Form NPORT-P VANGUARD FIXED INCOME For: Jan 31

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April 1, 2021 5:14 PM EDT
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      VANGUARD FIXED INCOME SECURITIES FUNDS
      811-02368
      0000106444
      549300F3N7VQKU6I4K64
      100 Vanguard Boulevard
      Malvern
      
      19355
      610-669-1000
      VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND
      S000002586
      MUT4BJZ240WC155X1V94
      2021-01-31
      2021-01-31
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          EUR
          
          
        
        
          GBP
          
          
        
        
          USD
          
          
        
      
      
      
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              BARCLAYS BANK PLC
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            2022-06-20
            0.00000000
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        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
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        International Business Machines Corp
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        N
        
        2
        
          2050-05-15
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          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        KIMCO REALTY
        49446RAS8
        
          
        
        12979000.00000000
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        USD
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        0.039414205252
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        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF EQUIPMENT FINANCE LLC MMAF_18-A
        N/A
        MMAF 2018-A A5
        60700DAE8
        
          
        
        1580000.00000000
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        USD
        1705668.78000000
        0.004573570482
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        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2042-03-10
          Fixed
          3.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        ROYAL BK CANADA
        78015K7H1
        
          
        
        11550000.00000000
        PA
        USD
        11736636.45000000
        0.031470549649
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        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-06-10
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_19-A
        N/A
        HDMOT 2019-A A4
        41284WAD2
        
          
        
        4110000.00000000
        PA
        USD
        4253651.08000000
        0.011405715604
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        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-11-15
          Fixed
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NAZ8
        
          
        
        18000000.00000000
        PA
        USD
        19431162.00000000
        0.052102606318
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-11-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX CORP
        126408HJ5
        
          
        
        18470000.00000000
        PA
        USD
        21206810.72000000
        0.056863820610
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hungary Government International Bond
        N/A
        HUNGARY
        BJ0850443
        
          
        
        11200000.00000000
        PA
        
        14317865.61000000
        0.038391842711
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        DBT
        NUSS
        HU
        
        N
        
        2
        
          2026-04-28
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2019-GC44 Mortgage Trust
        N/A
        COMM 2019-GC44 ASB
        12655TBJ7
        
          
        
        180000.00000000
        PA
        USD
        197107.20000000
        0.000528522115
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2057-08-15
          Fixed
          2.87300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC
        629377CA8
        
          
        
        1810000.00000000
        PA
        USD
        1898237.50000000
        0.005089923143
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cimarex Energy Co
        11KYOFXPU1C4CQL1CL44
        CIMAREX ENERGY
        171798AE1
        
          
        
        4505000.00000000
        PA
        USD
        5073756.25000000
        0.013604740902
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Mexico Educational Assistance Foundation
        N/A
        NEW MEXICO EDU-A1-TXB
        647110FG5
        
          
        
        1045290.10000000
        PA
        USD
        1045718.67000000
        0.002803984042
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2025-01-02
          Floating
          0.84400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rattler Midstream LP
        549300I45NRVEEN9M219
        RATTLER MIDSTREA
        75419TAA1
        
          
        
        775000.00000000
        PA
        USD
        809875.00000000
        0.002171594179
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC / Charter Communications Operating Capital
        N/A
        CHARTER COMM OPT
        161175AY0
        
          
        
        14313000.00000000
        PA
        USD
        16489935.74000000
        0.044216019097
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        GENERAL MOTORS C
        37045VAU4
        
          
        
        5000000.00000000
        PA
        USD
        6425305.00000000
        0.017228775967
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-01
          Fixed
          6.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        STARBUCKS CORP
        855244AW9
        
          
        
        10000000.00000000
        PA
        USD
        10371350.00000000
        0.027809678394
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GBN1
        
          
        
        65145000.00000000
        PA
        USD
        69289720.34000000
        0.185793058635
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-15
          Fixed
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cimarex Energy Co
        11KYOFXPU1C4CQL1CL44
        CIMAREX ENERGY
        171798AD3
        
          
        
        9460000.00000000
        PA
        USD
        10524250.00000000
        0.028219663577
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C23
        N/A
        WFRBS 2014-C23 A5
        92939HAY1
        
          
        
        4167000.00000000
        PA
        USD
        4609327.05000000
        0.012359423110
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2057-10-15
          Fixed
          3.91700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300EIRQ0Z2B9C1W06
        CENOVUS ENERGY
        15135UAG4
        
          
        
        2750000.00000000
        PA
        USD
        2815312.50000000
        0.007548962787
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2022-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE2 Mortgage Trust
        N/A
        COMM 2012-CR2 AM
        12624KAF3
        
          
        
        3900000.00000000
        PA
        USD
        4005066.00000000
        0.010739160997
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          3.79100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS
        LW1558276
        
          
        
        2880000.00000000
        PA
        
        3854471.72000000
        0.010335358358
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2028-05-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Treasury Services PLC
        213800LAXWIUOOBZ3908
        RECKITT BEN TSY
        75625QAE9
        
          
        
        27571000.00000000
        PA
        USD
        30621841.43000000
        0.082109229946
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-06-26
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BH6
        
          
        
        43090000.00000000
        PA
        USD
        49578880.01000000
        0.132940524446
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2029-03-07
          Fixed
          3.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        N/A
        
          
        
        2300000.00000000
        PA
        
        1934366.00000000
        0.005186797895
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-07
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2015-C33
        N/A
        JPMBB 2015-C33 A4
        46645JAD4
        
          
        
        7300000.00000000
        PA
        USD
        8224399.00000000
        0.022052856298
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-12-15
          Fixed
          3.76970000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        DOWDUPONT
        26078JAD2
        
          
        
        4000000.00000000
        PA
        USD
        4859228.00000000
        0.013029506083
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          4.72500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN
        780153AZ5
        
          
        
        655000.00000000
        PA
        USD
        752431.25000000
        0.002017564837
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2025-06-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-A
        N/A
        NAROT 2019-A A4
        65479KAE0
        
          
        
        3520000.00000000
        PA
        USD
        3692671.14000000
        0.009901507211
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT AMERICA LEASING RECEIVABLES GALC_19-1
        N/A
        GALC 2019-1 A4
        39154TAX6
        
          
        
        2540000.00000000
        PA
        USD
        2650421.17000000
        0.007106824120
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-02-18
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endeavor Energy Resources LP / EER Finance Inc
        N/A
        ENDEAVOR ENERGY
        29260FAE0
        
          
        
        2670000.00000000
        PA
        USD
        2830200.00000000
        0.007588882044
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-01-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        WALT DISNEY CO
        254687FV3
        
          
        
        52590000.00000000
        PA
        USD
        54727152.42000000
        0.146745072553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-13
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_17-2
        N/A
        SYNCT 2017-2 C
        87165LBW0
        
          
        
        6390000.00000000
        PA
        USD
        6639385.73000000
        0.017802810809
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        91159HHS2
        
          
        
        2250000.00000000
        PA
        USD
        2639909.25000000
        0.007078637518
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-26
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818EP9
        
          
        
        7272000.00000000
        PA
        USD
        8056525.18000000
        0.021602720400
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Telekom International Finance BV
        529900ERDFHS6C1M4U58
        DEUTSCHE TEL FIN
        25156PBB8
        
          
        
        9350000.00000000
        PA
        USD
        11101096.05000000
        0.029766415266
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-06-21
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GVR2
        
          
        
        16595000.00000000
        PA
        USD
        18831242.63000000
        0.050493985961
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_18-1
        N/A
        FORDR 2018-1 B
        34532RAB2
        
          
        
        4390000.00000000
        PA
        USD
        4813400.57000000
        0.012906624676
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-07-15
          Fixed
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE3 Mortgage Trust
        N/A
        COMM 2012-CR3 AM
        12624PAJ4
        
          
        
        6160000.00000000
        PA
        USD
        6266814.40000000
        0.016803800182
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2045-10-15
          Fixed
          3.41600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY
        25746UDG1
        
          
        
        2010000.00000000
        PA
        USD
        2244058.47000000
        0.006017205508
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Life Global Funding I
        635400MMSOCXNNNZDZ82
        MET LIFE GLOB
        59217GBY4
        
          
        
        12520000.00000000
        PA
        USD
        14230181.92000000
        0.038156728168
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-12-18
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        STRYKER CORP
        863667AY7
        
          
        
        15000000.00000000
        PA
        USD
        15121335.00000000
        0.040546260924
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Performance Food Group Inc
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD
        71376LAD2
        
          
        
        765000.00000000
        PA
        USD
        822375.00000000
        0.002205111607
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3
        N/A
        AH4R 2014-SFR3 A
        02665XAA7
        
          
        
        6382433.26000000
        PA
        USD
        6784909.50000000
        0.018193017411
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-12-17
          Fixed
          3.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NDA6
        
          
        
        12290000.00000000
        PA
        USD
        13136916.19000000
        0.035225251711
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YAD1
        
          
        
        10000000.00000000
        PA
        USD
        11152400.00000000
        0.029903981383
        Long
        DBT
        CORP
        JP
        
        Y
        
        2
        
          2026-04-12
          Fixed
          3.47700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McCormick & Co Inc/MD
        549300JQQA6MQ4OJP259
        MCCORMICK
        579780AN7
        
          
        
        19985000.00000000
        PA
        USD
        22571698.52000000
        0.060523622927
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        VALERO ENERGY
        91913YBB5
        
          
        
        13825000.00000000
        PA
        USD
        13931590.75000000
        0.037356087517
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650CX6
        
          
        
        73169000.00000000
        PA
        USD
        85685142.80000000
        0.229755650366
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SBC6
        
          
        
        21166000.00000000
        PA
        USD
        24375612.24000000
        0.065360626828
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sampo Oyj
        743700UF3RL386WIDA22
        SAMPO OYJ
        N/A
        
          
        
        4716000.00000000
        PA
        
        6537884.07000000
        0.017530644840
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2049-05-23
          Variable
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        LOWE'S COS INC
        548661DY0
        
          
        
        28460000.00000000
        PA
        USD
        27989954.64000000
        0.075052103805
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK Group Holdings PLC
        549300F5XIFGNNW4CF72
        SANTANDER UK GRP
        80281LAM7
        
          
        
        15000000.00000000
        PA
        USD
        15039480.00000000
        0.040326775397
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-08-21
          Variable
          1.53200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_17-1
        N/A
        DRIVE 2017-1 D
        26208EAG9
        
          
        
        549568.32000000
        PA
        USD
        555240.63000000
        0.001488819040
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PulteGroup Inc
        N/A
        PULTEGROUP INC
        745867AX9
        
          
        
        1485000.00000000
        PA
        USD
        1763437.50000000
        0.004728471196
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC Holdings Corp
        549300HTO5U9D3SLE207
        ITC HOLDINGS COR
        465685AP0
        
          
        
        18745000.00000000
        PA
        USD
        21074816.05000000
        0.056509890859
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron USA Inc
        VA8TZDWPEZYU430RZ444
        CHEVRON USA INC
        166756AH9
        
          
        
        2000000.00000000
        PA
        USD
        1811080.00000000
        0.004856219522
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-08-12
          Fixed
          2.34300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C14
        N/A
        JPMBB 2013-C14 ASB
        46640LAE2
        
          
        
        0.02000000
        PA
        USD
        0.02000000
        0.000000000053
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-15
          Variable
          3.76070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE
        88033GCX6
        
          
        
        1641000.00000000
        PA
        USD
        1723050.00000000
        0.004620176385
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PCY6
        
          
        
        20317000.00000000
        PA
        USD
        23013817.63000000
        0.061709118573
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CJ6
        
          
        
        12450000.00000000
        PA
        USD
        12686076.90000000
        0.034016373825
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-04-18
          Variable
          1.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC
        95040QAK0
        
          
        
        10970000.00000000
        PA
        USD
        11887530.80000000
        0.031875156893
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        912828Z78
        
          
        
        247931000.00000000
        PA
        USD
        261102334.38000000
        0.700118301578
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-01-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Ltd
        4ZHCHI4KYZG2WVRT8631
        MACQUARIE BK LTD
        N/A
        
          
        
        9640000.00000000
        PA
        
        7657975.80000000
        0.020534052379
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2024-08-07
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-CCRE24 Mortgage Trust
        N/A
        COMM 2015-CR24 A5
        12593JBF2
        
          
        
        2590300.00000000
        PA
        USD
        2906808.76000000
        0.007794300333
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-08-10
          Fixed
          3.69600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fastighets AB Balder
        549300GHKJCEZOAEUU82
        BALDER
        N/A
        
          
        
        3161000.00000000
        PA
        
        3905748.74000000
        0.010472852265
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2028-01-28
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        94974BGP9
        
          
        
        17459000.00000000
        PA
        USD
        19421880.45000000
        0.052077718823
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-29
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Property Partners Europe Holdings Sarl
        213800Y3B5GQFBGVHP79
        BLACKSTONE PROP
        N/A
        
          
        
        5100000.00000000
        PA
        
        6528478.29000000
        0.017505424235
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-03-12
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        HEALTH CARE REIT
        42217KBF2
        
          
        
        9753000.00000000
        PA
        USD
        10973597.70000000
        0.029424541922
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B
        N/A
        SMB 2018-B A2A
        78449LAB4
        
          
        
        8658025.82000000
        PA
        USD
        9198579.27000000
        0.024665017686
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2037-01-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2015-GC34
        54930070360RBP384M53
        GSMS 2015-GC34 A3
        36250VAC6
        
          
        
        7544155.24000000
        PA
        USD
        8109891.44000000
        0.021745816384
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        REALTY INCOME
        756109AR5
        
          
        
        45976000.00000000
        PA
        USD
        53709025.27000000
        0.144015072254
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIN 2019-1
        N/A
        DIN 2019-1A A2I
        03789XAD0
        
          
        
        2254350.00000000
        PA
        USD
        2267153.58000000
        0.006079132603
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2049-06-07
          Fixed
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY
        25746UCY3
        
          
        
        3590000.00000000
        PA
        USD
        4271884.60000000
        0.011454606860
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB
        808513AZ8
        
          
        
        17652000.00000000
        PA
        USD
        20777074.78000000
        0.055711529126
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NCU3
        
          
        
        3753000.00000000
        PA
        USD
        4505649.14000000
        0.012081421757
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        COCA-COLA CO/THE
        191216CV0
        
          
        
        10000000.00000000
        PA
        USD
        9986920.00000000
        0.026778869997
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPP Finance SA
        549300KWN0W6L03WNN80
        WPP FINANCE
        N/A
        
          
        
        7200000.00000000
        PA
        
        9825689.05000000
        0.026346546253
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2027-05-19
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS
        369550AZ1
        
          
        
        20295000.00000000
        PA
        USD
        22131575.73000000
        0.059343480203
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP FUNDIN
        90351DAF4
        
          
        
        8500000.00000000
        PA
        USD
        9745743.00000000
        0.026132179373
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX COS INC
        872540AQ2
        
          
        
        28214000.00000000
        PA
        USD
        30298111.75000000
        0.081241183039
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burlington Northern Santa Fe LLC
        N/A
        BURLINGTON NORTH
        12189TAA2
        
          
        
        16231000.00000000
        PA
        USD
        21067627.00000000
        0.056490614182
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Rural Utilities Cooperative Finance Corp
        4NYF266XZC35SCTGX023
        NATL RURAL UTIL
        637432NP6
        
          
        
        11680000.00000000
        PA
        USD
        13236850.56000000
        0.035493215157
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-07
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Concho Resources Inc
        SYHS7HRDXLL4I0IQ8776
        CONCHO RES/MIDLA
        20605PAK7
        
          
        
        8500000.00000000
        PA
        USD
        9966250.00000000
        0.026723445578
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACER AUTO RECEIVABLES TRUST CPART_18-1A
        N/A
        CPART 2018-1A A4
        136451AE1
        
          
        
        3120630.84000000
        PA
        USD
        3142610.69000000
        0.008426578276
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2022-09-19
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC19
        N/A
        CGCMT 2014-GC19 A3
        17322AAC6
        
          
        
        476103.09000000
        PA
        USD
        511553.73000000
        0.001371677237
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-03-10
          Fixed
          3.75300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HNJ5
        
          
        
        4000000.00000000
        PA
        USD
        4691116.00000000
        0.012578731531
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GCJ12
        549300SSCQUZ3RRV2T53
        GSMS 2013-GC12 B
        36197XAQ7
        
          
        
        1550000.00000000
        PA
        USD
        1609551.00000000
        0.004315840818
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-06-10
          Variable
          3.77700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        KINDER MORGAN
        49456BAP6
        
          
        
        36386000.00000000
        PA
        USD
        42125272.94000000
        0.112954465207
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        F2TJC7HPPHLHU1AQMP98
        SABHLD 7.375 9/1/2025
        78573NAF9
        
          
        
        1628000.00000000
        PA
        USD
        1754170.00000000
        0.004703621375
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-09-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2015-GC27
        N/A
        CGCMT 2015-GC27 A5
        17323CAE7
        
          
        
        6417500.00000000
        PA
        USD
        6971458.60000000
        0.018693229097
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-10
          Fixed
          3.13700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico Government International Bond
        N/A
        UNITED MEXICAN
        91087BAM2
        
          
        
        16466000.00000000
        PA
        USD
        16445417.50000000
        0.044096648144
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2031-05-24
          Fixed
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135FBE0
        
          
        
        9850000.00000000
        PA
        USD
        9894029.50000000
        0.026529793943
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406FAE3
        
          
        
        10000000.00000000
        PA
        USD
        10817510.00000000
        0.029006009258
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-17
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Carolinas LLC
        MWIUSDMN17TCR56VW396
        DUKE ENERGY CAR
        26442CAX2
        
          
        
        20378000.00000000
        PA
        USD
        23954502.02000000
        0.064231464300
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4
        N/A
        GMCAR 2020-4 C
        36260KAF1
        
          
        
        1200000.00000000
        PA
        USD
        1203002.40000000
        0.003225723734
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-05-18
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Linde Inc/CT
        ZU69GUVJQGZ6Z1UOOO79
        PRAXAIR INC
        74005PBT0
        
          
        
        5570000.00000000
        PA
        USD
        5355399.04000000
        0.014359936264
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-10
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RPM International Inc
        549300TJCKW4BRXPJ474
        RPM INTL INC
        749685AX1
        
          
        
        15250000.00000000
        PA
        USD
        17615808.75000000
        0.047234928528
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        N/A
        LADDER CAP FINAN
        505742AG1
        
          
        
        316000.00000000
        PA
        USD
        315210.00000000
        0.000845202285
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp II
        5493005BBCF84ICNQ550
        GSMS 2012-BWTR A
        36192RAA0
        
          
        
        7625000.00000000
        PA
        USD
        7713221.25000000
        0.020682187212
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2034-11-05
          Fixed
          2.95400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT / EMC
        24703DBD2
        
          
        
        25096000.00000000
        PA
        USD
        32011805.10000000
        0.085836270557
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-07-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Brands Finance PLC
        2138008L3B3MCG1DFS50
        IMP TOBACCO FIN
        N/A
        
          
        
        600000.00000000
        PA
        
        831434.21000000
        0.002229402921
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-02-26
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        N/A
        MGM GROWTH/MGM F
        55303XAC9
        
          
        
        3010000.00000000
        PA
        USD
        3243275.00000000
        0.008696498979
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61744YAP3
        
          
        
        20000000.00000000
        PA
        USD
        22731480.00000000
        0.060952060071
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-24
          Variable
          3.77200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQU
        785592AV8
        
          
        
        49786000.00000000
        PA
        USD
        60178827.50000000
        0.161363162839
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
        N/A
        MSBAM 2013-C12 A4
        61762XAU1
        
          
        
        1940000.00000000
        PA
        USD
        2105501.40000000
        0.005645679375
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-10-15
          Variable
          4.25900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: OIS 0.000000 17-MAR-2023
        N/A
        
          
        
        57763000
        NC
        USD
        75419.13000000
        0.000202228422
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
            
              
                
              
            
            2023-03-17
            97337.53000000
            USD
            0.00000000
            USD
            57763000
            USD
            -21918.40000000
          
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C19
        N/A
        JPMBB 2014-C19 A4
        46641WAV9
        
          
        
        3680000.00000000
        PA
        USD
        4035745.60000000
        0.010821425100
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-04-15
          Fixed
          3.99650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        BERKSHIRE HATHWY
        N/A
        
          
        
        3342000.00000000
        PA
        
        3862958.10000000
        0.010358113689
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-01-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780097BP5
        
          
        
        12400000.00000000
        PA
        USD
        13345128.00000000
        0.035783549664
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-05-22
          Variable
          3.07300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prologis Euro Finance LLC
        549300MI5D1784PRQH06
        PROLOGIS EURO
        N/A
        
          
        
        2900000.00000000
        PA
        
        3742655.79000000
        0.010035535765
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-09-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
        N/A
        JPMCC 2012-LC9 A5
        46639EAE1
        
          
        
        3713383.49000000
        PA
        USD
        3825082.07000000
        0.010256553119
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-12-15
          Fixed
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Holdings Inc
        549300B3CEAHYG7K8164
        NOMURA HOLDINGS
        65535HAQ2
        
          
        
        18600000.00000000
        PA
        USD
        20054017.80000000
        0.053772728287
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2030-01-16
          Fixed
          3.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        ENTERGY LA LLC
        29364WAY4
        
          
        
        18176000.00000000
        PA
        USD
        19509318.66000000
        0.052312175138
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX COS INC
        872540AS8
        
          
        
        2000000.00000000
        PA
        USD
        2308302.00000000
        0.006189467741
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Concho Resources Inc
        SYHS7HRDXLL4I0IQ8776
        CONCHO RES/MIDLA
        20605PAM3
        
          
        
        6590000.00000000
        PA
        USD
        6809704.01000000
        0.018259501268
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818FK9
        
          
        
        2000000.00000000
        PA
        USD
        2139352.00000000
        0.005736446180
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-02-05
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HRS1
        
          
        
        36273000.00000000
        PA
        USD
        40234156.69000000
        0.107883636943
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kilroy Realty LP
        5493008CT3N3JR7P1552
        KILROY REALTY LP
        49427RAK8
        
          
        
        3500000.00000000
        PA
        USD
        4009873.00000000
        0.010752050459
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        N/A
        MGM GROWTH/MGM F
        55303XAB1
        
          
        
        1440000.00000000
        PA
        USD
        1526400.00000000
        0.004092880203
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        San Diego County Regional Airport Authority
        N/A
        SAN DIEGO CO ARPT-B
        79742GAE1
        
          
        
        800000.00000000
        PA
        USD
        806752.00000000
        0.002163220184
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2021-07-01
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MBW9
        
          
        
        32727000.00000000
        PA
        USD
        35317669.32000000
        0.094700595912
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2030-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP
        902613AC2
        
          
        
        30835000.00000000
        PA
        USD
        31127099.96000000
        0.083464027270
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2027-01-30
          Variable
          1.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        TORONTO DOM BANK
        89114QCP1
        
          
        
        16665000.00000000
        PA
        USD
        16583158.19000000
        0.044465985240
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-01-06
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2012-C8
        N/A
        WFRBS 2012-C8 A3
        92936YAC5
        
          
        
        3789000.00000000
        PA
        USD
        3903352.02000000
        0.010466425714
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          3.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NDN8
        
          
        
        2000000.00000000
        PA
        USD
        1941698.00000000
        0.005206457878
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embraer Overseas Ltd
        N/A
        EMBRAER OVERSEAS
        N/A
        
          
        
        582000.00000000
        PA
        USD
        621281.33000000
        0.001665900194
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-09-16
          Fixed
          5.69600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HQW3
        
          
        
        1070000.00000000
        PA
        USD
        1187325.50000000
        0.003183687784
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Private Activity Bond Surface Transportation Corp
        N/A
        TX ST PRIV ACTIVITY-B
        882667AZ1
        
          
        
        8550000.00000000
        PA
        USD
        9789237.00000000
        0.026248803935
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2049-12-31
          Fixed
          3.92200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2016-BNK2
        N/A
        MSC 2016-BNK2 A3
        61690YBT8
        
          
        
        8300000.00000000
        PA
        USD
        8979438.00000000
        0.024077413542
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-11-15
          Fixed
          2.79100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I 2017-HR2
        N/A
        MSC 2017-HR2 ASB
        61691NAC9
        
          
        
        2800000.00000000
        PA
        USD
        3112172.00000000
        0.008344960147
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-12-15
          Fixed
          3.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2019-C7
        N/A
        CGCMT 2019-C7 A3
        17328CAC6
        
          
        
        7000000.00000000
        PA
        USD
        7531790.00000000
        0.020195698499
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2072-12-15
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2019-GC42
        N/A
        GSMS 2019-GC42 A4
        36257UAL1
        
          
        
        7000000.00000000
        PA
        USD
        7745150.00000000
        0.020767800779
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-09-01
          Fixed
          3.00050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE12 Mortgage Trust
        549300MGZ5FI5VFL1177
        COMM 2013-CR12 A4
        12591KAE5
        
          
        
        13126800.00000000
        PA
        USD
        14267518.92000000
        0.038256843385
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-10-10
          Fixed
          4.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Storage LP
        X0MIGH67XZCB7HL1A534
        LIFE STORAGE
        53227JAC8
        
          
        
        7000000.00000000
        PA
        USD
        7043848.00000000
        0.018887333619
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        QUEST DIAGNOSTIC
        74834LBB5
        
          
        
        13950000.00000000
        PA
        USD
        15291459.90000000
        0.041002432855
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-30
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern California Gas Co
        XY0N0J73VHV5F4CUJV89
        SOUTHERN CAL GAS
        842434CU4
        
          
        
        5790000.00000000
        PA
        USD
        6174496.53000000
        0.016556259575
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAFIGURA SECURITISATION FINANCE PLC TRFIG_18-1A
        N/A
        TRFIG 2018-1A A2
        892725AK8
        
          
        
        21540000.00000000
        PA
        USD
        21946595.50000000
        0.058847475275
        Long
        ABS-CBDO
        CORP
        IE
        
        Y
        
        2
        
          2022-03-15
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Commercial Mortgage Trust 2017-BNK3
        N/A
        BACM 2017-BNK3 A4
        06427DAS2
        
          
        
        1540000.00000000
        PA
        USD
        1738752.40000000
        0.004662280710
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-02-15
          Fixed
          3.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822AV6
        
          
        
        10136000.00000000
        PA
        USD
        11750137.73000000
        0.031506751903
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2028-03-02
          Fixed
          3.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GGR4
        
          
        
        12862000.00000000
        PA
        USD
        14456270.62000000
        0.038762961111
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-21
          Variable
          3.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
        N/A
        MSBAM 2013-C11 A3
        61762TAD8
        
          
        
        10950761.25000000
        PA
        USD
        11577363.81000000
        0.031043476905
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-15
          Fixed
          3.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668BN1
        
          
        
        19700000.00000000
        PA
        USD
        19812841.60000000
        0.053126039808
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-11-24
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        ECOPETROL SA
        279158AL3
        
          
        
        6972000.00000000
        PA
        USD
        7921935.00000000
        0.021241831064
        Long
        DBT
        CORP
        CO
        
        N
        
        2
        
          2026-06-26
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KEYCORP
        49326EEG4
        
          
        
        15000000.00000000
        PA
        USD
        17639055.00000000
        0.047297260889
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-30
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Finance Inc
        N/A
        BROOKFIELD FIN
        11271LAC6
        
          
        
        19925000.00000000
        PA
        USD
        22761343.68000000
        0.061032136371
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-25
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Appalachian Power Co
        3SCHO1ABYYIG382BEI70
        APPALACHIAN PWR
        037735CW5
        
          
        
        2860000.00000000
        PA
        USD
        3184035.14000000
        0.008537653559
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFC
        101137AW7
        
          
        
        4000000.00000000
        PA
        USD
        4513564.00000000
        0.012102644617
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABR5
        
          
        
        3885000.00000000
        PA
        USD
        3921569.51000000
        0.010515273987
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        LIVE NATION ENT
        538034AR0
        
          
        
        1615000.00000000
        PA
        USD
        1621056.25000000
        0.004346690929
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
        N/A
        MSBAM 2015-C24 A3
        61765LAT7
        
          
        
        4300000.00000000
        PA
        USD
        4682657.00000000
        0.012556049617
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-05-15
          Fixed
          3.47900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2020-GC45
        N/A
        GSMS 2020-GC45 A5
        36258YBG2
        
          
        
        18170000.00000000
        PA
        USD
        20014073.30000000
        0.053665621334
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-02-13
          Fixed
          2.91060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61761J3R8
        
          
        
        6054000.00000000
        PA
        USD
        6703739.50000000
        0.017975368638
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-27
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICBCIL Finance Co Ltd
        549300ZCUURSNVTOEU07
        ICBCIL FINANCE
        N/A
        
          
        
        10000000.00000000
        PA
        USD
        10253358.00000000
        0.027493295322
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2022-04-05
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Finance Inc
        N/A
        BROOKFIELD FIN
        11271LAE2
        
          
        
        13000000.00000000
        PA
        USD
        15424877.00000000
        0.041360176702
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-04-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mueller Water Products Inc
        549300F7ZU4P1F8V8L60
        MUELLER WATER
        624758AE8
        
          
        
        4123000.00000000
        PA
        USD
        4267305.00000000
        0.011442327147
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS IN
        737446AQ7
        
          
        
        1917000.00000000
        PA
        USD
        1996076.25000000
        0.005352267406
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabra Health Care LP
        549300OVKLRFSIQG0H81
        SABRA HEALTH CAR
        78572XAG6
        
          
        
        21580000.00000000
        PA
        USD
        22438128.70000000
        0.060165469578
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameren Corp
        XRZQ5S7HYJFPHJ78L959
        AMEREN CORP
        023608AJ1
        
          
        
        15245000.00000000
        PA
        USD
        17271258.69000000
        0.046311053973
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phoenix Group Holdings PLC
        2138001P49OLAEU33T68
        PHOENIX GRP
        BJ0861465
        
          
        
        1800000.00000000
        PA
        
        3004658.87000000
        0.008056675057
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-04-28
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_17-A
        N/A
        SMB 2017-A A2B
        78448WAC9
        
          
        
        4971461.83000000
        PA
        USD
        4988285.75000000
        0.013375560794
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2034-09-15
          Floating
          1.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Big River Steel LLC / BRS Finance Corp
        N/A
        BIG RVR STL/FIN
        08949LAB6
        
          
        
        2784000.00000000
        PA
        USD
        3017160.00000000
        0.008090195515
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-31
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel SA
        VBHFXSYT7OG62HNT8T76
        BANQ FED CRD MUT
        N/A
        
          
        
        9100000.00000000
        PA
        
        11104005.68000000
        0.029774217131
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2027-10-08
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Ohio Inc
        L6KC0HABGHNFU1Z6QY21
        DUKE ENERGY OHIO
        26442EAH3
        
          
        
        10000000.00000000
        PA
        USD
        10357190.00000000
        0.027771709851
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE Systems PLC
        8SVCSVKSGDWMW2QHOH83
        BAE SYSTEMS PLC
        05523RAF4
        
          
        
        16670000.00000000
        PA
        USD
        16627058.08000000
        0.044583698153
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2031-02-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Energy Co
        549300JD0S5IZJE9LY15
        BERKSHIRE HATHAW
        084659AM3
        
          
        
        10955000.00000000
        PA
        USD
        12393457.23000000
        0.033231745120
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CF4
        
          
        
        17320000.00000000
        PA
        USD
        21366506.24000000
        0.057292027261
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-03-31
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214DW0
        
          
        
        10000000.00000000
        PA
        USD
        11383010.00000000
        0.030522337714
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2028-01-25
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        UPJOHN INC
        91533BAE0
        
          
        
        5000000.00000000
        PA
        USD
        5515705.00000000
        0.014789779745
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2040-06-22
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        COM BK AUSTRALIA
        2027A0JT7
        
          
        
        26712000.00000000
        PA
        USD
        29931624.07000000
        0.080258485076
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2027-09-19
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        TAKEDA PHARMACEU
        874060AW6
        
          
        
        22708000.00000000
        PA
        USD
        28060162.06000000
        0.075240357579
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2028-11-26
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colombia Government International Bond
        N/A
        COLOMBIA REP OF
        195325BB0
        
          
        
        33694000.00000000
        PA
        USD
        54132847.79000000
        0.145151507528
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2033-01-28
          Fixed
          10.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL 2016-C5 Commercial Mortgage Trust
        549300FU8TZDHFLQZL50
        CSAIL 2016-C5 C
        12636LBE9
        
          
        
        3620000.00000000
        PA
        USD
        3553464.40000000
        0.009528239057
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-11-15
          Variable
          4.62970000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC
        713448EU8
        
          
        
        2000000.00000000
        PA
        USD
        2375174.00000000
        0.006368777938
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-03-19
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        QUEST DIAGNOSTIC
        74834LAZ3
        
          
        
        6900000.00000000
        PA
        USD
        7739757.60000000
        0.020753341629
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMCC Commercial Mortgage Securities Trust 2017-JP7
        N/A
        JPMCC 2017-JP7 A5
        465968AE5
        
          
        
        4680000.00000000
        PA
        USD
        5285264.40000000
        0.014171877642
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-15
          Fixed
          3.45400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        LIVE NATION ENT
        538034AV1
        
          
        
        975000.00000000
        PA
        USD
        1082250.00000000
        0.002901938941
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        ENTERGY LA LLC
        29364WAZ1
        
          
        
        26733900.00000000
        PA
        USD
        29781618.07000000
        0.079856259848
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-01
          Fixed
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WDL2
        
          
        
        29536000.00000000
        PA
        USD
        29983086.43000000
        0.080396475953
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-08
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scripps Escrow II Inc
        N/A
        SCRIPPS ESCROW
        81105DAB1
        
          
        
        3315000.00000000
        PA
        USD
        3356437.50000000
        0.008999932258
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-01-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB International Finance II BV
        549300ZSNDBYN4Z4VZ93
        LYB INT FINANCE
        50247WAB3
        
          
        
        11389000.00000000
        PA
        USD
        12800826.00000000
        0.034324061403
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-03-02
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust 2012-C1
        N/A
        UBSCM 2012-C1 AS
        90269GAE1
        
          
        
        1200000.00000000
        PA
        USD
        1237008.00000000
        0.003316906155
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-05-10
          Fixed
          4.17100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        639057AB4
        
          
        
        15000000.00000000
        PA
        USD
        15178080.00000000
        0.040698416642
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2035-11-28
          Variable
          3.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2F9
        
          
        
        21350000.00000000
        PA
        USD
        23454683.00000000
        0.062891252447
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-17
          Variable
          3.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asbury Automotive Group Inc
        549300JH4DTA7U42GL91
        ASBURY AUTO GRP
        043436AV6
        
          
        
        3912000.00000000
        PA
        USD
        4146720.00000000
        0.011118991220
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VDY7
        
          
        
        44892000.00000000
        PA
        USD
        52646688.97000000
        0.141166529793
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-16
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabre GLBL Inc
        F2TJC7HPPHLHU1AQMP98
        SABRE GLBL INC
        78573NAC6
        
          
        
        1400000.00000000
        PA
        USD
        1652000.00000000
        0.004429663323
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'REILLY AUTOMOT
        67103HAH0
        
          
        
        12000000.00000000
        PA
        USD
        13891884.00000000
        0.037249618066
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280AU3
        
          
        
        3045000.00000000
        PA
        USD
        3430067.66000000
        0.009197363746
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-08-18
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sharjah Sukuk Program Ltd
        549300N3BQ9P6RRMVV02
        SHARJAH SUKUK
        N/A
        
          
        
        22223000.00000000
        PA
        USD
        23047291.07000000
        0.061798874063
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-06-10
          Fixed
          2.94200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        CBS CORP
        124857AX1
        
          
        
        4000000.00000000
        PA
        USD
        4537448.00000000
        0.012166687037
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QualityTech LP / QTS Finance Corp
        N/A
        QTS LP/FINANCE
        74759BAF0
        
          
        
        1325000.00000000
        PA
        USD
        1346531.25000000
        0.003610581169
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN
        666807BN1
        
          
        
        66581000.00000000
        PA
        USD
        74096130.63000000
        0.198680939614
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors Inc
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE
        681936BL3
        
          
        
        10000000.00000000
        PA
        USD
        10601110.00000000
        0.028425755540
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petronas Capital Ltd
        549300G7YFX3540OYR85
        PETRONAS CAP LTD
        716743AP4
        
          
        
        6029000.00000000
        PA
        USD
        6790076.84000000
        0.018206873087
        Long
        DBT
        CORP
        MY
        
        Y
        
        2
        
          2030-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
        N/A
        CHEVRON PHILLIPS
        166754AS0
        
          
        
        23646000.00000000
        PA
        USD
        26730975.39000000
        0.071676284067
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP
        58013MFJ8
        
          
        
        22939000.00000000
        PA
        USD
        24590608.00000000
        0.065937115225
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Group LLC / Jefferies Group Capital Finance Inc
        N/A
        JEFFERIES GROUP
        47233JAG3
        
          
        
        4000000.00000000
        PA
        USD
        4739760.00000000
        0.012709165274
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YBD0
        
          
        
        10200000.00000000
        PA
        USD
        10630684.80000000
        0.028505057239
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2026-05-25
          Variable
          2.22600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE18 Mortgage Trust
        N/A
        COMM 2014-CR18 A5
        12632QAX1
        
          
        
        11585400.00000000
        PA
        USD
        12756683.94000000
        0.034205699137
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-15
          Fixed
          3.82800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities Inc
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL
        015271AV1
        
          
        
        14500000.00000000
        PA
        USD
        14163643.50000000
        0.037978312430
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2033-02-01
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM Midstream Partners LP
        549300NELT611CL6XM83
        EQM MIDSTREAM PT
        26885BAH3
        
          
        
        2604000.00000000
        PA
        USD
        2799300.00000000
        0.007506026961
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29278NAF0
        
          
        
        5645000.00000000
        PA
        USD
        6435300.00000000
        0.017255576503
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG Energy Corp
        5493002WXPTG5ZC1T326
        MEG ENERGY CORP
        552704AF5
        
          
        
        400000.00000000
        PA
        USD
        398000.00000000
        0.001067194916
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX.NA.IG.35.V1 5YR RTP @ 52.50000
        N/A
        
          
        
        -86175000.00000000
        NC
        USD
        -225086.51000000
        -0.00060354567
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                
                  
                    JPMORGAN CHASE BANK, N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    N/A
                    N/A
                    ICE: (CDX.NA.IG.35.V1)
                    N/A
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    
                    US
                  
                  
                    
                      ICE: (CDX.NA.IG.35.V1)
                      2I65BYDX0
                    
                  
                  
                  
                    
                      
                    
                  
                  2025-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            -86175000.00000000
            52.50000000
            USD
            2021-02-17
            XXXX
            -31192.76000000
          
        
        
          N
          N
          N
        
      
      
        RELX Capital Inc
        2R15C3RTKJN1RCBOV146
        RELX CAPITAL INC
        74949LAD4
        
          
        
        13800000.00000000
        PA
        USD
        15057276.60000000
        0.040374495098
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        EBAY INC
        278642AF0
        
          
        
        4000000.00000000
        PA
        USD
        4495404.00000000
        0.012053950497
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_19-4
        N/A
        CARMX 2019-4 C
        14315WAG5
        
          
        
        2690000.00000000
        PA
        USD
        2827650.26000000
        0.007582045186
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embraer Netherlands Finance BV
        724500PBR8LR26XBSP67
        EMBRAER NL FINAN
        29082HAA0
        
          
        
        17853000.00000000
        PA
        USD
        18712122.07000000
        0.050174576775
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-06-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P GLOBAL INC
        78409VAM6
        
          
        
        10649000.00000000
        PA
        USD
        11697000.04000000
        0.031364268806
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-22
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C14
        N/A
        JPMBB 2013-C14 A4
        46640LAD4
        
          
        
        6118000.00000000
        PA
        USD
        6484712.92000000
        0.017388072023
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-15
          Variable
          4.13270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        N/A
        LEVEL 3 FIN INC
        527298BS1
        
          
        
        1920000.00000000
        PA
        USD
        1920000.00000000
        0.005148276985
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        STATE STREET CRP
        857477BM4
        
          
        
        6320000.00000000
        PA
        USD
        6851410.88000000
        0.018371333830
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-30
          Variable
          2.90100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo Bimbo SAB de CV
        5493000RIXURZEBFEV60
        GRUPO BIMBO SAB
        N/A
        
          
        
        4060000.00000000
        PA
        USD
        4212970.65000000
        0.011296635332
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2022-01-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: OIS 0.000000 17-MAR-2024
        N/A
        
          
        
        44415000
        NC
        USD
        168156.16000000
        0.000450892962
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
            
              
                
              
            
            2024-03-17
            171645.34000000
            USD
            0.00000000
            USD
            44415000
            USD
            -3489.18000000
          
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        539439AT6
        
          
        
        23800000.00000000
        PA
        USD
        28321167.00000000
        0.075940214727
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-08-16
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyco Electronics Group SA
        C33G1C5SYE2YM95EE712
        TYCO ELECTRONICS
        902133AT4
        
          
        
        25054000.00000000
        PA
        USD
        28003056.23000000
        0.075087234334
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-02-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC
        893647BE6
        
          
        
        6984000.00000000
        PA
        USD
        7368120.00000000
        0.019756834700
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2016-GC37
        N/A
        CGCMT 2016-GC37 A3
        17290XAS9
        
          
        
        11432068.13000000
        PA
        USD
        12145543.50000000
        0.032566990667
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-04-10
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC23
        N/A
        CGCMT 2014-GC23 B
        17322VAW6
        
          
        
        800000.00000000
        PA
        USD
        862768.00000000
        0.002313421165
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Variable
          4.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FIN
        744320AV4
        
          
        
        3575000.00000000
        PA
        USD
        3914625.00000000
        0.010496653018
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-05-15
          Variable
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC
        629377CC4
        
          
        
        1545000.00000000
        PA
        USD
        1620318.75000000
        0.004344713401
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embraer Netherlands Finance BV
        724500PBR8LR26XBSP67
        EMBRAER NL FINAN
        29082HAB8
        
          
        
        4100000.00000000
        PA
        USD
        4257349.80000000
        0.011415633331
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-02-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reynolds American Inc
        02S2RPPVO9RP4NEU2740
        REYNOLDS AMERICA
        761713BG0
        
          
        
        35809000.00000000
        PA
        USD
        40503703.14000000
        0.108606397247
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-12
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Turkey Government International Bond
        N/A
        TURKEY REP OF
        900123CA6
        
          
        
        6630000.00000000
        PA
        USD
        6605508.78000000
        0.017711973349
        Long
        DBT
        NUSS
        TR
        
        N
        
        2
        
          2023-03-23
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vietnam Government International Bond
        N/A
        VIETNAM (REP OF)
        N/A
        
          
        
        10000000.00000000
        PA
        USD
        11288741.00000000
        0.030269565358
        Long
        DBT
        NUSS
        VN
        
        N
        
        2
        
          2024-11-19
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Progress LLC
        0NIFZ782LS46WOC9QK20
        DUKE ENERGY PROG
        26442UAH7
        
          
        
        4221000.00000000
        PA
        USD
        4802117.73000000
        0.012876370933
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        PUBLIC STORAGE
        74460DAC3
        
          
        
        7137000.00000000
        PA
        USD
        8005915.48000000
        0.021467015841
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-15
          Fixed
          3.09400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236TGY5
        
          
        
        25000000.00000000
        PA
        USD
        28699375.00000000
        0.076954339489
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST PROG_18-SFR3
        N/A
        PROG 2018-SFR3 A
        74331MAA4
        
          
        
        0.02000000
        PA
        USD
        0.02000000
        0.000000000053
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2035-10-17
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        AVOLON HDGS
        05401AAP6
        
          
        
        20000000.00000000
        PA
        USD
        19545580.00000000
        0.052409406087
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2028-02-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors Inc
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE
        681936BK5
        
          
        
        10137000.00000000
        PA
        USD
        11491323.47000000
        0.030812768831
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'REILLY AUTOMOT
        67103HAF4
        
          
        
        9000000.00000000
        PA
        USD
        10208349.00000000
        0.027372608447
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Texas
        549300X9CH74QB747L76
        TEXAS ST-G-REF-TXBL
        882723FR5
        
          
        
        2000000.00000000
        PA
        USD
        2102600.00000000
        0.005637899578
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          3.68200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61744YAK4
        
          
        
        51390000.00000000
        PA
        USD
        58122809.46000000
        0.155850167861
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-22
          Variable
          3.59100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Co
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS&ELEC
        694308HW0
        
          
        
        10000000.00000000
        PA
        USD
        10773400.00000000
        0.028887732957
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        STARBUCKS CORP
        855244AS8
        
          
        
        5000000.00000000
        PA
        USD
        6322685.00000000
        0.016953611288
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236THG3
        
          
        
        20000000.00000000
        PA
        USD
        19969060.00000000
        0.053544922930
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-13
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC
        902494BC6
        
          
        
        14400000.00000000
        PA
        USD
        16367817.60000000
        0.043888572217
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-02
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_19-1
        N/A
        GFORT 2019-1 A
        361886BZ6
        
          
        
        5900000.00000000
        PA
        USD
        6074321.40000000
        0.016287650556
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        UPJOHN INC
        91533BAB6
        
          
        
        10000000.00000000
        PA
        USD
        10304470.00000000
        0.027630346745
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-22
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2017-P8
        N/A
        CGCMT 2017-P8 A4
        17326DAD4
        
          
        
        3770000.00000000
        PA
        USD
        4267640.00000000
        0.011443225414
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-15
          Fixed
          3.46500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE
        225433AC5
        
          
        
        5000000.00000000
        PA
        USD
        5525900.00000000
        0.014817116560
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2025-03-26
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lazard Group LLC
        FI94J2CJ1D7BIGVMS874
        LAZARD GROUP LLC
        52107QAJ4
        
          
        
        31409000.00000000
        PA
        USD
        37161621.17000000
        0.099644957825
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-19
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C20
        549300UVB571ELWL8972
        WFRBS 2014-C20 B
        92890FAY2
        
          
        
        2410000.00000000
        PA
        USD
        2329602.40000000
        0.006246582511
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-15
          Fixed
          4.37800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heathrow Funding Ltd
        7TI96JO3DYEIQWZ7Z726
        BAA FUNDING LTD
        EI0650552
        
          
        
        3665000.00000000
        PA
        
        6396952.99000000
        0.017152753050
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2028-12-03
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Bank / Debt not acquired by JPMorgan
        N/A
        WASH MUT BANK NV
        93933VAS7
        
          
        
        6147000.00000000
        PA
        USD
        614.70000000
        0.000001648253
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2013-01-15
          Fixed
          5.50000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Lonsdale Finance Pty Ltd
        549300VX4WC30OTQ1E62
        LONSDALE FINANCE
        ZQ5768911
        
          
        
        2500000.00000000
        PA
        
        2010990.68000000
        0.005392258873
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2026-11-20
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        N/A
        TARGA RES PRTNRS
        87612BBT8
        
          
        
        795000.00000000
        PA
        USD
        787050.00000000
        0.002110391355
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHS1
        
          
        
        5000000.00000000
        PA
        USD
        6275455.00000000
        0.016826969037
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-03-15
          Variable
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MBC3
        
          
        
        4870000.00000000
        PA
        USD
        5637025.00000000
        0.015115086497
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2028-07-19
          Fixed
          3.94400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        STRYKER CORP
        863667AH4
        
          
        
        15000000.00000000
        PA
        USD
        16674090.00000000
        0.044709809274
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_16-4
        N/A
        CARMX 2018-4 D
        14315EAG5
        
          
        
        1360000.00000000
        PA
        USD
        1444852.98000000
        0.003874220492
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern California Edison Co
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CAL ED
        842400GV9
        
          
        
        6529000.00000000
        PA
        USD
        6566391.58000000
        0.017607084714
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2014-150E
        N/A
        MSC 2014-150E A
        61764BAA1
        
          
        
        6370000.00000000
        PA
        USD
        6980054.90000000
        0.018716279167
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2032-09-09
          Fixed
          3.91200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seagate HDD Cayman
        529900BD50TRWEG1SF63
        SEAGATE HDD CAYM
        81180WBA8
        
          
        
        2770000.00000000
        PA
        USD
        2686900.00000000
        0.007204638246
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2029-07-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        MERCK & CO INC
        58933YBB0
        
          
        
        2000000.00000000
        PA
        USD
        1931178.00000000
        0.005178249610
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-24
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        LOWE'S COS INC
        548661DM6
        
          
        
        5067000.00000000
        PA
        USD
        5454103.60000000
        0.014624602105
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2012-GC8
        N/A
        CGCMT 2012-GC8 AS
        17318UAF1
        
          
        
        2017000.00000000
        PA
        USD
        2076057.76000000
        0.005566729368
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2045-09-10
          Fixed
          3.68300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2L6
        
          
        
        2000000.00000000
        PA
        USD
        2398870.00000000
        0.006432316256
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-04
          Variable
          4.47800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Devon Energy Corp
        54930042348RKR3ZPN35
        DEVON ENERGY
        25179MAV5
        
          
        
        7000000.00000000
        PA
        USD
        8216250.00000000
        0.022031005617
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162CS7
        
          
        
        2000000.00000000
        PA
        USD
        2135780.00000000
        0.005726868239
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-02-21
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        BIOGEN INC
        09062XAH6
        
          
        
        15000000.00000000
        PA
        USD
        15442845.00000000
        0.041408355994
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        ENCOMPASS HLTH
        29261AAE0
        
          
        
        845000.00000000
        PA
        USD
        895700.00000000
        0.002401724841
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCo Inc
        549300JEB576INN13W07
        WRKCO INC
        92940PAE4
        
          
        
        21616000.00000000
        PA
        USD
        24728660.77000000
        0.066307289131
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PAR7
        
          
        
        46001000.00000000
        PA
        USD
        53085338.00000000
        0.142342720786
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-23
          Variable
          4.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-BAMLL Trust
        N/A
        UBSBM 2012-WRM A
        90269PAA9
        
          
        
        6673000.00000000
        PA
        USD
        6657251.72000000
        0.017850716572
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2030-06-10
          Fixed
          3.66300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arconic Corp
        549300B4YFWH3U74B152
        ARCONIC CORP
        03966VAB3
        
          
        
        770000.00000000
        PA
        USD
        823900.00000000
        0.002209200733
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AVALONBAY COMMUN
        05348EBG3
        
          
        
        29752000.00000000
        PA
        USD
        31098158.99000000
        0.083386425119
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Inc
        549300KY09TR3J12JU49
        SS&C TECH INC
        78466CAC0
        
          
        
        3318000.00000000
        PA
        USD
        3512932.50000000
        0.009419557053
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-09-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        THERMO FISHER
        883556BX9
        
          
        
        15870000.00000000
        PA
        USD
        17732328.63000000
        0.047547364265
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust 2013-C6
        549300G1IXWLFE766Q13
        UBSBB 2013-C6 A4
        90349GBF1
        
          
        
        3970000.00000000
        PA
        USD
        4169333.70000000
        0.011179627465
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-04-10
          Fixed
          3.24430000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS IN
        370334CL6
        
          
        
        37085000.00000000
        PA
        USD
        40293186.27000000
        0.108041918520
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-2
        N/A
        CARMX 2018-2 B
        14314XAE9
        
          
        
        2140000.00000000
        PA
        USD
        2222086.76000000
        0.005958290691
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-10-16
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BorgWarner Inc
        549300DSFX2IE88NSX47
        BORGWARNER INC
        099724AL0
        
          
        
        89026000.00000000
        PA
        USD
        95857588.16000000
        0.257031986999
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP
        58013MFP4
        
          
        
        13000000.00000000
        PA
        USD
        14755286.00000000
        0.039564739235
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2S1
        
          
        
        25588000.00000000
        PA
        USD
        26919164.52000000
        0.072180893320
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-02
          Variable
          2.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Capital Corp
        E0KSF7PFQ210NWI8Z391
        JOHN DEERE CAP
        24422EVF3
        
          
        
        5000000.00000000
        PA
        USD
        5221000.00000000
        0.013999559449
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-09
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (TURKEY)
        N/A
        
          
        
        3310000.00000000
        NC
        USD
        151298.44000000
        0.000405690769
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                TURKEY REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2023-12-20
            0.00000000
            USD
            0.00000000
            USD
            3310000.00000000
            USD
            -15777.08000000
          
        
        
          N
          N
          N
        
      
      
        Chevron USA Inc
        VA8TZDWPEZYU430RZ444
        CHEVRON USA INC
        166756AR7
        
          
        
        6735000.00000000
        PA
        USD
        7797015.21000000
        0.020906871856
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (TURKEY)
        N/A
        
          
        
        3310000.00000000
        NC
        USD
        151298.44000000
        0.000405690769
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                TURKEY REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2023-12-20
            0.00000000
            USD
            0.00000000
            USD
            3310000.00000000
            USD
            -10507.79000000
          
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BS2
        
          
        
        13260000.00000000
        PA
        USD
        13508134.38000000
        0.036220634036
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-07-17
          Fixed
          1.41200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C17
        N/A
        WFRBS 2013-C17 ASB
        92938GAE8
        
          
        
        0.01000000
        PA
        USD
        0.01000000
        0.000000000026
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Fixed
          3.55800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2015-GC30
        549300L45M7638EL0H21
        GSMS 2015-GC30 A4
        36250GAP0
        
          
        
        2397500.00000000
        PA
        USD
        2640582.53000000
        0.007080442848
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-05-10
          Fixed
          3.38200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergy Kansas Central Inc
        J75GNWGEO73W89ZV3S44
        WESTAR ENERGY
        95709TAN0
        
          
        
        16615000.00000000
        PA
        USD
        17894172.24000000
        0.047981330793
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822AN4
        
          
        
        4920000.00000000
        PA
        USD
        5622758.04000000
        0.015076831153
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2027-02-22
          Fixed
          3.67700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650DM9
        
          
        
        45000000.00000000
        PA
        USD
        44959500.00000000
        0.120554145387
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-21
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        WALT DISNEY CO
        254687FW1
        
          
        
        5160000.00000000
        PA
        USD
        5454145.80000000
        0.014624715260
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-13
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationwide Building Society
        549300XFX12G42QIKN82
        NATIONWIDE BLDG
        63859UBF9
        
          
        
        12620000.00000000
        PA
        USD
        12624505.34000000
        0.033851276197
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2025-08-28
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        QUEST DIAGNOSTIC
        74834LBC3
        
          
        
        6655000.00000000
        PA
        USD
        7193941.87000000
        0.019289794461
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-30
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172CR8
        
          
        
        15000000.00000000
        PA
        USD
        14944650.00000000
        0.040072498779
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-01
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EI du Pont de Nemours and Co
        GLU7INWNWH88J9XBXD45
        DUPONT EI NEMOUR
        263534CN7
        
          
        
        5175000.00000000
        PA
        USD
        5364322.20000000
        0.014383862774
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODU
        29379VBL6
        
          
        
        2000000.00000000
        PA
        USD
        2308386.00000000
        0.006189692978
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Media Finance PLC
        2138001LVYC87DDHT482
        VIRGIN MEDIA FIN
        92769VAJ8
        
          
        
        900000.00000000
        PA
        USD
        920250.00000000
        0.002467553070
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2030-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264AAU9
        
          
        
        4320000.00000000
        PA
        USD
        4419360.00000000
        0.011850046552
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2017-C39
        N/A
        WFCM 2017-C39 A4
        95000XAE7
        
          
        
        1400000.00000000
        PA
        USD
        1527078.00000000
        0.004094698189
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-15
          Fixed
          3.15700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENDING
        N/A
        SIDC 2019-1A A2
        85236KAA0
        
          
        
        0.18000000
        PA
        USD
        0.19000000
        0.000000000509
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2044-02-25
          Fixed
          4.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-LC22
        549300XO83D3BDYP0P62
        WFCM 2015-LC22 AS
        94989TBB9
        
          
        
        2045000.00000000
        PA
        USD
        2282813.05000000
        0.006121121816
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Variable
          4.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zayo Group Holdings Inc
        529900Z6OTS7RT0V0I47
        ZAYO GROUP HOLDI
        98919VAA3
        
          
        
