        2034844.83000000
        0.300714070061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        822582AD4
        
          
        
        225000.00000000
        PA
        USD
        298325.25000000
        0.044087194663
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2038-12-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Realty Trust LP
        CD4SPTZ3YBTHY0C1AH38
        Digital Realty Trust LP
        25389JAR7
        
          
        
        425000.00000000
        PA
        USD
        428217.25000000
        0.063282934511
        Long
        DBT
        
        US
        N
        
        2
        
          2027-08-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AL9
        
          
        
        1900000.00000000
        PA
        USD
        1970547.00000000
        0.291211988197
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-09-23
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DF1
        
          
        
        200000.00000000
        PA
        USD
        225388.00000000
        0.033308359351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-10
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CL2
        
          
        
        150000.00000000
        PA
        USD
        153081.00000000
        0.022622663841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-20
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBG9
        
          
        
        1025000.00000000
        PA
        USD
        1012156.75000000
        0.149578862892
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-06
          Fixed
          2.78900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        OPS04767A SWAPTION SOFRRATE
        000000000
        
          
        
        -19200000.00000000
        NC
        USD
        -11487.36000000
        -0.00169762859
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    19200000.00000000
                    OU
                    Notional Amount
                    N/A
                    -11487.36000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2023-11-18
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  19200000.00000000
                  USD
                
              
            
            1.00000000
            1.54500000
            USD
            2022-11-16
            XXXX
            27872.64000000
          
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAY1
        
          
        
        825000.00000000
        PA
        USD
        742458.75000000
        0.109722269371
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2033-10-29
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348AQ9
        
          
        
        475000.00000000
        PA
        USD
        455743.50000000
        0.067350827330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX002944  CDS USD R F  1.00000 2 CCPCDX / Short: SX002944  CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        187200000.00000000
        OU
        Notional Amount
        USD
        2593206.72000000
        0.383230080144
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.IG.S34
                2I65BYDW2
              
            
            Y
            
            sell protection
            2025-06-20
            2213714.92000000
            USD
            0.00000000
            USD
            187200000.00000000
            USD
            379491.80000000
          
        
        
          N
          N
          N
        
      
      
        CAMDEN PROPERTY TRUST
        5493002MYX22OHYJBD89
        Camden Property Trust
        133131AX0
        
          
        
        1975000.00000000
        PA
        USD
        1956968.25000000
        0.289205289151
        Long
        DBT
        
        US
        N
        
        2
        
          2029-07-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HP5
        
          
        
        1325000.00000000
        PA
        USD
        1263241.75000000
        0.186684784271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162BZ2
        
          
        
        175000.00000000
        PA
        USD
        184325.75000000
        0.027240085181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX003066  CDS USD R F  1.00000 2 CCPCDX / Short: SX003066  CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        7375000.00000000
        OU
        Notional Amount
        USD
        125954.68000000
        0.018613873602
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.IG.S37
                2I65BYDZ5
              
            
            Y
            
            sell protection
            2026-12-20
            93825.69000000
            USD
            0.00000000
            USD
            7375000.00000000
            USD
            32128.99000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABW4
        
          
        
        1025000.00000000
        PA
        USD
        963701.93000000
        0.142418097647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        718286CL9
        
          
        
        210000.00000000
        PA
        USD
        173535.60000000
        0.025645491885
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2045-12-10
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arch Capital Finance LLC
        549300XG4URFY0200M65
        Arch Capital Finance LLC
        03939CAB9
        
          
        
        323000.00000000
        PA
        USD
        352464.06000000
        0.052087953081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-15
          Fixed
          5.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDE3
        
          
        
        650000.00000000
        PA
        USD
        561652.00000000
        0.083002230139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-08
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAG1
        
          
        
        1574000.00000000
        PA
        USD
        1714495.24000000
        0.253372067550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        Abu Dhabi Government International Bond
        000000000
        
          
        
        1680000.00000000
        PA
        USD
        1810200.00000000
        0.267515538089
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2047-10-11
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBD0
        
          
        
        775000.00000000
        PA
        USD
        879454.50000000
        0.129967817806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTEAD CAPITAL INC
        213800J1134IW58IC398
        Ashtead Capital Inc
        045054AP8
        
          
        
        525000.00000000
        PA
        USD
        461511.75000000
        0.068203272641
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-08-12
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VER1
        
          
        
        2631000.00000000
        PA
        USD
        2777099.43000000
        0.410406169674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          4.32900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAJ1
        
          
        
        1450000.00000000
        PA
        USD
        1399699.50000000
        0.206850825823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280AF6
        
