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
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      0000106444
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      100 Vanguard Boulevard
      Malvern
      
      19355
      610-669-1000
      VANGUARD SHORT-TERM INVESTMENT-GRADE FUND
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      2021-01-31
      2021-01-31
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          CAD
          
          
        
        
          EUR
          
          
        
        
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        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
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        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
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          N
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          N
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        United States Treasury Note/Bond
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        MMAF EQUIPMENT FINANCE LLC MMAF_18-A
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        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
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          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
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        HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_19-A
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        41284WAD2
        
          
        
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          2026-11-15
          Fixed
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          N
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          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
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        06051GFH7
        
          
        
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        US
        
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          4.20000000
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          N
          N
        
        
          N
          N
          N
        
      
      
        FMC Corp
        CKDHZ2X64EEBQCSP7013
        FMC CORP
        302491AR6
        
          
        
        19660000.00000000
        PA
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        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hungary Government International Bond
        N/A
        HUNGARY
        BJ0850443
        
          
        
        30800000.00000000
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        39374130.43000000
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        DBT
        NUSS
        HU
        
        N
        
        2
        
          2026-04-28
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
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        PA
        USD
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        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-01
          Fixed
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          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC
        629377CA8
        
          
        
        14552000.00000000
        PA
        USD
        15261410.00000000
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        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RDC3
        
          
        
        2710000.00000000
        PA
        USD
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        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        BALL CORP
        058498AS5
        
          
        
        7285000.00000000
        PA
        USD
        7794950.00000000
        0.010538875980
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Mexico Educational Assistance Foundation
        N/A
        NEW MEXICO EDU-A1-TXB
        647110FG5
        
          
        
        5780976.26000000
        PA
        USD
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        DBT
        MUN
        US
        
        N
        
        2
        
          2025-01-02
          Floating
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          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
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        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-29
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rattler Midstream LP
        549300I45NRVEEN9M219
        RATTLER MIDSTREA
        75419TAA1
        
          
        
        1053000.00000000
        PA
        USD
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        0.001487735142
        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
        
          
        
        142929000.00000000
        PA
        USD
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        0.222633035162
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT Group Inc
        N8O96ZZJQRFYQUJY7K79
        CIT GROUP INC
        125581GY8
        
          
        
        4263000.00000000
        PA
        USD
        4667985.00000000
        0.006311177749
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-16
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
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        693475AP0
        
          
        
        7900000.00000000
        PA
        USD
        8716164.80000000
        0.011784370631
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-29
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C23
        N/A
        WFRBS 2014-C23 A5
        92939HAY1
        
          
        
        10655000.00000000
        PA
        USD
        11786028.25000000
        0.015934866809
        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
        
          
        
        4650000.00000000
        PA
        USD
        4760437.50000000
        0.006436174757
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2022-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic Inc
        D56MRZY2INAN94ZONZ37
        MEDTRONIC INC
        585055BS4
        
          
        
        24718000.00000000
        PA
        USD
        27527571.47000000
        0.037217642419
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE2 Mortgage Trust
        N/A
        COMM 2012-CR2 AM
        12624KAF3
        
          
        
        4100000.00000000
        PA
        USD
        4210454.00000000
        0.005692589757
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          3.79100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Bank NA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA
        69353REQ7
        
          
        
        55192000.00000000
        PA
        USD
        60988153.46000000
        0.082456793900
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        ENI SPA
        26874RAG3
        
          
        
        77305000.00000000
        PA
        USD
        83802794.47000000
        0.113302491712
        Long
        DBT
        CORP
        IT
        
        Y
        
        2
        
          2023-09-12
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BV5
        
          
        
        62120000.00000000
        PA
        USD
        62338848.76000000
        0.084282951894
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2024-09-15
          Variable
          0.84800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harley-Davidson Financial Services Inc
        RLUFFFFW4GRYU77BTS24
        HARLEY-DAVIDSON
        41283LAQ8
        
          
        
        28944000.00000000
        PA
        USD
        29548813.82000000
        0.039950388935
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-06-09
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2015-C33
        N/A
        JPMBB 2015-C33 A4
        46645JAD4
        
          
        
        22187000.00000000
        PA
        USD
        24996539.81000000
        0.033795653982
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-12-15
          Fixed
          3.76970000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        CAESARS ENT
        28470RAH5
        
          
        
        2420000.00000000
        PA
        USD
        2556125.00000000
        0.003455914966
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Truck Leasing Co Lp / PTL Finance Corp
        N/A
        PENSKE TRUCK LE
        709599AY0
        
          
        
        10169000.00000000
        PA
        USD
        10604528.10000000
        0.014337462906
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-03-14
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN
        780153AZ5
        
          
        
        1185000.00000000
        PA
        USD
        1361268.75000000
        0.001840453438
        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
        
          
        
        7290000.00000000
        PA
        USD
        7647605.85000000
        0.010339664732
        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
        
          
        
        5260000.00000000
        PA
        USD
        5488667.45000000
        0.007420751326
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-02-18
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_17-2
        N/A
        SYNCT 2017-2 C
        87165LBW0
        
          
        
        13000000.00000000
        PA
        USD
        13507357.50000000
        0.018262126828
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newmont Corp
        549300VSP3RIX7FGDZ51
        NEWMONT GOLDCORP
        651639AR7
        
          
        
        970000.00000000
        PA
        USD
        973651.08000000
        0.001316389198
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-06-09
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC
        023135BN5
        
          
        
        20040000.00000000
        PA
        USD
        24120063.84000000
        0.032610646824
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-03
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GVR2
        
          
        
        22755000.00000000
        PA
        USD
        25821327.27000000
        0.034910777588
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GGQ6
        
          
        
        19500000.00000000
        PA
        USD
        20183709.00000000
        0.027288642773
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-21
          Variable
          2.81600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_18-1
        N/A
        FORDR 2018-1 B
        34532RAB2
        
          
        
        20100000.00000000
        PA
        USD
        22038576.66000000
        0.029796448497
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-07-15
          Fixed
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        026657AQ9
        
          
        
        20300000.00000000
        PA
        
        25172695.69000000
        0.034033819072
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-20
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (CMZB)
        BVN3XVD35
        
          
        
        24410000.00000000
        NC
        USD
        -71174.68000000
        -0.00009622911
        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
            24410000.00000000
            USD
            -93325.16000000
          
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE3 Mortgage Trust
        N/A
        COMM 2012-CR3 AM
        12624PAJ4
        
          
        
        12315999.47000000
        PA
        USD
        12529558.90000000
        0.016940130128
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2045-10-15
          Fixed
          3.41600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-Eleven Inc
        549300K23JPL0SS3LB18
        7-ELEVEN INC
        817826AA8
        
          
        
        30650000.00000000
        PA
        USD
        30694473.15000000
        0.041499335573
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-02-10
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2
        N/A
        DRIVE 2020-2 D
        26208VAG1
        
          
        
        6160000.00000000
        PA
        USD
        6501660.09000000
        0.008790330837
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2028-05-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Performance Food Group Inc
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD
        71376LAD2
        
          
        
        997000.00000000
        PA
        USD
        1071775.00000000
        0.001449054041
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pertamina Persero PT
        254900NDAKGNZ2IBBL45
        PT PERTAMINA
        N/A
        
          
        
        31389000.00000000
        PA
        USD
        32893801.22000000
        0.044472856348
        Long
        DBT
        CORP
        ID
        
        N
        
        2
        
          2022-05-03
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        ROYAL BK CANADA
        78015K7C2
        
          
        
        158384000.00000000
        PA
        USD
        168172447.97000000
        0.227371384365
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-11-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Progress LLC
        0NIFZ782LS46WOC9QK20
        DUKE ENERGY PROG
        26442UAA2
        
          
        
        7798000.00000000
        PA
        USD
        8617320.26000000
        0.011650731500
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3
        N/A
        AH4R 2014-SFR3 A
        02665XAA7
        
          
        
        16417308.49000000
        PA
        USD
        17452583.96000000
        0.023596125427
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-12-17
          Fixed
          3.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ale Direct Property Trust
        549300E4FKS7X7EU6K40
        ALE DIRECT PROPE
        N/A
        
          
        
        10880000.00000000
        PA
        
        8542565.95000000
        0.011549662679
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-08-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER
        03027XBH2
        
          
        
        48370000.00000000
        PA
        USD
        48416483.57000000
        0.065459729154
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29273RBG3
        
          
        
        3155000.00000000
        PA
        USD
        3549375.00000000
        0.004798802164
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOC Aviation Ltd
        254900H06V5RMEB3KE72
        BOC AVIATION
        09681LAC4
        
          
        
        29210000.00000000
        PA
        USD
        29397703.46000000
        0.039746085720
        Long
        DBT
        CORP
        SG
        
        Y
        
        2
        
          2021-09-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172AV1
        
          
        
        5290000.00000000
        PA
        USD
        5543491.51000000
        0.007494874184
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-06
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG Union Bank NA
        OX3PU53ZLPQKJ4700D47
        MUFG UNION BANK
        90520EAK7
        
          
        
        37000000.00000000
        PA
        USD
        38175157.00000000
        0.051613319543
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-09
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK Group Holdings PLC
        549300F5XIFGNNW4CF72
        SANTANDER UK GRP
        80281LAM7
        
          
        
        19325000.00000000
        PA
        USD
        19375863.40000000
        0.026196424787
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-08-21
          Variable
          1.53200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Truck Leasing Co Lp / PTL Finance Corp
        N/A
        PENSKE TRUCK LE
        709599AV6
        
          
        
        31080000.00000000
        PA
        USD
        31123698.48000000
        0.042079653923
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_17-1
        N/A
        DRIVE 2017-1 D
        26208EAG9
        
          
        
        804246.33000000
        PA
        USD
        812547.28000000
        0.001098574719
        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
        
          
        
        1310000.00000000
        PA
        USD
        1555625.00000000
        0.002103225671
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YAP4
        
          
        
        71665000.00000000
        PA
        USD
        74795828.86000000
        0.101124954520
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-06
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thales SA
        529900FNDVTQJOVVPZ19
        THALES SA
        N/A
        
          
        
        20800000.00000000
        PA
        
        25298154.70000000
        0.034203441321
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2022-05-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        TORONTO DOM BANK
        89114QCK2
        
          
        
        57055000.00000000
        PA
        USD
        56972555.53000000
        0.077027652139
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-09-11
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINL
        14040HBD6
        
          
        
        1210000.00000000
        PA
        USD
        1294916.59000000
        0.001750744436
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Energy Partners LP
        549300PDHUGWPWGOT525
        KINDER MORGAN EN
        494550BM7
        
          
        
        32549000.00000000
        PA
        USD
        34177784.51000000
        0.046208818818
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos Inc/The
        5493008IUOJ5VWTRC333
        INTERPUBLIC GRP
        460690BL3
        
          
        
        13344000.00000000
        PA
        USD
        14819739.65000000
        0.020036484934
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        FOX CORP
        35137LAG0
        
          
        
        34626000.00000000
        PA
        USD
        38043690.08000000
        0.051435574520
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-25
          Fixed
          4.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESLA AUTO LEASE TRUST TESLA_18-B
        N/A
        TESLA 2018-B C
        88161NAC3
        
          
        
        10340000.00000000
        PA
        USD
        10503477.47000000
        0.014200841111
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2021-10-20
          Fixed
          4.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQU
        785592AM8
        
          
        
        97746000.00000000
        PA
        USD
        113874090.00000000
        0.153959282862
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CJ6
        
          
        
        79315000.00000000
        PA
        USD
        80818971.03000000
        0.109268322771
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-04-18
          Variable
          1.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-CCRE24 Mortgage Trust
        N/A
        COMM 2015-CR24 A5
        12593JBF2
        
          
        
        11921400.00000000
        PA
        USD
        13378075.87000000
        0.018087336346
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-08-10
          Fixed
          3.69600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        ZIMMER HLDGS
        98956PAL6
        
          
        
        11000000.00000000
        PA
        USD
        11287089.00000000
        0.015260294313
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Connecticut Avenue Securities Trust 2020-R02
        N/A
        CAS 2020-R02 2M1
        20754WAA3
        
          
        
        41962034.08000000
        PA
        USD
        41977904.12000000
        0.056754684181
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2040-01-25
          Floating
          0.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        NUTRIEN LTD
        67077MAC2
        
          
        
        5189000.00000000
        PA
        USD
        5624896.76000000
        0.007604935164
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA/London
        969500TJ5KRTCJQWXH05
        CREDIT AGRICOLE
        EK0521600
        
          
        
        2000000.00000000
        PA
        
        2820139.10000000
        0.003812865537
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2026-02-05
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        STATE STREET COR
        857477AL7
        
          
        
        9600000.00000000
        PA
        USD
        10199424.00000000
        0.013789756780
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        HEALTH CARE REIT
        42217KBF2
        
          
        
        45753000.00000000
        PA
        USD
        51479033.70000000
        0.069600337626
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON OWNER TRUST VZOT_20-B
        N/A
        VZOT 2020-B B
        92290BAC5
        
          
        
        37380000.00000000
        PA
        USD
        37542094.63000000
        0.050757410806
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-02-20
          Fixed
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B
        N/A
        SMB 2018-B A2A
        78449LAB4
        
          
        
        17770455.99000000
        PA
        USD
        18879933.09000000
        0.025525920418
        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
        
          
        
        9960642.46000000
        PA
        USD
        10707591.04000000
        0.014476805370
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIN 2019-1
        N/A
        DIN 2019-1A A2I
        03789XAD0
        
          
        
        5027400.00000000
        PA
        USD
        5055953.12000000
        0.006835715802
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2049-06-07
          Fixed
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406RAJ6
        
          
        
        68692000.00000000
        PA
        USD
        74027513.72000000
        0.100086182242
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-11
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023CS2
        
          
        
        174223000.00000000
        PA
        USD
        187431542.52000000
        0.253409936115
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-01
          Fixed
          4.50800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX COS INC
        872540AQ2
        
          
        
        2011000.00000000
        PA
        USD
        2159548.55000000
        0.002919738336
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS
        025816CC1
        
          
        
        44050000.00000000
        PA
        USD
        47758525.45000000
        0.064570161033
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-22
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GlaxoSmithKline Capital PLC
        549300U0LV41VX7LEP38
        GLAXOSMITHKLINE
        N/A
        
          
        
        12145000.00000000
        PA
        
        14856541.13000000
        0.020086241024
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-05-12
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER
        05971KAD1
        
          
        
        78400000.00000000
        PA
        USD
        83592824.00000000
        0.113018608846
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2024-06-27
          Fixed
          2.70600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACER AUTO RECEIVABLES TRUST CPART_18-1A
        N/A
        CPART 2018-1A A4
        136451AE1
        
          
        
        6910641.70000000
        PA
        USD
        6959316.11000000
        0.009409087857
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2022-09-19
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GCJ12
        549300SSCQUZ3RRV2T53
        GSMS 2013-GC12 B
        36197XAQ7
        
          
        
        8250000.00000000
        PA
        USD
        8566965.00000000
        0.011582650519
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-06-10
          Variable
          3.77700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YAQ2
        
          
        
        10842000.00000000
        PA
        USD
        12007168.06000000
        0.016233850770
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-14
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Acceptance Corp
        7D6DIU2QXTUJRFNNJA49
        NISSAN MOTOR ACC
        654740BJ7
        
          
        
        17140000.00000000
        PA
        USD
        17434962.26000000
        0.023572300654
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-09-21
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        F2TJC7HPPHLHU1AQMP98
        SABHLD 7.375 9/1/2025
        78573NAF9
        
          
        
        2965000.00000000
        PA
        USD
        3194787.50000000
        0.004319395152
        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
        
          
        
        38271200.00000000
        PA
        USD
        41574769.98000000
        0.056209641466
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-10
          Fixed
          3.13700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        CONSTELLATION BR
        21036PAX6
        
          
        
        11450000.00000000
        PA
        USD
        12061796.40000000
        0.016307709012
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        CIGNA CORP
        125523AG5
        
          
        
        66900000.00000000
        PA
        USD
        76626189.60000000
        0.103599626563
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Florida Power & Light Co
        A89MY1K3YLIGJMYWVX50
        FLORIDA POWER &
        341081FZ5
        
          
        
        15630000.00000000
        PA
        USD
        16991857.53000000
        0.022973217171
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4
        N/A
        GMCAR 2020-4 C
        36260KAF1
        
          
        
        2710000.00000000
        PA
        USD
        2716780.42000000
        0.003673123228
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-05-18
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co Inc
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC
        432833AD3
        
          
        
        2765000.00000000
        PA
        USD
        2865231.25000000
        0.003873830723
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp II
        5493005BBCF84ICNQ550
        GSMS 2012-BWTR A
        36192RAA0
        
          
        
        36047000.00000000
        PA
        USD
        36464063.79000000
        0.049299898786
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2034-11-05
          Fixed
          2.95400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Victoria Power Networks Finance Pty Ltd
        254900YISQHUZHEC9B94
        VICTORIA POWER N
        N/A
        
          
        
        56190000.00000000
        PA
        
        42647555.20000000
        0.057660061339
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-01-15
          Floating
          0.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Brands Finance PLC
        2138008L3B3MCG1DFS50
        IMP TOBACCO FIN
        N/A
        
          
        
        625000.00000000
        PA
        
        866077.30000000
        0.001170948018
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-02-26
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN
        666807BM3
        
          
        
        65480000.00000000
        PA
        USD
        70777004.60000000
        0.095691450718
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        N/A
        MGM GROWTH/MGM F
        55303XAC9
        
          
        
        10542000.00000000
        PA
        USD
        11359005.00000000
        0.015357525700
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
        N/A
        MSBAM 2013-C12 A4
        61762XAU1
        
          
        
        3830000.00000000
        PA
        USD
        4156737.30000000
        0.005619964065
        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
        
          
        
        161498000
        NC
        USD
        210862.29000000
        0.000285088618
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
            
              
                
              
            
            2023-03-17
            272143.34000000
            USD
            0.00000000
            USD
            161498000
            USD
            -61281.05000000
          
        
        
          N
          N
          N
        
      
      
        Potomac Electric Power Co
        549300BXF2DWUNN57U06
        POTOMAC ELEC PWR
        737679DG2
        
          
        
        10425000.00000000
        PA
        USD
        11259239.78000000
        0.015222641797
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C19
        N/A
        JPMBB 2014-C19 A4
        46641WAV9
        
          
        
        1975000.00000000
        PA
        USD
        2165923.25000000
        0.002928357015
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-04-15
          Fixed
          3.99650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
        N/A
        JPMCC 2012-LC9 A5
        46639EAE1
        
          
        
        31909652.91000000
        PA
        USD
        32869495.27000000
        0.044439994381
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-12-15
          Fixed
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        N/A
        MGM GROWTH/MGM F
        55303XAB1
        
          
        
        1086000.00000000
        PA
        USD
        1151160.00000000
        0.001556383616
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHART
        853254BV1
        
          
        
        20120000.00000000
        PA
        USD
        20323875.96000000
        0.027478150365
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2023-10-14
          Variable
          1.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        TORONTO DOM BANK
        89114QCJ5
        
          
        
        79380000.00000000
        PA
        USD
        79466206.68000000
        0.107439367394
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-09-11
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MT5
        
          
        
        25890000.00000000
        PA
        USD
        25957417.56000000
        0.035094773468
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-30
          Variable
          0.77600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2012-C8
        N/A
        WFRBS 2012-C8 A3
        92936YAC5
        
          
        
        4491000.00000000
        PA
        USD
        4626538.38000000
        0.006255141368
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          3.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHC6
        
          
        
        101268000.00000000
        PA
        USD
        105966835.20000000
        0.143268569299
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-20
          Variable
          3.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        MICRON TECH
        595112BL6
        
          
        
        23880000.00000000
        PA
        USD
        26506800.00000000
        0.035837545827
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-06
          Fixed
          4.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214EJ8
        
          
        
        2590000.00000000
        PA
        USD
        2671419.24000000
        0.003611794310
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2023-01-13
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embraer Overseas Ltd
        N/A
        EMBRAER OVERSEAS
        N/A
        
          
        
        1281000.00000000
        PA
        USD
        1367459.43000000
        0.001848823320
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-09-16
          Fixed
          5.69600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I 2017-HR2
        N/A
        MSC 2017-HR2 ASB
        61691NAC9
        
          
        
        5420000.00000000
        PA
        USD
        6024275.80000000
        0.008144900933
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-12-15
          Fixed
          3.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
        N/A
        JPMCC 2013-LC11 A5
        46639YAQ0
        
          
        
        15185930.00000000
        PA
        USD
        15886912.53000000
        0.021479316849
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-04-15
          Fixed
          2.95990000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Bank NA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA
        69353RFS2
        
          
        
        25610000.00000000
        PA
        USD
        25999195.17000000
        0.035151257352
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-09
          Variable
          2.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2019-GC42
        N/A
        GSMS 2019-GC42 A4
        36257UAL1
        
          
        
        8000000.00000000
        PA
        USD
        8851600.00000000
        0.011967480821
        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
        
          
        
        41901974.00000000
        PA
        USD
        45543255.54000000
        0.061575086678
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-10-10
          Fixed
          4.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        RABOBANK
        21685WDF1
        
          
        
        2623000.00000000
        PA
        USD
        2780421.97000000
        0.003759167450
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-11-09
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        BUCKEYE PARTNERS
        118230AK7
        
          
        
        3230000.00000000
        PA
        USD
        3314787.50000000
        0.004481636747
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAFIGURA SECURITISATION FINANCE PLC TRFIG_18-1A
        N/A
        TRFIG 2018-1A A2
        892725AK8
        
          
        
        49490000.00000000
        PA
        USD
        50424188.09000000
        0.068174172344
        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
        
          
        
        4760000.00000000
        PA
        USD
        5374325.60000000
        0.007266159626
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-02-15
          Fixed
          3.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
        N/A
        MSBAM 2013-C11 A3
        61762TAD8
        
          
        
        8093040.93000000
        PA
        USD
        8556124.73000000
        0.011567994330
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-15
          Fixed
          3.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        MCKESSON CORP
        581557BQ7
        
          
        
        33940000.00000000
        PA
        USD
        33809907.98000000
        0.045711444861
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-03
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia/The
        L3I9ZG2KFGXZ61BMYR72
        BANK NOVA SCOTIA
        064159TF3
        
          
        
        80899000.00000000
        PA
        USD
        85247159.45000000
        0.115255292358
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-02-03
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        ECOPETROL SA
        279158AL3
        
          
        
        26009000.00000000
        PA
        USD
        29552726.25000000
        0.039955678592
        Long
        DBT
        CORP
        CO
        
        N
        
        2
        
          2026-06-26
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac STACR REMIC Trust 2020-HQA1
        549300TCRXCIFPAC3B85
        STACR 2020-HQA1 M1
        35565JAA9
        
          
        
        4933789.73000000
        PA
        USD
        4933857.32000000
        0.006670640658
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2050-01-25
          Floating
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic Global Holdings SCA
        549300JXMTTP8GKYIX14
        MEDTRONIC GLOBAL
        N/A
        
          
        
        62845000.00000000
        PA
        
        76628322.49000000
        0.103602510259
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-03-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        N/A
        
          
        
        19280000.00000000
        PA
        
        14825190.31000000
        0.020043854299
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-08
          Floating
          1.38800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc
        N/A
        BAKER HUGHES
        05723KAD2
        
          
        
        63714000.00000000
        PA
        USD
        66348765.04000000
        0.089704411990
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-15
          Fixed
          2.77300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFC
        101137AW7
        
          
        
        2200000.00000000
        PA
        USD
        2482460.20000000
        0.003356319177
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        REALTY INCOME
        756109AV6
        
          
        
        19295000.00000000
        PA
        USD
        21680209.31000000
        0.029311931078
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Asahan Aluminium Persero PT
        2549008P48EB9SN2OI80
        INDONESIA ASAHAN
        74445PAA0
        
          
        
        20675000.00000000
        PA
        USD
        21346937.50000000
        0.028861343162
        Long
        DBT
        CORP
        ID
        
        Y
        
        2
        
          2021-11-15
          Fixed
          5.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABR5
        
          
        
        9980000.00000000
        PA
        USD
        10073941.74000000
        0.013620103097
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61746BDJ2
        
          
        
        26865000.00000000
        PA
        USD
        28683867.96000000
        0.038780970639
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        LIVE NATION ENT
        538034AR0
        
          
        
        1361000.00000000
        PA
        USD
        1366103.75000000
        0.001846990423
        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
        
          
        
        20280000.00000000
        PA
        USD
        22084717.20000000
        0.029858831120
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-05-15
          Fixed
          3.47900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Energy Distribution Pty Ltd
        54930028EZKBY3VF2528
        UNITED ENERGY D
        N/A
        
          
        
        24200000.00000000
        PA
        
        20519616.32000000
        0.027742793933
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2024-10-23
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GFF1
        
          
        
        14195000.00000000
        PA
        USD
        15689265.07000000
        0.021212094856
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2020-GC45
        N/A
        GSMS 2020-GC45 A5
        36258YBG2
        
          
        
        4625000.00000000
        PA
        USD
        5094391.25000000
        0.006887684665
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-02-13
          Fixed
          2.91060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RFMSI Series 2006-SA2 Trust
        N/A
        RFMSI 2006-SA2 2A1
        749574AC3
        
          
        
        7556128.54000000
        PA
        USD
        6487414.65000000
        0.008771070812
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-08-25
          Variable
          4.74120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135FBB6
        
          
        
        39911000.00000000
        PA
        USD
        43337958.02000000
        0.058593495126
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartments LP
        549300FXWGE3QSYCUJ38
        MID-AMER APT LP
        59523UAL1
        
          
        
        4540000.00000000
        PA
        USD
        4942834.20000000
        0.006682777519
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mueller Water Products Inc
        549300F7ZU4P1F8V8L60
        MUELLER WATER
        624758AE8
        
          
        
        1700000.00000000
        PA
        USD
        1759500.00000000
        0.002378867380
        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
        
          
        
        2661000.00000000
        PA
        USD
        2770766.25000000
        0.003746112788
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YAH2
        
          
        
        24663000.00000000
        PA
        USD
        25354205.24000000
        0.034279222396
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2022-02-28
          Fixed
          2.95300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236TGX7
        
          
        
        39050000.00000000
        PA
        USD
        42641858.05000000
        0.057652358717
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Highwoods Realty LP
        JUJNVZX73BIYHLR58F51
        HIGHWOODS REALTY
        431282AN2
        
          
        
        7878000.00000000
        PA
        USD
        7919784.91000000
        0.010707654438
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-06-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_17-A
        N/A
        SMB 2017-A A2B
        78448WAC9
        
          
        
        9527930.44000000
        PA
        USD
        9560173.91000000
        0.012925482163
        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
        
          
        
        1560000.00000000
        PA
        USD
        1690650.00000000
        0.002285781265
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-31
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        N/A
        FH 1B1012
        3128JLAN9
        
          
        
        370086.95000000
        PA
        USD
        394730.04000000
        0.000533680259
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-08-01
          Floating
          2.58600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        ENTERGY LA LLC
        29364WBF4
        
          
        
        31750000.00000000
        PA
        USD
        31822898.00000000
        0.043024980965
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-17
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel SA
        VBHFXSYT7OG62HNT8T76
        BANQ FED CRD MUT
        06675FAT4
        
          
        
        23000000.00000000
        PA
        USD
        24442974.00000000
        0.033047225651
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2024-11-21
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DXC Technology Co
        549300DOVZ3EDJB7O259
        DXC TECH CO
        23355LAJ5
        
          
        
        32355000.00000000
        PA
        USD
        34501883.67000000
        0.046647005189
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM Midstream Partners LP
        549300NELT611CL6XM83
        EQM MIDSTREAM PT
        26885BAF7
        
          
        
        2905000.00000000
        PA
        USD
        3028462.50000000
        0.004094521542
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colombia Government International Bond
        N/A
        COLOMBIA REP OF
        195325BB0
        
          
        
        2501000.00000000
        PA
        USD
        4018111.60000000
        0.005432540276
        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
        
          
        
        7660000.00000000
        PA
        USD
        7519209.20000000
        0.010166070755
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-11-15
          Variable
          4.62970000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMCC Commercial Mortgage Securities Trust 2017-JP7
        N/A
        JPMCC 2017-JP7 A5
        465968AE5
        
          
        
        10675000.00000000
        PA
        USD
        12055597.75000000
        0.016299328355
        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
        
          
        
        6620000.00000000
        PA
        USD
        7348200.00000000
        0.009934864044
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        53944YAM5
        
          
        
        61255000.00000000
        PA
        USD
        61867550.00000000
        0.083645749708
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-06-15
          Variable
          1.32600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        COMMONSPIRIT
        20268JAE3
        
          
        
        32500000.00000000
        PA
        USD
        33228845.00000000
        0.044925839991
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          1.54700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFC
        101137AV9
        
          
        
        48016000.00000000
        PA
        USD
        51951007.23000000
        0.070238452110
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WDL2
        
          
        
        18780000.00000000
        PA
        USD
        19064272.86000000
        0.025775150236
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-08
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_16-3
        N/A
        AMCAR 2016-3 D
        03065DAG2
        
          
        
        9752483.12000000
        PA
        USD
        9774048.79000000
        0.013214643843
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2022-09-08
          Fixed
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust 2012-C1
        N/A
        UBSCM 2012-C1 AS
        90269GAE1
        
          
        
        1250000.00000000
        PA
        USD
        1288550.00000000
        0.001742136722
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-05-10
          Fixed
          4.17100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asbury Automotive Group Inc
        549300JH4DTA7U42GL91
        ASBURY AUTO GRP
        043436AV6
        
          
        
        615000.00000000
        PA
        USD
        651900.00000000
        0.000881377462
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PDR0
        
          
        
        49992000.00000000
        PA
        USD
        53157143.50000000
        0.071869164374
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabre GLBL Inc
        F2TJC7HPPHLHU1AQMP98
        SABRE GLBL INC
        78573NAC6
        
          
        
        1305000.00000000
        PA
        USD
        1539900.00000000
        0.002081965262
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP Operating LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING-LP
        26884ABA0
        
          
        
        215000.00000000
        PA
        USD
        225936.84000000
        0.000305469609
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPP Finance 2010
        549300OJB3S151W7KN44
        WPP FINANCE 2010
        92936MAC1
        
          
        
        1045000.00000000
        PA
        USD
        1096230.08000000
        0.001482117635
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2022-09-07
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        CBS CORP
        124857AY9
        
          
        
        28430000.00000000
        PA
        USD
        29736045.77000000
        0.040203529019
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        VISA INC
        92826CAD4
        
          
        
        45070000.00000000
        PA
        USD
        50107473.90000000
        0.067745970551
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-14
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sky Ltd
        2138003TS48MQKF4BZ29
        SKY LTD
        111013AL2
        
          
        
        48460000.00000000
        PA
        USD
        53919939.74000000
        0.072900475027
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2024-09-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280AU3
        
          
        
        33878000.00000000
        PA
        USD
        38162178.00000000
        0.051595771762
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-08-18
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2013-115 EP
        3136AG6D9
        
          
        
        9241637.74000000
        PA
        USD
        9410112.80000000
        0.012722597549
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-04-25
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK PLC
        PTCQB104N23FMNK2RZ28
        SANTANDER UK PLC
        80283LAV5
        
          
        
        43750000.00000000
        PA
        USD
        44937550.00000000
        0.060756164739
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2021-11-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc
        549300IGLYTZUK3PVP70
        WEC ENERGY GROUP
        92939UAC0
        
          
        
        53165000.00000000
        PA
        USD
        53290363.07000000
        0.072049279003
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Grid Overseas Investment 2016 Ltd
        3003006V8BHG5158QO96
        STATE GRID OSEAS
        N/A
        
          
        
        16600000.00000000
        PA
        USD
        17000587.88000000
        0.022985020721
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2022-05-04
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sharjah Sukuk Program Ltd
        549300N3BQ9P6RRMVV02
        SHARJAH SUKUK
        N/A
        
          
        
        6844000.00000000
        PA
        USD
        7097856.28000000
        0.009596396008
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-06-10
          Fixed
          2.94200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SAN3
        
          
        
        24480000.00000000
        PA
        USD
        25383654.72000000
        0.034319038484
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-09
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER
        N/A
        
          
        
        14400000.00000000
        PA
        
        11075112.47000000
        0.014973699227
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2023-01-19
          Floating
          1.66190000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QualityTech LP / QTS Finance Corp
        N/A
        QTS LP/FINANCE
        74759BAF0
        
          
        
        1830000.00000000
        PA
        USD
        1859737.50000000
        0.002514389812
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
        N/A
        MSBAM 2014-C17 A5
        61763UAZ5
        
          
        
        16794000.00000000
        PA
        USD
        18401017.86000000
        0.024878420663
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          3.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANC
        87165BAQ6
        
          
        
        32785000.00000000
        PA
        USD
        33802416.91000000
        0.045701316835
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-25
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC
        902494BG7
        
          
        
        20328000.00000000
        PA
        USD
        22150852.42000000
        0.029948246816
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-28
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petronas Capital Ltd
        549300G7YFX3540OYR85
        PETRONAS CAP LTD
        716743AP4
        
          
        
        5835000.00000000
        PA
        USD
        6571587.06000000
        0.008884873029
        Long
        DBT
        CORP
        MY
        
        Y
        
        2
        
          2030-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA FINANCE
        26884TAL6
        
          
        
        7740000.00000000
        PA
        USD
        8613350.64000000
        0.011645364521
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-11-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YBD0
        
          
        
        19200000.00000000
        PA
        USD
        20010700.80000000
        0.027054733387
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2026-05-25
          Variable
          2.22600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHW2
        
          
        
        19250000.00000000
        PA
        USD
        20360263.00000000
        0.027527346127
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-22
          Variable
          2.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        ROYAL BK CANADA
        78013XZU5
        
          
        
        145403000.00000000
        PA
        USD
        155487715.87000000
        0.210221458008
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-07-16
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE18 Mortgage Trust
        N/A
        COMM 2014-CR18 A5
        12632QAX1
        
          
        
        30571100.00000000
        PA
        USD
        33661838.21000000
        0.045511252565
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-15
          Fixed
          3.82800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406HCX5
        
          
        
        7855000.00000000
        PA
        USD
        8594241.91000000
        0.011619529264
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL
        723787AS6
        
          
        
        29110000.00000000
        PA
        USD
        29120130.28000000
        0.039370803092
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SAS2
        
          
        
        53445000.00000000
        PA
        USD
        58771328.70000000
        0.079459617367
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-31
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG Global Funding
        54930057MDZ7KOVOTV71
        AIG GLOBAL FUNDI
        00138CAC2
        
          
        
        13080000.00000000
        PA
        USD
        13358198.52000000
        0.018060461905
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-12-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS IN
        370334CA0
        
          
        
        27900000.00000000
        PA
        USD
        28907748.00000000
        0.039083659428
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-12
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nestle Finance International Ltd
        0KLLMNHINTFDRMU6DI05
        NESTLE FIN INTL
        N/A
        
          
        
        4900000.00000000
        PA
        
        6056773.17000000
        0.008188837809
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-01-18
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX.NA.IG.35.V1 5YR RTP @ 52.50000
        N/A
        
          
        
        -161030000.00000000
        NC
        USD
        -420605.53000000
        -0.00056866426
        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
                
              
            
            -161030000.00000000
            52.50000000
            USD
            2021-02-17
            XXXX
            -58288.03000000
          
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_19-4
        N/A
        CARMX 2019-4 C
        14315WAG5
        
          
        
        4240000.00000000
        PA
        USD
        4456965.46000000
        0.006025876526
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
        N/A
        JPMCC 2013-C16 AS
        46641BAH6
        
          
        
        14600000.00000000
        PA
        USD
        15631782.00000000
        0.021134376982
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Fixed
          4.51690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP
        26441CAN5
        
          
        
        6641000.00000000
        PA
        USD
        7246240.82000000
        0.009797013878
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER
        05964HAE5
        
          
        
        21400000.00000000
        PA
        USD
        22497049.60000000
        0.030416310004
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2023-02-23
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embraer Netherlands Finance BV
        724500PBR8LR26XBSP67
        EMBRAER NL FINAN
        29082HAA0
        
          
        
        3078000.00000000
        PA
        USD
        3226119.52000000
        0.004361756460
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-06-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C14
        N/A
        JPMBB 2013-C14 A4
        46640LAD4
        