        2710000.00000000
        PA
        USD
        2710000.00000000
        0.007266578453
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C26
        N/A
        JPMBB 2014-C26 A4
        46643TBJ0
        
          
        
        5121000.00000000
        PA
        USD
        5620809.60000000
        0.015071606617
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-01-15
          Fixed
          3.49430000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        NORTHERN TRST CO
        665859AV6
        
          
        
        20893000.00000000
        PA
        USD
        21370091.66000000
        0.057301641186
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF EQUIPMENT FINANCE LLC MMAF_19-A
        N/A
        MMAF 2019-A A5
        60700FAJ2
        
          
        
        2630000.00000000
        PA
        USD
        2837828.12000000
        0.007609336041
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2041-11-12
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        91159HHR4
        
          
        
        30644000.00000000
        PA
        USD
        34321617.08000000
        0.092029787150
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-27
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB
        808513BC8
        
          
        
        1705000.00000000
        PA
        USD
        2109969.90000000
        0.005657661185
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-22
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PAM8
        
          
        
        42057000.00000000
        PA
        USD
        47044329.35000000
        0.126144394846
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-23
          Variable
          3.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GXJ8
        
          
        
        18340000.00000000
        PA
        USD
        20175302.14000000
        0.054097939421
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-CCRE25 Mortgage Trust
        N/A
        COMM 2015-CR25 A4
        12593PAW2
        
          
        
        4187400.00000000
        PA
        USD
        4707935.69000000
        0.012623831751
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-08-10
          Fixed
          3.75900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (STANLN)
        BVN43EYW7
        
          
        
        7945000.00000000
        NC
        USD
        -64197.98000000
        -0.00017214009
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                N/A
                STANDARD CHART
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-12-20
            0.00000000
            USD
            0.00000000
            USD
            7945000.00000000
            USD
            -67484.69000000
          
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_16-4
        N/A
        CARMX 2018-4 C
        14315EAF7
        
          
        
        2010000.00000000
        PA
        USD
        2133818.01000000
        0.005721607371
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-07-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Capital Corp
        2549000BD79OOCPF2L94
        OWL ROCK CAPITAL
        69121KAE4
        
          
        
        16000000.00000000
        PA
        USD
        16405712.00000000
        0.043990182044
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC
        629377CP5
        
          
        
        26860000.00000000
        PA
        USD
        28015597.78000000
        0.075120863174
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Ouest Africaine de Developpement
        529900LIZJABE4JJS826
        BOAD
        06675QAB9
        
          
        
        1329000.00000000
        PA
        USD
        1508397.72000000
        0.004044608993
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2027-07-27
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-3
        N/A
        AMCAR 2020-3 D
        03066PAF6
        
          
        
        2070000.00000000
        PA
        USD
        2108812.50000000
        0.005654557740
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-09-18
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithia Motors Inc
        SE8N1EZEHPZQBCBVKD53
        LITHIA MOTORS
        536797AE3
        
          
        
        1540000.00000000
        PA
        USD
        1628550.00000000
        0.004366784627
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP
        58013MFB5
        
          
        
        7559000.00000000
        PA
        USD
        8598929.43000000
        0.023057120045
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2017-BNK4
        N/A
        BANK 2017-BNK4 A4
        06541FBA6
        
          
        
        1661000.00000000
        PA
        USD
        1886032.28000000
        0.005057196136
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        COMMONSPIRIT
        20268JAA1
        
          
        
        16415000.00000000
        PA
        USD
        17589148.54000000
        0.047163441994
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-01
          Fixed
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-SFS Mortgage Trust
        N/A
        COMM 2013-SFS A2
        12625EAC3
        
          
        
        7292000.00000000
        PA
        USD
        7385775.12000000
        0.019804175037
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2035-04-12
          Variable
          2.98680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        COCA-COLA CO/THE
        191216BK5
        
          
        
        1500000.00000000
        PA
        
        2023142.63000000
        0.005424843042
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-22
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        LAMB WESTON HLD
        513272AC8
        
          
        
        1455000.00000000
        PA
        USD
        1611412.50000000
        0.004320832233
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YCB3
        
          
        
        2000000.00000000
        PA
        USD
        2452602.00000000
        0.006576392933
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westfield America Management Ltd
        875500W7WGQNQWSP6E89
        WESTFIELD AMERIC
        AM9809360
        
          
        
        4671000.00000000
        PA
        
        6522205.20000000
        0.017488603608
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2025-03-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GBD3
        
          
        
        64462000.00000000
        PA
        USD
        68761615.40000000
        0.184377001078
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-16
          Fixed
          2.27500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust 2019-OC11
        N/A
        BX 2019-OC11 A
        05606FAA1
        
          
        
        6800000.00000000
        PA
        USD
        7485236.00000000
        0.020070868870
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2041-12-09
          Fixed
          3.20200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GXM1
        
          
        
        27445000.00000000
        PA
        USD
        27513475.28000000
        0.073774474783
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-09
          Variable
          1.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        NORDEA BANK
        BJ3264311
        
          
        
        1700000.00000000
        PA
        
        2134867.80000000
        0.005724422272
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2027-05-14
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nielsen Finance LLC / Nielsen Finance Co
        N/A
        NIELSEN FINANCE
        65409QBD3
        
          
        
        3525000.00000000
        PA
        USD
        3771750.00000000
        0.010113548813
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135FAL5
        
          
        
        29411000.00000000
        PA
        USD
        33221783.27000000
        0.089080699081
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-15
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        KROGER CO
        501044DG3
        
          
        
        4850000.00000000
        PA
        USD
        5969040.50000000
        0.016005350954
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-02-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        MARATHON PETRO
        56585ABC5
        
          
        
        40540000.00000000
        PA
        USD
        48141250.00000000
        0.129085671585
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        ENCOMPASS HLTH
        29261AAA8
        
          
        
        3202000.00000000
        PA
        USD
        3346090.00000000
        0.008972186530
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172BT5
        
          
        
        16057000.00000000
        PA
        USD
        17430917.21000000
        0.046739161413
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2019-BNK17
        N/A
        BANK 2019-BN17 ASB
        065403BA4
        
          
        
        1437000.00000000
        PA
        USD
        1631483.58000000
        0.004374650712
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-04-15
          Fixed
          3.62300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH Europe Finance II Sarl
        222100KDGL314CKTZ511
        DH EUROPE
        23291KAH8
        
          
        
        17000000.00000000
        PA
        USD
        18275544.00000000
        0.049003938842
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-11-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        COOPERATIEVE RAB
        74977RDJ0
        
          
        
        40000000.00000000
        PA
        USD
        40003600.00000000
        0.107265423557
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2026-09-24
          Variable
          1.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YBV0
        
          
        
        79437000.00000000
        PA
        USD
        87262894.93000000
        0.233986225876
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-21
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACER AUTO RECEIVABLES TRUST CPART_18-2
        N/A
        CPART 2018-2A A3
        13646AAD2
        
          
        
        1581414.99000000
        PA
        USD
        1596569.37000000
        0.004281031949
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2022-12-19
          Fixed
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCo Inc
        549300JEB576INN13W07
        WRKCO INC
        96145DAD7
        
          
        
        3150000.00000000
        PA
        USD
        3507017.85000000
        0.009403697544
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214CX9
        
          
        
        6595000.00000000
        PA
        USD
        7260356.36000000
        0.019467877894
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2026-05-13
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newmont Corp
        549300VSP3RIX7FGDZ51
        NEWMONT GOLDCORP
        651639AX4
        
          
        
        27675000.00000000
        PA
        USD
        29669011.43000000
        0.079554317050
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
        N/A
        MSBAM 2016-C29 C
        61766EBK0
        
          
        
        1090000.00000000
        PA
        USD
        1118296.40000000
        0.002998593551
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-05-15
          Variable
          4.74570000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atmos Energy Corp
        QVLWEGTD2S8GJMO8D383
        ATMOS ENERGY
        049560AN5
        
          
        
        9165000.00000000
        PA
        USD
        10168759.97000000
        0.027266454649
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergy Inc
        549300PGTHDQY6PSUI61
        EVERGY INC
        30034WAB2
        
          
        
        48540000.00000000
        PA
        USD
        52474895.10000000
        0.140705882695
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthpeak Properties Inc
        PZ9HF5U52KPF0MH0QN75
        HCP Inc
        40414LAR0
        
          
        
        12542000.00000000
        PA
        USD
        14396547.91000000
        0.038602820979
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinopec Group Overseas Development 2016 Ltd
        5299002BJODD4TLAOX51
        SINOPEC OVERSEAS
        N/A
        
          
        
        5000000.00000000
        PA
        USD
        5505873.00000000
        0.014763416277
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-05-03
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB
        808513BG9
        
          
        
        10000000.00000000
        PA
        USD
        9845740.00000000
        0.026400310755
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-11
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nippon Life Insurance Co
        549300Y0HHMFW3EVWY08
        NIPPON LIFE INS
        654579AG6
        
          
        
        8000000.00000000
        PA
        USD
        8470000.00000000
        0.022711409411
        Long
        DBT
        CORP
        JP
        
        Y
        
        2
        
          2050-01-23
          Variable
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHD4
        
          
        
        62280000.00000000
        PA
        USD
        69744444.84000000
        0.187012354301
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-20
          Variable
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAT8
        
          
        
        600000000.00000000
        PA
        USD
        595781280.00000000
        1.597524506459
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-10-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        CROWN CASTLE INT
        22822VAC5
        
          
        
        57555000.00000000
        PA
        USD
        64448880.35000000
        0.172812858055
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        53944YAD5
        
          
        
        68999000.00000000
        PA
        USD
        77983635.79000000
        0.209104873649
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-01-11
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER
        03027XAK6
        
          
        
        26348000.00000000
        PA
        USD
        29272759.74000000
        0.078491810042
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corp
        N/A
        LAMAR MEDIA CORP
        513075BT7
        
          
        
        1532000.00000000
        PA
        USD
        1568385.00000000
        0.004205458541
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        11128.43000000
        0.000029839708
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            2188153.63000000
            USD
            1605039.08000000
            GBP
            2021-02-12
            11128.43000000
          
        
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK INC
        682680BD4
        
          
        
        7743000.00000000
        PA
        USD
        9246024.70000000
        0.024792237590
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        William Carter Co/The
        TGI2A0HXEYNQPU7TYV27
        WILLIAM CARTER
        96926JAE7
        
          
        
        2649000.00000000
        PA
        USD
        2814562.50000000
        0.007546951741
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBN5
        
          
        
        12000000.00000000
        PA
        USD
        12745404.00000000
        0.034175453170
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-04-22
          Variable
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        2Y RTR 0.607500 17-JAN-2023
        N/A
        
          
        
        318214000.00000000
        NC
        USD
        1433986.84000000
        0.003845084086
        N/A
        DIR
        
        N/A
        
        N
        
        2
        
          
            
              CITIBANK N.A.
              E57ODZWZ7FF32TWEFA76
            
            Call
            Purchased
            
              
                
                  
                    CITIBANK N.A.
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    N/A
                    N/A
                    SWAP2YR
                    N/A
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      US0003M
                    
                  
                  
                  
                    
                      
                    
                  
                  2025-01-19
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            318214000.00000000
            0.60750000
            USD
            2023-01-17
            XXXX
            57711.29000000
          
        
        
          N
          N
          N
        
      
      
        7-Eleven Inc
        549300K23JPL0SS3LB18
        7-ELEVEN INC
        817826AE0
        
          
        
        38300000.00000000
        PA
        USD
        37997621.50000000
        0.101886604314
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-10
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        CIGNA CORP
        125523CL2
        
          
        
        2000000.00000000
        PA
        USD
        2077054.00000000
        0.005569400680
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_19-3
        N/A
        CARMX 2019-3 A4
        14315PAE5
        
          
        
        4760000.00000000
        PA
        USD
        4987460.41000000
        0.013373347732
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIP RAIL MASTER FUNDING LLC TRMF_17-1A
        N/A
        TRMF 2017-1A A1
        89690EAF4
        
          
        
        588887.39000000
        PA
        USD
        590574.32000000
        0.001583562593
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2047-08-15
          Fixed
          2.70900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PDX7
        
          
        
        15000000.00000000
        PA
        USD
        15418095.00000000
        0.041341991486
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecolab Inc
        82DYEISM090VG8LTLS26
        ECOLAB INC
        278865BD1
        
          
        
        3928000.00000000
        PA
        USD
        4429432.77000000
        0.011877055619
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CRED
        345397A29
        
          
        
        760000.00000000
        PA
        USD
        770563.24000000
        0.002066183851
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-09
          Fixed
          3.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCY0
        
          
        
        2000000.00000000
        PA
        USD
        2208610.00000000
        0.005922154184
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-21
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2017-BNK8
        N/A
        BANK 2017-BNK8 A4
        06650AAE7
        
          
        
        5270000.00000000
        PA
        USD
        5976074.60000000
        0.016024212150
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-11-15
          Fixed
          3.48800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODU
        29379VBA0
        
          
        
        1982000.00000000
        PA
        USD
        2390315.78000000
        0.006409379020
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-03-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -7258.53000000
        -0.00001946298
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            3287382.06000000
            USD
            2393838.68000000
            GBP
            2021-02-12
            -7258.53000000
          
        
        
          N
          N
          N
        
      
      
        Corp Financiera de Desarrollo SA
        254900BOM7T4MG6T0J30
        CORP FINANCIERA
        N/A
        
          
        
        5382000.00000000
        PA
        USD
        6091778.16000000
        0.016334459012
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2025-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Resort Collection LLC / CRC Finco Inc
        N/A
        CAESARS RESORT
        12770RAA1
        
          
        
        329000.00000000
        PA
        USD
        345038.75000000
        0.000925184924
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANC
        87165BAM5
        
          
        
        27997000.00000000
        PA
        USD
        31181378.78000000
        0.083609570186
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-Eleven Inc
        549300K23JPL0SS3LB18
        7-ELEVEN INC
        817826AD2
        
          
        
        27000000.00000000
        PA
        USD
        26913870.00000000
        0.072166696625
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-10
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29278NAG8
        
          
        
        18465000.00000000
        PA
        USD
        21303993.75000000
        0.057124406629
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-277P Mortgage Trust
        N/A
        COMM 2014-277P A
        12592FAA3
        
          
        
        18320000.00000000
        PA
        USD
        19904863.20000000
        0.053372785999
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2049-08-10
          Variable
          3.61130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        SUNTRUST BANKS
        867914BS1
        
          
        
        19351000.00000000
        PA
        USD
        21820652.02000000
        0.058509771151
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2013-GC15
        N/A
        CGCMT 2013-GC15 A4
        17321JAD6
        
          
        
        1910000.00000000
        PA
        USD
        2072598.30000000
        0.005557453192
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-09-10
          Variable
          4.37100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Florida LLC
        7MOHLM3DKE63RX2ZCN83
        DUKE ENERGY FLA
        26444HAC5
        
          
        
        17455000.00000000
        PA
        USD
        19392190.81000000
        0.051998109193
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark 2018-B6 Mortgage Trust
        N/A
        BMARK 2018-B6 A4
        08162CAD2
        
          
        
        6770000.00000000
        PA
        USD
        8066793.50000000
        0.021630253815
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-10-10
          Fixed
          4.26100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599DC6
        
          
        
        2559000.00000000
        PA
        USD
        2667757.50000000
        0.007153309656
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023CT0
        
          
        
        52362000.00000000
        PA
        USD
        59075593.83000000
        0.158404958405
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Realty Trust LP
        CD4SPTZ3YBTHY0C1AH38
        DIGITAL REALTY
        25389JAQ9
        
          
        
        5645000.00000000
        PA
        USD
        6578321.72000000
        0.017639074123
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB FINANCIAL GR
        78486QAE1
        
          
        
        7000000.00000000
        PA
        USD
        7730877.00000000
        0.020729529239
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-05
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kallpa Generacion SA
        549300NG1PWEI5BZG095
        KALLPA GENERACIO
        LW1794947
        
          
        
        3290000.00000000
        PA
        USD
        3640319.20000000
        0.009761131019
        Long
        DBT
        CORP
        PE
        
        N
        
        2
        
          2026-05-24
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C21
        5493000F7E2NMQ4HIO61
        WFRBS 2014-C21 AS
        92939FAW9
        
          
        
        700000.00000000
        PA
        USD
        751023.00000000
        0.002013788763
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          3.89100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silgan Holdings Inc
        KAF673KJXD92C8KSLU49
        SILGAN HOLDINGS
        827048AW9
        
          
        
        1340000.00000000
        PA
        USD
        1391925.00000000
        0.003732299710
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        GENERAL MOTORS C
        37045VAN0
        
          
        
        25000000.00000000
        PA
        USD
        28397925.00000000
        0.076146033188
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C12
        N/A
        JPMBB 2013-C12 AS
        46639NAU5
        
          
        
        5000000.00000000
        PA
        USD
        5282350.00000000
        0.014164062987
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-07-15
          Variable
          4.03830000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novartis Finance SA
        549300J537IQK62XT333
        NOVARTIS FINANCE
        N/A
        
          
        
        3610000.00000000
        PA
        
        4383066.12000000
        0.011752728350
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-09-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPY/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        1221.10000000
        0.000003274250
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            8325654.00000000
            JPY
            80715.41000000
            USD
            2021-02-12
            1221.10000000
          
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        LENNAR CORP
        526057CT9
        
          
        
        1702000.00000000
        PA
        USD
        2009653.52000000
        0.005388673420
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips Co
        6VJJ5GQWIRDQ06DUXG89
        CONOCOPHIL CO
        208251AE8
        
          
        
        2000000.00000000
        PA
        USD
        2750356.00000000
        0.007374788800
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
        N/A
        JPMCC 2013-C16 B
        46641BAJ2
        
          
        
        2135000.00000000
        PA
        USD
        2258573.80000000
        0.006056126830
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Variable
          4.95710000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CRED
        345397XL2
        
          
        
        645000.00000000
        PA
        USD
        676517.93000000
        0.001814011296
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-04
          Fixed
          4.13400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807DL8
        
          
        
        25000000.00000000
        PA
        USD
        25018950.00000000
        0.067085669007
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2015-161 GZ
        38379FUE7
        
          
        
        8288768.06000000
        PA
        USD
        8906944.38000000
        0.023883029565
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Commercial Mortgage-Backed Securities Trust 2011-RR1
        N/A
        JPMCC 2011-RR1 A4B
        46635WAC9
        
          
        
        920000.00000000
        PA
        USD
        920938.40000000
        0.002469398942
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-03-16
          Variable
          4.71710000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2014-LC16
        549300PX4QZK7CUM8D08
        WFCM 2014-LC16 AS
        94988XAW6
        
          
        
        700000.00000000
        PA
        USD
        740635.00000000
        0.001985934440
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-08-15
          Fixed
          4.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        ZIMMER HLDGS
        98956PAF9
        
          
        
        25785000.00000000
        PA
        USD
        28417725.86000000
        0.076199127101
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_17-A
        N/A
        NAVSL 2017-A A2A
        63939XAB7
        
          
        
        5889807.57000000
        PA
        USD
        6070584.61000000
        0.016277630749
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2058-12-16
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (INDON)
        N/A
        
          
        
        -6150000.00000000
        NC
        USD
        69704.10000000
        0.000186904173
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            
              
                N/A
                INDONESIA (REP)
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            -6150000.00000000
            USD
            65361.49000000
          
        
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP
        87612EBJ4
        
          
        
        10000000.00000000
        PA
        USD
        10702930.00000000
        0.028698775104
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global LP
        549300474L1ZLXZY2P98
        CLARIOS GLOBAL L
        18060TAA3
        
          
        
        650000.00000000
        PA
        USD
        691437.50000000
        0.001854016546
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-05-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
        549300P1YQ48837ZOI22
        MSBAM 2013-C10 C
        61762MCB5
        
          
        
        1830000.00000000
        PA
        USD
        1529148.00000000
        0.004100248675
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-15
          Variable
          4.08140000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        MCKESSON CORP
        581557BN4
        
          
        
        16429000.00000000
        PA
        USD
        19995719.47000000
        0.053616407480
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bank NA
        QFROUN1UWUYU0DVIWD51
        FIFTH THIRD BANK
        31677AAB0
        
          
        
        2000000.00000000
        PA
        USD
        2261626.00000000
        0.006064310982
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-CCRE27 Mortgage Trust
        N/A
        COMM 2015-CR27 A4
        12635QBG4
        
          
        
        3748000.00000000
        PA
        USD
        4204618.84000000
        0.011274240837
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Fixed
          3.61200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        STARBUCKS CORP
        855244AV1
        
          
        
        5200000.00000000
        PA
        USD
        5474289.60000000
        0.014678728729
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-12
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX.NA.IG.35.V1 5YR RTP @ 60.00000
        N/A
        
          
        
        86175000.00000000
        NC
        USD
        94886.43000000
        0.000254427929
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            Put
            Purchased
            
              
                
                  
                    JPMORGAN CHASE BANK, N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    N/A
                    N/A
                    ICE: (CDX.NA.IG.35.V1)
                    N/A
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    
                    US
                  
                  
                    
                      ICE: (CDX.NA.IG.35.V1)
                      2I65BYDX0
                    
                  
                  
                    
                      
                    
                  
                  
                  2025-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            86175000.00000000
            60.00000000
            USD
            2021-02-17
            XXXX
            -42993.57000000
          
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        GEN ELECTRIC CO
        369604BV4
        
          
        
        5000000.00000000
        PA
        USD
        5599315.00000000
        0.015013971120
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MAV2
        
          
        
        4000000.00000000
        PA
        USD
        4480956.00000000
        0.012015209713
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2027-10-18
          Fixed
          3.35200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBE5
        
          
        
        37471000.00000000
        PA
        USD
        40128330.91000000
        0.107599876303
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-15
          Variable
          2.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        N/A
        FH 1B0482
        31336SCT3
        
          
        
        111715.35000000
        PA
        USD
        115499.77000000
        0.000309700420
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-09-01
          Floating
          2.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_20-1
        N/A
        FORDR 2020-1 B
        34531NAC0
        
          
        
        8090000.00000000
        PA
        USD
        8539376.85000000
        0.022897436098
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-08-15
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        COMMSCOPE FINANC
        20338QAD5
        
          
        
        1210000.00000000
        PA
        USD
        1279575.00000000
        0.003431045064
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TRUST HART_19-A
        N/A
        HART 2019-A B
        44932NAF7
        
          
        
        2490000.00000000
        PA
        USD
        2613999.51000000
        0.007009163290
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clearway Energy Operating LLC
        549300Z3NFMM54NWBB87
        NRG YIELD OPERAT
        62943WAE9
        
          
        
        2090000.00000000
        PA
        USD
        2157925.00000000
        0.005786247715
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK
        25466AAJ0
        
          
        
        6325000.00000000
        PA
        USD
        7030926.93000000
        0.018852687136
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-27
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        EQUIFAX INC
        294429AS4
        
          
        
        10000000.00000000
        PA
        USD
        10903420.00000000
        0.029236367839
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        REGENERON PHARM
        75886FAE7
        
          
        
        15000000.00000000
        PA
        USD
        14590785.00000000
        0.039123647198
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Utah Acquisition Sub Inc
        254900JOFV74IJ7H9933
        MYLAN NV
        N/A
        
          
        
        6000000.00000000
        PA
        
        7838791.11000000
        0.021018889514
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-22
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ginnie Mae II Pool
        N/A
        G2 MA6144
        36179UZH8
        
          
        
        30645832.53000000
        PA
        USD
        32011370.99000000
        0.085835106537
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corp
        AI8GXW8LG5WK7E9UD086
        AMERISOURCEBERGE
        03073EAP0
        
          
        
        14716000.00000000
        PA
        USD
        16612200.75000000
        0.044543859794
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada PipeLines Ltd
        5BV01I6231JPDAPMGH09
        TRANSCANADA PL
        89352HBA6
        
          
        
        10000000.00000000
        PA
        USD
        11593700.00000000
        0.031087280672
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-04-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        STATOIL ASA
        85771PAF9
        
          
        
        3000000.00000000
        PA
        USD
        3085353.00000000
        0.008273047834
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2022-01-23
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico Government International Bond
        N/A
        UNITED MEXICAN
        91087BAF7
        
          
        
        154981000.00000000
        PA
        USD
        178979032.95000000
        0.479913352228
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2029-04-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Houston Galleria Mall Trust 2015-HGLR
        N/A
        HGMT 2015-HGLR A1A2
        44217NAC0
        
          
        
        10910000.00000000
        PA
        USD
        11147510.70000000
        0.029890871242
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2037-03-05
          Fixed
          3.08660000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172BL2
        
          
        
        4000000.00000000
        PA
        USD
        4779412.00000000
        0.012815487919
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-11-10
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        EQUIFAX INC
        294429AR6
        
          
        
        10000000.00000000
        PA
        USD
        10737590.00000000
        0.028791712229
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC
        023135BC9
        
          
        
        34515000.00000000
        PA
        USD
        38998360.44000000
        0.104569979967
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Co
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS&ELEC
        694308JG3
        
          
        
        15000000.00000000
        PA
        USD
        14866500.00000000
        0.039862947817
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468N2
        
          
        
        2000000.00000000
        PA
        USD
        3003530.00000000
        0.008053648112
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-03-24
          Variable
          5.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Pool
        N/A
        FR SD8121
        3132DWAW3
        
          
        
        10965834.25000000
        PA
        USD
        11329675.15000000
        0.030379325953
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668BB7
        
          
        
        5000000.00000000
        PA
        USD
        5518120.00000000
        0.014796255312
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-09-26
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hungary Government International Bond
        N/A
        HUNGARY
        445545AE6
        
          
        
        13614000.00000000
        PA
        USD
        13743428.30000000
        0.036851549803
        Long
        DBT
        NUSS
        HU
        
        N
        
        2
        
          2021-03-29
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NUSTAR LOGISTICS
        67059TAG0
        
          
        
        635000.00000000
        PA
        USD
        673100.00000000
        0.001804846478
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howmet Aerospace Inc
        549300HO5WFZUT5N2T22
        HOWMET AEROSPACE
        443201AA6
        
          
        
        1145000.00000000
        PA
        USD
        1332493.75000000
        0.003572941097
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        KINDER MORGAN
        49456BAJ0
        
          
        
        1951000.00000000
        PA
        USD
        2309827.92000000
        0.006193559334
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -185472.75000000
        -0.00049732556
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              CITIBANK N.A.
              E57ODZWZ7FF32TWEFA76
            
            13211102.21000000
            USD
            10730398.30000000
            EUR
            2021-02-12
            -185472.75000000
          
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BX6
        
          
        
        13660000.00000000
        PA
        USD
        15726075.00000000
        0.042167807291
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMER INTL GROUP
        026874DR5
        
          
        
        19925000.00000000
        PA
        USD
        22151837.93000000
        0.059397811150
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-30
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Export-Import Bank of India
        335800OFZ8YEIVN1QI11
        EX-IM BK OF IN
        30216KAC6
        
          
        
        10000000.00000000
        PA
        USD
        10936500.00000000
        0.029325068362
        Long
        DBT
        NUSS
        IN
        
        N
        
        2
        
          2028-02-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mead Johnson Nutrition Co
        E4BJRFT3MF4GJDY1SC50
        MEAD JOHNSON NUT
        582839AH9
        
          
        
        5000000.00000000
        PA
        USD
        5726920.00000000
        0.015356130435
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2N2
        
          
        
        37200000.00000000
        PA
        USD
        38967818.40000000
        0.104488084716
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-30
          Variable
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC24
        N/A
        GSMS 2014-GC24 B
        36253GAK8
        
          
        
        2610000.00000000
        PA
        USD
        2505443.40000000
        0.006718081560
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-09-10
          Variable
          4.51050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        78009PEH0
        
          
        
        4000000.00000000
        PA
        USD
        4798536.00000000
        0.012866766903
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-01-27
          Variable
          5.07600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TRUST HART_19-B
        N/A
        HART 2019-B A4
        44891JAD0
        
          
        
        1850000.00000000
        PA
        USD
        1917658.20000000
        0.005141997696
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I 2017-HR2
        N/A
        MSC 2017-HR2 A4
        61691NAE5
        
          
        
        3506000.00000000
        PA
        USD
        3960202.30000000
        0.010618863729
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-12-15
          Fixed
          3.58700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Israel Government International Bond
        N/A
        STATE OF ISRAEL
        46513JB59
        
          
        
        9462000.00000000
        PA
        USD
        12184993.28000000
        0.032672771081
        Long
        DBT
        NUSS
        IL
        
        N
        
        2
        
          2120-04-03
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MS7
        
          
        
        24000000.00000000
        PA
        USD
        25100760.00000000
        0.067305033872
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-03
          Variable
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D
        N/A
        SOFI 2016-D A1
        83404LAA9
        
          
        
        352446.09000000
        PA
        USD
        353217.35000000
        0.000947114976
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2039-01-25
          Floating
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QAT7
        
          
        
        65745000.00000000
        PA
        USD
        72308060.37000000
        0.193886418276
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-04
          Fixed
          3.11900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        19118.11000000
        0.000051263190
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            2120976.91000000
            USD
            1561844.30000000
            GBP
            2021-02-12
            19118.11000000
          
        
        
          N
          N
          N
        
      
      
        American Builders & Contractors Supply Co Inc
        549300H5GQ4C1BEKG397
        ABC SUPPLY CO
        024747AE7
        
          
        
        477000.00000000
        PA
        USD
        494291.25000000
        0.001325389722
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-05-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prologis LP
        GL16H1DHB0QSHP25F723
        PROLOGIS LP
        74340XBR1
        
          
        
        10000000.00000000
        PA
        USD
        9653120.00000000
        0.025883820592
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-2
        N/A
        CARMX 2018-2 D
        14314XAG4
        
          
        
        2390000.00000000
        PA
        USD
        2491299.43000000
        0.006680156000
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          3.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Grid Overseas Investment 2016 Ltd
        3003006V8BHG5158QO96
        STATE GRID OSEAS
        N/A
        
          
        
        5245000.00000000
        PA
        USD
        5583354.43000000
        0.014971174539
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-05-02
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Electric Co
        QMPJLLDULY5C1M8PNY21
        UNION ELECTRIC
        906548CM2
        
          
        
        12861000.00000000
        PA
        USD
        14210479.01000000
        0.038103896898
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_16-2
        N/A
        SYNCT 2016-2 C
        87165LBY6
        
          
        
        5300000.00000000
        PA
        USD
        5335914.39000000
        0.014307690235
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
        N/A
        LEGENDS HOSPITAL
        52473NAA6
        
          
        
        1925000.00000000
        PA
        USD
        1953875.00000000
        0.005239109216
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rolls-Royce PLC
        X57JK1U580XATGR67572
        ROLLS-ROYCE PLC
        77578JAC2
        
          
        
        3741000.00000000
        PA
        USD
        4030927.50000000
        0.010808505874
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP / PAA Finance Corp
        N/A
        PLAINS ALL AMER
        72650RBL5
        
          
        
        23290000.00000000
        PA
        USD
        26143211.32000000
        0.070100256861
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guatemala Government Bond
        N/A
        REP OF GUATEMALA
        N/A
        
          
        
        8972000.00000000
        PA
        USD
        9806500.97000000
        0.026295095445
        Long
        DBT
        NUSS
        GT
        
        N
        
        2
        
          2026-05-03
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Securities Trust 2017-C7
        N/A
        JPMDB 2017-C7 A5
        46648KAU0
        
          
        
        1860000.00000000
        PA
        USD
        2101800.00000000
        0.005635754462
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-10-15
          Fixed
          3.40920000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
        N/A
        JPMCC 2013-C13 C
        46640JAX5
        
          
        
        2550000.00000000
        PA
        USD
        2611276.50000000
        0.007001861827
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-01-15
          Variable
          4.07760000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236TDR3
        
          
        
        2000000.00000000
        PA
        USD
        2244310.00000000
        0.006017879959
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-11
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Willis North America Inc
        5493004KVU1HWZCP0C66
        WILLIS NORTH AME
        970648AJ0
        
          
        
        37892000.00000000
        PA
        USD
        40881868.26000000
        0.109620407031
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argenta Spaarbank NV
        A6NZLYKYN1UV7VVGFX65
        ARGENTA SPBNK
        N/A
        
          
        
        6100000.00000000
        PA
        
        7596510.52000000
        0.020369239730
        Long
        DBT
        CORP
        BE
        
        N
        
        2
        
          2026-10-13
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Steel Dynamics Inc
        549300HGGKEL4FYTTQ83
        STEEL DYNAMICS
        858119BN9
        
          
        
        19000000.00000000
        PA
        USD
        19369227.00000000
        0.051936534165
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Interest Strip
        N/A
        FNS 405 1
        3136FGS73
        
          
        
        5155831.19000000
        PA
        USD
        4875818.00000000
        0.013073990414
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2040-10-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIR
        844741BK3
        
          
        
        31304000.00000000
        PA
        USD
        37073921.98000000
        0.099409801720
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-C30
        N/A
        WFCM 2015-C30 A4
        94989NBE6
        
          
        
        4380000.00000000
        PA
        USD
        4905862.80000000
        0.013154552369
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Fixed
          3.66400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162CQ1
        
          
        
        6645000.00000000
        PA
        USD
        7452493.76000000
        0.019983074016
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-02
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Urban One Inc
        549300PLGIGPBRQUP240
        URBAN ONE INC
        91705JAC9
        
          
        
        1650000.00000000
        PA
        USD
        1674750.00000000
        0.004490665042
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -17038.74000000
        -0.00004568757
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            10767784.60000000
            USD
            8856369.32000000
            EUR
            2021-02-12
            -17038.74000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT AH4R_15-SFR2
        N/A
        AH4R 2015-SFR2 B
        02666BAB2
        
          
        
        1070000.00000000
        PA
        USD
        1165304.90000000
        0.003124641874
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2052-10-17
          Fixed
          4.29500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Assets Trust LP
        549300V1TI0SMG9Z6U69
        AMERICAN ASTS LP
        02401LAA2
        
          
        
        11350000.00000000
        PA
        USD
        11691737.15000000
        0.031350156923
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB
        808513AX3
        
          
        
        15605000.00000000
        PA
        USD
        17582122.29000000
        0.047144601847
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-21
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C26
        N/A
        JPMBB 2014-C26 A3
        46643TBA9
        
          
        
        12397842.65000000
        PA
        USD
        13311563.65000000
        0.035693550408
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-01-15
          Fixed
          3.23120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4819 EZ
        3137FGYK5
        
          
        
        6906169.65000000
        PA
        USD
        7352584.46000000
        0.019715177792
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Corp / Broadcom Cayman Finance Ltd
        N/A
        BRDCOM CRP / FIN
        11134LAP4
        
          
        
        19450000.00000000
        PA
        USD
        20982873.95000000
        0.056263357840
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2025-01-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XDD5
        
          
        
        30000000.00000000
        PA
        USD
        29880930.00000000
        0.080122554288
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-08
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Five Corners Funding Trust II
        N/A
        FIVE CORNERS II
        33834DAA2
        
          
        
        15000000.00000000
        PA
        USD
        16275000.00000000
        0.043639691637
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-05-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diageo Capital PLC
        213800L23DJLALFC4O95
        DIAGEO CAP PLC
        25243YBD0
        
          
        
        11765000.00000000
        PA
        USD
        12036018.54000000
        0.032273311067
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-04-29
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        CHURCHILL DOWNS
        171484AE8
        
          
        
        5339000.00000000
        PA
        USD
        5545886.25000000
        0.014870707576
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FIN
        74432QCH6
        
          
        
        4200000.00000000
        PA
        USD
        4334337.00000000
        0.011622066367
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122DD7
        
          
        
        56694000.00000000
        PA
        USD
        65468246.91000000
        0.175546181702
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -863895.31000000
        -0.00231644392
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            67730834.89000000
            GBP
            91943321.48000000
            USD
            2021-02-12
            -863895.31000000
          
        
        
          N
          N
          N
        
      
      
        ERP Operating LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING LP
        26884ABF9
        
          
        
        8211000.00000000
        PA
        USD
        8980272.17000000
        0.024079650280
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilcorp Energy I LP / Hilcorp Finance Co
        N/A
        HILCORP ENERGY I
        431318AU8
        
          
        
        695000.00000000
        PA
        USD
        701950.00000000
        0.001882204703
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Securities Trust 2018-C8
        N/A
        JPMDB 2018-C8 A4
        46591ABA2
        
          
        
        150000.00000000
        PA
        USD
        176913.00000000
        0.000474373503
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-06-15
          Fixed
          4.21060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        WASTE MANAGEMENT
        94106LBN8
        
          
        
        13900000.00000000
        PA
        USD
        13731504.20000000
        0.036819576590
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB
        808513BA2
        
          
        
        21609000.00000000
        PA
        USD
        24471565.84000000
        0.065617916260
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Retail Properties Inc
        5493008JKH5SOTI0JS97
        NATIONAL RETAIL
        637417AL0
        
          
        
        1722000.00000000
        PA
        USD
        1995753.23000000
        0.005351401262
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        East Ohio Gas Co/The
        BC95Y6MXLT75BGO7UM71
        EAST OHIO GAS CO
        27409LAA1
        
          
        
        3475000.00000000
        PA
        USD
        3529627.00000000
        0.009464321589
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135FAQ4
        
          
        
        10000000.00000000
        PA
        USD
        11284150.00000000
        0.030257255077
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-CCRE27 Mortgage Trust
        N/A
        COMM 2015-CR27 C
        12635QBL3
        
          
        
        1760000.00000000
        PA
        USD
        1945081.60000000
        0.005215530644
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Variable
          4.45360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CRED
        345397B28
        
          
        
        9560000.00000000
        PA
        USD
        9690809.48000000
        0.025984880947
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-13
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL 2015-C4 Commercial Mortgage Trust
        54930025J96YEH8FQE77
        CSAIL 2015-C4 A4
        12635RAX6
        
          
        
        11273700.00000000
        PA
        USD
        12666565.64000000
        0.033964056444
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-11-15
          Fixed
          3.80790000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
        N/A
        ARDAGH PKG FIN
        03969AAR1
        
          
        
        2715000.00000000
        PA
        USD
        2820206.25000000
        0.007562084860
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2027-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        TEXAS INSTRUMENT
        882508BJ2
        
          
        
        10755000.00000000
        PA
        USD
        10873939.55000000
        0.029157319130
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-04
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        JM SMUCKER CO
        832696AR9
        
          
        
        32727000.00000000
        PA
        USD
        36816075.02000000
        0.098718412361
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Campbell Soup Co
        5493007JDSMX8Z5Z1902
        CAMPBELL SOUP CO
        134429BG3
        
          
        
        4000000.00000000
        PA
        USD
        4673156.00000000
        0.012530573690
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN BO3184
        3140JXRE0
        
          
        
        7576485.13000000
        PA
        USD
        7840465.78000000
        0.021023379965
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61746BDZ6
        
          
        
        84720000.00000000
        PA
        USD
        96096540.48000000
        0.257672712379
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-27
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT Operating Partnership LP / MPT Finance Corp
        N/A
        MPT OP PTNR/FINL
        55342UAM6
        
          
        
        4185000.00000000
        PA
        USD
        4237312.50000000
        0.011361905429
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nippon Life Insurance Co
        549300Y0HHMFW3EVWY08
        NIPPON LIFE INS
        654579AH4
        
          
        
        21110000.00000000
        PA
        USD
        20960984.51000000
        0.056204663621
        Long
        DBT
        CORP
        JP
        
        Y
        
        2
        
          2051-01-21
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        CIGNA CORP
        125523CK4
        
          
        
        2000000.00000000
        PA
        USD
        2148340.00000000
        0.005760546551
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-03-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: USD 0.602500 17-JAN-2025
        N/A
        
          
        
        158664000
        NC
        USD
        -59827.45000000
        -0.00016042098
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                ICE LIBOR USD 3 Month
                US0003M
              
            
            Y
            
            
              
                
              
            
            2025-01-17
            0.00000000
            USD
            0.00000000
            USD
            158664000
            USD
            -59827.45000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (TURKEY)
        N/A
        
          
        
        3320000.00000000
        NC
        USD
        311216.80000000
        0.000834494942
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                N/A
                TURKEY REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            3320000.00000000
            USD
            -36529.95000000
          
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650DF4
        
          
        
        39371000.00000000
        PA
        USD
        43322549.16000000
        0.116164834795
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Group LLC / Jefferies Group Capital Finance Inc
        N/A
        JEFFERIES GROUP
        47233JBH0
        
          
        
        5000000.00000000
        PA
        USD
        5781830.00000000
        0.015503365794
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-23
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Csail 2015-C2 Commercial Mortgage Trust
        549300D5DIOOMKWXVZ20
        CSAIL 2015-C2 A4
        12634NAT5
        
          
        
        6650000.00000000
        PA
        USD
        7341134.50000000
        0.019684475935
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2057-06-15
          Fixed
          3.50400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN BO8509
        3140K4N30
        
          
        
        2671953.35000000
        PA
        USD
        2765052.49000000
        0.007414195884
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trust 2016-C4
        N/A
        CFCRE 2016-C4 A4
        12531YAN8
        
          
        
        4825500.00000000
        PA
        USD
        5318762.61000000
        0.014261699551
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-05-10
          Fixed
          3.28300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        SHERWIN-WILLIAMS
        824348BJ4
        
          
        
        17585000.00000000
        PA
        USD
        19174191.62000000
        0.051413567416
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967KU4
        
          
        
        38700000.00000000
        PA
        USD
        44322877.80000000
        0.118847110272
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-25
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Government International Bond
        N/A
        SAUDI INT BOND
        BH8295835
        
          
        
        34560000.00000000
        PA
        USD
        37183574.02000000
        0.099703822071
        Long
        DBT
        NUSS
        SA
        
        N
        
        2
        
          2025-10-22
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00914AAK8
        
          
        
        4690000.00000000
        PA
        USD
        4767516.32000000
        0.012783590911
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-12-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2012-GC6
        N/A
        GSMS 2012-GC6 AS
        36192BAE7
        
          
        
        1025000.00000000
        PA
        USD
        1051547.50000000
        0.002819613434
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2045-01-10
          Fixed
          4.94800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL
        02005NBA7
        
          
        
        3914000.00000000
        PA
        USD
        4442390.00000000
        0.011911799061
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-30
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807DE4
        
          
        
        31489000.00000000
        PA
        USD
        35650775.17000000
        0.095593784028
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13
        N/A
        MSBAM 2013-C13 A4
        61763BAU8
        
          
        
        400000.00000000
        PA
        USD
        435756.00000000
        0.001168433638
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-11-15
          Fixed
          4.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Georgia-Pacific LLC
        L2EVHWFHVAQK72TMH265
        GEORGIA-PACIFIC
        37331NAK7
        
          
        
        7000000.00000000
        PA
        USD
        7356650.00000000
        0.019726079108
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-04-30
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        INTERCONTINENT
        45866FAD6
        
          
        
        17416000.00000000
        PA
        USD
        19642008.62000000
        0.052667969236
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dow Chemical Co/The
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO
        260543CX9
        
          
        
        76513000.00000000
        PA
        USD
        86302991.38000000
        0.231412346004
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        912828ZQ6
        
          
        
        400000000.00000000
        PA
        USD
        385375000.00000000
        1.033342314274
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Co
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS&ELEC
        694308JP3
        
          
        
        20000000.00000000
        PA
        USD
        21369200.00000000
        0.057299250294
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co Ltd
        353800DRBDH1LUTNAY26
        NISSAN MOTOR CO
        N/A
        
          
        
        6000000.00000000
        PA
        
        7762998.63000000
        0.020815659993
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2026-03-17
          Fixed
          2.65200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        FORD MOTOR CO
        345370CV0
        
          
        
        1135000.00000000
        PA
        USD
        1271232.92000000
        0.003408676659
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-21
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMWARE INC
        928563AF2
        
          
        
        30665000.00000000
        PA
        USD
        36233426.69000000
        0.097156102471
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GWV2
        
          
        
        44483000.00000000
        PA
        USD
        50918355.61000000
        0.136532186636
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-23
          Variable
          3.81400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aflac Inc
        549300N0B7DOGLXWPP39
        AFLAC INC
        001055BJ0
        
          
        
        24950000.00000000
        PA
        USD
        28632744.75000000
        0.076775677519
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GC13
        549300WF5YRKNHB1FX69
        GSMS 2013-GC13 C
        36198EAY1
        
          
        
        1210000.00000000
        PA
        USD
        1183864.00000000
        0.003174406138
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-07-10
          Variable
          4.08370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeyBank NA/Cleveland OH
        HUX2X73FUCYHUVH1BK78
        KEY BANK NA
        49327M2K9
        
          
        
        16800000.00000000
        PA
        USD
        18637920.00000000
        0.049975611770
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC
        053332BA9
        
          
        
        53522000.00000000
        PA
        USD
        52295543.37000000
        0.140224969996
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argentum Netherlands BV for Zurich Insurance Co Ltd
        N/A
        ARGENTUM NET
        N/A
        
          
        
        3700000.00000000
        PA
        
        5073801.16000000
        0.013604861324
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2049-02-19
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QBM1
        
          
        
        30390000.00000000
        PA
        USD
        29888868.90000000
        0.080143841609
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-10
          Fixed
          1.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
        N/A
        JPMCC 2013-C16 A3
        46641BAC7
        
          
        
        648935.02000000
        PA
        USD
        697163.87000000
        0.001869371201
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Fixed
          3.88120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Packaging Corp of America
        549300XZP8MFZFY8TJ84
        PACKAGING CORP
        695156AT6
        
          
        
        8775000.00000000
        PA
        USD
        9913863.38000000
        0.026582976395
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors Inc
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE
        681936BM1
        
          
        
        58150000.00000000
        PA
        USD
        60574971.30000000
        0.162425380552
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2G7
        
          
        
        51832000.00000000
        PA
        USD
        55462676.10000000
        0.148717301529
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-30
          Variable
          2.87900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBP0
        
          
        
        15300000.00000000
        PA
        USD
        16347805.20000000
        0.043834911083
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-13
          Variable
          2.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_18-DA
        N/A
        NAVSL 2018-DA A2A
        63940UAB0
        
          
        
        17623973.90000000
        PA
        USD
        19024307.89000000
        0.051011670042
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2059-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC Holdings Corp
        549300HTO5U9D3SLE207
        ITC HOLDINGS COR
        465685AK1
        
          
        
        9700000.00000000
        PA
        USD
        10744185.60000000
        0.028809397633
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Commercial Mortgage Trust 2015-UBS7
        N/A
        BACM 2015-UBS7 A3
        06054AAW9
        
          
        
        4411152.53000000
        PA
        USD
        4802906.99000000
        0.012878487250
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-09-15
          Fixed
          3.44100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nestle Holdings Inc
        549300EAEU8YV8MQXP30
        NESTLE HOLDINGS
        641062AF1
        
          
        
        11819000.00000000
        PA
        USD
        13681095.27000000
        0.036684410374
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-09-24
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Resources Corp
        APVBKPOULHUX7YZLKU17
        ANTERO RESOURCES
        03674XAQ9
        
          
        
        1650000.00000000
        PA
        USD
        1683000.00000000
        0.004512786545
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3HARRIS TECH IN
        502431AL3
        
          
        
        26665000.00000000
        PA
        USD
        30559956.55000000
        0.081943292184
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-LC13 Mortgage Trust
        N/A
        COMM 2013-LC13 A5
        12626GAF0
        
          
        
        585000.00000000
        PA
        USD
        633958.65000000
        0.001699893087
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-10
          Fixed
          4.20500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER
        03027XAX8
        
          
        
        22600000.00000000
        PA
        USD
        24337714.00000000
        0.065259006704
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (QATAR)
        BVN4MVCF9
        
          
        
        2640000.00000000
        NC
        USD
        -30432.07000000
        -0.00008160037
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              CITIBANK N.A.
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                QATAR STATE OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2022-06-20
            0.00000000
            USD
            0.00000000
            USD
            2640000.00000000
            USD
            -38909.42000000
          
        
        
          N
          N
          N
        
      
      
        Abu Dhabi Government International Bond
        N/A
        ABU DHABI GOVT
        29135LAH3
        
          
        
        23800000.00000000
        PA
        USD
        26594239.00000000
        0.071309639895
        Long
        DBT
        NUSS
        AE
        
        Y
        
        2
        
          2030-04-16
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B
        N/A
        NAROT 2019-B A4
        65479HAD9
        
          
        
        9540000.00000000
        PA
        USD
        9980541.94000000
        0.026761767903
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        MONDELEZ INT INC
        609207AU9
        
          
        
        18695000.00000000
        PA
        USD
        19319637.34000000
        0.051803564735
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-04
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ontario Teachers' Cadillac Fairview Properties Trust
        N/A
        CADILLAC FAIRVIE
        68327LAA4
        
          
        
        6000000.00000000
        PA
        USD
        6174156.00000000
        0.016555346480
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2022-03-20
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GJB6
        
          
        
        25990000.00000000
        PA
        USD
        27217299.78000000
        0.072980311496
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-29
          Variable
          2.59200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        VEREIT OPERATING
        92340LAE9
        
          
        
        15000000.00000000
        PA
        USD
        15966630.00000000
        0.042812830088
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Ltd
        4ZHCHI4KYZG2WVRT8631
        MACQUARIE BK LTD
        N/A
        
          
        
        25000000.00000000
        PA
        
        19405463.01000000
        0.052033697194
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2025-02-12
          Floating
          0.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QBP4
        
          
        
        6000000.00000000
        PA
        USD
        5792688.00000000
        0.015532480373
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-06-04
          Fixed
          2.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6
        N/A
        MSBAM 2012-C6 A4
        61761DAD4
        
          
        
        5062704.67000000
        PA
        USD
        5216509.64000000
        0.013987519023
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-11-15
          Fixed
          2.85800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        ENTERGY LA LLC
        29364WBE7
        
          
        
        5050000.00000000
        PA
        USD
        4992394.65000000
        0.013386578375
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-12-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-C
        N/A
        SOFI 2018-C A2FX
        78490DAB0
        
          
        
        9348898.08000000
        PA
        USD
        9730315.36000000
        0.026090811787
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2048-01-25
          Fixed
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC FINANCIAL
        693475AZ8
        
          
        
        15000000.00000000
        PA
        USD
        16032855.00000000
        0.042990405423
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-22
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        EBAY INC
        278642AW3
        
          
        
        19800000.00000000
        PA
        USD
        20947429.80000000
        0.056168318099
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-11
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-3
        N/A
        SDART 2018-3 D
        80285GAG7
        
          
        
        21750000.00000000
        PA
        USD
        22473800.85000000
        0.060261120676
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          4.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        SANOFI
        AR7572167
        
          
        
        6700000.00000000
        PA
        
        8619352.35000000
        0.023111881945
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2026-03-21
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tri Pointe Homes Inc
        N/A
        TRI POINTE GROUP
        87265HAG4
        
          
        
        3290000.00000000
        PA
        USD
        3705362.50000000
        0.009935537751
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29278NAQ6
        
          
        
        7097000.00000000
        PA
        USD
        7460721.25000000
        0.020005135160
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Rural Utilities Cooperative Finance Corp
        4NYF266XZC35SCTGX023
        NATL RURAL UTIL
        637432NS0
        
          
        
        43386000.00000000
        PA
        USD
        50052302.29000000
        0.134209956232
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODU
        29379VBQ5
        
          
        
        5883000.00000000
        PA
        USD
        6610603.56000000
        0.017725634463
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        QORVO INC
        74736KAH4
        
          
        
        2068000.00000000
        PA
        USD
        2261875.00000000
        0.006064978649
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AVALONBAY COMMUN
        05348EBA6
        
          
        
        12040000.00000000
        PA
        USD
        13517801.64000000
        0.036246555771
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RKG6
        
          
        
        29300000.00000000
        PA
        USD
        29475917.20000000
        0.079036555289
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Australia Bank Ltd
        F8SB4JFBSYQFRQEH3Z21
        NATL AUSTRALIABK
        632525AU5
        
          
        
        10000000.00000000
        PA
        USD
        9993890.00000000
        0.026797559315
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2030-08-21
          Fixed
          2.33200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 2YR NOTE (CBT) Mar21
        N/A
        
          
        
        -179.00000000
        NC
        USD
        -39554804.60000000
        -0.10606202614
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                N/A
                CBOT 2 Year US Treasury Note Future
                
                  
                
              
            
            2021-03-31
            -39533101.54000000
            USD
            -21703.06000000
          
        
        
          N
          N
          N
        
      
      
        University of California
        N/A
        UNIV OF CA-AG-TXBL
        91412GQC2
        
          
        
        1000000.00000000
        PA
        USD
        1005940.00000000
        0.002697321745
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2021-05-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graphic Packaging International LLC
        SO75N4VY5NXGQSK8YQ65
        GRAPHIC PACKAGIN
        38869AAC1
        
          
        
        977000.00000000
        PA
        USD
        1000203.75000000
        0.002681940597
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanley Black & Decker Inc
        549300DJ09SMTO561131
        STANLEY BLACK
        854502AK7
        
          
        
        21735000.00000000
        PA
        USD
        24442941.92000000
        0.065541164245
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS
        09659W2N3
        
          
        
        33990000.00000000
        PA
        USD
        34138026.45000000
        0.091537508288
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2027-01-13
          Variable
          1.32300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithuania Government International Bond
        N/A
        LITHUANIA
        536878AF8
        
          
        
        7400000.00000000
        PA
        USD
        7442831.20000000
        0.019957164883
        Long
        DBT
        NUSS
        LT
        
        Y
        
        2
        
          2021-03-09
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        N/A
        ALLIANT HOLDINGS
        01883LAA1
        
          
        
        225000.00000000
        PA
        USD
        237093.75000000
        0.000635741821
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        91159HHM5
        
          
        
        10454000.00000000
        PA
        USD
        11583335.17000000
        0.031059488476
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-27
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        OTIS WORLDWIDE
        68902VAJ6
        
          
        
        23520000.00000000
        PA
        USD
        25111080.96000000
        0.067332708435
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-05
          Fixed
          2.29300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2012-C10
        N/A
        WFRBS 2012-C10 A3
        92890NAU3
        
          
        
        5280000.00000000
        PA
        USD
        5471822.40000000
        0.014672113193
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-12-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Bank NA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA
        69353RFJ2
        
          
        
        28085000.00000000
        PA
        USD
        31534596.30000000
        0.084556685618
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBH8
        
          
        
        10083000.00000000
        PA
        USD
        10498066.70000000
        0.028149455826
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-13
          Variable
          2.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        VEREIT OPERATING
        92340LAH2
        
          
        
        7500000.00000000
        PA
        USD
        7667467.50000000
        0.020559503369
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD 2017-CD4 Mortgage Trust
        N/A
        CD 2017-CD4 A4
        12515DAR5
        
          
        
        2470000.00000000
        PA
        USD
        2789815.60000000
        0.007480595545
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-05-10
          Variable
          3.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        MACQUARIE GROUP
        55608JAR9
        
          
        
        8655000.00000000
        PA
        USD
        8699711.73000000
        0.023327357126
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2027-01-12
          Variable
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RHJ4
        
          
        
        22883000.00000000
        PA
        USD
        26803773.22000000
        0.071871483750
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern California Gas Co
        XY0N0J73VHV5F4CUJV89
        SOUTHERN CAL GAS
        842434CQ3
        
          
        
        19630000.00000000
        PA
        USD
        21245568.63000000
        0.056967745848
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174467Y9
        
          
        
        22920000.00000000
        PA
        USD
        26666503.20000000
        0.071503408706
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-08
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
        N/A
        MSBAM 2015-C20 A4
        61764RBF4
        
          
        
        10452500.00000000
        PA
        USD
        11420819.60000000
        0.030623720159
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-15
          Fixed
          3.24900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650DN7
        
          
        
        19000000.00000000
        PA
        USD
        18637138.00000000
        0.049973514920
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YAX7
        
          
        
        21400000.00000000
        PA
        USD
        23292616.00000000
        0.062456686923
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2030-07-16
          Variable
          3.15300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamondback Energy Inc
        549300R22LSX6OHWEN64
        DIAMONDBACK ENER
        25278XAP4
        
          
        
        3435000.00000000
        PA
        USD
        3885146.45000000
        0.010417609403
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-31
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        LOCKHEED MARTIN
        539830BH1
        