          
        
        600000.00000000
        PA
        USD
        762138.00000000
        0.112630514400
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-17
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AK3
        
          
        
        525000.00000000
        PA
        USD
        499468.73000000
        0.073812642837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FR2
        
          
        
        1100000.00000000
        PA
        USD
        1222023.00000000
        0.180593382169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-23
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDK9
        
          
        
        1275000.00000000
        PA
        USD
        1164406.50000000
        0.172078682688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHQ5
        
          
        
        1350000.00000000
        PA
        USD
        1372288.50000000
        0.202799964916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Fixed
          3.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAD4
        
          
        
        125000.00000000
        PA
        USD
        125036.25000000
        0.018478145895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006123  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006123  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        60000.00000000
        OU
        Notional Amount
        USD
        469.40000000
        0.000069369016
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Republic of Indonesia
                Republic of Indonesia
                
                  
                
              
            
            Y
            
            sell protection
            2027-06-20
            117.03000000
            USD
            0.00000000
            USD
            60000.00000000
            USD
            352.37000000
          
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MEZ3
        
          
        
        1150000.00000000
        PA
        USD
        1250935.50000000
        0.184866138215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-12-09
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        90000.00000000
        PA
        
        84877.01000000
        0.012543320628
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2031-07-16
          Fixed
          2.12400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWMONT CORP
        549300VSP3RIX7FGDZ51
        Newmont Corp
        651639AZ9
        
          
        
        1300000.00000000
        PA
        USD
        1195610.00000000
        0.176690008007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFT6
        
          
        
        2300000.00000000
        PA
        USD
        1955920.00000000
        0.289050376345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FX1
        
          
        
        775000.00000000
        PA
        USD
        745069.50000000
        0.110108092037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-14
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAD2
        
          
        
        50000.00000000
        PA
        USD
        56629.00000000
        0.008368764449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-05-25
          Fixed
          5.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225433AR2
        
          
        
        884000.00000000
        PA
        USD
        899372.76000000
        0.132911384285
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-04-17
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN PENERBIT SBSN
        254900G208H6Q0L5B953
        Perusahaan Penerbit SBSN Indonesia III
        71567RAF3
        
          
        
        1580000.00000000
        PA
        USD
        1670652.50000000
        0.246892886144
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-03-29
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJY9
        
          
        
        1825000.00000000
        PA
        USD
        1709495.75000000
        0.252633231368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CJ6
        
          
        
        1225000.00000000
        PA
        USD
        1154770.75000000
        0.170654689291
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-18
          Fixed
          1.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272BG2
        
          
        
        725000.00000000
        PA
        USD
        648360.25000000
        0.095816175646
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-09-23
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902VAL1
        
          
        
        325000.00000000
        PA
        USD
        288492.75000000
        0.042634125097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-02-15
          Fixed
          3.11200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA INC
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906PAA7
        
          
        
        450000.00000000
        PA
        USD
        433629.00000000
        0.064082695429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XLIT Ltd
        635400XCGXK8NVDIVE95
        XLIT Ltd
        98420EAC9
        
          
        
        4173000.00000000
        PA
        USD
        4284043.53000000
        0.633105850252
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-03-31
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENTERTAINMEN
        N/A
        Time Warner Entertainment Co LP
        88731EAJ9
        
          
        
        1250000.00000000
        PA
        USD
        1630687.50000000
        0.240986766113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BB8
        
          
        
        675000.00000000
        PA
        USD
        699549.75000000
        0.103381078218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAD5
        
          
        
        530000.00000000
        PA
        USD
        487600.00000000
        0.072058654498
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2051-07-12
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LW9
        
          
        
        1061000.00000000
        PA
        USD
        1083334.05000000
        0.160097608726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          4.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
        
        340000.00000000
        PA
        
        374808.48000000
        0.055390063091
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2023-02-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABB0
        
          
        
        1975000.00000000
        PA
        USD
        1986968.50000000
        0.293638795406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17308CC53
        
          
        
        1025000.00000000
        PA
        USD
        974857.00000000
        0.144066619663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-05
          Fixed
          2.97600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AN0
        
          
        
        600000.00000000
        PA
        USD
        645756.00000000
        0.095431313564
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-04-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29279FAA7
        
          
        
        450000.00000000
        PA
        USD
        516163.50000000
        0.076279834518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        Discover Bank
        25466AAP6
        
          
        
        475000.00000000
        PA
        USD
        491971.75000000
        0.072704721813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-13
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAH6
        
          
        
        550000.00000000
        PA
        USD
        508876.50000000
        0.075202944822
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-09-02
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AX4
        