          
        
        13870000.00000000
        PA
        USD
        14701367.80000000
        0.019876444620
        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
        
          
        
        2350000.00000000
        PA
        USD
        2350000.00000000
        0.003177231227
        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
        
          
        
        9130000.00000000
        PA
        USD
        9897686.92000000
        0.013381804238
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-30
          Variable
          2.90100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns ARM Trust 2007-3
        N/A
        BSARM 2007-3 1A1
        073881AA2
        
          
        
        6935115.84000000
        PA
        USD
        5982701.12000000
        0.008088691413
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-25
          Variable
          3.79790000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Steel Dynamics Inc
        549300HGGKEL4FYTTQ83
        STEEL DYNAMICS
        858119BJ8
        
          
        
        14555000.00000000
        PA
        USD
        15628431.25000000
        0.021129846723
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2013-51 PC
        3136AECF2
        
          
        
        19786961.88000000
        PA
        USD
        20116414.80000000
        0.027197660120
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-11-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo Bimbo SAB de CV
        5493000RIXURZEBFEV60
        GRUPO BIMBO SAB
        N/A
        
          
        
        12578000.00000000
        PA
        USD
        13051907.60000000
        0.017646352511
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2022-01-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GXL3
        
          
        
        52380000.00000000
        PA
        USD
        52443013.14000000
        0.070903650638
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-17
          Variable
          0.62700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: OIS 0.000000 17-MAR-2024
        N/A
        
          
        
        200821000
        NC
        USD
        760312.67000000
        0.001027952833
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
            
              
                
              
            
            2024-03-17
            776088.93000000
            USD
            0.00000000
            USD
            200821000
            USD
            -15776.26000000
          
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822AH7
        
          
        
        8775000.00000000
        PA
        USD
        9237819.83000000
        0.012489655164
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2023-09-13
          Fixed
          2.52700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER
        03027XAQ3
        
          
        
        58755000.00000000
        PA
        USD
        62171720.76000000
        0.084056992618
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC
        893647BE6
        
          
        
        4845000.00000000
        PA
        USD
        5111475.00000000
        0.006910782122
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co
        549300BX44RGX6ANDV88
        HP ENTERPRISE
        42824CAN9
        
          
        
        37385000.00000000
        PA
        USD
        39595462.90000000
        0.053533591993
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC23
        N/A
        CGCMT 2014-GC23 B
        17322VAW6
        
          
        
        5394000.00000000
        PA
        USD
        5817213.24000000
        0.007864949600
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Variable
          4.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance International NV
        0YQH6LCEF474UTUV4B96
        ENEL FIN INTL NV
        29278GAB4
        
          
        
        5871000.00000000
        PA
        USD
        6047570.33000000
        0.008176395447
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2022-05-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DIAMOND 1 FIN/DI
        25272KAG8
        
          
        
        42996000.00000000
        PA
        USD
        47162355.40000000
        0.063764131203
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-06-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC
        629377CC4
        
          
        
        4969000.00000000
        PA
        USD
        5211238.75000000
        0.007045664038
        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
        
          
        
        2365000.00000000
        PA
        USD
        2455763.97000000
        0.003320225520
        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
        
          
        
        100038000.00000000
        PA
        USD
        113153381.95000000
        0.152984876001
        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
        
          
        
        12970000.00000000
        PA
        USD
        12922088.82000000
        0.017470835795
        Long
        DBT
        NUSS
        TR
        
        N
        
        2
        
          2023-03-23
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        REALTY INCOME
        756109AZ7
        
          
        
        9960000.00000000
        PA
        USD
        9856366.20000000
        0.013325938075
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Bank
        JJKC32MCHWDI71265Z06
        SUNTRUST BANK
        86787EAX5
        
          
        
        2050000.00000000
        PA
        USD
        2081713.50000000
        0.002814504314
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-02
          Variable
          3.50200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        KIMBERLY-CLARK
        494368BR3
        
          
        
        4800000.00000000
        PA
        USD
        5306371.20000000
        0.007174284374
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shire Acquisitions Investments Ireland DAC
        549300XK5HGW68R8K327
        SHIRE ACQ INV IE
        82481LAC3
        
          
        
        77255000.00000000
        PA
        USD
        81712381.74000000
        0.110476225923
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-09-23
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YBF5
        
          
        
        41950000.00000000
        PA
        USD
        42546906.55000000
        0.057523983027
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2024-07-10
          Variable
          1.24100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_17-4
        N/A
        CARMX 2017-4 B
        14314RAE2
        
          
        
        4830000.00000000
        PA
        USD
        4918572.54000000
        0.006649975433
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-08-15
          Fixed
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        N/A
        
          
        
        65745000.00000000
        PA
        
        81483200.70000000
        0.110166370111
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-26
          Fixed
          0.75000000
          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
        0.000000000027
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2035-10-17
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HKC3
        
          
        
        20195000.00000000
        PA
        USD
        21900710.09000000
        0.029610051062
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-23
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BQ1
        
          
        
        6800000.00000000
        PA
        USD
        7922000.00000000
        0.010710649269
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        MCKESSON CORP
        58155QAG8
        
          
        
        29215000.00000000
        PA
        USD
        30500547.65000000
        0.041237145720
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stifel Financial Corp
        549300E5F07FE5GHJX84
        STIFEL FINANCIAL
        860630AD4
        
          
        
        14300000.00000000
        PA
        USD
        15972056.10000000
        0.021594432087
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-18
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET RENTAL CAR FUNDING AESOP_19-1A
        N/A
        AESOP 2019-1A A
        05377RDG6
        
          
        
        19930000.00000000
        PA
        USD
        20422320.83000000
        0.027611249138
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2023-03-20
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_19-1
        N/A
        GFORT 2019-1 A
        361886BZ6
        
          
        
        13920000.00000000
        PA
        USD
        14331280.32000000
        0.019376081429
        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
        
          
        
        53275000.00000000
        PA
        USD
        54897063.93000000
        0.074221559916
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-22
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        ECOPETROL SA
        279158AC3
        
          
        
        25280000.00000000
        PA
        USD
        28060800.00000000
        0.037938574477
        Long
        DBT
        CORP
        CO
        
        N
        
        2
        
          2023-09-18
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2017-P8
        N/A
        CGCMT 2017-P8 A4
        17326DAD4
        
          
        
        4683000.00000000
        PA
        USD
        5301156.00000000
        0.007167233354
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-15
          Fixed
          3.46500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-1
        N/A
        HAROT 2020-1 A4
        43813RAD9
        
          
        
        23040000.00000000
        PA
        USD
        23807886.34000000
        0.032188578695
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-10-21
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ICE: (CDX.NA.IG.34.V1)
        N/A
        
          
        
        -861000000.00000000
        NC
        USD
        11369246.70000000
        0.015371372615
        N/A
        DCR
        
        N/A
        
        N
        
        1
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              
                ICE: (CDX.NA.IG.34.V1)
                2I65BYDW2
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-06-20
            -7739768.29000000
            USD
            0.00000000
            USD
            -861000000.00000000
            USD
            19109014.99000000
          
        
        
          N
          N
          N
        
      
      
        Alimentation Couche-Tard Inc
        549300OSW32RVX8CCZ87
        ALIMEN COUCHE
        01626PAJ5
        
          
        
        59525000.00000000
        PA
        USD
        61315035.80000000
        0.082898743168
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2022-07-26
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE
        225433AC5
        
          
        
        16966000.00000000
        PA
        USD
        18750483.88000000
        0.025350903366
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2025-03-26
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558AZ6
        
          
        
        97415000.00000000
        PA
        USD
        107329509.04000000
        0.145110922438
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chile Government International Bond
        N/A
        CHILE
        N/A
        
          
        
        19817000.00000000
        PA
        
        25610327.32000000
        0.034625502851
        Long
        DBT
        NUSS
        CL
        
        N
        
        2
        
          2025-01-30
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C20
        549300UVB571ELWL8972
        WFRBS 2014-C20 B
        92890FAY2
        
          
        
        11110000.00000000
        PA
        USD
        10739370.40000000
        0.014519771487
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-15
          Fixed
          4.37800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHP Billiton Finance USA Ltd
        5493003NUVITP3TMY274
        BHP FINANCE USA
        055451AU2
        
          
        
        17235000.00000000
        PA
        USD
        18798955.61000000
        0.025416437789
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2023-09-30
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB
        808513BB0
        
          
        
        9465000.00000000
        PA
        USD
        10771917.74000000
        0.014563775923
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-24
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        CROWN CASTLE INT
        228227BD5
        
          
        
        86606000.00000000
        PA
        USD
        94342427.37000000
        0.127552215445
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_16-4
        N/A
        CARMX 2018-4 D
        14315EAG5
        
          
        
        2730000.00000000
        PA
        USD
        2900329.89000000
        0.003921284551
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECH
        75513ECE9
        
          
        
        84791000.00000000
        PA
        USD
        86927224.45000000
        0.117526762563
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colombia Government International Bond
        N/A
        COLOMBIA REP OF
        N/A
        
          
        
        24376000.00000000
        PA
        USD
        25130651.71000000
        0.033976975053
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2023-03-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558AW3
        
          
        
        75515000.00000000
        PA
        USD
        82280992.97000000
        0.111244995862
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2014-150E
        N/A
        MSC 2014-150E A
        61764BAA1
        
          
        
        27955000.00000000
        PA
        USD
        30632250.35000000
        0.041415209520
        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
        
          
        
        6455000.00000000
        PA
        USD
        6261350.00000000
        0.008465428402
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2029-07-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        CANADIAN NATL RE
        136385AW1
        
          
        
        49314000.00000000
        PA
        USD
        51348202.50000000
        0.069423452105
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        BB&T CORPORATION
        05531FBF9
        
          
        
        41830000.00000000
        PA
        USD
        45701868.46000000
        0.061789533453
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-06
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Life Global Funding I
        635400MMSOCXNNNZDZ82
        MET LIFE GLOB
        59217GEH8
        
          
        
        27440000.00000000
        PA
        USD
        27781188.96000000
        0.037560536636
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-06-08
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CBD2
        
          
        
        500000000.00000000
        PA
        USD
        500078100.00000000
        0.676112236339
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-12-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BorgWarner Inc
        549300DSFX2IE88NSX47
        BORG-WARNER AUTO
        099724AJ5
        
          
        
        11300000.00000000
        PA
        USD
        12383681.30000000
        0.016742901674
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL
        911312BT2
        
          
        
        9778000.00000000
        PA
        USD
        10345564.01000000
        0.013987340015
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-01
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RCN0
        
          
        
        24729000.00000000
        PA
        USD
        27308012.14000000
        0.036920795287
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2012-GC8
        N/A
        CGCMT 2012-GC8 AS
        17318UAF1
        
          
        
        2100000.00000000
        PA
        USD
        2161488.00000000
        0.002922360498
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2045-09-10
          Fixed
          3.68300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Bank
        JJKC32MCHWDI71265Z06
        BRANCH BKG & TR
        07330MAC1
        
          
        
        10545000.00000000
        PA
        USD
        11129709.71000000
        0.015047515421
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-17
          Variable
          2.63600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV / NXP Funding LLC
        N/A
        NXP BV/NXP FUNDI
        62947QAZ1
        
          
        
        78750000.00000000
        PA
        USD
        88314738.75000000
        0.119402700334
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MassMutual Global Funding II
        549300K1IE3K7YU6VG29
        MASSMUTUAL GLBL
        57629WCE8
        
          
        
        54080000.00000000
        PA
        USD
        58100253.12000000
        0.078552314266
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-06-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        BAYER US FIN II
        07274NAE3
        
          
        
        81000000.00000000
        PA
        USD
        88249500.00000000
        0.119314496677
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C24
        N/A
        WFRBS 2014-C24 A5
        92939KAE8
        
          
        
        17438100.00000000
        PA
        USD
        19133606.46000000
        0.025868890185
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-11-15
          Fixed
          3.60700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Technologies LLC
        M4TWC4QDOKW45N7T6Y12
        COMMSCOPE TECH
        20337YAA5
        
          
        
        2910000.00000000
        PA
        USD
        2968200.00000000
        0.004013045842
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967KP5
        
          
        
        37163000.00000000
        PA
        
        28493576.97000000
        0.038523694691
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-05-04
          Floating
          1.57890000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-BAMLL Trust
        N/A
        UBSBM 2012-WRM A
        90269PAA9
        
          
        
        25038000.00000000
        PA
        USD
        24978910.32000000
        0.033771818677
        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
        
          
        
        1058000.00000000
        PA
        USD
        1132060.00000000
        0.001530560163
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Inc
        549300KY09TR3J12JU49
        SS&C TECH INC
        78466CAC0
        
          
        
        5951000.00000000
        PA
        USD
        6300621.25000000
        0.008518523653
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-09-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust 2013-C6
        549300G1IXWLFE766Q13
        UBSBB 2013-C6 A4
        90349GBF1
        
          
        
        7560000.00000000
        PA
        USD
        7939587.60000000
        0.010734427938
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-04-10
          Fixed
          3.24430000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-2
        N/A
        CARMX 2018-2 B
        14314XAE9
        
          
        
        4755000.00000000
        PA
        USD
        4937393.72000000
        0.006675421918
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-10-16
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (TURKEY)
        N/A
        
          
        
        6490000.00000000
        NC
        USD
        296654.65000000
        0.000401081028
        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
            6490000.00000000
            USD
            -30934.51000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (TURKEY)
        N/A
        
          
        
        6490000.00000000
        NC
        USD
        296654.65000000
        0.000401081028
        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
            6490000.00000000
            USD
            -20602.90000000
          
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BS2
        
          
        
        28400000.00000000
        PA
        USD
        28931449.20000000
        0.039115703765
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-07-17
          Fixed
          1.41200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YCV9
        
          
        
        56807000.00000000
        PA
        USD
        62094311.53000000
        0.083952334310
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2015-GC30
        549300L45M7638EL0H21
        GSMS 2015-GC30 A4
        36250GAP0
        
          
        
        12225000.00000000
        PA
        USD
        13464492.75000000
        0.018204173116
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-05-10
          Fixed
          3.38200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qantas Airways Ltd
        YLXNW6TI6QSK1H8H0N82
        QANTAS AIRWAYS
        N/A
        
          
        
        37020000.00000000
        PA
        
        30406550.23000000
        0.041110059959
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-05-19
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morocco Government International Bond
        N/A
        MOROCCO KINGDOM
        N/A
        
          
        
        4800000.00000000
        PA
        
        5909052.23000000
        0.007989117135
        Long
        DBT
        NUSS
        MA
        
        N
        
        2
        
          2026-03-30
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DAQ2
        
          
        
        55062000.00000000
        PA
        USD
        57842520.88000000
        0.078203856852
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-20
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2019-121 DA
        38382AAF2
        
          
        
        4148.33000000
        PA
        USD
        4421.66000000
        0.000005978143
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-11-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        94974BFJ4
        
          
        
        44500000.00000000
        PA
        USD
        47000321.50000000
        0.063545059217
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-13
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philippine Government International Bond
        N/A
        PHILIPPINES(REP)
        N/A
        
          
        
        39801000.00000000
        PA
        
        48205902.56000000
        0.065175020830
        Long
        DBT
        NUSS
        PH
        
        N
        
        2
        
          2023-02-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationwide Building Society
        549300XFX12G42QIKN82
        NATIONWIDE BLDG
        63859UBF9
        
          
        
        23130000.00000000
        PA
        USD
        23138257.41000000
        0.031283231484
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2025-08-28
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172CR8
        
          
        
        34000000.00000000
        PA
        USD
        33874540.00000000
        0.045798828211
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-01
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Corp / Broadcom Cayman Finance Ltd
        N/A
        BRDCOM CRP / FIN
        11134LAF6
        
          
        
        16324000.00000000
        PA
        USD
        17643583.19000000
        0.023854358924
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2024-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FIN
        74432QBT1
        
          
        
        2914000.00000000
        PA
        USD
        3011126.53000000
        0.004071083081
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EI du Pont de Nemours and Co
        GLU7INWNWH88J9XBXD45
        DUPONT EI NEMOUR
        263534CN7
        
          
        
        9510000.00000000
        PA
        USD
        9857913.84000000
        0.013328030505
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WSO Finance Pty Ltd
        5493004E5MY2KUGWM114
        WSO FINANCE PTY
        N/A
        
          
        
        9950000.00000000
        PA
        
        8014022.39000000
        0.010835064763
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2023-07-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Media Finance PLC
        2138001LVYC87DDHT482
        VIRGIN MEDIA FIN
        92769VAJ8
        
          
        
        1870000.00000000
        PA
        USD
        1912075.00000000
        0.002585150808
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2030-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        TAKEDA PHARMACEU
        874060AT3
        
          
        
        38836000.00000000
        PA
        USD
        42926129.85000000
        0.058036697968
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2023-11-26
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264AAU9
        
          
        
        9536000.00000000
        PA
        USD
        9755328.00000000
        0.013189333086
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Life Global Funding I
        635400MMSOCXNNNZDZ82
        MET LIFE GLOB
        N/A
        
          
        
        14505000.00000000
        PA
        
        17894216.89000000
        0.024193219017
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-09
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2017-C39
        N/A
        WFCM 2017-C39 A4
        95000XAE7
        
          
        
        5750000.00000000
        PA
        USD
        6271927.50000000
        0.008479729322
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-15
          Fixed
          3.15700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACER AUTO RECEIVABLES TRUST CPART_20-1A
        N/A
        CPART 2020-1A A4
        13645YAE9
        
          
        
        6810000.00000000
        PA
        USD
        6962751.71000000
        0.009413732834
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2025-03-19
          Fixed
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-LC22
        549300XO83D3BDYP0P62
        WFCM 2015-LC22 AS
        94989TBB9
        
          
        
        8550000.00000000
        PA
        USD
        9544279.50000000
        0.012903992710
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Variable
          4.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236TDW2
        
          
        
        2130000.00000000
        PA
        USD
        2290836.30000000
        0.003097241118
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-17
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zayo Group Holdings Inc
        529900Z6OTS7RT0V0I47
        ZAYO GROUP HOLDI
        98919VAA3
        
          
        
        4140000.00000000
        PA
        USD
        4140000.00000000
        0.005597335013
        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
        
          
        
        48488700.00000000
        PA
        USD
        53221197.12000000
        0.071955765720
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-01-15
          Fixed
          3.49430000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Retail Properties Inc
        5493008JKH5SOTI0JS97
        NATIONAL RETAIL
        637417AG1
        
          
        
        12079000.00000000
        PA
        USD
        13181969.73000000
        0.017822198239
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF EQUIPMENT FINANCE LLC MMAF_19-A
        N/A
        MMAF 2019-A A5
        60700FAJ2
        
          
        
        6400000.00000000
        PA
        USD
        6905741.44000000
        0.009336654191
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2041-11-12
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Svenska Handelsbanken AB
        NHBDILHZTYCNBV5UYZ31
        SVENSKA HNDLSBKN
        N/A
        
          
        
        12610000.00000000
        PA
        
        10327812.93000000
        0.013963340319
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2023-09-27
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GXJ8
        
          
        
        72600000.00000000
        PA
        USD
        79865154.60000000
        0.107978750283
        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
        
          
        
        15526900.00000000
        PA
        USD
        17457048.94000000
        0.023602162139
        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
        
          
        
        16475000.00000000
        NC
        USD
        -133122.94000000
        -0.00017998398
        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
            16475000.00000000
            USD
            -139938.37000000
          
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_16-4
        N/A
        CARMX 2018-4 C
        14315EAF7
        
          
        
        4030000.00000000
        PA
        USD
        4278252.03000000
        0.005784253594
        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
        
          
        
        23230000.00000000
        PA
        USD
        23819043.11000000
        0.032203662797
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CAD/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        213901.10000000
        0.000289197129
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            50422118.99000000
            CAD
            39646364.10000000
            USD
            2021-02-12
            213901.10000000
          
        
        
          N
          N
          N
        
      
      
        Banque Ouest Africaine de Developpement
        529900LIZJABE4JJS826
        BOAD
        06675QAB9
        
          
        
        17455000.00000000
        PA
        USD
        19811198.09000000
        0.026785003072
        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
        
          
        
        5020000.00000000
        PA
        USD
        5114125.00000000
        0.006914364957
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-09-18
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2017-BNK4
        N/A
        BANK 2017-BNK4 A4
        06541FBA6
        
          
        
        3890000.00000000
        PA
        USD
        4417017.20000000
        0.005971865948
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI PROFESSIONAL LOAN PROGRAM SOFI_17-D
        N/A
        SOFI 2017-D A2FX
        78471CAB5
        
          
        
        6864961.53000000
        PA
        USD
        7051247.75000000
        0.009533380656
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2040-09-25
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        COMMONSPIRIT
        20268JAA1
        
          
        
        31845000.00000000
        PA
        USD
        34122841.01000000
        0.046134534476
        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
        
          
        
        8900000.00000000
        PA
        USD
        9014454.00000000
        0.012187661593
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2035-04-12
          Variable
          2.98680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        LAMB WESTON HLD
        513272AC8
        
          
        
        2210000.00000000
        PA
        USD
        2447575.00000000
        0.003309153923
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        N/A
        
          
        
        13960000.00000000
        PA
        
        11308730.70000000
        0.015289554179
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-17
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        LENNAR CORP
        526057BV5
        
          
        
        22084000.00000000
        PA
        USD
        25145637.42000000
        0.033997235932
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YCR8
        
          
        
        30630000.00000000
        PA
        USD
        31533339.96000000
        0.042633494647
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA AUTO LOAN EXTENDED NOTE TRUST
        N/A
        TALNT 2019-1A A
        89231XAA9
        
          
        
        2640000.00000000
        PA
        USD
        2816605.97000000
        0.003808088699
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-11-25
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAD7
        
          
        
        27350000.00000000
        PA
        USD
        28477558.45000000
        0.038502037440
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-01-23
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GBD3
        
          
        
        538000.00000000
        PA
        USD
        573884.60000000
        0.000775899605
        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
        
          
        
        16600000.00000000
        PA
        USD
        18272782.00000000
        0.024705044076
        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
        
          
        
        37910000.00000000
        PA
        USD
        38004585.45000000
        0.051382704541
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-09
          Variable
          1.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nielsen Finance LLC / Nielsen Finance Co
        N/A
        NIELSEN FINANCE
        65409QBD3
        
          
        
        2585000.00000000
        PA
        USD
        2765950.00000000
        0.003739601154
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29273RBD0
        
          
        
        14298000.00000000
        PA
        USD
        15602692.50000000
        0.021095047591
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG/New York NY
        549300D0YARF5HYP1809
        CRED SUIS NY
        22546QAP2
        
          
        
        64404000.00000000
        PA
        USD
        71074064.66000000
        0.096093079866
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2024-09-09
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        DANSKE BANK A/S
        23636AAP6
        
          
        
        34000000.00000000
        PA
        USD
        36584748.00000000
        0.049463065441
        Long
        DBT
        CORP
        DK
        
        Y
        
        2
        
          2023-09-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        ENCOMPASS HLTH
        29261AAA8
        
          
        
        1923000.00000000
        PA
        USD
        2009535.00000000
        0.002716918023
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2019-BNK17
        N/A
        BANK 2019-BN17 ASB
        065403BA4
        
          
        
        7533000.00000000
        PA
        USD
        8552516.22000000
        0.011563115577
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-04-15
          Fixed
          3.62300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA FINANCE
        26884TAR3
        
          
        
        2965000.00000000
        PA
        USD
        3287820.31000000
        0.004445176748
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-12-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACER AUTO RECEIVABLES TRUST CPART_18-2
        N/A
        CPART 2018-2A A3
        13646AAD2
        
          
        
        2569799.36000000
        PA
        USD
        2594425.23000000
        0.003507697386
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2022-12-19
          Fixed
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        MACQUARIE GROUP
        55608KAH8
        
          
        
        29040000.00000000
        PA
        USD
        30374097.60000000
        0.041066183572
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2023-11-28
          Variable
          3.18900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (CVS)
        BVN40BZD7
        
          
        
        19535000.00000000
        NC
        USD
        -147860.42000000
        -0.00019990925
        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
            -113948.29000000
            USD
            0.00000000
            USD
            19535000.00000000
            USD
            -33912.13000000
          
        
        
          N
          N
          N
        
      
      
        PNC Bank NA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA
        69349LAG3
        
          
        
        26247000.00000000
        PA
        USD
        27301341.99000000
        0.036911777156
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        N/A
        
          
        
        21365000.00000000
        PA
        
        29832278.35000000
        0.040333636746
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-22
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
        N/A
        MSBAM 2016-C29 C
        61766EBK0
        
          
        
        2210000.00000000
        PA
        USD
        2267371.60000000
        0.003065516532
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-05-15
          Variable
          4.74570000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TRUST HART_20-C
        N/A
        HART 2020-C C
        44891RAF7
        
          
        
        7250000.00000000
        PA
        USD
        7254436.28000000
        0.009808094248
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EAC9
        
          
        
        46664000.00000000
        PA
        USD
        51512576.26000000
        0.069645687613
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-09-11
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        CAN IMPERIAL BK
        1360698A2
        
          
        
        23183000.00000000
        PA
        USD
        23930512.65000000
        0.032354371096
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-07-22
          Variable
          2.60600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Liquide Finance SA
        549300YGXL5Z3R14K812
        AIR LIQUIDE FIN
        00913RAC0
        
          
        
        44520000.00000000
        PA
        USD
        46426034.76000000
        0.062768615914
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2023-09-27
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TRUST HART_19-B
        N/A
        HART 2019-B A3
        44891JAC2
        
          
        
        44700000.00000000
        PA
        USD
        45508216.23000000
        0.061527713065
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAT8
        
          
        
        1200000000.00000000
        PA
        USD
        1191562560.00000000
        1.611008414846
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-10-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141EC23
        
          
        
        48492000.00000000
        PA
        USD
        53114887.84000000
        0.071812034161
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-08
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ventas Realty LP
        32SXKSJ72K64GM3HOU64
        VENTAS REALTY LP
        92277GAD9
        
          
        
        6012000.00000000
        PA
        USD
        6544272.42000000
        0.008847943273
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        CROWN CASTLE INT
        22822VAC5
        
          
        
        8553000.00000000
        PA
        USD
        9577469.79000000
        0.012948866423
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pertamina Persero PT
        254900NDAKGNZ2IBBL45
        PT PERTAMINA
        N/A
        
          
        
        5550000.00000000
        PA
        USD
        5938500.00000000
        0.008028930912
        Long
        DBT
        CORP
        ID
        
        N
        
        2
        
          2023-05-20
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Co/The
        2YD5STGSJNMUB7H76907
        MOSAIC CO
        61945CAC7
        
          
        
        20576000.00000000
        PA
        USD
        22370103.74000000
        0.030244677514
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        EQUIFAX INC
        294429AQ8
        
          
        
        95144000.00000000
        PA
        USD
        101558227.90000000
        0.137308073647
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corp
        N/A
        LAMAR MEDIA CORP
        513075BT7
        
          
        
        2120000.00000000
        PA
        USD
        2170350.00000000
        0.002934342040
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE
        05578DAW2
        
          
        
        6822000.00000000
        PA
        USD
        6961209.73000000
        0.009411648056
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2021-12-02
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBK5
        
          
        
        41490000.00000000
        PA
        USD
        43512637.50000000
        0.058829664104
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        William Carter Co/The
        TGI2A0HXEYNQPU7TYV27
        WILLIAM CARTER
        96926JAE7
        
          
        
        3706000.00000000
        PA
        USD
        3937625.00000000
        0.005323721323
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        2Y RTR 0.607500 17-JAN-2023
        N/A
        
          
        
        623325000.00000000
        NC
        USD
        2808926.85000000
        0.003797706426
        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
                
              
            
            623325000.00000000
            0.60750000
            USD
            2023-01-17
            XXXX
            113046.22000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (COLOM)
        N/A
        
          
        
        4040000.00000000
        NC
        USD
        24361.60000000
        0.000032937206
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                COLOMBIA REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            -27942.99000000
            USD
            0.00000000
            USD
            4040000.00000000
            USD
            52304.59000000
          
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_19-3
        N/A
        CARMX 2019-3 A4
        14315PAE5
        
          
        
        7570000.00000000
        PA
        USD
        7931738.51000000
        0.010723815864
        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
        
          
        
        760863.35000000
        PA
        USD
        763042.92000000
        0.001031644167
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2047-08-15
          Fixed
          2.70900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc
        549300AP2Q7ERHX6RI89
        BERRY GLOBAL INC
        08576PAC5
        
          
        
        48020000.00000000
        PA
        USD
        48137504.94000000
        0.065082546339
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-02-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CRED
        345397A29
        
          
        
        5500000.00000000
        PA
        USD
        5576444.50000000
        0.007539427064
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-09
          Fixed
          3.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        KROGER CO
        501044CS8
        
          
        
        3400000.00000000
        PA
        USD
        3661225.40000000
        0.004950025391
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2017-BNK8
        N/A
        BANK 2017-BNK8 A4
        06650AAE7
        
          
        
        5500000.00000000
        PA
        USD
        6236890.00000000
        0.008432358157
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-11-15
          Fixed
          3.48800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Province of Nova Scotia Canada
        5493002W033HJBDP3481
        NOVA SCOTIA
        669827DP9
        
          
        
        12785000.00000000
        PA
        USD
        14243666.22000000
        0.019257626002
        Long
        DBT
        NUSS
        CA
        
        N
        
        2
        
          2022-07-30
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264AAM7
        
          
        
        25187000.00000000
        PA
        USD
        25249967.50000000
        0.034138291586
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comision Federal de Electricidad
        4469000001BFPONMPF32
        COM FED ELECTRIC
        N/A
        
          
        
        10200000.00000000
        PA
        USD
        10327245.00000000
        0.013962572470
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2021-05-26
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nuveen Finance LLC
        N/A
        TIAA ASSET MGMT
        87246YAC0
        
          
        
        14375000.00000000
        PA
        USD
        16179450.63000000
        0.021874832247
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-11-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        VALERO ENERGY
        91913YBA7
        
          
        
        37665000.00000000
        PA
        USD
        37858711.10000000
        0.051185480481
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo Bimbo SAB de CV
        5493000RIXURZEBFEV60
        GRUPO BIMBO SAB
        40052VAB0
        
          
        
        11180000.00000000
        PA
        USD
        11598657.46000000
        0.015681539011
        Long
        DBT
        CORP
        MX
        
        Y
        
        2
        
          2022-01-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corp Financiera de Desarrollo SA
        254900BOM7T4MG6T0J30
        CORP FINANCIERA
        N/A
        
          
        
        9838000.00000000
        PA
        USD
        11135435.44000000
        0.015055256684
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2025-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        WALMART INC
        931142DP5
        
          
        
        11670000.00000000
        PA
        USD
        12667294.86000000
        0.017126350976
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-22
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Life Global Funding
        635400DPNHEAUHB7ZI15
        NEW YORK LIFE GL
        64952WDP5
        
          
        
        4650000.00000000
        PA
        USD
        4725413.70000000
        0.006388822114
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-05-05
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Total Capital International SA
        549300U37G2I8G4RUG09
        TOTAL CAP INTL
        89153VAE9
        
          
        
        6755000.00000000
        PA
        USD
        7068182.07000000
        0.009556276082
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2023-01-25
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Resort Collection LLC / CRC Finco Inc
        N/A
        CAESARS RESORT
        12770RAA1
        
          
        
        602000.00000000
        PA
        USD
        631347.50000000
        0.000853590209
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romanian Government International Bond
        N/A
        ROMANIA
        77586TAA4
        
          
        
        2672000.00000000
        PA
        USD
        2833187.33000000
        0.003830506918
        Long
        DBT
        NUSS
        RO
        
        N
        
        2
        
          2022-02-07
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dow Chemical Co/The
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO
        260543CJ0
        
          
        
        16380000.00000000
        PA
        USD
        17888516.10000000
        0.024185511473
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EBE4
        
          
        
        27500000.00000000
        PA
        USD
        28597717.50000000
        0.038664494072
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-02-15
          Variable
          4.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP
        594918BJ2
        
          
        
        8570000.00000000
        PA
        USD
        9514722.52000000
        0.012864031280
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-03
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAG5
        
          
        
        29939000.00000000
        PA
        USD
        33980765.00000000
        0.045942445823
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        DIS 0 9/15/2021
        2546R2WF9
        
          
        
        9700000.00000000
        PA
        USD
        9677767.60000000
        0.013084470395
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-09-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        N/A
        
          
        
        1700000.00000000
        PA
        
        2198686.32000000
        0.002972653121
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-277P Mortgage Trust
        N/A
        COMM 2014-277P A
        12592FAA3
        
          
        
        33245000.00000000
        PA
        USD
        36121024.95000000
        0.048836105715
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2049-08-10
          Variable
          3.61130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VFN9
        
          
        
        4509000.00000000
        PA
        USD
        4429334.99000000
        0.005988519764
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-10-30
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XAQ9
        
          
        
        59030000.00000000
        PA
        USD
        60506104.18000000
        0.081805056868
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-25
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61747WAL3
        
          
        
        24050000.00000000
        PA
        USD
        24651322.15000000
        0.033328915118
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-07-28
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2013-GC15
        N/A
        CGCMT 2013-GC15 A4
        17321JAD6
        
          
        
        3786322.00000000
        PA
        USD
        4108651.59000000
        0.005554951546
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-09-10
          Variable
          4.37100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Power Co
        5LADC78JBG2BMZD5XF57
        SOUTHERN POWER
        843646AW0
        
          
        
        9700000.00000000
        PA
        USD
        9689882.90000000
        0.013100850441
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        53944YAF0
        
          
        
        30695000.00000000
        PA
        USD
        35042578.41000000
        0.047378031663
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-05-08
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark 2018-B6 Mortgage Trust
        N/A
        BMARK 2018-B6 A4
        08162CAD2
        
          
        
        11410000.00000000
        PA
        USD
        13595585.50000000
        0.018381412256
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-10-10
          Fixed
          4.26100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023CT0
        
          
        
        131945000.00000000
        PA
        USD
        148862328.18000000
        0.201263845812
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA EL&PWR
        927804FN9
        
          
        
        4599000.00000000
        PA
        USD
        4801139.85000000
        0.006491204875
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WDK4
        
          
        
        72000000.00000000
        PA
        USD
        72720648.00000000
        0.098319282422
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-07
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Realty Trust LP
        CD4SPTZ3YBTHY0C1AH38
        DIGITAL REALTY
        25389JAQ9
        
          
        
        2600000.00000000
        PA
        USD
        3029873.60000000
        0.004096429368
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236TFN0
        
          
        
        97255000.00000000
        PA
        USD
        105035983.53000000
        0.142010045472
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-20
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL Capital Funding Inc
        549300MROK5WY0D2NU17
        PPL CAPITAL FDG
        69352PAE3
        
          
        
        9215000.00000000
        PA
        USD
        9653154.82000000
        0.013051193589
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada PipeLines Ltd
        5BV01I6231JPDAPMGH09
        TRANSCANADA PL
        893526DM2
        
          
        
        60016000.00000000
        PA
        USD
        61838925.98000000
        0.083607049653
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2022-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C21
        5493000F7E2NMQ4HIO61
        WFRBS 2014-C21 AS
        92939FAW9
        
          
        
        7130000.00000000
        PA
        USD
        7649705.70000000
        0.010342503757
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          3.89100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia/The
        L3I9ZG2KFGXZ61BMYR72
        BANK NOVA SCOTIA
        064159VL7
        
          
        
        46410000.00000000
        PA
        USD
        47357785.02000000
        0.064028354646
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-06-11
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silgan Holdings Inc
        KAF673KJXD92C8KSLU49
        SILGAN HOLDINGS
        827048AW9
        
          
        
        2458000.00000000
        PA
        USD
        2553247.50000000
        0.003452024548
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C12
        N/A
        JPMBB 2013-C12 AS
        46639NAU5
        
          
        
        7520000.00000000
        PA
        USD
        7944654.40000000
        0.010741278318
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-07-15
          Variable
          4.03830000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        TOTAL SYSTEM SVC
        891906AD1
        
          
        
        47420000.00000000
        PA
        USD
        47480365.66000000
        0.064194085301
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        254900OYVDRYS9J51J61
        PERUSAHAAN LISTR
        71568QAA5
        
          
        