          
        
        12099000.00000000
        PA
        USD
        13642542.02000000
        0.036581033911
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WBP5
        
          
        
        7500000.00000000
        PA
        USD
        8022577.50000000
        0.021511693286
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-16
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES TRUST IHSFR_17-SFR2
        N/A
        IHSFR 2017-SFR2 B
        46187BAB9
        
          
        
        4930000.00000000
        PA
        USD
        4933796.10000000
        0.013229452559
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-12-17
          Floating
          1.30300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468U6
        
          
        
        13320000.00000000
        PA
        USD
        13154352.48000000
        0.035272005279
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-13
          Variable
          1.79400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE11 Mortgage Trust
        549300BCCWSDWINK2593
        COMM 2013-CR11 A4
        12626LAE2
        
          
        
        4757000.00000000
        PA
        USD
        5186604.67000000
        0.013907332008
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-08-10
          Fixed
          4.25800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        JM SMUCKER CO
        832696AS7
        
          
        
        5225000.00000000
        PA
        USD
        5471667.03000000
        0.014671696585
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Builders & Contractors Supply Co Inc
        549300H5GQ4C1BEKG397
        ABC SUPPLY CO
        024747AF4
        
          
        
        2600000.00000000
        PA
        USD
        2684500.00000000
        0.007198202900
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2018-80 GY
        38380W7M5
        
          
        
        2734000.00000000
        PA
        USD
        2885217.54000000
        0.007736405760
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDO_19-A
        N/A
        FORDO 2019-A C
        34533FAG6
        
          
        
        4520000.00000000
        PA
        USD
        4757717.20000000
        0.012757315607
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172CB3
        
          
        
        10000000.00000000
        PA
        USD
        11102750.00000000
        0.029770850158
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-17
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prologis LP
        GL16H1DHB0QSHP25F723
        PROLOGIS LP
        74340XBM2
        
          
        
        10000000.00000000
        PA
        USD
        10502150.00000000
        0.028160404763
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIR
        844741BJ6
        
          
        
        1730000.00000000
        PA
        USD
        1987337.50000000
        0.005328835372
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-04
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Media Vendor Financing Notes IV DAC
        N/A
        VIRGIN MEDIA IV
        92770QAA5
        
          
        
        2085000.00000000
        PA
        USD
        2178825.00000000
        0.005842288856
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2028-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (DB)
        BVN4UHQS8
        
          
        
        9115000.00000000
        NC
        USD
        -109211.37000000
        -0.00029283874
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                N/A
                DEUTSCHE BANK AG
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2022-12-20
            -16406.35000000
            USD
            0.00000000
            USD
            9115000.00000000
            USD
            -92805.02000000
          
        
        
          N
          N
          N
        
      
      
        Dominican Republic International Bond
        N/A
        DOMINICAN REPUBL
        N/A
        
          
        
        2900000.00000000
        PA
        USD
        3031921.00000000
        0.008129775576
        Long
        DBT
        NUSS
        DO
        
        N
        
        2
        
          2060-01-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650DG2
        
          
        
        13000000.00000000
        PA
        USD
        14401777.00000000
        0.038616842231
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2012-LC5
        N/A
        WFCM 2012-LC5 A3
        94988HAC5
        
          
        
        5636522.31000000
        PA
        USD
        5812156.35000000
        0.015584682695
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Fixed
          2.91800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F
        N/A
        SOFI 2017-F A2FX
        83401BAB2
        
          
        
        4140063.68000000
        PA
        USD
        4234763.91000000
        0.011355071655
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2041-01-25
          Fixed
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS FINANCING CORP PFSFC_20-E
        N/A
        PFSFC 2020-E A
        69335PDT9
        
          
        
        3880000.00000000
        PA
        USD
        3906119.38000000
        0.010473846097
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-10-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON OWNER TRUST VZOT_20-B
        N/A
        VZOT 2020-B C
        92290BAD3
        
          
        
        5860000.00000000
        PA
        USD
        5890956.62000000
        0.015795977287
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-02-20
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trivium Packaging Finance BV
        724500GMZWW3PVYET548
        TRIVIUM PACK FIN
        89686QAA4
        
          
        
        910000.00000000
        PA
        USD
        958912.50000000
        0.002571222476
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2026-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        LIVE NATION ENT
        538034AX7
        
          
        
        1975000.00000000
        PA
        USD
        1992281.25000000
        0.005342091514
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        KINDER MORGAN
        49456BAF8
        
          
        
        10000000.00000000
        PA
        USD
        11298830.00000000
        0.030296617945
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC
        046353AN8
        
          
        
        22875000.00000000
        PA
        USD
        25550345.63000000
        0.068510550201
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-06-12
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NCA7
        
          
        
        35747000.00000000
        PA
        USD
        39641957.37000000
        0.106295717083
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corp
        N/A
        LAMAR MEDIA CORP
        513075BL4
        
          
        
        935000.00000000
        PA
        USD
        962021.50000000
        0.002579558931
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833CJ7
        
          
        
        25834000.00000000
        PA
        USD
        29176067.08000000
        0.078232538898
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-09
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Israel
        213800T8ZHTFZIBYPE21
        STATE OF ISRAEL
        46513JXN6
        
          
        
        22266000.00000000
        PA
        USD
        24234425.73000000
        0.064982050130
        Long
        DBT
        NUSS
        IL
        
        N
        
        2
        
          2050-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C20
        549300UVB571ELWL8972
        WFRBS 2014-C20 C
        92890FAZ9
        
          
        
        1410000.00000000
        PA
        USD
        1288711.80000000
        0.003455544427
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-15
          Variable
          4.51300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CRED
        345397A86
        
          
        
        3260000.00000000
        PA
        USD
        3431061.98000000
        0.009200029910
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-17
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (SOAF)
        N/A
        
          
        
        -2300000.00000000
        NC
        USD
        -134296.08000000
        -0.00036010073
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                SOUTH AFRICA
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            -109927.41000000
            USD
            0.00000000
            USD
            -2300000.00000000
            USD
            -24368.67000000
          
        
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        BALL CORP
        058498AW6
        
          
        
        2558000.00000000
        PA
        USD
        2535617.50000000
        0.006798990218
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP
        68389XBM6
        
          
        
        35687000.00000000
        PA
        USD
        38750978.76000000
        0.103906652149
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        VALEANT PHARMA
        91911KAN2
        
          
        
        970000.00000000
        PA
        USD
        999100.00000000
        0.002678981008
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YAG4
        
          
        
        3525000.00000000
        PA
        USD
        3859719.90000000
        0.010349430798
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2026-09-13
          Fixed
          2.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
        N/A
        MSBAM 2015-C23 A3
        61690QAD1
        
          
        
        5379233.60000000
        PA
        USD
        5867721.80000000
        0.015733675574
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-07-15
          Fixed
          3.45100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        BIOGEN INC
        09062XAF0
        
          
        
        15000000.00000000
        PA
        USD
        17109435.00000000
        0.045877140859
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BCHINA)
        BVN4A0RP2
        
          
        
        6200000.00000000
        NC
        USD
        -49466.08000000
        -0.00013263806
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            
              
                N/A
                BANK OF CHINA/HK
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-12-20
            0.00000000
            USD
            0.00000000
            USD
            6200000.00000000
            USD
            -53287.09000000
          
        
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        BALL CORP
        058498AV8
        
          
        
        3445000.00000000
        PA
        USD
        3867012.50000000
        0.010368985134
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-4
        N/A
        SDART 2020-4 D
        80286WAG1
        
          
        
        5240000.00000000
        PA
        USD
        5340084.00000000
        0.014318870603
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST SLMA_14-A
        N/A
        SLMA 2014-A B
        78448DAE7
        
          
        
        800000.00000000
        PA
        USD
        813762.00000000
        0.002182016758
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2044-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        WEYERHAEUSER CO
        962166BX1
        
          
        
        5198000.00000000
        PA
        USD
        6030901.53000000
        0.016171224765
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valvoline Inc
        549300CMHPBEY6VPOT75
        VALVOLINE INC
        92047WAG6
        
          
        
        825000.00000000
        PA
        USD
        831187.50000000
        0.002228741394
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-06-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Essex Portfolio LP
        5493003GN3O58H286O74
        ESSEX PORTFOLIO
        29717PAU1
        
          
        
        10000000.00000000
        PA
        USD
        10875500.00000000
        0.029161503312
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Corpus Christi Holdings LLC
        549300I7CIEWU1BBLQ53
        CHENIERE CORP CH
        16412XAC9
        
          
        
        68904000.00000000
        PA
        USD
        79756380.00000000
        0.213858299805
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-31
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corp
        N/A
        LAMAR MEDIA CORP
        513075BR1
        
          
        
        1400000.00000000
        PA
        USD
        1417500.00000000
        0.003800876368
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX.NA.IG.35.V1 5YR RTR @ 52.50000
        N/A
        
          
        
        -86175000.00000000
        NC
        USD
        -39536.23000000
        -0.00010601222
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMORGAN CHASE BANK, N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    N/A
                    N/A
                    ICE: (CDX.NA.IG.35.V1)
                    N/A
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    
                    US
                  
                  
                    
                      ICE: (CDX.NA.IG.35.V1)
                      2I65BYDX0
                    
                  
                  
                    
                      
                    
                  
                  
                  2025-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            -86175000.00000000
            52.50000000
            USD
            2021-02-17
            XXXX
            188827.52000000
          
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA
        008911AZ2
        
          
        
        5671000.00000000
        PA
        USD
        5706443.75000000
        0.015301225535
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2021-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio Inc
        WP5O65E6BMU84LNO4227
        SIRIUS XM RADIO
        82967NBE7
        
          
        
        2100000.00000000
        PA
        USD
        2169300.00000000
        0.005816748575
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES
        247361ZX9
        
          
        
        5575000.00000000
        PA
        USD
        6467000.00000000
        0.017340576701
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EAN5
        
          
        
        24811000.00000000
        PA
        USD
        28299972.44000000
        0.075883383756
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-01-12
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corp
        N/A
        LAMAR MEDIA CORP
        513075BX8
        
          
        
        1650000.00000000
        PA
        USD
        1660312.50000000
        0.004451952413
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SBH5
        
          
        
        13907000.00000000
        PA
        USD
        14687001.91000000
        0.039381642668
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-06
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        COCA-COLA CO/THE
        191216DD9
        
          
        
        13850000.00000000
        PA
        USD
        13636252.95000000
        0.036564170435
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATION
        92840VAB8
        
          
        
        1769000.00000000
        PA
        USD
        1866295.00000000
        0.005004272706
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        KIMCO REALTY
        49446RAX7
        
          
        
        31105000.00000000
        PA
        USD
        31690116.16000000
        0.084973695679
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        BAXTER INTL
        071813BW8
        
          
        
        8000000.00000000
        PA
        USD
        9350536.00000000
        0.025072473590
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-04-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Ltd
        4ZHCHI4KYZG2WVRT8631
        MACQUARIE BK LTD
        BJ6318445
        
          
        
        7000000.00000000
        PA
        
        5593721.00000000
        0.014998971400
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2030-05-28
          Floating
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co Inc
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC
        432833AH4
        
          
        
        942000.00000000
        PA
        USD
        1015005.00000000
        0.002721628584
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE8 Mortgage Trust
        549300NGGFIEJ2ER3D22
        COMM 2013-CR8 A4
        12625KAD7
        
          
        
        553947.87000000
        PA
        USD
        584581.19000000
        0.001567492649
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-06-10
          Fixed
          3.33400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peruvian Government International Bond
        N/A
        REPUBLIC OF PERU
        715638AS1
        
          
        
        12414000.00000000
        PA
        USD
        15711083.92000000
        0.042127610295
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2025-07-21
          Fixed
          7.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2018-C47
        549300VHRKFNCWVN9Y77
        WFCM 2018-C47 A4
        95002DBG3
        
          
        
        6390000.00000000
        PA
        USD
        7612215.30000000
        0.020411350437
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2061-09-15
          Fixed
          4.44200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        INTERCONTINENT
        45866FAF1
        
          
        
        2770000.00000000
        PA
        USD
        3078979.65000000
        0.008255958370
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nucor Corp
        549300GGJCRSI2TIEJ46
        NUCOR CORP
        670346AS4
        
          
        
        16060000.00000000
        PA
        USD
        17265945.40000000
        0.046296806948
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MCA6
        
          
        
        14810000.00000000
        PA
        USD
        15144824.48000000
        0.040609245481
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-07-08
          Fixed
          1.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arizona Public Service Co
        YG6VT0TPHRH4TFVAQV64
        ARIZONA PUB SERV
        040555CZ5
        
          
        
        8530000.00000000
        PA
        USD
        9286320.98000000
        0.024900287804
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        N/A
        
          
        
        30700000.00000000
        PA
        
        24035721.47000000
        0.064449245667
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-02
          Floating
          1.60350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        N/A
        MGM GROWTH/MGM F
        55303XAK1
        
          
        
        3550000.00000000
        PA
        USD
        3763000.00000000
        0.010090086613
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM Midstream Partners LP
        549300NELT611CL6XM83
        EQM MIDSTREAM PT
        26885BAK6
        
          
        
        1363000.00000000
        PA
        USD
        1315295.00000000
        0.003526824467
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL 2015-C3 Commercial Mortgage Trust
        549300ZAGI6FKGY8O078
        CSAIL 2015-C3 C
        12635FAZ7
        
          
        
        2160000.00000000
        PA
        USD
        1942660.80000000
        0.005209039524
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-08-15
          Variable
          4.37520000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5
        N/A
        MSBAM 2012-C5 A4
        61761AAZ1
        
          
        
        8462000.00000000
        PA
        USD
        8718567.84000000
        0.023377917791
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          3.17600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BCHINA)
        BVN4FH8S5
        
          
        
        22800000.00000000
        NC
        USD
        -276151.32000000
        -0.00074047056
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            
              
                N/A
                BANK OF CHINA/HK
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2022-06-20
            -1462.01000000
            USD
            0.00000000
            USD
            22800000.00000000
            USD
            -274689.31000000
          
        
        
          N
          N
          N
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AVALONBAY COMMUN
        05348EAX7
        
          
        
        19800000.00000000
        PA
        USD
        21802631.40000000
        0.058461450763
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-11
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        ANTHEM INC
        036752AB9
        
          
        
        10000000.00000000
        PA
        USD
        11520310.00000000
        0.030890493147
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2013-LC12
        549300V2DF3KW9L1CV04
        WFCM 2013-LC12 A4
        94988QAG6
        
          
        
        7972500.00000000
        PA
        USD
        8576496.60000000
        0.022996968783
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-15
          Variable
          4.21800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN BO5964
        3140K1TW6
        
          
        
        3283272.66000000
        PA
        USD
        3458043.23000000
        0.009272377279
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172CP2
        
          
        
        19800000.00000000
        PA
        USD
        20201425.20000000
        0.054167985644
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Texas Inc
        LWXX58X12AJXISQ28573
        ENTERGY TEXAS
        29365TAK0
        
          
        
        2030000.00000000
        PA
        USD
        2013358.06000000
        0.005398606752
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DAVITA INC
        23918KAT5
        
          
        
        1540000.00000000
        PA
        USD
        1528450.00000000
        0.004098377061
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trust 2011-C2
        N/A
        CFCRE 2011-C2 AJ
        12527DAC4
        
          
        
        5260000.00000000
        PA
        USD
        5371985.40000000
        0.014404410834
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2047-12-15
          Variable
          5.73950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558AX1
        
          
        
        3000000.00000000
        PA
        USD
        3833340.00000000
        0.010278695885
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-04-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd
        JHE42UYNWWTJB8YTTU19
        AUST & NZ BANK
        052528AL0
        
          
        
        31510000.00000000
        PA
        USD
        33238071.42000000
        0.089124374033
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2030-07-22
          Variable
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        DOLLAR GENERAL
        256677AG0
        
          
        
        29752000.00000000
        PA
        USD
        33647637.62000000
        0.090222582492
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-03
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aircastle Ltd
        549300PNK8AKY3OIKP58
        AIRCASTLE LTD
        00928QAS0
        
          
        
        3000000.00000000
        PA
        USD
        3221250.00000000
        0.008637441271
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-06-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        DR PEPPER SNAPPL
        26138EAX7
        
          
        
        7800000.00000000
        PA
        USD
        8804975.40000000
        0.023609610527
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nestle Holdings Inc
        549300EAEU8YV8MQXP30
        NESTLE HOLDINGS
        641062AS3
        
          
        
        9665000.00000000
        PA
        USD
        9639909.66000000
        0.025848398462
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-09-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        MERCK & CO INC
        58933YAX3
        
          
        
        54169000.00000000
        PA
        USD
        61890790.95000000
        0.165953611813
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-07
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-3
        N/A
        CARMX 2018-3 A4
        14313FAE9
        
          
        
        3000000.00000000
        PA
        USD
        3132309.00000000
        0.008398955383
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        N/A
        
          
        
        15310000.00000000
        PA
        
        13206201.86000000
        0.035411033909
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-17
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967LW9
        
          
        
        8500000.00000000
        PA
        USD
        9784962.00000000
        0.026237340974
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-23
          Variable
          4.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4818 GZ
        3137FGWE1
        
          
        
        2300583.24000000
        PA
        USD
        2476439.82000000
        0.006640311527
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        WALT DISNEY CO
        254687DK9
        
          
        
        44928000.00000000
        PA
        USD
        50500958.98000000
        0.135412981707
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Georgia-Pacific LLC
        L2EVHWFHVAQK72TMH265
        GEORGIA-PACIFIC
        37331NAN1
        
          
        
        36265000.00000000
        PA
        USD
        36196422.89000000
        0.097056880694
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-05-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2020-GC45
        N/A
        GSMS 2020-GC45 AAB
        36258YBH0
        
          
        
        7336000.00000000
        PA
        USD
        8078696.64000000
        0.021662170826
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-02-13
          Fixed
          2.84280000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023BX2
        
          
        
        1131000.00000000
        PA
        USD
        1182822.42000000
        0.003171613251
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanford Health Care
        5493005311WCPXQGDG42
        STANFORD HEALTH
        85434VAB4
        
          
        
        17000000.00000000
        PA
        USD
        19095165.00000000
        0.051201665890
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          3.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SBJ1
        
          
        
        5000000.00000000
        PA
        USD
        5464265.00000000
        0.014651848824
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-06
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Corp / Broadcom Cayman Finance Ltd
        N/A
        BRDCOM CRP / FIN
        11134LAH2
        
          
        
        55328000.00000000
        PA
        USD
        61766906.66000000
        0.165621429188
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC
        437076BY7
        
          
        
        83145000.00000000
        PA
        USD
        92404276.64000000
        0.247772297300
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00914AAJ1
        
          
        
        19845000.00000000
        PA
        USD
        20886366.38000000
        0.056004582995
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EBM6
        
          
        
        16405000.00000000
        PA
        USD
        16962999.67000000
        0.045484490005
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-06-24
          Variable
          2.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CH0
        
          
        
        36495000.00000000
        PA
        USD
        38392740.00000000
        0.102946072793
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-06-04
          Variable
          2.84800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL Commercial Mortgage Securities Trust 2019-BPR
        N/A
        BAMLL 2019-BPR AMP
        05492PAQ1
        
          
        
        5700000.00000000
        PA
        USD
        5663976.00000000
        0.015187352754
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2032-11-05
          Fixed
          3.28700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC
        023135BS4
        
          
        
        2000000.00000000
        PA
        USD
        1988544.00000000
        0.005332070474
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-03
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clearway Energy Operating LLC
        549300Z3NFMM54NWBB87
        CLEARWAY ENERGY
        18539UAC9
        
          
        
        1725000.00000000
        PA
        USD
        1850062.50000000
        0.004960746974
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307BD8
        
          
        
        2678000.00000000
        PA
        USD
        2731560.00000000
        0.007324389314
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Markel Corp
        549300SCNO12JLWIK605
        MARKEL CORP
        570535AU8
        
          
        
        7000000.00000000
        PA
        USD
        7763959.00000000
        0.020818235124
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-17
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP Operating LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING LP
        26884ABD4
        
          
        
        20800000.00000000
        PA
        USD
        22905126.40000000
        0.061417674532
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        DR PEPPER SNAPPL
        26138EAU3
        
          
        
        2000000.00000000
        PA
        USD
        2173894.00000000
        0.005829066900
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark 2019-B15 Mortgage Trust
        N/A
        BMARK 2019-B15 AAB
        08160KAF1
        
          
        
        6735000.00000000
        PA
        USD
        7380010.95000000
        0.019788719025
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2072-12-15
          Fixed
          2.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
        N/A
        JPMCC 2012-C8 AS
        46638UAH9
        
          
        
        22430000.00000000
        PA
        USD
        23200246.20000000
        0.062209007071
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2045-10-15
          Fixed
          3.42390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW Finance Corp
        N/A
        CDW LLC/CDW FIN
        12513GBE8
        
          
        
        1645000.00000000
        PA
        USD
        1702575.00000000
        0.004565274838
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        WESTERN MIDSTRM
        958667AC1
        
          
        
        3200000.00000000
        PA
        USD
        3520000.00000000
        0.009438507807
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC / Charter Communications Operating Capital
        N/A
        CHARTER COMM OPT
        161175BK9
        
          
        
        5900000.00000000
        PA
        USD
        6697284.70000000
        0.017958060775
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Principal Financial Group Inc
        CUMYEZJOAF02RYZ1JJ85
        PRINCIPAL FINL
        74251VAR3
        
          
        
        11855000.00000000
        PA
        USD
        13606967.47000000
        0.036485644516
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        INTERCONTINENT
        45866FAK0
        
          
        
        17000000.00000000
        PA
        USD
        17373575.00000000
        0.046585404340
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-15
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DBJ7
        
          
        
        18835000.00000000
        PA
        USD
        21193066.66000000
        0.056826967366
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC
        713448EX2
        
          
        
        1100000.00000000
        PA
        
        1378346.14000000
        0.003695889432
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-06
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_18-CA
        N/A
        NAVSL 2018-CA A2
        63940VAB8
        
          
        
        4221207.24000000
        PA
        USD
        4313889.75000000
        0.011567239228
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2042-06-16
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (ULFP)
        N/A
        
          
        
        -5050000.00000000
        NC
        
        -191356.45000000
        -0.00051310208
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                URW
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            -164201.66000000
            EUR
            0.00000000
            EUR
            -5050000.00000000
            EUR
            -27154.79000000
          
        
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        KIMBERLY-CLARK
        494368CB7
        
          
        
        22768000.00000000
        PA
        USD
        25661084.22000000
        0.068807484021
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-26
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV / NXP Funding LLC
        N/A
        NXP BV/NXP FUNDI
        62947QAX6
        
          
        
        18000000.00000000
        PA
        USD
        21541338.00000000
        0.057760820140
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2026-03-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINL
        14040HCE3
        
          
        
        9163000.00000000
        PA
        USD
        10375695.56000000
        0.027821330553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-11
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allstate Corp/The
        OBT0W1ED8G0NWVOLOJ77
        ALLSTATE CORP
        020002BJ9
        
          
        
        12000000.00000000
        PA
        USD
        11750736.00000000
        0.031508356101
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-12-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities Inc
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL
        015271AK5
        
          
        
        1975000.00000000
        PA
        USD
        2274700.33000000
        0.006099368415
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT AH4R_15-SFR1
        N/A
        AH4R 2015-SFR1 A
        02666AAA6
        
          
        
        4913854.04000000
        PA
        USD
        5202051.58000000
        0.013948751264
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2052-04-17
          Fixed
          3.46700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embraer SA
        549300EM51WYXFHUY333
        EMBRAER
        29082AAA5
        
          
        
        8000000.00000000
        PA
        USD
        8281432.00000000
        0.022205784257
        Long
        DBT
        CORP
        BR
        
        N
        
        2
        
          2022-06-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA/London
        969500TJ5KRTCJQWXH05
        CREDIT AGRICOLE
        N/A
        
          
        
        1600000.00000000
        PA
        
        2108797.43000000
        0.005654517331
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2027-05-03
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EBL8
        
          
        
        49586000.00000000
        PA
        USD
        52924278.28000000
        0.141910856176
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-05-07
          Variable
          2.85200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406RAF4
        
          
        
        11250000.00000000
        PA
        USD
        12772192.50000000
        0.034247283701
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-29
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES FKH_20-SFR2
        N/A
        FKH 2020-SFR2 A
        33767JAA0
        
          
        
        5300000.00000000
        PA
        USD
        5319239.00000000
        0.014262976940
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2037-10-19
          Fixed
          1.26600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        AUST 10Y BOND FUT Mar21
        N/A
        
          
        
        -169.00000000
        NC
        
        -18840049.15000000
        -0.05051759971
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                N/A
                SFE 10 Year Australian Bond Future
                
                  
                
              
            
            2021-03-15
            -18714713.80000000
            AUD
            140409.26000000
          
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        KINDER MORGAN
        49456BAS0
        
          
        
        2000000.00000000
        PA
        USD
        1885102.00000000
        0.005054701688
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-08-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PCV2
        
          
        
        4933000.00000000
        PA
        USD
        5476305.82000000
        0.014684135010
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pepper Residential Securities Trust No. 22
        N/A
        PEPAU 22A A1U
        71338AAA9
        
          
        
        2269038.70000000
        PA
        USD
        2265936.02000000
        0.006075867845
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2060-06-20
          Floating
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Finance Inc
        5493000EYEKDT0FBSQ91
        ANHEUSER-BUSCH
        035242AP1
        
          
        
        29921000.00000000
        PA
        USD
        33550327.54000000
        0.089961655802
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Realty Trust LP
        CD4SPTZ3YBTHY0C1AH38
        DIGITAL REALTY
        25389JAU0
        
          
        
        19800000.00000000
        PA
        USD
        22353764.40000000
        0.059939255628
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS
        025816CF4
        
          
        
        6745000.00000000
        PA
        USD
        7494045.74000000
        0.020094491257
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-20
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Resimac MBS Trust
        N/A
        RESI 2018-2A A1A
        76119TAA2
        
          
        
        1098670.30000000
        PA
        USD
        1098037.47000000
        0.002944271373
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2050-04-10
          Floating
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M CO
        88579YBG5
        
          
        
        10087000.00000000
        PA
        USD
        11487277.34000000
        0.030801919562
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GGC7
        
          
        
        21852000.00000000
        PA
        USD
        25025981.15000000
        0.067104522292
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-25
          Fixed
          4.18300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE
        N/A
        
          
        
        1300000.00000000
        PA
        
        1688999.32000000
        0.004528873087
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2028-10-05
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC
        713448DY1
        
          
        
        4500000.00000000
        PA
        USD
        5026360.50000000
        0.013477654210
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2012-C4
        5493005SNWQW3UUOQX45
        MSC 2012-C4 AS
        61760VAQ6
        
          
        
        2440000.00000000
        PA
        USD
        2479503.60000000
        0.006648526729
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-03-15
          Fixed
          3.77300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCV6
        
          
        
        32593000.00000000
        PA
        USD
        34724223.68000000
        0.093109334178
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-26
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USAA Capital Corp
        5493007XLF4LU3U2W757
        USAA CAP CORP
        90327QD55
        
          
        
        3600000.00000000
        PA
        USD
        3737516.40000000
        0.010021755034
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-05-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-A
        N/A
        SOFI 2018-A A2B
        83406EAC9
        
          
        
        4739197.07000000
        PA
        USD
        4863756.91000000
        0.013041649877
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2042-02-25
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2012-C9
        N/A
        WFRBS 2012-C9 A3
        92930RBB7
        
          
        
        9924000.25000000
        PA
        USD
        10247919.62000000
        0.027478712881
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-11-15
          Fixed
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACER AUTO RECEIVABLES TRUST CPART_18-2
        N/A
        CPART 2018-2A A4
        13646AAE0
        
          
        
        1280000.00000000
        PA
        USD
        1316022.66000000
        0.003528775611
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2023-08-21
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        94974BGL8
        
          
        
        14000000.00000000
        PA
        USD
        16278010.00000000
        0.043647762634
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-22
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CM9
        
          
        
        33330000.00000000
        PA
        USD
        33733359.66000000
        0.090452437079
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-05-24
          Variable
          1.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lanark Master Issuer PLC
        213800KIOPB5OYXIVY33
        LAN 2020-1A 1A
        513770BE6
        
          
        
        3100000.00000000
        PA
        USD
        3177688.79000000
        0.008520636492
        Long
        ABS-MBS
        CORP
        GB
        
        Y
        
        2
        
          2069-12-22
          Variable
          2.27700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD 2016-CD1 Mortgage Trust
        N/A
        CD 2016-CD1 A4
        12514MBC8
        
          
        
        18170000.00000000
        PA
        USD
        19772957.40000000
        0.053019094543
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-08-10
          Fixed
          2.72400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
        N/A
        ARDAGH PKG FIN
        03969AAQ3
        
          
        
        1839000.00000000
        PA
        USD
        1937846.25000000
        0.005196129818
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2025-04-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY AUTO RECEIVABLES TRUST ALLYA_19-1
        N/A
        ALLYA 2019-1 A4
        02004WAD3
        
          
        
        3030000.00000000
        PA
        USD
        3151392.41000000
        0.008450125530
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD 2016-CD1 Mortgage Trust
        N/A
        CD 2016-CD1 C
        12514MBG9
        
          
        
        5510000.00000000
        PA
        USD
        5348832.50000000
        0.014342328781
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-08-10
          Variable
          3.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2019-BNK23
        N/A
        BANK 2019-BN23 A3
        06541RBB8
        
          
        
        7000000.00000000
        PA
        USD
        7701610.00000000
        0.020651052873
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-12-15
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE12 Mortgage Trust
        549300MGZ5FI5VFL1177
        COMM 2013-CR12 ASB
        12591KAC9
        
          
        
        0.09000000
        PA
        USD
        0.09000000
        0.000000000241
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-10-10
          Fixed
          3.62300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide Inc
        549300CRGMZK3K53BF92
        ANHEUSER-BUSCH
        035240AL4
        
          
        
        77639000.00000000
        PA
        USD
        90007436.17000000
        0.241345423013
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2019-GC40
        N/A
        GSMS 2019-GC40 A4
        36257HBP0
        
          
        
        6528000.00000000
        PA
        USD
        7308879.36000000
        0.019597987188
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-07-10
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allison Transmission Inc
        MWKQ3I0U1GXP2YDSZW75
        ALLISON TRANS
        019736AG2
        
          
        
        2900000.00000000
        PA
        USD
        2900000.00000000
        0.007776043363
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-01-30
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL
        723787AR8
        
          
        
        26440000.00000000
        PA
        USD
        26144797.40000000
        0.070104509767
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE9 Mortgage Trust
        549300C72XVZH4MIKU63
        COMM 2013-CR9 A4
        12625UBF9
        
          
        
        5492700.00000000
        PA
        USD
        5938432.61000000
        0.015923279134
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-07-10
          Variable
          4.21920000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QAC4
        
          
        
        8690000.00000000
        PA
        USD
        10074030.23000000
        0.027012446868
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-21
          Fixed
          3.93700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        GDF SUEZ
        36160BAA3
        
          
        
        3480000.00000000
        PA
        USD
        3609344.64000000
        0.009678076012
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2022-10-10
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
        N/A
        JPMCC 2013-C16 C
        46641BAK9
        
          
        
        960000.00000000
        PA
        USD
        994953.60000000
        0.002667862875
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Variable
          5.02190000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FEDEX CORP
        31428XBM7
        
          
        
        3765000.00000000
        PA
        USD
        4199876.33000000
        0.011261524298
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119CA5
        
          
        
        650000.00000000
        PA
        USD
        674375.00000000
        0.001808265256
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serbia International Bond
        N/A
        SERBIA REPUBLIC
        N/A
        
          
        
        1739000.00000000
        PA
        USD
        1811262.23000000
        0.004856708153
        Long
        DBT
        NUSS
        RS
        
        N
        
        2
        
          2021-09-28
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GWL4
        
          
        
        42207000.00000000
        PA
        USD
        47778957.11000000
        0.128114221508
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-05
          Variable
          3.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP Operating LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING LP
        26884ABM4
        
          
        
        12570000.00000000
        PA
        USD
        13331302.05000000
        0.035746476841
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE8 Mortgage Trust
        549300NGGFIEJ2ER3D22
        COMM 2013-CR8 A5
        12625KAE5
        
          
        
        8560000.00000000
        PA
        USD
        9110322.40000000
        0.024428366221
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-06-10
          Variable
          3.61200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GGF0
        
          
        
        51829000.00000000
        PA
        USD
        59090553.87000000
        0.158445072170
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-20
          Variable
          3.82400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GCJ14
        549300ITVQSU1IHX4H03
        GSMS 2013-GC14 A5
        36198FAE2
        
          
        
        105000.00000000
        PA
        USD
        113743.35000000
        0.000304990766
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-10
          Fixed
          4.24300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthpeak Properties Inc
        PZ9HF5U52KPF0MH0QN75
        HCP Inc
        40414LAN9
        
          
        
        14105000.00000000
        PA
        USD
        15907308.69000000
        0.042653766268
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL
        02005NBJ8
        
          
        
        2000000.00000000
        PA
        USD
        2367500.00000000
        0.006348200918
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        32337.23000000
        0.000086708863
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            8454746.83000000
            USD
            6193885.66000000
            GBP
            2021-02-12
            32337.23000000
          
        
        
          N
          N
          N
        
      
      
        Truist Bank
        JJKC32MCHWDI71265Z06
        TRUIST BANK
        89788JAA7
        
          
        
        20800000.00000000
        PA
        USD
        21433193.60000000
        0.057470842366
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Holding Ltd
        549300H316CT32FQXI76
        ATHENE HOLDING
        04686JAA9
        
          
        
        10777000.00000000
        PA
        USD
        12047910.06000000
        0.032305196921
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-01-12
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-4
        N/A
        GMCAR 2018-4 A4
        38013FAE1
        
          
        
        4120000.00000000
        PA
        USD
        4311591.54000000
        0.011561076821
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-06-17
          Fixed
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        REALTY INCOME
        756109AU8
        
          
        
        18669000.00000000
        PA
        USD
        21137881.91000000
        0.056678995294
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122CN6
        
          
        
        81238000.00000000
        PA
        USD
        90917345.22000000
        0.243785247920
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTL
        438516BZ8
        
          
        
        22214000.00000000
        PA
        USD
        22959235.27000000
        0.061562761746
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFC
        101137AX5
        
          
        
        12000000.00000000
        PA
        USD
        13902516.00000000
        0.037278126649
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kallpa Generacion SA
        549300NG1PWEI5BZG095
        KALLPA GENERACIO
        N/A
        
          
        
        13575000.00000000
        PA
        USD
        14644031.25000000
        0.039266421387
        Long
        DBT
        CORP
        PE
        
        N
        
        2
        
          2027-08-16
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C18
        549300O5GNH0TNJ6B119
        WFRBS 2013-C18 B
        96221QAJ2
        
          
        
        1085000.00000000
        PA
        USD
        1155817.95000000
        0.003099203620
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Variable
          4.86200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822AD6
        
          
        
        3491000.00000000
        PA
        USD
        3978629.86000000
        0.010668275282
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2026-03-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATX Corp
        549300IHYHCQP2PIR591
        GATX CORP
        361448BF9
        
          
        
        4093000.00000000
        PA
        USD
        4781381.21000000
        0.012820768147
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
        N/A
        MSBAM 2013-C7 AS
        61690KAG7
        
          
        
        2000000.00000000
        PA
        USD
        2064800.00000000
        0.005536542875
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-02-15
          Fixed
          3.21400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio Inc
        WP5O65E6BMU84LNO4227
        SIRIUS XM RADIO
        82967NBA5
        
          
        
        1810000.00000000
        PA
        USD
        1900500.00000000
        0.005095989797
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        AUST 3YR BOND FUT Mar21
        N/A
        
          
        
        -1062.00000000
        NC
        
        -95303419.58000000
        -0.25554604254
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                N/A
                SFE 3 Year Australian Bond Future
                
                  
                
              
            
            2021-03-15
            -93917799.05000000
            AUD
            -52009.49000000
          
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        SPRINT CORP
        85207UAH8
        
          
        
        5555000.00000000
        PA
        USD
        6471575.00000000
        0.017352844080
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-LC22
        549300XO83D3BDYP0P62
        WFCM 2015-LC22 C
        94989TBF0
        
          
        
        5225000.00000000
        PA
        USD
        5293081.75000000
        0.014192839040
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Variable
          4.53670000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-LC13 Mortgage Trust
        N/A
        COMM 2013-LC13 AAB
        12626GBH5
        
          
        
        0.09000000
        PA
        USD
        0.09000000
        0.000000000241
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-08-10
          Fixed
          3.77400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG RESOURCES IN
        26875PAU5
        
          
        
        11710000.00000000
        PA
        USD
        13897088.41000000
        0.037263573141
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthcare Trust of America Holdings LP
        549300IYGAS4GE6VDL07
        HEALTHCARE TRUST
        42225UAH7
        
          
        
        10000000.00000000
        PA
        USD
        9934750.00000000
        0.026638981658
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        COMMSCOPE INC
        203372AV9
        
          
        
        3478000.00000000
        PA
        USD
        3704070.00000000
        0.009932072049
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-07-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent LP
        549300N4PXZ37U8QKI55
        AMERICAN HOMES 4
        02666TAA5
        
          
        
        13063000.00000000
        PA
        USD
        14890422.26000000
        0.039927092828
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        67091GAE3
        
          
        
        955000.00000000
        PA
        USD
        984843.75000000
        0.002640754381
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2025-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC19
        N/A
        CGCMT 2014-GC19 A4
        17322AAD4
        
          
        
        16273000.00000000
        PA
        USD
        17763769.53000000
        0.047631669714
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-03-10
          Fixed
          4.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clark Equipment Co
        549300X1FKNY520VPF71
        CLARK EQUIP CO
        181396AE2
        
          
        
        1572000.00000000
        PA
        USD
        1658460.00000000
        0.004446985130
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sixth Street Specialty Lending Inc
        549300TX61566GJWCN05
        SIXTH STREET
        83012AAA7
        
          
        
        5000000.00000000
        PA
        USD
        4974480.00000000
        0.013338542135
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C21
        N/A
        JPMBB 2014-C21 A4
        46642EAX4
        
          
        
        5255543.87000000
        PA
        USD
        5578339.37000000
        0.014957727186
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          3.49270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust 2017-C7
        N/A
        UBSCM 2017-C7 A4
        90276WAS6
        
          
        
        6673000.00000000
        PA
        USD
        7654197.92000000
        0.020523922393
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-12-15
          Fixed
          3.67900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Financial Inc
        549300T065Z4KJ686G75
        VOYA FINANCIAL
        929089AB6
        
          
        
        750000.00000000
        PA
        USD
        853105.50000000
        0.002287512193
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE6 Mortgage Trust
        N/A
        COMM 2013-CR6 B
        12624XAP3
        
          
        
        1400000.00000000
        PA
        USD
        1422470.00000000
        0.003814202897
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-03-10
          Fixed
          3.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Electric and Gas Co
        549300RUHPVD434XUK18
        PUBLIC SERVICE
        74456QBS4
        
          
        
        4700000.00000000
        PA
        USD
        5182177.70000000
        0.013895461556
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinopec Group Overseas Development 2017 Ltd
        5493001IPW8ZGQ181Z16
        SINOPEC OVERSEAS
        82938NAC8
        
          
        
        12500000.00000000
        PA
        USD
        13890987.50000000
        0.037247214196
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2027-04-12
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2019-C54
        N/A
        WFCM 2019-C54 A4
        95001YAE4
        
          
        
        2390000.00000000
        PA
        USD
        2662842.40000000
        0.007140130335
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-12-15
          Fixed
          3.14600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama Government International Bond
        N/A
        PANAMA
        698299AV6
        
          
        
        36413000.00000000
        PA
        USD
        46381058.75000000
        0.124365904864
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2026-01-29
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61761JZN2
        
          
        
        16197000.00000000
        PA
        USD
        18559040.90000000
        0.049764105804
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-23
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAE5
        
          
        
        3856000.00000000
        PA
        USD
        4132105.02000000
        0.011079802696
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-01-23
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthpeak Properties Inc
        PZ9HF5U52KPF0MH0QN75
        HEALTHPEAK PROP
        42250PAA1
        
          
        
        14900000.00000000
        PA
        USD
        16117791.90000000
        0.043218154740
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PDS8
        
          
        
        22166000.00000000
        PA
        USD
        24468515.42000000
        0.065609736882
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Realty Investment Trust
        549300LI6XZ51GOCJ427
        FEDERAL REALTY I
        313747AY3
        
          
        
        3665000.00000000
        PA
        USD
        4013691.77000000
        0.010762290087
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QAB6
        
          
        
        41635000.00000000
        PA
        USD
        46861649.73000000
        0.125654558761
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-21
          Fixed
          3.79600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECH
        75513ECH2
        
          
        
        28417000.00000000
        PA
        USD
        31967562.07000000
        0.085717637550
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-BUND FUTURE  Mar21
        N/A
        
          
        
        -1157.00000000
        NC
        
        -248872612.49000000
        -0.66732559545
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                N/A
                Eurex 10 Year Euro BUND Future
                
                  
                
              
            
            2021-03-08
            -248165237.10000000
            EUR
            -436905.24000000
          
        
        
          N
          N
          N
        
      
      
        Mars Inc
        54930073HKEO6GZBSS03
        MARS INC
        571676AL9
        
          
        
        13500000.00000000
        PA
        USD
        13213152.00000000
        0.035429669974
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-07-16
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartments LP
        549300FXWGE3QSYCUJ38
        MID-AMER APT LP
        59523UAM9
        
          
        
        7620000.00000000
        PA
        USD
        8612451.66000000
        0.023093378475
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL
        723787AT4
        
          
        
        9945000.00000000
        PA
        USD
        9946461.92000000
        0.026670385933
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fontainebleau Miami Beach Trust 2019-FBLU
        N/A
        FMBT 2019-FBLU A
        34461LAA2
        
          
        
        30455000.00000000
        PA
        USD
        32367574.00000000
        0.086790227245
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2036-12-10
          Fixed
          3.14400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chile Government International Bond
        N/A
        CHILE
        168863DQ8
        
          
        
        13480000.00000000
        PA
        USD
        13641760.00000000
        0.036578937007
        Long
        DBT
        NUSS
        CL
        
        N
        
        2
        
          2061-01-22
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C21
        5493000F7E2NMQ4HIO61
        WFRBS 2014-C21 A4
        92939FAT6
        
          
        
        1556868.41000000
        PA
        USD
        1665802.49000000
        0.004466673240
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Grid Overseas Investment 2016 Ltd
        3003006V8BHG5158QO96
        STATE GRID OSEAS
        N/A
        
          
        
        16000000.00000000
        PA
        USD
        18010510.40000000
        0.048293279268
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-05-04
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2018-C46
        N/A
        WFCM 2018-C46 A4
        95001QAU5
        
          
        
        4315000.00000000
        PA
        USD
        5043674.05000000
        0.013524078664
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-08-15
          Fixed
          4.15200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kilroy Realty LP
        5493008CT3N3JR7P1552
        KILROY REALTY LP
        49427RAN2
        
          
        
        6705000.00000000
        PA
        USD
        7855564.59000000
        0.021063865827
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (ULFP)
        N/A
        
          
        
        -3200000.00000000
        NC
        
        -121255.57000000
        -0.00032513398
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                URW
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            -100704.01000000
            EUR
            0.00000000
            EUR
            -3200000.00000000
            EUR
            -20551.56000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GWZ3
        
          
        
        22365000.00000000
        PA
        USD
        26218802.61000000
        0.070302946912
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-01
          Variable
          4.22300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Poland Government International Bond
        N/A
        REP OF POLAND
        857524AA0
        
          
        
        10505000.00000000
        PA
        USD
        10610039.50000000
        0.028449699050
        Long
        DBT
        NUSS
        PL
        
        N
        
        2
        
          2021-04-21
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Franklin Resources Inc
        RIFQSET379FOGTEFKS80
        FRANKLIN RES INC
        354613AL5
        
          
        
        15000000.00000000
        PA
        USD
        14692365.00000000
        0.039396023227
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-30
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamondback Energy Inc
        549300R22LSX6OHWEN64
        DIAMONDBACK ENER
        25278XAM1
        
          
        
        45023000.00000000
        PA
        USD
        48287167.50000000
        0.129476933932
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS
        09659W2C7
        
          
        
        8121000.00000000
        PA
        USD
        9071449.36000000
        0.024324132275
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2027-11-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Concho Resources Inc
        SYHS7HRDXLL4I0IQ8776
        CONCHO RES/MIDLA
        20605PAH4
        
          
        
        8990000.00000000
        PA
        USD
        10136225.00000000
        0.027179215567
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korea Hydro & Nuclear Power Co Ltd
        9884008CRY5MLCN8OQ43
        KOREA HYDRO & NU
        N/A
        
          
        
        2800000.00000000
        PA
        USD
        2915843.00000000
        0.007818524693
        Long
        DBT
        NUSS
        KR
        
        N
        
        2
        
          2022-09-19
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264AAY1
        
          
        
        2000000.00000000
        PA
        USD
        2355018.00000000
        0.006314731755
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2050-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE11 Mortgage Trust
        549300BCCWSDWINK2593
        COMM 2013-CR11 A3
        12626LAD4
        
          
        
        4874643.72000000
        PA
        USD
        5257400.74000000
        0.014097164184
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-08-10
          Fixed
          3.98300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406GAA9
        
          
        
        7000000.00000000
        PA
        USD
        7731101.00000000
        0.020730129871
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GlaxoSmithKline Capital Inc
        5493007Q8VD7Q3ZYZS59
        GLAXOSMITHKLINE
        377372AN7
        
          
        
        35702000.00000000
        PA
        USD
        42068309.24000000
        0.112801723068
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C13
        N/A
        WFRBS 2013-C13 AS
        92937UAF5
        
          
        
        2220000.00000000
        PA
        USD
        2328802.20000000
        0.006244436859
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-05-15
          Fixed
          3.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00914AAE2
        
          
        
        2000000.00000000
        PA
        USD
        2091646.00000000
        0.005608527585
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5
        N/A
        MSBAM 2012-C5 AS
        61761ABA5
        
          
        
        16040000.00000000
        PA
        USD
        16623856.00000000
        0.044575112114
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          3.79200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phoenix Group Holdings PLC
        2138001P49OLAEU33T68
        PHOENIX GRP
        N/A
        
          
        
        3680000.00000000
        PA
        
        5135050.71000000
        0.013769095516
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-01-24
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chubb INA Holdings Inc
        CZCBJZWDMLTHWJDXU843
        ACE INA HOLDINGS
        00440EAV9
        
          
        
        33414000.00000000
        PA
        USD
        37370083.94000000
        0.100203928701
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-03
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1
        N/A
        GMCAR 2021-1 C
        36261LAF8
        
          
        
        530000.00000000
        PA
        USD
        531999.64000000
        0.001426500782
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-05-17
          Fixed
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN MA3876
        31418DJW3
        
          
        
        66371778.79000000
        PA
        USD
        68744490.24000000
        0.184331081772
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcon Finance Corp
        549300CUZUI9VU7XNK42
        ALCON FINANCE CO
        01400EAA1
        
          
        
        15000000.00000000
        PA
        USD
        16333215.00000000
        0.043795789004
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-09-23
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_19-D
        N/A
        TAOT 2019-D A4
        89233MAE3
        
          
        
        5980000.00000000
        PA
        USD
        6211446.33000000
        0.016655336556
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-02-18
          Fixed
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Transitional Finance Authority Future Tax Secured Revenue
        N/A
        NYC TRANS AUTH REV
        64971ML75
        
          
        
        1500000.00000000
        PA
        USD
        1709535.00000000
        0.004583937342
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2024-02-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        White Cap Buyer LLC
        N/A
        WHITE CAP BUYER
        96350RAA2
        
          
        
        800000.00000000
        PA
        USD
        828000.00000000
        0.002220194450
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GAT9
        
          
        
        4000000.00000000
        PA
        USD
        4392852.00000000
        0.011778968152
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          3.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C24
        N/A
        JPMBB 2014-C24 A5
        46643GAE0
        
          
        
        6021100.00000000
        PA
        USD
        6620500.51000000
        0.017752172088
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-11-15
          Fixed
          3.63850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-C30
        N/A
        WFCM 2015-C30 A3
        94989NBD8
        
          
        
        6800345.68000000
        PA
        USD
        7503637.43000000
        0.020120210359
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Fixed
          3.41100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        N/A
        
          
        
        2600000.00000000
        PA
        
        1991747.14000000
        0.005340659355
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2026-03-10
          Floating
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SAM5
        
          
        
        5000000.00000000
        PA
        USD
        5468815.00000000
        0.014664049168
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-08-09
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFC
        101137AZ0
        
          
        
        12700000.00000000
        PA
        USD
        13233234.90000000
        0.035483520147
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC
        053332AV4
        
          
        
        16000000.00000000
        PA
        USD
        18207696.00000000
        0.048822011604
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        JOHNSON&JOHNSON
        478160CS1
        
          
        
        2000000.00000000
        PA
        USD
        1923946.00000000
        0.005158857767
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-09-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC
        902494BJ1
        
          
        
        48003000.00000000
        PA
        USD
        54772143.05000000
        0.146865710170
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BT5
        
          
        
        41640000.00000000
        PA
        USD
        48797791.08000000
        0.130846117070
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-06-19
          Variable
          4.58300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        N/A
        
          
        
        10600000.00000000
        PA
        
        14114752.68000000
        0.037847216866
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-04
          Variable
          1.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        PROCTER & GAMBLE
        N/A
        
          
        
        1200000.00000000
        PA
        
        1590961.68000000
        0.004265995522
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-30
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468L6
        
          
        
        43418000.00000000
        PA
        USD
        46136791.74000000
        0.123710928705
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-22
          Variable
          2.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        GENERAL MOTORS C
        37045VAS9
        
          
        
        15000000.00000000
        PA
        USD
        17631045.00000000
        0.047275782921
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANPACK SA / Eastern PA Land Investment Holding LLC
        N/A
        CANPACK EASTERN
        13805AAA5
        
          
        
        965000.00000000
        PA
        USD
        978268.75000000
        0.002623124214
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2025-11-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunoco Logistics Partners Operations LP
        5493006LL0CKP8WQW329
        SUNOCO LOGISTICS
        86765BAT6
        
          
        
        13648000.00000000
        PA
        USD
        14910440.00000000
        0.039980768281
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DBF5
        
          
        
        5931000.00000000
        PA
        USD
        6869669.72000000
        0.018420292978
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia/The
        L3I9ZG2KFGXZ61BMYR72
        BANK NOVA SCOTIA
        064159QE9
        
          
        
        32211000.00000000
        PA
        USD
        35182207.06000000
        0.094337368185
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-08-03
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EBD6
        
          
        
        18452000.00000000
        PA
        USD
        21906694.15000000
        0.058740484024
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-05-16
          Variable
          4.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International Inc/MD
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTL
        571903BD4
        
          
        
        8000000.00000000
        PA
        USD
        9280000.00000000
        0.024883338764
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        ATH 2.45 8/20/2027
        4685A2P51
        
          
        
        10000000.00000000
        PA
        USD
        10517010.00000000
        0.028200250282
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-08-20
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dignity Health
        TFVG45LTYVO3XKPZWP18
        DIGNITY HEALTH
        254010AD3
        
          
        
        1000000.00000000
        PA
        USD
        1089412.00000000
        0.002921143087
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-01
          Fixed
          3.81200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
        N/A
        MSBAM 2014-C18 A4
        61763XAE6
        
          
        
        5430000.00000000
        PA
        USD
        5981905.20000000
        0.016039846287
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-10-15
          Fixed
          3.92300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NAL9
        
          
        
        4361000.00000000
        PA
        USD
        5052471.44000000
        0.013547667935
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING GROEP NV
        456837AH6
        
          
        
        25636000.00000000
        PA
        USD
        29409952.47000000
        0.078859677841
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-03-29
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC20
        N/A
        GSMS 2014-GC20 AS
        36252WBB3
        
          
        
        570000.00000000
        PA
        USD
        617332.80000000
        0.001655312628
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-04-10
          Fixed
          4.25800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2017-P8
        N/A
        CGCMT 2017-P8 B
        17326DAG7
        
          
        
        3150000.00000000
        PA
        USD
        3505383.00000000
        0.009399313867
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-15
          Fixed
          4.19200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2018-BNK14
        N/A
        BANK 2018-BN14 A4
        06035RAS5
        
          
        
        4985000.00000000
        PA
        USD
        5876068.75000000
        0.015756057037
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2060-09-15
          Variable
          4.23100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Ouest Africaine de Developpement
        529900LIZJABE4JJS826
        BOAD
        06675QAC7
        
          
        
        4150000.00000000
        PA
        USD
        4528629.40000000
        0.012143040894
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2031-10-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2012-STAR
        N/A
        MSC 2012-STAR A2
        61761BAC0
        
          
        
        6407000.00000000
        PA
        USD
        6499196.73000000
        0.017426908828
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2034-08-05
          Fixed
          3.20100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        AGILENT TECH INC
        00846UAL5
        
          
        
        10000000.00000000
        PA
        USD
        10807710.00000000
        0.028979731594
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        VERISK ANALYTICS
        92345YAF3
        
          
        
        21490000.00000000
        PA
        USD
        25320248.66000000
        0.067893569505
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hormel Foods Corp
        MSD54751OJP1FS2ND863
        HORMEL FOODS CRP
        440452AF7
        
          
        
        34710000.00000000
        PA
        USD
        35133600.84000000
        0.094207035746
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-11
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        949746RW3
        
          
        
        60337000.00000000
        PA
        USD
        65693417.18000000
        0.176149951972
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alimentation Couche-Tard Inc
        549300OSW32RVX8CCZ87
        ALIMEN COUCHE
        01626PAH9
        
          
        
        46114000.00000000
        PA
        USD
        51647680.00000000
        0.138487792872
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-07-26
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ontario Teachers' Cadillac Fairview Properties Trust
        N/A
        CADILLAC FAIRVIE
        68327LAC0
        
          
        
        11900000.00000000
        PA
        USD
        13647479.30000000
        0.036594272705
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GC13
        549300WF5YRKNHB1FX69
        GSMS 2013-GC13 A5
        36198EAE5
        
          
        
        185000.00000000
        PA
        USD
        199132.15000000
        0.000533951804
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-10
          Variable
          4.05070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Electric and Gas Co
        549300RUHPVD434XUK18
        PUBLIC SERVICE
        74456QBY1
        
          
        
        31239000.00000000
        PA
        USD
        35043441.62000000
        0.093965283331
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS IN
        370334CG7
        
          
        
        21570000.00000000
        PA
        USD
        25457215.98000000
        0.068260832892
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-17
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block Financial LLC
        N/A
        BLOCK FINANCIAL
        093662AH7
        
          
        
        13650000.00000000
        PA
        USD
        14506537.50000000
        0.038897746434
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC
        437076CA8
        
          
        
        21800000.00000000
        PA
        USD
        23703663.20000000
        0.063558866527
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        CNH INDUSTRIAL
        12592BAL8
        
          
        
        34000000.00000000
        PA
        USD
        35340586.00000000
        0.094762044567
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        539439AQ2
        
          
        
        10873000.00000000
        PA
        USD
        12115305.49000000
        0.032485910640
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-11-07
          Variable
          3.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C12
        N/A
        JPMBB 2013-C12 A5
        46639NAQ4
        
          
        
        5515000.00000000
        PA
        USD
        5871048.40000000
        0.015742595500
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-07-15
          Fixed
          3.66370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Penerbit SBSN Indonesia III
        254900G208H6Q0L5B953
        SBSN INDO III
        71567RAH9
        
          
        
        28066000.00000000
        PA
        USD
        31960157.50000000
        0.085697782979
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2027-03-29
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Bank / Debt not acquired by JPMorgan
        N/A
        WASH MUT BANK FA
        93933WAC0
        
          
        
        9000000.00000000
        PA
        USD
        900.00000000
        0.000002413254
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2015-01-15
          Fixed
          5.12500000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilcorp Energy I LP / Hilcorp Finance Co
        N/A
        HILCORP ENERGY I
        431318AV6
        