          
        
        1750000.00000000
        PA
        USD
        1492820.00000000
        0.220612388449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAJ6
        
          
        
        475000.00000000
        PA
        USD
        436107.00000000
        0.064448899994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CP8
        
          
        
        1775000.00000000
        PA
        USD
        1587702.00000000
        0.234634269614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        Burlington Northern Santa Fe LLC
        12189TAZ7
        
          
        
        425000.00000000
        PA
        USD
        547344.75000000
        0.080887871680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKG6
        
          
        
        250000.00000000
        PA
        USD
        227710.00000000
        0.033651509876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        80281LAR6
        
          
        
        550000.00000000
        PA
        USD
        511929.00000000
        0.075654050325
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-01-11
          Fixed
          2.46900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045VAT7
        
          
        
        75000.00000000
        PA
        USD
        83726.25000000
        0.012373258657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CQ0
        
          
        
        925000.00000000
        PA
        USD
        908350.00000000
        0.134238061553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-04
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FD5
        
          
        
        275000.00000000
        PA
        USD
        272115.25000000
        0.040213820310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        556079AD3
        
          
        
        975000.00000000
        PA
        USD
        854236.50000000
        0.126241043505
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2036-03-03
          Fixed
          3.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506AR2
        
          
        
        1075000.00000000
        PA
        USD
        956062.00000000
        0.141289051141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-15
          Fixed
          3.26800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dupont De Nemours Inc
        5493004JF0SDFLM8GD76
        DuPont de Nemours Inc
        26078JAE0
        
          
        
        125000.00000000
        PA
        USD
        144021.25000000
        0.021283793056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-15
          Fixed
          5.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Bank NA
        KB1H1DSPRFMYMCUFXT09
        Wells Fargo Bank NA
        94980VAG3
        
          
        
        824000.00000000
        PA
        USD
        982801.28000000
        0.145240643715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-08-26
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214DF7
        
          
        
        625000.00000000
        PA
        USD
        628418.75000000
        0.092869174705
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-11-23
          Fixed
          4.32200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KR1
        
          
        
        925000.00000000
        PA
        USD
        990841.50000000
        0.146428846002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-18
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        780097BM2
        
          
        
        1275000.00000000
        PA
        USD
        1265437.50000000
        0.187009277279
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-11-01
          Fixed
          3.75400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BL7
        
          
        
        200000.00000000
        PA
        USD
        175725.00000000
        0.025969046475
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2060-07-23
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAD8
        
          
        
        3355000.00000000
        PA
        USD
        3640242.10000000
        0.537963387557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        14916RAD6
        
          
        
        150000.00000000
        PA
        USD
        150707.50000000
        0.022271902528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AM8
        
          
        
        2525000.00000000
        PA
        USD
        2669808.75000000
        0.394550505111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280DC0
        
          
        
        1625000.00000000
        PA
        USD
        1669378.75000000
        0.246704648426
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-03-29
          Fixed
          4.76200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJL7
        
          
        
        275000.00000000
        PA
        USD
        294346.25000000
        0.043499168850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAQ6
        
          
        
        1500000.00000000
        PA
        USD
        1403985.00000000
        0.207484146914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          3.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        77586TAE6
        
          
        
        560000.00000000
        PA
        USD
        646800.00000000
        0.095585598296
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2044-01-22
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761JZN2
        
          
        
        2900000.00000000
        PA
        USD
        2955158.00000000
        0.436720076516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-23
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CB9
        
          
        
        900000.00000000
        PA
        USD
        789741.00000000
        0.116709749511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        470000.00000000
        PA
        USD
        622801.70000000
        0.092039074079
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2044-01-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96950FAF1
        
          
        
        150000.00000000
        PA
        USD
        181183.50000000
        0.026775716216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
        
        1920000.00000000
        PA
        
        1786814.61000000
        0.264059591128
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2033-10-25
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05579T5G7
        
          
        
        1800000.00000000
        PA
        USD
        1845810.00000000
        0.272778066158
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDY5
        
          
        
        1725000.00000000
        PA
        USD
        1547635.50000000
        0.228713149678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214EF6
        
          
        
        1300000.00000000
        PA
        USD
        1282983.00000000
        0.189602191804
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2034-07-24
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833AL4
        
          
        
        1102000.00000000
        PA
        USD
        1158653.82000000
        0.171228538347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-04
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAC1
        
          
        
        675000.00000000
        PA
        USD
        605772.00000000
        0.089522385669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBW9
        
          
        