        23156000.00000000
        PA
        USD
        24024350.00000000
        0.032481240440
        Long
        DBT
        CORP
        ID
        
        N
        
        2
        
          2021-11-22
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mylan Inc
        30ZMPDNA1RHIBH89C294
        MYLAN INC
        628530AV9
        
          
        
        27015000.00000000
        PA
        USD
        28273385.72000000
        0.038225993195
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-01-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        LENNAR CORP
        526057CT9
        
          
        
        700000.00000000
        PA
        USD
        826532.00000000
        0.001117482247
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
        N/A
        JPMCC 2013-C16 B
        46641BAJ2
        
          
        
        21150000.00000000
        PA
        USD
        22374162.00000000
        0.030250164336
        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
        
          
        
        1195000.00000000
        PA
        USD
        1253393.68000000
        0.001694604910
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-04
          Fixed
          4.13400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Commercial Mortgage-Backed Securities Trust 2011-RR1
        N/A
        JPMCC 2011-RR1 A4B
        46635WAC9
        
          
        
        2778000.00000000
        PA
        USD
        2780833.56000000
        0.003759723925
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-03-16
          Variable
          4.71710000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESLA AUTO LEASE TRUST TESLA_20-A
        N/A
        TESLA 2020-A A4
        88167HAD8
        
          
        
        3620000.00000000
        PA
        USD
        3653705.82000000
        0.004939858819
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2023-12-20
          Fixed
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1
        N/A
        GMCAR 2021-1 B
        36261LAE1
        
          
        
        3250000.00000000
        PA
        USD
        3263404.30000000
        0.004412165978
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-05-17
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Liquide Finance SA
        549300YGXL5Z3R14K812
        AIR LIQUIDE FIN
        00913RAD8
        
          
        
        200000.00000000
        PA
        USD
        216537.60000000
        0.000292761712
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2026-09-27
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2014-LC16
        549300PX4QZK7CUM8D08
        WFCM 2014-LC16 AS
        94988XAW6
        
          
        
        7100000.00000000
        PA
        USD
        7512155.00000000
        0.010156533383
        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
        
          
        
        9686000.00000000
        PA
        USD
        10674969.66000000
        0.014432700831
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        ENTERGY CORP
        29364GAH6
        
          
        
        41151000.00000000
        PA
        USD
        42983289.43000000
        0.058113978480
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-CCRE22 Mortgage Trust
        N/A
        COMM 2015-CR22 A5
        12592XBD7
        
          
        
        36015000.00000000
        PA
        USD
        39595611.30000000
        0.053533792632
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-03-10
          Fixed
          3.30900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_17-A
        N/A
        NAVSL 2017-A A2A
        63939XAB7
        
          
        
        11581970.58000000
        PA
        USD
        11937458.32000000
        0.016139602276
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2058-12-16
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAC5
        
          
        
        400000000.00000000
        PA
        USD
        400125000.00000000
        0.540974316942
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-07-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP
        68389XBT1
        
          
        
        67480000.00000000
        PA
        USD
        72191588.56000000
        0.097603987029
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        BAYER US FIN II
        07274NAJ2
        
          
        
        45879000.00000000
        PA
        USD
        52262191.15000000
        0.070659176905
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global LP
        549300474L1ZLXZY2P98
        CLARIOS GLOBAL L
        18060TAA3
        
          
        
        2523000.00000000
        PA
        USD
        2683841.25000000
        0.003628589033
        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
        
          
        
        3372000.00000000
        PA
        USD
        2817643.20000000
        0.003809491047
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-15
          Variable
          4.08140000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650BZ2
        
          
        
        44825000.00000000
        PA
        USD
        46491145.25000000
        0.062856646161
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967JP7
        
          
        
        11650000.00000000
        PA
        USD
        12822630.75000000
        0.017336367163
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-27
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIDEWATER AUTO RECEIVABLES TRUST TMCAT_18-AA
        N/A
        TMCAT 2018-AA D
        88642MAE0
        
          
        
        2059000.00000000
        PA
        USD
        2104639.59000000
        0.002845500692
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-11-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-CCRE27 Mortgage Trust
        N/A
        COMM 2015-CR27 A4
        12635QBG4
        
          
        
        11974000.00000000
        PA
        USD
        13432792.42000000
        0.018161313849
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Fixed
          3.61200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gazprom PJSC Via Gaz Capital SA
        N/A
        GAZPROM
        N/A
        
          
        
        15630000.00000000
        PA
        
        19959471.44000000
        0.026985470612
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-01-24
          Fixed
          2.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHF9
        
          
        
        156731000.00000000
        PA
        USD
        166301151.59000000
        0.224841366793
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-05
          Variable
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX.NA.IG.35.V1 5YR RTP @ 60.00000
        N/A
        
          
        
        161030000.00000000
        NC
        USD
        177308.52000000
        0.000239723475
        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
                
              
            
            161030000.00000000
            60.00000000
            USD
            2021-02-17
            XXXX
            -80339.48000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GXE9
        
          
        
        62105000.00000000
        PA
        USD
        67381192.38000000
        0.091100267472
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-20
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQU
        785592AH9
        
          
        
        53378000.00000000
        PA
        USD
        55940144.00000000
        0.075631818032
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER
        03027XAV2
        
          
        
        9754000.00000000
        PA
        USD
        10484330.75000000
        0.014174954491
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        ZOETIS INC
        98978VAB9
        
          
        
        12665000.00000000
        PA
        USD
        13293475.30000000
        0.017972955252
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        N/A
        FH 1B0482
        31336SCT3
        
          
        
        618269.20000000
        PA
        USD
        639213.44000000
        0.000864225064
        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
        
          
        
        20070000.00000000
        PA
        USD
        21184832.30000000
        0.028642174777
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-08-15
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236THF5
        
          
        
        27045000.00000000
        PA
        USD
        27147365.33000000
        0.036703598665
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-14
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        CI7MUJI4USF3V0NJ1H64
        EXPEDIA GRP INC
        30212PAS4
        
          
        
        6648000.00000000
        PA
        USD
        7673527.13000000
        0.010374710647
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP
        68389XAS4
        
          
        
        4650000.00000000
        PA
        USD
        5020363.20000000
        0.006787597758
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHY8
        
          
        
        65725000.00000000
        PA
        USD
        68403885.28000000
        0.092482961863
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-13
          Variable
          2.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyco Electronics Group SA
        C33G1C5SYE2YM95EE712
        TYCO ELECTRONICS
        902133AR8
        
          
        
        26462000.00000000
        PA
        USD
        28830428.39000000
        0.038979122287
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-08-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        COMMSCOPE FINANC
        20338QAD5
        
          
        
        2321000.00000000
        PA
        USD
        2454457.50000000
        0.003318459155
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TRUST HART_20-B
        N/A
        HART 2020-B C
        44933FAF3
        
          
        
        4840000.00000000
        PA
        USD
        4936573.49000000
        0.006674312956
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-12-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TRUST HART_19-A
        N/A
        HART 2019-A B
        44932NAF7
        
          
        
        5655000.00000000
        PA
        USD
        5936613.35000000
        0.008026380136
        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
        
          
        
        4087000.00000000
        PA
        USD
        4219827.50000000
        0.005705262853
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT / EMC
        24703DAY7
        
          
        
        29155000.00000000
        PA
        USD
        31945483.36000000
        0.043190718000
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        N/A
        
          
        
        33310000.00000000
        PA
        
        25764933.89000000
        0.034834532988
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-17
          Floating
          1.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Utah Acquisition Sub Inc
        254900JOFV74IJ7H9933
        MYLAN NV
        N/A
        
          
        
        21590000.00000000
        PA
        
        28206583.35000000
        0.038135675504
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-22
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV / NXP Funding LLC
        N/A
        NXP BV/NXP FUNDI
        62947QAV0
        
          
        
        22660000.00000000
        PA
        USD
        24701552.70000000
        0.033396827489
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2023-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Azerbaijan International Bond
        N/A
        REPUBLIC OF AZER
        N/A
        
          
        
        10807000.00000000
        PA
        USD
        11830327.80000000
        0.015994760389
        Long
        DBT
        NUSS
        AZ
        
        N
        
        2
        
          2024-03-18
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-E
        N/A
        SOFI 2017-E A2B
        83404KAC7
        
          
        
        10387156.52000000
        PA
        USD
        10611451.58000000
        0.014346823543
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2040-11-26
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        STATOIL ASA
        85771PAF9
        
          
        
        2000000.00000000
        PA
        USD
        2056902.00000000
        0.002780958836
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2022-01-23
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2019-77 P
        3136B7N49
        
          
        
        10035599.07000000
        PA
        USD
        10462011.67000000
        0.014144778799
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-01-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico Government International Bond
        N/A
        UNITED MEXICAN
        91087BAF7
        
          
        
        10976000.00000000
        PA
        USD
        12675578.72000000
        0.017137550865
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2029-04-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        VALEANT PHARMA
        91911KAK8
        
          
        
        7280000.00000000
        PA
        USD
        7443800.00000000
        0.010064116514
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2024-03-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Houston Galleria Mall Trust 2015-HGLR
        N/A
        HGMT 2015-HGLR A1A2
        44217NAC0
        
          
        
        40670000.00000000
        PA
        USD
        41555385.90000000
        0.056183433933
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2037-03-05
          Fixed
          3.08660000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4237 GA
        3137B3SN9
        
          
        
        5070582.23000000
        PA
        USD
        5174681.28000000
        0.006996237852
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2040-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oncor Electric Delivery Co LLC
        549300SP2X2BS1KERD24
        ONCOR ELECTRIC D
        68233JBM5
        
          
        
        47575000.00000000
        PA
        USD
        50962102.13000000
        0.068901439274
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GM 0 3/25/2021
        37046TQR8
        
          
        
        19800000.00000000
        PA
        USD
        19783328.40000000
        0.026747322881
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        N/A
        
          
        
        53800000.00000000
        PA
        
        41631437.75000000
        0.056286257045
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2028-06-22
          Floating
          1.81140000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        MERCK & CO INC
        58933YAU9
        
          
        
        2100000.00000000
        PA
        USD
        2257080.00000000
        0.003051602152
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-07
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hungary Government International Bond
        N/A
        HUNGARY
        445545AE6
        
          
        
        116482000.00000000
        PA
        USD
        117589394.37000000
        0.158982423740
        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
        
          
        
        4110000.00000000
        PA
        USD
        4356600.00000000
        0.005890181091
        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
        
          
        
        1490000.00000000
        PA
        USD
        1733987.50000000
        0.002344374141
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Ltd
        4ZHCHI4KYZG2WVRT8631
        MACQUARIE BK LTD
        N/A
        
          
        
        2910000.00000000
        PA
        
        2267873.47000000
        0.003066195067
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-06-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antares Holdings LP
        N/A
        ANTARES HOLDINGS
        03666HAC5
        
          
        
        9700000.00000000
        PA
        USD
        9748500.00000000
        0.013180101540
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-07-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2
        N/A
        AMCAR 2020-2 B
        03066EAE4
        
          
        
        5670000.00000000
        PA
        USD
        5730546.53000000
        0.007747775057
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-02-18
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2016-118 AP
        38380ATX5
        
          
        
        7322034.90000000
        PA
        USD
        7469647.12000000
        0.010099062164
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-09-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2N2
        
          
        
        95775000.00000000
        PA
        USD
        100326419.55000000
        0.135642652389
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-30
          Variable
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        N/A
        
          
        
        2900000.00000000
        PA
        
        3589362.75000000
        0.004852866134
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-25
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC24
        N/A
        GSMS 2014-GC24 B
        36253GAK8
        
          
        
        10665000.00000000
        PA
        USD
        10237760.10000000
        0.013841587696
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-09-10
          Variable
          4.51050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TRUST HART_19-B
        N/A
        HART 2019-B A4
        44891JAD0
        
          
        
        12600000.00000000
        PA
        USD
        13060807.20000000
        0.017658384889
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qantas Airways Ltd
        YLXNW6TI6QSK1H8H0N82
        QANTAS AIRWAYS
        N/A
        
          
        
        41500000.00000000
        PA
        
        32377451.45000000
        0.043774744598
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2021-06-11
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I 2017-HR2
        N/A
        MSC 2017-HR2 A4
        61691NAE5
        
          
        
        6765000.00000000
        PA
        USD
        7641405.75000000
        0.010331282114
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-12-15
          Fixed
          3.58700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DAM1
        
          
        
        41344000.00000000
        PA
        USD
        45034944.26000000
        0.060887843073
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-13
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        539439AV1
        
          
        
        14700000.00000000
        PA
        USD
        15444363.90000000
        0.020880985220
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-02-05
          Variable
          2.43800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D
        N/A
        SOFI 2016-D A1
        83404LAA9
        
          
        
        964441.14000000
        PA
        USD
        966551.63000000
        0.001306790647
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2039-01-25
          Floating
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_16-6A
        N/A
        NAVSL 2016-6A A2
        63940LAB0
        
          
        
        21635476.12000000
        PA
        USD
        21671960.02000000
        0.029300777928
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2066-03-25
          Floating
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Partners LP / Regency Energy Finance Corp
        N/A
        REGENCY ENERGY P
        75886AAQ1
        
          
        
        85463000.00000000
        PA
        USD
        90334391.00000000
        0.122133297013
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-2
        N/A
        CARMX 2018-2 D
        14314XAG4
        
          
        
        5300000.00000000
        PA
        USD
        5524638.91000000
        0.007469385218
        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
        
          
        
        10775000.00000000
        PA
        USD
        11470094.17000000
        0.015507719734
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-05-02
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK
        25466AAQ4
        
          
        
        34165000.00000000
        PA
        USD
        36005571.05000000
        0.048680010508
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-12
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORIX Corp
        35380016EMHNBOVYE123
        ORIX CORP
        686330AL5
        
          
        
        3850000.00000000
        PA
        USD
        4216881.90000000
        0.005701280363
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2024-01-16
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_17-4
        N/A
        CARMX 2017-4 C
        14314RAF9
        
          
        
        4830000.00000000
        PA
        USD
        4917225.45000000
        0.006648154149
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-10-16
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_16-2
        N/A
        SYNCT 2016-2 C
        87165LBY6
        
          
        
        10715000.00000000
        PA
        USD
        10787608.05000000
        0.014584989431
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrefour SA
        549300B8P6MUJ1YWTS08
        CARREFOUR SA
        N/A
        
          
        
        1325000.00000000
        PA
        
        1687758.73000000
        0.002281872230
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2025-06-03
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023CC7
        
          
        
        28830000.00000000
        PA
        USD
        30315263.94000000
        0.040986639682
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brazilian Government International Bond
        N/A
        BRAZIL REP OF
        105756CD0
        
          
        
        14873000.00000000
        PA
        USD
        15383143.90000000
        0.020798214967
        Long
        DBT
        NUSS
        BR
        
        N
        
        2
        
          2025-06-06
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
        N/A
        LEGENDS HOSPITAL
        52473NAA6
        
          
        
        2525000.00000000
        PA
        USD
        2562875.00000000
        0.003465041056
        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
        
          
        
        3351000.00000000
        PA
        USD
        3610702.50000000
        0.004881717759
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        CROWN CASTLE INT
        22822VAG6
        
          
        
        69394000.00000000
        PA
        USD
        74823247.77000000
        0.101162025251
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RBN1
        
          
        
        9800000.00000000
        PA
        USD
        10143303.80000000
        0.013713881523
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        CONSTELLATION BR
        21036PAL2
        
          
        
        78574000.00000000
        PA
        USD
        85005517.62000000
        0.114928589392
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_20-A
        N/A
        HDMOT 2020-A A3
        41284UAD6
        
          
        
        25690000.00000000
        PA
        USD
        26162775.64000000
        0.035372420321
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          1.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Securities Trust 2017-C7
        N/A
        JPMDB 2017-C7 A5
        46648KAU0
        
          
        
        5693000.00000000
        PA
        USD
        6433090.00000000
        0.008697623164
        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
        
          
        
        9350000.00000000
        PA
        USD
        9574680.50000000
        0.012945095266
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-01-15
          Variable
          4.07760000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP
        68389XBS3
        
          
        
        23704000.00000000
        PA
        USD
        25669962.35000000
        0.034706130204
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        ENTERGY CORP
        29364GAM5
        
          
        
        48325000.00000000
        PA
        USD
        48146439.13000000
        0.065094625483
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic International Bond
        N/A
        DOMINICAN REPUBL
        25714PEF1
        
          
        
        19333000.00000000
        PA
        USD
        20589645.00000000
        0.027837473639
        Long
        DBT
        NUSS
        DO
        
        Y
        
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807DA2
        
          
        
        28290000.00000000
        PA
        USD
        28730956.23000000
        0.038844634605
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-30
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4
        N/A
        GMCAR 2020-4 B
        36260KAE4
        
          
        
        7010000.00000000
        PA
        USD
        7020384.61000000
        0.009491653281
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-03-16
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        AMERIPRISE FINL
        03076CAJ5
        
          
        
        22330000.00000000
        PA
        USD
        22994250.51000000
        0.031088532241
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-C30
        N/A
        WFCM 2015-C30 A4
        94989NBE6
        
          
        
        20610000.00000000
        PA
        USD
        23084436.60000000
        0.031210465033
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Fixed
          3.66400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Truck Leasing Co Lp / PTL Finance Corp
        N/A
        PENSKE TRUCK LE
        709599AN4
        
          
        
        3470000.00000000
        PA
        USD
        3717938.44000000
        0.005026702175
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-01-17
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        40659.87000000
        0.000054972684
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              HSBC BANK USA, N.A.
              1IE8VN30JCEQV1H4R804
            
            10531745.43000000
            EUR
            12825144.63000000
            USD
            2021-02-12
            40659.87000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT AH4R_15-SFR2
        N/A
        AH4R 2015-SFR2 B
        02666BAB2
        
          
        
        2830000.00000000
        PA
        USD
        3082068.10000000
        0.004166997026
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2052-10-17
          Fixed
          4.29500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB
        808513AX3
        
          
        
        33880000.00000000
        PA
        USD
        38172528.24000000
        0.051609765424
        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
        
          
        
        27722229.41000000
        PA
        USD
        29765357.72000000
        0.040243159165
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-01-15
          Fixed
          3.23120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT / EMC
        24703DBB6
        
          
        
        71657000.00000000
        PA
        USD
        85052057.98000000
        0.114991512578
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XDD5
        
          
        
        64300000.00000000
        PA
        USD
        64044793.30000000
        0.086589411581
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-08
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        CHURCHILL DOWNS
        171484AE8
        
          
        
        2831000.00000000
        PA
        USD
        2940701.25000000
        0.003975867166
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilcorp Energy I LP / Hilcorp Finance Co
        N/A
        HILCORP ENERGY I
        431318AU8
        
          
        
        2095000.00000000
        PA
        USD
        2115950.00000000
        0.002860792517
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Ltd
        4ZHCHI4KYZG2WVRT8631
        MACQUARIE BK LTD
        N/A
        
          
        
        54720000.00000000
        PA
        
        42115014.86000000
        0.056940059723
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-06-21
          Floating
          0.76380000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Securities Trust 2018-C8
        N/A
        JPMDB 2018-C8 A4
        46591ABA2
        
          
        
        8500000.00000000
        PA
        USD
        10025070.00000000
        0.013554027855
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-06-15
          Fixed
          4.21060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harley-Davidson Financial Services Inc
        RLUFFFFW4GRYU77BTS24
        HOG 0 4/23/2021
        41282JRP8
        
          
        
        34700000.00000000
        PA
        USD
        34667694.30000000
        0.046871183364
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-04-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Slovakia Government International Bond
        N/A
        SLOVAK REPUBLIC
        N/A
        
          
        
        3000000.00000000
        PA
        USD
        3158659.80000000
        0.004270550022
        Long
        DBT
        NUSS
        SK
        
        N
        
        2
        
          2022-05-21
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG RESOURCES IN
        26875PAK7
        
          
        
        16661000.00000000
        PA
        USD
        17331588.59000000
        0.023432538079
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON International Finance BV
        549300TG53AWJ719M814
        E.ON INTL FIN BV
        ED0150273
        
          
        
        2945000.00000000
        PA
        
        4607078.32000000
        0.006228831108
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-12-06
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        East Ohio Gas Co/The
        BC95Y6MXLT75BGO7UM71
        EAST OHIO GAS CO
        27409LAA1
        
          
        
        6315000.00000000
        PA
        USD
        6414271.80000000
        0.008672180707
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-CCRE27 Mortgage Trust
        N/A
        COMM 2015-CR27 C
        12635QBL3
        
          
        
        8118000.00000000
        PA
        USD
        8971688.88000000
        0.012129842583
        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
        
          
        
        15400000.00000000
        PA
        USD
        15610718.20000000
        0.021105898444
        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
        
          
        
        41832000.00000000
        PA
        USD
        47000343.60000000
        0.063545089097
        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
        
          
        
        4510000.00000000
        PA
        USD
        4684762.50000000
        0.006333861152
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2027-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BA6
        
          
        
        52881000.00000000
        PA
        USD
        56717146.38000000
        0.076682335574
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-05-25
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinopec Group Overseas Development 2012 Ltd
        N/A
        SINOPEC GRP OVER
        N/A
        
          
        
        8873000.00000000
        PA
        USD
        9198978.05000000
        0.012437140561
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2022-05-17
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2
        N/A
        GFORT 2020-2 B
        361886CN2
        
          
        
        8220000.00000000
        PA
        USD
        8290764.34000000
        0.011209223557
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-10-15
          Fixed
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: USD 0.602500 17-JAN-2025
        N/A
        
          
        
        312187000
        NC
        USD
        -117716.39000000
        -0.00015915412
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              
                ICE LIBOR USD 3 Month
                US0003M
              
            
            Y
            
            
              
                
              
            
            2025-01-17
            0.00000000
            USD
            0.00000000
            USD
            312187000
            USD
            -117716.39000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (TURKEY)
        N/A
        
          
        
        6480000.00000000
        NC
        USD
        607435.20000000
        0.000821260462
        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
            6480000.00000000
            USD
            -71299.42000000
          
        
        
          N
          N
          N
        
      
      
        BAT International Finance PLC
        21380041YBGOQDFAC823
        BAT INTL FINANCE
        05530QAK6
        
          
        
        75200000.00000000
        PA
        USD
        83800097.60000000
        0.113298845508
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2025-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Csail 2015-C2 Commercial Mortgage Trust
        549300D5DIOOMKWXVZ20
        CSAIL 2015-C2 A4
        12634NAT5
        
          
        
        18210000.00000000
        PA
        USD
        20102565.30000000
        0.027178935412
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2057-06-15
          Fixed
          3.50400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2016-126 GE
        38380BCL7
        
          
        
        1417931.46000000
        PA
        USD
        1466509.79000000
        0.001982740723
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-05-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162CV0
        
          
        
        19500000.00000000
        PA
        USD
        20414920.50000000
        0.027601243793
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-21
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        53944YAL7
        
          
        
        21410000.00000000
        PA
        USD
        23463411.69000000
        0.031722844391
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-07-09
          Variable
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trust 2016-C4
        N/A
        CFCRE 2016-C4 A4
        12531YAN8
        
          
        
        25764000.00000000
        PA
        USD
        28397596.08000000
        0.038393927253
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-05-10
          Fixed
          3.28300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Government International Bond
        N/A
        SAUDI INT BOND
        BH8295835
        
          
        
        14550000.00000000
        PA
        USD
        15654542.88000000
        0.021165149994
        Long
        DBT
        NUSS
        SA
        
        N
        
        2
        
          2025-10-22
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL
        14913Q2L2
        
          
        
        1070000.00000000
        PA
        USD
        1144949.22000000
        0.001547986559
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spectra Energy Partners LP
        2HKVXE7U4NF5B6UGSU72
        SPECTRA PARTNERS
        84756NAF6
        
          
        
        11985000.00000000
        PA
        USD
        13118912.84000000
        0.017736944486
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2012-GC6
        N/A
        GSMS 2012-GC6 AS
        36192BAE7
        
          
        
        1000000.00000000
        PA
        USD
        1025900.00000000
        0.001387030432
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2045-01-10
          Fixed
          4.94800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406RAC1
        
          
        
        4850000.00000000
        PA
        USD
        4996106.25000000
        0.006754802039
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-16
          Variable
          2.66100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Bank GmbH
        529900GJD3OQLRZCKW37
        VOLKSWAGEN BANK
        N/A
        
          
        
        14510000.00000000
        PA
        
        17882125.06000000
        0.024176870702
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2023-06-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINL
        14040HBT1
        
          
        
        14500000.00000000
        PA
        USD
        15769504.00000000
        0.021320578956
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-30
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BE8
        
          
        
        48400000.00000000
        PA
        
        40382953.98000000
        0.054598290397
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-12-05
          Fixed
          3.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citizens Bank NA/Providence RI
        DRMSV1Q0EKMEXLAU1P80
        CITIZENS BANK NA
        17401QAS0
        
          
        
        38875000.00000000
        PA
        USD
        39943868.13000000
        0.054004640494
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-14
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BA)
        BVN61PXB6
        
          
        
        -24365000.00000000
        NC
        USD
        -109986.05000000
        -0.00014870260
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                BOEING CO
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2024-06-20
            0.00000000
            USD
            0.00000000
            USD
            -24365000.00000000
            USD
            -509993.78000000
          
        
        
          N
          N
          N
        
      
      
        Siemens Financieringsmaatschappij NV
        TAFO772JB70PDRN5VS48
        SIEMENS FINAN
        N/A
        
          
        
        14500000.00000000
        PA
        
        17686994.88000000
        0.023913052106
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-06-05
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC
        629377CQ3
        
          
        
        3870000.00000000
        PA
        USD
        3952237.50000000
        0.005343477618
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-15
          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
        
          
        
        8300000.00000000
        PA
        USD
        9041937.00000000
        0.012224818975
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-11-15
          Fixed
          4.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SAW3
        
          
        
        29015000.00000000
        PA
        
        35897418.61000000
        0.048533786972
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MBT6
        
          
        
        4800000.00000000
        PA
        USD
        5101243.20000000
        0.006896948592
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2024-09-27
          Fixed
          2.44800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        FORD MOTOR CO
        345370CV0
        
          
        
        3604000.00000000
        PA
        USD
        4036584.52000000
        0.005457515909
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-21
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        CAMDEN PROP TRST
        133131AS1
        
          
        
        3025000.00000000
        PA
        USD
        3293846.88000000
        0.004453324751
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GC13
        549300WF5YRKNHB1FX69
        GSMS 2013-GC13 C
        36198EAY1
        
          
        
        5650000.00000000
        PA
        USD
        5527960.00000000
        0.007473875376
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-07-10
          Variable
          4.08370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH Europe Finance II Sarl
        222100KDGL314CKTZ511
        DH EUROPE
        23291KAG0
        
          
        
        95126000.00000000
        PA
        USD
        100520880.84000000
        0.135905566637
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-11-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
        N/A
        JPMCC 2013-C16 A3
        46641BAC7
        
          
        
        2322609.18000000
        PA
        USD
        2495225.49000000
        0.003373578019
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Fixed
          3.88120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korea National Oil Corp
        988400ZTQ08W926ONT36
        KOREA NATL OIL
        50066PAF7
        
          
        
        9400000.00000000
        PA
        USD
        9658406.00000000
        0.013058293254
        Long
        DBT
        NUSS
        KR
        
        Y
        
        2
        
          2022-03-27
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler Finance North America LLC
        549300423Z16BB673J12
        DAIMLER FINANCE
        233851DS0
        
          
        
        22000000.00000000
        PA
        USD
        23895454.00000000
        0.032306971335
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-02-22
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2016-120 DA
        38380ASF5
        
          
        
        5389562.04000000
        PA
        USD
        5496275.37000000
        0.007431037335
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-02-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Realty Trust LP
        CD4SPTZ3YBTHY0C1AH38
        DIGITAL REALTY
        25389JAS5
        
          
        
        4280000.00000000
        PA
        USD
        4483291.44000000
        0.006061469601
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apollo Management Holdings LP
        5493006XQW0V5K38YM64
        APOLLO MNGMT HLD
        03765HAA9
        
          
        
        4835000.00000000
        PA
        USD
        5344526.81000000
        0.007225871266
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-05-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_18-DA
        N/A
        NAVSL 2018-DA A2A
        63940UAB0
        
          
        
        35394204.84000000
        PA
        USD
        38206493.86000000
        0.051655687394
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2059-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        STATE STREET COR
        857477AT0
        
          
        
        25480000.00000000
        PA
        USD
        28637175.84000000
        0.038717842272
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-18
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Commercial Mortgage Trust 2015-UBS7
        N/A
        BACM 2015-UBS7 A3
        06054AAW9
        
          
        
        6999028.69000000
        PA
        USD
        7620612.43000000
        0.010303169269
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-09-15
          Fixed
          3.44100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG/New York NY
        549300D0YARF5HYP1809
        CRED SUIS NY
        22550L2D2
        
          
        
        31250000.00000000
        PA
        USD
        31679531.25000000
        0.042831147214
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2023-05-05
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-LC13 Mortgage Trust
        N/A
        COMM 2013-LC13 A5
        12626GAF0
        
          
        
        13604606.00000000
        PA
        USD
        14743175.48000000
        0.019932969159
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-10
          Fixed
          4.20500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chubb INA Holdings Inc
        CZCBJZWDMLTHWJDXU843
        ACE INA HOLDINGS
        00440EAS6
        
          
        
        31665000.00000000
        PA
        USD
        34712027.96000000
        0.046931123062
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        SHERWIN-WILLIAMS
        824348AV8
        
          
        
        43000.00000000
        PA
        USD
        46359.72000000
        0.000062678957
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (QATAR)
        BVN4MVCF9
        
          
        
        3450000.00000000
        NC
        USD
        -39769.19000000
        -0.00005376847
        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
            3450000.00000000
            USD
            -50847.55000000
          
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YBH1
        
          
        
        161500000.00000000
        PA
        USD
        163786840.00000000
        0.221441984112
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-19
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B
        N/A
        NAROT 2019-B A4
        65479HAD9
        
          
        
        20100000.00000000
        PA
        USD
        21028185.84000000
        0.028430386682
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3
        N/A
        GMCAR 2020-3 D
        362590AG6
        
          
        
        3400000.00000000
        PA
        USD
        3404461.82000000
        0.004602877619
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-09-16
          Fixed
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        MONDELEZ INT INC
        609207AU9
        
          
        
        43130000.00000000
        PA
        USD
        44571059.56000000
        0.060260664794
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-04
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeyBank NA/Cleveland OH
        HUX2X73FUCYHUVH1BK78
        KEY BANK NA
        49327M3A0
        
          
        
        32270000.00000000
        PA
        USD
        32313112.72000000
        0.043687757780
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-03
          Variable
          0.42300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harley-Davidson Financial Services Inc
        RLUFFFFW4GRYU77BTS24
        HOG 0 4/14/2021
        41282JRE3
        
          
        
        29000000.00000000
        PA
        USD
        28975959.00000000
        0.039175881606
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-04-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-CCRE26 Mortgage Trust
        N/A
        COMM 2015-CR26 A4
        12593QBE9
        
          
        
        22007000.00000000
        PA
        USD
        24677769.52000000
        0.033364672314
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        96950FAL8
        
          
        
        78400000.00000000
        PA
        USD
        86035219.20000000
        0.116320759611
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        STRYKER CORP
        863667AF8
        
          
        
        4750000.00000000
        PA
        USD
        5162832.00000000
        0.006980217468
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ontario Teachers' Cadillac Fairview Properties Trust
        N/A
        CADILLAC FAIRVIE
        68327LAA4
        
          
        
        54524000.00000000
        PA
        USD
        56106613.62000000
        0.075856887170
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2022-03-20
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BZ1
        
          
        
        58275000.00000000
        PA
        USD
        63437873.63000000
        0.085768848123
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-11
          Variable
          3.80300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        MARATHON PETRO
        56585AAG7
        
          
        
        31830000.00000000
        PA
        USD
        34654912.50000000
        0.046853902201
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6
        N/A
        MSBAM 2012-C6 A4
        61761DAD4
        
          
        
        4646907.81000000
        PA
        USD
        4788080.87000000
        0.006473548961
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-11-15
          Fixed
          2.85800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-C
        N/A
        SOFI 2018-C A2FX
        78490DAB0
        
          
        
        18832174.55000000
        PA
        USD
        19600491.49000000
        0.026500124949
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2048-01-25
          Fixed
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        N/A
        
          
        
        1700000.00000000
        PA
        
        2183130.84000000
        0.002951621905
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-24
          Variable
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-3
        N/A
        SDART 2018-3 D
        80285GAG7
        
          
        
        40900000.00000000
        PA
        USD
        42261078.38000000
        0.057137539543
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          4.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comm 2013-CCRE13 Mortgage Trust
        N/A
        COMM 2013-CR13 A4
        12630BBA5
        
          
        
        18117000.00000000
        PA
        USD
        19825251.93000000
        0.026804004051
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-11-10
          Variable
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XBW5
        
          
        
        24350000.00000000
        PA
        USD
        26517052.60000000
        0.035851407479
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tri Pointe Homes Inc
        N/A
        TRI POINTE GROUP
        87265HAG4
        
          
        
        6000000.00000000
        PA
        USD
        6757500.00000000
        0.009136229795
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        949746SA0
        
          
        
        32375000.00000000
        PA
        USD
        32658475.50000000
        0.044154692848
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-07-26
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        94974BGA2
        
          
        
        15665000.00000000
        PA
        USD
        17099553.71000000
        0.023118823838
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-09
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC
        053332AN2
        
          
        
        4544000.00000000
        PA
        USD
        4757404.42000000
        0.006432073993
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        QORVO INC
        74736KAH4
        
          
        
        1155000.00000000
        PA
        USD
        1263281.25000000
        0.001707973036
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        IBM CORP
        459200HU8
        
          
        
        36694000.00000000
        PA
        USD
        40135456.87000000
        0.054263671016
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-12
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN
        822582CF7
        
          
        
        33945000.00000000
        PA
        USD
        36119924.04000000
        0.048834617271
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-04-06
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 644254
        31390EWP3
        
          
        
        135578.77000000
        PA
        USD
        143543.20000000
        0.000194072313
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-09-01
          Floating
          2.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        AON PLC
        00185AAD6
        
          
        
        8052000.00000000
        PA
        USD
        8769006.44000000
        0.011855813231
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-11-27
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        N/A
        
          
        
        19370000.00000000
        PA
        
        14983188.08000000
        0.020257469383
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-16
          Floating
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP
        05526DAZ8
        
          
        
        39194000.00000000
        PA
        USD
        42179563.76000000
        0.057027330694
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          3.22200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (RTN)
        BVN46X645
        
          
        
        24420000.00000000
        NC
        USD
        -207975.37000000
        -0.00028118546
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                RAYTHEON CO
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-12-20
            -157570.25000000
            USD
            0.00000000
            USD
            24420000.00000000
            USD
            -50405.12000000
          
        
        
          N
          N
          N
        
      
      
        Graphic Packaging International LLC
        SO75N4VY5NXGQSK8YQ65
        GRAPHIC PACKAGIN
        38869AAC1
        
          
        
        1775000.00000000
        PA
        USD
        1817156.25000000
        0.002456819396
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        BB&T CORPORATION
        05531FBB8
        
          
        
        1455000.00000000
        PA
        USD
        1577068.68000000
        0.002132217811
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-26
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        WALT DISNEY CO
        254687FN1
        
          
        
        67423000.00000000
        PA
        USD
        74326036.43000000
        0.100489788912
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-24
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS
        09659W2N3
        
          
        
        46345000.00000000
        PA
        USD
        46546832.48000000
        0.062931936036
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2027-01-13
          Variable
          1.32300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACER AUTO RECEIVABLES TRUST CPART_20-1A
        N/A
        CPART 2020-1A A3
        13645YAD1
        
          
        
        31730000.00000000
        PA
        USD
        32285754.12000000
        0.043650768589
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2024-07-19
          Fixed
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        INTUIT INC
        46124HAA4
        
          
        
        4340000.00000000
        PA
        USD
        4373643.68000000
        0.005913224373
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-15
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithuania Government International Bond
        N/A
        LITHUANIA
        536878AF8
        
          
        
        8205000.00000000
        PA
        USD
        8252490.54000000
        0.011157476870
        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
        
          
        
        210000.00000000
        PA
        USD
        221287.50000000
        0.000299183640
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 687966
        31400HJK0
        