          
        
        827000.00000000
        PA
        USD
        839405.00000000
        0.002250775751
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        STATE STREET CRP
        857477BG7
        
          
        
        7030000.00000000
        PA
        USD
        7590797.16000000
        0.020353919959
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-24
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (SOCGEN)
        BVN45SZ45
        
          
        
        14675000.00000000
        NC
        USD
        -101418.93000000
        -0.00027194413
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                N/A
                SOCIETE GENERALE
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-12-20
            -15800.72000000
            USD
            0.00000000
            USD
            14675000.00000000
            USD
            -85618.21000000
          
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599CM5
        
          
        
        1665000.00000000
        PA
        USD
        1540125.00000000
        0.004129682339
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29278NAN3
        
          
        
        29576000.00000000
        PA
        USD
        34936650.00000000
        0.093678932893
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP
        58013MFQ2
        
          
        
        21000000.00000000
        PA
        USD
        24038931.00000000
        0.064457851682
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP
        68389XBV6
        
          
        
        22000000.00000000
        PA
        USD
        24128412.00000000
        0.064697785522
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_20-1
        N/A
        FORDR 2020-1 C
        34531NAE6
        
          
        
        7190000.00000000
        PA
        USD
        7637184.21000000
        0.020478301929
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-08-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2A0
        
          
        
        51812000.00000000
        PA
        USD
        58129644.41000000
        0.155868495057
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-22
          Variable
          3.58400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4794 Z
        3137F5ML0
        
          
        
        280.01000000
        PA
        USD
        304.11000000
        0.000000815438
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE
        88033GDC1
        
          
        
        360000.00000000
        PA
        USD
        369900.00000000
        0.000991847738
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-09-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burlington Coat Factory Warehouse Corp
        549300SIFDMGE3Y2SW49
        BURLINGTON
        121579AH9
        
          
        
        2116000.00000000
        PA
        USD
        2269410.00000000
        0.006085182955
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        VISA INC
        92826CAM4
        
          
        
        12752000.00000000
        PA
        USD
        13300948.10000000
        0.035665085933
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELFI GRADUATE LOAN PROGRAM ELFI_18-A
        N/A
        ELFI 2018-A A2
        268571AB2
        
          
        
        4843786.34000000
        PA
        USD
        5005709.27000000
        0.013422280121
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2042-08-25
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Gas Corridor CJSC
        213800DG58KG59XY6318
        STHRN GAS CRIDOR
        N/A
        
          
        
        10873000.00000000
        PA
        USD
        13088373.75000000
        0.035095090291
        Long
        DBT
        CORP
        AZ
        
        N
        
        2
        
          2026-03-24
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (MEX)
        N/A
        
          
        
        -4245000.00000000
        NC
        USD
        10785.70000000
        0.000028920714
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                N/A
                UNITED MEXICAN
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            -4245000.00000000
            USD
            -3368.12000000
          
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NDG3
        
          
        
        37386000.00000000
        PA
        USD
        42273172.69000000
        0.113351042748
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lincoln National Corp
        EFQMQROEDSNBRIP7LE47
        LINCOLN NATL CRP
        534187BF5
        
          
        
        12463000.00000000
        PA
        USD
        14185536.16000000
        0.038037015283
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-12
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BR4
        
          
        
        30878000.00000000
        PA
        USD
        32631407.23000000
        0.087497668154
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2030-02-25
          Fixed
          2.55900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        SYSCO CORP
        871829BK2
        
          
        
        4000000.00000000
        PA
        USD
        4110036.00000000
        0.011020626952
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807DC8
        
          
        
        21390000.00000000
        PA
        USD
        24043664.79000000
        0.064470544840
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (COLOM)
        N/A
        
          
        
        8130000.00000000
        NC
        USD
        49024.71000000
        0.000131454576
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                COLOMBIA REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            8130000.00000000
            USD
            -73875.25000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61746BEF9
        
          
        
        68607000.00000000
        PA
        USD
        77843423.20000000
        0.208728908415
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-20
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC23
        N/A
        CGCMT 2014-GC23 A4
        17322VAT3
        
          
        
        8949000.00000000
        PA
        USD
        9789400.59000000
        0.026249242584
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        MONDELEZ INT INC
        609207AM7
        
          
        
        2000000.00000000
        PA
        USD
        2355416.00000000
        0.006315798950
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-07
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC25
        N/A
        CGCMT 2014-GC25 A3
        17322YAC4
        
          
        
        4729000.00000000
        PA
        USD
        5128411.34000000
        0.013751292747
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-10-10
          Fixed
          3.37200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colombia Government International Bond
        N/A
        COLOMBIA REP OF
        195325CX1
        
          
        
        103799000.00000000
        PA
        USD
        116711595.60000000
        0.312949802919
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2026-01-28
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LONG GILT FUTURE  Mar21
        N/A
        
          
        
        -189.00000000
        NC
        
        -34718550.60000000
        -0.09309412241
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                N/A
                Long Gilt Future
                
                  
                
              
            
            2021-03-29
            -34068414.23000000
            GBP
            88642.43000000
          
        
        
          N
          N
          N
        
      
      
        GE Capital Funding LLC
        549300XAGH9TOLX5XM67
        GE CAP FUNDING
        36166NAB9
        
          
        
        10525000.00000000
        PA
        USD
        12193002.00000000
        0.032694245616
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-05-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DAVITA INC
        23918KAS7
        
          
        
        4110000.00000000
        PA
        USD
        4315500.00000000
        0.011571556943
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allison Transmission Inc
        MWKQ3I0U1GXP2YDSZW75
        ALLISON TRANS
        019736AE7
        
          
        
        5165000.00000000
        PA
        USD
        5397425.00000000
        0.014472624432
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Tinto Finance USA Ltd
        213800RX94ZKEZXPKH58
        RIO TINTO FINANC
        767201AD8
        
          
        
        2000000.00000000
        PA
        USD
        2771730.00000000
        0.007432100921
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2028-07-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        UNITED NATURAL
        911163AA1
        
          
        
        3636000.00000000
        PA
        USD
        3840525.00000000
        0.010297961703
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Masco Corp
        5GCSNMQXHEYA1JO8QN11
        MASCO CORP
        574599BP0
        
          
        
        10000000.00000000
        PA
        USD
        10067790.00000000
        0.026995714351
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBJ4
        
          
        
        12100000.00000000
        PA
        USD
        14539589.90000000
        0.038986372950
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-24
          Variable
          4.49300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST HPEFS_19-1A
        N/A
        HPEFS 2019-1A C
        40438DAE9
        
          
        
        2600000.00000000
        PA
        USD
        2643356.56000000
        0.007087881116
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2029-09-20
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abu Dhabi Government International Bond
        N/A
        ABU DHABI GOVT
        BH6827142
        
          
        
        14220000.00000000
        PA
        USD
        15876504.86000000
        0.042571169055
        Long
        DBT
        NUSS
        AE
        
        N
        
        2
        
          2030-04-16
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_18-A
        N/A
        SMB 2018-A A2A
        78449PAB5
        
          
        
        16002661.08000000
        PA
        USD
        16981943.92000000
        0.045535287009
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2011-C3
        N/A
        WFRBS 2011-C3 A4
        92935VAG3
        
          
        
        2433281.28000000
        PA
        USD
        2440970.45000000
        0.006545204161
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2044-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP FUNDIN
        90351DAB3
        
          
        
        14257000.00000000
        PA
        USD
        16190120.89000000
        0.043412097278
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2025-09-24
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        N/A
        
          
        
        1320000.00000000
        PA
        
        1712458.55000000
        0.004591776532
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novartis Capital Corp
        5493002KF87V5RSRQS84
        NOVARTIS CAPITAL
        66989HAR9
        
          
        
        22570000.00000000
        PA
        USD
        23920837.07000000
        0.064141195296
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-14
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico Government International Bond
        N/A
        UNITED MEXICAN
        N/A
        
          
        
        5160000.00000000
        PA
        USD
        4851174.00000000
        0.013007910134
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2071-04-19
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BPLN)
        N/A
        
          
        
        -15000000.00000000
        NC
        
        363755.64000000
        0.000975372286
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                BP CAPITAL PLC
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            EUR
            0.00000000
            EUR
            -15000000.00000000
            EUR
            175736.24000000
          
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PDK5
        
          
        
        29398000.00000000
        PA
        USD
        34301204.23000000
        0.091975052251
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        TWITTER INC
        90184LAG7
        
          
        
        4216000.00000000
        PA
        USD
        4421530.00000000
        0.011855865177
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prologis LP
        GL16H1DHB0QSHP25F723
        PROLOGIS LP
        74340XBN0
        
          
        
        8400000.00000000
        PA
        USD
        8928141.60000000
        0.023939867669
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dow Chemical Co/The
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO
        260543DC4
        
          
        
        10000000.00000000
        PA
        USD
        10087040.00000000
        0.027047331191
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries Inc
        5TZLZ6WJTBVJ0QWBG121
        HUNT INGALLS IND
        446413AL0
        
          
        
        18000000.00000000
        PA
        USD
        20160000.00000000
        0.054056908351
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          3.48300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807CW5
        
          
        
        9920000.00000000
        PA
        USD
        10875762.24000000
        0.029162206480
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Government International Bond
        N/A
        SAUDI INT BOND
        80413TAA7
        
          
        
        785000.00000000
        PA
        USD
        794811.72000000
        0.002131203586
        Long
        DBT
        NUSS
        SA
        
        Y
        
        2
        
          2021-10-26
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES TRUST IHSFR_18-SFR1
        N/A
        IHSFR 2018-SFR1 B
        46185JAC2
        
          
        
        2250000.00000000
        PA
        USD
        2240820.00000000
        0.006008521893
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2037-03-17
          Floating
          1.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        254900OYVDRYS9J51J61
        PERUSAHAAN LISTR
        N/A
        
          
        
        13940000.00000000
        PA
        
        16884695.99000000
        0.045274526967
        Long
        DBT
        CORP
        ID
        
        Y
        
        2
        
          2031-11-05
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122DQ8
        
          
        
        16500000.00000000
        PA
        USD
        16370128.50000000
        0.043894768651
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-13
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Principal Financial Group Inc
        CUMYEZJOAF02RYZ1JJ85
        PRINCIPAL FINL
        74251VAM4
        
          
        
        6110000.00000000
        PA
        USD
        6774108.12000000
        0.018164054652
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468C6
        
          
        
        29187000.00000000
        PA
        USD
        33096598.65000000
        0.088745029759
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kellogg Co
        LONOZNOJYIBXOHXWDB86
        KELLOGG CO
        487836BX5
        
          
        
        18735000.00000000
        PA
        USD
        19377067.19000000
        0.051957556805
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YCX5
        
          
        
        31537000.00000000
        PA
        USD
        34994685.14000000
        0.093834547985
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (VZ)
        BVN53YK54
        
          
        
        -15585000.00000000
        NC
        USD
        205773.43000000
        0.000551759694
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                VERIZON COMM INC
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2022-12-20
            0.00000000
            USD
            0.00000000
            USD
            -15585000.00000000
            USD
            104120.61000000
          
        
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        PROGRESSIVE CORP
        743315AW3
        
          
        
        20272000.00000000
        PA
        USD
        22929476.75000000
        0.061482967421
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-26
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GlaxoSmithKline Capital PLC
        549300U0LV41VX7LEP38
        GLAXOSMITHKLINE
        377373AH8
        
          
        
        54669000.00000000
        PA
        USD
        62722618.40000000
        0.168184069165
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-06-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        DOWDUPONT
        26078JAC4
        
          
        
        25398000.00000000
        PA
        USD
        29498989.66000000
        0.079098421651
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.49300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC FINANCIAL
        693475AT2
        
          
        
        15500000.00000000
        PA
        USD
        17363441.00000000
        0.046558231091
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-19
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AVALONBAY COMMUN
        05348EBF5
        
          
        
        5000000.00000000
        PA
        USD
        5626735.00000000
        0.015087494950
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38143U8H7
        
          
        
        24793000.00000000
        PA
        USD
        27952124.06000000
        0.074950665105
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        539439AM1
        
          
        
        5303000.00000000
        PA
        USD
        6038123.07000000
        0.016190588561
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-12-10
          Fixed
          4.58200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650DJ6
        
          
        
        15585000.00000000
        PA
        USD
        17837079.26000000
        0.047828242004
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2018-BNK14
        N/A
        BANK 2018-BN14 ASB
        06035RAQ9
        
          
        
        2205000.00000000
        PA
        USD
        2540777.40000000
        0.006812825945
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2060-09-15
          Fixed
          4.18500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        KINDER MORGAN
        49456BAR2
        
          
        
        7000000.00000000
        PA
        USD
        6797938.00000000
        0.018227951956
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide Inc
        549300CRGMZK3K53BF92
        ANHEUSER-BUSCH
        035240AT7
        
          
        
        2000000.00000000
        PA
        USD
        2426386.00000000
        0.006506097501
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co Ltd
        353800DRBDH1LUTNAY26
        NISSAN MOTOR CO
        654744AB7
        
          
        
        12000000.00000000
        PA
        USD
        12794532.00000000
        0.034307184708
        Long
        DBT
        CORP
        JP
        
        Y
        
        2
        
          2025-09-17
          Fixed
          3.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        N/A
        
          
        
        28200000.00000000
        PA
        
        21553125.31000000
        0.057792426565
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-02-16
          Floating
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB FINANCIAL GR
        78486QAF8
        
          
        
        10000000.00000000
        PA
        USD
        9900000.00000000
        0.026545803208
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-02
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC
        893647BK2
        
          
        
        540000.00000000
        PA
        USD
        588600.00000000
        0.001578268663
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GJM2
        
          
        
        12000000.00000000
        PA
        USD
        11903148.00000000
        0.031917032764
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-10-24
          Variable
          2.83100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Performance Food Group Inc
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD
        69346VAA7
        
          
        
        5310000.00000000
        PA
        USD
        5588775.00000000
        0.014985709224
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        GENERAL MOTORS C
        37045VAV2
        
          
        
        15000000.00000000
        PA
        USD
        18075825.00000000
        0.048468413462
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US ULTRA BOND CBT Mar21
        N/A
        
          
        
        -1531.00000000
        NC
        USD
        -313424406.25000000
        -0.84041440494
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                N/A
                CME Ultra Long Term US Treasury Bond Future
                
                  
                
              
            
            2021-03-22
            -326950146.52000000
            USD
            13525740.27000000
          
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMER INTL GROUP
        026874DH7
        
          
        
        14297000.00000000
        PA
        USD
        16149691.04000000
        0.043303688911
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding
        549300LM1QSI4MSIL320
        ATHENE GLOBAL FU
        N/A
        
          
        
        6800000.00000000
        PA
        
        9553070.77000000
        0.025615549160
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-24
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lanark Master Issuer PLC
        213800KIOPB5OYXIVY33
        LAN 2018-2A 1A
        513770AZ0
        
          
        
        2868600.00000000
        PA
        USD
        2871638.42000000
        0.007699994786
        Long
        ABS-MBS
        CORP
        GB
        
        N
        
        2
        
          2069-12-22
          Floating
          0.67610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        91159HHW3
        
          
        
        21800000.00000000
        PA
        USD
        23950744.40000000
        0.064221388639
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BK4
        
          
        
        78139000.00000000
        PA
        USD
        88717770.38000000
        0.237887320562
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-03-13
          Variable
          4.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        AVOLON HDGS
        05401AAL5
        
          
        
        10810000.00000000
        PA
        USD
        11664649.41000000
        0.031277524013
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NUSTAR LOGISTICS
        67059TAH8
        
          
        
        2525000.00000000
        PA
        USD
        2774343.75000000
        0.007439109416
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Providence St Joseph Health Obligated Group
        N/A
        ST JOSEPH HLTH
        743820AA0
        
          
        
        5000000.00000000
        PA
        USD
        5298865.00000000
        0.014208346213
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-01
          Fixed
          2.53200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: USD 0.607500 19-JAN-2025
        N/A
        
          
        
        159107000
        NC
        USD
        -66836.22000000
        -0.00017921425
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                ICE LIBOR USD 3 Month
                US0003M
              
            
            Y
            
            
              
                
              
            
            2025-01-19
            0.00000000
            USD
            0.00000000
            USD
            159107000
            USD
            -66836.22000000
          
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_19-3
        N/A
        CARMX 2019-3 B
        14315PAF2
        
          
        
        6040000.00000000
        PA
        USD
        6340085.32000000
        0.017000268406
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER
        05964HAJ4
        
          
        
        4415000.00000000
        PA
        USD
        5153638.33000000
        0.013818936253
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2028-04-12
          Fixed
          4.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        AVOLON HDGS
        05401AAM3
        
          
        
        15750000.00000000
        PA
        USD
        15437882.25000000
        0.041395048904
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-02-21
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC FINANCIAL
        693475AX3
        
          
        
        6212000.00000000
        PA
        USD
        6778888.48000000
        0.018176872682
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-23
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (SOAF)
        N/A
        
          
        
        21437000.00000000
        NC
        USD
        1251697.86000000
        0.003356295461
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                N/A
                SOUTH AFRICA
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            21437000.00000000
            USD
            -624579.69000000
          
        
        
          N
          N
          N
        
      
      
        Calpine Corp
        43R4VPJBXTU2O15HEF41
        CALPINE CORP
        131347CM6
        
          
        
        7826000.00000000
        PA
        USD
        8041215.00000000
        0.021561667772
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2015-GC34
        54930070360RBP384M53
        GSMS 2015-GC34 C
        36250VAL6
        
          
        
        2610000.00000000
        PA
        USD
        2411744.40000000
        0.006466837599
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Variable
          4.64790000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Bank
        JJKC32MCHWDI71265Z06
        BRANCH BKG & TR
        07330MAB3
        
          
        
        22245000.00000000
        PA
        USD
        25021109.27000000
        0.067091458861
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-16
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA EL&PWR
        927804FX7
        
          
        
        20267000.00000000
        PA
        USD
        22983163.07000000
        0.061626921611
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Co Gas Capital Corp
        E8CD46SWUD2TSN8PA636
        AGL CAPITAL CORP
        001192AM5
        
          
        
        4125000.00000000
        PA
        USD
        4583423.63000000
        0.012289965828
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        CAESARS ENT
        28470RAK8
        
          
        
        2168000.00000000
        PA
        USD
        2373960.00000000
        0.006365522725
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE5 Mortgage Trust
        N/A
        COMM 2012-CR5 A4
        12623SAE0
        
          
        
        2919000.00000000
        PA
        USD
        3010364.70000000
        0.008071974637
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-12-10
          Fixed
          2.77100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2013-GC11
        N/A
        CGCMT 2013-GC11 A4
        17320DAG3
        
          
        
        6015000.00000000
        PA
        USD
        6302276.40000000
        0.016898887785
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-04-10
          Fixed
          3.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XBT2
        
          
        
        17000000.00000000
        PA
        USD
        19444855.00000000
        0.052139322650
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-17
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Government International Bond
        N/A
        SAUDI INT BOND
        N/A
        
          
        
        37948000.00000000
        PA
        USD
        38393031.38000000
        0.102946854098
        Long
        DBT
        NUSS
        SA
        
        N
        
        2
        
          2021-10-26
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EAW5
        
          
        
        10432000.00000000
        PA
        USD
        11992397.70000000
        0.032156346397
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-05-09
          Fixed
          4.83600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NBW0
        
          
        
        53381000.00000000
        PA
        USD
        57125570.39000000
        0.153176176739
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Penerbit SBSN Indonesia III
        254900G208H6Q0L5B953
        SBSN INDO III
        71567RAF3
        
          
        
        32604000.00000000
        PA
        USD
        37494600.00000000
        0.100537805350
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2026-03-29
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833DN7
        
          
        
        23421000.00000000
        PA
        USD
        24862867.02000000
        0.066667149000
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-11
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Bank NA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA
        69349LAS7
        
          
        
        29415000.00000000
        PA
        USD
        31639568.21000000
        0.084838156696
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-22
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAR1
        
          
        
        4000000.00000000
        PA
        USD
        4550000.00000000
        0.012200343898
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NBS9
        
          
        
        54105000.00000000
        PA
        USD
        59874216.15000000
        0.160546379712
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (VW)
        N/A
        
          
        
        -17000000.00000000
        NC
        
        206677.57000000
        0.000554184050
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            
              
                N/A
                VOLKSWAGEN INTFN
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            EUR
            0.00000000
            EUR
            -17000000.00000000
            EUR
            74897.46000000
          
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE
        88033GDE7
        
          
        
        270000.00000000
        PA
        USD
        290925.00000000
        0.000780084626
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VFL3
        
          
        
        2000000.00000000
        PA
        USD
        1935220.00000000
        0.005189087806
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-18
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2
        N/A
        DRIVE 2019-2 D
        26208RAG0
        
          
        
        5630000.00000000
        PA
        USD
        5976846.85000000
        0.016026282857
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-08-17
          Fixed
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        ROPER TECHNOLOGI
        776743AG1
        
          
        
        4000000.00000000
        PA
        USD
        4370772.00000000
        0.011719762967
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBX3
        
          
        
        20000000.00000000
        PA
        USD
        19975020.00000000
        0.053560904040
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-04
          Variable
          1.95300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN
        822582CH3
        
          
        
        2000000.00000000
        PA
        USD
        2128244.00000000
        0.005706661252
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2050-04-06
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perrigo Finance Unlimited Co
        549300E86RB6YCTMRM83
        PERRIGO FINANCE
        71429MAC9
        
          
        
        12500000.00000000
        PA
        USD
        13175675.00000000
        0.035329179362
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2030-06-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities Inc
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL
        015271AL3
        
          
        
        24734000.00000000
        PA
        USD
        27302403.29000000
        0.073208507560
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-30
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MCE8
        
          
        
        8500000.00000000
        PA
        USD
        8362538.00000000
        0.022423261421
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2031-01-12
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XAZ9
        
          
        
        25123000.00000000
        PA
        USD
        28157305.69000000
        0.075500837951
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-13
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC
        046353AL2
        
          
        
        5500000.00000000
        PA
        USD
        6103284.00000000
        0.016365310705
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-11-16
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust 2019-C16
        N/A
        UBSCM 2019-C16 ASB
        90276YAC7
        
          
        
        2287000.00000000
        PA
        USD
        2566654.36000000
        0.006882212277
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-04-15
          Fixed
          3.46030000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elia Transmission Belgium SA
        549300A3EZXECDLW2V25
        ELIA TRANS BE
        BH9906927
        
          
        
        900000.00000000
        PA
        
        1146183.28000000
        0.003073369271
        Long
        DBT
        CORP
        BE
        
        N
        
        2
        
          2030-04-28
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2017-C40
        N/A
        WFCM 2017-C40 A4
        95000YAY1
        
          
        
        2880000.00000000
        PA
        USD
        3255696.00000000
        0.008729804577
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-10-15
          Fixed
          3.58100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FEDEX CORP
        31428XBZ8
        
          
        
        7753000.00000000
        PA
        USD
        9210362.42000000
        0.024696612957
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Edison Co
        D8YOXB8L2ZDC8P7Q0771
        COMMONWEALTH EDI
        202795JK7
        
          
        
        2000000.00000000
        PA
        USD
        2224450.00000000
        0.005964627469
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135FAN1
        
          
        
        20000000.00000000
        PA
        USD
        22017460.00000000
        0.059037490939
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-15
          Fixed
          3.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic Global Holdings SCA
        549300JXMTTP8GKYIX14
        MEDTRONIC GLOBAL
        58507LAC3
        
          
        
        13835000.00000000
        PA
        USD
        15625332.01000000
        0.041897675616
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YBX6
        
          
        
        47533000.00000000
        PA
        USD
        52399095.81000000
        0.140502634914
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MCB4
        
          
        
        26045000.00000000
        PA
        USD
        26789548.42000000
        0.071833341453
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2030-07-08
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
        N/A
        MSBAM 2017-C34 A4
        61767EAE4
        
          
        
        6550000.00000000
        PA
        USD
        7418202.50000000
        0.019891125628
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-11-15
          Fixed
          3.53600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        ROSS STORES INC
        778296AG8
        
          
        
        20000000.00000000
        PA
        USD
        19811760.00000000
        0.053123139612
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BRK)
        N/A
        
          
        
        -9400000.00000000
        NC
        USD
        278536.10000000
        0.000746865100
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                N/A
                BERKSHIRE HATHWY
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2024-12-20
            0.00000000
            USD
            0.00000000
            USD
            -9400000.00000000
            USD
            69473.67000000
          
        
        
          N
          N
          N
        
      
      
        DRB PRIME STUDENT LOAN TRUST DRB_17-C
        N/A
        DRB 2017-C A2B
        518889AC4
        
          
        
        5210012.02000000
        PA
        USD
        5339367.24000000
        0.014316948687
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2042-11-25
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135FBA8
        
          
        
        19792000.00000000
        PA
        USD
        23110524.64000000
        0.061968428194
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Ltd
        4ZHCHI4KYZG2WVRT8631
        MACQUARIE BK LTD
        N/A
        
          
        
        35000000.00000000
        PA
        
        27109097.86000000
        0.072690179488
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2024-08-07
          Floating
          0.82100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergy Kansas Central Inc
        J75GNWGEO73W89ZV3S44
        WESTAR ENERGY
        95709TAP5
        
          
        
        5800000.00000000
        PA
        USD
        6374205.80000000
        0.017091758866
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GCJ14
        549300ITVQSU1IHX4H03
        GSMS 2013-GC14 A4
        36198FAD4
        
          
        
        6005000.00000000
        PA
        USD
        6289637.00000000
        0.016864996570
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-10
          Fixed
          3.95500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2012-LC5
        N/A
        WFCM 2012-LC5 AS
        94988HAE1
        
          
        
        7210000.00000000
        PA
        USD
        7427597.80000000
        0.019916318132
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Fixed
          3.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        EMERSON ELECTRIC
        291011BL7
        
          
        
        789000.00000000
        PA
        USD
        823666.29000000
        0.002208574064
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empresa Nacional del Petroleo
        549300YP3P0JZBLIV197
        EMPRESA NACIONAL
        N/A
        
          
        
        49252000.00000000
        PA
        USD
        58047914.68000000
        0.155649345427
        Long
        DBT
        CORP
        CL
        
        N
        
        2
        
          2029-11-06
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albania Government International Bond
        N/A
        ALBANIA
        N/A
        
          
        
        6000000.00000000
        PA
        
        7814500.70000000
        0.020953757348
        Long
        DBT
        NUSS
        AL
        
        Y
        
        2
        
          2027-06-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPX Energy Inc
        ZXZE9GCS2BB547GJW219
        WPX ENERGY INC
        98212BAL7
        
          
        
        9283000.00000000
        PA
        USD
        9816772.50000000
        0.026322637467
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2011-84 Z
        3136A0A72
        
          
        
        11637473.80000000
        PA
        USD
        13590823.78000000
        0.036442356919
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-09-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron USA Inc
        VA8TZDWPEZYU430RZ444
        CHEVRON USA INC
        166756AL0
        
          
        
        25480000.00000000
        PA
        USD
        25245609.48000000
        0.067693432436
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-12
          Fixed
          1.01800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE17 Mortgage Trust
        N/A
        COMM 2014-CR17 AM
        12631DBD4
        
          
        
        1290000.00000000
        PA
        USD
        1402475.10000000
        0.003760588687
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-10
          Fixed
          4.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2017-179 QG
        38380UKN2
        
          
        
        2116435.00000000
        PA
        USD
        2275654.41000000
        0.006101926680
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5
        N/A
        DRIVE 2018-5 D
        26208MAG1
        
          
        
        13430000.00000000
        PA
        USD
        14164094.54000000
        0.037979521846
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        STATOIL ASA
        85771PAL6
        
          
        
        3191000.00000000
        PA
        USD
        3754109.39000000
        0.010066247382
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2043-05-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L Brands Inc
        GR3KVMWVCR54YWQNXU90
        L BRANDS INC
        501797AS3
        
          
        
        575000.00000000
        PA
        USD
        625312.50000000
        0.001676709350
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide Inc
        549300CRGMZK3K53BF92
        ANHEUSER-BUSCH
        035240AM2
        
          
        
        3000000.00000000
        PA
        USD
        3575283.00000000
        0.009586743326
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (COLOM)
        N/A
        
          
        
        27710000.00000000
        NC
        USD
        167094.07000000
        0.000448045080
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                COLOMBIA REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            27710000.00000000
            USD
            -303035.26000000
          
        
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK INC
        682680BB8
        
          
        
        16129000.00000000
        PA
        USD
        16669644.08000000
        0.044697888009
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GXG4
        
          
        
        30416000.00000000
        PA
        USD
        32189769.87000000
        0.086313464271
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-07
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YBZ1
        
          
        
        61487000.00000000
        PA
        USD
        65580620.00000000
        0.175847498261
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Murphy Oil USA Inc
        N32S6DTR2ZZ5222WHV58
        MURPHY OIL USA
        626738AF5
        
          
        
        822000.00000000
        PA
        USD
        825082.50000000
        0.002212371482
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Corpus Christi Holdings LLC
        549300I7CIEWU1BBLQ53
        CHENIERE CORP CH
        16412XAG0
        
          
        
        33375000.00000000
        PA
        USD
        39549375.00000000
        0.106047467247
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        INTEL CORP
        458140BR0
        
          
        
        17363000.00000000
        PA
        USD
        20563365.52000000
        0.055138490342
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-25
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Truck Leasing Co Lp / PTL Finance Corp
        N/A
        PENSKE TRUCK LE
        709599AX2
        
          
        
        19467000.00000000
        PA
        USD
        22495792.66000000
        0.060320089390
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SBK8
        
          
        
        2000000.00000000
        PA
        USD
        2284172.00000000
        0.006124765697
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-05-06
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM INC
        747525BN2
        
          
        
        36811000.00000000
        PA
        USD
        36689744.57000000
        0.098379670617
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-20
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C12
        N/A
        JPMBB 2013-C12 A4
        46639NAP6
        
          
        
        5107724.35000000
        PA
        USD
        5341913.51000000
        0.014323776241
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-07-15
          Fixed
          3.36260000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Financial Inc
        549300CAZYIH39SYQ287
        FIDELITY NATL FI
        31620RAJ4
        
          
        
        2000000.00000000
        PA
        USD
        2179786.00000000
        0.005844865675
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aventura Mall Trust
        N/A
        AVMT 2018-AVM A
        05359AAA1
        
          
        
        35881000.00000000
        PA
        USD
        40847289.21000000
        0.109527686964
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2040-07-05
          Variable
          4.11230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        6607.58000000
        0.000017717527
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            4952231.04000000
            USD
            4085047.38000000
            EUR
            2021-02-12
            6607.58000000
          
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_18-3
        N/A
        DRIVE 2018-3 D
        26208KAG5
        
          
        
        8070000.00000000
        PA
        USD
        8335099.50000000
        0.022349687984
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-09-16
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN
        822582CD2
        
          
        
        117219000.00000000
        PA
        USD
        123318607.88000000
        0.330665807745
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-11-07
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GJD2
        
          
        
        12890000.00000000
        PA
        USD
        13017739.90000000
        0.034905693090
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-19
          Variable
          1.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBNGP Finance Co Pty Ltd
        213800Q5H1Q4B99WAX06
        DBNGP FINANCE CO
        N/A
        
          
        
        30550000.00000000
        PA
        
        25977602.62000000
        0.069656194643
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2025-05-28
          Fixed
          4.22500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-5
        N/A
        SDART 2018-5 D
        80286AAG9
        
          
        
        17580000.00000000
        PA
        USD
        18230078.51000000
        0.048882027938
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-12-16
          Fixed
          4.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
        N/A
        MSBAM 2014-C16 B
        61763MAJ9
        
          
        
        7090000.00000000
        PA
        USD
        7305323.30000000
        0.019588451989
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-06-15
          Variable
          4.33460000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (QATAR)
        BVN4MVDN1
        
          
        
        1360000.00000000
        NC
        USD
        -15677.13000000
        -0.00004203656
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                QATAR STATE OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2022-06-20
            0.00000000
            USD
            0.00000000
            USD
            1360000.00000000
            USD
            -20217.45000000
          
        
        
          N
          N
          N
        
      
      
        Dominican Republic International Bond
        N/A
        DOMINICAN REPUBL
        25714PEE4
        
          
        
        4770000.00000000
        PA
        USD
        4960800.00000000
        0.013301860662
        Long
        DBT
        NUSS
        DO
        
        Y
        
        2
        
          2060-01-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT Group Inc
        N8O96ZZJQRFYQUJY7K79
        CIT GROUP INC
        125581GW2
        
          
        
        778000.00000000
        PA
        USD
        891782.50000000
        0.002391220479
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-07
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WR Grace & Co-Conn
        549300GJVOEHHLSO6K25
        WR GRACE & CO-CO
        383909AG3
        
          
        
        990000.00000000
        PA
        USD
        1037025.00000000
        0.002780672886
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-06-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOOD
        50077LBC9
        
          
        
        2590000.00000000
        PA
        USD
        2819279.75000000
        0.007559600548
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Slovenia Government International Bond
        N/A
        SLOVENIA
        N/A
        
          
        
        36251000.00000000
        PA
        USD
        39542384.17000000
        0.106028722076
        Long
        DBT
        NUSS
        SI
        
        N
        
        2
        
          2022-10-26
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BRK)
        BVN4VQBE4
        
          
        
        -7605000.00000000
        NC
        USD
        123734.11000000
        0.000331779932
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                BERKSHIRE HATHWY
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2022-12-20
            0.00000000
            USD
            0.00000000
            USD
            -7605000.00000000
            USD
            75327.53000000
          
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        MARSH & MCLENNAN
        571748BG6
        
          
        
        40305000.00000000
        PA
        USD
        48305260.37000000
        0.129525448050
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C17
        N/A
        JPMBB 2013-C17 A4
        46640UAD4
        
          
        
        4363000.00000000
        PA
        USD
        4768366.33000000
        0.012785870123
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-01-15
          Fixed
          4.19890000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romanian Government International Bond
        N/A
        ROMANIA
        BJ5968141
        
          
        
        5850000.00000000
        PA
        
        8438844.14000000
        0.022627868267
        Long
        DBT
        NUSS
        RO
        
        Y
        
        2
        
          2030-05-26
          Fixed
          3.62400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perrigo Finance Unlimited Co
        549300E86RB6YCTMRM83
        PERRIGO FINANCE
        714295AC6
        
          
        
        6000000.00000000
        PA
        USD
        6564894.00000000
        0.017603069111
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-12-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Packaging Corp of America
        549300XZP8MFZFY8TJ84
        PACKAGING CORP
        695156AU3
        
          
        
        17944000.00000000
        PA
        USD
        19589733.96000000
        0.052527800262
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP Operating LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING LP
        26884ABL6
        
          
        
        10000000.00000000
        PA
        USD
        10962750.00000000
        0.029395454961
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TACO BELL FUNDING BELL_16-1A
        N/A
        BELL 2016-1A A2II
        87342RAB0
        
          
        
        3570500.00000000
        PA
        USD
        3575515.48000000
        0.009587366696
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2046-05-25
          Fixed
          4.37700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (COLOM)
        N/A
        
          
        
        -4000000.00000000
        NC
        USD
        -24120.40000000
        -0.00006467630
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                N/A
                COLOMBIA REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            -4000000.00000000
            USD
            -43209.92000000
          
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GBK7
        
          
        
        40000000.00000000
        PA
        USD
        45330360.00000000
        0.121548567263
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-19
          Fixed
          3.48200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM INC
        747525AU7
        
          
        
        68234000.00000000
        PA
        USD
        76847518.99000000
        0.206058496579
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-20
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG/New York NY
        549300D0YARF5HYP1809
        CRED SUIS NY
        22550L2C4
        
          
        
        28100000.00000000
        PA
        USD
        30579712.60000000
        0.081996265943
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2025-04-09
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NSTAR Electric Co
        54930080R72Y2Z31UR68
        NSTAR ELECTRIC
        67021CAK3
        
          
        
        10000000.00000000
        PA
        USD
        10988840.00000000
        0.029465412537
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        IBM CORP
        459200KJ9
        
          
        
        22000000.00000000
        PA
        USD
        22334598.00000000
        0.059887862953
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bermuda Government International Bond
        N/A
        BERMUDA-GOVT OF
        N/A
        
          
        
        8791000.00000000
        PA
        USD
        9789145.08000000
        0.026248557461
        Long
        DBT
        NUSS
        BM
        
        N
        
        2
        
          2024-02-06
          Fixed
          4.85400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP
        143658BC5
        
          
        
        2767000.00000000
        PA
        USD
        3140545.00000000
        0.008421039347
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2023-04-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32
        N/A
        MSBAM 2016-C32 A4
        61691GAS9
        
          
        
        30274000.00000000
        PA
        USD
        34486324.36000000
        0.092471432306
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-12-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        FIDELITY NATL IN
        N/A
        
          
        
        3641000.00000000
        PA
        
        4440933.13000000
        0.011907892619
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-03
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phoenix Group Holdings PLC
        2138001P49OLAEU33T68
        PHOENIX GRP
        N/A
        
          
        
        3350000.00000000
        PA
        
        5601742.61000000
        0.015020480499
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-06-13
          Fixed
          5.86700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Bank / Debt not acquired by JPMorgan
        N/A
        WASH MUT BANK FA
        93933WAB2
        
          
        
        7500000.00000000
        PA
        USD
        750.00000000
        0.000002011045
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2014-08-15
          Fixed
          5.65000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP
        05526DBJ3
        
          
        
        43800000.00000000
        PA
        USD
        47814357.60000000
        0.128209144178
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-06
          Fixed
          3.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Realty LP
        2549009GZDBNY1KE9O81
        DUKE REALTY
        26441YBF3
        
          
        
        10000000.00000000
        PA
        USD
        9912020.00000000
        0.026578033567
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC24
        N/A
        GSMS 2014-GC24 AS
        36253GAJ1
        
          
        
        6520000.00000000
        PA
        USD
        7124599.60000000
        0.019103860496
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-09-10
          Variable
          4.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT / EMC
        24703DBC4
        
          
        
        20910000.00000000
        PA
        USD
        25874828.58000000
        0.069380616922
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-15
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650DH0
        
          
        
        60181000.00000000
        PA
        USD
        68187540.42000000
        0.182837679720
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (SOAF)
        N/A
        
          
        
        2334000.00000000
        NC
        USD
        136281.33000000
        0.000365423976
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                SOUTH AFRICA
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            2334000.00000000
            USD
            -69731.49000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GWB6
        
          
        
        23300000.00000000
        PA
        USD
        26312037.60000000
        0.070552946680
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        949746SH5
        
          
        
        75315000.00000000
        PA
        USD
        82645107.69000000
        0.221604117661
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-23
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3HARRIS TECH IN
        502431AF6
        
          
        
        4230000.00000000
        PA
        USD
        4615357.23000000
        0.012375592400
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650DQ0
        
          
        
        13000000.00000000
        PA
        USD
        12817194.00000000
        0.034367950465
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        San Diego County Regional Airport Authority
        N/A
        SAN DIEGO CO ARPT-B
        79742GAF8
        
          
        
        6200000.00000000
        PA
        USD
        6532692.00000000
        0.017516722853
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2043-07-01
          Fixed
          5.59400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 10YR NOTE (CBT)Mar21
        N/A
        
          
        
        9819.00000000
        NC
        USD
        1345509843.75000000
        3.607842376439
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                N/A
                US 10YR NOTE (CBT)Mar21
                
                  
                
              
            
            2021-03-22
            1353653020.65000000
            USD
            -8143176.90000000
          
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807CV7
        
          
        
        20797000.00000000
        PA
        USD
        22923597.24000000
        0.061467202136
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAB Holdings BV
        529900RRNKUM3INJGF98
        JAB HOLDINGS
        BH6826250
        
          
        
        1600000.00000000
        PA
        
        2197359.75000000
        0.005891987828
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-04-17
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diageo Capital PLC
        213800L23DJLALFC4O95
        DIAGEO CAP PLC
        25243YBB4
        
          
        
        19465000.00000000
        PA
        USD
        20651002.45000000
        0.055373479503
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-10-24
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        FNCL 2 3/21
        01F020638
        
          
        
        338000000.00000000
        PA
        USD
        348509704.40000000
        0.934491922132
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2021-03-11
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kilroy Realty LP
        5493008CT3N3JR7P1552
        KILROY REALTY LP
        49427RAP7
        
          
        
        2000000.00000000
        PA
        USD
        2094136.00000000
        0.005615204257
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDP Financial Inc
        549300OXMGVYFCBFV096
        CDP FINANCIAL
        125094AQ5
        
          
        
        8000000.00000000
        PA
        USD
        8694728.00000000
        0.023313993781
        Long
        DBT
        NUSS
        CA
        
        Y
        
        2
        
          2024-07-24
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2012-C9
        N/A
        WFRBS 2012-C9 AS
        92930RAC6
        
          
        
        2870000.00000000
        PA
        USD
        2979921.00000000
        0.007990343074
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-11-15
          Fixed
          3.38800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        LOCKHEED MARTIN
        539830BP3
        
          
        
        7138000.00000000
        PA
        USD
        7344545.17000000
        0.019693621286
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services Inc
        42YMHYH0XMHJEXDUB065
        ARAMARK SERV INC
        038522AR9
        
          
        
        1472000.00000000
        PA
        USD
        1565840.00000000
        0.004198634393
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Overseas Bank Ltd
        IO66REGK3RCBAMA8HR66
        UNITED OVERSEAS
        N/A
        
          
        
        3000000.00000000
        PA
        USD
        3055266.60000000
        0.008192374334
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2027-03-08
          Variable
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANC
        87165BAL7
        
          
        
        24354000.00000000
        PA
        USD
        26693006.87000000
        0.071574475495
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-04
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        VEREIT OPERATING
        92340LAF6
        
          
        
        11670000.00000000
        PA
        USD
        12795209.73000000
        0.034309001969
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Carolinas LLC
        MWIUSDMN17TCR56VW396
        DUKE ENERGY CAR
        26442CBA1
        
          
        
        21890000.00000000
        PA
        USD
        23312565.43000000
        0.062510179210
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudsons Bay Simon JV Trust 2015-HBS
        N/A
        HBCT 2015-HB7 A7
        44422PAU6
        
          
        
        4750000.00000000
        PA
        USD
        4354135.00000000
        0.011675152611
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2034-08-05
          Fixed
          3.91410000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GGL7
        
          
        
        29256000.00000000
        PA
        USD
        33232446.26000000
        0.089109290761
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-24
          Variable
          3.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Realogy Group LLC / Realogy Co-Issuer Corp
        N/A
        REALOGY GRP / CO
        75606DAL5
        
          
        
        1240000.00000000
        PA
        USD
        1271000.00000000
        0.003408052108
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST_20-A
        N/A
        SRT 2020-B D
        80286RAG2
        
          
        
        7460000.00000000
        PA
        USD
        7597313.24000000
        0.020371392139
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-10-20
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        FOX CORP
        35137LAH8
        
          
        
        57074000.00000000
        PA
        USD
        68440115.88000000
        0.183514934110
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-25
          Fixed
          4.70900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (INDON)
        N/A
        
          
        
        -5792000.00000000
        NC
        USD
        65646.53000000
        0.000176024228
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                INDONESIA (REP)
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            -5792000.00000000
            USD
            54730.95000000
          
        
        
          N
          N
          N
        
      
      
        Genesis Energy LP / Genesis Energy Finance Corp
        N/A
        GENESIS ENERGY
        37185LAM4
        
          
        
        832000.00000000
        PA
        USD
        790400.00000000
        0.002119374025
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODU
        29379VBY8
        
          
        
        4000000.00000000
        PA
        USD
        4190340.00000000
        0.011235953637
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-01-31
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        AMERIPRISE FINL
        03076CAH9
        
          
        
        1986000.00000000
        PA
        USD
        2183267.39000000
        0.005854200655
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINL
        14040HBW4
        
          
        
        20000000.00000000
        PA
        USD
        22745760.00000000
        0.060990350381
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-31
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyco Electronics Group SA
        C33G1C5SYE2YM95EE712
        TYCO ELECTRONICS
        902133AU1
        
          
        
        28541000.00000000
        PA
        USD
        32155004.13000000
        0.086220243615
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (RUSSIA)
        N/A
        
          
        
        -11484746.00000000
        NC
        USD
        21622.33000000
        0.000057977991
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                RUSSIA-EUROBOND
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            -11484746.00000000
            USD
            10697.99000000
          
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-B
        N/A
        SOFI 2017-B A2FX
        83403YAB0
        
          
        
        2979514.89000000
        PA
        USD
        3037484.93000000
        0.008144694666
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2040-05-25
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        JOHNSON CONTROLS
        478375AR9
        
          
        
        2621000.00000000
        PA
        USD
        2968583.92000000
        0.007959943893
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-02-14
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc
        N/A
        BAKER HUGHES
        05723KAE0
        
          
        
        29752000.00000000
        PA
        USD
        33327506.10000000
        0.089364183671
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          3.33700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY PHEAA_16-2A
        N/A
        PHEAA 2016-2A A
        69343VAA0
        
          
        
        8502225.07000000
        PA
        USD
        8525584.08000000
        0.022860452244
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2065-11-25
          Floating
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558BS1
        
          
        
        2000000.00000000
        PA
        USD
        1949960.00000000
        0.005228611557
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-10-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        MONDELEZ INT INC
        609207AY1
        
          
        
        1738000.00000000
        PA
        USD
        1726259.81000000
        0.004628783151
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-10-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC
        437076BT8
        
          
        
        12042000.00000000
        PA
        USD
        13346341.27000000
        0.035786802919
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-14
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2016-UB11
        N/A
        MSC 2016-UB11 A4
        61767FBA8
        
          
        
        20478000.00000000
        PA
        USD
        22300542.00000000
        0.059796545390
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-08-15
          Fixed
          2.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210201
        N/A
        
          
        
        1.00000000
        NC
        
        -6329.88000000
        -0.00001697290
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            4085047.38000000
            EUR
            4951077.42000000
            USD
            2021-02-01
            -6329.88000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GFU8
        
          
        
        8750000.00000000
        PA
        USD
        10062150.00000000
        0.026980591287
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-03
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GVS0
        
          
        
        5000000.00000000
        PA
        USD
        6679640.00000000
        0.017910748377
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-10-21
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
        N/A
        MSBAM 2014-C14 A5
        61690GAF8
        
          
        
        2300000.00000000
        PA
        USD
        2507000.00000000
        0.006722255418
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-15
          Fixed
          4.06400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC
        053332AZ5
        
          
        
        21000000.00000000
        PA
        USD
        24451980.00000000
        0.065565398901
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        ORANGE
        N/A
        
          
        
        2000000.00000000
        PA
        
        2661302.45000000
        0.007136001122
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2024-01-09
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE15 Mortgage Trust
        N/A
        COMM 2014-CR15 A2
        12591RAX8
        
          
        
        486764.87000000
        PA
        USD
        488989.39000000
        0.001311173345
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-10
          Fixed
          2.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C18
        N/A
        JPMBB 2014-C18 C
        46641JBC9
        
          
        
        1000000.00000000
        PA
        USD
        1011370.00000000
        0.002711881716
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-15
          Variable
          4.79420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -6197.28000000
        -0.00001661735
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              CITIBANK N.A.
              E57ODZWZ7FF32TWEFA76
            
            12286515.29000000
            USD
            10116417.32000000
            EUR
            2021-02-12
            -6197.28000000
          
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTL
        438516BU9
        
          
        
        14138000.00000000
        PA
        USD
        15486666.23000000
        0.041525857989
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Realty LP
        2549009GZDBNY1KE9O81
        DUKE REALTY
        26441YBC0
        
          
        
        5000000.00000000
        PA
        USD
        5451155.00000000
        0.014616695746
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Electric Co
        QMPJLLDULY5C1M8PNY21
        UNION ELECTRIC
        906548CR1
        
          
        
        18000000.00000000
        PA
        USD
        19878534.00000000
        0.053302187033
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-1
        N/A
        HAROT 2019-1 A4
        43814WAD7
        
          
        
        2480000.00000000
        PA
        USD
        2577238.07000000
        0.006910591376
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-06-18
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QAE0
        
          
        
        16467000.00000000
        PA
        USD
        19435407.29000000
        0.052113989615
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-06
          Fixed
          4.23400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS Quattro Finance 2 Plc
        213800V48W4Y5MT5Q131
        INEOS QUATTRO FI
        45674GAA2
        
          
        
        1085000.00000000
        PA
        USD
        1085000.00000000
        0.002909312775
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2026-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        THERMO FISHER
        883556BZ4
        
          
        
        5000000.00000000
        PA
        USD
        5382715.00000000
        0.014433181122
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_16-C
        N/A
        SMB 2016-C A2B
        78449KAC4
        
          
        
        2988471.86000000
        PA
        USD
        3005099.12000000
        0.008057855541
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2034-09-15
          Floating
          1.22650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global LP / Clarios US Finance Co
        N/A
        CLARIOS GLOBAL
        69867DAC2
        
          
        
        5830000.00000000
        PA
        USD
        6172512.50000000
        0.016550939608
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2027-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PulteGroup Inc
        N/A
        PULTEGROUP INC
        745867AW1
        
          
        
        4850000.00000000
        PA
        USD
        5783625.00000000
        0.015508178896
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Activision Blizzard Inc
        549300TPQQDBP9GNOF40
        ACTIVISION BLIZZ
        00507VAP4
        
          
        
        12392000.00000000
        PA
        USD
        11892837.85000000
        0.031889387187
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aurizon Network Pty Ltd
        549300FNL9A7DVZKZ444
        AURIZON NETWORK
        N/A
        
          
        
        34840000.00000000
        PA
        
        28992657.84000000
        0.077740746414
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2024-06-21
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dow Chemical Co/The
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO
        260543DA8
        
          
        
        5800000.00000000
        PA
        
        7193738.11000000
        0.019289248100
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-03-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elenia Verkko Oyj
        743700XGU4ZB5G4RPK50
        ELENIA FINANCE
        N/A
        
          
        
        17095000.00000000
        PA
        
        20938737.71000000
        0.056145011179
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2027-02-06
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN
        780153BC5
        
          
        
        325000.00000000
        PA
        USD
        352218.75000000
        0.000944437335
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2023-06-15
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Florida LLC
        7MOHLM3DKE63RX2ZCN83
        DUKE ENERGY FLA
        26444HAH4
        
          
        
        30560000.00000000
        PA
        USD
        32791796.80000000
        0.087927735827
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABT1
        
          
        
        827000.00000000
        PA
        USD
        833157.84000000
        0.002234024652
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCK0
        
          
        
        25537000.00000000
        PA
        USD
        28544211.58000000
        0.076538285185
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-09
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAUREL ROAD PRIME STUDENT LOAN TRUST LRK_19-A
        N/A
        LRK 2019-A A2FX
        51889RAB5
        
          
        
        7385031.17000000
        PA
        USD
        7626640.59000000
        0.020450030327
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2048-10-25
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        MCKESSON CORP
        581557BJ3
        
          
        
        14000000.00000000
        PA
        USD
        16150582.00000000
        0.043306077926
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-16
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2
        N/A
        JPMCC 2010-C2 C
        46635GAN0
        
          
        
        2313000.00000000
        PA
        USD
        2304742.59000000
        0.006179923559
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2043-11-15
          Variable
          5.65460000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATION
        92840VAA0
        
          
        
        4949000.00000000
        PA
        USD
        5153146.25000000
        0.013817616793
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transcontinental Gas Pipe Line Co LLC
        N/A
        TRANSCONT GAS PL
        893574AK9
        
          
        
        730000.00000000
        PA
        USD
        833754.90000000
        0.002235625605
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudbay Minerals Inc
        549300WI524AL577IX21
        HUDBAY MINERALS
        443628AH5
        
          
        
        1779000.00000000
        PA
        USD
        1885740.00000000
        0.005056412418
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2017-BNK7
        N/A
        BANK 2017-BNK7 A5
        06541XAF7
        
          
        
        3990000.00000000
        PA
        USD
        4510415.70000000
        0.012094202783
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2060-09-15
          Fixed
          3.43500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Realty Trust LP
        CD4SPTZ3YBTHY0C1AH38
        DIGITAL REALTY
        25389JAR7
        
          
        
        21675000.00000000
        PA
        USD
        24801532.05000000
        0.066502685763
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -13298.79000000
        -0.00003565929
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            4024200.39000000
            EUR
            4871677.68000000
            USD
            2021-02-12
            -13298.79000000
          
        
        
          N
          N
          N
        
      
      
        Gartner Inc
        PP55B5R38BFB8O8HH686
        GARTNER GROUP
        366651AE7
        
          
        
        780000.00000000
        PA
        USD
        805350.00000000
        0.002159460870
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VFR0
        
          
        
        20000000.00000000
        PA
        USD
        19666040.00000000
        0.052732406840
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GFL8
        
          
        
        12700000.00000000
        PA
        USD
        14673402.20000000
        0.039345176484
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-22
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
        N/A
        REYNOLDS GROUP
        761735AT6
        
          
        
        12000.00000000
        PA
        USD
        12156.00000000
        0.000032595028
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967JL6
        
          
        
        840000.00000000
        PA
        USD
        929389.44000000
        0.002492059512
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-26
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RGQ9
        
          
        
        33644000.00000000
        PA
        USD
        39297773.27000000
        0.105372823812
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gartner Inc
        PP55B5R38BFB8O8HH686
        GARTNER GROUP
        366651AC1
        
          
        
        2604000.00000000
        PA
        USD
        2760240.00000000
        0.007401291701
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CK3
        
          
        
        23560000.00000000
        PA
        USD
        24007640.00000000
        0.064373948174
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-08-18
          Variable
          2.35700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HP INC
        40434LAC9
        
          
        
        7230000.00000000
        PA
        USD
        7851686.01000000
        0.021053465825
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-17
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic International Bond
        N/A
        DOMINICAN REPUBL
        25714PEG9
        
          
        
        3813000.00000000
        PA
        USD
        3917857.50000000
        0.010505320625
        Long
        DBT
        NUSS
        DO
        
        Y
        
        2
        
          2041-01-21
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC
        629377CR1
        
          
        
        4190000.00000000
        PA
        USD
        4362837.50000000
        0.011698487444
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4
        N/A
        GMCAR 2019-4 A4
        36258MAE4
        
          
        
        3240000.00000000
        PA
        USD
        3344599.51000000
        0.008968189939
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-01-16
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO Distribution Inc
        549300I2CEZJG9N4AH67
        WESCO DISTRIBUT
        95081QAP9
        
          
        
        4463000.00000000
        PA
        USD
        4992981.25000000
        0.013388151281
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Properties LP
        BVHHEFJI6SHNOKQT2572
        BOSTON PROP LP
        10112RBD5
        
          
        
        10000000.00000000
        PA
        USD
        10776980.00000000
        0.028897332349
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135FAZ4
        
          
        
        21027000.00000000
        PA
        USD
        23858727.12000000
        0.063974654032
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468Q5
        
          
        
        40335000.00000000
        PA
        USD
        42317424.92000000
        0.113469700424
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-28
          Variable
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2
        N/A
        JPMCC 2010-C2 A3
        46635GAE0
        
          
        
        325353.09000000
        PA
        USD
        326159.97000000
        0.000874563472
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2043-11-15
          Fixed
          4.06980000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST WOART_18-D
        N/A
        WOART 2018-D A4
        98162WAE7
        
          
        
        1770000.00000000
        PA
        USD
        1864575.17000000
        0.004999661164
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-12-16
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-C30
        N/A
        WFCM 2015-C30 C
        94989NBL0
        
          
        
        2740000.00000000
        PA
        USD
        2736931.20000000
        0.007338791619
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Variable
          4.49840000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        PUBLIC STORAGE
        74460DAD1
        
          
        
        18527000.00000000
        PA
        USD
        21000743.57000000
        0.056311273336
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-01
          Fixed
          3.38500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BM5
        
          
        
        41735000.00000000
        PA
        USD
        46196805.38000000
        0.123871848935
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2029-07-18
          Fixed
          3.19500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSBAM Commercial Mortgage Securities Trust 2012-CKSV
        N/A
        MSBAM 2012-CKSV A2
        553514AC4
        