        2355000.00000000
        PA
        USD
        2169826.35000000
        0.320661950934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FINANCE CANADA
        5493005TTO0UJ33KCK70
        Glencore Finance Canada Ltd
        98417EAR1
        
          
        
        525000.00000000
        PA
        USD
        577416.00000000
        0.085331870479
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2042-10-25
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        Realty Income Corp
        756109BL7
        
          
        
        1450000.00000000
        PA
        USD
        1369873.00000000
        0.202442996745
        Long
        DBT
        
        US
        N
        
        2
        
          2032-12-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Celanese US Holdings LLC
        CD30XVRLT4QO00B1C706
        Celanese US Holdings LLC
        15089QAJ3
        
          
        
        3650000.00000000
        PA
        USD
        3659417.00000000
        0.540797098579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BZ1
        
          
        
        1075000.00000000
        PA
        USD
        1080686.75000000
        0.159706384616
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-11
          Fixed
          3.80300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHCARE REALTY TRUST
        549300CB86LH2IOKHH22
        Healthcare Realty Trust Inc
        421946AM6
        
          
        
        875000.00000000
        PA
        USD
        765686.25000000
        0.113154882983
        Long
        DBT
        
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KU4
        
          
        
        3255000.00000000
        PA
        USD
        3306363.90000000
        0.488622095805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-25
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CW3
        
          
        
        400000.00000000
        PA
        USD
        461596.00000000
        0.068215723301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCU8
        
          
        
        1150000.00000000
        PA
        USD
        1085324.00000000
        0.160391688134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          2.96300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QAE0
        
          
        
        175000.00000000
        PA
        USD
        183858.50000000
        0.027171033896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-06
          Fixed
          4.23400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR217234  IRS CAD R F  2.10000 2 CCPVANILLA / Short: SR217234  IRS CAD P V 03MCDOR 1 CCPVANILLA
        000000000
        
          
        
        660000.00000000
        OU
        Notional Amount
        
        -38575.38000000
        -0.00570075877
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2033-12-18
            3500.44000000
            CAD
            0.00000000
            CAD
            660000.00000000
            CAD
            -39695.40000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRX0
        
          
        
        4953000.00000000
        PA
        USD
        4974644.61000000
        0.735164473344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBD6
        
          
        
        1125000.00000000
        PA
        USD
        1046947.50000000
        0.154720320303
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-08-15
          Fixed
          4.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CA5
        
          
        
        505000.00000000
        PA
        USD
        486062.50000000
        0.071831439195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22550L2G5
        
          
        
        1090000.00000000
        PA
        USD
        996390.80000000
        0.147248934377
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-08-07
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAV1
        
          
        
        100000.00000000
        PA
        USD
        104424.00000000
        0.015432019969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RFU1
        
          
        
        1525000.00000000
        PA
        USD
        1746948.50000000
        0.258168085290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNILEVER CAPITAL CORP
        MYF1DAS6G5WY7PRWCU78
        Unilever Capital Corp
        904764BR7
        
          
        
        625000.00000000
        PA
        USD
        523437.50000000
        0.077354803043
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-08-12
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AL5
        
          
        
        216000.00000000
        PA
        USD
        218894.40000000
        0.032348720141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAA1
        
          
        
        2225000.00000000
        PA
        USD
        2301718.00000000
        0.340153203679
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-10-22
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR217664  IRS USD R F  2.13000 2 CCPOIS / Short: SR217664  IRS USD P V 00MSOFR 1 CCPOIS
        000000000
        
          
        
        3360000.00000000
        OU
        Notional Amount
        USD
        -8930.54000000
        -0.00131977583
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2031-11-15
            0.00000000
            USD
            -16965.09000000
            USD
            3360000.00000000
            USD
            8034.55000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBL9
        
          
        
        575000.00000000
        PA
        USD
        532444.25000000
        0.078685841366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-22
          Fixed
          2.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAE3
        
          
        
        200000.00000000
        PA
        USD
        182500.00000000
        0.026970271628
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2041-07-12
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO BANK NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        000000000
        
          
        
        600000.00000000
        PA
        
        665548.62000000
        0.098356312674
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-09-22
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERRIGO FINANCE UNLIMITE
        549300E86RB6YCTMRM83
        Perrigo Finance Unlimited Co
        71429MAB1
        
          
        
        1425000.00000000
        PA
        USD
        1414312.50000000
        0.209010368723
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2N3
        
          
        
        1425000.00000000
        PA
        USD
        1298032.50000000
        0.191826241683
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-13
          Fixed
          1.32300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL FINANCIAL GRP
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251VAA0
        