          
        
        466613.08000000
        PA
        USD
        480639.00000000
        0.000649830314
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-08-01
          Floating
          2.53500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2012-C10
        N/A
        WFRBS 2012-C10 A3
        92890NAU3
        
          
        
        10955000.00000000
        PA
        USD
        11352995.15000000
        0.015349400303
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-12-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668AR3
        
          
        
        17700000.00000000
        PA
        USD
        19419643.50000000
        0.026255616064
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-11-13
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBH8
        
          
        
        83048000.00000000
        PA
        USD
        86466670.92000000
        0.116904088070
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-13
          Variable
          2.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHH5
        
          
        
        59972000.00000000
        PA
        USD
        60512647.58000000
        0.081813903632
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-17
          Variable
          3.49900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD 2017-CD4 Mortgage Trust
        N/A
        CD 2017-CD4 A4
        12515DAR5
        
          
        
        6310000.00000000
        PA
        USD
        7127018.80000000
        0.009635824122
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-05-10
          Variable
          3.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        PERNOD RICARD SA
        714264AH1
        
          
        
        18900000.00000000
        PA
        USD
        19894026.60000000
        0.026896988319
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2022-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4259 JD
        3137B53K7
        
          
        
        3809619.73000000
        PA
        USD
        3881697.74000000
        0.005248106925
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-04-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        JOHNSON CONTROLS
        478375AF5
        
          
        
        857000.00000000
        PA
        USD
        874614.78000000
        0.001182490804
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2021-12-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        MACQUARIE GROUP
        55608JAR9
        
          
        
        19425000.00000000
        PA
        USD
        19525349.55000000
        0.026398532048
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2027-01-12
          Variable
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2015-90 UQ
        3136AQVJ6
        
          
        
        7318149.92000000
        PA
        USD
        7945608.09000000
        0.010742567720
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-12-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 909592
        31411JRM0
        
          
        
        344635.40000000
        PA
        USD
        360089.33000000
        0.000486845559
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-02-01
          Floating
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST
        N/A
        CARMX 2020-3 C
        14315FAG2
        
          
        
        4840000.00000000
        PA
        USD
        4990511.90000000
        0.006747238403
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
        N/A
        MSBAM 2015-C20 A4
        61764RBF4
        
          
        
        37941000.00000000
        PA
        USD
        41455854.24000000
        0.056048865806
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-15
          Fixed
          3.24900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PAYPAL HOLDING
        70450YAB9
        
          
        
        109948000.00000000
        PA
        USD
        113272167.83000000
        0.153145476089
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-26
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINL
        14040HBL8
        
          
        
        38860000.00000000
        PA
        USD
        39936577.44000000
        0.053994783384
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-09
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        BB&T CORPORATION
        05531FBJ1
        
          
        
        33440000.00000000
        PA
        USD
        34654139.52000000
        0.046852857122
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-16
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QAL4
        
          
        
        71181000.00000000
        PA
        USD
        74899139.54000000
        0.101264631933
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-10
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamondback Energy Inc
        549300R22LSX6OHWEN64
        DIAMONDBACK ENER
        25278XAP4
        
          
        
        6060000.00000000
        PA
        USD
        6854144.82000000
        0.009266894875
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-31
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCR5
        
          
        
        45250000.00000000
        PA
        USD
        50576468.00000000
        0.068380056806
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-17
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Energy Inc
        549300FBMTW0JYWMNB26
        PROGRESS ENERGY
        743263AS4
        
          
        
        17667000.00000000
        PA
        USD
        18063129.47000000
        0.024421591069
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        N/A
        
          
        
        41051000.00000000
        PA
        
        31626771.88000000
        0.042759815844
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2022-03-29
          Floating
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES TRUST IHSFR_17-SFR2
        N/A
        IHSFR 2017-SFR2 B
        46187BAB9
        
          
        
        9957000.00000000
        PA
        USD
        9964666.89000000
        0.013472362047
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-12-17
          Floating
          1.30300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3HARRIS TECH IN
        502431AJ8
        
          
        
        119000000.00000000
        PA
        USD
        128272242.00000000
        0.173425775691
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO LEASE TRUST FORDL_20-B
        N/A
        FORDL 2020-B B
        34531RAF4
        
          
        
        14470000.00000000
        PA
        USD
        14623746.64000000
        0.019771499780
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE11 Mortgage Trust
        549300BCCWSDWINK2593
        COMM 2013-CR11 A4
        12626LAE2
        
          
        
        43975000.00000000
        PA
        USD
        47946382.25000000
        0.064824145923
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-08-10
          Fixed
          4.25800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Builders & Contractors Supply Co Inc
        549300H5GQ4C1BEKG397
        ABC SUPPLY CO
        024747AF4
        
          
        
        1000000.00000000
        PA
        USD
        1032500.00000000
        0.001395953720
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Australia Bank Ltd
        F8SB4JFBSYQFRQEH3Z21
        NATL AUSTRALIABK
        N/A
        
          
        
        12145000.00000000
        PA
        
        14987438.68000000
        0.020263216251
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2024-05-20
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDO_19-A
        N/A
        FORDO 2019-A C
        34533FAG6
        
          
        
        10980000.00000000
        PA
        USD
        11557463.45000000
        0.015625844162
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        MACQUARIE GROUP
        55608JAH1
        
          
        
        8330000.00000000
        PA
        USD
        8712680.20000000
        0.011779659406
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2023-11-28
          Variable
          3.18900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        CATHOLIC HEALTH
        14916RAF1
        
          
        
        1900000.00000000
        PA
        USD
        2070513.60000000
        0.002799361900
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIR
        844741BJ6
        
          
        
        34801000.00000000
        PA
        USD
        39977648.75000000
        0.054050312341
        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
        
          
        
        3425000.00000000
        PA
        USD
        3579125.00000000
        0.004839024560
        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
        
          
        
        20120000.00000000
        NC
        USD
        -241067.78000000
        -0.00032592684
        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
            -36214.56000000
            USD
            0.00000000
            USD
            20120000.00000000
            USD
            -204853.22000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2012-LC5
        N/A
        WFCM 2012-LC5 A3
        94988HAC5
        
          
        
        26437953.97000000
        PA
        USD
        27261760.62000000
        0.036858262618
        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
        
          
        
        8334245.84000000
        PA
        USD
        8524884.21000000
        0.011525756732
        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
        
          
        
        8280000.00000000
        PA
        USD
        8335739.30000000
        0.011270030300
        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
        
          
        
        12480000.00000000
        PA
        USD
        12545928.10000000
        0.016962261504
        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
        
          
        
        400000.00000000
        PA
        USD
        421500.00000000
        0.000569873600
        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
        
          
        
        2537000.00000000
        PA
        USD
        2559198.75000000
        0.003460070717
        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
        
          
        
        16139000.00000000
        PA
        USD
        18235181.74000000
        0.024654208025
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corp
        N/A
        LAMAR MEDIA CORP
        513075BL4
        
          
        
        884000.00000000
        PA
        USD
        909547.60000000
        0.001229720441
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558BL6
        
          
        
        35875000.00000000
        PA
        USD
        37675243.38000000
        0.050937429686
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -7383.98000000
        -0.00000998323
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            2234385.95000000
            EUR
            2704936.91000000
            USD
            2021-02-12
            -7383.98000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BA)
        N/A
        
          
        
        9690000.00000000
        NC
        USD
        83668.30000000
        0.000113120653
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                N/A
                BOEING CO
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2024-12-20
            0.00000000
            USD
            0.00000000
            USD
            9690000.00000000
            USD
            -553129.28000000
          
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA EL&PWR
        927804FJ8
        
          
        
        24565000.00000000
        PA
        USD
        25561872.27000000
        0.034559990980
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C20
        549300UVB571ELWL8972
        WFRBS 2014-C20 C
        92890FAZ9
        
          
        
        4500000.00000000
        PA
        USD
        4112910.00000000
        0.005560708973
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-15
          Variable
          4.51300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        CBS CORP
        124857AS2
        
          
        
        13525000.00000000
        PA
        USD
        13968349.50000000
        0.018885394138
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CRED
        345397A86
        
          
        
        5923000.00000000
        PA
        USD
        6233797.58000000
        0.008428177164
        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
        
          
        
        -2340000.00000000
        NC
        USD
        -136631.66000000
        -0.00018472781
        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
            -111839.20000000
            USD
            0.00000000
            USD
            -2340000.00000000
            USD
            -24792.46000000
          
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214EH2
        
          
        
        30727000.00000000
        PA
        USD
        32739679.95000000
        0.044264482343
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2025-02-19
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ralph Lauren Corp
        HO1QNWM0IXBZ0QSMMO20
        RALPH LAUREN
        731572AA1
        
          
        
        9800000.00000000
        PA
        USD
        9965012.40000000
        0.013472829181
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1
        N/A
        FORDF 2020-1 D
        34528QHP2
        
          
        
        14670000.00000000
        PA
        USD
        14776203.47000000
        0.019977623440
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        VALEANT PHARMA
        91911KAN2
        
          
        
        1840000.00000000
        PA
        USD
        1895200.00000000
        0.002562335583
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
        N/A
        MSBAM 2015-C23 A3
        61690QAD1
        
          
        
        9279907.51000000
        PA
        USD
        10122615.91000000
        0.013685911221
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-07-15
          Fixed
          3.45100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Partners LP / Regency Energy Finance Corp
        N/A
        REGENCY ENERGY P
        75886AAL2
        
          
        
        83408000.00000000
        PA
        USD
        86927817.60000000
        0.117527564509
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WDM0
        
          
        
        7500000.00000000
        PA
        USD
        7547947.50000000
        0.010204925318
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-08
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BCHINA)
        BVN4A0RP2
        
          
        
        13100000.00000000
        NC
        USD
        -104517.04000000
        -0.00014130842
        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
            13100000.00000000
            USD
            -112590.47000000
          
        
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        BALL CORP
        058498AV8
        
          
        
        3875000.00000000
        PA
        USD
        4349687.50000000
        0.005880835299
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GWM2
        
          
        
        32411000.00000000
        PA
        USD
        33561169.16000000
        0.045375146671
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-24
          Variable
          2.90500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VEN0
        
          
        
        41235000.00000000
        PA
        USD
        45319161.81000000
        0.061272108977
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          3.37600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-4
        N/A
        SDART 2020-4 D
        80286WAG1
        
          
        
        12720000.00000000
        PA
        USD
        12962952.00000000
        0.017526083358
        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
        
          
        
        4100000.00000000
        PA
        USD
        4170530.25000000
        0.005638612316
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2044-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29278NAM5
        
          
        
        33215000.00000000
        PA
        USD
        37242318.75000000
        0.050352109833
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        CIGNA CORP
        125523BV1
        
          
        
        59164000.00000000
        PA
        USD
        62345129.95000000
        0.084291444147
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Bank Ltd
        RB0PEZSDGCO3JS6CEU02
        MIZUHO CORP BANK
        60688QAD7
        
          
        
        11772000.00000000
        PA
        USD
        12288955.61000000
        0.016614831282
        Long
        DBT
        CORP
        JP
        
        Y
        
        2
        
          2022-10-17
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL
        14913R2F3
        
          
        
        66125000.00000000
        PA
        USD
        66207920.75000000
        0.089513988638
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-14
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government International Bond
        N/A
        INDONESIA (REP)
        N/A
        
          
        
        2100000.00000000
        PA
        USD
        2160342.45000000
        0.002920811699
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2022-01-08
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Corpus Christi Holdings LLC
        549300I7CIEWU1BBLQ53
        CHENIERE CORP CH
        16412XAC9
        
          
        
        70183000.00000000
        PA
        USD
        81236822.50000000
        0.109833263511
        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
        
          
        
        1335000.00000000
        PA
        USD
        1351687.50000000
        0.001827499461
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780097BK6
        
          
        
        63840000.00000000
        PA
        USD
        70212508.80000000
        0.094928244895
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-22
          Variable
          4.26900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX.NA.IG.35.V1 5YR RTR @ 52.50000
        N/A
        
          
        
        -161030000.00000000
        NC
        USD
        -73878.95000000
        -0.00009988532
        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
                
              
            
            -161030000.00000000
            52.50000000
            USD
            2021-02-17
            XXXX
            352850.55000000
          
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EBQ7
        
          
        
        53410000.00000000
        PA
        USD
        53709202.82000000
        0.072615555911
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-12-10
          Variable
          1.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA
        008911AZ2
        
          
        
        45563000.00000000
        PA
        USD
        45847768.75000000
        0.061986792584
        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
        
          
        
        7470000.00000000
        PA
        USD
        7716510.00000000
        0.010432824058
        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
        
          
        
        12600000.00000000
        PA
        USD
        14616000.00000000
        0.019761026220
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61744YAN8
        
          
        
        151394000.00000000
        PA
        USD
        159566702.30000000
        0.215736301864
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-23
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA EL&PWR
        927804FQ2
        
          
        
        18459000.00000000
        PA
        USD
        19889775.55000000
        0.026891240842
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EAN5
        
          
        
        8583000.00000000
        PA
        USD
        9789958.63000000
        0.013236154158
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-01-12
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Bank
        JJKC32MCHWDI71265Z06
        SUNTRUST BANK
        86787EBB2
        
          
        
        290000.00000000
        PA
        USD
        332536.33000000
        0.000449593536
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-03
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YBM0
        
          
        
        213500000.00000000
        PA
        USD
        220742347.00000000
        0.298446586413
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        TORONTO DOM BANK
        89114QCA4
        
          
        
        29609000.00000000
        PA
        USD
        31698980.87000000
        0.042857443358
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-06-12
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc / SkyMiles IP Ltd
        N/A
        DELTA/SKYMILES
        830867AA5
        
          
        
        61330000.00000000
        PA
        USD
        65546437.50000000
        0.088619654494
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SBH5
        
          
        
        44950000.00000000
        PA
        USD
        47471110.65000000
        0.064181572404
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-06
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATION
        92840VAB8
        
          
        
        14295000.00000000
        PA
        USD
        15081225.00000000
        0.020390016602
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE
        AR7138282
        
          
        
        4100000.00000000
        PA
        
        5096432.12000000
        0.006890443948
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2023-09-26
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-LC13 Mortgage Trust
        N/A
        COMM 2013-LC13 AM
        12626GAM5
        
          
        
        18565000.00000000
        PA
        USD
        20171429.45000000
        0.027272040658
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-08-10
          Variable
          4.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        KROGER CO
        501044CY5
        
          
        
        19700000.00000000
        PA
        USD
        21562556.20000000
        0.029152862510
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co Inc
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC
        432833AH4
        
          
        
        860000.00000000
        PA
        USD
        926650.00000000
        0.001252843113
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Co
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS&ELEC
        694308HM2
        
          
        
        9665000.00000000
        PA
        USD
        10418299.77000000
        0.014085679729
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE8 Mortgage Trust
        549300NGGFIEJ2ER3D22
        COMM 2013-CR8 A4
        12625KAD7
        
          
        
        1580380.61000000
        PA
        USD
        1667775.66000000
        0.002254854854
        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
        
          
        
        34792000.00000000
        PA
        USD
        44032546.45000000
        0.059532587913
        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
        
          
        
        17740000.00000000
        PA
        USD
        21133129.80000000
        0.028572272310
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2061-09-15
          Fixed
          4.44200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vivendi SA
        969500FU4DRAEVJW7U54
        VIVENDI SA
        N/A
        
          
        
        14600000.00000000
        PA
        
        17771169.63000000
        0.024026857486
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2022-06-13
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington National Bank/The
        2WHM8VNJH63UN14OL754
        HUNTINGTON NATL
        44644AAB3
        
          
        
        47438000.00000000
        PA
        USD
        48919346.43000000
        0.066139606423
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MCA6
        
          
        
        29390000.00000000
        PA
        USD
        30054449.12000000
        0.040634014579
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-07-08
          Fixed
          1.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668BC5
        
          
        
        40000000.00000000
        PA
        USD
        41201320.00000000
        0.055704732131
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-05-13
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        SUNCOR ENERGY
        867224AC1
        
          
        
        43765000.00000000
        PA
        USD
        45959814.75000000
        0.062138280265
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-05-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GlaxoSmithKline Capital PLC
        549300U0LV41VX7LEP38
        GLAXOSMITHKLINE
        377373AL9
        
          
        
        5472000.00000000
        PA
        USD
        5483091.74000000
        0.007413212892
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-10-01
          Fixed
          0.53400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        CATERPILLAR INC
        149123CC3
        
          
        
        12600000.00000000
        PA
        USD
        13719056.40000000
        0.018548346554
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BA1
        
          
        
        98645000.00000000
        PA
        USD
        106711398.94000000
        0.144275229369
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2023-07-26
          Fixed
          3.76100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GWJ9
        
          
        
        48238000.00000000
        PA
        USD
        49803805.48000000
        0.067335406812
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-05
          Variable
          2.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-A
        N/A
        TAOT 2020-A A4
        89232HAD7
        
          
        
        29200000.00000000
        PA
        USD
        30150667.32000000
        0.040764102864
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        N/A
        MGM GROWTH/MGM F
        55303XAK1
        
          
        
        4492000.00000000
        PA
        USD
        4761520.00000000
        0.006437638312
        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
        
          
        
        1310000.00000000
        PA
        USD
        1264150.00000000
        0.001709147598
        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
        
          
        
        10600000.00000000
        PA
        USD
        9533428.00000000
        0.012889321338
        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
        
          
        
        21548000.00000000
        PA
        USD
        22201335.36000000
        0.030016500422
        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
        
          
        
        26335000.00000000
        NC
        USD
        -318966.89000000
        -0.00043124747
        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
            -1688.68000000
            USD
            0.00000000
            USD
            26335000.00000000
            USD
            -317278.21000000
          
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MAU4
        
          
        
        46780000.00000000
        PA
        USD
        48545804.66000000
        0.065634572986
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2022-10-18
          Fixed
          2.77800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38148LAC0
        
          
        
        51450000.00000000
        PA
        USD
        56286917.40000000
        0.076100660276
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-23
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162CP3
        
          
        
        11200000.00000000
        PA
        USD
        11516232.00000000
        0.015570098694
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-11
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2013-LC12
        549300V2DF3KW9L1CV04
        WFCM 2013-LC12 A4
        94988QAG6
        
          
        
        35662100.00000000
        PA
        USD
        38363860.70000000
        0.051868449453
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-15
          Variable
          4.21800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BRAZIL)
        BVN3U06C4
        
          
        
        3800000.00000000
        NC
        USD
        129746.82000000
        0.000175419424
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                BRAZIL REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            3800000.00000000
            USD
            -391078.92000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAX9
        
          
        
        500000000.00000000
        PA
        USD
        500156250.00000000
        0.676217896178
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-11-30
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Co
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS&ELEC
        694308JL2
        
          
        
        9665000.00000000
        PA
        USD
        10476028.81000000
        0.014163730158
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FEDEX CORP
        31428XBY1
        
          
        
        81860000.00000000
        PA
        USD
        91829156.38000000
        0.124154239670
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BM0
        
          
        
        87945000.00000000
        PA
        USD
        92122387.50000000
        0.124550692041
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-11-22
          Variable
          3.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Capital Corp
        2549000BD79OOCPF2L94
        OWL ROCK CAPITAL
        69121KAD6
        
          
        
        1940000.00000000
        PA
        USD
        2055144.82000000
        0.002778583105
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aroundtown SA
        529900H4DWG3KWMBMQ39
        AROUNDTOWN SA
        N/A
        
          
        
        54200000.00000000
        PA
        
        66196997.73000000
        0.089499220570
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-09-23
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Rural Utilities Cooperative Finance Corp
        4NYF266XZC35SCTGX023
        NATL RURAL UTIL
        637432NJ0
        
          
        
        9777000.00000000
        PA
        USD
        10193470.87000000
        0.013781708069
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DAVITA INC
        23918KAT5
        
          
        
        2810000.00000000
        PA
        USD
        2788925.00000000
        0.003770663659
        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
        
          
        
        14930000.00000000
        PA
        USD
        15247859.70000000
        0.020615308931
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2047-12-15
          Variable
          5.73950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd
        JHE42UYNWWTJB8YTTU19
        AUST & NZ BANK
        052528AL0
        
          
        
        50299000.00000000
        PA
        USD
        53057497.76000000
        0.071734442010
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2030-07-22
          Variable
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_18-1
        N/A
        VALET 2018-1 A4
        92868LAE1
        
          
        
        6970000.00000000
        PA
        USD
        7151086.87000000
        0.009668364473
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-07-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Entertainment Co LP
        N/A
        TIME WARNER ENT
        88731EAF7
        
          
        
        8730000.00000000
        PA
        USD
        10159057.35000000
        0.013735180532
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burlington Northern Santa Fe LLC
        N/A
        BURLINGTON NORTH
        12189LAR2
        
          
        
        9480000.00000000
        PA
        USD
        10395673.20000000
        0.014055088306
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        BARCLAYS BK PLC
        N/A
        
          
        
        47365000.00000000
        PA
        
        66599708.01000000
        0.090043690220
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2021-05-21
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP
        58013MFE9
        
          
        
        9000000.00000000
        PA
        USD
        9553194.00000000
        0.012916045232
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818EU8
        
          
        
        28614000.00000000
        PA
        USD
        30597636.94000000
        0.041368411730
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Carolinas LLC
        MWIUSDMN17TCR56VW396
        DUKE ENERGY CAR
        26442CAS3
        
          
        
        1407000.00000000
        PA
        USD
        1562687.36000000
        0.002112774076
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-3
        N/A
        CARMX 2018-3 A4
        14313FAE9
        
          
        
        5910000.00000000
        PA
        USD
        6170648.73000000
        0.008342799079
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ventas Realty LP
        32SXKSJ72K64GM3HOU64
        VENTAS REALTY LP
        92277GAP2
        
          
        
        1745000.00000000
        PA
        USD
        1894153.88000000
        0.002560921215
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        TAKEDA PHARMACEU
        874060AC0
        
          
        
        36300000.00000000
        PA
        USD
        36953799.30000000
        0.049962027703
        Long
        DBT
        CORP
        JP
        
        Y
        
        2
        
          2022-01-18
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korea Midland Power Co Ltd
        988400Z1HCY1QUPS1W65
        KOREA MIDLAND PW
        N/A
        
          
        
        4267000.00000000
        PA
        USD
        4308635.68000000
        0.005825332693
        Long
        DBT
        CORP
        KR
        
        N
        
        2
        
          2021-07-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Georgia-Pacific LLC
        L2EVHWFHVAQK72TMH265
        GEORGIA-PACIFIC
        37331NAN1
        
          
        
        36660000.00000000
        PA
        USD
        36590675.94000000
        0.049471080095
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-05-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding 2006-H Trust
        N/A
        BAFC 2006-H 2A2
        05950PAE3
        
          
        
        5540629.83000000
        PA
        USD
        4350926.40000000
        0.005882510308
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-09-20
          Variable
          3.13730000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2019-48 MA
        3136B5D36
        
          
        
        14614968.99000000
        PA
        USD
        15327010.28000000
        0.020722321567
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-09-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        CANADIAN NATL RE
        136385AV3
        
          
        
        12780000.00000000
        PA
        USD
        14058000.00000000
        0.019006602805
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-02-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        PROCTER & GAMBLE
        742718EL9
        
          
        
        4400000.00000000
        PA
        
        5549054.80000000
        0.007502395826
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-02
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryder System Inc
        ZXJ6Y2OSPZXIVGRILD15
        RYDER SYSTEM INC
        78355HKM0
        
          
        
        43650000.00000000
        PA
        USD
        44967924.45000000
        0.060797231399
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Mortgage Pass-Through Trust 2006-AR3
        N/A
        FHASI 2006-AR3 1A1
        32052EAA7
        
          
        
        3006710.00000000
        PA
        USD
        2383358.58000000
        0.003222332470
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-11-25
          Variable
          2.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        ZOETIS INC
        98978VAK9
        
          
        
        29000000.00000000
        PA
        USD
        33666680.00000000
        0.045517798729
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-13
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00914AAJ1
        
          
        
        62335000.00000000
        PA
        USD
        65606029.13000000
        0.088700223170
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODU
        29379VBB8
        
          
        
        28502000.00000000
        PA
        USD
        31111871.14000000
        0.042063663202
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Bank USA NA
        LKE37K2B8CFZUR7F9816
        CAPITAL ONE BANK
        14042TCT2
        
          
        
        46330000.00000000
        PA
        USD
        48345632.98000000
        0.065363938215
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-28
          Variable
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE
        N/A
        
          
        
        9240000.00000000
        PA
        
        7071931.84000000
        0.009561345820
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2024-03-08
          Floating
          1.26800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GJH3
        
          
        
        59850000.00000000
        PA
        USD
        60066357.75000000
        0.081210513852
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-24
          Variable
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL Commercial Mortgage Securities Trust 2019-BPR
        N/A
        BAMLL 2019-BPR AMP
        05492PAQ1
        
          
        
        13820000.00000000
        PA
        USD
        13732657.60000000
        0.018566735557
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2032-11-05
          Fixed
          3.28700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        CIGNA CORP
        125523BX7
        
          
        
        45500000.00000000
        PA
        USD
        49387611.00000000
        0.066772706344
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307BD8
        
          
        
        4395000.00000000
        PA
        USD
        4482900.00000000
        0.006060940369
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4935 MD
        3137FQ5M1
        
          
        
        7206063.36000000
        PA
        USD
        7590218.60000000
        0.010262076407
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-10-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nykredit Realkredit AS
        LIU16F6VZJSD6UKHD557
        NYKREDIT
        N/A
        
          
        
        32000000.00000000
        PA
        
        39054703.17000000
        0.052802477652
        Long
        DBT
        CORP
        DK
        
        N
        
        2
        
          2023-01-20
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
        N/A
        JPMCC 2012-C8 AS
        46638UAH9
        
          
        
        4030000.00000000
        PA
        USD
        4168390.20000000
        0.005635718940
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2045-10-15
          Fixed
          3.42390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GlaxoSmithKline Capital PLC
        549300U0LV41VX7LEP38
        GLAXOSMITHKLINE
        377373AG0
        
          
        
        83619000.00000000
        PA
        USD
        90228580.24000000
        0.121990239460
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (MEX)
        N/A
        
          
        
        5020000.00000000
        NC
        USD
        -12754.82000000
        -0.00001724468
        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
            -35924.33000000
            USD
            0.00000000
            USD
            5020000.00000000
            USD
            23169.51000000
          
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW Finance Corp
        N/A
        CDW LLC/CDW FIN
        12513GBE8
        
          
        
        2960000.00000000
        PA
        USD
        3063600.00000000
        0.004142027909
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        NORDEA BANK AB
        JK1081971
        
          
        
        6800000.00000000
        PA
        
        8472081.78000000
        0.011454367145
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2023-02-22
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        WESTERN MIDSTRM
        958667AC1
        
          
        
        5530000.00000000
        PA
        USD
        6083000.00000000
        0.008224296832
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Holdings Inc
        549300B3CEAHYG7K8164
        NOMURA HOLDINGS
        65535HAP4
        
          
        
        24200000.00000000
        PA
        USD
        25721623.40000000
        0.034775976630
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-01-16
          Fixed
          2.64800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryder System Inc
        ZXJ6Y2OSPZXIVGRILD15
        RYDER SYSTEM INC
        78355HKF5
        
          
        
        14200000.00000000
        PA
        USD
        14633355.60000000
        0.019784491222
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2
        N/A
        DRIVE 2020-2 C
        26208VAF3
        
          
        
        5790000.00000000
        PA
        USD
        5999044.48000000
        0.008110787853
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-08-17
          Fixed
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group Inc
        PUSS41EMO3E6XXNV3U28
        PUBLIC SERVICE
        744573AP1
        
          
        
        48315000.00000000
        PA
        USD
        48173243.79000000
        0.065130865739
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Mortgage Pass-Through Trust 2006-AR4
        N/A
        FHASI 2006-AR4 1A1
        32053AAA4
        
          
        
        5325322.66000000
        PA
        USD
        3917863.31000000
        0.005297003256
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-01-25
          Variable
          2.83620000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia/The
        L3I9ZG2KFGXZ61BMYR72
        BANK NOVA SCOTIA
        064159TE6
        
          
        
        104170000.00000000
        PA
        USD
        107403957.65000000
        0.145211577948
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-02-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG&E Corp
        8YQ2GSDWYZXO2EDN3511
        PG&E CORP
        69331CAH1
        
          
        
        3875000.00000000
        PA
        USD
        4146250.00000000
        0.005605785096
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kuwait International Government Bond
        N/A
        KUWAIT INTL BOND
        N/A
        
          
        
        74636000.00000000
        PA
        USD
        76444139.20000000
        0.103353492003
        Long
        DBT
        NUSS
        KW
        
        N
        
        2
        
          2022-03-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP
        58013MFL3
        
          
        
        24300000.00000000
        PA
        USD
        25061197.50000000
        0.033883072038
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royalty Pharma PLC
        549300FGFN7VOK8BZR03
        ROYALTY PHARMA
        78081BAA1
        
          
        
        55500000.00000000
        PA
        USD
        55734487.50000000
        0.075353767711
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2023-09-02
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Penerbit SBSN Indonesia III
        254900G208H6Q0L5B953
        SBSN INDO III
        71567RAA4
        
          
        
        3800000.00000000
        PA
        USD
        3969521.04000000
        0.005366845193
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2022-11-21
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinopec Group Overseas Development 2015 Ltd
        5299002Z28NLP3WPFH36
        SINOPEC GRP OVER
        N/A
        
          
        
        10000000.00000000
        PA
        USD
        10761914.00000000
        0.014550250734
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-04-28
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_18-CA
        N/A
        NAVSL 2018-CA A2
        63940VAB8
        
          
        
        9900254.17000000
        PA
        USD
        10117628.11000000
        0.013679167649
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2042-06-16
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        VERISK ANALYTICS
        92345YAC0
        
          
        
        18719000.00000000
        PA
        USD
        19768911.27000000
        0.026727830730
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-12
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967HT1
        
          
        
        1800000.00000000
        PA
        USD
        1990008.00000000
        0.002690517259
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2
        N/A
        GFORT 2020-2 A
        361886CM4
        
          
        
        56520000.00000000
        PA
        USD
        56946160.80000000
        0.076991966113
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-10-15
          Fixed
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT AH4R_15-SFR1
        N/A
        AH4R 2015-SFR1 A
        02666AAA6
        
          
        
        14437243.30000000
        PA
        USD
        15283987.62000000
        0.020664154358
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2052-04-17
          Fixed
          3.46700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Israel Government International Bond
        N/A
        STATE OF ISRAEL
        46513JB34
        
          
        
        4950000.00000000
        PA
        USD
        5403113.10000000
        0.007305080708
        Long
        DBT
        NUSS
        IL
        
        N
        
        2
        
          2030-07-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM Credit LLC
        549300ZNLJL43AQTG067
        IBM CREDIT LLC
        44932HAH6
        
          
        
        750000.00000000
        PA
        USD
        790178.25000000
        0.001068331494
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-06
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embraer SA
        549300EM51WYXFHUY333
        EMBRAER
        29082AAA5
        
          
        
        21700000.00000000
        PA
        USD
        22463384.30000000
        0.030370794071
        Long
        DBT
        CORP
        BR
        
        N
        
        2
        
          2022-06-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EBL8
        
          
        
        48500000.00000000
        PA
        USD
        51765165.50000000
        0.069987191622
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-05-07
          Variable
          2.85200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAN5
        
          
        
        24230000.00000000
        PA
        USD
        28587910.88000000
        0.038651235391
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        MCKESSON CORP
        581557BE4
        
          
        
        53240000.00000000
        PA
        USD
        58079675.72000000
        0.078524493348
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          3.79600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES FKH_20-SFR2
        N/A
        FKH 2020-SFR2 A
        33767JAA0
        
          
        
        11700000.00000000
        PA
        USD
        11742471.00000000
        0.015875976828
        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
        
          
        
        -174.00000000
        NC
        
        -19397447.05000000
        -0.02622560616
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                N/A
                SFE 10 Year Australian Bond Future
                
                  
                
              
            
            2021-03-15
            -19268521.57000000
            AUD
            144683.07000000
          
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        DANSKE BANK A/S
        N/A
        
          
        
        9705000.00000000
        PA
        
        12013480.31000000
        0.016242385016
        Long
        DBT
        CORP
        DK
        
        N
        
        2
        
          2022-05-24
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YDN6
        
          
        
        14505000.00000000
        PA
        
        18297489.23000000
        0.024738448579
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pepper Residential Securities Trust No. 22
        N/A
        PEPAU 22A A1U
        71338AAA9
        
          
        
        4322289.85000000
        PA
        USD
        4316379.55000000
        0.005835802508
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2060-06-20
          Floating
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties LP
        H0TWO5VRNEP6CQAWPX27
        CORPORATE OFFICE
        22003BAK2
        
          
        
        2420000.00000000
        PA
        USD
        2786903.46000000
        0.003767930510
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YAE9
        
          
        
        15995000.00000000
        PA
        USD
        16192586.24000000
        0.021892591766
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2021-09-13
          Fixed
          2.27300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Truck Leasing Co Lp / PTL Finance Corp
        N/A
        PENSKE TRUCK LE
        709599BF0
        
          
        
        61977000.00000000
        PA
        USD
        67440210.57000000
        0.091180060849
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-07-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Terminal Financing Co Pty Ltd
        N/A
        NEW TERMINAL FIN
        AO1975298
        
          
        
        5900000.00000000
        PA
        
        4400201.43000000
        0.005949130804
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2024-07-12
          Floating
          1.46320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX CORP
        126408HD8
        
          
        
        4021000.00000000
        PA
        USD
        4474814.08000000
        0.006050008098
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips Co
        6VJJ5GQWIRDQ06DUXG89
        CONOCOPHIL CO
        20826FAQ9
        
          
        
        36385000.00000000
        PA
        USD
        43380998.65000000
        0.058651686630
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyco Electronics Group SA
        C33G1C5SYE2YM95EE712
        TYCO ELECTRONICS
        902133AM9
        
          
        
        52968000.00000000
        PA
        USD
        54271648.42000000
        0.073375989836
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-02-03
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Resimac MBS Trust
        N/A
        RESI 2018-2A A1A
        76119TAA2
        
          
        
        2124094.75000000
        PA
        USD
        2122871.27000000
        0.002870150166
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2050-04-10
          Floating
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIR
        844741BD9
        
          
        
        29000000.00000000
        PA
        USD
        29905409.00000000
        0.040432510357
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-16
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        METLIFE INC
        59156RBH0
        
          
        
        6554000.00000000
        PA
        USD
        7194181.61000000
        0.009726629134
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-10
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Airways 2001-1C Pass Through Trust
        N/A
        US AIRWAYS 2001
        90332UAP8
        
          
        
        4704380.15000000
        PA
        USD
        4241083.38000000
        0.005734001086
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-20
          Fixed
          7.34600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2012-C4
        5493005SNWQW3UUOQX45
        MSC 2012-C4 AS
        61760VAQ6
        
          
        
        2500000.00000000
        PA
        USD
        2540475.00000000
        0.003434755958
        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
        
          
        
        9520000.00000000
        PA
        USD
        10142503.28000000
        0.013712799210
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-26
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-A
        N/A
        SOFI 2018-A A2B
        83406EAC9
        
          
        
        12969993.40000000
        PA
        USD
        13310882.44000000
        0.017996489936
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2042-02-25
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Estee Lauder Cos Inc/The
        549300VFZ8XJ9NUPU221
        ESTEE LAUDER CO
        29736RAN0
        
          
        
        4910000.00000000
        PA
        USD
        5179883.06000000
        0.007003270728
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2012-C9
        N/A
        WFRBS 2012-C9 A3
        92930RBB7
        
          
        
        21366579.35000000
        PA
        USD
        22063984.50000000
        0.029830800234
        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
        
          
        
        2080000.00000000
        PA
        USD
        2138536.82000000
        0.002891330197
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2023-08-21
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBF2
        
          
        
        109425000.00000000
        PA
        USD
        115432979.63000000
        0.156066922356
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Variable
          2.30100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lanark Master Issuer PLC
        213800KIOPB5OYXIVY33
        LAN 2020-1A 1A
        513770BE6
        
          
        
        9405000.00000000
        PA
        USD
        9640697.76000000
        0.013034351479
        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
        