          
        
        10100000.00000000
        PA
        USD
        9679537.00000000
        0.025954654984
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2030-10-15
          Fixed
          3.27700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seagate HDD Cayman
        529900BD50TRWEG1SF63
        SEAGATE HDD CAYM
        81180WAY7
        
          
        
        4100000.00000000
        PA
        USD
        4294750.00000000
        0.011515918012
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2031-01-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023BR5
        
          
        
        5638000.00000000
        PA
        USD
        5763806.33000000
        0.015455037228
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL
        723787AQ0
        
          
        
        27300000.00000000
        PA
        USD
        26577887.70000000
        0.071265795613
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP
        58013MEY6
        
          
        
        7400000.00000000
        PA
        USD
        8371812.40000000
        0.022448129743
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2011-GC3
        N/A
        GSMS 2011-GC3 C
        36248FAN2
        
          
        
        2650000.00000000
        PA
        USD
        2646661.00000000
        0.007096741622
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2044-03-10
          Variable
          5.54490000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HJZ4
        
          
        
        9810000.00000000
        PA
        USD
        11408382.54000000
        0.030590371497
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2015-C31
        N/A
        JPMBB 2015-C31 A3
        46644YAU4
        
          
        
        11540000.00000000
        PA
        USD
        12964843.80000000
        0.034763857791
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-08-15
          Fixed
          3.80140000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29273RBK4
        
          
        
        16115000.00000000
        PA
        USD
        17786931.25000000
        0.047693775418
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corp
        N/A
        LAMAR MEDIA CORP
        513075BW0
        
          
        
        703000.00000000
        PA
        USD
        741665.00000000
        0.001988696276
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dow Chemical Co/The
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO
        260543CY7
        
          
        
        4000000.00000000
        PA
        USD
        4851280.00000000
        0.013008194362
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-30
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        AVOLON HDGS
        05401AAG6
        
          
        
        640000.00000000
        PA
        USD
        692000.00000000
        0.001855524830
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Israel Government International Bond
        N/A
        STATE OF ISRAEL
        4651387M1
        
          
        
        2000000.00000000
        PA
        USD
        2126758.00000000
        0.005702676700
        Long
        DBT
        NUSS
        IL
        
        N
        
        2
        
          2023-06-30
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        JUNIPER NETWORKS
        48203RAP9
        
          
        
        15000000.00000000
        PA
        USD
        14553015.00000000
        0.039022370936
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-12-10
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YAT6
        
          
        
        2000000.00000000
        PA
        USD
        2345512.00000000
        0.006289242421
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2029-09-11
          Variable
          4.25400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL
        14448CAN4
        
          
        
        31953000.00000000
        PA
        USD
        33582411.28000000
        0.090047684958
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.24200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP
        68389XBC8
        
          
        
        33863000.00000000
        PA
        USD
        36765973.40000000
        0.098584070164
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        UPJOHN INC
        91533BAC4
        
          
        
        26800000.00000000
        PA
        USD
        28255936.80000000
        0.075765306843
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-06-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-LC22
        549300XO83D3BDYP0P62
        WFCM 2015-LC22 A4
        94989TAZ7
        
          
        
        10834000.00000000
        PA
        USD
        12209592.98000000
        0.032738732575
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Fixed
          3.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        MONDELEZ INT INC
        609207AX3
        
          
        
        13643000.00000000
        PA
        USD
        13191812.35000000
        0.035372449959
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-04
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA Global Funding Trust
        54930029I8ROQ4OROZ88
        GA GLOBAL FNDING
        36143L2A2
        
          
        
        6460000.00000000
        PA
        USD
        6507041.72000000
        0.017447944340
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-01-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Edison Co
        D8YOXB8L2ZDC8P7Q0771
        COMMONWEALTH EDI
        202795JR2
        
          
        
        2900000.00000000
        PA
        USD
        3049236.90000000
        0.008176206331
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-01
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122DE5
        
          
        
        29040000.00000000
        PA
        USD
        34326732.00000000
        0.092043502267
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-20
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS
        369550BC1
        
          
        
        20545000.00000000
        PA
        USD
        23729187.37000000
        0.063627306890
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascension Health
        N/A
        ASCENSION HEALTH
        04352EAA3
        
          
        
        2500000.00000000
        PA
        USD
        2678610.00000000
        0.007182409488
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          2.53200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        LOWE'S COS INC
        548661DX2
        
          
        
        28730000.00000000
        PA
        USD
        28494787.49000000
        0.076405759713
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP
        92857WBJ8
        
          
        
        11300000.00000000
        PA
        USD
        12819499.70000000
        0.034374132955
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-05-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_20-2
        N/A
        FORDR 2020-2 B
        34532JAB0
        
          
        
        2690000.00000000
        PA
        USD
        2761590.05000000
        0.007404911718
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2033-04-15
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AVALONBAY COMMUN
        05348EBC2
        
          
        
        18750000.00000000
        PA
        USD
        20834831.25000000
        0.055866396993
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENER
        15189TAV9
        
          
        
        9811000.00000000
        PA
        USD
        11551804.97000000
        0.030974943578
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650DL1
        
          
        
        2000000.00000000
        PA
        USD
        2398218.00000000
        0.006430567987
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UDR Inc
        P3CH2EG5X6Z1XWU1OO74
        UDR INC
        90265EAU4
        
          
        
        10000000.00000000
        PA
        USD
        9746360.00000000
        0.026133833793
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2033-03-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        N/A
        LEVEL 3 FIN INC
        527298BN2
        
          
        
        6088000.00000000
        PA
        USD
        6339130.00000000
        0.016997706817
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-09-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP
        92857WBK5
        
          
        
        39173000.00000000
        PA
        USD
        46555465.23000000
        0.124833557399
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-05-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Providence St Joseph Health Obligated Group
        N/A
        ST JOSEPH HLTH
        743756AB4
        
          
        
        7500000.00000000
        PA
        USD
        8165887.50000000
        0.021895963898
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-01
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DVB Bank SE
        B3KKH3ECK15MBLZD2K65
        DVB BANK SE
        N/A
        
          
        
        3600000.00000000
        PA
        
        4467298.60000000
        0.011978588839
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2023-06-16
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        NUTRIEN LTD
        67077MAT5
        
          
        
        4000000.00000000
        PA
        USD
        4729508.00000000
        0.012681675620
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC ULC / New Red Finance Inc
        N/A
        1011778 BC ULC /
        68245XAP4
        
          
        
        945000.00000000
        PA
        USD
        940275.00000000
        0.002521247991
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BB4
        
          
        
        30758000.00000000
        PA
        USD
        34795202.81000000
        0.093299657210
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-05-25
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        REPUBLIC SVCS
        760759AT7
        
          
        
        2000000.00000000
        PA
        USD
        2318174.00000000
        0.006215938465
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        KROGER CO
        501044DC2
        
          
        
        27470000.00000000
        PA
        USD
        30691791.48000000
        0.082296793609
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada PipeLines Ltd
        5BV01I6231JPDAPMGH09
        TRANSCANADA PL
        893526DF7
        
          
        
        2000000.00000000
        PA
        USD
        2521374.00000000
        0.006760797779
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2034-03-31
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-C
        N/A
        SOFI 2017-C A1
        83405DAA6
        
          
        
        282652.91000000
        PA
        USD
        282145.55000000
        0.000756543459
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2040-07-25
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        15781.18000000
        0.000042315565
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            6062002.20000000
            EUR
            7374445.07000000
            USD
            2021-02-12
            15781.18000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBR6
        
          
        
        16303000.00000000
        PA
        USD
        17162575.68000000
        0.046019631974
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-01
          Variable
          2.18200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XBQ8
        
          
        
        10000000.00000000
        PA
        USD
        11271510.00000000
        0.030223362254
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-06
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY
        65339KAT7
        
          
        
        6926000.00000000
        PA
        USD
        7888028.33000000
        0.021150913913
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023CU7
        
          
        
        29752000.00000000
        PA
        USD
        34714871.62000000
        0.093084257618
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CC1
        
          
        
        29752000.00000000
        PA
        USD
        33656087.19000000
        0.090245239121
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-05-22
          Variable
          3.97300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (TURKEY)
        N/A
        
          
        
        6620000.00000000
        NC
        USD
        302596.89000000
        0.000811381564
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                TURKEY REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2023-12-20
            0.00000000
            USD
            0.00000000
            USD
            6620000.00000000
            USD
            -21774.26000000
          
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SBD4
        
          
        
        54462000.00000000
        PA
        USD
        64700039.07000000
        0.173486313606
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-14
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MXN/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -57957.43000000
        -0.00015540672
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              HSBC BANK USA, N.A.
              1IE8VN30JCEQV1H4R804
            
            1882359.09000000
            USD
            37453010.88000000
            MXN
            2021-02-12
            -57957.43000000
          
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_16-4
        N/A
        CARMX 2018-4 A4
        14315EAD2
        
          
        
        3370000.00000000
        PA
        USD
        3543771.35000000
        0.009502248168
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          3.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214EQ2
        
          
        
        3430000.00000000
        PA
        USD
        3469705.68000000
        0.009303648906
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2040-11-16
          Fixed
          2.96300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833BY5
        
          
        
        37421000.00000000
        PA
        USD
        41749374.81000000
        0.111946534117
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-23
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3
        N/A
        JPMCC 2011-C3 A4
        46635TCG5
        
          
        
        3165766.70000000
        PA
        USD
        3163455.69000000
        0.008482471939
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-02-15
          Fixed
          4.71710000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NY DORM AUTH-A-TXBL
        649907XX5
        
          
        
        2000000.00000000
        PA
        USD
        2244440.00000000
        0.006018228540
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2024-12-01
          Fixed
          3.89200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Retail Properties Inc
        5493008JKH5SOTI0JS97
        NATIONAL RETAIL
        637417AH9
        
          
        
        10605000.00000000
        PA
        USD
        11905321.47000000
        0.031922860694
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        UNITED TECH CORP
        913017CR8
        
          
        
        59338000.00000000
        PA
        USD
        65988187.67000000
        0.176940347873
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-04
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brighthouse Financial Inc
        5493003T8SZSHOGGAW52
        BRIGHTHOUSE FINA
        10922NAG8
        
          
        
        1000000.00000000
        PA
        USD
        1221626.00000000
        0.003275660948
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empresa Nacional del Petroleo
        549300YP3P0JZBLIV197
        EMPRESA NACIONAL
        N/A
        
          
        
        2257000.00000000
        PA
        USD
        2465772.50000000
        0.006611708236
        Long
        DBT
        CORP
        CL
        
        N
        
        2
        
          2026-08-05
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C21
        5493000F7E2NMQ4HIO61
        WFRBS 2014-C21 A5
        92939FAU3
        
          
        
        13285900.00000000
        PA
        USD
        14525474.47000000
        0.038948523917
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          3.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        PROGRESSIVE CORP
        743315AR4
        
          
        
        3150000.00000000
        PA
        USD
        3408526.80000000
        0.009139604208
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Holding Ltd
        549300H316CT32FQXI76
        ATHENE HOLDING
        04686JAC5
        
          
        
        15000000.00000000
        PA
        USD
        15744810.00000000
        0.042218043213
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark 2018-B1 Mortgage Trust
        N/A
        BMARK 2018-B1 AM
        08162PAZ4
        
          
        
        2350000.00000000
        PA
        USD
        2666122.00000000
        0.007148924236
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-01-15
          Variable
          3.87800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romanian Government International Bond
        N/A
        ROMANIA
        N/A
        
          
        
        6196000.00000000
        PA
        
        8466055.55000000
        0.022700832785
        Long
        DBT
        NUSS
        RO
        
        Y
        
        2
        
          2050-01-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX CORP
        126408HE6
        
          
        
        9940000.00000000
        PA
        USD
        10805137.84000000
        0.028972834619
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK INC
        682680AY9
        
          
        
        15000000.00000000
        PA
        USD
        15856005.00000000
        0.042516200848
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enstar Group Ltd
        213800AMAL5QFXVUCN04
        ENSTAR GROUP LTD
        29359UAB5
        
          
        
        20380000.00000000
        PA
        USD
        23466082.26000000
        0.062921818357
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        DISCOVER FIN SVS
        254709AP3
        
          
        
        10000000.00000000
        PA
        USD
        11568850.00000000
        0.031020648024
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        CONSTELLATION BR
        21036PBE7
        
          
        
        20034000.00000000
        PA
        USD
        21928535.24000000
        0.058799048598
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Realty LP
        2549009GZDBNY1KE9O81
        DUKE REALTY
        26441YBA4
        
          
        
        12983000.00000000
        PA
        USD
        14533027.39000000
        0.038968776274
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Pool
        N/A
        FR ZT1863
        3132AEB88
        
          
        
        328821.20000000
        PA
        USD
        353686.79000000
        0.000948373729
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2012-C7
        N/A
        WFRBS 2012-C7 A2
        92936TAB8
        
          
        
        6130000.00000000
        PA
        USD
        6300720.50000000
        0.016894715804
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-06-15
          Fixed
          3.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        TEXAS INSTRUMENT
        882508BG8
        
          
        
        2000000.00000000
        PA
        USD
        2118818.00000000
        0.005681386430
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-04
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406FAC7
        
          
        
        4641000.00000000
        PA
        USD
        5077453.56000000
        0.013614654848
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-04
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAG0
        
          
        
        2600000.00000000
        PA
        USD
        2857901.80000000
        0.007663161492
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-10-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_16-A
        N/A
        SMB 2016-A A2A
        78449FAB7
        
          
        
        2814974.13000000
        PA
        USD
        2902520.95000000
        0.007782803024
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-05-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark 2019-B15 Mortgage Trust
        N/A
        BMARK 2019-B15 A5
        08160KAE4
        
          
        
        7000000.00000000
        PA
        USD
        7717990.00000000
        0.020694974111
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2072-12-15
          Fixed
          2.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARLEY MARINE FINANCING LLC BARGE_18-1A
        N/A
        BARGE 2018-1A A2
        41284LAA2
        
          
        
        7297492.16000000
        PA
        USD
        6482432.34000000
        0.017381956889
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2043-05-15
          Fixed
          5.68200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Exploration Inc
        T8W3X1PFLPW2YE0UIP44
        NEWFIELD EXPLOR
        651290AQ1
        
          
        
        9340000.00000000
        PA
        USD
        10110550.00000000
        0.027110370770
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406RAB3
        
          
        
        47280000.00000000
        PA
        USD
        53477084.16000000
        0.143393146692
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-07
          Variable
          3.44200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YBE8
        
          
        
        19607000.00000000
        PA
        USD
        20572801.61000000
        0.055163792220
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2031-05-25
          Variable
          2.59100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMCC Commercial Mortgage Securities Trust 2017-JP5
        N/A
        JPMCC 2017-JP5 A5
        46647TAS7
        
          
        
        6680000.00000000
        PA
        USD
        7618540.00000000
        0.020428309451
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-03-15
          Fixed
          3.72320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        BEST BUY CO INC
        08652BAB5
        
          
        
        20000000.00000000
        PA
        USD
        19761720.00000000
        0.052988962643
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QAV2
        
          
        
        29711000.00000000
        PA
        USD
        32725567.19000000
        0.087750148131
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-16
          Fixed
          3.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN
        666807BS0
        
          
        
        32630000.00000000
        PA
        USD
        39544297.00000000
        0.106033851127
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        VEREIT OPERATING
        92340LAC3
        
          
        
        19318000.00000000
        PA
        USD
        21980484.03000000
        0.058938343785
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
        N/A
        MSBAM 2014-C16 A5
        61763MAF7
        
          
        
        4798100.00000000
        PA
        USD
        5240916.65000000
        0.014052963840
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-06-15
          Fixed
          3.89200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL
        911312BW5
        
          
        
        3000000.00000000
        PA
        USD
        4321161.00000000
        0.011586736316
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services Inc
        42YMHYH0XMHJEXDUB065
        ARAMARK SERV INC
        038522AQ1
        
          
        
        2610000.00000000
        PA
        USD
        2714400.00000000
        0.007278376588
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIR
        844741AN8
        
          
        
        4930000.00000000
        PA
        USD
        6094712.50000000
        0.016342327134
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Azerbaijan International Bond
        N/A
        REPUBLIC OF AZER
        N/A
        
          
        
        17746000.00000000
        PA
        USD
        18603131.80000000
        0.049882330890
        Long
        DBT
        NUSS
        AZ
        
        N
        
        2
        
          2032-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE
        225401AQ1
        
          
        
        6900000.00000000
        PA
        USD
        7173026.10000000
        0.019233711036
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2026-06-05
          Variable
          2.19300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162CW8
        
          
        
        2000000.00000000
        PA
        USD
        2074578.00000000
        0.005562761548
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-25
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC
        046353AW8
        
          
        
        34800000.00000000
        PA
        USD
        33489814.80000000
        0.089799397288
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-08-06
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Highwoods Realty LP
        JUJNVZX73BIYHLR58F51
        HIGHWOODS REALTY
        431282AP7
        
          
        
        23615000.00000000
        PA
        USD
        26132571.54000000
        0.070071727416
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        STARBUCKS CORP
        855244AT6
        
          
        
        2000000.00000000
        PA
        USD
        2280384.00000000
        0.006114608576
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DAR0
        
          
        
        24000000.00000000
        PA
        USD
        27285168.00000000
        0.073162292952
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-20
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        KEURIG DR PEPPER
        49271VAF7
        
          
        
        50809000.00000000
        PA
        USD
        61307206.39000000
        0.164388791521
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-25
          Fixed
          4.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        N/A
        TALLGRASS NRG
        87470LAH4
        
          
        
        200000.00000000
        PA
        USD
        212500.00000000
        0.000569796280
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS
        09659T2B6
        
          
        
        35220000.00000000
        PA
        USD
        35021359.20000000
        0.093906071656
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2035-08-12
          Variable
          2.58800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NCH2
        
          
        
        15000000.00000000
        PA
        USD
        17046270.00000000
        0.045707770591
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Bank
        JJKC32MCHWDI71265Z06
        TRUIST BANK
        89788KAA4
        
          
        
        34140000.00000000
        PA
        USD
        35152899.66000000
        0.094258783491
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-11
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        PHILLIPS 66
        718546AZ7
        
          
        
        20000000.00000000
        PA
        USD
        20229160.00000000
        0.054242353578
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidAmerican Energy Co
        NINLOILYRTLIMK26MZ18
        MIDAMERICAN ENER
        595620AQ8
        
          
        
        4811000.00000000
        PA
        USD
        5368152.29000000
        0.014394132755
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2017-BNK7
        N/A
        BANK 2017-BNK7 A4
        06541XAE0
        
          
        
        6629000.00000000
        PA
        USD
        7292231.45000000
        0.019553347577
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2060-09-15
          Fixed
          3.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government International Bond
        N/A
        INDONESIA (REP)
        455780BZ8
        
          
        
        3124000.00000000
        PA
        USD
        3213811.88000000
        0.008617496738
        Long
        DBT
        NUSS
        ID
        
        Y
        
        2
        
          2022-01-08
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214EF6
        
          
        
        11175000.00000000
        PA
        USD
        12492007.28000000
        0.033495996659
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2034-07-24
          Variable
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        ELEC DE FRANCE
        268317AU8
        
          
        
        5000000.00000000
        PA
        USD
        5900570.00000000
        0.015821754549
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2028-09-21
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE17 Mortgage Trust
        N/A
        COMM 2014-CR17 C
        12631DBG7
        
          
        
        4400000.00000000
        PA
        USD
        4364184.00000000
        0.011702097942
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-10
          Variable
          4.78310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gazprom PJSC via Gaz Finance PLC
        N/A
        GAZPROM PJSC
        N/A
        
          
        
        3800000.00000000
        PA
        
        4912100.04000000
        0.013171276868
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines 2020-1 Class A Pass Through Trust
        N/A
        UNTD AIR 20-1 A
        90931GAA7
        
          
        
        9758250.00000000
        PA
        USD
        10782866.25000000
        0.028913115706
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        CIGNA CORP
        125523BZ2
        
          
        
        10000000.00000000
        PA
        USD
        11631550.00000000
        0.031188771444
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: OIS 0.250000 17-MAR-2028
        N/A
        
          
        
        30253000
        NC
        USD
        814407.83000000
        0.002183748483
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
            
              
                
              
            
            2028-03-17
            536944.61000000
            USD
            0.00000000
            USD
            30253000
            USD
            277463.22000000
          
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        ROPER TECHNOLOGI
        776743AJ5
        
          
        
        21800000.00000000
        PA
        USD
        21906667.40000000
        0.058740412297
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAE9
        
          
        
        436000.00000000
        PA
        USD
        440360.00000000
        0.001180778777
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aon Corp
        LTS3U8DGK38SETRUWX71
        AON CORP
        037389BE2
        
          
        
        21800000.00000000
        PA
        USD
        23321531.00000000
        0.062534219438
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
        N/A
        JPMCC 2013-C16 ASB
        46641BAE3
        
          
        
        0.01000000
        PA
        USD
        0.01000000
        0.000000000026
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Fixed
          3.67440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        PFIZER INC
        717081EW9
        
          
        
        17500000.00000000
        PA
        USD
        18982792.50000000
        0.050900350913
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vanguard Cmt Funds-Vanguard Market Liquidity Fund
        1I6HV0TLSTR3A4XQ6L78
        Vanguard Market Liquidity Fund
        N/A
        
          
        
        1474431811.02000000
        NS
        USD
        1474431811.02000000
        3.953532999909
        Long
        STIV
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GXR0
        
          
        
        26460000.00000000
        PA
        USD
        26492969.16000000
        0.071038095527
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-01-27
          Variable
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER
        05964HAF2
        
          
        
        30200000.00000000
        PA
        USD
        33974939.60000000
        0.091100208144
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2028-02-23
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX Resources Corp
        549300JK3KH8PWM3B226
        CNX RESOURCES CO
        12653CAJ7
        
          
        
        3325000.00000000
        PA
        USD
        3441375.00000000
        0.009227683183
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        CHEVRON CORP
        166764BX7
        
          
        
        25190000.00000000
        PA
        USD
        26383754.10000000
        0.070745246891
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-11
          Fixed
          1.99500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCX2
        
          
        
        6000000.00000000
        PA
        USD
        6352320.00000000
        0.017033074407
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NCT6
        
          
        
        81690000.00000000
        PA
        USD
        96596055.99000000
        0.259012110402
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Export-Import Bank of Korea
        549300APVP4R32PI3Y06
        EXP-IMP BK KOREA
        302154CQ0
        
          
        
        37991000.00000000
        PA
        USD
        39723047.68000000
        0.106513152175
        Long
        DBT
        NUSS
        KR
        
        N
        
        2
        
          2022-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DAK5
        
          
        
        1168000.00000000
        PA
        USD
        1276655.54000000
        0.003423216841
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STORE CAPITAL
        862121AC4
        
          
        
        7000000.00000000
        PA
        USD
        7093359.00000000
        0.019020092131
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-18
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamondback Energy Inc
        549300R22LSX6OHWEN64
        DIAMONDBACK ENER
        25278XAN9
        
          
        
        3295000.00000000
        PA
        USD
        3496818.75000000
        0.009376349736
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royalty Pharma PLC
        549300FGFN7VOK8BZR03
        ROYALTY PHARMA
        78081BAB9
        
          
        
        7000000.00000000
        PA
        USD
        7054404.00000000
        0.018915638417
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2025-09-02
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GFP9
        
          
        
        9000000.00000000
        PA
        USD
        10032993.00000000
        0.026902409875
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-21
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
        WYNDHAM HOTELS &
        98311AAB1
        
          
        
        1056000.00000000
        PA
        USD
        1074480.00000000
        0.002881104508
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBR0
        
          
        
        10000000.00000000
        PA
        USD
        10187500.00000000
        0.027316704058
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Georgia-Pacific LLC
        L2EVHWFHVAQK72TMH265
        GEORGIA-PACIFIC
        37331NAL5
        
          
        
        51652000.00000000
        PA
        USD
        54438986.96000000
        0.145972387342
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-04-30
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967ME8
        
          
        
        24793000.00000000
        PA
        USD
        28661798.89000000
        0.076853583123
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-20
          Variable
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fondo MIVIVIENDA SA
        549300X41PNOK11PZ670
        FONDO MIVIVIE SA
        N/A
        
          
        
        12050000.00000000
        PA
        USD
        12650993.75000000
        0.033922302068
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2023-01-31
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cadent Finance PLC
        5493005M8TJ0J6IMUF67
        CADENT FIN PLC
        N/A
        
          
        
        7600000.00000000
        PA
        
        9495963.56000000
        0.025462422215
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2032-03-11
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2017-RC1
        N/A
        WFCM 2017-RC1 A4
        95001FAX3
        
          
        
        2712000.00000000
        PA
        USD
        3067055.04000000
        0.008223983789
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2060-01-15
          Fixed
          3.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MAK6
        
          
        
        5975000.00000000
        PA
        USD
        6581187.65000000
        0.017646758811
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2026-10-19
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        ZOETIS INC
        98978VAN3
        
          
        
        21700000.00000000
        PA
        USD
        25135196.80000000
        0.067397372510
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-20
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT AH4R_15-SFR2
        N/A
        AH4R 2015-SFR2 A
        02666BAA4
        
          
        
        2722328.56000000
        PA
        USD
        2923073.07000000
        0.007837911361
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2052-10-17
          Fixed
          3.73200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE
        225433AR2
        
          
        
        2000000.00000000
        PA
        USD
        2333748.00000000
        0.006257698499
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2026-04-17
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967KJ9
        
          
        
        18589000.00000000
        PA
        USD
        21519500.08000000
        0.057702264066
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-09
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunoco Logistics Partners Operations LP
        5493006LL0CKP8WQW329
        SUNOCO LOGISTICS
        86765BAS8
        
          
        
        2000000.00000000
        PA
        USD
        2367500.00000000
        0.006348200918
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B
        N/A
        SMB 2017-B A2A
        83189DAB6
        
          
        
        6552875.67000000
        PA
        USD
        6850720.91000000
        0.018369483748
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2035-10-15
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEGNA Inc
        549300YC5EDBGX85AO10
        TEGNA INC
        87901JAF2
        
          
        
        2040000.00000000
        PA
        USD
        2164950.00000000
        0.005805084510
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bermuda Government International Bond
        N/A
        BERMUDA-GOVT OF
        N/A
        
          
        
        12860000.00000000
        PA
        USD
        15564029.76000000
        0.041733300114
        Long
        DBT
        NUSS
        BM
        
        N
        
        2
        
          2029-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        FIFTH THIRD BANK
        316773CV0
        
          
        
        2000000.00000000
        PA
        USD
        2340638.00000000
        0.006276173306
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-14
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinopec Group Overseas Development 2017 Ltd
        5493001IPW8ZGQ181Z16
        SINOPEC OVERSEAS
        N/A
        
          
        
        51371000.00000000
        PA
        USD
        56043726.71000000
        0.150275327302
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-09-13
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        FISERV INC
        337738AT5
        
          
        
        44918000.00000000
        PA
        USD
        49761642.69000000
        0.133430583248
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Co Gas Capital Corp
        E8CD46SWUD2TSN8PA636
        SOUTHERN GAS
        8426EPAD0
        
          
        
        10000000.00000000
        PA
        USD
        9874300.00000000
        0.026476891375
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        FOX CORP
        35137LAL9
        
          
        
        13000000.00000000
        PA
        USD
        14620034.00000000
        0.039202075298
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KSA Sukuk Ltd
        635400XBJFPNCGN9CK71
        KSA SUKUK LTD
        N/A
        
          
        
        12050000.00000000
        PA
        USD
        12394351.65000000
        0.033234143413
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-04-20
          Fixed
          2.89400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_18-1
        N/A
        FORDR 2018-1 A
        34532RAA4
        
          
        
        19160000.00000000
        PA
        USD
        21036566.80000000
        0.056407329540
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-07-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PAF3
        
          
        
        42267000.00000000
        PA
        USD
        47926213.16000000
        0.128509073035
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Variable
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PacifiCorp
        SGY07Y7FNYBNLM6Z1M11
        PACIFICORP
        695114CW6
        
          
        
        13815000.00000000
        PA
        USD
        14986056.11000000
        0.040183524885
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        96949LAC9
        
          
        
        10290000.00000000
        PA
        USD
        12300676.29000000
        0.032982962840
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-09-15
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        KROGER CO
        501044DL2
        
          
        
        4000000.00000000
        PA
        USD
        4839656.00000000
        0.012977025835
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        OTIS WORLDWIDE
        68902VAK3
        
          
        
        17000000.00000000
        PA
        USD
        17942242.00000000
        0.048110224772
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          2.56500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serbia International Bond
        N/A
        SERBIA REPUBLIC
        BJ4188717
        
          
        
        18643000.00000000
        PA
        
        25225500.78000000
        0.067639513084
        Long
        DBT
        NUSS
        RS
        
        Y
        
        2
        
          2027-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACER AUTO RECEIVABLES TRUST CPART_19-1
        N/A
        CPART 2019-1A A4
        13646BAJ7
        
          
        
        2090000.00000000
        PA
        USD
        2172313.19000000
        0.005824828126
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2024-06-19
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES TRUST IHSFR_18-SFR1
        N/A
        IHSFR 2018-SFR1 A
        46185JAA6
        
          
        
        8171936.95000000
        PA
        USD
        8135081.51000000
        0.021813360893
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2037-03-17
          Floating
          0.85300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Game Technology PLC
        549300UQ6KHRCZDRGZ76
        INTL GAME TECH
        460599AD5
        
          
        
        385000.00000000
        PA
        USD
        439862.50000000
        0.001179444784
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH NY/NJ- 158
        73358WAH7
        
          
        
        2000000.00000000
        PA
        USD
        2413260.00000000
        0.006470901520
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2024-12-01
          Fixed
          5.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nexstar Broadcasting Inc
        5493006PK6I4I2OOT688
        NEXSTAR BROADC
        65336YAN3
        
          
        
        2340000.00000000
        PA
        USD
        2410200.00000000
        0.006462696453
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-11-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (ULFP)
        N/A
        
          
        
        -6550000.00000000
        NC
        
        -248195.01000000
        -0.00066550867
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                URW
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            -206127.67000000
            EUR
            0.00000000
            EUR
            -6550000.00000000
            EUR
            -42067.34000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG/New York NY
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK NY
        251526CE7
        
          
        
        19925000.00000000
        PA
        USD
        20127418.08000000
        0.053969543377
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2026-11-24
          Variable
          2.12900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Energy Co
        549300JD0S5IZJE9LY15
        BERKSHIRE HATHAW
        084659AU5
        
          
        
        19800000.00000000
        PA
        USD
        22909095.00000000
        0.061428315913
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-07-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        FISERV INC
        337738BB3
        
          
        
        2000000.00000000
        PA
        USD
        2113974.00000000
        0.005668397756
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3
        N/A
        JPMCC 2016-JP3 A5
        46590RAE9
        
          
        
        5088000.00000000
        PA
        USD
        5550143.04000000
        0.014882121708
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-08-15
          Fixed
          2.87040000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (RUSSIA)
        N/A
        
          
        
        -12006779.00000000
        NC
        USD
        22605.16000000
        0.000060613346
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                N/A
                RUSSIA-EUROBOND
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            -12006779.00000000
            USD
            15469.49000000
          
        
        
          N
          N
          N
        
      
      
        Aflac Inc
        549300N0B7DOGLXWPP39
        AFLAC INC
        001055AY8
        
          
        
        1069000.00000000
        PA
        USD
        1421863.00000000
        0.003812575291
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica Emisiones SA
        549300Y5MFC4SW5Z3K71
        TELEFONICA EMIS
        87938WAT0
        
          
        
        11720000.00000000
        PA
        USD
        13536893.00000000
        0.036297747235
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2027-03-08
          Fixed
          4.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB Bank ASA
        549300GKFG0RYRRQ1414
        DNB BANK ASA
        23329PAF7
        
          
        
        30000000.00000000
        PA
        USD
        30250440.00000000
        0.081113356282
        Long
        DBT
        CORP
        NO
        
        Y
        
        2
        
          2026-09-16
          Variable
          1.12700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        CROWN CASTLE INT
        22822VAB7
        
          
        
        37166000.00000000
        PA
        USD
        42689610.92000000
        0.114467677829
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        CATERPILLAR INC
        149123CG4
        
          
        
        8000000.00000000
        PA
        USD
        8656888.00000000
        0.023212529822
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-19
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG Energy Corp
        5493002WXPTG5ZC1T326
        MEG ENERGY CORP
        552704AD0
        
          
        
        1591000.00000000
        PA
        USD
        1638730.00000000
        0.004394081221
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2019-70 YK
        38381V3P3
        
          
        
        18400000.00000000
        PA
        USD
        20104760.00000000
        0.053908788131
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        NORFOLK SOUTHERN
        655844BZ0
        
          
        
        10000000.00000000
        PA
        USD
        11603550.00000000
        0.031113692405
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599ED3
        
          
        
        652000.00000000
        PA
        USD
        735945.00000000
        0.001973358701
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Sonoma CA
        N/A
        SONOMA PENSION OBLIG
        835574CB8
        
          
        
        4540000.00000000
        PA
        USD
        5691071.60000000
        0.015260006741
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2029-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINL
        14040HBN4
        
          
        
        23532000.00000000
        PA
        USD
        26744565.11000000
        0.071712723464
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-09
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Property Partners Europe Holdings Sarl
        213800Y3B5GQFBGVHP79
        BLACKSTONE PROP
        N/A
        
          
        
        1300000.00000000
        PA
        
        1698431.09000000
        0.004554163381
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-07-24
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GXH2
        
          
        
        2000000.00000000
        PA
        USD
        2310438.00000000
        0.006195195199
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        MARSH & MCLENNAN
        571748AX0
        
          
        
        30382000.00000000
        PA
        USD
        33478989.17000000
        0.089770369506
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-10
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDO_19-A
        N/A
        FORDO 2019-A A4
        34533FAE1
        
          
        
        11040000.00000000
        PA
        USD
        11599775.47000000
        0.031103571402
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK TRANSPRTN DE
        650117AA2
        
          
        
        4765000.00000000
        PA
        USD
        5252364.20000000
        0.014083659235
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2035-09-01
          Fixed
          4.24800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sampo Oyj
        743700UF3RL386WIDA22
        SAMPO OYJ
        N/A
        
          
        
        3000000.00000000
        PA
        
        3903556.91000000
        0.010466975105
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2052-09-03
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Carolinas LLC
        MWIUSDMN17TCR56VW396
        DUKE ENERGY CAR
        26442CAY0
        
          
        
        11375000.00000000
        PA
        USD
        12090282.75000000
        0.032418814809
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2017-GS6
        N/A
        GSMS 2017-GS6 A3
        36253PAC6
        
          
        
        5920000.00000000
        PA
        USD
        6650291.20000000
        0.017832052673
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-05-10
          Fixed
          3.43300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seagate HDD Cayman
        529900BD50TRWEG1SF63
        SEAGATE HDD CAYM
        81180WBB6
        
          
        
        835000.00000000
        PA
        USD
        812037.50000000
        0.002177392694
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2031-07-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AOA 2015-1177 Mortgage Trust
        N/A
        AOA 2015-1177 A
        00183HAA9
        
          
        
        1330000.00000000
        PA
        USD
        1332234.40000000
        0.003572245677
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2029-12-13
          Fixed
          2.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        53944YAB9
        
          
        
        1080000.00000000
        PA
        USD
        1237782.60000000
        0.003318983163
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-03-24
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2015-GC33
        N/A
        CGCMT 2015-GC33 C
        29425AAH6
        
          
        
        900000.00000000
        PA
        USD
        896589.00000000
        0.002404108601
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-10
          Variable
          4.57130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650CU2
        
          
        
        24793000.00000000
        PA
        USD
        26996254.74000000
        0.072387602594
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NSTAR Electric Co
        54930080R72Y2Z31UR68
        NSTAR ELECTRIC
        67021CAM9
        
          
        
        44419000.00000000
        PA
        USD
        50265473.20000000
        0.134781551487
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122CR7
        
          
        
        2000000.00000000
        PA
        USD
        2571628.00000000
        0.006895548566
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-10-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE4 Mortgage Trust
        N/A
        COMM 2012-CR4 AM
        12624QAT0
        
          
        
        420000.00000000
        PA
        USD
        425497.80000000
        0.001140927360
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Fixed
          3.25100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC / Charter Communications Operating Capital
        N/A
        CHARTER COMM OPT
        161175BR4
        
          
        
        13053000.00000000
        PA
        USD
        15569644.51000000
        0.041748355472
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-30
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL SC FINANCE SRL SEACO_20-2
        N/A
        SEACO 2020-2A A
        37959PAC1
        
          
        
        6997313.83000000
        PA
        USD
        7103676.50000000
        0.019047757416
        Long
        ABS-CBDO
        CORP
        BB
        
        Y
        
        2
        
          2040-11-19
          Fixed
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        CRED AGRICOLE SA
        225313AN5
        
          
        
        6775000.00000000
        PA
        USD
        6682318.00000000
        0.017917929151
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2041-01-11
          Fixed
          2.81100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAB1
        
          
        
        13495000.00000000
        PA
        USD
        14468056.98000000
        0.038794564989
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-07-21
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        N/A
        ANHEUSER-BUSCH
        03522AAG5
        
          
        
        29669000.00000000
        PA
        USD
        33275444.96000000
        0.089224587229
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ausgrid Finance Pty Ltd
        549300DN8D7YR73BKB57
        AUSGRID FINANCE
        N/A
        
          
        
        9160000.00000000
        PA
        
        7017521.51000000
        0.018816741920
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2024-10-30
          Floating
          1.27680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_18-2
        N/A
        VALET 2018-2 A4
        92869BAE2
        
          
        
        4510000.00000000
        PA
        USD
        4676111.87000000
        0.012538499543
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-02-20
          Fixed
          3.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC
        437076CB6
        
          
        
        2000000.00000000
        PA
        USD
        2178192.00000000
        0.005840591533
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CRED
        345397YT4
        
          
        
        1020000.00000000
        PA
        USD
        1046744.40000000
        0.002806734429
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-02
          Fixed
          3.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833BZ2
        
          
        
        49162000.00000000
        PA
        USD
        53177847.13000000
        0.142590774236
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER
        05971KAE9
        
          
        
        20520000.00000000
        PA
        USD
        21868287.12000000
        0.058637499634
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2025-05-28
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH
        071734AC1
        
          
        
        1589000.00000000
        PA
        USD
        1712147.50000000
        0.004590942484
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morocco Government International Bond
        N/A
        MOROCCO KINGDOM
        617726AL8
        
          
        
        25000000.00000000
        PA
        USD
        25156350.00000000
        0.067454092579
        Long
        DBT
        NUSS
        MA
        
        Y
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00914AAG7
        
          
        
        24670000.00000000
        PA
        USD
        25140185.53000000
        0.067410749262
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307AS6
        
          
        
        1980000.00000000
        PA
        USD
        2103750.00000000
        0.005640983181
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        CANADIAN NATL RE
        136385AX9
        
          
        
        16760000.00000000
        PA
        USD
        18896900.00000000
        0.050670039256
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-06-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER
        05971KAC3
        
          
        
        39700000.00000000
        PA
        USD
        44005703.20000000
        0.117996640119
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2029-06-27
          Fixed
          3.30600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        CI7MUJI4USF3V0NJ1H64
        EXPEDIA GRP INC
        30212PAM7
        
          
        
        7000000.00000000
        PA
        USD
        7826889.00000000
        0.020986975265
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Resolute Forest Products Inc
        N/A
        RESOLUTE FOREST
        76117WAC3
        
          
        
        310000.00000000
        PA
        USD
        308450.00000000
        0.000827076060
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468G7
        
          
        
        25000000.00000000
        PA
        USD
        29875850.00000000
        0.080108932805
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-23
          Variable
          4.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graphic Packaging International LLC
        SO75N4VY5NXGQSK8YQ65
        GRAPHIC PACKAGIN
        38869AAB3
        
          
        
        1412000.00000000
        PA
        USD
        1461420.00000000
        0.003918643204
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3HARRIS TECH IN
        502431AN9
        
          
        
        26540000.00000000
        PA
        USD
        26527818.14000000
        0.071131539382
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS
        025816CA5
        
          
        
        16815000.00000000
        PA
        USD
        19374024.41000000
        0.051949397912
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-06
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (CVS)
        BVN41XLV3
        
          
        
        15000000.00000000
        NC
        USD
        -113535.00000000
        -0.00030443209
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                CVS HEALTH CORP
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-12-20
            -86020.23000000
            USD
            0.00000000
            USD
            15000000.00000000
            USD
            -27514.77000000
          
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc / SkyMiles IP Ltd
        N/A
        DELTA/SKYMILES
        830867AB3
        
          
        
        40012000.00000000
        PA
        USD
        44313290.00000000
        0.118821401600
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB International Finance III LLC
        N/A
        LYB INT FIN III
        50249AAC7
        
          
        
        30010000.00000000
        PA
        USD
        33132720.56000000
        0.088841886841
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brixmor Operating Partnership LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATIN
        11120VAJ2
        
          
        
        17025000.00000000
        PA
        USD
        19208098.73000000
        0.051504485746
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4827 KZ
        3137FHNX7
        
          
        
        5214044.35000000
        PA
        USD
        5717981.74000000
        0.015332163436
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        VALERO ENERGY
        91913YAY6
        
          
        
        11230000.00000000
        PA
        USD
        11924418.28000000
        0.031974066770
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PAYPAL HOLDING
        70450YAE3
        
          
        
        6007000.00000000
        PA
        USD
        6540932.20000000
        0.017538818078
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WDT5
        
          
        
        20000000.00000000
        PA
        USD
        19966440.00000000
        0.053537897677
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-13
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties LP
        H0TWO5VRNEP6CQAWPX27
        CORPORATE OFFICE
        22003BAL0
        
          
        
        28603000.00000000
        PA
        USD
        29739483.00000000
        0.079743279114
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        CIGNA CORP
        125523AH3
        
          
        
        64260000.00000000
        PA
        USD
        76205227.14000000
        0.204336258897
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YAR0
        
          
        
        7750000.00000000
        PA
        USD
        8979421.25000000
        0.024077368628
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2028-03-05
          Fixed
          4.01800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aflac Inc
        549300N0B7DOGLXWPP39
        AFLAC INC
        001055AP7
        
          
        
        5995000.00000000
        PA
        USD
        6594368.11000000
        0.017682100821
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-17
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_18-E
        N/A
        NAVSL 2018-EA A2
        63890BAB2
        
          
        
        21309818.93000000
        PA
        USD
        21989819.51000000
        0.058963375888
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2059-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        91159HHN3
        
          
        
        25223000.00000000
        PA
        USD
        27189561.64000000
        0.072905934607
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-22
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        LOWE'S COS INC
        548661DP9
        
          
        
        12000000.00000000
        PA
        USD
        13381788.00000000
        0.035881849577
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-03
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        UPJOHN INC
        91533BAD2
        
          
        
        15000000.00000000
        PA
        USD
        15730950.00000000
        0.042180879088
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-06-22
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNA Financial Corp
        549300YX2GSZD7YG1R84
        CNA FINANCIAL
        126117AW0
        
          
        
        12000000.00000000
        PA
        USD
        12170568.00000000
        0.032634091218
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RJY9
        
          
        
        7000000.00000000
        PA
        USD
        7314916.00000000
        0.019614173799
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468Y8
        
          
        
        16750000.00000000
        PA
        USD
        16690554.25000000
        0.044753956419
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-01-25
          Variable
          2.80200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shire Acquisitions Investments Ireland DAC
        549300XK5HGW68R8K327
        SHIRE ACQ INV IE
        82481LAD1
        
          
        
        76935000.00000000
        PA
        USD
        85276831.25000000
        0.228660806118
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-09-23
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODU
        29379VBT9
        
          
        
        7500000.00000000
        PA
        USD
        8752485.00000000
        0.023468863069
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-16
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2012-C4
        5493005SNWQW3UUOQX45
        MSC 2012-C4 A4
        61760VAP8
        
          
        
        2260000.00000000
        PA
        USD
        2294148.60000000
        0.006151516895
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-03-15
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hanover Insurance Group Inc/The
        JJYR6MFKFF6CF8DBZ078
        HANOVER INSURANC
        410867AG0
        
          
        
        5000000.00000000
        PA
        USD
        5188585.00000000
        0.013912642054
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        2Y RTR 0.602500 13-JAN-2023
        N/A
        
          
        
        317328000.00000000
        NC
        USD
        1415495.49000000
        0.003795501486
        N/A
        DIR
        
        N/A
        
        N
        
        2
        
          
            
              NOMURA GLOBAL FINANCIAL PRODUCTS INC
              0Z3VO5H2G7GRS05BHJ91
            
            Call
            Purchased
            
              
                
                  
                    NOMURA GLOBAL FINANCIAL PRODUCTS INC.
                    0Z3VO5H2G7GRS05BHJ91
                  
                  
                    N/A
                    N/A
                    SWAP2YR
                    N/A
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      US0003M
                    
                  
                  
                  
                    
                      
                    
                  
                  2025-01-17
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            317328000.00000000
            0.60250000
            USD
            2023-01-13
            XXXX
            66851.49000000
          
        
        
          N
          N
          N
        
      
      
        WENDYS FUNDING LLC WEN_18-1A
        N/A
        WEN 2018-1A A2I
        95058XAD0
        
          
        
        3104000.00000000
        PA
        USD
        3191288.52000000
        0.008557102730
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2048-03-15
          Fixed
          3.57300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust 2013-C6
        549300G1IXWLFE766Q13
        UBSBB 2013-C6 AS
        90349GBH7
        
          
        
        1160000.00000000
        PA
        USD
        1204010.40000000
        0.003228426579
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-04-10
          Fixed
          3.46880000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp II
        5493005BBCF84ICNQ550
        GSMS 2018-GS10 A5
        36250SAE9
        
          
        
        5335000.00000000
        PA
        USD
        6261956.25000000
        0.016790773566
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-07-10
          Variable
          4.15500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        COCA-COLA CO/THE
        191216DC1
        
          
        
        2000000.00000000
        PA
        USD
        1925180.00000000
        0.005162166608
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-03-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FIN
        74432QCJ2
        
          
        
        5000000.00000000
        PA
        USD
        5296610.00000000
        0.014202299669
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-03-10
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPG Industries Inc
        549300BKPEP01R3V6C59
        PPG INDUSTRIES
        693506BR7
        
          
        
        5000000.00000000
        PA
        USD
        5415025.00000000
        0.014519816971
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        N/A
        MGM GROWTH/MGM F
        55303XAL9
        
          
        
        1850000.00000000
        PA
        USD
        1875437.50000000
        0.005028787353
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MBP4
        
          
        
        84077000.00000000
        PA
        USD
        91723550.92000000
        0.245947003259
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2029-07-16
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colombia Government International Bond
        N/A
        COLOMBIA REP OF
        195325BQ7
        
          
        
        15248000.00000000
        PA
        USD
        16374613.73000000
        0.043906795321
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2024-02-26
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NBN0
        
          
        
        36419000.00000000
        PA
        USD
        40442061.25000000
        0.108441111037
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        FISERV INC
        337738BC1
        
          
        
        6700000.00000000
        PA
        USD
        7108177.40000000
        0.019059826103
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BR9
        
          
        
        4630000.00000000
        PA
        USD
        5191387.50000000
        0.013920156661
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ausgrid Finance Pty Ltd
        549300DN8D7YR73BKB57
        AUSGRID FINANCE
        N/A
        
          
        
        3000000.00000000
        PA
        
        2299155.89000000
        0.006164943414
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2027-02-05
          Fixed
          1.81400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599EE1
        
          
        
        600000.00000000
        PA
        USD
        627000.00000000
        0.001681234203
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WMG Acquisition Corp
        549300NAS11NXI33CP80
        WMG ACQUISITION
        92933BAR5
        
          
        
        1490000.00000000
        PA
        USD
        1449025.00000000
        0.003885407322
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        539439AR0
        
          
        
        29752000.00000000
        PA
        USD
        34833641.60000000
        0.093402726761
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-03-22
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL 2016-C7 Commercial Mortgage Trust
        5493006MX7HG5PC85C29
        CSAIL 2016-C7 A5
        12637UAW9
        
          
        
        17308000.00000000
        PA
        USD
        19361940.36000000
        0.051916995810
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-11-15
          Fixed
          3.50200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide Inc
        549300CRGMZK3K53BF92
        ANHEUSER-BUSCH
        035240AV2
        
          
        
        20000000.00000000
        PA
        USD
        22782420.00000000
        0.061088650295
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FIN
        74432QCE3
        
          
        
        5810000.00000000
        PA
        USD
        7220975.93000000
        0.019362283435
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-02-25
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EAU9
        
          
        
        17500000.00000000
        PA
        USD
        20034105.00000000
        0.053719334220
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-01-10
          Fixed
          4.33700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE15 Mortgage Trust
        N/A
        COMM 2014-CR15 A4
        12591RBA7
        
          
        
        4350000.00000000
        PA
        USD
        4768078.50000000
        0.012785098337
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-10
          Variable
          4.07400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Physicians Realty LP
        549300P6Q1UMT0X60U20
        PHYSICIANS REALT
        71951QAB8
        
          
        
        5775000.00000000
        PA
        USD
        6230104.65000000
        0.016705366869
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162CT5
        
          
        
        65841000.00000000
        PA
        USD
        69556868.52000000
        0.186509388232
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-21
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-LC6 Mortgage Trust
        N/A
        COMM 2013-LC6 A4
        20048EAY7
        
          
        
        3115614.74000000
        PA
        USD
        3236189.03000000
        0.008677498700
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-01-10
          Fixed
          2.94100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TMSQ 2014-1500 Mortgage Trust
        N/A
        TMSQ 2014-1500 A
        87264JAA4
        
          
        
        2800000.00000000
        PA
        USD
        3023748.00000000
        0.008107860541
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2036-10-10
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB International Finance III LLC
        N/A
        LYB INT FIN III
        50249AAB9
        
          
        
        11645000.00000000
        PA
        USD
        12489274.15000000
        0.033488668060
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135FBD2
        
          
        
        37571000.00000000
        PA
        USD
        44733836.01000000
        0.119949051259
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GAF9
        
          
        
        7598000.00000000
        PA
        USD
        8148551.08000000
        0.021849478121
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-06
          Fixed
          2.70900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833CR9
        
          
        
        55622000.00000000
        PA
        USD
        62614630.97000000
        0.167894512290
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-11
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Akelius Residential Property Financing BV
        724500ABLEHD1CIBAA35
        AKELIUS RESIDENT
        N/A
        
          
        
        4250000.00000000
        PA
        
        5330864.87000000
        0.014294150481
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-01-11
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHRISTUS Health
        OQUVMAC1TV7BMO6XVW61
        CHRISTUS HEALTH
        17108JAA1
        
          
        
        19800000.00000000
        PA
        USD
        23597323.20000000
        0.063273727061
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-01
          Fixed
          4.34100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2017-P8
        N/A
        CGCMT 2017-P8 C
        17326DAH5
        
          
        
        3150000.00000000
        PA
        USD
        3282930.00000000
        0.008802829669
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-15
          Variable
          4.26700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA EL&PWR
        927804FU3
        
          
        
        12295000.00000000
        PA
        USD
        13555434.22000000
        0.036347463556
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        N/A
        ALLIANT HOLDINGS
        01883LAB9
        
          
        
        640000.00000000
        PA
        USD
        649600.00000000
        0.001741833713
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Bank NA
        KB1H1DSPRFMYMCUFXT09
        WELLS FARGO BANK
        N/A
        
          
        
        6500000.00000000
        PA
        
        9864922.72000000
        0.026451747190
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_17-2
        N/A
        FORDR 2017-2 C
        34529SAC3
        
          
        
        9830000.00000000
        PA
        USD
        10149223.35000000
        0.027214069269
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2029-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corp Financiera de Desarrollo SA
        254900BOM7T4MG6T0J30
        COFIDE
        21987DAE4
        
          
        
        16731000.00000000
        PA
        USD
        16940137.50000000
        0.045423187514
        Long
        DBT
        NUSS
        PE
        
        Y
        
        2
        
          2027-09-28
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hungary Government International Bond
        N/A
        HUNGARY
        445545AJ5
        
          
        
        22042000.00000000
        PA
        USD
        25183227.46000000
        0.067526161646
        Long
        DBT
        NUSS
        HU
        
        N
        
        2
        
          2023-11-22
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4819 ZL
        3137FGZ73
        
          
        
        7955907.42000000
        PA
        USD
        8653799.62000000
        0.023204248658
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
        N/A
        CHEVRON PHILLIPS
        166754AP6
        
          
        
        36416000.00000000
        PA
        USD
        40621174.02000000
        0.108921382991
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-12-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinopec Group Overseas Development 2017 Ltd
        5493001IPW8ZGQ181Z16
        SINOPEC OVERSEAS
        N/A
        
          
        
        15460000.00000000
        PA
        USD
        17147275.03000000
        0.045978604899
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-04-12
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Utah Acquisition Sub Inc
        254900JOFV74IJ7H9933
        MYLAN NV
        62854AAN4
        
          
        
        36800000.00000000
        PA
        USD
        41755635.20000000
        0.111963320691
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercy Health/OH
        RV2KCMRGYKSCKT5REH48
        MERCY HEALTH
        58942HAC5
        
          
        
        12500000.00000000
        PA
        USD
        14182525.00000000
        0.038028941176
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-01
          Fixed
          4.30200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAL5
        
          
        
        350000000.00000000
        PA
        USD
        342234375.00000000
        0.917665289878
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-09-30
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DBK4
        
          
        
        10000000.00000000
        PA
        USD
        10730220.00000000
        0.028771950353
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2055-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
        N/A
        REYNOLDS GROUP
        76174LAA1
        
          
        
        4585000.00000000
        PA
        USD
        4596462.50000000
        0.012324928179
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Co
        5586006WD91QHB7J4X50
        SAUDI ARAB OIL
        80414L2K0
        
          
        
        9370000.00000000
        PA
        USD
        9393425.00000000
        0.025187475909
        Long
        DBT
        CORP
        SA
        
        Y
        
        2
        
          2030-11-24
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307BA4
        
          
        
        3725000.00000000
        PA
        USD
        4013687.50000000
        0.010762278637
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214DF7
        
          
        
        20031000.00000000
        PA
        USD
        22835340.00000000
        0.061230549679
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2031-11-23
          Variable
          4.32200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_18-2
        N/A
        FORDR 2018-2 C
        34528HAC8
        
          
        
        3660000.00000000
        PA
        USD
        3925720.76000000
        0.010526405125
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-01-15
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQU
        785592AS5
        
          
        
        13997000.00000000
        PA
        USD
        16463971.25000000
        0.044146398063
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCo Inc
        549300JEB576INN13W07
        WRKCO INC
        96145DAH8
        
          
        
        6100000.00000000
        PA
        USD
        6968347.20000000
        0.018684886207
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FCE Bank PLC
        TU5V87TL5Q0UV1EW4H93
        FCE BANK PLC
        N/A
        
          
        
        7200000.00000000
        PA
        
        8733361.67000000
        0.023417585882
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2021-02-11
          Fixed
          1.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        10983.25000000
        0.000029450423
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            2554782.39000000
            EUR
            3112233.35000000
            USD
            2021-02-12
            10983.25000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25
        N/A
        MSBAM 2015-C25 A5
        61765TAF0
        
          
        
        8263100.00000000
        PA
        USD
        9274586.07000000
        0.024868821883
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-15
          Fixed
          3.63500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-A
        N/A
        WOART 2019-A A4
        98162YAE3
        
          
        
        3060000.00000000
        PA
        USD
        3223780.07000000
        0.008644225386
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-06-16
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAUREL ROAD PRIME STUDENT LOAN TRUST LRB_18-B
        N/A
        LRB 2018-B A2FX
        51888RAB6
        
          
        
        6411620.52000000
        PA
        USD
        6610095.44000000
        0.017724271993
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2043-05-26
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        BAYER US FIN II
        07274NAL7
        
          
        
        31367000.00000000
        PA
        USD
        36769307.04000000
        0.098593008967
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-12-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307AZ0
        
          
        