          
        
        150000.00000000
        PA
        USD
        186183.00000000
        0.027514553876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-10-15
          Fixed
          6.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAQ1
        
          
        
        4550000.00000000
        PA
        USD
        4603599.00000000
        0.680330495875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABF1
        
          
        
        2825000.00000000
        PA
        USD
        2836865.00000000
        0.419238463684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057CD4
        
          
        
        525000.00000000
        PA
        USD
        547422.75000000
        0.080899398701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-29
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903AY9
        
          
        
        543000.00000000
        PA
        USD
        546752.13000000
        0.080800292928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VCK8
        
          
        
        775000.00000000
        PA
        USD
        891133.75000000
        0.131693804353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-21
          Fixed
          4.86200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AC2
        
          
        
        1895000.00000000
        PA
        USD
        1895018.95000000
        0.280050278476
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-01-09
          Fixed
          4.28200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CK3
        
          
        
        1665000.00000000
        PA
        USD
        1498500.00000000
        0.221451791971
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2032-05-28
          Fixed
          3.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BW8
        
          
        
        1889000.00000000
        PA
        USD
        1917259.44000000
        0.283337029471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106AM5
        
          
        
        600000.00000000
        PA
        USD
        595890.00000000
        0.088062000879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-27
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        80000.00000000
        PA
        
        86619.36000000
        0.012800809136
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2049-04-03
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGET CORP
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612EBN5
        
          
        
        600000.00000000
        PA
        USD
        552552.00000000
        0.081657411116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742BG9
        
          
        
        950000.00000000
        PA
        USD
        948451.50000000
        0.140164353869
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBU6
        
          
        
        575000.00000000
        PA
        USD
        616871.50000000
        0.091162695422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORP
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200KP5
        
          
        
        1975000.00000000
        PA
        USD
        1877849.75000000
        0.277512974435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-09
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BB8
        
          
        
        850000.00000000
        PA
        USD
        855856.50000000
        0.126480450847
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-03-28
          Fixed
          4.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913YAY6
        
          
        
        2375000.00000000
        PA
        USD
        2346405.00000000
        0.346757151779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR216983  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR216983  IRS EUR P F   .25000 2 CCPVANILLA
        000000000
        
          
        
        1420000.00000000
        OU
        Notional Amount
        
        140164.75000000
        0.020713870576
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-03-16
            0.00000000
            EUR
            -15696.64000000
            EUR
            1420000.00000000
            EUR
            157932.11000000
          
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBG3
        
          
        
        75000.00000000
        PA
        USD
        78981.75000000
        0.011672105485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DL1
        
          
        
        425000.00000000
        PA
        USD
        442446.25000000
        0.065385729004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAJ2
        
          
        
        2050000.00000000
        PA
        USD
        1860928.50000000
        0.275012313017
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-09-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LBC9
        
          
        
        3036000.00000000
        PA
        USD
        3085335.00000000
        0.455957934322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PBK0
        
          
        
        775000.00000000
        PA
        USD
        806558.00000000
        0.119195004623
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        36962G3P7
        
          
        
        1294000.00000000
        PA
        USD
        1555776.20000000
        0.229916201132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-01-14
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135AQ9
        
          
        
        375000.00000000
        PA
        USD
        455595.00000000
        0.067328881657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-05
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AB3
        
          
        
        725000.00000000
        PA
        USD
        717750.00000000
        0.106070753211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DH7
        
          
        
        1200000.00000000
        PA
        USD
        1230420.00000000
        0.181834310228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR217232  IRS CAD R F  2.07000 2 CCPVANILLA / Short: SR217232  IRS CAD P V 03MCDOR 1 CCPVANILLA
        000000000
        
          
        
        2930000.00000000
        OU
        Notional Amount
        
        -40207.66000000
        -0.00594198088
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-12-18
            0.00000000
            CAD
            -14315.46000000
            CAD
            2930000.00000000
            CAD
            -28914.75000000
          
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BH4
        
          
        
        1400000.00000000
        PA
        USD
        1577730.00000000
        0.233160584415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAM2
        
          
        
        950000.00000000
        PA
        USD
        968116.50000000
        0.143070493001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
        
        70000.00000000
        PA
        USD
        31325.00000000
        0.004629280869
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2034-04-28
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CUBESMART LP
        549300MPHKO3I3FJRA97
        CubeSmart LP
        22966RAJ5
        
          
        
        1200000.00000000
        PA
        USD
        1074660.00000000
        0.158815737577
        Long
        DBT
        
        US
        N
        
        2
        
          2032-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-04-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  





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