          
        
        3650000.00000000
        PA
        USD
        3972003.00000000
        0.005370200836
        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
        
          
        
        2294000.00000000
        PA
        USD
        2417302.50000000
        0.003268225101
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2025-04-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C15
        549300UOGMFS1M8XVM16
        JPMBB 2013-C15 A5
        46640NAE8
        
          
        
        27200000.00000000
        PA
        USD
        29520704.00000000
        0.039912384085
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-11-15
          Fixed
          4.13100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        N/A
        FH 789784
        31295N2R8
        
          
        
        31948.84000000
        PA
        USD
        32131.89000000
        0.000043442742
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-09-01
          Floating
          2.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY AUTO RECEIVABLES TRUST ALLYA_19-1
        N/A
        ALLYA 2019-1 A4
        02004WAD3
        
          
        
        6300000.00000000
        PA
        USD
        6552400.05000000
        0.008858931937
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668BG6
        
          
        
        48000000.00000000
        PA
        USD
        48124896.00000000
        0.065065498885
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-11-23
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD 2016-CD1 Mortgage Trust
        N/A
        CD 2016-CD1 C
        12514MBG9
        
          
        
        6299000.00000000
        PA
        USD
        6114754.25000000
        0.008267229000
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-08-10
          Variable
          3.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCL8
        
          
        
        5500000.00000000
        PA
        USD
        5906934.00000000
        0.007986253260
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-19
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 721354
        31401XMB0
        
          
        
        1262657.93000000
        PA
        USD
        1307941.64000000
        0.001768354477
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-07-01
          Floating
          2.70700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        CNH INDUSTRIAL
        12592BAF1
        
          
        
        1880000.00000000
        PA
        USD
        1893182.56000000
        0.002559607978
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2018-124 AE
        38380Y3G8
        
          
        
        3507037.69000000
        PA
        USD
        3650721.02000000
        0.004935823330
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172CN7
        
          
        
        34100000.00000000
        PA
        USD
        35186937.50000000
        0.047573207071
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cimarex Energy Co
        11KYOFXPU1C4CQL1CL44
        CIMAREX ENERGY
        171798AC5
        
          
        
        6805000.00000000
        PA
        USD
        7442968.75000000
        0.010062992653
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        EQUIFAX INC
        294429AN5
        
          
        
        9450000.00000000
        PA
        USD
        10181080.35000000
        0.013764955921
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC FINANCIAL
        693475AL9
        
          
        
        13020000.00000000
        PA
        USD
        13600692.00000000
        0.018388316312
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-09
          Variable
          2.85400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2019-GC40
        N/A
        GSMS 2019-GC40 A4
        36257HBP0
        
          
        
        3920000.00000000
        PA
        USD
        4388910.40000000
        0.005933865181
        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
        
          
        
        3427000.00000000
        PA
        USD
        3427000.00000000
        0.004633349538
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-01-30
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE9 Mortgage Trust
        549300C72XVZH4MIKU63
        COMM 2013-CR9 A4
        12625UBF9
        
          
        
        12915585.00000000
        PA
        USD
        13963684.72000000
        0.018879087293
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-07-10
          Variable
          4.21920000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        GDF SUEZ
        36160BAA3
        
          
        
        7269000.00000000
        PA
        USD
        7539174.19000000
        0.010193063686
        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
        
          
        
        9770000.00000000
        PA
        USD
        10125725.70000000
        0.013690115699
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Variable
          5.02190000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3
        N/A
        GMCAR 2020-3 C
        362590AF8
        
          
        
        2200000.00000000
        PA
        USD
        2228891.50000000
        0.003013490925
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-01-16
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119CA5
        
          
        
        1224000.00000000
        PA
        USD
        1269900.00000000
        0.001716921674
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Five Corners Funding Trust
        N/A
        FIVE COR FND TRS
        33829TAA4
        
          
        
        88012000.00000000
        PA
        USD
        97320677.19000000
        0.131578848777
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-11-15
          Fixed
          4.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serbia International Bond
        N/A
        SERBIA REPUBLIC
        N/A
        
          
        
        49170000.00000000
        PA
        USD
        51213205.26000000
        0.069240934043
        Long
        DBT
        NUSS
        RS
        
        N
        
        2
        
          2021-09-28
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        COOPERATIEVE RAB
        74977RDF8
        
          
        
        9720000.00000000
        PA
        USD
        10366914.60000000
        0.014016206296
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-07-22
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Steel Dynamics Inc
        549300HGGKEL4FYTTQ83
        STEEL DYNAMICS
        858119BL3
        
          
        
        15855000.00000000
        PA
        USD
        16826118.75000000
        0.022749136138
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL
        14913Q2E8
        
          
        
        15170000.00000000
        PA
        USD
        15786357.10000000
        0.021343364571
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-29
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE8 Mortgage Trust
        549300NGGFIEJ2ER3D22
        COMM 2013-CR8 A5
        12625KAE5
        
          
        
        40399000.00000000
        PA
        USD
        42996251.71000000
        0.058131503654
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-06-10
          Variable
          3.61200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_16-2
        N/A
        NAVSL 2016-2A A2
        63940FAB3
        
          
        
        694628.44000000
        PA
        USD
        696515.12000000
        0.000941697697
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2065-06-25
          Floating
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -146811.09000000
        -0.00019849054
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              CITIBANK N.A.
              E57ODZWZ7FF32TWEFA76
            
            10457257.74000000
            USD
            8493654.72000000
            EUR
            2021-02-12
            -146811.09000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GCJ14
        549300ITVQSU1IHX4H03
        GSMS 2013-GC14 A5
        36198FAE2
        
          
        
        49405000.00000000
        PA
        USD
        53518954.35000000
        0.072358337451
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-10
          Fixed
          4.24300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 723649
        31402A5J1
        
          
        
        744603.25000000
        PA
        USD
        775917.69000000
        0.001049051027
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-06-01
          Floating
          2.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP / PAA Finance Corp
        N/A
        PLAINS ALL AMER
        72650RAZ5
        
          
        
        29874000.00000000
        PA
        USD
        30767770.33000000
        0.041598434334
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP / PAA Finance Corp
        N/A
        PLAINS ALL AMER
        72650RBF8
        
          
        
        11437000.00000000
        PA
        USD
        12293105.20000000
        0.016620441583
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Bank
        JJKC32MCHWDI71265Z06
        TRUIST BANK
        89788JAA7
        
          
        
        15180000.00000000
        PA
        USD
        15642109.56000000
        0.021148339980
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-4
        N/A
        GMCAR 2018-4 A4
        38013FAE1
        
          
        
        6690000.00000000
        PA
        USD
        7001103.73000000
        0.009465585275
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-06-17
          Fixed
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON International Finance BV
        549300TG53AWJ719M814
        E.ON INTL FIN BV
        N/A
        
          
        
        22300000.00000000
        PA
        
        32751713.96000000
        0.044280752485
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-07-06
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korea Development Bank/The
        549300ML2LNRZUCS7149
        KOREA DEV BANK
        50065TAC7
        
          
        
        2795000.00000000
        PA
        USD
        2889669.45000000
        0.003906871494
        Long
        DBT
        NUSS
        KR
        
        N
        
        2
        
          2021-11-16
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        COM BK AUSTRALIA
        N/A
        
          
        
        3200000.00000000
        PA
        
        2461865.38000000
        0.003328474707
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2026-06-03
          Floating
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122CN6
        
          
        
        2361000.00000000
        PA
        USD
        2642308.43000000
        0.003572436108
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH Europe Finance II Sarl
        222100KDGL314CKTZ511
        DH EUROPE
        23291KAF2
        
          
        
        82095000.00000000
        PA
        USD
        84565566.93000000
        0.114333770213
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-11-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities Inc
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL
        015271AM1
        
          
        
        59647000.00000000
        PA
        USD
        65392914.80000000
        0.088412089764
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C18
        549300O5GNH0TNJ6B119
        WFRBS 2013-C18 B
        96221QAJ2
        
          
        
        5775000.00000000
        PA
        USD
        6151934.25000000
        0.008317496854
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Variable
          4.86200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
        N/A
        GMALT 2020-2 D
        36259PAH9
        
          
        
        6470000.00000000
        PA
        USD
        6787748.17000000
        0.009177125722
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-12-20
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        CI7MUJI4USF3V0NJ1H64
        EXPEDIA GRP INC
        30212PAZ8
        
          
        
        4840000.00000000
        PA
        USD
        5142500.00000000
        0.006952728334
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-12-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
        N/A
        MSBAM 2013-C7 AS
        61690KAG7
        
          
        
        2940000.00000000
        PA
        USD
        3035256.00000000
        0.004103706445
        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
        
          
        
        700000.00000000
        PA
        USD
        735000.00000000
        0.000993729766
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CAN 5YR BOND FUT  Mar21
        N/A
        
          
        
        -260.00000000
        NC
        
        -25940019.55000000
        -0.03507125112
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                N/A
                Montreal Exchange 5 Year Canadian Bond Future
                
                  
                
              
            
            2021-03-22
            -25330937.97000000
            CAD
            -24711.95000000
          
        
        
          N
          N
          N
        
      
      
        Marathon Oil Corp
        1FRVQX2CRLGC1XLP5727
        MARATHON OIL COR
        565849AK2
        
          
        
        27959000.00000000
        PA
        USD
        28623026.25000000
        0.038698711838
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        AUST 3YR BOND FUT Mar21
        N/A
        
          
        
        -836.00000000
        NC
        
        -75022277.56000000
        -0.10143111617
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                N/A
                SFE 3 Year Australian Bond Future
                
                  
                
              
            
            2021-03-15
            -73932092.40000000
            AUD
            -40366.53000000
          
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        SPRINT CORP
        85207UAH8
        
          
        
        10496000.00000000
        PA
        USD
        12227840.00000000
        0.016532202166
        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
        
          
        
        14300000.00000000
        PA
        USD
        14486329.00000000
        0.019585709305
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Variable
          4.53670000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        COMMSCOPE INC
        203372AV9
        
          
        
        1801000.00000000
        PA
        USD
        1918065.00000000
        0.002593249367
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-07-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818ED6
        
          
        
        6872000.00000000
        PA
        USD
        7581726.42000000
        0.010250594867
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        NORFOLK SOUTHERN
        655844CA4
        
          
        
        7852000.00000000
        PA
        USD
        8774264.51000000
        0.011862922211
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE9 Mortgage Trust
        549300C72XVZH4MIKU63
        COMM 2013-CR9 AM
        12625UAC7
        
          
        
        11250000.00000000
        PA
        USD
        11890462.50000000
        0.016076063302
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2045-07-10
          Variable
          4.24290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2016-90 MC
        38379XS35
        
          
        
        4919516.49000000
        PA
        USD
        4996064.17000000
        0.006754745146
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-10-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (MEX)
        N/A
        
          
        
        11600000.00000000
        NC
        USD
        -90666.76000000
        -0.00012258266
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                UNITED MEXICAN
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-06-20
            0.00000000
            USD
            0.00000000
            USD
            11600000.00000000
            USD
            -276053.96000000
          
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        67091GAE3
        
          
        
        1759000.00000000
        PA
        USD
        1813968.75000000
        0.002452509854
        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
        
          
        
        19843000.00000000
        PA
        USD
        21660817.23000000
        0.029285712728
        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
        
          
        
        1790000.00000000
        PA
        USD
        1888450.00000000
        0.002553209494
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON OWNER TRUST VZOT_20-A
        N/A
        VZOT 2020-A B
        92348TAC8
        
          
        
        16635000.00000000
        PA
        USD
        17042640.68000000
        0.023041876665
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-07-22
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sixth Street Specialty Lending Inc
        549300TX61566GJWCN05
        SIXTH STREET
        83012AAA7
        
          
        
        9700000.00000000
        PA
        USD
        9650491.20000000
        0.013047592340
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST SRT_20-B
        N/A
        SRT 2020-B C
        80286RAF4
        
          
        
        9190000.00000000
        PA
        USD
        9263682.66000000
        0.012524622054
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-12-20
          Fixed
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust 2017-C7
        N/A
        UBSCM 2017-C7 A4
        90276WAS6
        
          
        
        5515000.00000000
        PA
        USD
        6325925.60000000
        0.008552735471
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-12-15
          Fixed
          3.67900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        539439AS8
        
          
        
        53550000.00000000
        PA
        USD
        58180682.70000000
        0.078661056127
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-08-16
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE6 Mortgage Trust
        N/A
        COMM 2013-CR6 B
        12624XAP3
        
          
        
        2380000.00000000
        PA
        USD
        2418199.00000000
        0.003269437181
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-03-10
          Fixed
          3.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NAQ8
        
          
        
        12898000.00000000
        PA
        USD
        13319416.35000000
        0.018008027896
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2022-07-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2019-C54
        N/A
        WFCM 2019-C54 A4
        95001YAE4
        
          
        
        6170000.00000000
        PA
        USD
        6874367.20000000
        0.009294235802
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-12-15
          Fixed
          3.14600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        VEREIT OPERATING
        92340LAD1
        
          
        
        7369000.00000000
        PA
        USD
        8492603.01000000
        0.011482112120
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama Government International Bond
        N/A
        PANAMA
        698299AV6
        
          
        
        23442000.00000000
        PA
        USD
        29859247.50000000
        0.040370099395
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2026-01-29
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
        N/A
        GMALT 2020-2 B
        36259PAF3
        
          
        
        5420000.00000000
        PA
        USD
        5515169.24000000
        0.007456582099
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-07-22
          Fixed
          1.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Svenska Handelsbanken AB
        NHBDILHZTYCNBV5UYZ31
        SVENSKA HNDLSBKN
        AT0884482
        
          
        
        1190000.00000000
        PA
        
        1469006.48000000
        0.001986116281
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2023-07-03
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RBY7
        
          
        
        14550000.00000000
        PA
        
        17975177.24000000
        0.024302678486
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-12-17
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA/NY
        DG3RU1DBUFHT4ZF9WN62
        COOP RAB UA/NY
        21688AAL6
        
          
        
        33890000.00000000
        PA
        USD
        35503401.23000000
        0.048001070239
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-01-10
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-BUND FUTURE  Mar21
        N/A
        
          
        
        -399.00000000
        NC
        
        -85825559.54000000
        -0.11603729696
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                N/A
                Eurex 10 Year Euro BUND Future
                
                  
                
              
            
            2021-03-08
            -85407501.03000000
            EUR
            -233056.12000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4950 KE
        3137FRCP4
        
          
        
        15199416.86000000
        PA
        USD
        15775626.75000000
        0.021328856995
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-12-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST HPEFS_20-1
        N/A
        HPEFS 2020-1A A3
        40438FAC8
        
          
        
        20400000.00000000
        PA
        USD
        20695581.72000000
        0.027980701492
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-02-20
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2014-LC16
        549300PX4QZK7CUM8D08
        WFCM 2014-LC16 A5
        94988XAU0
        
          
        
        33030000.00000000
        PA
        USD
        35877516.30000000
        0.048506878785
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-08-15
          Fixed
          3.81700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        96950FAH7
        
          
        
        11585000.00000000
        PA
        USD
        11800446.25000000
        0.015954360136
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL
        723787AT4
        
          
        
        19460000.00000000
        PA
        USD
        19462860.62000000
        0.026314046184
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        HARRIS CORP
        413875AR6
        
          
        
        4620000.00000000
        PA
        USD
        5156155.62000000
        0.006971190914
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-27
          Fixed
          3.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        EXELON CORP
        30161NAT8
        
          
        
        8638000.00000000
        PA
        USD
        8659534.53000000
        0.011707805754
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-04-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        AMERIPRISE FINL
        03076CAF3
        
          
        
        188000.00000000
        PA
        USD
        206056.84000000
        0.000278591585
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (CHINA)
        BVN61DLK6
        
          
        
        -20715000.00000000
        NC
        USD
        578441.52000000
        0.000782060621
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                CHINA (PEOPLE'S)
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2024-06-20
            0.00000000
            USD
            0.00000000
            USD
            -20715000.00000000
            USD
            255981.08000000
          
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NBL4
        
          
        
        23821000.00000000
        PA
        USD
        26179421.93000000
        0.035394926326
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C21
        5493000F7E2NMQ4HIO61
        WFRBS 2014-C21 A4
        92939FAT6
        
          
        
        1705708.02000000
        PA
        USD
        1825056.41000000
        0.002467500518
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Life Global Funding I
        635400MMSOCXNNNZDZ82
        MET LIFE GLOB
        59217GEE5
        
          
        
        10485000.00000000
        PA
        USD
        10819345.68000000
        0.014627899129
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-01-13
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38145GAH3
        
          
        
        25155000.00000000
        PA
        USD
        27986522.27000000
        0.037838149999
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2018-C46
        N/A
        WFCM 2018-C46 A4
        95001QAU5
        
          
        
        14035000.00000000
        PA
        USD
        16405090.45000000
        0.022179900282
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-08-15
          Fixed
          4.15200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WestRock RKT LLC
        PQQ60KVT5SJX0ETQT497
        ROCK-TENN CO
        772739AQ1
        
          
        
        37452000.00000000
        PA
        USD
        39803236.56000000
        0.053814504742
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL
        14913Q2V0
        
          
        
        10430000.00000000
        PA
        USD
        11229261.33000000
        0.015182110534
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-17
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-LC14
        549300QGM7D5K3CV2643
        WFRBS 2014-LC14 A5
        96221TAE7
        
          
        
        37268600.00000000
        PA
        USD
        40728244.14000000
        0.055065127282
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-03-15
          Fixed
          4.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        CENTENE CORP
        15137TAA8
        
          
        
        1940000.00000000
        PA
        USD
        2034575.00000000
        0.002750772435
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Poland Government International Bond
        N/A
        REP OF POLAND
        857524AA0
        
          
        
        31520000.00000000
        PA
        USD
        31835168.48000000
        0.043041570817
        Long
        DBT
        NUSS
        PL
        
        N
        
        2
        
          2021-04-21
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE ENERGY CO
        233331BB2
        
          
        
        38240000.00000000
        PA
        USD
        39345480.16000000
        0.053195612007
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967LG4
        
          
        
        68650000.00000000
        PA
        USD
        70540689.65000000
        0.095371949765
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2015-GC28
        5493002EPQ51IPGGFX73
        GSMS 2015-GC28 A5
        36251FAW6
        
          
        
        35733000.00000000
        PA
        USD
        39081896.76000000
        0.052839243747
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-10
          Fixed
          3.39600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        96949LAA3
        
          
        
        87852000.00000000
        PA
        USD
        90446533.12000000
        0.122284914650
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korea Hydro & Nuclear Power Co Ltd
        9884008CRY5MLCN8OQ43
        KOREA HYDRO & NU
        N/A
        
          
        
        11764000.00000000
        PA
        USD
        12250706.09000000
        0.016563117423
        Long
        DBT
        NUSS
        KR
        
        N
        
        2
        
          2022-09-19
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE11 Mortgage Trust
        549300BCCWSDWINK2593
        COMM 2013-CR11 A3
        12626LAD4
        
          
        
        13316294.98000000
        PA
        USD
        14361890.46000000
        0.019417466745
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-08-10
          Fixed
          3.98300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C13
        N/A
        WFRBS 2013-C13 AS
        92937UAF5
        
          
        
        2230000.00000000
        PA
        USD
        2339292.30000000
        0.003162754274
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-05-15
          Fixed
          3.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5
        N/A
        MSBAM 2012-C5 AS
        61761ABA5
        
          
        
        2000000.00000000
        PA
        USD
        2072800.00000000
        0.002802453143
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          3.79200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        969457BU3
        
          
        
        26954000.00000000
        PA
        USD
        28369354.54000000
        0.038355744315
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        ZQ0115043
        
          
        
        22565000.00000000
        PA
        
        17558365.18000000
        0.023739143042
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2024-10-16
          Floating
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RHS4
        
          
        
        1690000.00000000
        PA
        USD
        1887640.43000000
        0.002552114944
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4941 MB
        3137FQTC7
        
          
        
        19996191.34000000
        PA
        USD
        21075585.75000000
        0.028494471990
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAJ9
        
          
        
        6100000.00000000
        PA
        USD
        6999750.00000000
        0.009463755014
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Export-Import Bank of Korea
        549300APVP4R32PI3Y06
        EXP-IMP BK KOREA
        302154CK3
        
          
        
        2500000.00000000
        PA
        USD
        2558200.00000000
        0.003458720393
        Long
        DBT
        NUSS
        KR
        
        N
        
        2
        
          2022-01-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL
        14912L5X5
        
          
        
        22315000.00000000
        PA
        USD
        24408637.93000000
        0.033000802828
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINL
        14040HBF1
        
          
        
        15000000.00000000
        PA
        USD
        16405680.00000000
        0.022180697362
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1
        N/A
        GMCAR 2021-1 C
        36261LAF8
        
          
        
        2150000.00000000
        PA
        USD
        2158111.74000000
        0.002917795749
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-05-17
          Fixed
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT Group Inc
        N8O96ZZJQRFYQUJY7K79
        CIT GROUP INC
        125581HA9
        
          
        
        1940000.00000000
        PA
        USD
        2061250.00000000
        0.002786837390
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-19
          Variable
          3.92900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_19-D
        N/A
        TAOT 2019-D A4
        89233MAE3
        
          
        
        9410000.00000000
        PA
        USD
        9774198.99000000
        0.013214846916
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-02-18
          Fixed
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        White Cap Buyer LLC
        N/A
        WHITE CAP BUYER
        96350RAA2
        
          
        
        993000.00000000
        PA
        USD
        1027755.00000000
        0.001389538417
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C24
        N/A
        JPMBB 2014-C24 A5
        46643GAE0
        
          
        
        10981700.00000000
        PA
        USD
        12074928.24000000
        0.016325463434
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-11-15
          Fixed
          3.63850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        949746SR3
        
          
        
        21453000.00000000
        PA
        
        16506701.30000000
        0.022317279502
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-27
          Floating
          1.11090000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-C30
        N/A
        WFCM 2015-C30 A3
        94989NBD8
        
          
        
        20693544.99000000
        PA
        USD
        22833671.41000000
        0.030871427164
        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
        
          
        
        36000000.00000000
        PA
        
        27578037.28000000
        0.037285872865
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2026-03-10
          Floating
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brixmor Operating Partnership LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATIN
        11120VAF0
        
          
        
        33550000.00000000
        PA
        USD
        36232859.30000000
        0.048987307243
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFC
        101137AZ0
        
          
        
        30374000.00000000
        PA
        USD
        31649313.14000000
        0.042790291927
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAG6
        
          
        
        500000000.00000000
        PA
        USD
        500156250.00000000
        0.676217896178
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-08-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_19-4
        N/A
        DRIVE 2019-4 D
        26209AAG6
        
          
        
        5010000.00000000
        PA
        USD
        5215845.87000000
        0.007051892925
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-02-16
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174824M3
        
          
        
        22234000.00000000
        PA
        USD
        23902172.55000000
        0.032316054904
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANPACK SA / Eastern PA Land Investment Holding LLC
        N/A
        CANPACK EASTERN
        13805AAA5
        
          
        
        1792000.00000000
        PA
        USD
        1816640.00000000
        0.002456121419
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2025-11-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL
        14913R2H9
        
          
        
        28400000.00000000
        PA
        USD
        28410650.00000000
        0.038411576326
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-13
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHR3
        
          
        
        9700000.00000000
        PA
        USD
        10526517.60000000
        0.014231991673
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Variable
          3.45800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International Inc/MD
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTL
        571903BD4
        
          
        
        2575000.00000000
        PA
        USD
        2987000.00000000
        0.004038463691
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GM 0 2/2/2021
        37046TP24
        
          
        
        17800000.00000000
        PA
        USD
        17798949.80000000
        0.024064416645
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-02-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burlington Northern Santa Fe LLC
        N/A
        BURLINGTON NORTH
        12189LAT8
        
          
        
        20265000.00000000
        PA
        USD
        22176556.92000000
        0.029982999642
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
        N/A
        MSBAM 2014-C18 A4
        61763XAE6
        
          
        
        13400000.00000000
        PA
        USD
        14761976.00000000
        0.019958387712
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-10-15
          Fixed
          3.92300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YAL3
        
          
        
        99170000.00000000
        PA
        USD
        103403567.30000000
        0.139802997037
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-06
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunoco Logistics Partners Operations LP
        5493006LL0CKP8WQW329
        SUNOCO LOGISTICS
        86765BAL3
        
          
        
        16340000.00000000
        PA
        USD
        17034450.00000000
        0.023030802757
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL
        N/A
        
          
        
        12145000.00000000
        PA
        
        14957923.25000000
        0.020223310997
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        VIACOM INC
        92553PAX0
        
          
        
        50818000.00000000
        PA
        USD
        55433138.31000000
        0.074946339601
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214DS9
        
          
        
        11235000.00000000
        PA
        USD
        11774280.00000000
        0.015918983019
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2023-01-11
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC20
        N/A
        GSMS 2014-GC20 AS
        36252WBB3
        
          
        
        1410000.00000000
        PA
        USD
        1527086.40000000
        0.002064641105
        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
        
          
        
        9500000.00000000
        PA
        USD
        10571790.00000000
        0.014293200560
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-15
          Fixed
          4.19200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        ROYAL BK CANADA
        78015K7J7
        
          
        
        30580000.00000000
        PA
        USD
        30672963.20000000
        0.041470253834
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-10-26
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2012-STAR
        N/A
        MSC 2012-STAR A2
        61761BAC0
        
          
        
        17287000.00000000
        PA
        USD
        17535759.93000000
        0.023708580444
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2034-08-05
          Fixed
          3.20100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00912XBA1
        
          
        
        2910000.00000000
        PA
        USD
        3106733.46000000
        0.004200344920
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        WASTE MANAGEMENT
        94106LBD0
        
          
        
        1600000.00000000
        PA
        USD
        1667368.00000000
        0.002254303692
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERG
        30040WAJ7
        
          
        
        11595000.00000000
        PA
        USD
        11556875.64000000
        0.015625049435
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558BC6
        
          
        
        28091000.00000000
        PA
        USD
        29227646.13000000
        0.039516165950
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GC13
        549300WF5YRKNHB1FX69
        GSMS 2013-GC13 A5
        36198EAE5
        
          
        
        22934000.00000000
        PA
        USD
        24685928.26000000
        0.033375703039
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-10
          Variable
          4.05070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Pacific Railway Co
        54930036474DURYNB481
        CANADIAN PACIFIC
        13645RAS3
        
          
        
        9568000.00000000
        PA
        USD
        10321212.10000000
        0.013954415909
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-02-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        HEALTH CARE REIT
        42217KBA3
        
          
        
        22347000.00000000
        PA
        USD
        23715865.49000000
        0.032064165283
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        DANSKE BANK A/S
        23636AAH4
        
          
        
        25872000.00000000
        PA
        USD
        26116904.35000000
        0.035310401727
        Long
        DBT
        CORP
        DK
        
        Y
        
        2
        
          2021-09-08
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Skandinaviska Enskilda Banken AB
        F3JS33DEI6XQ4ZBPTN86
        SKANDINAV ENSKIL
        N/A
        
          
        
        1150000.00000000
        PA
        
        1412205.15000000
        0.001909320128
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2023-05-19
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abu Dhabi Government International Bond
        N/A
        ABU DHABI GOVT
        29135LAD2
        
          
        
        160375000.00000000
        PA
        USD
        168073801.88000000
        0.227238013540
        Long
        DBT
        NUSS
        AE
        
        Y
        
        2
        
          2024-09-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833AS9
        
          
        
        58796000.00000000
        PA
        USD
        64537840.97000000
        0.087256018583
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-06
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP CAPITAL PLC
        05565QDA3
        
          
        
        10360000.00000000
        PA
        USD
        11476497.20000000
        0.015516376716
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-17
          Fixed
          3.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807CN5
        
          
        
        5300000.00000000
        PA
        USD
        5537084.90000000
        0.007486212362
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C12
        N/A
        JPMBB 2013-C12 A5
        46639NAQ4
        
          
        
        17866000.00000000
        PA
        USD
        19019428.96000000
        0.025714520687
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-07-15
          Fixed
          3.66370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Realty LP
        2549009GZDBNY1KE9O81
        DUKE REALTY
        26441YAY3
        
          
        
        2760000.00000000
        PA
        USD
        3053081.64000000
        0.004127806947
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (SOCGEN)
        BVN45SZ45
        
          
        
        9765000.00000000
        NC
        USD
        -67485.92000000
        -0.00009124186
        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
            -10514.07000000
            USD
            0.00000000
            USD
            9765000.00000000
            USD
            -56971.85000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2R3
        
          
        
        49050000.00000000
        PA
        USD
        50084856.90000000
        0.067715392066
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-02
          Variable
          1.65400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VBY9
        
          
        
        10600000.00000000
        PA
        USD
        11671723.60000000
        0.015780325403
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MCC2
        
          
        
        7200000.00000000
        PA
        USD
        7199985.60000000
        0.009734476206
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2024-01-12
          Fixed
          0.50800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_20-1
        N/A
        FORDR 2020-1 C
        34531NAE6
        
          
        
        17874000.00000000
        PA
        USD
        18985678.79000000
        0.025668890009
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-08-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE
        88033GDC1
        
          
        
        1545000.00000000
        PA
        USD
        1587487.50000000
        0.002146304194
        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
        
          
        
        1345000.00000000
        PA
        USD
        1442512.50000000
        0.001950296068
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE
        225433AT8
        
          
        
        56320000.00000000
        PA
        USD
        60507673.60000000
        0.081807178745
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2023-06-09
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELFI GRADUATE LOAN PROGRAM ELFI_18-A
        N/A
        ELFI 2018-A A2
        268571AB2
        
          
        
        11448340.91000000
        PA
        USD
        11831047.50000000
        0.015995733433
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2042-08-25
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationwide Building Society
        549300XFX12G42QIKN82
        NATIONWIDE BLDG
        63861VAC1
        
          
        
        17052000.00000000
        PA
        USD
        18532215.91000000
        0.025055802170
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2024-08-01
          Variable
          4.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Holdings USA Inc
        549300SMVCQN2P0O6I58
        SANTANDER HOLD
        80282KAS5
        
          
        
        58410000.00000000
        PA
        USD
        61294110.57000000
        0.082870451979
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-18
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Holdings
        OZ7UA8IXAIFILY2VZH07
        LABORATORY CORP
        50540RAQ5
        
          
        
        11700000.00000000
        PA
        USD
        12870725.40000000
        0.017401391769
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        REPUBLIC SVCS
        760759AQ3
        
          
        
        11715000.00000000
        PA
        USD
        12801624.83000000
        0.017307966880
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        CROWN CASTLE INT
        22822VAJ0
        
          
        
        41835000.00000000
        PA
        USD
        44359533.08000000
        0.059974678182
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corp Andina de Fomento
        UKZ46SXGNYCZK0UOZE76
        CORP ANDINA FOM
        219868CC8
        
          
        
        29050000.00000000
        PA
        USD
        30067592.45000000
        0.040651784536
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2023-05-12
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GFS3
        
          
        
        4645000.00000000
        PA
        USD
        5246304.54000000
        0.007093073452
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        PHILLIPS 66
        718546AV6
        
          
        
        13675000.00000000
        PA
        USD
        15255665.90000000
        0.020625863017
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-09
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE ENERGY CO
        233331AR8
        
          
        
        5227000.00000000
        PA
        USD
        5664735.12000000
        0.007658797156
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (COLOM)
        N/A
        
          
        
        23840000.00000000
        NC
        USD
        143757.58000000
        0.000194362158
        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
            23840000.00000000
            USD
            -216628.03000000
          
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        IBM CORP
        459200HP9
        
          
        
        4146000.00000000
        PA
        USD
        4456568.57000000
        0.006025339926
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC23
        N/A
        CGCMT 2014-GC23 A4
        17322VAT3
        
          
        
        25685100.00000000
        PA
        USD
        28097187.74000000
        0.037987771185
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC25
        N/A
        CGCMT 2014-GC25 A3
        17322YAC4
        
          
        
        18100000.00000000
        PA
        USD
        19628726.00000000
        0.026538298382
        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
        
          
        
        30273000.00000000
        PA
        USD
        34038961.20000000
        0.046021127859
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2026-01-28
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        17308CC46
        
          
        
        62640000.00000000
        PA
        USD
        63500798.88000000
        0.085853923897
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-04
          Variable
          2.31200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McCormick & Co Inc/MD
        549300JQQA6MQ4OJP259
        MCCORMICK
        579780AL1
        
          
        
        5900000.00000000
        PA
        USD
        6098481.90000000
        0.008245228566
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LONG GILT FUTURE  Mar21
        N/A
        
          
        
        -380.00000000
        NC
        
        -69804493.27000000
        -0.09437660247
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                N/A
                Long Gilt Future
                
                  
                
              
            
            2021-03-29
            -67985198.87000000
            GBP
            -43394.11000000
          
        
        
          N
          N
          N
        
      
      
        Southern Co Gas Capital Corp
        E8CD46SWUD2TSN8PA636
        SOUTHERN CO GAS
        8426EPAA6
        
          
        
        6570000.00000000
        PA
        USD
        6910845.03000000
        0.009343554313
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT International Finance PLC
        21380041YBGOQDFAC823
        BAT INTL FINANCE
        N/A
        
          
        
        14538000.00000000
        PA
        
        20000663.26000000
        0.027041162500
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2021-07-05
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DAVITA INC
        23918KAS7
        
          
        
        7515000.00000000
        PA
        USD
        7890750.00000000
        0.010668398853
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC
        893647AZ0
        
          
        
        1500000.00000000
        PA
        USD
        1537500.00000000
        0.002078720430
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allison Transmission Inc
        MWKQ3I0U1GXP2YDSZW75
        ALLISON TRANS
        019736AE7
        
          
        
        3993000.00000000
        PA
        USD
        4172685.00000000
        0.005641525567
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hershey Co/The
        21X2CX66SU2BR6QTAD08
        HERSHEY COMPANY
        427866BF4
        
          
        
        8900000.00000000
        PA
        USD
        8996395.90000000
        0.012163246802
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        UNITED NATURAL
        911163AA1
        
          
        
        1767000.00000000
        PA
        USD
        1866393.75000000
        0.002523389151
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE
        225401AG3
        
          
        
        62630000.00000000
        PA
        USD
        67477123.59000000
        0.091229967743
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2024-06-12
          Variable
          4.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        BERKSHIRE HATHWY
        084670BZ0
        
          
        
        30520000.00000000
        PA
        
        37643946.95000000
        0.050895116496
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-17
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VCR3
        
          
        
        19300000.00000000
        PA
        USD
        21245150.50000000
        0.028723725785
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS
        369550BK3
        
          
        
        51604000.00000000
        PA
        USD
        56791440.50000000
        0.076782782212
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST HPEFS_19-1A
        N/A
        HPEFS 2019-1A C
        40438DAE9
        
          
        
        3800000.00000000
        PA
        USD
        3863367.28000000
        0.005223323899
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2029-09-20
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunoco Logistics Partners Operations LP
        5493006LL0CKP8WQW329
        SUNOCO LOGISTICS
        86765BAN9
        
          
        
        43668000.00000000
        PA
        USD
        47325195.00000000
        0.063984292506
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780097BN0
        
          
        
        9680000.00000000
        PA
        USD
        10008481.12000000
        0.013531599468
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-05-22
          Variable
          2.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_18-A
        N/A
        SMB 2018-A A2A
        78449PAB5
        
          
        
        45066382.34000000
        PA
        USD
        47824219.61000000
        0.064658980410
        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
        
          
        
        4597810.92000000
        PA
        USD
        4612340.00000000
        0.006235944969
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2044-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors Inc
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE
        681936BJ8
        
          
        
        11640000.00000000
        PA
        USD
        12606445.92000000
        0.017044082400
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        PARKER-HANNIFIN
        70109HAL9
        
          
        
        9810000.00000000
        PA
        USD
        10712755.44000000
        0.014483787708
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-21
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX COS INC
        872540AR0
        
          
        
        39000000.00000000
        PA
        USD
        43317885.00000000
        0.058566356136
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC
        053332AY8
        
          
        
        50197000.00000000
        PA
        USD
        55773434.93000000
        0.075406425154
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        N/A
        
          
        
        680000.00000000
        PA
        
        882175.62000000
        0.001192713160
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        KINDER MORGAN
        49456BAM3
        
          
        