        5790000.00000000
        PA
        USD
        6441375.00000000
        0.017271865973
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNPC General Capital Ltd
        N/A
        CNPC GENERAL CAP
        12623TAE8
        
          
        
        1000000.00000000
        PA
        USD
        1051497.00000000
        0.002819478023
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2023-04-16
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE4 Mortgage Trust
        N/A
        COMM 2012-CR4 A3
        12624QAR4
        
          
        
        6857120.96000000
        PA
        USD
        7075520.26000000
        0.018972259436
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Fixed
          2.85300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern California Edison Co
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CAL ED
        842400GQ0
        
          
        
        9000000.00000000
        PA
        USD
        10529676.00000000
        0.028234212822
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brazilian Government International Bond
        N/A
        BRAZIL REP OF
        105756CC2
        
          
        
        29795000.00000000
        PA
        USD
        30680179.66000000
        0.082265657741
        Long
        DBT
        NUSS
        BR
        
        N
        
        2
        
          2030-06-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines 2020-1 Class AA Pass Through Trust
        N/A
        DELTA AIR 2020AA
        247361ZV3
        
          
        
        9701030.35000000
        PA
        USD
        9748759.42000000
        0.026140267584
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-10
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967JC6
        
          
        
        17440000.00000000
        PA
        USD
        20116917.92000000
        0.053941388308
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-20
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PacifiCorp
        SGY07Y7FNYBNLM6Z1M11
        PACIFICORP
        695114CS5
        
          
        
        17720000.00000000
        PA
        USD
        19536211.40000000
        0.052384285177
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennox International Inc
        S7DWAC87RDMPBF77GJ92
        LENNOX INTL INC
        526107AF4
        
          
        
        7000000.00000000
        PA
        USD
        7168399.00000000
        0.019221303956
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE
        225401AP3
        
          
        
        2000000.00000000
        PA
        USD
        2315000.00000000
        0.006207427719
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2031-04-01
          Variable
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2015-C27
        N/A
        JPMBB 2015-C27 A4
        46644ABF8
        
          
        
        9940500.00000000
        PA
        USD
        10820930.09000000
        0.029015179868
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-15
          Fixed
          3.17940000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pepper Residential Securities Trust
        N/A
        PEPAU 21A A1U
        71336WAA3
        
          
        
        4079073.66000000
        PA
        USD
        4073161.86000000
        0.010921752845
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2060-01-16
          Floating
          1.00890000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW Finance Corp
        N/A
        CDW LLC/CDW FIN
        12513GBD0
        
          
        
        3133000.00000000
        PA
        USD
        3273985.00000000
        0.008778844597
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        912828Z94
        
          
        
        330158000.00000000
        PA
        USD
        344344493.07000000
        0.923323348366
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK INC
        682680BA0
        
          
        
        3000000.00000000
        PA
        USD
        3130002.00000000
        0.008392769407
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PCW0
        
          
        
        18800000.00000000
        PA
        USD
        21314255.60000000
        0.057151922695
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Steel Dynamics Inc
        549300HGGKEL4FYTTQ83
        STEEL DYNAMICS
        858119BK5
        
          
        
        32200000.00000000
        PA
        USD
        35822500.00000000
        0.096054246002
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Holdings Inc
        549300B3CEAHYG7K8164
        NOMURA HOLDINGS
        65535HAR0
        
          
        
        6670000.00000000
        PA
        USD
        6886634.93000000
        0.018465783395
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-07-16
          Fixed
          1.85100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP Operating LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING LP
        26884ABJ1
        
          
        
        8836000.00000000
        PA
        USD
        9935596.02000000
        0.026641250171
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bermuda Government International Bond
        N/A
        BERMUDA-GOVT OF
        085209AB0
        
          
        
        10964000.00000000
        PA
        USD
        11652078.71000000
        0.031243817010
        Long
        DBT
        NUSS
        BM
        
        Y
        
        2
        
          2023-01-03
          Fixed
          4.13800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP
        594918CC6
        
          
        
        2000000.00000000
        PA
        USD
        2013092.00000000
        0.005397893340
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          2.52500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Electric Co
        QMPJLLDULY5C1M8PNY21
        UNION ELECTRIC
        906548CP5
        
          
        
        4517000.00000000
        PA
        USD
        5143449.18000000
        0.013791615125
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        COSTCO COMPANIES
        22160KAP0
        
          
        
        24000000.00000000
        PA
        USD
        24153192.00000000
        0.064764230472
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-20
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GJK6
        
          
        
        15940000.00000000
        PA
        USD
        16016862.68000000
        0.042947523708
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-24
          Variable
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        PFIZER INC
        717081FA6
        
          
        
        2000000.00000000
        PA
        USD
        2033666.00000000
        0.005453060346
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-05-28
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co/The
        5493002BI0S2ZQUY3437
        GOODYEAR TIRE
        382550BH3
        
          
        
        1181000.00000000
        PA
        USD
        1319767.50000000
        0.003538817003
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-31
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ken Garff Automotive LLC
        N/A
        KEN GARFF AUTOMO
        48850PAA2
        
          
        
        1510000.00000000
        PA
        USD
        1551525.00000000
        0.004160250234
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-09-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa Government International Bond
        N/A
        SOUTH AFRICA
        836205AW4
        
          
        
        13320000.00000000
        PA
        USD
        14135530.32000000
        0.037902929910
        Long
        DBT
        NUSS
        ZA
        
        N
        
        2
        
          2027-09-27
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST WOART_18-A
        N/A
        WOART 2018-A B
        98161VAE0
        
          
        
        3820000.00000000
        PA
        USD
        3922847.77000000
        0.010518701506
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthcare Realty Trust Inc
        549300CB86LH2IOKHH22
        HEALTHCARE RLTY
        421946AL8
        
          
        
        1000000.00000000
        PA
        USD
        1025683.00000000
        0.002750260512
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS IN
        N/A
        
          
        
        1800000.00000000
        PA
        
        2231475.40000000
        0.005983465336
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2M4
        
          
        
        2000000.00000000
        PA
        USD
        2745836.00000000
        0.007362668898
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-04-04
          Variable
          5.01300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        11941.07000000
        0.000032018716
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            8234110.75000000
            EUR
            10007327.32000000
            USD
            2021-02-12
            11941.07000000
          
        
        
          N
          N
          N
        
      
      
        Chubb INA Holdings Inc
        CZCBJZWDMLTHWJDXU843
        CHUBB INA HLDGS
        171239AG1
        
          
        
        37120000.00000000
        PA
        USD
        36280234.24000000
        0.097281611967
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        LENNAR CORP
        526057CD4
        
          
        
        7145000.00000000
        PA
        USD
        8458908.34000000
        0.022681668297
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-29
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST HPEFS_19-1A
        N/A
        HPEFS 2019-1A D
        40438DAF6
        
          
        
        1200000.00000000
        PA
        USD
        1229083.32000000
        0.003295656963
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2029-09-20
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'REILLY AUTOMOT
        67103HAK3
        
          
        
        10000000.00000000
        PA
        USD
        9845420.00000000
        0.026399452709
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rolls-Royce PLC
        X57JK1U580XATGR67572
        ROLLS-ROYCE PLC
        77578JAB4
        
          
        
        665000.00000000
        PA
        USD
        658350.00000000
        0.001765295913
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2025-10-14
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI PROFESSIONAL LOAN PROGRAM SOFI_19-B
        N/A
        SOFI 2019-B A2FX
        83404WAB3
        
          
        
        6930000.00000000
        PA
        USD
        7153853.55000000
        0.019182301870
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2048-08-17
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QBN9
        
          
        
        2000000.00000000
        PA
        USD
        1859412.00000000
        0.004985816670
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-11-10
          Fixed
          2.77200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allianz Finance II BV
        529900C9NVPTCPDI1D65
        ALLIANZ FINANCE
        N/A
        
          
        
        1900000.00000000
        PA
        
        2824507.69000000
        0.007573618717
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-03-13
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280AW9
        
          
        
        25735000.00000000
        PA
        USD
        29584930.27000000
        0.079328862310
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-03-08
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        EDISON INTL
        281020AN7
        
          
        
        4000000.00000000
        PA
        USD
        4809628.00000000
        0.012896508928
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558BF9
        
          
        
        58734000.00000000
        PA
        USD
        66162265.18000000
        0.177407118310
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spectra Energy Partners LP
        2HKVXE7U4NF5B6UGSU72
        SPECTRA PARTNERS
        84756NAH2
        
          
        
        19274000.00000000
        PA
        USD
        21392058.41000000
        0.057360542703
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC25
        N/A
        CGCMT 2014-GC25 A4
        17322YAD2
        
          
        
        13275200.00000000
        PA
        USD
        14554398.27000000
        0.039026080029
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-10-10
          Fixed
          3.63500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UDR Inc
        P3CH2EG5X6Z1XWU1OO74
        UDR INC
        90265EAL4
        
          
        
        1900000.00000000
        PA
        USD
        2077933.10000000
        0.005571757894
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co Inc
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC
        432833AL5
        
          
        
        4190000.00000000
        PA
        USD
        4299987.50000000
        0.011529961815
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithia Motors Inc
        SE8N1EZEHPZQBCBVKD53
        LITHIA MOTORS
        536797AF0
        
          
        
        845000.00000000
        PA
        USD
        893587.50000000
        0.002396060396
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        ROYAL BK CANADA
        78016EZM2
        
          
        
        20000000.00000000
        PA
        USD
        19977620.00000000
        0.053567875665
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-01-20
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        EDISON INTL
        281020AM9
        
          
        
        2000000.00000000
        PA
        USD
        2207004.00000000
        0.005917847864
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hungary Government International Bond
        N/A
        HUNGARY
        445545AH9
        
          
        
        28264000.00000000
        PA
        USD
        31090343.47000000
        0.083365468628
        Long
        DBT
        NUSS
        HU
        
        N
        
        2
        
          2023-02-21
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_18-2
        N/A
        FORDR 2018-2 B
        34528HAB0
        
          
        
        8140000.00000000
        PA
        USD
        8734247.68000000
        0.023419961624
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-01-15
          Fixed
          3.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI_18-D
        N/A
        SOFI 2018-D A2FX
        83401AAB4
        
          
        
        10842227.03000000
        PA
        USD
        11315157.38000000
        0.030340398088
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2048-02-25
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2
        N/A
        JPMCC 2010-C2 D
        46635GAQ3
        
          
        
        2730000.00000000
        PA
        USD
        1778130.90000000
        0.004767869994
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2043-11-15
          Variable
          5.65460000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406RAD9
        
          
        
        14500000.00000000
        PA
        USD
        16324854.00000000
        0.043773369867
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL 2020-C19 Commercial Mortgage Trust
        N/A
        CSAIL 2020-C19 A3
        12597NAS2
        
          
        
        15250000.00000000
        PA
        USD
        16277850.00000000
        0.043647333611
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-03-15
          Fixed
          2.56080000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNA Financial Corp
        549300YX2GSZD7YG1R84
        CNA FINANCIAL
        126117AU4
        
          
        
        12300000.00000000
        PA
        USD
        13910635.80000000
        0.037299899034
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2
        N/A
        AH4R 2014-SFR2 A
        02665UAA3
        
          
        
        3748479.42000000
        PA
        USD
        3991680.76000000
        0.010703269891
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-10-17
          Fixed
          3.78600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Life Global Funding
        635400DPNHEAUHB7ZI15
        NEW YORK LIFE GL
        64952WDS9
        
          
        
        5000000.00000000
        PA
        USD
        4756085.00000000
        0.012752939035
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-08-07
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equitable Holdings Inc
        549300FIBAKMNHPZ4009
        AXA EQUITABLE HO
        054561AM7
        
          
        
        7720000.00000000
        PA
        USD
        9860987.60000000
        0.026441195582
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-04-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affiliated Managers Group Inc
        2JE75BUE3T1BLCYYGK54
        AFFIL MANAGERS
        008252AP3
        
          
        
        33223000.00000000
        PA
        USD
        35969146.73000000
        0.096447463702
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CG2
        
          
        
        11801000.00000000
        PA
        USD
        12202234.00000000
        0.032719000248
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-06-04
          Variable
          2.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL Commercial Mortgage Securities Trust 2019-BPR
        N/A
        BAMLL 2019-BPR ANM
        05492PAA6
        
          
        
        22800000.00000000
        PA
        USD
        22745280.00000000
        0.060989063312
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2032-11-05
          Fixed
          3.11200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartments LP
        549300FXWGE3QSYCUJ38
        MID-AMER APT LP
        59523UAQ0
        
          
        
        2000000.00000000
        PA
        USD
        2319594.00000000
        0.006219746045
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE17 Mortgage Trust
        N/A
        COMM 2014-CR17 A5
        12631DBB8
        
          
        
        6397900.00000000
        PA
        USD
        7052980.98000000
        0.018911822739
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-10
          Fixed
          3.97700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada PipeLines Ltd
        5BV01I6231JPDAPMGH09
        TRANSCANADA PL
        89352HAW9
        
          
        
        34345000.00000000
        PA
        USD
        40056882.61000000
        0.107408295241
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        WALT DISNEY CO
        254687FL5
        
          
        
        44664000.00000000
        PA
        USD
        45809274.29000000
        0.122832725293
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MBG4
        
          
        
        750000.00000000
        PA
        USD
        887589.75000000
        0.002379978063
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2028-10-16
          Fixed
          4.30600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD 2017-CD3 Mortgage Trust
        N/A
        CD 2017-CD3 A4
        12515GAD9
        
          
        
        5765000.00000000
        PA
        USD
        6546503.40000000
        0.017553756662
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-02-10
          Fixed
          3.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MP3
        
          
        
        29752000.00000000
        PA
        USD
        35338533.04000000
        0.094756539771
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-31
          Variable
          4.41200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER
        03027XBJ8
        
          
        
        29580000.00000000
        PA
        USD
        29420445.48000000
        0.078887813738
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ventas Realty LP
        32SXKSJ72K64GM3HOU64
        VENTAS REALTY LP
        92277GAJ6
        
          
        
        5820000.00000000
        PA
        USD
        6411440.04000000
        0.017191598543
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peruvian Government International Bond
        N/A
        REPUBLIC OF PERU
        715638DE9
        
          
        
        15000000.00000000
        PA
        USD
        15853470.00000000
        0.042509403513
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2026-01-23
          Fixed
          2.39200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-C30
        N/A
        WFCM 2015-C30 AS
        94989NBG1
        
          
        
        2250000.00000000
        PA
        USD
        2492392.50000000
        0.006683086951
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Variable
          4.06700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_20-1
        N/A
        FORDR 2020-1 A
        34531NAA4
        
          
        
        8520000.00000000
        PA
        USD
        8985277.20000000
        0.024093070739
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-08-15
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KazMunayGas National Co JSC
        2138001H1M69RFJCSH88
        KAZMUNAYGAS NAT
        AS0272011
        
          
        
        3000000.00000000
        PA
        USD
        3683038.80000000
        0.009875679110
        Long
        DBT
        CORP
        KZ
        
        N
        
        2
        
          2030-04-24
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC
        95040QAC8
        
          
        
        6375000.00000000
        PA
        USD
        7380605.25000000
        0.019790312578
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        N/A
        LADDER CAP FINAN
        505742AM8
        
          
        
        1620000.00000000
        PA
        USD
        1571400.00000000
        0.004213542945
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithuania Government International Bond
        N/A
        LITHUANIA
        N/A
        
          
        
        12000000.00000000
        PA
        USD
        12760800.00000000
        0.034216735916
        Long
        DBT
        NUSS
        LT
        
        N
        
        2
        
          2022-02-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E*TRADE Financial Corp
        549300LYE2HSVYJFJD24
        E*TRADE FINL
        269246BQ6
        
          
        
        3003000.00000000
        PA
        USD
        3429233.81000000
        0.009195127866
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-24
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (TURKEY)
        N/A
        
          
        
        3300000.00000000
        NC
        USD
        150841.35000000
        0.000404465130
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                TURKEY REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2023-12-20
            0.00000000
            USD
            0.00000000
            USD
            3300000.00000000
            USD
            -17434.97000000
          
        
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        HUMANA INC
        444859BF8
        
          
        
        7300000.00000000
        PA
        USD
        8404475.40000000
        0.022535712124
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameren Illinois Co
        RC71E2BZ6UOMFPDJSE79
        AMEREN ILLINOIS
        02361DAP5
        
          
        
        11680000.00000000
        PA
        USD
        12746804.48000000
        0.034179208409
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2
        N/A
        AH4R 2014-SFR2 B
        02665UAB1
        
          
        
        1060000.00000000
        PA
        USD
        1137751.00000000
        0.003050759004
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-10-17
          Fixed
          4.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding
        549300LM1QSI4MSIL320
        ATHENE GLOBAL FU
        N/A
        
          
        
        17900000.00000000
        PA
        
        22472780.74000000
        0.060258385359
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-02
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BU2
        
          
        
        29516000.00000000
        PA
        USD
        34127875.00000000
        0.091510288248
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Development Bank of Kazakhstan JSC
        213800LCDPGJ1BI7KX98
        KAZAKH DEVELOPME
        N/A
        
          
        
        8605000.00000000
        PA
        USD
        9032955.05000000
        0.024220913853
        Long
        DBT
        CORP
        KZ
        
        N
        
        2
        
          2022-12-10
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Rural Utilities Cooperative Finance Corp
        4NYF266XZC35SCTGX023
        NATL RURAL UTIL
        637432NQ4
        
          
        
        13055000.00000000
        PA
        USD
        15160079.59000000
        0.040650150445
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        WALMART INC
        931142EN9
        
          
        
        9929000.00000000
        PA
        USD
        11337091.06000000
        0.030399210932
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-08
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C15
        5493003CHVRASC16O965
        WFRBS 2013-C15 ASB
        92938CAE7
        
          
        
        0.01000000
        PA
        USD
        0.01000000
        0.000000000026
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX COS INC
        872540AT6
        
          
        
        25436000.00000000
        PA
        USD
        29880915.56000000
        0.080122515569
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_19-1
        N/A
        MBART 2019-1 A4
        58769TAE5
        
          
        
        11600000.00000000
        PA
        USD
        12094371.12000000
        0.032429777341
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BRK)
        N/A
        
          
        
        -19400000.00000000
        NC
        USD
        574851.10000000
        0.001541402441
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                BERKSHIRE HATHWY
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2024-12-20
            0.00000000
            USD
            0.00000000
            USD
            -19400000.00000000
            USD
            128528.48000000
          
        
        
          N
          N
          N
        
      
      
        PG&E Corp
        8YQ2GSDWYZXO2EDN3511
        PG&E CORP
        69331CAJ7
        
          
        
        2604000.00000000
        PA
        USD
        2864400.00000000
        0.007680585728
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300EIRQ0Z2B9C1W06
        CENOVUS ENERGY
        15135UAS8
        
          
        
        3685000.00000000
        PA
        USD
        4141018.75000000
        0.011103703921
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-07-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214EP4
        
          
        
        15000000.00000000
        PA
        USD
        15192360.00000000
        0.040736706952
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2035-11-15
          Variable
          2.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBGS 2018-C1 Mortgage Trust
        N/A
        DBGS 2018-C1 A4
        23307DBA0
        
          
        
        12600000.00000000
        PA
        USD
        15119496.00000000
        0.040541329840
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-10-15
          Fixed
          4.46600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833DZ0
        
          
        
        2000000.00000000
        PA
        USD
        1922052.00000000
        0.005153779206
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-08-20
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (COLOM)
        N/A
        
          
        
        13651000.00000000
        NC
        USD
        82316.90000000
        0.000220724063
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                COLOMBIA REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            13651000.00000000
            USD
            -159849.15000000
          
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404121AH8
        
          
        
        1405000.00000000
        PA
        USD
        1592918.75000000
        0.004271243198
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2016-BNK2
        N/A
        MSC 2016-BNK2 A4
        61690YBU5
        
          
        
        5260000.00000000
        PA
        USD
        5789313.80000000
        0.015523432812
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-11-15
          Fixed
          3.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236TFT7
        
          
        
        33466000.00000000
        PA
        USD
        38799309.09000000
        0.104036244819
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-08
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC ULC / New Red Finance Inc
        N/A
        1011778 BC ULC /
        68245XAJ8
        
          
        
        4661000.00000000
        PA
        USD
        4742567.50000000
        0.012716693288
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        AUD/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        4456502.37000000
        0.011949639889
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            336431179.36000000
            AUD
            261593409.24000000
            USD
            2021-02-12
            4456502.37000000
          
        
        
          N
          N
          N
        
      
      
        COMM 2014-LC17 Mortgage Trust
        N/A
        COMM 2014-LC17 A5
        12592MBK5
        
          
        
        2512200.00000000
        PA
        USD
        2769851.23000000
        0.007427063198
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-10-10
          Fixed
          3.91700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Communications Corp
        549300ZCZ76HYCS0H445
        FRONTIER COMM
        35906ABF4
        
          
        
        3840000.00000000
        PA
        USD
        3964800.00000000
        0.010631191975
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCo Inc
        549300JEB576INN13W07
        WRKCO INC
        96145DAB1
        
          
        
        9485000.00000000
        PA
        USD
        10210393.83000000
        0.027378091443
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C18
        N/A
        JPMBB 2014-C18 AS
        46641JBA3
        
          
        
        600000.00000000
        PA
        USD
        642510.00000000
        0.001722822628
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-15
          Variable
          4.43860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC20
        N/A
        GSMS 2014-GC20 A5
        36252WAX6
        
          
        
        11289000.00000000
        PA
        USD
        12288189.39000000
        0.032949480538
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-04-10
          Fixed
          3.99800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jackson Park Trust 2019-LIC
        N/A
        JAX 2019-LIC A
        46868RAA2
        
          
        
        6930000.00000000
        PA
        USD
        7411011.30000000
        0.019871843186
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2039-10-14
          Fixed
          2.76600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VER1
        
          
        
        40128000.00000000
        PA
        USD
        47748387.46000000
        0.128032252223
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-21
          Fixed
          4.32900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174467X1
        
          
        
        6500000.00000000
        PA
        USD
        7683565.50000000
        0.020602668454
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-24
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2019-BNK17
        N/A
        BANK 2019-BN17 A4
        065403BC0
        
          
        
        5604000.00000000
        PA
        USD
        6496941.36000000
        0.017420861292
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-04-15
          Fixed
          3.71400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMCC Commercial Mortgage Securities Trust 2017-JP6
        N/A
        JPMCC 2017-JP6 A4
        48128KAT8
        
          
        
        4890000.00000000
        PA
        USD
        5427802.20000000
        0.014554077682
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-07-15
          Fixed
          3.22380000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818EY0
        
          
        
        17242000.00000000
        PA
        USD
        20078102.10000000
        0.053837307791
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-10
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YBH1
        
          
        
        10000000.00000000
        PA
        USD
        10190140.00000000
        0.027323782939
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2031-07-10
          Variable
          2.20100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558BT9
        
          
        
        2000000.00000000
        PA
        USD
        1930678.00000000
        0.005176908913
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        ZOETIS INC
        98978VAS2
        
          
        
        10000000.00000000
        PA
        USD
        10148290.00000000
        0.027211566589
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark 2019-B10 Mortgage Trust
        N/A
        BMARK 2019-B10 ASB
        08162VAC2
        
          
        
        1532000.00000000
        PA
        USD
        1737150.12000000
        0.004657984366
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2062-03-15
          Fixed
          3.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIMAC Bastille Trust Series 2018-1NC
        N/A
        RESI 2018-1NCA A1
        76118VAA8
        
          
        
        4850927.12000000
        PA
        USD
        4846626.77000000
        0.012995717218
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2059-12-05
          Floating
          0.99390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN
        822582CG5
        
          
        
        5033000.00000000
        PA
        USD
        5431729.36000000
        0.014564607946
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-04-06
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
        N/A
        JPMCC 2013-C13 A4
        46640JAR8
        
          
        
        286231.51000000
        PA
        USD
        306579.71000000
        0.000822061075
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-01-15
          Variable
          3.99360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gazprom PJSC Via Gaz Capital SA
        N/A
        GAZPROM
        N/A
        
          
        
        11778000.00000000
        PA
        USD
        13401605.54000000
        0.035934988215
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-02-11
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RJX1
        
          
        
        58266000.00000000
        PA
        USD
        61316050.30000000
        0.164412505531
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        9130314.92000000
        0.024481974049
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            498145887.49000000
            EUR
            613829559.72000000
            USD
            2021-02-12
            9130314.92000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2017-C4
        N/A
        CGCMT 2017-C4 A4
        17326FAD9
        
          
        
        6425000.00000000
        PA
        USD
        7294880.75000000
        0.019560451395
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-10-12
          Fixed
          3.47100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel SA
        VBHFXSYT7OG62HNT8T76
        BANQ FED CRD MUT
        AN6296759
        
          
        
        13300000.00000000
        PA
        
        17371737.24000000
        0.046580476581
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2027-05-26
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807DK0
        
          
        
        7000000.00000000
        PA
        USD
        7231679.00000000
        0.019390982585
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        N/A
        
          
        
        8500000.00000000
        PA
        
        7737546.35000000
        0.020747412396
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-17
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        MASTERCARD INC
        57636QAR5
        
          
        
        16800000.00000000
        PA
        USD
        18917404.80000000
        0.050725020709
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-26
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_19-4
        N/A
        CARMX 2019-4 A4
        14315WAE0
        
          
        
        4510000.00000000
        PA
        USD
        4710994.01000000
        0.012632032313
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        NETFLIX INC
        64110LAY2
        
          
        
        4810000.00000000
        PA
        USD
        5206825.00000000
        0.013961550685
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214DK6
        
          
        
        48262000.00000000
        PA
        USD
        54975340.72000000
        0.147410563237
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2027-03-08
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3HARRIS TECH IN
        502431AM1
        
          
        
        34925000.00000000
        PA
        USD
        41361258.40000000
        0.110905841002
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST
        N/A
        GMCAR 2017-3A B
        36254MAF5
        
          
        
        1640000.00000000
        PA
        USD
        1655118.34000000
        0.004438024822
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2023-03-16
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_18-2
        N/A
        FORDR 2018-2 A
        34528HAA2
        
          
        
        9790000.00000000
        PA
        USD
        10523219.11000000
        0.028216899354
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-01-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        N/A
        
          
        
        1100000.00000000
        PA
        
        1372987.43000000
        0.003681520618
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-09
          Variable
          0.80800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        MONDELEZ INT INC
        609207AT2
        
          
        
        39013000.00000000
        PA
        USD
        42109227.73000000
        0.112911441673
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-13
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        CITIZENS FIN GRP
        174610AS4
        
          
        
        2000000.00000000
        PA
        USD
        2105592.00000000
        0.005645922309
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-06
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YCA5
        
          
        
        5000000.00000000
        PA
        USD
        5881085.00000000
        0.015769507581
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CubeSmart LP
        549300MPHKO3I3FJRA97
        CUBESMART LP
        22966RAE6
        
          
        
        12000000.00000000
        PA
        USD
        14051352.00000000
        0.037677214646
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967ML2
        
          
        
        22659000.00000000
        PA
        USD
        23856732.08000000
        0.063969304543
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-29
          Variable
          2.66600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transcontinental Gas Pipe Line Co LLC
        N/A
        TRANSCONT GAS PL
        893574AP8
        
          
        
        14065000.00000000
        PA
        USD
        15411569.04000000
        0.041324492814
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABC8
        
          
        
        104017000.00000000
        PA
        USD
        117027030.29000000
        0.313795607687
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        STARBUCKS CORP
        855244AP4
        
          
        
        5620000.00000000
        PA
        USD
        6339022.80000000
        0.016997419371
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama Government International Bond
        N/A
        PANAMA
        698299BE3
        
          
        
        28263000.00000000
        PA
        USD
        31053971.25000000
        0.083267940366
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2025-03-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        91159HJA9
        
          
        
        32000000.00000000
        PA
        USD
        31385312.00000000
        0.084156395553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-22
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empower Finance 2020 LP
        N/A
        EMPOWER FIN 2020
        29248HAB9
        
          
        
        5330000.00000000
        PA
        USD
        5333048.76000000
        0.014300006351
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-03-17
          Fixed
          1.77600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Electric and Gas Co
        549300RUHPVD434XUK18
        PUBLIC SERVICE
        74456QBU9
        
          
        
        2570000.00000000
        PA
        USD
        2949388.54000000
        0.007908473511
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Connecticut Light and Power Co/The
        549300O45IUXEDS1VZ32
        CONN LIGHT & PWR
        207597EJ0
        
          
        
        15760000.00000000
        PA
        USD
        17574464.56000000
        0.047124068454
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group Inc
        PUSS41EMO3E6XXNV3U28
        PUBLIC SERVICE
        744573AQ9
        
          
        
        40000000.00000000
        PA
        USD
        38782200.00000000
        0.103990368603
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4763 ZW
        3137F3MZ4
        
          
        
        12038053.10000000
        PA
        USD
        13547986.10000000
        0.036327492209
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG/New York NY
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK NY
        251526CF4
        
          
        
        15000000.00000000
        PA
        USD
        15071235.00000000
        0.040411923072
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2032-01-14
          Variable
          3.72900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama Government International Bond
        N/A
        PANAMA
        698299AD6
        
          
        
        1350000.00000000
        PA
        USD
        1930500.00000000
        0.005176431625
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2027-09-30
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        ANTHEM INC
        036752AL7
        
          
        
        24704000.00000000
        PA
        USD
        26860906.24000000
        0.072024679902
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romanian Government International Bond
        N/A
        ROMANIA
        ZP6061284
        
          
        
        9358000.00000000
        PA
        
        12786532.43000000
        0.034285734707
        Long
        DBT
        NUSS
        RO
        
        N
        
        2
        
          2050-01-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAL3
        
          
        
        2625000.00000000
        PA
        USD
        2848125.00000000
        0.007636946036
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQU
        785592AU0
        
          
        
        60665000.00000000
        PA
        USD
        68812309.50000000
        0.184512931947
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2016-GS3
        N/A
        GSMS 2016-GS3 A4
        36251PAD6
        
          
        
        2220000.00000000
        PA
        USD
        2421931.20000000
        0.006494152426
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-10-10
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equitable Financial Life Global Funding
        635400B4JJBON4TCHF02
        EQUITABLE FINANC
        29449WAB3
        
          
        
        3495000.00000000
        PA
        USD
        3497565.33000000
        0.009378351611
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-08-27
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC23
        N/A
        CGCMT 2014-GC23 A3
        17322VAS5
        
          
        
        4073202.99000000
        PA
        USD
        4383255.20000000
        0.011753235348
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Fixed
          3.35600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        VEREIT OPERATING
        92340LAG4
        
          
        
        8000000.00000000
        PA
        USD
        8189392.00000000
        0.021958988729
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-12-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2015-C30
        N/A
        JPMBB 2015-C30 A4
        46644UAZ1
        
          
        
        4640000.00000000
        PA
        USD
        5064420.80000000
        0.013579708880
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-07-15
          Fixed
          3.55080000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2014-LC18
        5493007CD1Q2V06I4172
        WFCM 2014-LC18 A5
        94989AAU9
        
          
        
        13210000.00000000
        PA
        USD
        14496918.20000000
        0.038871953299
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-12-15
          Fixed
          3.40500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2015-C32
        N/A
        JPMBB 2015-C32 A5
        46590JAW7
        
          
        
        3878100.00000000
        PA
        USD
        4327882.04000000
        0.011604758074
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-11-15
          Fixed
          3.59820000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Realty Investment Trust
        549300LI6XZ51GOCJ427
        FEDERAL REALTY I
        313747AZ0
        
          
        
        10000000.00000000
        PA
        USD
        10803880.00000000
        0.028969461854
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Financial Inc
        549300CAZYIH39SYQ287
        FIDELITY NATL FI
        31620RAK1
        
          
        
        5000000.00000000
        PA
        USD
        5048460.00000000
        0.013536911683
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TACO BELL FUNDING BELL_16-1A
        N/A
        BELL 2016-1A A23
        87342RAC8
        
          
        
        2200200.00000000
        PA
        USD
        2362052.21000000
        0.006333593245
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2046-05-25
          Fixed
          4.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C15
        5493003CHVRASC16O965
        WFRBS 2013-C15 A4
        92938CAD9
        
          
        
        6044000.00000000
        PA
        USD
        6529756.28000000
        0.017508851030
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-15
          Variable
          4.15300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries Inc
        5TZLZ6WJTBVJ0QWBG121
        HUNT INGALLS IND
        446413AS5
        
          
        
        10000000.00000000
        PA
        USD
        11175000.00000000
        0.029964580893
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          3.84400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC
        95040QAJ3
        
          
        
        4000000.00000000
        PA
        USD
        4317632.00000000
        0.011577273676
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        BB&T CORPORATION
        05531GAB7
        
          
        
        10000000.00000000
        PA
        USD
        11549080.00000000
        0.030967636860
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-19
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morocco Government International Bond
        N/A
        MOROCCO KINGDOM
        N/A
        
          
        
        28190000.00000000
        PA
        
        35101472.64000000
        0.094120887375
        Long
        DBT
        NUSS
        MA
        
        Y
        
        2
        
          2030-09-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic International Bond
        N/A
        DOMINICAN REPUBL
        N/A
        
          
        
        879000.00000000
        PA
        USD
        997495.44000000
        0.002674678550
        Long
        DBT
        NUSS
        DO
        
        N
        
        2
        
          2048-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967KA8
        
          
        
        30403000.00000000
        PA
        USD
        35413262.39000000
        0.094956918622
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-29
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EAP0
        
          
        
        7575000.00000000
        PA
        USD
        8793734.18000000
        0.023579468384
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-05-12
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unilever Finance Netherlands BV
        549300SWJ4YK4LLNT176
        UNILEVER FINANCE
        AM4407558
        
          
        
        4170000.00000000
        PA
        
        5385104.86000000
        0.014439589279
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-02-14
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        N/A
        MILEAGE PLUS HLD
        599191AA1
        
          
        
        7166000.00000000
        PA
        USD
        7837812.50000000
        0.021016265475
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMCC Commercial Mortgage Securities Trust 2017-JP6
        N/A
        JPMCC 2017-JP6 A5
        48128KAU5
        
          
        
        3740000.00000000
        PA
        USD
        4225489.40000000
        0.011330203037
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-07-15
          Fixed
          3.48980000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        APPLIED MATERIAL
        038222AL9
        
          
        
        17037000.00000000
        PA
        USD
        19258335.17000000
        0.051639189448
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHG7
        
          
        
        40165000.00000000
        PA
        USD
        46145407.84000000
        0.123734031866
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-05
          Variable
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        CHEVRON CORP
        166764BY5
        
          
        
        10000000.00000000
        PA
        USD
        10432550.00000000
        0.027973779723
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-11
          Fixed
          2.23600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        AGILENT TECH INC
        00846UAK7
        
          
        
        2000000.00000000
        PA
        USD
        2210428.00000000
        0.005927028958
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-22
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FIN
        74432QCG8
        
          
        
        2750000.00000000
        PA
        USD
        2875647.50000000
        0.007710744710
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-10
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cantor Commercial Real Estate Lending 2019-CF3
        N/A
        CF 2019-CF3 A4
        12529TAX1
        
          
        
        7000000.00000000
        PA
        USD
        7708960.00000000
        0.020670761121
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-01-15
          Fixed
          3.00550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        ADOBE INC
        00724PAC3
        
          
        
        30614000.00000000
        PA
        USD
        32599991.41000000
        0.087413429955
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-01
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780097BL4
        
          
        
        7000000.00000000
        PA
        USD
        8152991.00000000
        0.021861383297
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-05-08
          Variable
          4.44500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CR14 Mortgage Trust
        N/A
        COMM 2014-CR14 A4
        12630DAY0
        
          
        
        4932000.00000000
        PA
        USD
        5411439.72000000
        0.014510203422
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-10
          Variable
          4.23600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2019-BNK23
        N/A
        BANK 2019-BN23 ASB
        06541RAZ6
        
          
        
        9970000.00000000
        PA
        USD
        10940081.00000000
        0.029334670435
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-12-15
          Fixed
          2.84600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities Inc
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL
        015271AT6
        
          
        
        15000000.00000000
        PA
        USD
        16080750.00000000
        0.043118830801
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (CHINA)
        BVN4FH8X4
        
          
        
        -22800000.00000000
        NC
        USD
        293488.44000000
        0.000786958219
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            
              
                N/A
                CHINA (PEOPLE'S)
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2022-06-20
            0.00000000
            USD
            0.00000000
            USD
            -22800000.00000000
            USD
            238984.21000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9
        549300PFVBG5704L7K74
        MSBAM 2013-C9 A4
        61762DAW1
        
          
        
        12980000.00000000
        PA
        USD
        13670795.60000000
        0.036656792898
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-05-15
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Edison Co
        D8YOXB8L2ZDC8P7Q0771
        COMMONWEALTH EDI
        202795JE1
        
          
        
        5790000.00000000
        PA
        USD
        6252939.45000000
        0.016766595970
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2015-161 AZ
        38379FUM9
        
          
        
        10390145.86000000
        PA
        USD
        11099896.72000000
        0.029763199389
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC
        95040QAD6
        
          
        
        2540000.00000000
        PA
        USD
        2947045.16000000
        0.007902189986
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK INC
        682680AW3
        
          
        
        4183000.00000000
        PA
        USD
        4702867.42000000
        0.012610241721
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA CORP
        67066GAF1
        
          
        
        20000000.00000000
        PA
        USD
        21972520.00000000
        0.058916989081
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AVALONBAY COMMUN
        05348EAY5
        
          
        
        6500000.00000000
        PA
        USD
        7141153.50000000
        0.019148248029
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        VALERO ENERGY
        91913YAV2
        
          
        
        7960000.00000000
        PA
        USD
        9012590.60000000
        0.024166308733
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        One Bryant Park Trust 2019-OBP
        N/A
        OBP 2019-OBP A
        68236JAA9
        
          
        
        2730000.00000000
        PA
        USD
        2888203.50000000
        0.007744412296
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2054-09-15
          Fixed
          2.51640000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172CE7
        
          
        
        20382000.00000000
        PA
        USD
        22721629.40000000
        0.060925646729
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-02
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00914AAH5
        
          
        
        6960000.00000000
        PA
        USD
        7481338.80000000
        0.020060418941
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BLACKROCK INC
        09247XAR2
        
          
        
        4950000.00000000
        PA
        USD
        5050727.55000000
        0.013542991878
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-28
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        912828ZS2
        
          
        
        250000000.00000000
        PA
        USD
        247578125.00000000
        0.663854564129
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-05-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BLACKROCK INC
        09247XAQ4
        
          
        
        28141000.00000000
        PA
        USD
        30095898.99000000
        0.080698970904
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-30
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE20 Mortgage Trust
        N/A
        COMM 2014-CR20 A3
        12592LBH4
        
          
        
        13080000.00000000
        PA
        USD
        14104033.20000000
        0.037818473713
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-11-10
          Fixed
          3.32600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558AS2
        
          
        
        3000000.00000000
        PA
        USD
        4217103.00000000
        0.011307715792
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-12-01
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diageo Capital PLC
        213800L23DJLALFC4O95
        DIAGEO CAP PLC
        25243YAZ2
        
          
        
        8000000.00000000
        PA
        USD
        9326624.00000000
        0.025008356090
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-05-18
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (INDON)
        N/A
        
          
        
        6100000.00000000
        NC
        USD
        -69137.40000000
        -0.00018538462
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                N/A
                INDONESIA (REP)
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            -75586.52000000
            USD
            0.00000000
            USD
            6100000.00000000
            USD
            6449.12000000
          
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214EM1
        
          
        
        21125000.00000000
        PA
        USD
        22129536.00000000
        0.059338010883
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2030-02-04
          Variable
          2.89400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERG
        30040WAK4
        
          
        
        9145000.00000000
        PA
        USD
        8984642.43000000
        0.024091368670
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Protective Life Corp
        549300ZWIT8J8Y2EXL07
        PROTECTIVE LIFE
        743674BD4
        
          
        
        22700000.00000000
        PA
        USD
        26001964.70000000
        0.069721518984
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-09-30
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2
        N/A
        AMCAR 2018-2 D
        03066LAG3
        
          
        
        9460000.00000000
        PA
        USD
        10068908.04000000
        0.026998712257
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-07-18
          Fixed
          4.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royalty Pharma PLC
        549300FGFN7VOK8BZR03
        ROYALTY PHARMA
        78081BAC7
        
          
        
        10000000.00000000
        PA
        USD
        10180370.00000000
        0.027297585717
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-09-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        MASTERCARD INC
        57636QAM6
        
          
        
        19000000.00000000
        PA
        USD
        21031879.00000000
        0.056394759700
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP
        143658BL5
        
          
        
        1256000.00000000
        PA
        USD
        1331360.00000000
        0.003569901066
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBN9
        
          
        
        13500000.00000000
        PA
        USD
        15474375.00000000
        0.041492900355
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        N/A
        
          
        
        19000000.00000000
        PA
        
        14533964.96000000
        0.038971290268
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-07
          Floating
          1.41910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599CH6
        
          
        
        710000.00000000
        PA
        USD
        683375.00000000
        0.001832397804
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameren Illinois Co
        RC71E2BZ6UOMFPDJSE79
        AMEREN ILLINOIS
        02361DAV2
        
          
        
        9785000.00000000
        PA
        USD
        9697639.52000000
        0.026003194977
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc
        549300AP2Q7ERHX6RI89
        BERRY GLOBAL INC
        085770AA3
        
          
        
        4147000.00000000
        PA
        USD
        4432106.25000000
        0.011884224273
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023DA0
        
          
        
        29520000.00000000
        PA
        USD
        30917063.52000000
        0.082900836765
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        METLIFE INC
        59156RBZ0
        
          
        
        24945000.00000000
        PA
        USD
        30516889.82000000
        0.081827813301
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-23
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS
        09659T2C4
        
          
        
        15650000.00000000
        PA
        USD
        15387236.50000000
        0.041259247681
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2041-01-26
          Fixed
          2.82400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        UNITED TECH CORP
        913017CY3
        
          
        
        37139000.00000000
        PA
        USD
        43787400.95000000
        0.117411285718
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-16
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ingevity Corp
        5493009UTFC4B5IMGF87
        INGEVITY CORP
        45688CAB3
        
          
        
        1485000.00000000
        PA
        USD
        1486856.25000000
        0.003986847819
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-11-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK Group Holdings PLC
        549300F5XIFGNNW4CF72
        SANTANDER UK GRP
        80281LAG0
        
          
        
        2000000.00000000
        PA
        USD
        2245322.00000000
        0.006020593530
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-11-03
          Variable
          3.82300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic International Bond
        N/A
        DOMINICAN REPUBL
        N/A
        
          
        
        1306000.00000000
        PA
        USD
        1462039.84000000
        0.003920305239
        Long
        DBT
        NUSS
        DO
        
        N
        
        2
        
          2049-06-05
          Fixed
          6.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        CITIZENS FIN GRP
        174610AT2
        
          
        
        9825000.00000000
        PA
        USD
        10919023.58000000
        0.029278207189
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBT2
        
          
        
        15519000.00000000
        PA
        USD
        15494154.08000000
        0.041545935867
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-19
          Variable
          1.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Total Capital International SA
        549300U37G2I8G4RUG09
        TOTAL CAP INTL
        89153VAT6
        
          
        
        14445000.00000000
        PA
        USD
        15648701.85000000
        0.041960339370
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2030-01-10
          Fixed
          2.82900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
        N/A
        MSBAM 2014-C15 A3
        61763KAZ7
        
          
        
        8792511.46000000
        PA
        USD
        9472612.22000000
        0.025399808066
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-04-15
          Fixed
          3.77300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2016-C37
        549300TRQQDPEF728F16
        WFCM 2016-C37 A4
        95000PAD6
        
          
        
        2990000.00000000
        PA
        USD
        3333341.70000000
        0.008938003312
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-12-15
          Fixed
          3.52500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN
        35671DCG8
        
          
        
        1600000.00000000
        PA
        USD
        1692000.00000000
        0.004536919093
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        VIACOMCBS INC
        92556HAA5
        
          
        
        21703000.00000000
        PA
        USD
        25023993.06000000
        0.067099191439
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        CIGNA CORP
        125523CB4
        
          
        
        37788000.00000000
        PA
        USD
        42169480.81000000
        0.113073003936
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KazMunayGas National Co JSC
        2138001H1M69RFJCSH88
        KAZMUNAYGAS NAT
        AN2178670
        
          
        
        5400000.00000000
        PA
        USD
        6265603.26000000
        0.016800552638
        Long
        DBT
        CORP
        KZ
        
        N
        
        2
        
          2027-04-19
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPX Energy Inc
        ZXZE9GCS2BB547GJW219
        WPX ENERGY INC
        98212BAJ2
        
          
        
        2245000.00000000
        PA
        USD
        2368475.00000000
        0.006350815278
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023CY9
        
          
        
        68806000.00000000
        PA
        USD
        81537587.02000000
        0.218634418090
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT International Finance PLC
        21380041YBGOQDFAC823
        BAT INTL FINANCE
        05530QAN0
        
          
        
        16500000.00000000
        PA
        USD
        16778751.00000000
        0.044990446679
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-03-25
          Fixed
          1.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinidad & Tobago Government International Bond
        N/A
        TRINIDAD&TOBAGO
        N/A
        
          
        
        6111000.00000000
        PA
        USD
        6649531.88000000
        0.017830016637
        Long
        DBT
        NUSS
        TT
        
        N
        
        2
        
          2026-08-04
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
        N/A
        MSBAM 2014-C14 AS
        61690GAH4
        
          
        
        1600000.00000000
        PA
        USD
        1729520.00000000
        0.004637525006
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-15
          Variable
          4.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ralph Lauren Corp
        HO1QNWM0IXBZ0QSMMO20
        RALPH LAUREN
        731572AB9
        
          
        
        12110000.00000000
        PA
        USD
        12948762.82000000
        0.034720738344
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Airbus SE
        MINO79WLOO247M1IL051
        AIRBUS SE
        009279AA8
        
          
        
        26527000.00000000
        PA
        USD
        28693433.56000000
        0.076938408146
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2027-04-10
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2018-73 LZ
        3136B3EF3
        
          
        
        8095853.76000000
        PA
        USD
        8882284.99000000
        0.023816908018
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-10-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC / Charter Communications Operating Capital
        N/A
        CHARTER COMM OPT
        161175BU7
        
          
        
        12000000.00000000
        PA
        USD
        12338568.00000000
        0.033084565454
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2018-C5
        N/A
        CGCMT 2018-C5 A4
        17291DAD5
        
          
        
        900000.00000000
        PA
        USD
        1064034.00000000
        0.002853094663
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-06-10
          Variable
          4.22800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2016-C32
        549300VOKB4Z9J8DIM89
        WFCM 2016-C32 A4
        94989YAZ6
        
          
        
        9166000.00000000
        PA
        USD
        10217890.16000000
        0.027398192059
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2059-01-15
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES
        247361ZU5
        
          
        
        1255000.00000000
        PA
        USD
        1233037.50000000
        0.003306259679
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-28
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NCS8
        
          
        
        24426000.00000000
        PA
        USD
        27823534.47000000
        0.074605865716
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC
        053332AW2
        
          
        
        6000000.00000000
        PA
        USD
        6840720.00000000
        0.018342667365
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-18
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NDK4
        
          
        
        15000000.00000000
        PA
        USD
        16845300.00000000
        0.045168890786
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB
        808513AU9
        
          
        
        24693000.00000000
        PA
        USD
        27646751.97000000
        0.074131842135
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-25
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS
        369550BM9
        
          
        
        21607000.00000000
        PA
        USD
        25120557.48000000
        0.067358118721
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHV4
        
          
        
        22720000.00000000
        PA
        USD
        24965213.12000000
        0.066941579245
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-23
          Variable
          3.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC
        N/A
        JPMCC 2012-HSBC A
        46637YAA7
        
          
        
        0.01000000
        PA
        USD
        0.01000000
        0.000000000026
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2032-07-05
          Fixed
          3.09340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        GEN ELECTRIC CO
        369604BW2
        
          
        
        2000000.00000000
        PA
        USD
        2215308.00000000
        0.005940114162
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODU
        29379VBV4
        
          
        
        10000000.00000000
        PA
        USD
        10935140.00000000
        0.029321421665
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-31
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPP Finance SA
        549300KWN0W6L03WNN80
        WPP FINANCE
        N/A
        
          
        
        1850000.00000000
        PA
        
        2944124.69000000
        0.007894359054
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2032-05-19
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        CROWN CASTLE INT
        22822VAR2
        
          
        
        10000000.00000000
        PA
        USD
        10941490.00000000
        0.029338448519
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VEU4
        
          
        
        10000000.00000000
        PA
        USD
        11666290.00000000
        0.031281923081
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-03
          Fixed
          4.01600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C19
        549300FCX3YXSYSLU895
        WFRBS 2014-C19 A5
        92938VAQ8
        
          
        
        10595000.00000000
        PA
        USD
        11628542.25000000
        0.031180706481
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-03-15
          Fixed
          4.10100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHQ5
        
          
        
        15584000.00000000
        PA
        USD
        18018298.72000000
        0.048314162824
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-07
          Variable
          3.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        CHURCHILL DOWNS
        171484AG3
        
          
        
        2240000.00000000
        PA
        USD
        2346400.00000000
        0.006291623499
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMER INTL GROUP
        026874DK0
        
          
        
        5000000.00000000
        PA
        USD
        5837605.00000000
        0.015652920559
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithuania Government International Bond
        N/A
        LITHUANIA
        N/A
        
          
        
        42212000.00000000
        PA
        USD
        42472093.46000000
        0.113884427760
        Long
        DBT
        NUSS
        LT
        
        N
        
        2
        
          2021-03-09
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD 2017-CD6 Mortgage Trust
        N/A
        CD 2017-CD6 A5
        125039AF4
        
          
        
        2341000.00000000
        PA
        USD
        2645985.48000000
        0.007094930287
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-11-13
          Fixed
          3.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YAM1
        
          
        
        8525000.00000000
        PA
        USD
        9440585.00000000
        0.025313930462
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2027-09-11
          Fixed
          3.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (RUSSIA)
        N/A
        
          
        
        -12006780.00000000
        NC
        USD
        22605.16000000
        0.000060613346
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                RUSSIA-EUROBOND
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            -12006780.00000000
            USD
            16897.11000000
          
        
        
          N
          N
          N
        
      
      
        Canadian Pacific Railway Co
        54930036474DURYNB481
        CANADIAN PACIFIC
        13645RAY0
        
          
        
        2000000.00000000
        PA
        USD
        2342944.00000000
        0.006282356601
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC
        713448EZ7
        
          
        
        18355000.00000000
        PA
        USD
        18384404.71000000
        0.049295837326
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco Finance PLC
        549300OYQ3LAJYXXO449
        INVESCO FIN PLC
        46132FAD2
        
          
        
        11166000.00000000
        PA
        USD
        12548797.44000000
        0.033648273468
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qwest Corp
        549300R2L4N683OO1509
        US WEST COMM
        912920AK1
        
          
        
        4554000.00000000
        PA
        USD
        5487160.14000000
        0.014713239721
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nevada Power Co
        MJZFGXRJ52U8U4MKJ519
        NEVADA POWER CO
        641423CD8
        
          
        
        11640000.00000000
        PA
        USD
        12355801.80000000
        0.033130776066
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABG9
        
          
        
        31419000.00000000
        PA
        USD
        31898359.68000000
        0.085532078659
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc
        549300IGLYTZUK3PVP70
        WEC ENERGY GROUP
        92939UAD8
        
          
        
        45000000.00000000
        PA
        USD
        45431505.00000000
        0.121819776886
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY
        25746UDE6
        
          
        
        3410000.00000000
        PA
        USD
        3729782.98000000
        0.010001018686
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2015-GC32
        54930066YOFVQE068N73
        GSMS 2015-GC32 A4
        36250PAD7
        
          
        
        4615000.00000000
        PA
        USD
        5172261.25000000
        0.013868871644
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-07-10
          Fixed
          3.76400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        CI7MUJI4USF3V0NJ1H64
        EXPEDIA GRP INC
        30212PBB0
        
          
        
        5210000.00000000
        PA
        USD
        5775008.87000000
        0.015485075655
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558BM4
        
          
        
        13324000.00000000
        PA
        USD
        14661996.08000000
        0.039314592179
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: OIS 0.000000 17-MAR-2025
        N/A
        
          
        
        22998000
        NC
        USD
        217972.53000000
        0.000584470291
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
            
              
                
              
            
            2025-03-17
            187797.07000000
            USD
            0.00000000
            USD
            22998000
            USD
            30175.46000000
          
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY
        65339KBM1
        
          
        
        12000000.00000000
        PA
        USD
        12915156.00000000
        0.034630625209
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartments LP
        549300FXWGE3QSYCUJ38
        MID-AMER APT LP
        59523UAN7
        
          
        
        14568000.00000000
        PA
        USD
        16478462.09000000
        0.044185253718
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        PFIZER INC
        717081EY5
        
          
        
        21270000.00000000
        PA
        USD
        21435735.84000000
        0.057477659114
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-28
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar Government International Bond
        N/A
        QATAR STATE OF
        N/A
        
          
        
        31735000.00000000
        PA
        USD
        34067271.79000000
        0.091347787148
        Long
        DBT
        NUSS
        QA
        
        N
        
        2
        
          2023-04-23
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        TRUIST FINANCIAL
        89788MAC6
        
          
        
        41765000.00000000
        PA
        USD
        41765041.77000000
        0.111988543414
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-03
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599CR4
        
          
        
        900000.00000000
        PA
        USD
        846000.00000000
        0.002268459546
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        NORTHERN TRST CO
        665859AS3
        
          
        
        5036000.00000000
        PA
        USD
        5503043.68000000
        0.014755829755
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-05-08
          Variable
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-4
        N/A
        SDART 2018-4 D
        80285MAH2
        
          
        
        11000000.00000000
        PA
        USD
        11583097.90000000
        0.031058852261
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
        N/A
        MSBAM 2015-C23 A4
        61690QAE9
        
          
        
        3870000.00000000
        PA
        USD
        4314740.40000000
        0.011569520156
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-07-15
          Fixed
          3.71900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama Government International Bond
        N/A
        PANAMA
        698299BD5
        
          
        
        38317000.00000000
        PA
        USD
        42148700.00000000
        0.113017282391
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2024-09-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bank NA
        QFROUN1UWUYU0DVIWD51
        FIFTH THIRD BANK
        31677QBR9
        
          
        
        21686000.00000000
        PA
        USD
        23142952.22000000
        0.062055379321
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Communications Corp
        549300ZCZ76HYCS0H445
        FRONTIER COMM
        35906ABE7
        
          
        
        805000.00000000
        PA
        USD
        865375.00000000
        0.002320411560
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        AUTODESK INC
        052769AE6
        
          
        
        9000000.00000000
        PA
        USD
        10169748.00000000
        0.027269103947
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        INTEL CORP
        458140BQ2
        
          
        
        5340000.00000000
        PA
        USD
        6149341.08000000
        0.016488807895
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        VIACOMCBS INC
        92556HAB3
        
          
        
        24435000.00000000
        PA
        USD
        30163761.32000000
        0.080880936567
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Piedmont Natural Gas Co Inc
        VXB4M3BDPKF3I2AZ3G89
        PIEDMONT NAT GAS
        720186AL9
        
          
        
        20625000.00000000
        PA
        USD
        23322420.00000000
        0.062536603197
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Metals Co
        549300OQS2LO07ZJ7N73
        COMMERCIAL METAL
        201723AP8
        
          
        
        1645000.00000000
        PA
        USD
        1677900.00000000
        0.004499111434
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asbury Automotive Group Inc
        549300JH4DTA7U42GL91
        ASBURY AUTO GRP
        043436AU8
        
          
        
        2684000.00000000
        PA
        USD
        2774585.00000000
        0.007439756302
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CL1
        
          
        
        42450000.00000000
        PA
        USD
        43336568.25000000
        0.116202425502
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-09-22
          Variable
          2.01300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2D4
        
          
        
        13949000.00000000
        PA
        USD
        16275930.33000000
        0.043642186219
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-24
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        WALMART INC
        931142EE9
        