        88311000.00000000
        PA
        USD
        92518665.91000000
        0.125086465717
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -14720.12000000
        -0.00001990179
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            6878614.26000000
            USD
            5654415.26000000
            EUR
            2021-02-12
            -14720.12000000
          
        
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        TWITTER INC
        90184LAG7
        
          
        
        1786000.00000000
        PA
        USD
        1873067.50000000
        0.002532412149
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS
        025816BM0
        
          
        
        9760000.00000000
        PA
        USD
        10063584.80000000
        0.013606100376
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puget Energy Inc
        SYBSJ96YIDMIUY7WDR33
        PUGET ENERGY INC
        745310AD4
        
          
        
        4135000.00000000
        PA
        USD
        4261034.80000000
        0.005760975671
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SBB8
        
          
        
        9800000.00000000
        PA
        USD
        10682490.00000000
        0.014442868431
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-14
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61744YAH1
        
          
        
        85918000.00000000
        PA
        USD
        88575959.25000000
        0.119755873921
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-19
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        UNITED TECH CORP
        913017DB2
        
          
        
        10178000.00000000
        PA
        USD
        10951446.58000000
        0.014806501301
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-16
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        TAKEDA PHARMACEU
        874060AQ9
        
          
        
        174970000.00000000
        PA
        USD
        179655346.66000000
        0.242896415981
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2021-11-26
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Government International Bond
        N/A
        SAUDI INT BOND
        80413TAA7
        
          
        
        1615000.00000000
        PA
        USD
        1635185.89000000
        0.002210793051
        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
        
          
        
        9890000.00000000
        PA
        USD
        9849648.80000000
        0.013316856061
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2037-03-17
          Floating
          1.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP
        68389XAU9
        
          
        
        21455000.00000000
        PA
        USD
        23368335.45000000
        0.031594300051
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-08
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAR2
        
          
        
        1000000000.00000000
        PA
        USD
        1000156200.00000000
        1.352224472679
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-10-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Bank NA
        KB1H1DSPRFMYMCUFXT09
        WELLS FARGO BANK
        94988J5R4
        
          
        
        120796000.00000000
        PA
        USD
        130161434.68000000
        0.175979989299
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-14
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468C6
        
          
        
        41369000.00000000
        PA
        USD
        46910377.55000000
        0.063423453802
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAC9
        
          
        
        25865000.00000000
        PA
        USD
        27557967.71000000
        0.037258738539
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        MONDELEZ INT INC
        609207AV7
        
          
        
        42500000.00000000
        PA
        USD
        42701917.50000000
        0.057733559891
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-01
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YCX5
        
          
        
        10500000.00000000
        PA
        USD
        11651209.50000000
        0.015752590067
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Holdings
        OZ7UA8IXAIFILY2VZH07
        LABORATORY CORP
        50540RAL6
        
          
        
        53265000.00000000
        PA
        USD
        55529721.27000000
        0.075076921047
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-23
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB
        808513AY1
        
          
        
        4800000.00000000
        PA
        USD
        5215022.40000000
        0.007050779583
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (VZ)
        BVN53YK54
        
          
        
        -33580000.00000000
        NC
        USD
        443366.81000000
        0.000599437818
        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
            -33580000.00000000
            USD
            224342.00000000
          
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Energy Partners LP
        549300PDHUGWPWGOT525
        KINDER MORGAN EN
        494550BV7
        
          
        
        5145000.00000000
        PA
        USD
        5723153.94000000
        0.007737780177
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29273RAS8
        
          
        
        2416000.00000000
        PA
        USD
        2521700.00000000
        0.003409371908
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        VIACOM INC
        92553PAT9
        
          
        
        145945000.00000000
        PA
        USD
        158348135.83000000
        0.214088783804
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        DOWDUPONT
        26078JAC4
        
          
        
        38802000.00000000
        PA
        USD
        45067320.14000000
        0.060931615693
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.49300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FEDEX CORP
        31428XBU9
        
          
        
        22155000.00000000
        PA
        USD
        22809148.53000000
        0.030838271905
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-14
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        539439AM1
        
          
        
        8355000.00000000
        PA
        USD
        9513203.52000000
        0.012861977572
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-12-10
          Fixed
          4.58200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL
        02005NBH2
        
          
        
        46879000.00000000
        PA
        USD
        51156708.75000000
        0.069164550010
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-21
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        48128BAB7
        
          
        
        88737000.00000000
        PA
        USD
        90967138.28000000
        0.122988779744
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          2.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967HB0
        
          
        
        2615000.00000000
        PA
        USD
        3104690.13000000
        0.004197582311
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-13
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada 2013-1 Class B Pass Through Trust
        N/A
        AIR CAN 2013-1B
        009089AB9
        
          
        
        6548764.44000000
        PA
        USD
        6548764.44000000
        0.008854016544
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2022-11-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122DT2
        
          
        
        18500000.00000000
        PA
        USD
        18512284.00000000
        0.025028853963
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-13
          Fixed
          0.53700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Energy Partners LP
        CZ6VG2MNE1J6YDI02G48
        ENBRIDGE ENERGY
        29250RAW6
        
          
        
        10441000.00000000
        PA
        USD
        12557599.52000000
        0.016978041418
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xcel Energy Inc
        LGJNMI9GH8XIDG5RCM61
        XCEL ENERGY INC
        98389BAZ3
        
          
        
        19300000.00000000
        PA
        USD
        19310672.90000000
        0.026108286364
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        DOMINION RES
        25746UBP3
        
          
        
        35582000.00000000
        PA
        USD
        36698420.83000000
        0.049616752618
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4935 KP
        3137FQ5B5
        
          
        
        10384108.15000000
        PA
        USD
        10833532.35000000
        0.014647079695
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-12-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2018-BNK14
        N/A
        BANK 2018-BN14 ASB
        06035RAQ9
        
          
        
        6680000.00000000
        PA
        USD
        7697230.40000000
        0.010406757783
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2060-09-15
          Fixed
          4.18500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC
        95040QAE4
        
          
        
        36855000.00000000
        PA
        USD
        39941237.70000000
        0.054001084117
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co Ltd
        353800DRBDH1LUTNAY26
        NISSAN MOTOR CO
        654744AB7
        
          
        
        108300000.00000000
        PA
        USD
        115470651.30000000
        0.156117854955
        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
        
          
        
        4800000.00000000
        PA
        
        3668617.07000000
        0.004960019027
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-02-16
          Floating
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK
        25466AAD3
        
          
        
        27950000.00000000
        PA
        USD
        30474499.90000000
        0.041201928816
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-08
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL
        723787AM9
        
          
        
        18415000.00000000
        PA
        USD
        21154231.25000000
        0.028600801751
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC
        893647BK2
        
          
        
        4976000.00000000
        PA
        USD
        5423840.00000000
        0.007333103753
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (CVS)
        BVN45ARG6
        
          
        
        29300000.00000000
        NC
        USD
        -221771.70000000
        -0.00029983828
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                N/A
                CVS HEALTH CORP
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-12-20
            -148636.86000000
            USD
            0.00000000
            USD
            29300000.00000000
            USD
            -73134.84000000
          
        
        
          N
          N
          N
        
      
      
        Santander Holdings USA Inc
        549300SMVCQN2P0O6I58
        SANTANDER HOLD
        80282KAT3
        
          
        
        80001000.00000000
        PA
        USD
        82549751.86000000
        0.111608361452
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-28
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        ROYAL BK CANADA
        78015K7G3
        
          
        
        32800000.00000000
        PA
        USD
        33702000.00000000
        0.045565551839
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-04-17
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Performance Food Group Inc
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD
        69346VAA7
        
          
        
        3960000.00000000
        PA
        USD
        4167900.00000000
        0.005635056183
        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
        
          
        
        84477000.00000000
        PA
        USD
        101799431.24000000
        0.137634183768
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PAU0
        
          
        
        15069000.00000000
        PA
        USD
        16280803.77000000
        0.022011863039
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-23
          Variable
          3.79700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307AY3
        
          
        
        1100000.00000000
        PA
        USD
        1221000.00000000
        0.001650808224
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        KROGER CO
        501044CQ2
        
          
        
        17300000.00000000
        PA
        USD
        17803776.00000000
        0.024070941732
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GlaxoSmithKline Capital Inc
        5493007Q8VD7Q3ZYZS59
        GLAXOSMITHKLINE
        377372AL1
        
          
        
        10379000.00000000
        PA
        USD
        11085841.04000000
        0.014988204396
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        DOLLAR GENERAL
        256677AC9
        
          
        
        15626000.00000000
        PA
        USD
        16490274.06000000
        0.022295069655
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lanark Master Issuer PLC
        213800KIOPB5OYXIVY33
        LAN 2018-2A 1A
        513770AZ0
        
          
        
        5682600.00000000
        PA
        USD
        5688619.01000000
        0.007691088493
        Long
        ABS-MBS
        CORP
        GB
        
        N
        
        2
        
          2069-12-22
          Floating
          0.67610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-1
        N/A
        GMALT 2020-1 B
        36259KAF4
        
          
        
        14540000.00000000
        PA
        USD
        14791851.70000000
        0.019998780055
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-12-20
          Fixed
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        AVOLON HDGS
        05401AAL5
        
          
        
        20690000.00000000
        PA
        USD
        22325772.09000000
        0.030184740535
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00914AAF9
        
          
        
        34000000.00000000
        PA
        USD
        35034178.00000000
        0.047366674197
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EAS4
        
          
        
        4260000.00000000
        PA
        USD
        4381111.80000000
        0.005923321370
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-01-10
          Fixed
          3.68400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: USD 0.607500 19-JAN-2025
        N/A
        
          
        
        311662500
        NC
        USD
        -130920.35000000
        -0.00017700605
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              
                ICE LIBOR USD 3 Month
                US0003M
              
            
            Y
            
            
              
                
              
            
            2025-01-19
            0.00000000
            USD
            0.00000000
            USD
            311662500
            USD
            -130920.35000000
          
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_19-3
        N/A
        CARMX 2019-3 B
        14315PAF2
        
          
        
        9610000.00000000
        PA
        USD
        10087453.63000000
        0.013638371351
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico Government International Bond
        N/A
        UNITED MEXICAN
        91087BAC4
        
          
        
        44585000.00000000
        PA
        USD
        51034889.03000000
        0.068999848130
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2027-03-28
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        AVOLON HDGS
        05401AAM3
        
          
        
        30875000.00000000
        PA
        USD
        30263150.13000000
        0.040916181118
        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
        
          
        
        269000.00000000
        PA
        USD
        293548.13000000
        0.000396880972
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-23
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LeasePlan Corp NV
        724500C60L930FVHS484
        LEASEPLAN CORP
        AX2827217
        
          
        
        9665000.00000000
        PA
        
        11870063.70000000
        0.016048483854
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-02-25
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (SOAF)
        N/A
        
          
        
        10276000.00000000
        NC
        USD
        600011.53000000
        0.000811223561
        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
            10276000.00000000
            USD
            -299397.35000000
          
        
        
          N
          N
          N
        
      
      
        Calpine Corp
        43R4VPJBXTU2O15HEF41
        CALPINE CORP
        131347CM6
        
          
        
        7700000.00000000
        PA
        USD
        7911750.00000000
        0.010696791132
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        INTERCONTINENT
        45866FAM6
        
          
        
        24540000.00000000
        PA
        USD
        24727362.90000000
        0.033431723223
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2015-GC34
        54930070360RBP384M53
        GSMS 2015-GC34 C
        36250VAL6
        
          
        
        12080000.00000000
        PA
        USD
        11162403.20000000
        0.015091717454
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Variable
          4.64790000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        94974BGH7
        
          
        
        78676000.00000000
        PA
        USD
        85085969.75000000
        0.115037361741
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-19
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE5 Mortgage Trust
        N/A
        COMM 2012-CR5 A4
        12623SAE0
        
          
        
        2640000.00000000
        PA
        USD
        2722632.00000000
        0.003681034642
        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
        
          
        
        6350000.00000000
        PA
        USD
        6653276.00000000
        0.008995317562
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-04-10
          Fixed
          3.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2015-GC34
        54930070360RBP384M53
        GSMS 2015-GC34 A4
        36250VAD4
        
          
        
        17922000.00000000
        PA
        USD
        19943601.60000000
        0.026964014377
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Fixed
          3.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinopec Group Overseas Development 2013 Ltd
        529900F9XKMFEV9DNO17
        SINOPEC OVERSEAS
        82937VAB3
        
          
        
        21800000.00000000
        PA
        USD
        23711642.00000000
        0.032058455069
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2023-10-17
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PDM1
        
          
        
        44480000.00000000
        PA
        USD
        48512601.28000000
        0.065589681575
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Government International Bond
        N/A
        SAUDI INT BOND
        N/A
        
          
        
        72753000.00000000
        PA
        USD
        73606203.53000000
        0.099516565266
        Long
        DBT
        NUSS
        SA
        
        N
        
        2
        
          2021-10-26
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UAL 2007-1 Pass Through Trust
        N/A
        UAL 2007 TRUST
        909287AA2
        
          
        
        11850884.06000000
        PA
        USD
        12087901.74000000
        0.016343003778
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-02
          Fixed
          6.63600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        JOHNSON CONTROLS
        478375AG3
        
          
        
        8998000.00000000
        PA
        USD
        9797229.35000000
        0.013245984268
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-07-02
          Variable
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CAD/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -67.12000000
        -0.00000009074
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AG
              7LTWFZYICNSX8D621K86
            
            13000.00000000
            CAD
            10099.49000000
            USD
            2021-02-12
            -67.12000000
          
        
        
          N
          N
          N
        
      
      
        Unilever Finance Netherlands BV
        549300SWJ4YK4LLNT176
        UNILEVER FINANCE
        N/A
        
          
        
        4800000.00000000
        PA
        
        5939724.55000000
        0.008030586519
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-08-12
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE
        88033GDE7
        
          
        
        660000.00000000
        PA
        USD
        711150.00000000
        0.000961484249
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PAH9
        
          
        
        117868000.00000000
        PA
        USD
        126687708.84000000
        0.171283465803
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-01
          Variable
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODU
        29379VBS1
        
          
        
        64671000.00000000
        PA
        USD
        66692874.14000000
        0.090169652065
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        ENTERGY LA LLC
        29364WAN8
        
          
        
        11445000.00000000
        PA
        USD
        11486247.78000000
        0.015529559630
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-05-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWDC Enterprises 18 Corp
        7260JQNI6SCF9FIV2392
        WALT DISNEY CO
        25468PCW4
        
          
        
        6200000.00000000
        PA
        USD
        6427614.40000000
        0.008690220080
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-01
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2
        N/A
        DRIVE 2019-2 D
        26208RAG0
        
          
        
        15870000.00000000
        PA
        USD
        16847701.50000000
        0.022778316303
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-08-17
          Fixed
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC
        046353AQ1
        
          
        
        2810000.00000000
        PA
        USD
        2880623.73000000
        0.003894641561
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2022-06-12
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Truck Leasing Co Lp / PTL Finance Corp
        N/A
        PENSKE TRUCK LE
        709599BC7
        
          
        
        4340000.00000000
        PA
        USD
        4706300.34000000
        0.006362980597
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-08-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2010-107 CP
        31398NKF0
        
          
        
        10346272.16000000
        PA
        USD
        10752673.73000000
        0.014537757766
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2040-06-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HRL6
        
          
        
        26755000.00000000
        PA
        USD
        28064229.17000000
        0.037943210761
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-18
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        REALTY INCOME
        756109AQ7
        
          
        
        4650000.00000000
        PA
        USD
        5086035.15000000
        0.006876387107
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities Inc
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL
        015271AL3
        
          
        
        45115000.00000000
        PA
        USD
        49799786.72000000
        0.067329973395
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-30
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XAZ9
        
          
        
        6000000.00000000
        PA
        USD
        6724668.00000000
        0.009091840494
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-13
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC
        046353AL2
        
          
        
        20583000.00000000
        PA
        USD
        22840708.10000000
        0.030880940863
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-11-16
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Securities Clearing Corp
        549300RYC9NELN2ICA34
        NATIONAL SECS CL
        637639AC9
        
          
        
        9470000.00000000
        PA
        USD
        9483324.29000000
        0.012821580456
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-12-07
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust 2019-C16
        N/A
        UBSCM 2019-C16 ASB
        90276YAC7
        
          
        
        5849000.00000000
        PA
        USD
        6564215.72000000
        0.008874906880
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-04-15
          Fixed
          3.46030000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FCA Bank SpA/Ireland
        549300V1VN70Q7PQ7234
        FCA BANK IE
        N/A
        
          
        
        9700000.00000000
        PA
        
        11902934.91000000
        0.016092926166
        Long
        DBT
        CORP
        IT
        
        N
        
        2
        
          2022-11-24
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2017-C40
        N/A
        WFCM 2017-C40 A4
        95000YAY1
        
          
        
        8670000.00000000
        PA
        USD
        9801001.50000000
        0.013251084265
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-10-15
          Fixed
          3.58100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puget Energy Inc
        SYBSJ96YIDMIUY7WDR33
        PUGET ENERGY INC
        745310AF9
        
          
        
        47334000.00000000
        PA
        USD
        50099772.95000000
        0.067735558764
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
        N/A
        MSBAM 2017-C34 A4
        61767EAE4
        
          
        
        19660000.00000000
        PA
        USD
        22265933.00000000
        0.030103837290
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-11-15
          Fixed
          3.53600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance LLC
        54930093Q75GSEM74I71
        BAYER US FINANCE
        07274EAG8
        
          
        
        26375000.00000000
        PA
        USD
        28768346.63000000
        0.038895186923
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-10-08
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRB PRIME STUDENT LOAN TRUST DRB_17-C
        N/A
        DRB 2017-C A2B
        518889AC4
        
          
        
        10687900.95000000
        PA
        USD
        10953262.29000000
        0.014808956165
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2042-11-25
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        INTEL CORP
        458140AS9
        
          
        
        6650000.00000000
        PA
        USD
        7466127.90000000
        0.010094304132
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-29
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB
        808513BF1
        
          
        
        29040000.00000000
        PA
        USD
        29098283.28000000
        0.039341265658
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-11
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX CORP
        126408HB2
        
          
        
        51900000.00000000
        PA
        USD
        56800294.20000000
        0.076794752532
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC24
        N/A
        GSMS 2014-GC24 A5
        36253GAE2
        
          
        
        33925400.00000000
        PA
        USD
        37599860.07000000
        0.050835510449
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-09-10
          Fixed
          3.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GCJ14
        549300ITVQSU1IHX4H03
        GSMS 2013-GC14 A4
        36198FAD4
        
          
        
        22020000.00000000
        PA
        USD
        23063748.00000000
        0.031182493771
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-10
          Fixed
          3.95500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2
        N/A
        SDART 2020-2 C
        80285RAF5
        
          
        
        18750000.00000000
        PA
        USD
        19058205.00000000
        0.025766946409
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Bank Ltd
        RB0PEZSDGCO3JS6CEU02
        MIZUHO BANK LTD
        60688XAG5
        
          
        
        5100000.00000000
        PA
        USD
        5592333.60000000
        0.007560909339
        Long
        DBT
        CORP
        JP
        
        Y
        
        2
        
          2024-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122CM8
        
          
        
        186019000.00000000
        PA
        USD
        200766772.34000000
        0.271439344033
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-26
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2012-LC5
        N/A
        WFCM 2012-LC5 AS
        94988HAE1
        
          
        
        1650000.00000000
        PA
        USD
        1699797.00000000
        0.002298148131
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Fixed
          3.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empresa Nacional del Petroleo
        549300YP3P0JZBLIV197
        EMPRESA NACIONAL
        N/A
        
          
        
        7686000.00000000
        PA
        USD
        9058642.74000000
        0.012247405357
        Long
        DBT
        CORP
        CL
        
        N
        
        2
        
          2029-11-06
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPX Energy Inc
        ZXZE9GCS2BB547GJW219
        WPX ENERGY INC
        98212BAL7
        
          
        
        5175000.00000000
        PA
        USD
        5472562.50000000
        0.007398977220
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        KEURIG DR PEPPER
        49271VAE0
        
          
        
        53737000.00000000
        PA
        USD
        54301131.03000000
        0.073415850717
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-05-25
          Fixed
          3.55100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weingarten Realty Investors
        549300JMKTJNB8GWHU88
        WEINGARTEN RLTY
        948741AJ2
        
          
        
        4850000.00000000
        PA
        USD
        5031666.45000000
        0.006802879902
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE17 Mortgage Trust
        N/A
        COMM 2014-CR17 AM
        12631DBD4
        
          
        
        27380000.00000000
        PA
        USD
        29767262.20000000
        0.040245734047
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-10
          Fixed
          4.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CE7
        
          
        
        46395000.00000000
        PA
        USD
        49024204.65000000
        0.066281376130
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-11-07
          Variable
          2.63300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5
        N/A
        DRIVE 2018-5 D
        26208MAG1
        
          
        
        26460000.00000000
        PA
        USD
        27906324.77000000
        0.037729721913
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L Brands Inc
        GR3KVMWVCR54YWQNXU90
        L BRANDS INC
        501797AS3
        
          
        
        790000.00000000
        PA
        USD
        859125.00000000
        0.001161548416
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Total Capital International SA
        549300U37G2I8G4RUG09
        TOTAL CAP INTL
        89153VAG4
        
          
        
        20825000.00000000
        PA
        USD
        22809268.48000000
        0.030838434079
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2024-01-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YBZ1
        
          
        
        254925000.00000000
        PA
        USD
        271897141.73000000
        0.367608548643
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        CAMDEN PROP TRST
        133131AV4
        
          
        
        2785000.00000000
        PA
        USD
        3028556.61000000
        0.004094648780
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YCS6
        
          
        
        86900000.00000000
        PA
        USD
        89451557.80000000
        0.120939694796
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        BK2028201
        
          
        
        29015000.00000000
        PA
        
        35459902.59000000
        0.047942259500
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-26
          Fixed
          0.14200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D
        N/A
        SOFI 2016-D A2B
        83404LAC5
        
          
        
        3043853.38000000
        PA
        USD
        3096420.12000000
        0.004186401148
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2033-04-25
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Bank NA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA
        69353REK0
        
          
        
        20340000.00000000
        PA
        USD
        22112386.92000000
        0.029896240949
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-23
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust
        N/A
        WAMU 2003-AR7 A7
        9292276K7
        
          
        
        323376.71000000
        PA
        USD
        312933.13000000
        0.000423089750
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-08-25
          Variable
          2.71350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF EQUIPMENT FINANCE LLC MMAF_18-A
        N/A
        MMAF 2018-A A4
        60700DAD0
        
          
        
        6680000.00000000
        PA
        USD
        6946606.82000000
        0.009391904728
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-01-10
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        NASDAQ INC
        63111XAC5
        
          
        
        9680000.00000000
        PA
        USD
        9693484.24000000
        0.013105719501
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-21
          Fixed
          0.44500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aventura Mall Trust
        N/A
        AVMT 2018-AVM A
        05359AAA1
        
          
        
        1680000.00000000
        PA
        USD
        1912528.80000000
        0.002585764351
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2040-07-05
          Variable
          4.11230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON
        075887BT5
        
          
        
        10852000.00000000
        PA
        USD
        11177918.12000000
        0.015112693832
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-06
          Fixed
          2.89400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_18-3
        N/A
        DRIVE 2018-3 D
        26208KAG5
        
          
        
        16140000.00000000
        PA
        USD
        16670199.00000000
        0.022538330565
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-09-16
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global LP / Clarios US Finance Co
        N/A
        PANTHER BF AGG 2
        69867DAA6
        
          
        
        1800000.00000000
        PA
        USD
        1914750.00000000
        0.002588767443
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCo Inc
        549300JEB576INN13W07
        WRKCO INC
        96145DAF2
        
          
        
        8107000.00000000
        PA
        USD
        9012081.69000000
        0.012184454199
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GJD2
        
          
        
        47655000.00000000
        PA
        USD
        48127261.05000000
        0.065068696464
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-19
          Variable
          1.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-5
        N/A
        SDART 2018-5 D
        80286AAG9
        
          
        
        35530000.00000000
        PA
        USD
        36843839.00000000
        0.049813359916
        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
        
          
        
        22920000.00000000
        PA
        USD
        23616080.40000000
        0.031929254516
        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
        
          
        
        1500000.00000000
        NC
        USD
        -17290.95000000
        -0.00002337759
        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
            1500000.00000000
            USD
            -22298.66000000
          
        
        
          N
          N
          N
        
      
      
        WR Grace & Co-Conn
        549300GJVOEHHLSO6K25
        WR GRACE & CO-CO
        383909AG3
        
          
        
        1804000.00000000
        PA
        USD
        1889690.00000000
        0.002554885990
        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
        
          
        
        4770000.00000000
        PA
        USD
        5192264.25000000
        0.007020010261
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MAX8
        
          
        
        72358000.00000000
        PA
        USD
        76074089.81000000
        0.102853180311
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2023-01-17
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NSTAR Electric Co
        54930080R72Y2Z31UR68
        NSTAR ELECTRIC
        67021CAG2
        
          
        
        16235000.00000000
        PA
        USD
        16702048.48000000
        0.022581391485
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C
        N/A
        WOART 2020-C C
        98163CAH3
        
          
        
        3900000.00000000
        PA
        USD
        3929145.09000000
        0.005312256372
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-05-17
          Fixed
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Slovenia Government International Bond
        N/A
        SLOVENIA
        N/A
        
          
        
        11740000.00000000
        PA
        USD
        12805925.08000000
        0.017313780875
        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
        
          
        
        -16580000.00000000
        NC
        USD
        269758.26000000
        0.000364716752
        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
            -16580000.00000000
            USD
            164224.92000000
          
        
        
          N
          N
          N
        
      
      
        National Australia Bank Ltd
        F8SB4JFBSYQFRQEH3Z21
        NATL AUSTRALIABK
        AL1168403
        
          
        
        3900000.00000000
        PA
        
        4852273.60000000
        0.006560338385
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2023-11-10
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2
        N/A
        AMCAR 2020-2 C
        03066EAF1
        
          
        
        7730000.00000000
        PA
        USD
        7921070.91000000
        0.010709393127
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-02-18
          Fixed
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG/New York NY
        549300D0YARF5HYP1809
        CRED SUIS NY
        22550L2A8
        
          
        
        300000.00000000
        PA
        USD
        304116.00000000
        0.000411168873
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2021-11-12
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2013-C17
        N/A
        JPMBB 2013-C17 A4
        46640UAD4
        
          
        
        22860000.00000000
        PA
        USD
        24983922.60000000
        0.033778595346
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-01-15
          Fixed
          4.19890000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650CK4
        
          
        
        27981000.00000000
        PA
        USD
        29110369.12000000
        0.039357605874
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TACO BELL FUNDING BELL_16-1A
        N/A
        BELL 2016-1A A2II
        87342RAB0
        
          
        
        8254610.00000000
        PA
        USD
        8266205.25000000
        0.011176019341
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2046-05-25
          Fixed
          4.37700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHP Billiton Finance USA Ltd
        5493003NUVITP3TMY274
        BHP FINANCE USA
        055451AQ1
        
          
        
        6846000.00000000
        PA
        USD
        7034244.46000000
        0.009510391982
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-02-24
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG/New York NY
        549300D0YARF5HYP1809
        CRED SUIS NY
        22550L2C4
        
          
        
        1350000.00000000
        PA
        USD
        1469132.10000000
        0.001986286121
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2025-04-09
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        345906.63000000
        0.000467670360
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              HSBC BANK USA, N.A.
              1IE8VN30JCEQV1H4R804
            
            26983438.66000000
            USD
            19944993.91000000
            GBP
            2021-02-12
            345906.63000000
          
        
        
          N
          N
          N
        
      
      
        Penske Automotive Group Inc
        549300W7UTQ0M4C7LB15
        PENSKE AUTO GRP
        70959WAJ2
        
          
        
        2900000.00000000
        PA
        USD
        2958000.00000000
        0.003999255306
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3
        N/A
        GMALT 2020-3 D
        362569AG0
        
          
        
        9900000.00000000
        PA
        USD
        10037514.96000000
        0.013570853606
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-02-20
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Svenska Handelsbanken AB
        NHBDILHZTYCNBV5UYZ31
        SVENSKA HNDLSBKN
        N/A
        
          
        
        12145000.00000000
        PA
        
        14922851.37000000
        0.020175893350
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2024-06-18
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harley-Davidson Financial Services Inc
        RLUFFFFW4GRYU77BTS24
        HARLEY-DAVIDSON
        41283LAY1
        
          
        
        14500000.00000000
        PA
        USD
        15667786.50000000
        0.021183055544
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-08
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unione di Banche Italiane SpA
        81560097964CBDAED282
        UNIONE DI BANCHE
        N/A
        
          
        
        9705000.00000000
        PA
        
        11960068.19000000
        0.016170171120
        Long
        DBT
        CORP
        IT
        
        N
        
        2
        
          2022-07-22
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP
        143658BC5
        
          
        
        2543000.00000000
        PA
        USD
        2886305.00000000
        0.003902322713
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2023-04-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (INDON)
        N/A
        
          
        
        18310000.00000000
        NC
        USD
        -207525.54000000
        -0.00028057728
        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
            -226883.47000000
            USD
            0.00000000
            USD
            18310000.00000000
            USD
            19357.93000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32
        N/A
        MSBAM 2016-C32 A4
        61691GAS9
        
          
        
        62449000.00000000
        PA
        USD
        71138153.86000000
        0.096179729317
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-12-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Akelius Residential Property AB
        213800REBFN6T3PU8L97
        AKELIUS RESIDENT
        N/A
        
          
        
        1000000.00000000
        PA
        
        1283732.25000000
        0.001735623060
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2025-02-07
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        FIDELITY NATL IN
        N/A
        
          
        
        33950000.00000000
        PA
        
        41408865.62000000
        0.055985336567
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-03
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANC
        87165BAN3
        
          
        
        10250000.00000000
        PA
        USD
        11213776.75000000
        0.015161175176
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-19
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECH
        75513ECG4
        
          
        
        142359000.00000000
        PA
        USD
        153530337.81000000
        0.207575056861
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GGE3
        
          
        
        46075000.00000000
        PA
        USD
        47279262.28000000
        0.063922190859
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-20
          Variable
          3.12400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP
        05526DBJ3
        
          
        
        6000000.00000000
        PA
        USD
        6549912.00000000
        0.008855568060
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-06
          Fixed
          3.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC24
        N/A
        GSMS 2014-GC24 AS
        36253GAJ1
        
          
        
        13246000.00000000
        PA
        USD
        14474301.58000000
        0.019569448073
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-09-10
          Variable
          4.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aetna Inc
        549300QKBENKLBXQ8968
        AETNA INC
        008117AP8
        
          
        
        10770000.00000000
        PA
        USD
        11157730.77000000
        0.015085400267
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (SOAF)
        N/A
        
          
        
        10195000.00000000
        NC
        USD
        595281.97000000
        0.000804829133
        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
            10195000.00000000
            USD
            -304589.80000000
          
        
        
          N
          N
          N
        
      
      
        Slovenia Government International Bond
        N/A
        SLOVENIA
        831594AG1
        
          
        
        8600000.00000000
        PA
        USD
        9840584.40000000
        0.013304600872
        Long
        DBT
        NUSS
        SI
        
        Y
        
        2
        
          2024-02-18
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2
        N/A
        GFORT 2020-2 C
        361886CP7
        
          
        
        5800000.00000000
        PA
        USD
        5868469.00000000
        0.007934248069
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-10-15
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Arkansas LLC
        549300A0I5ONUIFMLP35
        ENTERGY ARKANSAS
        29364DAS9
        
          
        
        9388000.00000000
        PA
        USD
        10279231.00000000
        0.013897656904
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C18
        N/A
        JPMBB 2014-C18 A5
        46641JAW6
        
          
        
        28340000.00000000
        PA
        USD
        31086712.80000000
        0.042029648792
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-15
          Fixed
          4.07930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MBM1
        
          
        
        182830000.00000000
        PA
        USD
        195202106.10000000
        0.263915841332
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2024-07-16
          Fixed
          2.69600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807CV7
        
          
        
        10205000.00000000
        PA
        USD
        11248512.28000000
        0.015208138075
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB International Finance BV
        549300J6QSW38QNOJK61
        LYB INTL FIN
        50247VAA7
        
          
        
        37418000.00000000
        PA
        USD
        40511533.15000000
        0.054772131144
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ventas Realty LP
        32SXKSJ72K64GM3HOU64
        VENTAS REALTY LP
        92277GAT4
        
          
        
        4160000.00000000
        PA
        USD
        4435092.48000000
        0.005996303967
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        COCA-COLA CO/THE
        191216BN9
        
          
        
        1350000.00000000
        PA
        
        1668009.66000000
        0.002255171225
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-09
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        FNCL 2 3/21
        01F020638
        
          
        
        1093000000.00000000
        PA
        USD
        1126985523.40000000
        1.523699403250
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2021-03-11
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61744YAQ1
        
          
        
        7770000.00000000
        PA
        USD
        8311778.79000000
        0.011237635372
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-24
          Variable
          3.73700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        CNH INDUSTRIAL
        12592BAH7
        
          
        
        22700000.00000000
        PA
        USD
        23661299.60000000
        0.031990391475
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-05
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDP Financial Inc
        549300OXMGVYFCBFV096
        CDP FINANCIAL
        125094AQ5
        
          
        
        24580000.00000000
        PA
        USD
        26714551.78000000
        0.036118428994
        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
        
          
        
        2860000.00000000
        PA
        USD
        2969538.00000000
        0.004014854835
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-11-15
          Fixed
          3.38800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        MICRON TECH
        595112BR3
        
          
        
        8030000.00000000
        PA
        USD
        8375691.50000000
        0.011324046205
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-24
          Fixed
          2.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Rural Utilities Cooperative Finance Corp
        4NYF266XZC35SCTGX023
        NATL RURAL UTIL
        637432NL5
        
          
        
        800000.00000000
        PA
        USD
        855416.00000000
        0.001156533798
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-07
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services Inc
        42YMHYH0XMHJEXDUB065
        ARAMARK SERV INC
        038522AR9
        
          
        
        5150000.00000000
        PA
        USD
        5478312.50000000
        0.007406751296
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP
        68389XBR5
        
          
        
        45251000.00000000
        PA
        USD
        47301820.57000000
        0.063952689966
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_19-4
        N/A
        CARMX 2019-4 A3
        14315WAD2
        
          
        
        49210000.00000000
        PA
        USD
        50403800.15000000
        0.068146607578
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Acceptance Corp
        7D6DIU2QXTUJRFNNJA49
        NISSAN MOTOR ACC
        654740AS8
        
          
        
        11962000.00000000
        PA
        USD
        12051715.00000000
        0.016294078825
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-09-14
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudsons Bay Simon JV Trust 2015-HBS
        N/A
        HBCT 2015-HB7 A7
        44422PAU6
        
          
        
        14750000.00000000
        PA
        USD
        13520735.00000000
        0.018280213386
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2034-08-05
          Fixed
          3.91410000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Financial Inc
        549300CAZYIH39SYQ287
        FIDELITY NATL FI
        31620RAF2
        
          
        
        2370000.00000000
        PA
        USD
        2546543.67000000
        0.003442960880
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2
        N/A
        MLMI 2003-A2 2A2
        589929M96
        
          
        
        490504.03000000
        PA
        USD
        464853.27000000
        0.000628487798
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-02-25
          Floating
          1.75950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST_20-A
        N/A
        SRT 2020-B D
        80286RAG2
        
          
        
        17540000.00000000
        PA
        USD
        17862851.76000000
        0.024150812944
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-10-20
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        N/A
        FH 1B0736
        31336SLR7
        
          
        
        58651.28000000
        PA
        USD
        61342.21000000
        0.000082935483
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-02-01
          Floating
          3.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BJ2
        
          
        
        27840000.00000000
        PA
        USD
        29807230.08000000
        0.040299771152
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2024-07-18
          Fixed
          2.80100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (INDON)
        N/A
        
          
        
        -8658000.00000000
        NC
        USD
        98129.77000000
        0.000132672753
        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
            -8658000.00000000
            USD
            81812.95000000
          
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        COMMSCOPE FINANC
        20338QAB9
        
          
        
        3270000.00000000
        PA
        USD
        3359925.00000000
        0.004542663247
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2016-121 AP
        38380AZY6
        
          
        
        5655906.08000000
        PA
        USD
        5758391.10000000
        0.007785421285
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-01-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NCR0
        
          
        
        79976000.00000000
        PA
        USD
        87901621.60000000
        0.118844160457
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        COOPERATIEVE RAB
        21684AAA4
        
          
        
        88770000.00000000
        PA
        USD
        98644419.72000000
        0.133368566268
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        LOWE'S COS INC
        548661DD6
        
          
        
        7405000.00000000
        PA
        USD
        8034076.97000000
        0.010862178821
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        OTIS WORLDWIDE
        68902VAH0
        
          
        
        79710000.00000000
        PA
        USD
        83963086.47000000
        0.113519208626
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-05
          Fixed
          2.05600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GVM3
        
          
        
        29010000.00000000
        PA
        USD
        31914829.32000000
        0.043149273331
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-03
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (RUSSIA)
        N/A
        
          
        
        -10142373.00000000
        NC
        USD
        19095.05000000
        0.000025816761
        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
            -10142373.00000000
            USD
            9447.58000000
          
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-B
        N/A
        SOFI 2017-B A2FX
        83403YAB0
        
          
        
        5880074.71000000
        PA
        USD
        5994478.62000000
        0.008104614750
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2040-05-25
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd
        JHE42UYNWWTJB8YTTU19
        AUST & NZ BANK
        N/A
        
          
        
        12145000.00000000
        PA
        
        15024584.28000000
        0.020313437596
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2023-02-21
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY PHEAA_16-2A
        N/A
        PHEAA 2016-2A A
        69343VAA0
        
          
        
        19261437.39000000
        PA
        USD
        19314356.26000000
        0.026113266316
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2065-11-25
          Floating
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        LENNAR CORP
        526057CP7
        
          
        
        2565000.00000000
        PA
        USD
        2731668.57000000
        0.003693252205
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Retail Properties Inc
        5493008JKH5SOTI0JS97
        NATIONAL RETAIL
        637417AF3
        
          
        
        3506000.00000000
        PA
        USD
        3694759.53000000
        0.004995363981
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2019-110 PD
        38381YXL3
        
          
        
        9056879.41000000
        PA
        USD
        9398776.61000000
        0.012707270869
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN
        666807BQ4
        
          
        
        70614000.00000000
        PA
        USD
        73111970.25000000
        0.098848355304
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2016-UB11
        N/A
        MSC 2016-UB11 A4
        61767FBA8
        
          
        
        22321000.00000000
        PA
        USD
        24307569.00000000
        0.032864156291
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-08-15
          Fixed
          2.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar Government International Bond
        N/A
        QATAR STATE OF
        N/A
        
          
        
        14555000.00000000
        PA
        USD
        15129650.32000000
        0.020455488278
        Long
        DBT
        NUSS
        QA
        
        N
        
        2
        
          2022-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GFU8
        
          
        
        23458000.00000000
        PA
        USD
        26975761.68000000
        0.036471588250
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-03
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE FUNDING II LLC CFII_18-1A
        N/A
        CFII 2018-1A A1
        165183BG8
        
          
        
        9461486.15000000
        PA
        USD
        9586511.17000000
        0.012961090489
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-04-15
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        CAMDEN PROP TRST
        133131AU6
        
          
        
        46982000.00000000
        PA
        USD
        51396381.74000000
        0.069488591078
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280AP4
        
          
        
        45545000.00000000
        PA
        USD
        50050493.58000000
        0.067668932401
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-03-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833CG3
        
          
        
        52555000.00000000
        PA
        USD
        56472765.03000000
        0.076351928742
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-09
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
        N/A
        MSBAM 2014-C14 A5
        61690GAF8
        
          
        
        16600000.00000000
        PA
        USD
        18094000.00000000
        0.024463328436
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-15
          Fixed
          4.06400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qwest Corp
        549300R2L4N683OO1509
        QWEST CORP
        74913GAX3
        
          
        
        33857000.00000000
        PA
        USD
        35363094.79000000
        0.047811374068
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-12-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        ORANGE
        N/A
        
          
        
        1100000.00000000
        PA
        
        1463716.35000000
        0.001978963955
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2024-01-09
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        TRUIST FINANCIAL
        89788MAA0
        
          
        
        22235000.00000000
        PA
        USD
        22698999.98000000
        0.030689349601
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-05
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG/New York NY
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK NY
        251526CC1
        
          
        
        27415000.00000000
        PA
        USD
        28202934.52000000
        0.038130742237
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2024-09-18
          Variable
          2.22200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE15 Mortgage Trust
        N/A
        COMM 2014-CR15 A2
        12591RAX8
        
          
        
        4956151.23000000
        PA
        USD
        4978800.84000000
        0.006731404895
        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
        
          
        
        5850000.00000000
        PA
        USD
        5916514.50000000
        0.007999206223
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-15
          Variable
          4.79420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MBV1
        
          
        
        34200000.00000000
        PA
        USD
        36027648.00000000
        0.048709858838
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-01-15
          Fixed
          2.34800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        REPUBLIC SVCS
        760759AU4
        
          
        
        1182000.00000000
        PA
        USD
        1258016.78000000
        0.001700855403
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCD6
        
          
        
        52385000.00000000
        PA
        USD
        56857264.61000000
        0.076871777283
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-07
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morocco Government International Bond
        N/A
        MOROCCO KINGDOM
        N/A
        
          
        
        42700000.00000000
        PA
        
        52565943.80000000
        0.071069854524
        Long
        DBT
        NUSS
        MA
        
        Y
        
        2
        
          2026-03-30
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Capital Corp
        2549000BD79OOCPF2L94
        OWL ROCK CAPITAL
        69121KAC8
        
          
        
        9580000.00000000
        PA
        USD
        9973460.18000000
        0.013484250692
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-22
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-1
        N/A
        HAROT 2019-1 A4
        43814WAD7
        
          
        
        7470000.00000000
        PA
        USD
        7762890.48000000
        0.010495531083
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-06-18
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        CNH INDUSTRIAL
        12592BAG9
        
          
        
        7362000.00000000
        PA
        USD
        7524972.59000000
        0.010173862935
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-10-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VBR4
        
          
        
        24771000.00000000
        PA
        USD
        27777134.25000000
        0.037555054614
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS Quattro Finance 2 Plc
        213800V48W4Y5MT5Q131
        INEOS QUATTRO FI
        45674GAA2
        
          
        
        1593000.00000000
        PA
        USD
        1593000.00000000
        0.002153757168
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2026-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307AF4
        
          
        
        4888000.00000000
        PA
        USD
        5083520.00000000
        0.006872986590
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_16-C
        N/A
        SMB 2016-C A2B
        78449KAC4
        
          
        
        6894831.50000000
        PA
        USD
        6933192.96000000
        0.009373769011
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2034-09-15
          Floating
          1.22650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC / Charter Communications Operating Capital
        N/A
        CHARTER COMM OPT
        161175BQ6
        
          
        
        79877000.00000000
        PA
        USD
        88323593.37000000
        0.119414671898
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PulteGroup Inc
        N/A
        PULTEGROUP INC
        745867AW1
        
          
        
        2323000.00000000
        PA
        USD
        2770177.50000000
        0.003745316790
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aurizon Network Pty Ltd
        549300FNL9A7DVZKZ444
        AURIZON NETWORK
        N/A
        
          
        
        9320000.00000000
        PA
        
        7755785.62000000
        0.010485925218
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2024-06-21
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS
        09659W2J2
        
          
        
        28125000.00000000
        PA
        USD
        29980153.13000000
        0.040533565414
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2025-11-19
          Variable
          2.81900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One NA
        207ALC1P1YM0OVDV0K75
        CAPITAL ONE NA
        14042RBT7
        
          
        
        15602000.00000000
        PA
        USD
        15756506.61000000
        0.021303006312
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-13
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan Trust 2006-8AR
        N/A
        MSM 2006-8AR 5A1
        61749LAL5
        
          
        
        2607942.40000000
        PA
        USD
        2423876.43000000
        0.003277113142
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-06-25
          Variable
          2.18140000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN
        780153BC5
        
          
        
        596000.00000000
        PA
        USD
        645915.00000000
        0.000873285663
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2023-06-15
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HJY7
        
          
        
        3075000.00000000
        PA
        USD
        3420636.15000000
        0.004624745528
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-10
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCK0
        
          
        
        9216000.00000000
        PA
        USD
        10301266.94000000
        0.013927449788
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-09
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2
        N/A
        JPMCC 2010-C2 C
        46635GAN0
        
          
        
        6225000.00000000
        PA
        USD
        6202776.75000000
        0.008386236589
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2043-11-15
          Variable
          5.65460000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco Finance PLC
        549300OYQ3LAJYXXO449
        INVESCO FIN PLC
        46132FAB6
        
          
        
        40732000.00000000
        PA
        USD
        44858925.51000000
        0.060649863384
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-01-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATION
        92840VAA0
        
          
        
        21384000.00000000
        PA
        USD
        22266090.00000000
        0.030104049556
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650CW8
        
          
        
        51000000.00000000
        PA
        USD
        57491025.00000000
        0.077728629752
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-25
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NAH8
        
          
        
        4840000.00000000
        PA
        USD
        5246342.20000000
        0.007093124368
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-06-10
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudbay Minerals Inc
        549300WI524AL577IX21
        HUDBAY MINERALS
        443628AH5
        
          
        
        1799000.00000000
        PA
        USD
        1906940.00000000
        0.002578208219
        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
        
          
        
        3120000.00000000
        PA
        USD
        3526941.60000000
        0.004768471909
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2060-09-15
          Fixed
          3.43500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reliance Standard Life Global Funding II
        N/A
        REL STAN LIFE II
        75951AAJ7
        
          
        
        40630000.00000000
        PA
        USD
        44038328.81000000
        0.059540405741
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-09-19
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gartner Inc
        PP55B5R38BFB8O8HH686
        GARTNER GROUP
        366651AE7
        
          
        
        963000.00000000
        PA
        USD
        994297.50000000
        0.001344303432
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967JL6
        
          
        
        25642000.00000000
        PA
        USD
        28370719.07000000
        0.038357589178
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-26
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4
        N/A
        GMCAR 2019-4 A4
        36258MAE4
        
          
        
        5070000.00000000
        PA
        USD
        5233678.87000000
        0.007076003378
        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
        
          
        
        4611000.00000000
        PA
        USD
        5158556.25000000
        0.006974436597
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        CROWN CASTLE INT
        22822VAS0
        
          
        
        29140000.00000000
        PA
        USD
        29605103.54000000
        0.040026493384
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4926 MA
        3137FPMR3
        
          
        
        16974203.71000000
        PA
        USD
        17901164.97000000
        0.024202612913
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-10-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135FAZ4
        
          
        
        31947000.00000000
        PA
        USD
        36249334.44000000
        0.049009581851
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468Q5
        
          
        
        51820000.00000000
        PA
        USD
        54366901.18000000
        0.073504772833
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-28
          Variable
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        STATE STREET CRP
        857477BE2
        
          
        
        70759000.00000000
        PA
        USD
        75212642.22000000
        0.101688491722
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-01
          Variable
          2.35400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 626331
        31389HY44
        
          
        
        150506.32000000
        PA
        USD
        154794.53000000
        0.000209284261
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-12-01
          Floating
          2.79500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2
        N/A
        JPMCC 2010-C2 A3
        46635GAE0
        
          
        
        826299.89000000
        PA
        USD
        828349.11000000
        0.001119939003
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2043-11-15
          Fixed
          4.06980000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (INDON)
        N/A
        
          
        
        -29940000.00000000
        NC
        USD
        339339.96000000
        0.000458792135
        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
            -0.21000000
            USD
            0.00000000
            USD
            -29940000.00000000
            USD
            339340.17000000
          
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST WOART_18-D
        N/A
        WOART 2018-D A4
        98162WAE7
        
          
        
        3660000.00000000
        PA
        USD
        3855562.22000000
        0.005212771354
        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
        
          
        
        11490000.00000000
        PA
        USD
        11477131.20000000
        0.015517233892
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Variable
          4.49840000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSBAM Commercial Mortgage Securities Trust 2012-CKSV
        N/A
        MSBAM 2012-CKSV A2
        553514AC4
        
          
        
        34485000.00000000
        PA
        USD
        33049389.45000000
        0.044683213703
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2030-10-15
          Fixed
          3.27700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron USA Inc
        VA8TZDWPEZYU430RZ444
        CHEVRON USA INC
        166756AP1
        
          
        
        15800000.00000000
        PA
        USD
        17646293.20000000
        0.023858022893
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PECO Energy Co
        YH65D4JBECK76IFEJ279
        PECO ENERGY CO
        693304AT4
        
          
        
        3885000.00000000
        PA
        USD
        4293060.98000000
        0.005804275492
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        ROYAL BK CANADA
        78013XW20
        
          
        
        58205000.00000000
        PA
        USD
        63313711.06000000
        0.085600978678
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-10-05
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PDW9
        
          
        
        10320000.00000000
        PA
        USD
        10528484.64000000
        0.014234651137
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Cash Management SA
        54930045CRYTH0OUOH72
        JOHN DEERE CASH
        N/A
        
          
        
        14505000.00000000
        PA
        
        18513016.44000000
        0.025029844231
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-04-02
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2011-GC3
        N/A
        GSMS 2011-GC3 C
        36248FAN2
        
          
        
        2280000.00000000
        PA
        USD
        2277127.20000000
        0.003078706233
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2044-03-10
          Variable
          5.54490000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Gulf States Louisiana LLC
        8F4SD5Y4YNDDSMHFUP83
        ENTERGY GULF STA
        29365PAP7
        
          
        
        22680000.00000000
        PA
        USD
        26623280.88000000
        0.035995029525
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-01
          Fixed
          5.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TRUST HART_20-B
        N/A
        HART 2020-B B
        44933FAE6
        
          
        
        3870000.00000000
        PA
        USD
        3894088.82000000
        0.005264859830
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        DR PEPPER SNAPPL
        26138EAW9
        
          
        
        15320000.00000000
        PA
        USD
        16406050.12000000
        0.022181197769
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        KIMCO REALTY
        49446RAR0
        
          
        
        13769000.00000000
        PA
        USD
        14561901.63000000
        0.019687884505
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2015-C31
        N/A
        JPMBB 2015-C31 A3
        46644YAU4
        
          
        
        21082354.00000000
        PA
        USD
        23685392.25000000
        0.032022965058
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-08-15
          Fixed
          3.80140000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corp
        N/A
        LAMAR MEDIA CORP
        513075BW0
        
          
        
        630000.00000000
        PA
        USD
        664650.00000000
        0.000898615632
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON
        075887BA6
        
          
        
        34675000.00000000
        PA
        USD
        35402377.48000000
        0.047864484786
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-08
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL
        14913QAA7
        
          
        
        13375000.00000000
        PA
        USD
        13752576.25000000
        0.018593665837
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-06
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        AVOLON HDGS
        05401AAG6
        
          
        
        1237000.00000000
        PA
        USD
        1337506.25000000
        0.001808326223
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BN8
        
          
        
        96830000.00000000
        PA
        USD
        108812712.50000000
        0.147116233225
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        LOCKHEED MARTIN
        539830BE8
        
          
        
        3855000.00000000
        PA
        USD
        4187088.98000000
        0.005660999939
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedbank AB
        M312WZV08Y7LYUC71685
        SWEDBANK AB
        N/A
        
          
        
        1580000.00000000
        PA
        
        1934914.75000000
        0.002616030453
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2022-09-06
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK PLC
        PTCQB104N23FMNK2RZ28
        SANTANDER UK PLC
        80283LAX1
        
          
        
        18895000.00000000
        PA
        USD
        20277925.05000000
        0.027416024124
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-06-18
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Israel Government International Bond
        N/A
        STATE OF ISRAEL
        4651387M1
        
          
        
        26725000.00000000
        PA
        USD
        28418803.78000000
        0.038422600345
        Long
        DBT
        NUSS
        IL
        
        N
        
        2
        
          2023-06-30
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-Eleven Inc
        549300K23JPL0SS3LB18
        7-ELEVEN INC
        817826AB6
        
          
        
        98000000.00000000
        PA
        USD
        98138376.00000000
        0.132684388434
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-02-10
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER
        03027XAG5
        
          
        
        13200000.00000000
        PA
        USD
        14785874.40000000
        0.019990698666
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns ARM Trust 2006-4
        N/A
        BSARM 2006-4 2A1
        073882AC6
        
          
        
        8578255.61000000
        PA
        USD
        8043407.38000000
        0.010874793660
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-10-25
          Variable
          2.96570000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DR Horton Inc
        529900ZIUEYVSB8QDD25
        D.R. HORTON
        23331ABN8
        
          
        
        24000000.00000000
        PA
        USD
        25725528.00000000
        0.034781255702
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL
        14448CAN4
        
          
        
        104520000.00000000
        PA
        USD
        109849892.88000000
        0.148518514881
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.24200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818DY1
        
          
        
        1415000.00000000
        PA
        USD
        1543337.67000000
        0.002086613038
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-LC22
        549300XO83D3BDYP0P62
        WFCM 2015-LC22 A4
        94989TAZ7
        
          
        
        23212369.00000000
        PA
        USD
        26159643.49000000
        0.035368185613
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Fixed
          3.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Energy Partners LP
        549300PDHUGWPWGOT525
        KINDER MORGAN EN
        494550BS4
        
          
        
        11015000.00000000
        PA
        USD
        12028038.54000000
        0.016262067937
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA Global Funding Trust
        54930029I8ROQ4OROZ88
        GA GLOBAL FNDING
        36143L2A2
        
          
        
        12550000.00000000
        PA
        USD
        12641389.10000000
        0.017091326044
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-01-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967LM1
        
          
        
        47810000.00000000
        PA
        USD
        49495398.12000000
        0.066918435963
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-24
          Variable
          2.87600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Energy Partners LP
        549300PDHUGWPWGOT525
        KINDER MORGAN EN
        494550BQ8
        
          
        
        10068000.00000000
        PA
        USD
        10736545.40000000
        0.014515952050
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kilroy Realty LP
        5493008CT3N3JR7P1552
        KILROY REALTY LP
        49427RAM4
        
          
        
        5410000.00000000
        PA
        USD
        5857742.42000000
        0.007919745590
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP
        92857WBJ8
        
          
        
        11358000.00000000
        PA
        USD
        12885298.90000000
        0.017421095335
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-05-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        GENERAL MOTORS
        37045VAE0
        
          
        
        32904000.00000000
        PA
        USD
        36363098.81000000
        0.049163392791
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-02
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regency Centers LP
        5493008PTR2GAOYBXW28
        REGENCY CENTERS
        75884RAT0
        
          
        
        1115000.00000000
        PA
        USD
        1200091.23000000
        0.001622539290
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_20-2
        N/A
        FORDR 2020-2 B
        34532JAB0
        
          
        
        6100000.00000000
        PA
        USD
        6262341.74000000
        0.008466769247
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2033-04-15
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780097BM2
        
          
        
        30080000.00000000
        PA
        USD
        32072800.00000000
        0.043362851789
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-11-01
          Variable
          3.75400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwestern Mutual Global Funding
        635400LZXFVELZDVP257
        NW MUTUAL GLOBAL
        66815L2A6
        
          
        
        19120000.00000000
        PA
        USD
        19147418.08000000
        0.025887563678
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-01-14
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        N/A
        LEVEL 3 FIN INC
        527298BN2
        
          
        
        2760000.00000000
        PA
        USD
        2873850.00000000
        0.003885483388
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-09-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM LLC SOFI_20-A
        N/A
        SOFI 2020-A A1FX
        83406TAA0
        
          
        
        26601102.98000000
        PA
        USD
        26742668.73000000
        0.036156443485
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2046-05-15
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA FINANCE
        26884TAQ5
        
          
        
        7215000.00000000
        PA
        USD
        7335302.91000000
        0.009917427007
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-12-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2B8
        
          
        
        108550000.00000000
        PA
        USD
        112209980.35000000
        0.151709384502
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-22
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidAmerican Energy Co
        NINLOILYRTLIMK26MZ18
        MIDAMERICAN ENER
        595620AK1
        
          
        
        4370000.00000000
        PA
        USD
        4713940.85000000
        0.006373310669
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC ULC / New Red Finance Inc
        N/A
        1011778 BC ULC /
        68245XAP4
        
          
        
        810000.00000000
        PA
        USD
        805950.00000000
        0.001089655109
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP FUNDIN
        90351DAH0
        
          
        
        43320000.00000000
        PA
        USD
        44329615.92000000
        0.059934229784
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2022-02-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_19-A
        N/A
        HDMOT 2019-A A3
        41284WAC4
        
          
        
        38366211.22000000
        PA
        USD
        38890550.72000000
        0.052580541359
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        MACQUARIE GROUP
        N/A
        
          
        
        6400000.00000000
        PA
        
        4989486.12000000
        0.006745851535
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-12-15
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-C
        N/A
        SOFI 2017-C A1
        83405DAA6
        
          
        
        537429.20000000
        PA
        USD
        536464.51000000
        0.000725307146
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2040-07-25
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Realty Investment Trust
        549300LI6XZ51GOCJ427
        FED RLTY INVS TR
        313747AU1
        
          
        
        2710000.00000000
        PA
        USD
        2954290.24000000
        0.003994239661
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP
        58013MFN9
        
          
        
        49201000.00000000
        PA
        USD
        54380586.07000000
        0.073523274986
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        MONDELEZ INT INC
        609207AS4
        
          
        
        31760000.00000000
        PA
        USD
        32913459.68000000
        0.044499434848
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-13
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2014-79 PA
        3136ALF55
        
          
        
        8012071.99000000
        PA
        USD
        8214857.53000000
        0.011106596541
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-06-25
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Electric and Gas Co
        549300RUHPVD434XUK18
        PUBLIC SERVICE E
        74456QBL9
        
          
        
        8340000.00000000
        PA
        USD
        9099315.30000000
        0.012302395199
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2013-LC12
        549300V2DF3KW9L1CV04
        WFCM 2013-LC12 AS
        94988QAN1
        
          
        
        4906000.00000000
        PA
        USD
        5228814.80000000
        0.007069427091
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-15
          Variable
          4.27440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK PLC
        PTCQB104N23FMNK2RZ28
        SANTANDER UK PLC
        80283LAY9
        
          
        
        25800000.00000000
        PA
        USD
        26651400.00000000
        0.036033046949
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-01-13
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morocco Government International Bond
        N/A
        MOROCCO KINGDOM
        N/A
        
          
        
        30991000.00000000
        PA
        USD
        32688153.93000000
        0.044194818480
        Long
        DBT
        NUSS
        MA
        
        N
        
        2
        
          2022-12-11
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Svenska Handelsbanken AB
        NHBDILHZTYCNBV5UYZ31
        SVENSKA HNDLSBKN
        86959LAF0
        
          
        
        38730000.00000000
        PA
        USD
        38838366.54000000
        0.052509987654
        Long
        DBT
        CORP
        SE
        
        Y
        
        2
        
          2023-06-30
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC Aviation Capital Finance DAC
        549300OD7VKRVNWB2J98
        SMBC AVIATION CA
        78448TAA0
        
          
        
        14555000.00000000
        PA
        USD
        14665618.00000000
        0.019828110415
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2021-07-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        N/A
        FH 789653
        31295NWN4
        
          
        
        244784.72000000
        PA
        USD
        261490.89000000
        0.000353539158
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-08-01
          Floating
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP Texas Inc
        5493001L78U618KXNZ75
        AEP TEXAS
        00108WAD2
        
          
        
        22670000.00000000
        PA
        USD
        23348581.11000000
        0.031567591921
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        96950FAJ3
        
          
        
        9730000.00000000
        PA
        USD
        10076991.26000000
        0.013624226088
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (TURKEY)
        N/A
        
          
        
        12980000.00000000
        NC
        USD
        593309.31000000
        0.000802162071
        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
            12980000.00000000
            USD
            -42693.36000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4259 DC
        3137B52H5
        
          
        
        7701471.14000000
        PA
        USD
        7987118.70000000
        0.010798690616
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-06-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Financial Services AG
        529900USFSZYPS075O24
        VOLKSWAGEN FIN
        N/A
        
          
        
        14500000.00000000
        PA
        
        17900563.21000000
        0.024201799326
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2023-04-12
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP
        N/A
        
          
        
        4360000.00000000
        PA
        
        3347341.43000000
        0.004525650093
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2022-12-13
          Floating
          1.07040000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd
        JHE42UYNWWTJB8YTTU19
        AUST & NZ BANK
        N/A
        
          
        
        8750000.00000000
        PA
        
        6726849.05000000
        0.009094789303
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2026-05-17
          Floating
          2.71900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTL
        438516BX3
        
          
        
        7500000.00000000
        PA
        
        9146459.65000000
        0.012366134986
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_16-4
        N/A
        CARMX 2018-4 A4
        14315EAD2
        
          
        
        6780000.00000000
        PA
        USD
        7129605.28000000
        0.009639321078
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          3.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        FIRST REP BANK
        336158AK6
        
          
        
        91570000.00000000
        PA
        USD
        94038818.77000000
        0.127141732584
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-06
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ETP Legacy LP
        RY1052DWLDPLDW74Y843
        ETP 0 2/1/2021
        29277EP16
        
          
        
        21000000.00000000
        PA
        USD
        20998677.00000000
        0.028390490338
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-02-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5
        N/A
        DRIVE 2018-5 C
        26208MAF3
        
          
        
        28495775.91000000
        PA
        USD
        28964916.12000000
        0.039160951485
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          3.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2
        N/A
        AMCAR 2020-2 D
        03066EAG9
        
          
        
        7990000.00000000
        PA
        USD
        8281917.05000000
        0.011197261903
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-03-18
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3
        N/A
        JPMCC 2011-C3 A4
        46635TCG5
        
          
        
        11425585.66000000
        PA
        USD
        11417244.98000000
        0.015436266927
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-02-15
          Fixed
          4.71710000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        58355.13000000
        0.000078896911
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            10359339.97000000
            USD
            7602848.26000000
            GBP
            2021-02-12
            58355.13000000
          
        
        
          N
          N
          N
        
      
      
        National Retail Properties Inc
        5493008JKH5SOTI0JS97
        NATIONAL RETAIL
        637417AH9
        
          
        
        9593000.00000000
        PA
        USD
        10769236.10000000
        0.014560150311
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468T9
        
          
        
        43460000.00000000
        PA
        USD
        43514846.52000000
        0.058832650729
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-10
          Variable
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4960 MA
        3137FRTL5
        
          
        
        12756988.93000000
        PA
        USD
        13562720.35000000
        0.018336978137
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-12-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        KINDER MORGAN
        49456BAB7
        
          
        
        23915000.00000000
        PA
        USD
        26800201.26000000
        0.036234228230
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-11-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada PipeLines Ltd
        5BV01I6231JPDAPMGH09
        TRANSCANADA PL
        89352HAK5
        
          
        
        28622000.00000000
        PA
        USD
        30819625.78000000
        0.041668543592
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-10-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668BD3
        
          
        
        36400000.00000000
        PA
        USD
        38450885.20000000
        0.051986107733
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-05-12
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        WALT DISNEY CO
        254687CZ7
        
          
        
        5090000.00000000
        PA
        USD
        5614819.72000000
        0.007591310872
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023CG8
        
          
        
        14095000.00000000
        PA
        USD
        14451448.46000000
        0.019538550351
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empresa Nacional del Petroleo
        549300YP3P0JZBLIV197
        EMPRESA NACIONAL
        N/A
        
          
        
        8245000.00000000
        PA
        USD
        9007662.50000000
        0.012178479395
        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
        
          
        
        45403900.00000000
        PA
        USD
        49640083.87000000
        0.067114053019
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          3.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        NORDEA BANK
        65557CBE2
        
          
        
        14100000.00000000
        PA
        USD
        14271949.50000000
        0.019295865372
        Long
        DBT
        CORP
        FI
        
        Y
        
        2
        
          2023-06-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIR
        844741BH0
        
          
        
        24200000.00000000
        PA
        USD
        26257000.00000000
        0.035499812908
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-04
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Airlines 2005-ERJ1 Pass Through Trust
        N/A
        CONTL AIRLINES
        210805DT1
        
          
        
        505389.84000000
        PA
        USD
        503131.76000000
        0.000680240825
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-01
          Fixed
          9.79800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        CANADIAN NATL RE
        136385AZ4
        
          
        
        18252000.00000000
        PA
        USD
        18937216.58000000
        0.025603368457
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-07-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENER
        15189TAR8
        
          
        
        24980000.00000000
        PA
        USD
        25751132.60000000
        0.034815873461
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        RABOBANK
        21684AAC0
        
          
        
        13950000.00000000
        PA
        USD
        15937484.40000000
        0.021547690689
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-08-04
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark 2018-B1 Mortgage Trust
        N/A
        BMARK 2018-B1 AM
        08162PAZ4
        
          
        
        5990000.00000000
        PA
        USD
        6795774.80000000
        0.009187977833
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-01-15
          Variable
          3.87800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HP INC
        40434LAA3
        
          
        
        86341000.00000000
        PA
        USD
        90943061.64000000
        0.122956227807
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-17
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        STRYKER CORP
        863667BA8
        
          
        
        48500000.00000000
        PA
        USD
        49185984.00000000
        0.066500103961
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE ENERGY CO
        233331BA4
        
          
        
        67545000.00000000
        PA
        USD
        72613306.62000000
        0.098174155450
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122CY2
        
          
        
        40279000.00000000
        PA
        USD
        42130021.45000000
        0.056960348832
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH Europe Finance II Sarl
        222100KDGL314CKTZ511
        DH EUROPE
        23291KAA3
        
          
        
        1100000.00000000
        PA
        
        1344941.49000000
        0.001818378766
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-18
          Fixed
          0.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENER
        15189TAU1
        
          
        
        2467000.00000000
        PA
        USD
        2692917.99000000
        0.003640860906
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QAW0
        
          
        
        52995000.00000000
        PA
        USD
        56685836.78000000
        0.076640004579
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-28
          Fixed
          3.21600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Securities Clearing Corp
        549300RYC9NELN2ICA34
        NATIONAL SECS CL
        637639AE5
        
          
        
        24500000.00000000
        PA
        USD
        24403543.50000000
        0.032993915091
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-12-07
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RCM2
        
          
        
        28769000.00000000
        PA
        USD
        29697346.86000000
        0.040151207579
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2012-C7
        N/A
        WFRBS 2012-C7 A2
        92936TAB8
        
          
        
        11800000.00000000
        PA
        USD
        12128630.00000000
        0.016398068927
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-06-15
          Fixed
          3.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        ARC PROPERTIES
        03879QAF1
        
          
        
        1560000.00000000
        PA
        USD
        1720790.76000000
        0.002326531973
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-06
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINL
        14040HCD5
        
          
        
        34865000.00000000
        PA
        USD
        36438666.64000000
        0.049265561501
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-11
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAG0
        
          
        
        8400000.00000000
        PA
        USD
        9233221.20000000
        0.012483437755
        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
        
          
        
        6364289.34000000
        PA
        USD
        6562221.28000000
        0.008872210370
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-05-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARLEY MARINE FINANCING LLC BARGE_18-1A
        N/A
        BARGE 2018-1A A2
        41284LAA2
        
          
        
        17228665.69000000
        PA
        USD
        15304389.13000000
        0.020691737471
        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
        
          
        
        8776000.00000000
        PA
        USD
        9500020.00000000
        0.012844153278
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMCC Commercial Mortgage Securities Trust 2017-JP5
        N/A
        JPMCC 2017-JP5 A5
        46647TAS7
        
          
        
        5970000.00000000
        PA
        USD
        6808785.00000000
        0.009205567796
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-03-15
          Fixed
          3.72320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        CIGNA CORP
        125523AV2
        
          
        
        24000000.00000000
        PA
        USD
        26256312.00000000
        0.035498882723
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236THA6
        
          
        
        72000000.00000000
        PA
        USD
        73798848.00000000
        0.099777023150
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-25
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WDH1
        
          
        
        66050000.00000000
        PA
        USD
        68352503.00000000
        0.092413492338
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-10
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECH
        75513EBW0
        
          
        
        41910000.00000000
        PA
        USD
        43335149.55000000
        0.058589698037
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Total Capital Canada Ltd
        5299005IX98ZZ9LSGK46
        TOTAL CAP CANADA
        89153UAF8
        
          
        
        25786000.00000000
        PA
        USD
        27291283.54000000
        0.036898177998
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-07-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
        N/A
        MSBAM 2014-C16 A5
        61763MAF7
        
          
        
        21397800.00000000
        PA
        USD
        23372602.96000000
        0.031600069781
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-06-15
          Fixed
          3.89200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services Inc
        42YMHYH0XMHJEXDUB065
        ARAMARK SERV INC
        038522AQ1
        
          
        
        1100000.00000000
        PA
        USD
        1144000.00000000
        0.001546703201
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -9906.54000000
        -0.00001339377
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AG
              7LTWFZYICNSX8D621K86
            
            4220929.96000000
            EUR
            5113879.93000000
            USD
            2021-02-12
            -9906.54000000
          
        
        
          N
          N
          N
        
      
      
        ONEOK Partners LP
        T4DHW82NMF6BXJT50795
        ONEOK PARTNERS
        68268NAL7
        
          
        
        26043000.00000000
        PA
        USD
        28535445.32000000
        0.038580301257
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PCC4
        
          
        
        21315000.00000000
        PA
        USD
        22453647.30000000
        0.030357629518
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK Group Holdings PLC
        549300F5XIFGNNW4CF72
        SANTANDER UK GRP
        80281LAJ4
        
          
        
        25877000.00000000
        PA
        USD
        28620376.03000000
        0.038695128705
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-11-15
          Variable
          4.79600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust 2007-AR8
        N/A
        CMLTI 2007-AR8 2A1A
        17313FAR3
        
          
        
        360095.35000000
        PA
        USD
        335865.87000000
        0.000454095119
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-07-25
          Variable
          3.38440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE
        225401AQ1
        
          
        
        12680000.00000000
        PA
        USD
        13181734.92000000
        0.017821880773
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2026-06-05
          Variable
          2.19300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG Union Bank NA
        OX3PU53ZLPQKJ4700D47
        MUFG UNION BANK
        90520EAH4
        
          
        
        112775000.00000000
        PA
        USD
        116131184.00000000
        0.157010903942
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co Ltd
        353800DRBDH1LUTNAY26
        NISSAN MOTOR CO
        654744AA9
        
          
        
        105000000.00000000
        PA
        USD
        110222280.00000000
        0.149021987216
        Long
        DBT
        CORP
        JP
        
        Y
        
        2
        
          2023-09-15
          Fixed
          3.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co
        549300BX44RGX6ANDV88
        HP ENTERPRISE
        42824CAW9
        
          
        
        19340000.00000000
        PA
        USD
        22496481.40000000
        0.030415541790
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818EZ7
        
          
        
        42325000.00000000
        PA
        USD
        43531982.03000000
        0.058855818166
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        N/A
        TALLGRASS NRG
        87470LAH4
        
          
        
        250000.00000000
        PA
        USD
        265625.00000000
        0.000359128529
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967LV1
        
          
        
        65832000.00000000
        PA
        USD
        67570886.45000000
        0.091356736376
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-24
          Variable
          3.14200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Midwest Connector Capital Co LLC
        N/A
        MIDWEST CONNECTO
        59833CAA0
        
          
        
        17856000.00000000
        PA
        USD
        18228726.14000000
        0.024645479968
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        WALT DISNEY CO
        254687FK7
        
          
        
        107627000.00000000
        PA
        USD
        111952529.13000000
        0.151361307031
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        CBS CORP
        124857AG8
        
          
        
        14170000.00000000
        PA
        USD
        14511015.22000000
        0.019619085402
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ventas Realty LP
        32SXKSJ72K64GM3HOU64
        VENTAS REALTY LP
        92277GAE7
        
          
        
        4820000.00000000
        PA
        USD
        5287048.36000000
        0.007148159638
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        AMER ELEC PWR
        025537AR2
        
          
        
        9675000.00000000
        PA
        USD
        9727070.85000000
        0.013151129044
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-01
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tampa Electric Co
        WS423EPRKJIIJUITXD73
        TAMPA ELECTRIC
        875127AZ5
        
          
        
        12630000.00000000
        PA
        USD
        12808815.54000000
        0.017317688816
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-05-15
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        SHERWIN-WILLIAMS
        824348BB1
        