          
        
        42669000.00000000
        PA
        USD
        49647856.30000000
        0.133125477075
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-26
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2019-GC38
        N/A
        GSMS 2019-GC38 A4
        36252SAV9
        
          
        
        3080454.00000000
        PA
        USD
        3591747.75000000
        0.009630891812
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-02-10
          Fixed
          3.96800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599CG8
        
          
        
        785000.00000000
        PA
        USD
        758506.25000000
        0.002033854307
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP
        05526DBU8
        
          
        
        2000000.00000000
        PA
        USD
        1995334.00000000
        0.005350277141
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-09-25
          Fixed
          3.98400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-B
        N/A
        WOART 2019-B B
        98162VAF6
        
          
        
        2510000.00000000
        PA
        USD
        2618412.17000000
        0.007020995371
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-06-16
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Holdings USA Inc
        549300SMVCQN2P0O6I58
        SANTANDER HOLD
        80282KAE6
        
          
        
        2000000.00000000
        PA
        USD
        2251274.00000000
        0.006036553189
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-17
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-BOBL FUTURE  Mar21
        N/A
        
          
        
        -937.00000000
        NC
        
        -153792220.90000000
        -0.41237757888
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                N/A
                Eurex 5 Year Euro BOBL Future
                
                  
                
              
            
            2021-03-08
            -153125096.69000000
            EUR
            -202729.18000000
          
        
        
          N
          N
          N
        
      
      
        Banc of America Commercial Mortgage Trust 2015-UBS7
        N/A
        BACM 2015-UBS7 C
        06054ABD0
        
          
        
        360000.00000000
        PA
        USD
        314888.40000000
        0.000844339949
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-09-15
          Variable
          4.35920000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP CAPITAL PLC
        05565QDH8
        
          
        
        18250000.00000000
        PA
        USD
        20896615.00000000
        0.056032063586
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-11-28
          Fixed
          3.72300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pattern Energy Operations LP / Pattern Energy Operations Inc
        N/A
        PATTERN ENERGY
        70339PAA7
        
          
        
        1410000.00000000
        PA
        USD
        1487550.00000000
        0.003988708036
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EBP9
        
          
        
        13075000.00000000
        PA
        USD
        13801355.48000000
        0.037006875411
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2035-09-23
          Variable
          3.56400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-4
        N/A
        HAROT 2018-4 A4
        43815AAD4
        
          
        
        4180000.00000000
        PA
        USD
        4344508.92000000
        0.011649341295
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        SPRINT CORP
        85207UAK1
        
          
        
        1085000.00000000
        PA
        USD
        1337262.50000000
        0.003585727996
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY
        65339KBJ8
        
          
        
        7275000.00000000
        PA
        USD
        8210703.23000000
        0.022016132539
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818FB9
        
          
        
        4750000.00000000
        PA
        USD
        5464324.00000000
        0.014652007027
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BN3
        
          
        
        20800000.00000000
        PA
        USD
        21848216.00000000
        0.058583681048
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-02-25
          Fixed
          2.19300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        MARSH & MCLENNAN
        571748BN1
        
          
        
        11995000.00000000
        PA
        USD
        12410338.87000000
        0.033277011453
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ohio Power Co
        06ZODLC132CY1O2Y7D77
        OHIO POWER CO
        677415CT6
        
          
        
        19900000.00000000
        PA
        USD
        19928357.50000000
        0.053435783480
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ventas Realty LP
        32SXKSJ72K64GM3HOU64
        VENTAS REALTY LP
        92277GAL1
        
          
        
        3900000.00000000
        PA
        USD
        4393736.10000000
        0.011781338773
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QBE9
        
          
        
        53200000.00000000
        PA
        USD
        59206226.80000000
        0.158755236901
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-11
          Fixed
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CR14 Mortgage Trust
        N/A
        COMM 2014-CR14 A3
        12630DAX2
        
          
        
        500000.00000000
        PA
        USD
        540880.00000000
        0.001450312529
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-10
          Fixed
          3.95500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        BANK OF MONTREAL
        06368BGS1
        
          
        
        2000000.00000000
        PA
        USD
        2277500.00000000
        0.006106875434
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2032-12-15
          Variable
          3.80300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST PROG_18-SFR1
        N/A
        PROG 2018-SFR1 A
        74334AAA7
        
          
        
        4574433.25000000
        PA
        USD
        4573106.66000000
        0.012262301964
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2035-03-17
          Fixed
          3.25500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CB3
        
          
        
        4700000.00000000
        PA
        
        7089265.46000000
        0.019009115736
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-07-22
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMER INTL GROUP
        026874DF1
        
          
        
        1339000.00000000
        PA
        USD
        1702343.01000000
        0.004564652781
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-07-10
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL
        14448CAP9
        
          
        
        28244000.00000000
        PA
        USD
        30284516.02000000
        0.081204727527
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-15
          Fixed
          2.49300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAK6
        
          
        
        4000000.00000000
        PA
        USD
        4550000.00000000
        0.012200343898
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International Inc/MD
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTL
        571903BE2
        
          
        
        6360000.00000000
        PA
        USD
        7265797.56000000
        0.019482467896
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX CORP
        126408HH9
        
          
        
        49444000.00000000
        PA
        USD
        55653128.08000000
        0.149227978376
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN
        822582BT8
        
          
        
        52795000.00000000
        PA
        USD
        57843574.67000000
        0.155101429297
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-05-10
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Electric and Gas Co
        549300RUHPVD434XUK18
        PUBLIC SERVICE
        74456QBX3
        
          
        
        3270000.00000000
        PA
        USD
        3760987.23000000
        0.010084689583
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clean Harbors Inc
        5493000SJVZVZJKHJF48
        CLEAN HARBORS IN
        184496AP2
        
          
        
        925000.00000000
        PA
        USD
        1003625.00000000
        0.002691114317
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822AU8
        
          
        
        58274000.00000000
        PA
        USD
        64876385.93000000
        0.173959169065
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-03-02
          Fixed
          3.77700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empower Finance 2020 LP
        N/A
        EMPOWER FIN 2020
        29248HAA1
        
          
        
        10500000.00000000
        PA
        USD
        10566769.50000000
        0.028333675120
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-09-17
          Fixed
          1.35700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly and Co
        FRDRIPF3EKNDJ2CQJL29
        ELI LILLY & CO
        532457BV9
        
          
        
        8300000.00000000
        PA
        USD
        9500097.00000000
        0.025473505597
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER
        05971KAF6
        
          
        
        9850000.00000000
        PA
        USD
        10933805.35000000
        0.029317842943
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2030-05-28
          Fixed
          3.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        INTEL CORP
        458140BM1
        
          
        
        2000000.00000000
        PA
        USD
        2688676.00000000
        0.007209400402
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-03-25
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_16-C
        N/A
        DRIVE 2016-CA D
        26208BAN0
        
          
        
        4756912.27000000
        PA
        USD
        4802056.79000000
        0.012876207529
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-03-15
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4883 ZN
        3137FLRP1
        
          
        
        4825725.01000000
        PA
        USD
        5210673.09000000
        0.013971868932
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartments LP
        549300FXWGE3QSYCUJ38
        MID-AMER APT LP
        59523UAR8
        
          
        
        16850000.00000000
        PA
        USD
        18120035.05000000
        0.048586958036
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Bank NA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA
        69353RFG8
        
          
        
        69625000.00000000
        PA
        USD
        78041200.38000000
        0.209259227011
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-25
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG/London
        ANGGYXNX0JLX3X63JN86
        CREDIT SUISSE LD
        N/A
        
          
        
        1900000.00000000
        PA
        
        2488807.49000000
        0.006673474126
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2026-04-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinclair Television Group Inc
        549300CQGEN0CH65UD62
        SINCLAIR TELE
        829259BA7
        
          
        
        4185000.00000000
        PA
        USD
        4164075.00000000
        0.011165526817
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown & Brown Inc
        549300PC8KTJ71XKFY89
        BROWN & BROWN
        115236AC5
        
          
        
        26000000.00000000
        PA
        USD
        26723450.00000000
        0.071656105529
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2019-6 BD
        38381BL77
        
          
        
        1500000.00000000
        PA
        USD
        1629405.00000000
        0.004369077219
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (SOAF)
        N/A
        
          
        
        -2600000.00000000
        NC
        USD
        -151812.96000000
        -0.00040707040
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                SOUTH AFRICA
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            -132327.14000000
            USD
            0.00000000
            USD
            -2600000.00000000
            USD
            -19485.82000000
          
        
        
          N
          N
          N
        
      
      
        Equitable Holdings Inc
        549300FIBAKMNHPZ4009
        AXA EQUITABLE HO
        054561AJ4
        
          
        
        21156000.00000000
        PA
        USD
        24700983.98000000
        0.066233076745
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-20
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (CVS)
        BVN4388G4
        
          
        
        3220000.00000000
        NC
        USD
        -24372.18000000
        -0.00006535142
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                CVS HEALTH CORP
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-12-20
            -18207.44000000
            USD
            0.00000000
            USD
            3220000.00000000
            USD
            -6164.74000000
          
        
        
          N
          N
          N
        
      
      
        International Game Technology PLC
        549300UQ6KHRCZDRGZ76
        INTL GAME TECH
        460599AE3
        
          
        
        1360000.00000000
        PA
        USD
        1450100.00000000
        0.003888289821
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2029-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        INTERCONTINENT
        45866FAJ3
        
          
        
        2090000.00000000
        PA
        USD
        2415722.32000000
        0.006477503970
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        QUEST DIAGNOSTIC
        74834LAX8
        
          
        
        12000000.00000000
        PA
        USD
        13250160.00000000
        0.035528903013
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-30
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trivium Packaging Finance BV
        724500GMZWW3PVYET548
        TRIVIUM PACK FIN
        89686QAB2
        
          
        
        3360000.00000000
        PA
        USD
        3649800.00000000
        0.009786552782
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2027-08-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807DM6
        
          
        
        10000000.00000000
        PA
        USD
        9973980.00000000
        0.026744172755
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-01
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2012-C7
        N/A
        WFRBS 2012-C7 AS
        92936TAC6
        
          
        
        4170000.00000000
        PA
        USD
        4196396.10000000
        0.011252192429
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-06-15
          Variable
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT / EMC
        25272KAK9
        
          
        
        40095000.00000000
        PA
        USD
        48254933.93000000
        0.129390503022
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-06-15
          Fixed
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        CHENIERE ENERGY
        16411RAJ8
        
          
        
        2645000.00000000
        PA
        USD
        2767331.25000000
        0.007420306138
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SAU7
        
          
        
        11076000.00000000
        PA
        USD
        11911241.16000000
        0.031938733716
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-16
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC / Charter Communications Operating Capital
        N/A
        CHARTER COMM OPT
        161175BJ2
        
          
        
        13000000.00000000
        PA
        USD
        14431456.00000000
        0.038696423331
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967LS8
        
          
        
        40466000.00000000
        PA
        USD
        45286916.91000000
        0.121432079211
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-27
          Variable
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Progress LLC
        0NIFZ782LS46WOC9QK20
        DUKE ENERGY PROG
        26442UAG9
        
          
        
        5781000.00000000
        PA
        USD
        6678558.06000000
        0.017907847270
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Schlumberger Finance Canada Ltd
        549300P4EXZFF0LRNF59
        SCHLUMBERGER
        80685XAC5
        
          
        
        5195000.00000000
        PA
        USD
        5300609.16000000
        0.014213022994
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-09-17
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE
        05583JAJ1
        
          
        
        8030000.00000000
        PA
        USD
        8071185.87000000
        0.021642031491
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2032-01-20
          Variable
          2.27700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Florida LLC
        7MOHLM3DKE63RX2ZCN83
        DUKE ENERGY FLA
        26444HAJ0
        
          
        
        34710000.00000000
        PA
        USD
        34922286.36000000
        0.093640418312
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinopec Capital 2013 Ltd
        N/A
        SINOPEC CAPITAL
        N/A
        
          
        
        13170000.00000000
        PA
        USD
        13768550.16000000
        0.036918911414
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-04-24
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H&E Equipment Services Inc
        N/A
        H&E EQUIPMENT
        404030AJ7
        
          
        
        4805000.00000000
        PA
        USD
        4774968.75000000
        0.012803573814
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -2287.57000000
        -0.00000613387
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            732881.09000000
            GBP
            1001932.36000000
            USD
            2021-02-12
            -2287.57000000
          
        
        
          N
          N
          N
        
      
      
        Export-Import Bank of India
        335800OFZ8YEIVN1QI11
        EX-IM BK OF IN
        30216KAA0
        
          
        
        3000000.00000000
        PA
        USD
        3238980.00000000
        0.008684982391
        Long
        DBT
        NUSS
        IN
        
        N
        
        2
        
          2026-08-05
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR Capital Corp
        549300TYRSI1T21B1360
        FS KKR CAPITAL
        302635AG2
        
          
        
        10000000.00000000
        PA
        USD
        10002650.00000000
        0.026821048329
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC21
        N/A
        CGCMT 2014-GC21 A4
        17322MAV8
        
          
        
        12624405.32000000
        PA
        USD
        13374421.24000000
        0.035862096389
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-10
          Fixed
          3.57500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_17-3
        N/A
        SDART 2017-3 C
        80284YAF1
        
          
        
        191030.54000000
        PA
        USD
        191199.93000000
        0.000512682395
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2022-12-15
          Fixed
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
        N/A
        JPMCC 2011-C5 AS
        46636VAK2
        
          
        
        4000000.00000000
        PA
        USD
        4063320.00000000
        0.010895362938
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-08-15
          Variable
          5.42420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VFF6
        
          
        
        56875000.00000000
        PA
        USD
        62590027.50000000
        0.167828540687
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        NJ ECON-SER A
        645913AA2
        
          
        
        15435000.00000000
        PA
        USD
        20254115.70000000
        0.054309269649
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          7.42500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-B
        N/A
        SOFI 2016-B A2B
        83402JAC2
        
          
        
        1040335.45000000
        PA
        USD
        1054795.28000000
        0.002828322012
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2032-10-25
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Grid Overseas Investment 2014 Ltd
        N/A
        STATE GRID OSEAS
        N/A
        
          
        
        4005000.00000000
        PA
        USD
        4409710.86000000
        0.011824173403
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-05-07
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Total Capital International SA
        549300U37G2I8G4RUG09
        TOTAL CAP INTL
        89153VAQ2
        
          
        
        18494000.00000000
        PA
        USD
        20929271.43000000
        0.056119628350
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2029-02-19
          Fixed
          3.45500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        CONSTELLATION BR
        21036PAY4
        
          
        
        12590000.00000000
        PA
        USD
        14262191.21000000
        0.038242557694
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HRX0
        
          
        
        18750000.00000000
        PA
        USD
        21093468.75000000
        0.056559906102
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ICE: (CDX.NA.IG.35.V1)
        N/A
        
          
        
        -1560920000.00000000
        NC
        USD
        32768705.74000000
        0.087865819591
        N/A
        DCR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                ICE: (CDX.NA.IG.35.V1)
                2I65BYDX0
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            -1560920000.00000000
            USD
            -2929925.65000000
          
        
        
          N
          N
          N
        
      
      
        Export-Import Bank of India
        335800OFZ8YEIVN1QI11
        EX-IM BK OF IN
        N/A
        
          
        
        3900000.00000000
        PA
        USD
        4197781.77000000
        0.011255907957
        Long
        DBT
        NUSS
        IN
        
        N
        
        2
        
          2024-03-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2018-115 KY
        38380XT23
        
          
        
        4300000.00000000
        PA
        USD
        4493070.00000000
        0.012047692123
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serbia International Bond
        N/A
        SERBIA REPUBLIC
        N/A
        
          
        
        3700000.00000000
        PA
        
        5006402.02000000
        0.013424137656
        Long
        DBT
        NUSS
        RS
        
        N
        
        2
        
          2027-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
        N/A
        JPMCC 2012-CBX AS
        46637WAF0
        
          
        
        1350000.00000000
        PA
        USD
        1402002.00000000
        0.003759320120
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-06-15
          Fixed
          4.27070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clorox Co/The
        54930044KVSC06Z79I06
        CLOROX CO
        189054AX7
        
          
        
        15000000.00000000
        PA
        USD
        15177915.00000000
        0.040697974212
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PDE9
        
          
        
        38725000.00000000
        PA
        USD
        43008720.78000000
        0.115323337177
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        EXELON CORP
        30161NAU5
        
          
        
        845000.00000000
        PA
        USD
        942294.15000000
        0.002526662128
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-BUXL 30Y BND Mar21
        N/A
        
          
        
        -155.00000000
        NC
        
        -41626568.97000000
        -0.11161724324
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                N/A
                Eurex 30 Year Euro BUXL Future
                
                  
                
              
            
            2021-03-08
            -41682093.15000000
            EUR
            169184.82000000
          
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_18-BA
        N/A
        NAVSL 2018-BA A2A
        63940QAB9
        
          
        
        4732425.11000000
        PA
        USD
        4970457.10000000
        0.013327755154
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2059-12-15
          Fixed
          3.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Outfront Media Capital LLC / Outfront Media Capital Corp
        N/A
        OUTFRONT MEDIA C
        69007TAE4
        
          
        
        780000.00000000
        PA
        USD
        772200.00000000
        0.002070572650
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        SHERWIN-WILLIAMS
        824348BL9
        
          
        
        3875000.00000000
        PA
        USD
        4002472.00000000
        0.010732205460
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN
        822582CB6
        
          
        
        8365000.00000000
        PA
        USD
        9752050.84000000
        0.026149093179
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-11-13
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transurban Queensland Finance Pty Ltd
        549300RSN9SFNT54IZ82
        TRANSURBAN QLD
        N/A
        
          
        
        16000000.00000000
        PA
        
        12668931.70000000
        0.033970400784
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2024-12-16
          Floating
          2.06410000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C18
        549300O5GNH0TNJ6B119
        WFRBS 2013-C18 A5
        96221QAE3
        
          
        
        7778000.00000000
        PA
        USD
        8514654.38000000
        0.022831145409
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Variable
          4.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SSE PLC
        549300KI75VYLLMSK856
        SSE PLC
        AU2709288
        
          
        
        400000.00000000
        PA
        
        524931.67000000
        0.001407548768
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-09-04
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RKH4
        
          
        
        12000000.00000000
        PA
        USD
        11831460.00000000
        0.031724808972
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DAL3
        
          
        
        29563000.00000000
        PA
        USD
        34607039.06000000
        0.092795116010
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-11
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FEDEX CORP
        31428XBV7
        
          
        
        11998000.00000000
        PA
        USD
        13161614.03000000
        0.035291476357
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-05
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brazilian Government International Bond
        N/A
        BRAZIL REP OF
        105756CB4
        
          
        
        16664000.00000000
        PA
        USD
        16622340.00000000
        0.044571047121
        Long
        DBT
        NUSS
        BR
        
        N
        
        2
        
          2050-01-14
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2018-BNK12
        N/A
        BANK 2018-BN12 A4
        06541KBA5
        
          
        
        3960000.00000000
        PA
        USD
        4667691.60000000
        0.012515921479
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2061-05-15
          Variable
          4.25500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mylan Inc
        30ZMPDNA1RHIBH89C294
        MYLAN INC
        N/A
        
          
        
        10680000.00000000
        PA
        
        13973624.59000000
        0.037468796815
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-23
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        FNCL 2 4/21
        01F020646
        
          
        
        228000000.00000000
        PA
        USD
        234697500.00000000
        0.629316530144
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2021-04-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GJL4
        
          
        
        19000000.00000000
        PA
        USD
        18899794.00000000
        0.050677799211
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-10-24
          Variable
          1.92200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Electric Power Co
        R64UBJHEC74EB3HGQ410
        SOUTHWESTN EL PR
        845437BR2
        
          
        
        26793000.00000000
        PA
        USD
        31083791.78000000
        0.083347900964
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        WALT DISNEY CO
        254687FP6
        
          
        
        11162000.00000000
        PA
        USD
        12821398.73000000
        0.034379225003
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-23
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHT9
        
          
        
        28981000.00000000
        PA
        USD
        32435390.30000000
        0.086972069483
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-23
          Variable
          3.55900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAB Holdings BV
        529900RRNKUM3INJGF98
        JAB HOLDINGS
        N/A
        
          
        
        4200000.00000000
        PA
        
        6526965.82000000
        0.017501368707
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2035-04-17
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780097BG5
        
          
        
        22750000.00000000
        PA
        USD
        26838288.75000000
        0.071964033494
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-05-18
          Variable
          4.89200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DBE8
        
          
        
        3715000.00000000
        PA
        USD
        4154008.98000000
        0.011138535849
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gazprom PJSC Via Gaz Capital SA
        N/A
        GAZPROM
        N/A
        
          
        
        2650000.00000000
        PA
        USD
        2804796.57000000
        0.007520765432
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-03-07
          Fixed
          6.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PAV8
        
          
        
        31355000.00000000
        PA
        USD
        36796378.06000000
        0.098665597045
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-23
          Variable
          4.20300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2J1
        
          
        
        49900000.00000000
        PA
        USD
        52043654.10000000
        0.139549555552
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-11
          Variable
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC
        437076BW1
        
          
        
        30033000.00000000
        PA
        USD
        35504411.94000000
        0.095201326502
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-06
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MCD0
        
          
        
        7820000.00000000
        PA
        USD
        7780923.46000000
        0.020863723529
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2026-01-12
          Fixed
          0.94800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHZ5
        
          
        
        29550000.00000000
        PA
        USD
        30822866.25000000
        0.082648256745
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-13
          Variable
          2.49600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_16-4
        N/A
        CARMX 2018-4 B
        14315EAE0
        
          
        
        2960000.00000000
        PA
        USD
        3130167.74000000
        0.008393213821
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IE2 Holdco SAU
        9598003ZG5WXDY1BBS58
        IE2 HOLDCO
        LW1558128
        
          
        
        10700000.00000000
        PA
        
        14762802.84000000
        0.039584894847
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2026-06-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunge Ltd Finance Corp
        549300QHC068L40NNM71
        BUNGE LTD FIN CP
        120568BB5
        
          
        
        3470000.00000000
        PA
        USD
        3553408.39000000
        0.009528088872
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-17
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        TAKEDA PHARM
        874060AX4
        
          
        
        36049000.00000000
        PA
        USD
        36319043.06000000
        0.097385673714
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2030-03-31
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HRY8
        
          
        
        24793000.00000000
        PA
        USD
        28283978.37000000
        0.075840497348
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Variable
          3.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Electric and Gas Co
        549300RUHPVD434XUK18
        PUBLIC SERVICE
        74456QCB0
        
          
        
        7500000.00000000
        PA
        USD
        8059350.00000000
        0.021610294857
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lincoln National Corp
        EFQMQROEDSNBRIP7LE47
        LINCOLN NATL CRP
        534187BG3
        
          
        
        5000000.00000000
        PA
        USD
        6166325.00000000
        0.016534348481
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecolab Inc
        82DYEISM090VG8LTLS26
        ECOLAB INC
        278865BF6
        
          
        
        25350000.00000000
        PA
        USD
        24557989.95000000
        0.065849653373
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-30
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government International Bond
        N/A
        INDONESIA (REP)
        455780CU8
        
          
        
        2967000.00000000
        PA
        USD
        3626937.94000000
        0.009725250586
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2070-04-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        N/A
        
          
        
        12500000.00000000
        PA
        
        16779495.93000000
        0.044992444130
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2028-07-17
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC
        713448ES3
        
          
        
        27317000.00000000
        PA
        USD
        29747011.05000000
        0.079763464784
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-19
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Finance Inc
        N/A
        BROOKFIELD FIN
        11271LAD4
        
          
        
        17444000.00000000
        PA
        USD
        21040743.47000000
        0.056418528839
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-03-29
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        96949LAD7
        
          
        
        31395000.00000000
        PA
        USD
        35538794.66000000
        0.095293520131
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pepper Residential Securities Trust No. 23
        N/A
        PEPAU 23A A1U
        71338BAA7
        
          
        
        1128057.76000000
        PA
        USD
        1126501.04000000
        0.003020593426
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2060-08-18
          Floating
          1.07890000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2013-19 ZA
        3136ACLS8
        
          
        
        20968036.48000000
        PA
        USD
        23312262.96000000
        0.062509368168
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-03-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER
        03027XAP5
        
          
        
        11315000.00000000
        PA
        USD
        12701268.54000000
        0.034057108601
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHART
        853254BZ2
        
          
        
        12500000.00000000
        PA
        USD
        12514287.50000000
        0.033555738713
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-01-14
          Variable
          1.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT FLOORPLAN MASTER OWNER TRUST
        N/A
        FORDF 2019-4 A
        34528QHF4
        
          
        
        350000.00000000
        PA
        USD
        373733.50000000
        0.001002126862
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-09-15
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK
        25466AAP6
        
          
        
        29300000.00000000
        PA
        USD
        34628234.30000000
        0.092851948805
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-13
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: OIS 0.250000 17-MAR-2026
        N/A
        
          
        
        16549000
        NC
        USD
        98224.02000000
        0.000263377323
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
            
              
                
              
            
            2026-03-17
            38749.87000000
            USD
            0.00000000
            USD
            16549000
            USD
            59474.15000000
          
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        VALEANT PHARMA
        91831AAC5
        
          
        
        1480000.00000000
        PA
        USD
        1517000.00000000
        0.004067675097
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-04-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GGA1
        
          
        
        28508000.00000000
        PA
        USD
        31505587.69000000
        0.084478902098
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-21
          Fixed
          3.24800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2018-C43
        549300RVQJTKIK3XGD11
        WFCM 2018-C43 C
        95001LAZ5
        
          
        
        12380000.00000000
        PA
        USD
        13127999.60000000
        0.035201342817
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-03-15
          Variable
          4.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
        N/A
        UNITI / CSL
        91327BAA8
        
          
        
        2400000.00000000
        PA
        USD
        2400000.00000000
        0.006435346232
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empresa Nacional del Petroleo
        549300YP3P0JZBLIV197
        EMPRESA NACIONAL
        N/A
        
          
        
        13883000.00000000
        PA
        USD
        15233121.75000000
        0.040846005274
        Long
        DBT
        CORP
        CL
        
        N
        
        2
        
          2024-10-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        LAMB WESTON HLD
        513272AB0
        
          
        
        2178000.00000000
        PA
        USD
        2262397.50000000
        0.006066379678
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        BK2028235
        
          
        
        5700000.00000000
        PA
        
        7185123.55000000
        0.019266149069
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-06-26
          Fixed
          1.40800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB
        808513AQ8
        
          
        
        4043000.00000000
        PA
        USD
        4524747.71000000
        0.012132632553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-02
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FIN
        744320BA9
        
          
        
        2000000.00000000
        PA
        USD
        2323846.00000000
        0.006231147333
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-12-07
          Fixed
          3.93500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES TRUST IHSFR_17-SFR2
        N/A
        IHSFR 2017-SFR2 A
        46187BAA1
        
          
        
        13110336.30000000
        PA
        USD
        13110336.30000000
        0.035153980546
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-12-17
          Floating
          1.00300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnLink Midstream LLC
        54930000GY1H533OBE23
        ENLINK MIDSTREA
        29336TAC4
        
          
        
        915000.00000000
        PA
        USD
        912712.50000000
        0.002447342061
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationwide Building Society
        549300XFX12G42QIKN82
        NATIONWIDE BLDG
        N/A
        
          
        
        16700000.00000000
        PA
        
        21162992.92000000
        0.056746327813
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-07-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scripps Escrow II Inc
        N/A
        SCRIPPS ESCROW
        81105DAA3
        
          
        
        750000.00000000
        PA
        USD
        750000.00000000
        0.002011045697
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCEDES-BENZ MASTER OWNER TRUST MBMOT_19-B
        N/A
        MBMOT 2019-BA A
        58768UAM5
        
          
        
        5436000.00000000
        PA
        USD
        5601831.70000000
        0.015020719385
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-05-15
          Fixed
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIR
        844741BC1
        
          
        
        7000000.00000000
        PA
        USD
        7463750.00000000
        0.020013256433
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC23
        N/A
        CGCMT 2014-GC23 AS
        17322VAV8
        
          
        
        2020000.00000000
        PA
        USD
        2194709.80000000
        0.005884882267
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Fixed
          3.86300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
        N/A
        MSBAM 2014-C19 A4
        61764PBU5
        
          
        
        3940000.00000000
        PA
        USD
        4309572.00000000
        0.011555661638
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-12-15
          Fixed
          3.52600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BC7
        
          
        
        5000000.00000000
        PA
        USD
        5887500.00000000
        0.015786708726
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2028-09-11
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc
        549300AP2Q7ERHX6RI89
        BERRY GLOBAL INC
        08576PAB7
        
          
        
        4341000.00000000
        PA
        USD
        4362705.00000000
        0.011698132160
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-01-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cargo Aircraft Management Inc
        549300GH5J7LOMV44F11
        CARGO AIRCRAFT M
        14180LAA4
        
          
        
        2099000.00000000
        PA
        USD
        2177712.50000000
        0.005839305804
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
        N/A
        MSBAM 2014-C16 AS
        61763MAH3
        
          
        
        935000.00000000
        PA
        USD
        1015129.50000000
        0.002721962417
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-06-15
          Fixed
          4.09400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP
        87612EBH8
        
          
        
        19036000.00000000
        PA
        USD
        21861532.52000000
        0.058619387889
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS
        09659W2K9
        
          
        
        2000000.00000000
        PA
        USD
        2144570.00000000
        0.005750437695
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2031-01-13
          Variable
          3.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hill-Rom Holdings Inc
        JLZ01A0E2071OH26RE45
        HILL-ROM HLDGS
        431475AD4
        
          
        
        4215000.00000000
        PA
        USD
        4383600.00000000
        0.011754159893
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-09-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Croatia Government International Bond
        N/A
        CROATIA
        N/A
        
          
        
        7250000.00000000
        PA
        USD
        7310701.35000000
        0.019602872661
        Long
        DBT
        NUSS
        HR
        
        N
        
        2
        
          2021-03-24
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co/The
        5493002BI0S2ZQUY3437
        GOODYEAR TIRE
        382550BG5
        
          
        
        4232000.00000000
        PA
        USD
        4306060.00000000
        0.011546244582
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        CONSTELLATION BR
        21036PBC1
        
          
        
        34615000.00000000
        PA
        USD
        41616852.97000000
        0.111591190816
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
        549300P1YQ48837ZOI22
        MSBAM 2013-C10 A4
        61762MBW0
        
          
        
        1244000.00000000
        PA
        USD
        1339066.48000000
        0.003590565177
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-15
          Variable
          4.08140000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBU9
        
          
        
        20000000.00000000
        PA
        USD
        19626700.00000000
        0.052626920790
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-11-19
          Variable
          1.76400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GCJ12
        549300SSCQUZ3RRV2T53
        GSMS 2013-GC12 A4
        36197XAK0
        
          
        
        4128000.00000000
        PA
        USD
        4313471.04000000
        0.011566116502
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-06-10
          Fixed
          3.13500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_17-2
        N/A
        FORDR 2017-2 A
        34529SAA7
        
          
        
        5840000.00000000
        PA
        USD
        6035947.18000000
        0.016184754142
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2029-03-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE9 Mortgage Trust
        549300C72XVZH4MIKU63
        COMM 2013-CR9 C
        12625UAG8
        
          
        
        2780000.00000000
        PA
        USD
        2368504.40000000
        0.006350894111
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2045-07-10
          Variable
          4.24290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        LIVE NATION ENT
        538034AN9
        
          
        
        545000.00000000
        PA
        USD
        559987.50000000
        0.001501547270
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XDA1
        
          
        
        2000000.00000000
        PA
        USD
        2111250.00000000
        0.005661093638
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-20
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regency Centers LP
        5493008PTR2GAOYBXW28
        REGENCY CENTERS
        75884RAZ6
        
          
        
        8150000.00000000
        PA
        USD
        8647948.70000000
        0.023188560034
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIR
        844741BE7
        
          
        
        3800000.00000000
        PA
        USD
        4124618.80000000
        0.011059729189
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-16
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODU
        29379VBX0
        
          
        
        12000000.00000000
        PA
        USD
        12801948.00000000
        0.034327069928
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-31
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC26
        549300V3F4KBEWHAZP46
        GSMS 2014-GC26 A4
        36250HAD5
        
          
        
        7680000.00000000
        PA
        USD
        8265446.40000000
        0.022162920561
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-11-10
          Fixed
          3.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries Inc
        5TZLZ6WJTBVJ0QWBG121
        HUNT INGALLS IND
        446413AT3
        
          
        
        3000000.00000000
        PA
        USD
        3513750.00000000
        0.009421749093
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
        N/A
        CRESTWOOD MID PA
        226373AR9
        
          
        
        827000.00000000
        PA
        USD
        795987.50000000
        0.002134356316
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN
        780153AY8
        
          
        
        325000.00000000
        PA
        USD
        364812.50000000
        0.000978206144
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2023-06-01
          Fixed
          10.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        REALTY INCOME
        756109AY0
        
          
        
        1889000.00000000
        PA
        
        2697381.44000000
        0.007232743119
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-12-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        ZQ3268377
        
          
        
        8025000.00000000
        PA
        
        10307410.82000000
        0.027638232243
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-11-04
          Variable
          1.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM INC
        747525BP7
        
          
        
        15336000.00000000
        PA
        USD
        15072067.44000000
        0.040414155171
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-05-20
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Securities Trust 2016-C4
        N/A
        JPMDB 2016-C4 A3
        46646RAJ2
        
          
        
        2840000.00000000
        PA
        USD
        3155666.00000000
        0.008461584709
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-12-15
          Fixed
          3.14130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oncor Electric Delivery Co LLC
        549300SP2X2BS1KERD24
        ONCOR ELECTRIC D
        68233JBH6
        
          
        
        52271000.00000000
        PA
        USD
        60694785.28000000
        0.162746649070
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MBZ2
        
          
        
        2000000.00000000
        PA
        USD
        1993556.00000000
        0.005345509622
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2030-09-23
          Fixed
          2.14200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-2
        N/A
        CARMX 2018-2 C
        14314XAF6
        
          
        
        3090000.00000000
        PA
        USD
        3208381.30000000
        0.008602935212
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          3.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300EIRQ0Z2B9C1W06
        CENOVUS ENERGY
        15135UAM1
        
          
        
        966000.00000000
        PA
        USD
        1060185.00000000
        0.002842773977
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unilever Capital Corp
        MYF1DAS6G5WY7PRWCU78
        UNILEVER CAPITAL
        904764AY3
        
          
        
        7000000.00000000
        PA
        USD
        7743064.00000000
        0.020762207391
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-05
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE
        N/A
        
          
        
        12500000.00000000
        PA
        
        9932430.73000000
        0.026632762781
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2025-06-05
          Floating
          1.61910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIR SQUARE ISSUANCE TRUST_20-A
        N/A
        FSIT 2020-AA A
        303394AA8
        
          
        
        6790000.00000000
        PA
        USD
        6884662.11000000
        0.018460493487
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-09-20
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAU5
        
          
        
        500000000.00000000
        PA
        USD
        492421900.00000000
        1.320377257854
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-10-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        DUKE ENERGY COR
        26441CBJ3
        
          
        
        15475000.00000000
        PA
        USD
        15487581.18000000
        0.041528311330
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vail Resorts Inc
        529900PSZHRNU9HKH870
        VAIL RESORTS
        91879QAL3
        
          
        
        4783000.00000000
        PA
        USD
        5069980.00000000
        0.013594615287
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dexia Credit Local SA
        F4G136OIPBYND1F41110
        DEXIA CRED LOCAL
        25214BAT1
        
          
        
        1750000.00000000
        PA
        USD
        1807907.50000000
        0.004847712799
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2022-09-20
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TRUST HART_19-B
        N/A
        HART 2019-B B
        44891JAE8
        
          
        
        530000.00000000
        PA
        USD
        551321.32000000
        0.001478309824
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 5YR NOTE (CBT) Mar21
        N/A
        
          
        
        9649.00000000
        NC
        USD
        1214567875.00000000
        3.256735332588
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                N/A
                CBOT 5 Year US Treasury Note
                
                  
                
              
            
            2021-03-31
            1214223228.03000000
            USD
            344646.97000000
          
        
        
          N
          N
          N
        
      
      
        Mexico Government International Bond
        N/A
        UNITED MEXICAN
        91087BAE0
        
          
        
        20000000.00000000
        PA
        USD
        22271340.00000000
        0.059718243315
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2028-01-11
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cboe Global Markets Inc
        529900RLNSGA90UPEH54
        CBOE GLOBAL MKTS
        12503MAC2
        
          
        
        21880000.00000000
        PA
        USD
        21717234.68000000
        0.058232468488
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-12-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GJF7
        
          
        
        53270000.00000000
        PA
        USD
        52573761.10000000
        0.140970981421
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-07-23
          Variable
          1.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        KEURIG DR PEPPER
        49271VAH3
        
          
        
        15000000.00000000
        PA
        USD
        17194725.00000000
        0.046105836976
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-25
          Fixed
          4.41700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        WALT DISNEY CO
        254687FZ4
        
          
        
        2000000.00000000
        PA
        USD
        2278572.00000000
        0.006109749889
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-01-13
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        82194.88000000
        0.000220396879
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            6466031.85000000
            EUR
            7931310.32000000
            USD
            2021-02-12
            82194.88000000
          
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC
        95040QAL8
        
          
        
        10000000.00000000
        PA
        USD
        10536070.00000000
        0.028251357657
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE
        05578DAX0
        
          
        
        10000000.00000000
        PA
        USD
        11220540.00000000
        0.030086691588
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2026-12-02
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hershey Co/The
        21X2CX66SU2BR6QTAD08
        HERSHEY COMPANY
        427866BE7
        
          
        
        5000000.00000000
        PA
        USD
        5044395.00000000
        0.013526011815
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (MET)
        BVN4P0M06
        
          
        
        -24300000.00000000
        NC
        USD
        541800.09000000
        0.001452779653
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                METLIFE INC
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2024-06-20
            0.00000000
            USD
            0.00000000
            USD
            -24300000.00000000
            USD
            527010.01000000
          
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC / Charter Communications Operating Capital
        N/A
        CHARTER COMM OPT
        161175BV5
        
          
        
        2000000.00000000
        PA
        USD
        1967462.00000000
        0.005275541320
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nexstar Broadcasting Inc
        5493006PK6I4I2OOT688
        NEXSTAR ESCROW
        65343HAA9
        
          
        
        4105000.00000000
        PA
        USD
        4356431.25000000
        0.011681309762
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Estee Lauder Cos Inc/The
        549300VFZ8XJ9NUPU221
        ESTEE LAUDER CO
        29736RAP5
        
          
        
        5250000.00000000
        PA
        USD
        5591187.00000000
        0.014992176747
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-01
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBL9
        
          
        
        47000000.00000000
        PA
        USD
        49173797.00000000
        0.131854337187
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-22
          Variable
          2.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern California Edison Co
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CAL ED
        842400GN7
        
          
        
        13871000.00000000
        PA
        USD
        15396380.00000000
        0.041283765009
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Retail Properties Inc
        5493008JKH5SOTI0JS97
        NATIONAL RETAIL
        637417AK2
        
          
        
        8830000.00000000
        PA
        USD
        9803896.02000000
        0.026288110547
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
        N/A
        MSBAM 2013-C11 A4
        61762TAE6
        
          
        
        3937000.00000000
        PA
        USD
        4256369.44000000
        0.011413004599
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-15
          Variable
          4.15200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        COMMSCOPE FINANC
        20338QAA1
        
          
        
        2130000.00000000
        PA
        USD
        2289750.00000000
        0.006139722514
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-03-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FIN
        744320AY8
        
          
        
        3000000.00000000
        PA
        USD
        3481527.00000000
        0.009335346525
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-12-07
          Fixed
          3.90500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Texas Inc
        LWXX58X12AJXISQ28573
        ENTERGY TEXAS
        29365TAG9
        
          
        
        3129000.00000000
        PA
        USD
        3624351.99000000
        0.009718316634
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODU
        29379VCA9
        
          
        
        2000000.00000000
        PA
        USD
        1926718.00000000
        0.005166290592
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-02-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        KIMCO REALTY
        49446RAM1
        
          
        
        7500000.00000000
        PA
        USD
        8650102.50000000
        0.023194335221
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC ULC / New Red Finance Inc
        N/A
        1011778 BC ULC /
        68245XAM1
        
          
        
        2520000.00000000
        PA
        USD
        2507400.00000000
        0.006723327976
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2030-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38148LAE6
        
          
        
        70781000.00000000
        PA
        USD
        78566343.75000000
        0.210667343431
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-22
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4883 ZM
        3137FLRN6
        
          
        
        4825725.01000000
        PA
        USD
        5262549.64000000
        0.014110970415
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Total Capital SA
        529900QI55ZLJVCMPA71
        TOTAL CAPITAL SA
        89152UAH5
        
          
        
        18600000.00000000
        PA
        USD
        21762000.00000000
        0.058352501961
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2028-10-11
          Fixed
          3.88300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDSOUTH INDENTURE NO 5 LLC EDUSA_15-1
        N/A
        EDUSA 2015-1 A
        281378AA7
        
          
        
        3963444.14000000
        PA
        USD
        3965795.65000000
        0.010633861705
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2056-10-25
          Floating
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        KROGER CO
        501044DP3
        
          
        
        48600000.00000000
        PA
        USD
        50302409.40000000
        0.134880592002
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        INTERCONTINENT
        45866FAN4
        
          
        
        20000000.00000000
        PA
        USD
        19659660.00000000
        0.052715299545
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-09-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -77989.15000000
        -0.00020911965
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              HSBC BANK USA, N.A.
              1IE8VN30JCEQV1H4R804
            
            4496858.26000000
            GBP
            6083767.16000000
            USD
            2021-02-12
            -77989.15000000
          
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C18
        N/A
        JPMBB 2014-C18 B
        46641JBB1
        
          
        
        2500000.00000000
        PA
        USD
        2653375.00000000
        0.007114744503
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-15
          Variable
          4.79420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2
        N/A
        AMCAR 2019-1 D
        03066GAG4
        
          
        
        7240000.00000000
        PA
        USD
        7701056.23000000
        0.020649567997
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-03-18
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (CMZB)
        BVN3XRX73
        
          
        
        24495000.00000000
        NC
        USD
        -71422.52000000
        -0.00019151193
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                COMMERZBANK AG
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-06-20
            0.00000000
            USD
            0.00000000
            USD
            24495000.00000000
            USD
            -106819.99000000
          
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        EXELON CORP
        30161NAN1
        
          
        
        8452000.00000000
        PA
        USD
        9498433.67000000
        0.025469045554
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT / EMC
        24703DBA8
        
          
        
        18472000.00000000
        PA
        USD
        22217659.80000000
        0.059574305534
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-10-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA COMMUNICATIO
        78410GAE4
        
          
        
        3100000.00000000
        PA
        USD
        3088375.00000000
        0.008281151008
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Finance Inc
        N/A
        BROOKFIELD FIN
        11271LAA0
        
          
        
        2901000.00000000
        PA
        USD
        3347159.30000000
        0.008975053745
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-06-02
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST HPEFS_20-1
        N/A
        HPEFS 2020-1A B
        40438FAD6
        
          
        
        2300000.00000000
        PA
        USD
        2338382.40000000
        0.006270125153
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-02-20
          Fixed
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HMN7
        
          
        
        30684000.00000000
        PA
        USD
        34487373.85000000
        0.092474246402
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Urban Development Corp
        54930039Y2EMGXN6LM88
        NY URBAN DEV-B
        6500358W1
        
          
        
        400000.00000000
        PA
        USD
        456032.00000000
        0.001222801588
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2033-03-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novartis Capital Corp
        5493002KF87V5RSRQS84
        NOVARTIS CAPITAL
        66989HAQ1
        
          
        
        16750000.00000000
        PA
        USD
        17724531.75000000
        0.047526457756
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BT5
        
          
        
        30245000.00000000
        PA
        USD
        35726906.25000000
        0.095797921469
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING GROEP NV
        456837AQ6
        
          
        
        28264000.00000000
        PA
        USD
        33032447.70000000
        0.088573015770
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-04-09
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2019-C49
        N/A
        WFCM 2019-C49 ASB
        95001WAZ1
        
          
        
        3250000.00000000
        PA
        USD
        3733307.50000000
        0.010010469314
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-03-15
          Fixed
          3.93300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBD7
        
          
        
        27661000.00000000
        PA
        USD
        31552847.38000000
        0.084605623960
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-06
          Variable
          3.70200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-C29
        549300NYO16WLNMVJJ46
        WFCM 2015-C29 A4
        94989KAV5
        
          
        
        16693200.00000000
        PA
        USD
        18636121.55000000
        0.049970789417
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-06-15
          Fixed
          3.63700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBJPM 17-C6 Mortgage Trust
        N/A
        DBJPM 2017-C6 A5
        23312JAF0
        
          
        
        5540000.00000000
        PA
        USD
        6216877.20000000
        0.016669898860
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-06-10
          Fixed
          3.32800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC
        902494BK8
        
          
        
        34983000.00000000
        PA
        USD
        41767393.12000000
        0.111994848310
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Export-Import Bank of India
        335800OFZ8YEIVN1QI11
        EX-IM BK OF IN
        30216JAC9
        
          
        
        9675000.00000000
        PA
        USD
        10581063.75000000
        0.028372003640
        Long
        DBT
        NUSS
        IN
        
        Y
        
        2
        
          2028-02-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC21
        N/A
        CGCMT 2014-GC21 A5
        17322MAW6
        
          
        
        9396600.00000000
        PA
        USD
        10313520.23000000
        0.027654613980
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-10
          Fixed
          3.85500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_19-A
        N/A
        TAOT 2019-A A4
        89239AAE3
        
          
        
        2350000.00000000
        PA
        USD
        2466138.65000000
        0.006612690028
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthpeak Properties Inc
        PZ9HF5U52KPF0MH0QN75
        HEALTHPEAK PROP
        42250PAB9
        
          
        
        4000000.00000000
        PA
        USD
        4297284.00000000
        0.011522712665
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EBK0
        
          
        
        4000000.00000000
        PA
        USD
        4687436.00000000
        0.012568864000
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-06-20
          Variable
          5.08800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING GROEP NV
        456837AM5
        
          
        
        4500000.00000000
        PA
        USD
        5374570.50000000
        0.014411342507
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-10-02
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-C
        N/A
        SOFI 2016-C A2B
        83402DAC5
        
          
        
        886197.67000000
        PA
        USD
        897168.09000000
        0.002405661369
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2032-12-27
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KSA Sukuk Ltd
        635400XBJFPNCGN9CK71
        KSA SUKUK LTD
        N/A
        
          
        
        63614000.00000000
        PA
        USD
        71315696.09000000
        0.191225498389
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-04-20
          Fixed
          3.62800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBRE Services Inc
        549300CTE3HOMEUMM603
        CBRE SERVICES IN
        12505BAD2
        
          
        
        10000000.00000000
        PA
        USD
        11812500.00000000
        0.031673969736
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ontario Teachers' Cadillac Fairview Properties Trust
        N/A
        CADILLAC FAIRVIE
        68327LAB2
        
          
        
        7000000.00000000
        PA
        USD
        7797090.00000000
        0.020907072397
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-03-20
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENDING
        N/A
        COPAR 2019-1 A4
        14042WAD2
        
          
        
        5890000.00000000
        PA
        USD
        6122576.07000000
        0.016417040351
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Government International Bond
        N/A
        SAUDI INT BOND
        N/A
        
          
        
        38750000.00000000
        PA
        USD
        43218506.63000000
        0.115885855752
        Long
        DBT
        NUSS
        SA
        
        N
        
        2
        
          2025-04-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -91790.11000000
        -0.00024612547
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            24796702.67000000
            USD
            20351688.38000000
            EUR
            2021-02-12
            -91790.11000000
          
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP
        68389XBX2
        
          
        
        2000000.00000000
        PA
        USD
        2218332.00000000
        0.005948222699
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-3
        N/A
        HAROT 2019-3 A4
        43815NAD6
        
          
        
        3520000.00000000
        PA
        USD
        3622858.62000000
        0.009714312320
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanley Black & Decker Inc
        549300DJ09SMTO561131
        STANLEY BLACK
        854502AL5
        
          
        
        54607000.00000000
        PA
        USD
        57373172.19000000
        0.153840094785
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (LNC)
        BVN3VXJ78
        
          
        
        1555000.00000000
        NC
        USD
        -5473.91000000
        -0.00001467771
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                LINCOLN NATL CRP
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-06-20
            0.00000000
            USD
            0.00000000
            USD
            1555000.00000000
            USD
            -8794.91000000
          
        
        
          N
          N
          N
        
      
      
        Santander Holdings USA Inc
        549300SMVCQN2P0O6I58
        SANTANDER HOLD
        80282KAP1
        
          
        
        13222000.00000000
        PA
        USD
        15128440.51000000
        0.040565313598
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-13
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Scotsman International Inc
        549300V3TCHCBOBTGH07
        WILLIAMS SCOTSM
        96950GAE2
        
          
        
        1379000.00000000
        PA
        USD
        1423817.50000000
        0.003817816076
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novartis Capital Corp
        5493002KF87V5RSRQS84
        NOVARTIS CAPITAL
        66989HAN8
        
          
        
        9700000.00000000
        PA
        USD
        10863311.30000000
        0.029128820601
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-17
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
        N/A
        MSBAM 2014-C16 C
        61763MAL4
        
          
        
        2400000.00000000
        PA
        USD
        2039760.00000000
        0.005469400762
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-06-15
          Variable
          4.76760000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MAC4
        
          
        
        34710000.00000000
        PA
        USD
        39372281.91000000
        0.105572610852
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2026-03-09
          Fixed
          3.78400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        INTESA SANPAOLO
        46115HBL0
        
          
        
        21525000.00000000
        PA
        USD
        23943785.78000000
        0.064202729835
        Long
        DBT
        CORP
        IT
        
        Y
        
        2
        
          2029-09-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide Inc
        549300CRGMZK3K53BF92
        ANHEUSER-BUSCH
        035240AQ3
        
          
        
        31000000.00000000
        PA
        USD
        37592646.00000000
        0.100800705332
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-23
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATION
        92840VAF9
        
          
        
        4945000.00000000
        PA
        USD
        5198431.25000000
        0.013939043732
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic Global Holdings SCA
        549300JXMTTP8GKYIX14
        MEDTRONIC GLOBAL
        N/A
        
          
        
        3760000.00000000
        PA
        
        4849258.30000000
        0.013002773387
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2040-10-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE
        05578AAJ7
        
          
        
        19800000.00000000
        PA
        USD
        21723570.00000000
        0.058249455979
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2028-01-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MAN0
        
          
        
        23965000.00000000
        PA
        USD
        26868215.96000000
        0.072044280144
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2027-01-11
          Fixed
          3.44600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Turkey Government International Bond
        N/A
        TURKEY REP OF
        900123CM0
        
          
        
        790000.00000000
        PA
        USD
        722297.79000000
        0.001936765150
        Long
        DBT
        NUSS
        TR
        
        N
        
        2
        
          2047-05-11
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAV3
        
          
        
        200000000.00000000
        PA
        USD
        196218760.00000000
        0.526139857444
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP
        05526DBB0
        
          
        
        48000000.00000000
        PA
        USD
        53181120.00000000
        0.142599550091
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oncor Electric Delivery Co LLC
        549300SP2X2BS1KERD24
        ONCOR ELECTRIC D
        68233JBK9
        
          
        
        19475000.00000000
        PA
        USD
        25332378.90000000
        0.067926095461
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-1
        N/A
        CARMX 2018-1 C
        14314AAF6
        
          
        
        1560000.00000000
        PA
        USD
        1605694.12000000
        0.004305499002
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMER INTL GROUP
        026874DP9
        
          
        
        2000000.00000000
        PA
        USD
        2466290.00000000
        0.006613095857
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MAR1
        
          
        
        19491000.00000000
        PA
        USD
        21837969.78000000
        0.058556206893
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2027-07-12
          Fixed
          3.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00912XAY0
        
          
        
        2427000.00000000
        PA
        USD
        2642238.50000000
        0.007084883156
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        EXELON CORP
        30161NAX9
        
          
        
        25075000.00000000
        PA
        USD
        29262976.35000000
        0.078465576916
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        14572.76000000
        0.000039075315
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            2058350.83000000
            USD
            1512822.50000000
            GBP
            2021-02-12
            14572.76000000
          
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE
        88033GCY4
        
          
        
        3474000.00000000
        PA
        USD
        3625987.50000000
        0.009722702081
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-01-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807CY1
        
          
        
        24342000.00000000
        PA
        USD
        26938147.33000000
        0.072231793718
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162CU2
        
          
        
        400000.00000000
        PA
        USD
        420412.40000000
        0.001127291397
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-21
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        VERISK ANALYTICS
        92345YAD8
        
          
        
        13000000.00000000
        PA
        USD
        14653249.00000000
        0.039291137809
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prologis LP
        GL16H1DHB0QSHP25F723
        PROLOGIS LP
        74340XBL4
        
          
        
        15000000.00000000
        PA
        USD
        18099435.00000000
        0.048531721180
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        AUTOMATIC DATA
        053015AF0
        
          
        
        12000000.00000000
        PA
        USD
        11652324.00000000
        0.031244474729
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        REPUBLIC SVCS
        760759AZ3
        
          
        
        21900000.00000000
        PA
        USD
        21465766.80000000
        0.057558183957
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Willis North America Inc
        5493004KVU1HWZCP0C66
        WILLIS NORTH AME
        970648AG6
        
          
        
        2000000.00000000
        PA
        USD
        2373018.00000000
        0.006362996852
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2015-GC31
        N/A
        CGCMT 2015-GC31 A4
        17323YAD1
        
          
        
        13449000.00000000
        PA
        USD
        15047279.16000000
        0.040347688020
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-06-10
          Fixed
          3.76200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Co
        EFWMP121W54QV9MGOP87
        SOUTHWESTERN ENE
        845467AP4
        
          
        
        1684000.00000000
        PA
        USD
        1797670.00000000
        0.004820262025
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-LC19 Mortgage Trust
        N/A
        COMM 2015-LC19 A4
        200474BC7
        
          
        
        10402500.00000000
        PA
        USD
        11358073.65000000
        0.030455473528
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-10
          Fixed
          3.18300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust 2012-C4
        N/A
        UBSBB 2012-C4 A5
        90270RBE3
        
          
        
        5703000.00000000
        PA
        USD
        5908193.94000000
        0.015842197338
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-12-10
          Fixed
          2.85020000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Holdings USA Inc
        549300SMVCQN2P0O6I58
        SANTANDER HOLD
        80282KBB1
        
          
        
        6925000.00000000
        PA
        USD
        7522225.85000000
        0.020170053242
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-02
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Financial Inc
        549300T065Z4KJ686G75
        ING US INC
        45685EAJ5
        
          
        
        3758000.00000000
        PA
        USD
        5004333.18000000
        0.013418590281
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-07-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        QORVO INC
        74736KAJ0
        
          
        
        1215000.00000000
        PA
        USD
        1245375.00000000
        0.003339341380
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        N/A
        TALLGRASS NRG
        87470LAJ0
        
          
        
        832000.00000000
        PA
        USD
        834080.00000000
        0.002236497327
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-12-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        WESTERN DIGITAL
        958102AM7
        
          
        
        4065000.00000000
        PA
        USD
        4491825.00000000
        0.012044353787
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastman Chemical Co
        FDPVHDGJ1IQZFK9KH630
        EASTMAN CHEMICAL
        277432AR1
        
          
        
        23057000.00000000
        PA
        USD
        25569060.15000000
        0.068560731207
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2018-49 ZD
        3136B2JD5
        
          
        
        2182625.17000000
        PA
        USD
        2317816.97000000
        0.006214981127
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-07-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-1
        N/A
        CARMX 2018-1 B
        14314AAE9
        
          
        
        5020000.00000000
        PA
        USD
        5157469.69000000
        0.013829209640
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          2.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC FINANCIAL
        693475AW5
        
          
        
        40332000.00000000
        PA
        USD
        46089514.00000000
        0.123584158444
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-23
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMER INTL GROUP
        026874DQ7
        
          
        
        14355000.00000000
        PA
        USD
        15282763.65000000
        0.040979114780
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-30
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ginnie Mae II Pool
        N/A
        G2SF 2 3/21
        21H020634
        
          
        
        101000000.00000000
        PA
        USD
        104708598.80000000
        0.280765036155
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
        N/A
        MSBAM 2014-C17 AS
        61763UBB7
        
          
        
        1380000.00000000
        PA
        USD
        1489903.20000000
        0.003995017893
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          4.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_18-B
        N/A
        NAROT 2018-B A4
        65479GAE9
        
          
        
        5220000.00000000
        PA
        USD
        5427288.81000000
        0.014552701081
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-12-16
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RMF6
        
          
        
        10968000.00000000
        PA
        USD
        10898868.70000000
        0.029224164010
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMWARE INC
        928563AC9
        
          
        
        56450000.00000000
        PA
        USD
        63299530.10000000
        0.169730996888
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-21
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PDP4
        
          
        
        30288000.00000000
        PA
        USD
        35621504.78000000
        0.095515298572
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP Operating LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING LP
        26884ABK8
        
          
        
        27426000.00000000
        PA
        USD
        32268060.30000000
        0.086523391780
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        INTEL CORP
        458140AU4
        
          
        
        5134000.00000000
        PA
        USD
        5563762.01000000
        0.014918639536
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-19
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UNICREDIT SPA
        N/A
        
          
        
        5222000.00000000
        PA
        
        6412238.87000000
        0.017193740521
        Long
        DBT
        CORP
        IT
        
        N
        
        2
        
          2026-01-20
          Variable
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government International Bond
        N/A
        INDONESIA (REP)
        N/A
        
          
        
        87775000.00000000
        PA
        USD
        91115163.52000000
        0.244315676775
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2022-04-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBK1
        
          
        
        39520000.00000000
        PA
        USD
        41352226.24000000
        0.110881622220
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-22
          Variable
          2.08300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC23
        N/A
        CGCMT 2014-GC23 C
        17322VAX4
        
          
        
        1250000.00000000
        PA
        USD
        1319087.50000000
        0.003536993655
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Variable
          4.43090000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS
        369550BL1
        
          
        
        22400000.00000000
        PA
        USD
        25505088.00000000
        0.068389196651
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_19-A
        N/A
        EDVES 2019-A A
        28166GAA3
        
          
        
        2923627.17000000
        PA
        USD
        3092167.26000000
        0.008291319552
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-11-25
          Variable
          3.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Communications Corp
        549300ZCZ76HYCS0H445
        FRONTIER COMM
        35906ABG2
        
          
        
        1330000.00000000
        PA
        USD
        1403150.00000000
        0.003762398360
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-05-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
        N/A
        JPMCC 2012-C8 A3
        46638UAC0
        
          
        
        3592156.82000000
        PA
        USD
        3695539.09000000
        0.009909197316
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Fixed
          2.82910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599EF8
        
          
        
        4145000.00000000
        PA
        USD
        4497325.00000000
        0.012059101455
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2019-23 ME
        38381RWP0
        
          
        
        3500000.00000000
        PA
        USD
        3877020.00000000
        0.010395819187
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE Capital Funding LLC
        549300XAGH9TOLX5XM67
        GE CAP FUNDING
        36166NAA1
        
          
        
        5000000.00000000
        PA
        USD
        5484815.00000000
        0.014706951477
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-LC14
        549300QGM7D5K3CV2643
        WFRBS 2014-LC14 A4
        96221TAD9
        
          
        
        884458.27000000
        PA
        USD
        953569.84000000
        0.002556896698
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-03-15
          Fixed
          3.76600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHM4
        
          
        
        30622000.00000000
        PA
        USD
        36016708.36000000
        0.096574995184
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-23
          Variable
          4.27100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clean Harbors Inc
        5493000SJVZVZJKHJF48
        CLEAN HARBORS IN
        184496AN7
        
          
        
        3965000.00000000
        PA
        USD
        4183075.00000000
        0.011216473308
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2014-LC16
        549300PX4QZK7CUM8D08
        WFCM 2014-LC16 C
        94988XBA3
        
          
        
        1450000.00000000
        PA
        USD
        1348674.00000000
        0.003616326726
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-08-15
          Fixed
          4.45800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6
        N/A
        JPMCC 2012-C6 A3
        46634SAC9
        
          
        
        2971600.41000000
        PA
        USD
        3057925.40000000
        0.008199503625
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-05-15
          Fixed
          3.50740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern California Edison Co
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CAL ED
        842400GU1
        
          
        
        10000000.00000000
        PA
        USD
        10246840.00000000
        0.027475817994
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967KY6
        
          
        
        53796000.00000000
        PA
        USD
        59371525.03000000
        0.159198466627
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BU7
        
          
        
        38300000.00000000
        PA
        USD
        39192811.30000000
        0.105091379388
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2030-07-17
          Fixed
          2.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        KIMCO REALTY
        49446RAP4
        
          
        
        7468000.00000000
        PA
        USD
        8091525.72000000
        0.021696570648
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraton Polymers LLC / Kraton Polymers Capital Corp
        N/A
        KRATON POLYMERS
        50076XAC5
        
          
        
        1105000.00000000
        PA
        USD
        1110525.00000000
        0.002977755364
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        96950FAQ7
        
          
        
        5116000.00000000
        PA
        USD
        5651445.68000000
        0.015153754026
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL
        911312BM7
        
          
        
        13435000.00000000
        PA
        USD
        15063281.70000000
        0.040390597139
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        STATE STREET CRP
        857477BN2
        
          
        
        14997000.00000000
        PA
        USD
        16819090.51000000
        0.045098612809
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-30
          Variable
          3.15200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XAS5
        
          
        
        5000000.00000000
        PA
        USD
        5505935.00000000
        0.014763582523
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Foods Inc
        5493000JOOFAOUY1JZ87
        US FOODS INC
        90290MAD3
        
          
        
        1645000.00000000
        PA
        USD
        1657337.50000000
        0.004443975265
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        DANONE
        QZ9814067
        
          
        
        1300000.00000000
        PA
        
        1727775.50000000
        0.004632847314
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2028-11-03
          Fixed
          1.20800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunoco Logistics Partners Operations LP
        5493006LL0CKP8WQW329
        SUNOCO LOGISTICS
        86765BAU3
        
          
        
        13741000.00000000
        PA
        USD
        15149452.50000000
        0.040621655027
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668BL5
        
          
        
        30000000.00000000
        PA
        USD
        30170550.00000000
        0.080899139694
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-11-24
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESLA AUTO LEASE TRUST TESLA_19-A
        N/A
        TESLA 2019-A A4
        88165GAD2
        
          
        
        7000000.00000000
        PA
        USD
        7187264.70000000
        0.019271890336
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2022-11-21
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BH1
        
          
        
        9000000.00000000
        PA
        USD
        10320705.00000000
        0.027673879181
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-11-23
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2017-BNK6
        N/A
        BANK 2017-BNK6 AS
        060352AJ0
        
          
        
        1310000.00000000
        PA
        USD
        1468483.80000000
        0.003937584037
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2060-07-15
          Fixed
          3.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services Inc
        42YMHYH0XMHJEXDUB065
        ARAMARK SERV INC
        038522AN8
        
          
        
        1140000.00000000
        PA
        USD
        1165650.00000000
        0.003125567223
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BX6
        
          
        
        20350000.00000000
        PA
        USD
        23078283.80000000
        0.061881977791
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-09-12
          Variable
          4.29200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQU
        785592AW6
        
          
        
        9148000.00000000
        PA
        USD
        10645985.00000000
        0.028546083107
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967LP4
        
          
        
        35260000.00000000
        PA
        USD
        39881140.34000000
        0.106937060927
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-24
          Variable
          3.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vmed O2 UK Financing I PLC
        213800MRR46ECNGZ7L69
        VMED O2 UK FIN
        92858RAA8
        
          
        
        1890000.00000000
        PA
        USD
        1885275.00000000
        0.005055165570
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2031-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        CROWN CASTLE INT
        22822VAT8
        
          
        
        13715000.00000000
        PA
        USD
        13917639.13000000
        0.037318677723
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-A
        N/A
        SOFI 2017-A A2B
        83404FAC8
        
          
        
        523894.98000000
        PA
        USD
        532409.16000000
        0.001427598867
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2040-03-26
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magna International Inc
        95RWVLFZX6VGDZNNTN43
        MAGNA INTL INC
        559222AV6
        
          
        
        35820000.00000000
        PA
        USD
        37649793.06000000
        0.100953939130
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-06-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GAZ5
        
          
        
        2112000.00000000
        PA
        USD
        2147996.93000000
        0.005759626645
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-08-16
          Fixed
          3.09500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PAJ5
        
          
        
        4235000.00000000
        PA
        USD
        4961217.80000000
        0.013302980948
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-07-24
          Variable
          3.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NAR6
        
          
        
        18876000.00000000
        PA
        USD
        21509239.75000000
        0.057674752076
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-07-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807DF1
        
          
        
        18700000.00000000
        PA
        USD
        19241982.10000000
        0.051595340420
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-13
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        WEYERHAEUSER CO
        962166BY9
        
          
        
        1335000.00000000
        PA
        USD
        1549826.87000000
        0.004155696878
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER
        05971KAG4
        
          
        
        27270000.00000000
        PA
        USD
        27645998.76000000
        0.074129822482
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2030-12-03
          Fixed
          2.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        67091GAC7
        
          
        
        2650000.00000000
        PA
        USD
        2732812.50000000
        0.007327747760
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-11-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHX0
        
          
        
        32946000.00000000
        PA
        USD
        35334156.70000000
        0.094744805079
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-22
          Variable
          2.88400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        HUNTINGTON BANCS
        446150AS3
        
          
        
        10000000.00000000
        PA
        USD
        10601900.00000000
        0.028427873841
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-04
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        KROGER CO
        501044DJ7
        
          
        
        22225000.00000000
        PA
        USD
        25585086.63000000
        0.068603704519
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967LD1
        
          
        
        20800000.00000000
        PA
        USD
        23663494.40000000
        0.063451158137
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-10
          Variable
          3.88700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential PLC
        5493001Z3ZE83NGK8Y12
        PRUDENTIAL PLC
        74435KAA3
        
          
        
        1500000.00000000
        PA
        USD
        1667088.00000000
        0.004470120199
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-04-14
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        60986.51000000
        0.000163528878
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            4281828.88000000
            EUR
            5258698.17000000
            USD
            2021-02-12
            60986.51000000
          
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00912XBF0
        
          
        
        3955000.00000000
        PA
        USD
        4521126.61000000
        0.012122922956
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government International Bond
        N/A
        INDONESIA (REP)
        N/A
        
          
        
        6400000.00000000
        PA
        USD
        7202067.84000000
        0.019311583391
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2023-10-17
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE
        05578AAP3
        
          
        
        15440000.00000000
        PA
        USD
        15416160.64000000
        0.041336804704
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2026-01-20
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico Government International Bond
        N/A
        UNITED MEXICAN
        91086QBF4
        
          
        
        3616000.00000000
        PA
        USD
        3977636.16000000
        0.010665610781
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2046-01-23
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newmont Corp
        549300VSP3RIX7FGDZ51
        NEWMONT CORP
        651639AY2
        
          
        
        14215000.00000000
        PA
        USD
        14589934.84000000
        0.039121367584
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAS4
        
          
        
        20000000.00000000
        PA
        USD
        19627180.00000000
        0.052628207859
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-01-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2019-BNK20
        N/A
        BANK 2019-BN20 A3
        06540AAD3
        
          
        
        7060000.00000000
        PA
        USD
        7820503.20000000
        0.020969852417
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2062-09-15
          Fixed
          3.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECH
        75513EAD3
        
          
        
        7984000.00000000
        PA
        USD
        8281994.82000000
        0.022207293400
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama Government International Bond
        N/A
        PANAMA
        698299AT1
        
          
        
        9236000.00000000
        PA
        USD
        13311385.00000000
        0.035693071377
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2034-04-28
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (LNC)
        BVN3VKX05
        
          
        
        1550000.00000000
        NC
        USD
        -5456.31000000
        -0.00001463051
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                LINCOLN NATL CRP
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-06-20
            0.00000000
            USD
            0.00000000
            USD
            1550000.00000000
            USD
            -8756.17000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
        N/A
        MSBAM 2014-C15 C
        61763KBF0
        
          
        
        1140000.00000000
        PA
        USD
        1198824.00000000
        0.003214519796
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-04-15
          Variable
          4.90070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPX Energy Inc
        ZXZE9GCS2BB547GJW219
        WPX ENERGY INC
        98212BAM5
        
          
        
        655000.00000000
        PA
        USD
        707400.00000000
        0.001896818301
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_19-B
        N/A
        NAVSL 2019-BA A2A
        63941LAB9
        
          
        
        6510000.00000000
        PA
        USD
        6817063.03000000
        0.018279233702
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2059-12-15
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PDZ2
        
          
        
        2000000.00000000
        PA
        USD
        2086130.00000000
        0.005593737014
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novelis Corp
        549300G5F3W3B52WYL23
        NOVELIS CORP
        670001AE6
        
          
        
        970000.00000000
        PA
        USD
        1018500.00000000
        0.002731000057
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-01-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_18-2A
        N/A
        SSTRT 2018-2A A4
        81378TAE0
        
          
        
        3370000.00000000
        PA
        USD
        3443840.07000000
        0.009234293007
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2023-06-26
          Fixed
          3.54400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET RENTAL CAR FUNDING AESOP_17-1
        N/A
        AESOP 2017-1A A
        05377RCQ5
        
          
        
        4220000.00000000
        PA
        USD
        4358732.50000000
        0.011687480321
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2023-09-20
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        17308CC53
        
          
        
        53773000.00000000
        PA
        USD
        57803393.90000000
        0.154993688811
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-05
          Variable
          2.97600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFLD 2014-MONT Mortgage Trust
        N/A
        WFLD 2014-MONT A
        92939GAA5
        
          
        
        4640000.00000000
        PA
        USD
        4715539.20000000
        0.012644219759
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2031-08-10
          Variable
          3.75480000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (LNC)
        BVN3YN6C0
        
          
        
        10000000.00000000
        NC
        USD
        -35202.00000000
        -0.00009439044
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                LINCOLN NATL CRP
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-06-20
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            USD
            -52085.15000000
          
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        IBM CORP
        459200KH3
        
          
        
        1271000.00000000
        PA
        USD
        1306837.12000000
        0.003504145556
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NBY6
        
          
        
        2000000.00000000
        PA
        USD
        2239170.00000000
        0.006004097592
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833DB3
        
          
        
        50615000.00000000
        PA
        USD
        56392550.41000000
        0.151210661170
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-12
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822AR5
        
          
        
        2750000.00000000
        PA
        USD
        3118797.00000000
        0.008362724384
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2027-07-25
          Fixed
          3.28700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        RANGE RESOURCES
        75281ABH1
        
          
        
        827000.00000000
        PA
        USD
        867316.25000000
        0.002325616817
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tractor Supply Co
        549300OJ9VZHZRO6I137
        TRACTOR SUPPLY
        892356AA4
        
          
        
        10000000.00000000
        PA
        USD
        9861780.00000000
        0.026443320319
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        SEMPRA ENERGY
        816851BA6
        
          
        
        6360000.00000000
        PA
        USD
        7078578.24000000
        0.018980459086
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M CO
        88579YBJ9
        
          
        
        10000000.00000000
        PA
        USD
        10678770.00000000
        0.028633992618
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-26
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW Finance Corp
        N/A
        CDW LLC/CDW FIN
        12513GBF5
        
          
        
        1462000.00000000
        PA
        USD
        1474792.50000000
        0.003954500149
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QAZ3
        
          
        
        2000000.00000000
        PA
        USD
        2264832.00000000
        0.006072907532
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-14
          Fixed
          3.58800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        ANTHEM INC
        036752AM5
        
          
        
        2000000.00000000
        PA
        USD
        2084894.00000000
        0.005590422811
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabra Health Care LP
        549300OVKLRFSIQG0H81
        CARE CAPITAL
        14162VAB2
        
          
        
        40846000.00000000
        PA
        USD
        46086868.57000000
        0.123577065003
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Element Solutions Inc
        549300FLGN6P5CU20J91
        ELEMENT SOLN INC
        28618MAA4
        
          
        
        1885000.00000000
        PA
        USD
        1889712.50000000
        0.005067064257
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-09-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C15
        549300UOGMFS1M8XVM16
        JPMBB 2013-C15 ASB
        46640NAF5
        
          
        
        0.01000000
        PA
        USD
        0.01000000
        0.000000000026
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-11-15
          Fixed
          3.65910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-Eleven Inc
        549300K23JPL0SS3LB18
        7-ELEVEN INC
        817826AC4
        
          
        
        8600000.00000000
        PA
        USD
        8607464.80000000
        0.023080006737
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-10
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agree LP
        549300DXY3G299V1BO77
        AGREE LP
        008513AA1
        
          
        
        3500000.00000000
        PA
        USD
        3692241.00000000
        0.009900353836
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK
        25466AAR2
        
          
        
        5788000.00000000
        PA
        USD
        6128965.29000000
        0.016434172369
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-06
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
        N/A
        NGLS 6.5 7/15/2027
        87612BBL5
        
          
        
        2440000.00000000
        PA
        USD
        2623000.00000000
        0.007033297153
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allentown Neighborhood Improvement Zone Development Authority
        N/A
        ALLENTOWN-TXBL-B
        018444AT6
        
          
        
        4000000.00000000
        PA
        USD
        4019680.00000000
        0.010778346892
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2021-05-01
          Fixed
          5.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00914AAB8
        
          
        
        5000000.00000000
        PA
        USD
        5486360.00000000
        0.014711094231
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -17481.86000000
        -0.00004687575
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AG
              7LTWFZYICNSX8D621K86
            
            7448589.30000000
            EUR
            9024359.97000000
            USD
            2021-02-12
            -17481.86000000
          
        
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        BALL CORP
        058498AR7
        
          
        
        940000.00000000
        PA
        USD
        977600.00000000
        0.002621331031
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP Midstream Operating LP
        549300Y6CTBSE0QIPL28
        DCP MIDSTREAM OP
        23311VAJ6
        
          
        
        988000.00000000
        PA
        USD
        1074450.00000000
        0.002881024066
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        INTEL CORP
        458140BH2
        
          
        
        53413000.00000000
        PA
        USD
        57070989.31000000
        0.153029823344
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172CS6
        
          
        
        15000000.00000000
        PA
        USD
        14800590.00000000
        0.039686217121
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2016-BNK1
        549300DNBJ7A0SEFVK31
        WFCM 2016-BNK1 A3
        95000GAY0
        
          
        
        4470000.00000000
        PA
        USD
        4831935.90000000
        0.012956325203
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-08-15
          Fixed
          2.65200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP CAPITAL PLC
        05565QDN5
        
          
        
        57280000.00000000
        PA
        USD
        64237801.60000000
        0.172246872706
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-09-19
          Fixed
          3.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        16159.94000000
        0.000043331170
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BANK OF MONTREAL
              NQQ6HPCNCCU6TUTQYE16
            
            11571957.93000000
            USD
            8457024.41000000
            GBP
            2021-02-12
            16159.94000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS
        09659W2L7
        
          
        
        8830000.00000000
        PA
        USD
        9213504.56000000
        0.024705038273
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2026-06-09
          Variable
          2.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hillenbrand Inc
        U246OE781574J2BUD366
        HILLENBRAND INC
        431571AD0
        
          
        
        1076000.00000000
        PA
        USD
        1159390.00000000
        0.003108781695
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Realty Investment Trust
        549300LI6XZ51GOCJ427
        FEDERAL REALTY I
        313747BA4
        
          
        
        1990000.00000000
        PA
        USD
        2202655.38000000
        0.005906187500
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Temasek Financial I Ltd
        549300XMGMDF3VRJMF12
        TEMASEK FINL I
        87973PAC8
        
          
        
        1000000.00000000
        PA
        USD
        1039864.00000000
        0.002788285364
        Long
        DBT
        CORP
        SG
        
        Y
        
        2
        
          2023-01-23
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VFE9
        
          
        
        20200000.00000000
        PA
        USD
        22150451.40000000
        0.059394093316
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        MARATHON PETRO
        56585ABH4
        
          
        
        46626000.00000000
        PA
        USD
        53095357.50000000
        0.142369587016
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark 2020-B16 Mortgage Trust
        N/A
        BMARK 2020-B16 A5
        08161NAF4
        
          
        
        13660000.00000000
        PA
        USD
        14879974.60000000
        0.039899078532
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-02-15
          Fixed
          2.73200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822AJ3
        
          
        
        11555000.00000000
        PA
        USD
        12567194.89000000
        0.033697604285
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2026-09-13
          Fixed
          2.75700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE2 Mortgage Trust
        N/A
        COMM 2012-CR2 A4
        12624KAD8
        
          
        
        2971000.00000000
        PA
        USD
        3052435.11000000
        0.008184781993
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          3.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidAmerican Energy Co
        NINLOILYRTLIMK26MZ18
        MIDAMERICAN ENER
        595620AT2
        
          
        
        6315000.00000000
        PA
        USD
        7389383.58000000
        0.019813850741
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BLACKROCK INC
        09247XAP6
        
          
        
        13488000.00000000
        PA
        USD
        15375402.82000000
        0.041227516919
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palisades Center Trust 2016-PLSD
        N/A
        PCT 2016-PLSD A
        69640GAA3
        
          
        
        8980000.00000000
        PA
        USD
        7617554.40000000
        0.020425666669
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2033-04-13
          Fixed
          2.71300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico Government International Bond
        N/A
        UNITED MEXICAN
        N/A
        
          
        
        8625000.00000000
        PA
        
        10149447.54000000
        0.027214670410
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2033-10-25
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bermuda Government International Bond
        N/A
        BERMUDA-GOVT OF
        085209AC8
        
          
        
        3517000.00000000
        PA
        USD
        3905311.97000000
        0.010471681113
        Long
        DBT
        NUSS
        BM
        
        Y
        
        2
        
          2024-02-06
          Fixed
          4.85400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2015-GC28
        5493002EPQ51IPGGFX73
        GSMS 2015-GC28 A4
        36251FAV8
        
          
        
        9110154.39000000
        PA
        USD
        9753240.19000000
        0.026152282295
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-10
          Fixed
          3.13600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        PHILLIPS 66
        718546AR5
        
          
        
        2000000.00000000
        PA
        USD
        2264864.00000000
        0.006072993337
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        N/A
        FH 789695
        31295NXY9
        
          
        
        169952.56000000
        PA
        USD
        176066.91000000
        0.000472104802
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-08-01
          Floating
          2.51300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXTAINER MARINE CONTAINERS LTD TMCL_19-1A
        N/A
        TMCL 2019-1A A
        88315LAC2
        
          
        
        4781600.20000000
        PA
        USD
        4828476.62000000
        0.012947049510
        Long
        ABS-CBDO
        CORP
        BM
        
        Y
        
        2
        
          2044-04-20
          Fixed
          3.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC
        893647BL0
        
          
        
        3009000.00000000
        PA
        USD
        3103031.25000000
        0.008320450193
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Financial Services AG
        529900USFSZYPS075O24
        VOLKSWAGEN FIN
        N/A
        
          
        
        9350000.00000000
        PA
        
        12539405.37000000
        0.033623089626
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2026-10-16
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (AMXLMM)
        BVN4YF9Y4
        
          
        
        -15000000.00000000
        NC
        USD
        176283.00000000
        0.000472684224
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                AMERICA MOVIL SA
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2022-12-20
            -54802.38000000
            USD
            0.00000000
            USD
            -15000000.00000000
            USD
            231085.38000000
          
        
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        CONAGRA BRANDS
        205887CF7
        
          
        
        10000000.00000000
        PA
        USD
        9970930.00000000
        0.026735994503
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-01
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP
        92857WBS8
        
          
        
        3000000.00000000
        PA
        USD
        3842868.00000000
        0.010304244210
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2049-06-19
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PAX4
        
          
        
        22800000.00000000
        PA
        USD
        27163623.60000000
        0.072836384495
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-05
          Variable
          4.45200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE17 Mortgage Trust
        N/A
        COMM 2014-CR17 A4
        12631DBA0
        
          
        
        981664.72000000
        PA
        USD
        1061101.03000000
        0.002845230214
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-10
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian National Railway Co
        3SU7BEP7TH9YEQOZCS77
        CANADIAN NATL RR
        136375CJ9
        
          
        
        10950000.00000000
        PA
        USD
        11948585.25000000
        0.032038867945
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-03-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        COOPERATIEVE RAB
        21684AAF3
        
          
        
        9462000.00000000
        PA
        USD
        10642261.49000000
        0.028536098909
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2015-C30
        N/A
        JPMBB 2015-C30 AS
        46644UBE7
        
          
        
        2245000.00000000
        PA
        USD
        2503107.65000000
        0.006711818493
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-07-15
          Variable
          4.22630000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DLL SECURITIZATION TRUST DLL_19-MT3
        N/A
        DLL 2019-MT3 A4
        23291RAD2
        
          
        
        3790000.00000000
        PA
        USD
        3893270.30000000
        0.010439392648
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2026-09-21
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236THX6
        
          
        
        25000000.00000000
        PA
        USD
        24867900.00000000
        0.066680644403
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-10
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP
        05526DBP9
        
          
        
        62771000.00000000
        PA
        USD
        73372394.19000000
        0.196740316876
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-02
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA FINANCE
        26884TAP7
        
          
        
        9000000.00000000
        PA
        USD
        10077003.00000000
        0.027020418036
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-11-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC24
        N/A
        GSMS 2014-GC24 C
        36253GAM4
        
          
        
        4615000.00000000
        PA
        USD
        3825696.55000000
        0.010258200782
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-09-10
          Variable
          4.53150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        SYSCO CORP
        871829BP1
        
          
        
        3300000.00000000
        PA
        USD
        3908391.30000000
        0.010479938011
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argenta Spaarbank NV
        A6NZLYKYN1UV7VVGFX65
        ARGENTA SPBNK
        N/A
        
          
        
        12500000.00000000
        PA
        
        15582402.14000000
        0.041782563708
        Long
        DBT
        CORP
        BE
        
        N
        
        2
        
          2027-01-29
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        PROGRESSIVE CORP
        743315AV5
        
          
        
        1070000.00000000
        PA
        USD
        1268180.05000000
        0.003400490711
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE6 Mortgage Trust
        N/A
        COMM 2013-CR6 AM
        12624XAM0
        
          
        
        9240000.00000000
        PA
        USD
        9603316.80000000
        0.025750278577
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-03-10
          Fixed
          3.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD Ameritrade Holding Corp
        ZI85ER3E6RXD4HPHW309
        TD AMERITRADE
        87236YAD0
        
          
        
        42947000.00000000
        PA
        USD
        47704196.24000000
        0.127913758140
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFC
        101137BA4
        
          
        
        28000000.00000000
        PA
        USD
        29583064.00000000
        0.079323858104
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Belrose Funding Trust
        N/A
        BELROSE FUNDING
        080807AA8
        
          
        
        15000000.00000000
        PA
        USD
        15324900.00000000
        0.041092098947
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-08-15
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Turkey Government International Bond
        N/A
        TURKEY REP OF
        900123BZ2
        
          
        
        23191000.00000000
        PA
        USD
        24259084.70000000
        0.065048170550
        Long
        DBT
        NUSS
        TR
        
        N
        
        2
        
          2022-09-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABP9
        
          
        
        2000000.00000000
        PA
        USD
        2000128.00000000
        0.005363131745
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        BAYER AG
        N/A
        
          
        
        3000000.00000000
        PA
        
        3688410.60000000
        0.009890083024
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2024-07-06
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc
        549300AP2Q7ERHX6RI89
        BERRY GLOBAL ESC
        085770AB1
        
          
        
        2085000.00000000
        PA
        USD
        2217918.75000000
        0.005947114613
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthcare Realty Trust Inc
        549300CB86LH2IOKHH22
        HEALTHCARE RLTY
        421946AM6
        
          
        
        15000000.00000000
        PA
        USD
        14853690.00000000
        0.039828599156
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARL FIRST LLC ARLFR_14-1A
        N/A
        ARLFR 2014-1A A1
        00214MAA1
        
          
        
        2971740.74000000
        PA
        USD
        2945303.84000000
        0.007897520820
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2044-06-15
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp Trust 2012-ALOHA
        N/A
        GSMS 2012-ALOH A
        36192HAA2
        
          
        
        5430000.00000000
        PA
        USD
        5508192.00000000
        0.014769634430
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2034-04-10
          Fixed
          3.55100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
        N/A
        MSBAM 2013-C7 A4
        61690KAE2
        
          
        
        2470000.00000000
        PA
        USD
        2565811.30000000
        0.006879951700
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-02-15
          Fixed
          2.91800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix Inc
        549300EVUN2BTLJ3GT74
        EQUINIX INC
        29444UBG0
        
          
        
        15000000.00000000
        PA
        USD
        15409605.00000000
        0.041319226448
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABE4
        
          
        
        110135000.00000000
        PA
        USD
        123967625.60000000
        0.332406080136
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN CREDIT CARD TRUST GCCT_18-4A
        N/A
        GCCT 2018-4A A
        380881ER9
        
          
        
        13328000.00000000
        PA
        USD
        14355267.60000000
        0.038492132192
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2025-08-15
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        N/A
        LEVEL 3 FIN INC
        527298BR3
        
          
        
        1645000.00000000
        PA
        USD
        1686125.00000000
        0.004521165902
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-07-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        CANADIAN NATL RE
        136385AT8
        
          
        
        9250000.00000000
        PA
        USD
        10001562.50000000
        0.026818132312
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-04-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        18764.56000000
        0.000050315183
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            7741090.97000000
            USD
            6392500.33000000
            EUR
            2021-02-12
            18764.56000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (LNC)
        BVN442DK1
        
          
        
        3165000.00000000
        NC
        USD
        -24831.96000000
        -0.00006658427
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                LINCOLN NATL CRP
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-12-20
            0.00000000
            USD
            0.00000000
            USD
            3165000.00000000
            USD
            -26136.17000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (MET)
        BVN442EC8
        
          
        
        -3165000.00000000
        NC
        USD
        25061.10000000
        0.000067198689
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                METLIFE INC
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-12-20
            0.00000000
            USD
            0.00000000
            USD
            -3165000.00000000
            USD
            24013.81000000
          
        
        
          N
          N
          N
        
      
      
        DTE Electric Co
        9N0FWODEJVKHC2DYLO03
        DTE ELECTRIC CO
        23338VAM8
        
          
        
        20126000.00000000
        PA
        USD
        21845585.57000000
        0.058576627828
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sharjah Sukuk Program Ltd
        549300N3BQ9P6RRMVV02
        SHARJAH SUKUK
        N/A
        
          
        
        3720000.00000000
        PA
        USD
        4039725.82000000
        0.010832097639
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-03
          Fixed
          3.85400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON
        075887BW8
        
          
        
        40444000.00000000
        PA
        USD
        46170142.41000000
        0.123800355000
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        CONSTELLATION BR
        21036PAP3
        
          
        
        4215000.00000000
        PA
        USD
        4960561.85000000
        0.013301222088
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (MCD)
        BVN4F0M72
        
          
        
        12325000.00000000
        NC
        USD
        -154275.72000000
        -0.00041367403
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                MCDONALDS CORPORATION
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2022-06-20
            -108187.89000000
            USD
            0.00000000
            USD
            12325000.00000000
            USD
            -46087.83000000
          
        
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors Inc
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE
        681936BH2
        
          
        
        23324000.00000000
        PA
        USD
        26689676.52000000
        0.071565545513
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KazMunayGas National Co JSC
        2138001H1M69RFJCSH88
        KAZMUNAYGAS NAT
        48667QAS4
        
          
        
        5400000.00000000
        PA
        USD
        7452000.00000000
        0.019981750051
        Long
        DBT
        CORP
        KZ
        
        Y
        
        2
        
          2048-10-24
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        WASTE MANAGEMENT
        94106LBP3
        
          
        
        17800000.00000000
        PA
        USD
        17173351.00000000
        0.046048524855
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Electric Co
        9N0FWODEJVKHC2DYLO03
        DTE ELECTRIC CO
        23338VAK2
        
          
        
        24694000.00000000
        PA
        USD
        26133215.71000000
        0.070073454690
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2014-LC16
        549300PX4QZK7CUM8D08
        WFCM 2014-LC16 B
        94988XAZ9
        
          
        
        2400000.00000000
        PA
        USD
        2412024.00000000
        0.006467587316
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-08-15
          Fixed
          4.32200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_18-1A
        N/A
        SSTRT 2018-1A A4
        81376QAE8
        
          
        
        2350000.00000000
        PA
        USD
        2387193.69000000
        0.006401007466
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2022-11-25
          Fixed
          3.29800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00912XAV6
        
          
        
        2000000.00000000
        PA
        USD
        2175822.00000000
        0.005834236629
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIMAC Premier Series 2018-1
        N/A
        RESI 2018-1A A1
        76119HAA8
        
          
        
        4150745.12000000
        PA
        USD
        4145961.39000000
        0.011116957087
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2049-11-10
          Floating
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468P7
        
          
        
        31735000.00000000
        PA
        USD
        36170569.22000000
        0.096987556812
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-01
          Variable
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GBH4
        
          
        
        23665000.00000000
        PA
        USD
        25684097.80000000
        0.068869192502
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-19
          Fixed
          2.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        3213.27000000
        0.000008616043
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            1642531.39000000
            EUR
            1997081.97000000
            USD
            2021-02-12
            3213.27000000
          
        
        
          N
          N
          N
        
      
      
        Petronas Capital Ltd
        549300G7YFX3540OYR85
        PETRONAS CAP LTD
        BH7872303
        
          
        
        28770000.00000000
        PA
        USD
        32452488.08000000
        0.087017915372
        Long
        DBT
        CORP
        MY
        
        N
        
        2
        
          2030-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Arkansas LLC
        549300A0I5ONUIFMLP35
        ENTERGY ARKANSAS
        29364DAU4
        
          
        
        24212000.00000000
        PA
        USD
        27168527.32000000
        0.072849533302
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        CRED AGRICOLE SA
        22535WAH0
        
          
        
        13890000.00000000
        PA
        USD
        13886680.29000000
        0.037235664867
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2027-01-26
          Variable
          1.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE
        225401AT5
        
          
        
        9920000.00000000
        PA
        USD
        9907084.16000000
        0.026564798634
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2027-02-02
          Variable
          1.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        ROPER TECHNOLOGI
        776743AN6
        
          
        
        15000000.00000000
        PA
        USD
        15122730.00000000
        0.040550001469
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        BEST BUY CO INC
        08652BAA7
        
          
        
        14000000.00000000
        PA
        USD
        16591666.00000000
        0.044488798033
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romanian Government International Bond
        N/A
        ROMANIA
        77586TAC0
        
          
        
        1000000.00000000
        PA
        USD
        1091310.40000000
        0.002926233446
        Long
        DBT
        NUSS
        RO
        
        N
        
        2
        
          2023-08-22
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIR
        844741BF4
        
          
        
        7200000.00000000
        PA
        USD
        7273180.80000000
        0.019502265274
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-10
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        IBM CORP
        459200JZ5
        
          
        
        115734000.00000000
        PA
        USD
        129647772.95000000
        0.347636794656
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENDING
        N/A
        SOFI 2018-B A2FX
        83404RAB4
        
          
        
        7412775.41000000
        PA
        USD
        7636003.73000000
        0.020475136597
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2047-08-25
          Fixed
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS Mortgage Trust 2020-C6
        N/A
        BBCMS 2020-C6 A4
        05492TBP4
        
          
        
        7285000.00000000
        PA
        USD
        7867290.05000000
        0.021095306408
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-02-15
          Fixed
          2.63900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (INDON)
        N/A
        
          
        
        -7873000.00000000
        NC
        USD
        89232.58000000
        0.000239267728
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                INDONESIA (REP)
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            -7873000.00000000
            USD
            61356.95000000
          
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        CENTENE CORP
        15135BAP6
        
          
        
        1300000.00000000
        PA
        USD
        1334125.00000000
        0.003577315121
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66 Partners LP
        549300TL5L4IG0H4FX64
        PHILLIPS 66 PTNR
        718549AB4
        
          
        
        7605000.00000000
        PA
        USD
        8246725.11000000
        0.022112721402
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          3.60500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAR6
        
          
        
        19000000.00000000
        PA
        USD
        21558179.00000000
        0.057805977500
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YAK5
        
          
        
        1879000.00000000
        PA
        USD
        2123262.48000000
        0.005693303833
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2027-02-28
          Fixed
          3.66300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Property Partners Europe Holdings Sarl
        213800Y3B5GQFBGVHP79
        BLACKSTONE PROP
        N/A
        
          
        
        18700000.00000000
        PA
        
        22926573.22000000
        0.061475181912
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-09-12
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB International Finance III LLC
        N/A
        LYB INT FIN III
        50249AAF0
        
          
        
        8555000.00000000
        PA
        USD
        8596149.55000000
        0.023049666091
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE15 Mortgage Trust
        N/A
        COMM 2014-CR15 AM
        12591RBC3
        
          
        
        1300000.00000000
        PA
        USD
        1423110.00000000
        0.003815918990
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-10
          Variable
          4.42600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        VEREIT OPERATING
        92340LAA7
        
          
        
        2600000.00000000
        PA
        USD
        3058491.80000000
        0.008201022367
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harley-Davidson Inc
        ZDNAWZWXIKMWI51R2A08
        HARLEY-DAVIDSON
        412822AD0
        
          
        
        17000000.00000000
        PA
        USD
        18510620.00000000
        0.049634270280
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-28
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPG Industries Inc
        549300BKPEP01R3V6C59
        PPG INDUSTRIES
        693506BS5
        
          
        
        10435000.00000000
        PA
        USD
        11134364.14000000
        0.029855620132
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RPM International Inc
        549300TJCKW4BRXPJ474
        RPM INTL INC
        749685AV5
        
          
        
        15392000.00000000
        PA
        USD
        17355418.91000000
        0.046536720704
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        TRUIST FINANCIAL
        89788MAB8
        
          
        
        11250000.00000000
        PA
        USD
        11497050.00000000
        0.030828123916
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-05
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        CONSTELLATION BR
        21036PBF4
        
          
        
        7220000.00000000
        PA
        USD
        7739327.38000000
        0.020752188039
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN
        35671DCH6
        
          
        
        2560000.00000000
        PA
        USD
        2835200.00000000
        0.007602289015
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER
        03027XAR1
        
          
        
        10000000.00000000
        PA
        USD
        11181550.00000000
        0.029982144026
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBW5
        
          
        
        30875000.00000000
        PA
        USD
        30833751.00000000
        0.082677443051
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-04
          Variable
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBQ2
        
          
        
        36000000.00000000
        PA
        USD
        36810000.00000000
        0.098702122837
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        JUNIPER NETWORKS
        48203RAM6
        
          
        
        30357000.00000000
        PA
        USD
        34149105.37000000
        0.091567215240
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MAY6
        
          
        
        13366000.00000000
        PA
        USD
        15062720.14000000
        0.040389091375
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2028-01-17
          Fixed
          3.54400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park River Holdings Inc
        N/A
        PARK RIVER HOLD
        70082LAA5
        
          
        
        2470000.00000000
        PA
        USD
        2451475.00000000
        0.006573371001
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        IBM CORP
        459200KA8
        
          
        
        35444000.00000000
        PA
        USD
        40164325.59000000
        0.107696392232
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP
        05526DBS3
        
          
        
        2000000.00000000
        PA
        USD
        2030902.00000000
        0.005445648972
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-25
          Fixed
          2.72600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PacifiCorp
        SGY07Y7FNYBNLM6Z1M11
        PACIFICORP
        695114CU0
        
          
        
        19585000.00000000
        PA
        USD
        22420516.30000000
        0.060118243790
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxalta Inc
        5493000JW8DCO3T45R55
        BAXALTA INC
        07177MAB9
        
          
        
        13504000.00000000
        PA
        USD
        15199278.66000000
        0.040755258607
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endeavor Energy Resources LP / EER Finance Inc
        N/A
        ENDEAVOR ENERGY
        29260FAF7
        
          
        
        658000.00000000
        PA
        USD
        699125.00000000
        0.001874629764
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY RAIL LEASING LP TRL_18-1
        N/A
        TRL 2018-1A A2
        89657AAB2
        
          
        
        10260000.00000000
        PA
        USD
        10656708.03000000
        0.028574835778
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2048-06-17
          Fixed
          4.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        ENTERGY CORP
        29364GAL7
        
          
        
        9400000.00000000
        PA
        USD
        10031933.80000000
        0.026899569742
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP Transmission Co LLC
        549300X123Z1I0LA3Y84
        AEP TRANSMISSION
        00115AAE9
        
          
        
        14300000.00000000
        PA
        USD
        15964276.90000000
        0.042806520499
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puget Energy Inc
        SYBSJ96YIDMIUY7WDR33
        PUGET ENERGY
        745310AH5
        
          
        
        13665000.00000000
        PA
        USD
        15067151.99000000
        0.040400974912
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heathrow Funding Ltd
        7TI96JO3DYEIQWZ7Z726
        HEATHROW FNDG
        N/A
        
          
        
        641000.00000000
        PA
        
        914679.54000000
        0.002452616471
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2031-10-13
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C
        N/A
        SMB 2018-C A2A
        78449QAB3
        
          
        
        12328385.93000000
        PA
        USD
        12968335.18000000
        0.034773219558
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2035-11-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YBA6
        
          
        
        10620000.00000000
        PA
        USD
        11428628.04000000
        0.030644657665
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2030-09-13
          Variable
          2.86900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        CONSTELLATION BR
        21036PAS7
        
          
        
        19885000.00000000
        PA
        USD
        22480887.33000000
        0.060280122323
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-09
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kellogg Co
        LONOZNOJYIBXOHXWDB86
        KELLOGG CO
        487836BW7
        
          
        
        16000000.00000000
        PA
        USD
        18954032.00000000
        0.050823232673
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967KN0
        
          
        
        39669000.00000000
        PA
        USD
        44022910.76000000
        0.118042780371
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
        N/A
        AXALTA COAT/BV
        05454NAA7
        
          
        
        1319000.00000000
        PA
        USD
        1381652.50000000
        0.003704755087
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2027-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2017-P8
        N/A
        CGCMT 2017-P8 A3
        17326DAC6
        
          
        
        1530000.00000000
        PA
        USD
        1678379.40000000
        0.004500396895
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-15
          Fixed
          3.20300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        13928.81000000
        0.000037348631
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            3076635.00000000
            USD
            2545979.12000000
            EUR
            2021-02-12
            13928.81000000
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
        N/A
        JPMCC 2013-C16 A4
        46641BAD5
        
          
        
        29563000.00000000
        PA
        USD
        32225443.78000000
        0.086409120088
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Fixed
          4.16640000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        SUNCOR ENERGY
        867224AD9
        
          
        
        18215000.00000000
        PA
        USD
        19718447.89000000
        0.052872933056
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-05-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoQ Sukuk A QSC
        N/A
        SOQ SUKUK A Q.S.
        N/A
        
          
        
        1000000.00000000
        PA
        USD
        1052830.70000000
        0.002823054199
        Long
        DBT
        CORP
        QA
        
        N
        
        2
        
          2023-01-18
          Fixed
          3.24100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        LAMB WESTON HLD
        513272AA2
        
          
        
        1310000.00000000
        PA
        USD
        1359125.00000000
        0.003644349978
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-11-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NDP3
        
          
        
        2000000.00000000
        PA
        USD
        1835156.00000000
        0.004920776770
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-08-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMC Corp
        CKDHZ2X64EEBQCSP7013
        FMC CORP
        302491AT2
        
          
        
        14475000.00000000
        PA
        USD
        16033306.13000000
        0.042991615081
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD Ameritrade Holding Corp
        ZI85ER3E6RXD4HPHW309
        TD AMERITRADE
        87236YAF5
        
          
        
        20837000.00000000
        PA
        USD
        23422767.52000000
        0.062805674462
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Performance Food Group Inc
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD
        71376LAB6
        
          
        
        1645000.00000000
        PA
        USD
        1653225.00000000
        0.004432948031
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 10yr Ultra Fut Mar21
        N/A
        
          
        
        39.00000000
        NC
        USD
        5999296.88000000
        0.016086480238
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                N/A
                Ultra 10-Year US Treasury Note Futures
                
                  
                
              
            
            2021-03-22
            6030908.19000000
            USD
            -31611.31000000
          
        
        
          N
          N
          N
        
      
      
        Consolidated Edison Co of New York Inc
        VZFZPMWDHTQCFKYOBP05
        CON EDISON CO
        209111FX6
        
          
        
        10000000.00000000
        PA
        USD
        11223830.00000000
        0.030095513375
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA EL&PWR
        927804FV1
        
          
        
        56282000.00000000
        PA
        USD
        62129643.52000000
        0.166594069724
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODU
        29379VBJ1
        
          
        
        2000000.00000000
        PA
        USD
        2433640.00000000
        0.006525548335
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-05-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_16-B
        N/A
        SMB 2016-B A2B
        78449GAC3
        
          
        
        2113602.31000000
        PA
        USD
        2140015.79000000
        0.005738226062
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2032-02-17
          Floating
          1.57650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qantas Airways Ltd
        YLXNW6TI6QSK1H8H0N82
        QANTAS AIRWAYS
        QZ7279925
        
          
        
        25000000.00000000
        PA
        
        20892670.99000000
        0.056021488140
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2026-10-12
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Oil Corp
        1FRVQX2CRLGC1XLP5727
        MARATHON OIL COR
        565849AL0
        
          
        
        9000000.00000000
        PA
        USD
        9663750.00000000
        0.025912323813
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar Government International Bond
        N/A
        QATAR STATE OF
        N/A
        
          
        
        775000.00000000
        PA
        USD
        779979.84000000
        0.002091433468
        Long
        DBT
        NUSS
        QA
        
        N
        
        2
        
          2021-06-02
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        AUTODESK INC
        052769AG1
        
          
        
        15000000.00000000
        PA
        USD
        16236960.00000000
        0.043537691399
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP
        58013MFR0
        
          
        
        2000000.00000000
        PA
        USD
        2459698.00000000
        0.006595420107
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468X0
        
          
        
        10715000.00000000
        PA
        USD
        10688030.35000000
        0.028658823268
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-04-28
          Variable
          1.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        SHERWIN-WILLIAMS
        824348AW6
        
          
        
        23878000.00000000
        PA
        USD
        27012775.47000000
        0.072431901184
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818FJ2
        
          
        
        37190000.00000000
        PA
        USD
        39524453.49000000
        0.105980642853
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-05
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        82156.75000000
        0.000220294638
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              HSBC BANK USA, N.A.
              1IE8VN30JCEQV1H4R804
            
            14460742.80000000
            USD
            10613428.16000000
            GBP
            2021-02-12
            82156.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SWP: OIS 0.046500 31-JUL-2021
        N/A
        
          
        
        100000
        NC
        USD
        3.25000000
        0.000000008714
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
            
              
                
              
            
            2021-07-31
            0.00000000
            USD
            0.00000000
            USD
            100000
            USD
            3.25000000
          
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GBM3
        
          
        
        2000000.00000000
        PA
        USD
        2153028.00000000
        0.005773116928
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-04-15
          Fixed
          3.45200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        CENTENE CORP
        15135BAW1
        
          
        
        3350000.00000000
        PA
        USD
        3517500.00000000
        0.009431804321
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-SCHATZ FUT   Mar21
        N/A
        
          
        
        -350.00000000
        NC
        
        -47707058.85000000
        -0.12792143392
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                N/A
                Eurex 2 Year Euro SCHATZ Future
                
                  
                
              
            
            2021-03-08
            -47750721.99000000
            EUR
            8256.99000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
        N/A
        MSBAM 2016-C29 A4
        61766EBE4
        
          
        
        20409000.00000000
        PA
        USD
        22609294.29000000
        0.060624432009
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-05-15
          Fixed
          3.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
        N/A
        MSBAM 2014-C15 A4
        61763KBA1
        
          
        
        11275000.00000000
        PA
        USD
        12341953.25000000
        0.033093642644
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-04-15
          Fixed
          4.05100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL
        14448CAQ7
        
          
        
        15000000.00000000
        PA
        USD
        15909450.00000000
        0.042659507964
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          2.72200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE12 Mortgage Trust
        549300MGZ5FI5VFL1177
        COMM 2013-CR12 A3
        12591KAD7
        
          
        
        5578916.89000000
        PA
        USD
        5932285.49000000
        0.015906796282
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-10-10
          Fixed
          3.76500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC
        023135BT2
        
          
        
        2000000.00000000
        PA
        USD
        1967014.00000000
        0.005274340055
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-03
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton USA Trust 2016-HHV
        N/A
        HILT 2016-HHV A
        43300LAA8
        
          
        
        7780000.00000000
        PA
        USD
        8625763.80000000
        0.023129073571
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2038-11-05
          Fixed
          3.71900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTPC Ltd
        335800Q4TRGJXNLVMB81
        NTPC LTD
        N/A
        
          
        
        6250000.00000000
        PA
        USD
        6822196.25000000
        0.018292997888
        Long
        DBT
        CORP
        IN
        
        N
        
        2
        
          2026-02-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nestle Finance International Ltd
        0KLLMNHINTFDRMU6DI05
        NESTLE FIN INTL
        N/A
        
          
        
        2000000.00000000
        PA
        
        2457181.73000000
        0.006588672995
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-11-12
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        OTIS WORLDWIDE
        68902VAM9
        
          
        
        2000000.00000000
        PA
        USD
        2176028.00000000
        0.005834788996
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-02-15
          Fixed
          3.36200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2015-UBS8
        N/A
        MSC 2015-UBS8 C
        61691ABQ5
        
          
        
        1610000.00000000
        PA
        USD
        1510550.30000000
        0.004050380909
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-12-15
          Variable
          4.58310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Double Eagle III Midco 1 LLC / Double Eagle Finance Corp
        N/A
        DOUBLE EAGLE III
        25858GAA2
        
          
        
        3310000.00000000
        PA
        USD
        3425850.00000000
        0.009186054537
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-12-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG Resources August 2006 Pty Ltd
        549300EFD6S2NFE9D745
        FMG RES AUG 2006
        30251GBA4
        
          
        
        550000.00000000
        PA
        USD
        602250.00000000
        0.001614869695
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2027-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Retail Properties Inc
        5493008JKH5SOTI0JS97
        NATIONAL RETAIL
        637417AN6
        
          
        
        22685000.00000000
        PA
        USD
        23403365.90000000
        0.062753651069
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        LOWE'S COS INC
        548661DW4
        
          
        
        2000000.00000000
        PA
        USD
        2833172.00000000
        0.007596851148
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MQ1
        
          
        
        25190000.00000000
        PA
        USD
        27235428.00000000
        0.073028920401
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-08
          Variable
          3.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558BX0
        
          
        
        23200000.00000000
        PA
        USD
        23153808.80000000
        0.062084490093
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-01
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        PFIZER INC
        717081ET6
        
          
        
        45721000.00000000
        PA
        USD
        52513997.58000000
        0.140810731861
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama Government International Bond
        N/A
        PANAMA
        698299AK0
        
          
        
        5000000.00000000
        PA
        USD
        7662500.00000000
        0.020546183543
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2029-04-01
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unilever Capital Corp
        MYF1DAS6G5WY7PRWCU78
        UNILEVER CAPITAL
        904764BH9
        
          
        
        33983000.00000000
        PA
        USD
        35806323.88000000
        0.096010871446
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-06
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY
        65339KBR0
        
          
        
        15000000.00000000
        PA
        USD
        15526065.00000000
        0.041631501624
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENER
        15189TAX5
        
          
        
        1195000.00000000
        PA
        USD
        1288868.45000000
        0.003455964468
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US LONG BOND(CBT) Mar21
        N/A
        
          
        
        -1103.00000000
        NC
        USD
        -186096781.25000000
        -0.49899884168
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                N/A
                CBOT US Long Bond Future
                
                  
                
              
            
            2021-03-22
            -191282480.10000000
            USD
            5185698.85000000
          
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122CP1
        
          
        
        59317000.00000000
        PA
        USD
        68243911.92000000
        0.182988833937
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-26
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMWARE INC
        928563AE5
        
          
        
        9300000.00000000
        PA
        USD
        10769353.50000000
        0.028876882695
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co Ltd
        353800DRBDH1LUTNAY26
        NISSAN MOTOR CO
        654744AC5
        
          
        
        72000000.00000000
        PA
        USD
        79269408.00000000
        0.212552535877
        Long
        DBT
        CORP
        JP
        
        Y
        
        2
        
          2027-09-17
          Fixed
          4.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP
        05526DBR5
        
          
        
        39000000.00000000
        PA
        USD
        39753519.00000000
        0.106594857798
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.25900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McCormick & Co Inc/MD
        549300JQQA6MQ4OJP259
        MCCORMICK
        579780AQ0
        
          
        
        11740000.00000000
        PA
        USD
        12411175.80000000
        0.033279255592
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH
        071734AD9
        
          
        
        2715000.00000000
        PA
        USD
        2928806.25000000
        0.007853284277
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2028-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C20
        549300UVB571ELWL8972
        WFRBS 2014-C20 A5
        92890FAU0
        
          
        
        8175000.00000000
        PA
        USD
        8991192.00000000
        0.024108930650
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-15
          Fixed
          3.99500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE18 Mortgage Trust
        N/A
        COMM 2014-CR18 A4
        12632QAW3
        
          
        
        6048049.28000000
        PA
        USD
        6504314.12000000
        0.017440630569
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MAF7
        
          
        
        51114000.00000000
        PA
        USD
        55117350.71000000
        0.147791348010
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2026-07-14
          Fixed
          2.63200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE ENERGY CO
        233331AZ0
        
          
        
        17355000.00000000
        PA
        USD
        19874946.00000000
        0.053292566190
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        TORONTO DOM BANK
        891160MJ9
        
          
        
        11160000.00000000
        PA
        USD
        12582900.00000000
        0.033739715877
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-09-15
          Variable
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zayo Group Holdings Inc
        529900Z6OTS7RT0V0I47
        ZAYO GROUP HOLDI
        98919VAB1
        
          
        
        1665000.00000000
        PA
        USD
        1731600.00000000
        0.004643102306
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172CJ6
        
          
        
        25460000.00000000
        PA
        USD
        28600541.92000000
        0.076689329035
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2015-420
        N/A
        MSC 2015-420 A
        61765BAA0
        
          
        
        4274225.81000000
        PA
        USD
        4583551.53000000
        0.012290308778
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2050-10-12
          Fixed
          3.72700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC
        437076CD2
        
          
        
        2000000.00000000
        PA
        USD
        2235926.00000000
        0.005995399149
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        DOLLAR GENERAL
        256677AF2
        
          
        
        4650000.00000000
        PA
        USD
        5424955.05000000
        0.014546443350
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Florida LLC
        7MOHLM3DKE63RX2ZCN83
        DUKE ENERGY FLA
        26444HAE1
        
          
        
        28923000.00000000
        PA
        USD
        33491416.77000000
        0.089803692801
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co Inc
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC
        432833AG6
        
          
        
        6145000.00000000
        PA
        USD
        6475293.75000000
        0.017362815515
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        North American Development Bank
        5493008W785ZKQMVNG08
        NA DEV BANK
        656836AB9
        
          
        
        343000.00000000
        PA
        USD
        352130.32000000
        0.000944200220
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2022-10-26
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-1
        N/A
        SDART 2018-1 C
        80285TAF1
        
          
        
        2076639.94000000
        PA
        USD
        2083896.14000000
        0.005587747155
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mylan Inc
        30ZMPDNA1RHIBH89C294
        MYLAN INC
        628530BK2
        
          
        
        24800000.00000000
        PA
        USD
        29383734.40000000
        0.078789376858
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS IN
        737446AM6
        
          
        
        1780000.00000000
        PA
        USD
        1869000.00000000
        0.005011525878
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2021-03-31
      VANGUARD FIXED INCOME SECURITIES FUNDS
      Christine M. Buchanan
      Christine M. Buchanan
      Treasurer
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