          
        
        28000.00000000
        PA
        USD
        28744.21000000
        0.000038862553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2017-BNK7
        N/A
        BANK 2017-BNK7 A4
        06541XAE0
        
          
        
        830000.00000000
        PA
        USD
        913041.50000000
        0.001234444240
        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
        
          
        
        10072000.00000000
        PA
        USD
        10361559.93000000
        0.014008966711
        Long
        DBT
        NUSS
        ID
        
        Y
        
        2
        
          2022-01-08
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        ELEC DE FRANCE
        268317AU8
        
          
        
        16050000.00000000
        PA
        USD
        18940829.70000000
        0.025608253444
        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
        
          
        
        10175000.00000000
        PA
        USD
        10092175.50000000
        0.013644755382
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-10
          Variable
          4.78310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        CARDINAL HEALTH
        14149YBH0
        
          
        
        9000000.00000000
        PA
        USD
        9657423.00000000
        0.013056964225
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          3.07900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61761JVL0
        
          
        
        28860000.00000000
        PA
        USD
        31966317.24000000
        0.043218885683
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-23
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great-West Lifeco US Finance 2020 LP
        N/A
        GREAT-WEST LIFEC
        391399AA0
        
          
        
        14450000.00000000
        PA
        USD
        14439090.25000000
        0.019521841887
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-08-12
          Fixed
          0.90400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236TGT6
        
          
        
        66000.00000000
        PA
        USD
        68814.90000000
        0.000093038659
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-13
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: OIS 0.250000 17-MAR-2028
        N/A
        
          
        
        123715000
        NC
        USD
        3330395.82000000
        0.004502739403
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
            
              
                
              
            
            2028-03-17
            2195752.60000000
            USD
            0.00000000
            USD
            123715000
            USD
            1134643.22000000
          
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAE9
        
          
        
        1116000.00000000
        PA
        USD
        1127160.00000000
        0.001523935297
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block Financial LLC
        N/A
        BLOCK FINANCIAL
        093662AG9
        
          
        
        4600000.00000000
        PA
        USD
        5234951.80000000
        0.007077724396
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38143U8F1
        
          
        
        81352000.00000000
        PA
        USD
        81352081.35000000
        0.109989095008
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-02-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3HARRIS TECH IN
        502431AK5
        
          
        
        13700000.00000000
        PA
        USD
        14987306.80000000
        0.020263037947
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-28
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vanguard Cmt Funds-Vanguard Market Liquidity Fund
        1I6HV0TLSTR3A4XQ6L78
        Vanguard Market Liquidity Fund
        N/A
        
          
        
        2146544174.09000000
        NS
        USD
        2146544174.09000000
        2.902156247086
        Long
        STIV
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        WALMART INC
        931142EM1
        
          
        
        414000.00000000
        PA
        USD
        462339.47000000
        0.000625089107
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-08
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCX2
        
          
        
        16553000.00000000
        PA
        USD
        17524992.16000000
        0.023694022275
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHART
        853254BY5
        
          
        
        38795000.00000000
        PA
        USD
        38930006.60000000
        0.052633886233
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2025-01-12
          Variable
          0.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Essex Portfolio LP
        5493003GN3O58H286O74
        ESSEX PORTFOLIO
        29717PAL1
        
          
        
        4160000.00000000
        PA
        USD
        4357350.40000000
        0.005891195642
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWDC Enterprises 18 Corp
        7260JQNI6SCF9FIV2392
        WALT DISNEY CO
        25468PCT1
        
          
        
        1940000.00000000
        PA
        USD
        1984705.36000000
        0.002683348019
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        539439AP4
        
          
        
        133035000.00000000
        PA
        USD
        138356400.00000000
        0.187059691308
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-11-07
          Variable
          2.90700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS
        369550AW8
        
          
        
        1325000.00000000
        PA
        USD
        1373105.45000000
        0.001856456814
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royalty Pharma PLC
        549300FGFN7VOK8BZR03
        ROYALTY PHARMA
        78081BAB9
        
          
        
        36500000.00000000
        PA
        USD
        36783678.00000000
        0.049732021445
        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
        
          
        
        43057000.00000000
        PA
        USD
        47998953.29000000
        0.064895222667
        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
        
          
        
        996000.00000000
        PA
        USD
        1013430.00000000
        0.001370170826
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        912828YX2
        
          
        
        120000000.00000000
        PA
        USD
        128137500.00000000
        0.173243602717
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-12-31
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBR0
        
          
        
        43550000.00000000
        PA
        USD
        44366562.50000000
        0.059984182051
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAQ3
        
          
        
        15115000.00000000
        PA
        USD
        15946325.00000000
        0.021559643298
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fondo MIVIVIENDA SA
        549300X41PNOK11PZ670
        FONDO MIVIVIE SA
        N/A
        
          
        
        31766000.00000000
        PA
        USD
        33350329.25000000
        0.045090088311
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2023-01-31
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Life Global Funding I
        635400MMSOCXNNNZDZ82
        MET LIFE GLOB
        59217GCT4
        
          
        
        13720000.00000000
        PA
        USD
        15010654.12000000
        0.020294603834
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-01-11
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2017-RC1
        N/A
        WFCM 2017-RC1 A4
        95001FAX3
        
          
        
        7660000.00000000
        PA
        USD
        8662847.20000000
        0.011712284528
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2060-01-15
          Fixed
          3.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group Funding Guernsey Ltd
        549300PXR5FKNXF0OH19
        CRED SUIS GP FUN
        N/A
        
          
        
        37455000.00000000
        PA
        
        46231843.08000000
        0.062506066182
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2022-04-14
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Financial Services AG
        529900USFSZYPS075O24
        VOLKSWAGEN FIN
        N/A
        
          
        
        14505000.00000000
        PA
        
        18521530.78000000
        0.025041355732
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2023-04-06
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Co
        5586006WD91QHB7J4X50
        SAUDI ARAB OIL
        80414L2H7
        
          
        
        6115000.00000000
        PA
        USD
        6229656.25000000
        0.008422578030
        Long
        DBT
        CORP
        SA
        
        Y
        
        2
        
          2025-11-24
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT AH4R_15-SFR2
        N/A
        AH4R 2015-SFR2 A
        02666BAA4
        
          
        
        6409970.29000000
        PA
        USD
        6882641.50000000
        0.009305422765
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2052-10-17
          Fixed
          3.73200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        ENTERGY LA LLC
        29364WAS7
        
          
        
        11650000.00000000
        PA
        USD
        12596014.95000000
        0.017029979590
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
        N/A
        GMALT 2020-2 C
        36259PAG1
        
          
        
        4545000.00000000
        PA
        USD
        4730429.64000000
        0.006395603732
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-07-22
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-3
        N/A
        HAROT 2018-3 A4
        43815HAD9
        
          
        
        5460000.00000000
        PA
        USD
        5596298.53000000
        0.007566269977
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-11-21
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967KJ9
        
          
        
        24200000.00000000
        PA
        USD
        28015057.40000000
        0.037876729874
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-09
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BG8
        
          
        
        59970000.00000000
        PA
        USD
        61872728.16000000
        0.083652750649
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2022-03-07
          Fixed
          3.21800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2H5
        
          
        
        103211000.00000000
        PA
        USD
        108945196.74000000
        0.147295353678
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-30
          Variable
          2.40600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B
        N/A
        SMB 2017-B A2A
        83189DAB6
        
          
        
        13279425.97000000
        PA
        USD
        13883010.41000000
        0.018770014554
        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
        
          
        
        3755000.00000000
        PA
        USD
        3984993.75000000
        0.005387764503
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Skandinaviska Enskilda Banken AB
        F3JS33DEI6XQ4ZBPTN86
        SKANDINAV ENSKIL
        83051GAN8
        
          
        
        69050000.00000000
        PA
        USD
        69245825.80000000
        0.093621276634
        Long
        DBT
        CORP
        SE
        
        Y
        
        2
        
          2023-09-01
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 5YR NOTE (CBT) Mar21
        N/A
        
          
        
        -7945.00000000
        NC
        USD
        -1000076875.00000000
        -1.35211722422
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                N/A
                CBOT 5 Year US Treasury Note
                
                  
                
              
            
            2021-03-31
            -999276598.73000000
            USD
            -800276.27000000
          
        
        
          N
          N
          N
        
      
      
        Franklin Resources Inc
        RIFQSET379FOGTEFKS80
        FRANKLIN RES INC
        354613AJ0
        
          
        
        24772000.00000000
        PA
        USD
        25730379.14000000
        0.034787814507
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        N/A
        FH 1J0585
        3128LUUJ3
        
          
        
        1055604.47000000
        PA
        USD
        1115828.82000000
        0.001508615392
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-08-01
          Floating
          2.53600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Public Service Co
        OL6FE7QD5EQ3DOYEO258
        SOUTHWESTERN PUB
        845743BP7
        
          
        
        39473000.00000000
        PA
        USD
        42418869.99000000
        0.057350875897
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        CONSTELLATION BR
        21036PAN8
        
          
        
        11550000.00000000
        PA
        USD
        13280594.25000000
        0.017955539901
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KSA Sukuk Ltd
        635400XBJFPNCGN9CK71
        KSA SUKUK LTD
        N/A
        
          
        
        68756000.00000000
        PA
        USD
        70720833.34000000
        0.095615506428
        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
        
          
        
        87670000.00000000
        PA
        USD
        96256566.37000000
        0.130140156809
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-07-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryder System Inc
        ZXJ6Y2OSPZXIVGRILD15
        RYDER SYSTEM INC
        78355HKL2
        
          
        
        72895000.00000000
        PA
        USD
        79425954.63000000
        0.107384946088
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-18
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214EC3
        
          
        
        102680000.00000000
        PA
        USD
        111461604.32000000
        0.150697570165
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2024-02-26
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthpeak Properties Inc
        PZ9HF5U52KPF0MH0QN75
        HCP Inc
        40414LAM1
        
          
        
        16975000.00000000
        PA
        USD
        18589882.68000000
        0.025133768409
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        22601781.86000000
        0.030557909411
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AG
              7LTWFZYICNSX8D621K86
            
            1048607255.00000000
            EUR
            1295506027.62000000
            USD
            2021-02-12
            22601781.86000000
          
        
        
          N
          N
          N
        
      
      
        Reynolds American Inc
        02S2RPPVO9RP4NEU2740
        REYNOLDS AMERICA
        761713AY2
        
          
        
        9900000.00000000
        PA
        USD
        11001711.60000000
        0.014874460276
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        HUNTINGTON BANCS
        337915AA0
        
          
        
        8800000.00000000
        PA
        USD
        9447116.80000000
        0.012772627448
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-04
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3
        N/A
        GMCAR 2020-3 B
        362590AE1
        
          
        
        5700000.00000000
        PA
        USD
        5717587.92000000
        0.007730254844
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-01-16
          Fixed
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PAE6
        
          
        
        92825000.00000000
        PA
        USD
        95492883.33000000
        0.129107647191
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-25
          Variable
          2.77600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP FUNDIN
        90352JAA1
        
          
        
        20975000.00000000
        PA
        USD
        21751075.00000000
        0.029407742432
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2023-05-23
          Fixed
          3.49100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC
        95040QAG9
        
          
        
        19435000.00000000
        PA
        USD
        21113387.17000000
        0.028545580012
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBS4
        
          
        
        21265000.00000000
        PA
        USD
        21394525.12000000
        0.028925682257
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-16
          Variable
          0.65300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135FAY7
        
          
        
        96829000.00000000
        PA
        USD
        106001417.51000000
        0.143315325041
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ VEHICLE FINANCING LLC HERTZ_16-2A
        N/A
        HERTZ 2016-2A A
        42806DAU3
        
          
        
        2933187.61000000
        PA
        USD
        2938599.05000000
        0.003973024964
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2022-03-25
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        CNH INDUSTRIAL N
        12594KAA0
        
          
        
        48980000.00000000
        PA
        USD
        53483123.24000000
        0.072309893315
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serbia International Bond
        N/A
        SERBIA REPUBLIC
        BJ4188717
        
          
        
        12857000.00000000
        PA
        
        17396570.47000000
        0.023520394444
        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
        
          
        
        4170000.00000000
        PA
        USD
        4334232.53000000
        0.005859939974
        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
        
          
        
        35872974.47000000
        PA
        USD
        35711187.36000000
        0.048281999848
        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
        
          
        
        540000.00000000
        PA
        USD
        616950.00000000
        0.000834124598
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RFMSI Series 2006-SA3 Trust
        N/A
        RFMSI 2006-SA3 2A1
        749575AB2
        
          
        
        2898167.88000000
        PA
        USD
        2265763.88000000
        0.003063342873
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-09-25
          Variable
          4.53640000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        12058197.75000000
        0.016302843589
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            657889861.70000000
            EUR
            810670637.45000000
            USD
            2021-02-12
            12058197.75000000
          
        
        
          N
          N
          N
        
      
      
        Nexstar Broadcasting Inc
        5493006PK6I4I2OOT688
        NEXSTAR BROADC
        65336YAN3
        
          
        
        2898000.00000000
        PA
        USD
        2984940.00000000
        0.004035678544
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-11-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL
        02005NBC3
        
          
        
        6730000.00000000
        PA
        USD
        7074912.50000000
        0.009565375712
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-19
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        949746SD4
        
          
        
        66905000.00000000
        PA
        
        51372384.26000000
        0.069456146166
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-07-27
          Floating
          1.33090000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 712281
        31401MJ28
        
          
        
        953310.76000000
        PA
        USD
        1014452.11000000
        0.001371552732
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-05-01
          Floating
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG/New York NY
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK NY
        251526CE7
        
          
        
        31800000.00000000
        PA
        USD
        32123056.20000000
        0.043430798840
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2026-11-24
          Variable
          2.12900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Energy Partners LP
        549300PDHUGWPWGOT525
        EL PASO PIPELINE
        28370TAE9
        
          
        
        9647000.00000000
        PA
        USD
        9820993.29000000
        0.013278113431
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAK1
        
          
        
        14000000.00000000
        PA
        USD
        15371118.00000000
        0.020781955790
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-01-16
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406RAN7
        
          
        
        32270000.00000000
        PA
        USD
        33483384.27000000
        0.045269980467
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-24
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Campbell Soup Co
        5493007JDSMX8Z5Z1902
        CAMPBELL SOUP CO
        134429BE8
        
          
        
        47173000.00000000
        PA
        USD
        50231272.76000000
        0.067913348254
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        WALMART INC
        931142EL3
        
          
        
        15800000.00000000
        PA
        USD
        17055973.60000000
        0.023059902950
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-08
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Treasury Services PLC
        213800LAXWIUOOBZ3908
        RECKITT BEN TSY
        75625QAD1
        
          
        
        165355000.00000000
        PA
        USD
        176348627.18000000
        0.238425687303
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2024-06-26
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1
        N/A
        TALNT 2020-1A A
        89237JAA4
        
          
        
        17410000.00000000
        PA
        USD
        17920570.88000000
        0.024228849961
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2033-05-25
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3
        N/A
        JPMCC 2016-JP3 A5
        46590RAE9
        
          
        
        18116000.00000000
        PA
        USD
        19761476.28000000
        0.026717778525
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-08-15
          Fixed
          2.87040000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CBB6
        
          
        
        180000000.00000000
        PA
        USD
        178425000.00000000
        0.241232970947
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-12-31
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SSM Health Care Corp
        5493000QP6H63JFPC580
        SSM HEALTH CARE
        784710AB1
        
          
        
        43300000.00000000
        PA
        USD
        46271549.10000000
        0.062559749248
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-01
          Fixed
          3.68800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENER
        15189TAT4
        
          
        
        39595000.00000000
        PA
        USD
        40538826.02000000
        0.054809031467
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aircastle Ltd
        549300PNK8AKY3OIKP58
        AIRCASTLE LTD
        00928QAR2
        
          
        
        4850000.00000000
        PA
        USD
        5195562.50000000
        0.007024469539
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2023-09-25
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (RUSSIA)
        N/A
        
          
        
        -10603390.00000000
        NC
        USD
        19963.00000000
        0.000026990241
        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
            -10603390.00000000
            USD
            13661.37000000
          
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MBB5
        
          
        
        67572000.00000000
        PA
        USD
        72988233.66000000
        0.098681061790
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2023-07-19
          Fixed
          3.74800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GBC5
        
          
        
        96905000.00000000
        PA
        USD
        101774088.63000000
        0.137599920222
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-16
          Fixed
          2.01900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB Bank ASA
        549300GKFG0RYRRQ1414
        DNB BANK ASA
        23329PAF7
        
          
        
        20160000.00000000
        PA
        USD
        20328295.68000000
        0.027484125885
        Long
        DBT
        CORP
        NO
        
        Y
        
        2
        
          2026-09-16
          Variable
          1.12700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG Energy Corp
        5493002WXPTG5ZC1T326
        MEG ENERGY CORP
        552704AD0
        
          
        
        3748000.00000000
        PA
        USD
        3860440.00000000
        0.005219366178
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TRUST HART_20-C
        N/A
        HART 2020-C B
        44891RAE0
        
          
        
        8220000.00000000
        PA
        USD
        8239178.08000000
        0.011139478248
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-11-16
          Fixed
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Georgia Power Co
        D981X4Z4RWS7PDMJUZ03
        GEORGIA POWER
        373334KK6
        
          
        
        23973000.00000000
        PA
        USD
        25254284.93000000
        0.034144128809
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599ED3
        
          
        
        1185000.00000000
        PA
        USD
        1337568.75000000
        0.001808410723
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Partners LP / Regency Energy Finance Corp
        N/A
        REGENCY ENERGY
        75886AAJ7
        
          
        
        76002000.00000000
        PA
        USD
        82310166.00000000
        0.111284438186
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468R3
        
          
        
        11410000.00000000
        PA
        USD
        11426327.71000000
        0.015448546899
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-21
          Variable
          0.86400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404121AF2
        
          
        
        14000000.00000000
        PA
        USD
        15260000.00000000
        0.020631722777
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romanian Government International Bond
        N/A
        ROMANIA
        N/A
        
          
        
        84855000.00000000
        PA
        
        113722324.41000000
        0.153754093767
        Long
        DBT
        NUSS
        RO
        
        N
        
        2
        
          2026-02-26
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GWC4
        
          
        
        60810000.00000000
        PA
        USD
        61188967.92000000
        0.082728297719
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-26
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PacifiCorp
        SGY07Y7FNYBNLM6Z1M11
        PACIFICORP
        695114CR7
        
          
        
        16160000.00000000
        PA
        USD
        17571737.60000000
        0.023757222732
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler Finance North America LLC
        549300423Z16BB673J12
        DAIMLER FINANCE
        233851DX9
        
          
        
        38000000.00000000
        PA
        USD
        40483566.00000000
        0.054734319185
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-06-14
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967LZ2
        
          
        
        71725000.00000000
        PA
        USD
        77515502.70000000
        0.104801989692
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-01
          Variable
          4.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastman Chemical Co
        FDPVHDGJ1IQZFK9KH630
        EASTMAN CHEMICAL
        277432AN0
        
          
        
        19770000.00000000
        PA
        USD
        20579739.66000000
        0.027824081488
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61746BED4
        
          
        
        180704000.00000000
        PA
        USD
        184092561.41000000
        0.248895589285
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-17
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Property Partners Europe Holdings Sarl
        213800Y3B5GQFBGVHP79
        BLACKSTONE PROP
        N/A
        
          
        
        1200000.00000000
        PA
        
        1567782.54000000
        0.002119662827
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-07-24
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Energy Partners LP
        549300PDHUGWPWGOT525
        KINDER MORGAN EN
        494550BL9
        
          
        
        77198000.00000000
        PA
        USD
        80705413.93000000
        0.109114792063
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHL Mortgage Pass-Through Trust 2007-HYB2
        N/A
        CWHL 2007-HYB2 3A1
        125438AB7
        
          
        
        5196369.12000000
        PA
        USD
        4106268.05000000
        0.005551728968
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-25
          Variable
          2.97020000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2C6
        
          
        
        93425000.00000000
        PA
        USD
        101602957.38000000
        0.137368548498
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BJ7
        
          
        
        89049000.00000000
        PA
        USD
        91858495.95000000
        0.124193907158
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-03-13
          Variable
          3.26200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDO_19-A
        N/A
        FORDO 2019-A A4
        34533FAE1
        
          
        
        26820000.00000000
        PA
        USD
        28179889.33000000
        0.038099584834
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        CNH INDUSTRIAL
        12592BAK0
        
          
        
        23960000.00000000
        PA
        USD
        24673121.48000000
        0.033358388102
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-02
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FCA Bank SpA/Ireland
        549300V1VN70Q7PQ7234
        FCA BANK IE
        N/A
        
          
        
        21830000.00000000
        PA
        
        26963297.49000000
        0.036454736500
        Long
        DBT
        CORP
        IT
        
        N
        
        2
        
          2022-06-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK TRANSPRTN DE
        650117AA2
        
          
        
        4575000.00000000
        PA
        USD
        5042931.00000000
        0.006818109723
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2035-09-01
          Fixed
          4.24800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2017-GS6
        N/A
        GSMS 2017-GS6 A3
        36253PAC6
        
          
        
        7556364.00000000
        PA
        USD
        8488517.06000000
        0.011476587862
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-05-10
          Fixed
          3.43300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartments LP
        549300FXWGE3QSYCUJ38
        MID-AMER APT LP
        59523UAA5
        
          
        
        2000000.00000000
        PA
        USD
        2177770.00000000
        0.002944373978
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Willis North America Inc
        5493004KVU1HWZCP0C66
        WILLIS NORTH AME
        970648AF8
        
          
        
        53910000.00000000
        PA
        USD
        58769770.86000000
        0.079457511147
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        SUNCOR ENERGY
        867224AA5
        
          
        
        9685000.00000000
        PA
        USD
        10654681.57000000
        0.014405271064
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-12-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162BM1
        
          
        
        0.02000000
        PA
        USD
        0.02000000
        0.000000000027
        Long
        DBT
        CORP
        US
        
        N
        
        3
        
          2021-11-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        WASTE MANAGEMENT
        94106LBL2
        
          
        
        22100000.00000000
        PA
        USD
        22014296.20000000
        0.029763620992
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AOA 2015-1177 Mortgage Trust
        N/A
        AOA 2015-1177 A
        00183HAA9
        
          
        
        13390000.00000000
        PA
        USD
        13412495.20000000
        0.018133871738
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2029-12-13
          Fixed
          2.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK Group Holdings PLC
        549300F5XIFGNNW4CF72
        SANTANDER UK GRP
        80281LAF2
        
          
        
        5930000.00000000
        PA
        USD
        6090952.06000000
        0.008235048122
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-01-10
          Fixed
          3.57100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Total Capital International SA
        549300U37G2I8G4RUG09
        TOTAL CAP INTL
        89153VAS8
        
          
        
        77470000.00000000
        PA
        USD
        82231461.14000000
        0.111178028169
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2025-01-10
          Fixed
          2.43400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668AX0
        
          
        
        28800000.00000000
        PA
        USD
        29204121.60000000
        0.039484360473
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-09-24
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2015-GC33
        N/A
        CGCMT 2015-GC33 C
        29425AAH6
        
          
        
        4000000.00000000
        PA
        USD
        3984840.00000000
        0.005387556631
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2058-09-10
          Variable
          4.57130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCW4
        
          
        
        108150000.00000000
        PA
        USD
        118172584.95000000
        0.159770905153
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-20
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Bank NA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA
        69353RFT0
        
          
        
        16970000.00000000
        PA
        USD
        17244795.21000000
        0.023315192276
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-24
          Variable
          1.74300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY AUTO RECEIVABLES TRUST ALLYA_19-4
        N/A
        ALLYA 2019-4 A4
        02007TAD7
        
          
        
        8150000.00000000
        PA
        USD
        8371944.06000000
        0.011318979617
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE4 Mortgage Trust
        N/A
        COMM 2012-CR4 AM
        12624QAT0
        
          
        
        1990000.00000000
        PA
        USD
        2016049.10000000
        0.002725725172
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Fixed
          3.25100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN
        822582BD3
        
          
        
        34686000.00000000
        PA
        USD
        38336493.38000000
        0.051831448472
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-05-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL SC FINANCE SRL SEACO_20-2
        N/A
        SEACO 2020-2A A
        37959PAC1
        
          
        
        16096741.46000000
        PA
        USD
        16341419.98000000
        0.022093816961
        Long
        ABS-CBDO
        CORP
        BB
        
        Y
        
        2
        
          2040-11-19
          Fixed
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HJX9
        
          
        
        22750000.00000000
        PA
        USD
        25030255.25000000
        0.033841237705
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-13
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2015-UBS8
        N/A
        MSC 2015-UBS8 A4
        61691ABL6
        
          
        
        41941900.00000000
        PA
        USD
        47118788.72000000
        0.063705228473
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-12-15
          Fixed
          3.80900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        ROYAL BK SCOTLND
        780099CE5
        
          
        
        8274000.00000000
        PA
        USD
        9040544.73000000
        0.012222936607
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2022-12-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corp Andina de Fomento
        UKZ46SXGNYCZK0UOZE76
        CORP ANDINA FOM
        219868CD6
        
          
        
        48335000.00000000
        PA
        USD
        49057704.92000000
        0.066326668940
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2025-09-23
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_18-2
        N/A
        VALET 2018-2 A4
        92869BAE2
        
          
        
        8910000.00000000
        PA
        USD
        9238172.23000000
        0.012490131613
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-02-20
          Fixed
          3.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        NATL BANK CANADA
        63307A2M6
        
          
        
        29260000.00000000
        PA
        USD
        29342483.94000000
        0.039671428195
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-11-15
          Variable
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAZOS HIGHER EDUCATION AUTHORITY INC BRHEA_05-3
        N/A
        BRHEA 2005-3 A16
        10620NAK4
        
          
        
        4353494.17000000
        PA
        USD
        4348023.57000000
        0.005878585644
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-06-25
          Floating
          0.45100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CRED
        345397YT4
        
          
        
        1763000.00000000
        PA
        USD
        1809225.86000000
        0.002446097404
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-02
          Fixed
          3.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Property Partners Europe Holdings Sarl
        213800Y3B5GQFBGVHP79
        BLACKSTONE PROP
        N/A
        
          
        
        26785000.00000000
        PA
        
        33015647.85000000
        0.044637594611
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-07-06
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER
        05971KAE9
        
          
        
        38040000.00000000
        PA
        USD
        40539456.24000000
        0.054809883533
        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
        
          
        
        2103000.00000000
        PA
        USD
        2265982.50000000
        0.003063638450
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        KROGER CO
        501044DH1
        
          
        
        35058000.00000000
        PA
        USD
        36255581.28000000
        0.049018027662
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAM7
        
          
        
        38553000.00000000
        PA
        USD
        40078812.08000000
        0.054187086507
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-08-14
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2016-138 MC
        38376MCK1
        
          
        
        9366523.97000000
        PA
        USD
        9541865.30000000
        0.012900728679
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-03-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818DR6
        
          
        
        9600000.00000000
        PA
        USD
        10439625.60000000
        0.014114512535
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          3.64600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307AS6
        
          
        
        4745000.00000000
        PA
        USD
        5041562.50000000
        0.006816259493
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        PARKER-HANNIFIN
        70109HAK1
        
          
        
        5800000.00000000
        PA
        USD
        6087929.40000000
        0.008230961446
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        CAN IMPERIAL BK
        13607GAP9
        
          
        
        27720000.00000000
        PA
        USD
        29898376.20000000
        0.040423001918
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-04-02
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2016-129 JA
        38380ADT1
        
          
        
        3639830.99000000
        PA
        USD
        3715539.47000000
        0.005023458736
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-05-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paraguay Government International Bond
        N/A
        PARAGUAY
        N/A
        
          
        
        39521000.00000000
        PA
        USD
        42326595.79000000
        0.057226119952
        Long
        DBT
        NUSS
        PY
        
        N
        
        2
        
          2023-01-25
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Resolute Forest Products Inc
        N/A
        RESOLUTE FOREST
        76117WAC3
        
          
        
        605000.00000000
        PA
        USD
        601975.00000000
        0.000813878199
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graphic Packaging International LLC
        SO75N4VY5NXGQSK8YQ65
        GRAPHIC PACKAGIN
        38869AAB3
        
          
        
        1325000.00000000
        PA
        USD
        1371375.00000000
        0.001854117223
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VFS8
        
          
        
        115620000.00000000
        PA
        USD
        115556177.76000000
        0.156233487865
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-20
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2018-GS9
        N/A
        GSMS 2018-GS9 A4
        36255NAT2
        
          
        
        4990000.00000000
        PA
        USD
        5810855.00000000
        0.007856353175
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-03-10
          Variable
          3.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco Finance PLC
        549300OYQ3LAJYXXO449
        INVESCO FIN PLC
        46132FAA8
        
          
        
        28515000.00000000
        PA
        USD
        29908185.87000000
        0.040436264722
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2022-11-30
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2013-LC12
        549300V2DF3KW9L1CV04
        WFCM 2013-LC12 ASB
        94988QAL5
        
          
        
        0.01000000
        PA
        USD
        0.01000000
        0.000000000013
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-15
          Variable
          3.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        INTESA SANPAOLO
        46115HBJ5
        
          
        
        51560000.00000000
        PA
        USD
        54818849.80000000
        0.074115813373
        Long
        DBT
        CORP
        IT
        
        Y
        
        2
        
          2024-09-23
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        VALERO ENERGY
        91913YAY6
        
          
        
        12465000.00000000
        PA
        USD
        13235785.74000000
        0.017894958200
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel SA
        VBHFXSYT7OG62HNT8T76
        BANQ FED CRD MUT
        06675FAR8
        
          
        
        69105000.00000000
        PA
        USD
        74540177.36000000
        0.100779310295
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2023-07-20
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29273RAQ2
        
          
        
        41415000.00000000
        PA
        USD
        42760987.50000000
        0.057813423316
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties LP
        H0TWO5VRNEP6CQAWPX27
        CORPORATE OFFICE
        22003BAL0
        
          
        
        25020000.00000000
        PA
        USD
        26014119.66000000
        0.035171435461
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WCZ2
        
          
        
        33500000.00000000
        PA
        USD
        35548357.50000000
        0.048061851713
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-27
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_18-E
        N/A
        NAVSL 2018-EA A2
        63890BAB2
        
          
        
        41937905.97000000
        PA
        USD
        43276152.94000000
        0.058509933837
        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
        
          
        
        302000.00000000
        PA
        USD
        325546.03000000
        0.000440142558
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-22
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LYONDELLBASELL
        552081AK7
        
          
        
        55973000.00000000
        PA
        USD
        64087237.89000000
        0.086646797231
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harvest Operations Corp
        B1EEF6ML54YDWRC6ZK53
        HARVEST OPERATIO
        N/A
        
          
        
        2875000.00000000
        PA
        USD
        2994352.46000000
        0.004048404315
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2022-09-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_19-4
        N/A
        CARMX 2020-1 A4
        14315XAD0
        
          
        
        12860000.00000000
        PA
        USD
        13466958.56000000
        0.018207506924
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-06-16
          Fixed
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2012-C4
        5493005SNWQW3UUOQX45
        MSC 2012-C4 A4
        61760VAP8
        
          
        
        16051500.00000000
        PA
        USD
        16294038.17000000
        0.022029756124
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-03-15
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA EL&PWR
        927804FS8
        
          
        
        8585000.00000000
        PA
        USD
        9333028.22000000
        0.012618378172
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        LENNAR CORP
        526057BW3
        
          
        
        10500000.00000000
        PA
        USD
        11575378.50000000
        0.015650065547
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAM3
        
          
        
        400000000.00000000
        PA
        USD
        397375000.00000000
        0.537256280400
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST_20-A
        N/A
        SRT 2020-A A3
        80286KAC6
        
          
        
        44500000.00000000
        PA
        USD
        45491566.80000000
        0.061505202814
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2023-07-20
          Fixed
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        2Y RTR 0.602500 13-JAN-2023
        N/A
        
          
        
        624374000.00000000
        NC
        USD
        2785126.37000000
        0.003765527861
        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
                
              
            
            624374000.00000000
            0.60250000
            USD
            2023-01-13
            XXXX
            131536.87000000
          
        
        
          N
          N
          N
        
      
      
        WENDYS FUNDING LLC WEN_18-1A
        N/A
        WEN 2018-1A A2I
        95058XAD0
        
          
        
        6295300.00000000
        PA
        USD
        6472332.02000000
        0.008750678896
        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
        
          
        
        2304000.00000000
        PA
        USD
        2391413.76000000
        0.003233223181
        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
        
          
        
        8565000.00000000
        PA
        USD
        10053168.75000000
        0.013592017738
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-07-10
          Variable
          4.15500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29278NAL7
        
          
        
        39423000.00000000
        PA
        USD
        41739101.25000000
        0.056431819527
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 655205
        31390S3N9
        
          
        
        58692.48000000
        PA
        USD
        58987.43000000
        0.000079751789
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-07-01
          Floating
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colombia Government International Bond
        N/A
        COLOMBIA REP OF
        195325BQ7
        
          
        
        123016000.00000000
        PA
        USD
        132105160.18000000
        0.178607932003
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2024-02-26
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        ANTHEM INC
        036752AJ2
        
          
        
        24455000.00000000
        PA
        USD
        25914596.68000000
        0.035036879069
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NBN0
        
          
        
        60220000.00000000
        PA
        USD
        66872262.52000000
        0.090412187539
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Utah Acquisition Sub Inc
        254900JOFV74IJ7H9933
        MYLAN NV
        62854AAM6
        
          
        
        38500000.00000000
        PA
        USD
        38789866.50000000
        0.052444414955
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-06-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BR9
        
          
        
        5023000.00000000
        PA
        USD
        5632038.75000000
        0.007614591229
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599EE1
        
          
        
        2665000.00000000
        PA
        USD
        2784925.00000000
        0.003765255606
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding
        549300LM1QSI4MSIL320
        ATHENE GLOBAL FU
        04685A2Q3
        
          
        
        35790000.00000000
        PA
        USD
        36144213.63000000
        0.048867457119
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-10-13
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Bank
        JJKC32MCHWDI71265Z06
        BRANCH BKG & TR
        07330NAT2
        
          
        
        79665000.00000000
        PA
        USD
        84449759.57000000
        0.114177197124
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-06
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WMG Acquisition Corp
        549300NAS11NXI33CP80
        WMG ACQUISITION
        92933BAR5
        
          
        
        2035000.00000000
        PA
        USD
        1979037.50000000
        0.002675684997
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Bank USA NA
        LKE37K2B8CFZUR7F9816
        CAPITAL ONE BANK
        14042TCS4
        
          
        
        67900000.00000000
        PA
        USD
        68922370.30000000
        0.093183960500
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-27
          Variable
          2.01400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL 2016-C7 Commercial Mortgage Trust
        5493006MX7HG5PC85C29
        CSAIL 2016-C7 A5
        12637UAW9
        
          
        
        57943000.00000000
        PA
        USD
        64819095.81000000
        0.087636278864
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-11-15
          Fixed
          3.50200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNKNOWN
        N/A
        ESC DPS LEHMAN BRTH HLD
        525ESCRB7
        
          
        
        9410000.00000000
        PA
        USD
        941.00000000
        0.000001272244
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2065-08-19
          Fixed
          1.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE ENERGY CO
        233331AV9
        
          
        
        32818000.00000000
        PA
        USD
        33926427.95000000
        0.045868981409
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Energy Co
        549300JD0S5IZJE9LY15
        MIDAMERICAN ENER
        59562VAY3
        
          
        
        69517000.00000000
        PA
        USD
        75357748.82000000
        0.101884677773
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE15 Mortgage Trust
        N/A
        COMM 2014-CR15 A4
        12591RBA7
        
          
        
        20250000.00000000
        PA
        USD
        22196227.50000000
        0.030009594528
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-10
          Variable
          4.07400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC Holdings Corp
        549300HTO5U9D3SLE207
        ITC HOLDINGS COR
        465685AM7
        
          
        
        29250000.00000000
        PA
        USD
        30350472.75000000
        0.041034242461
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic International Bond
        N/A
        DOMINICAN REPUBL
        N/A
        
          
        
        4125000.00000000
        PA
        USD
        4693953.00000000
        0.006346286830
        Long
        DBT
        NUSS
        DO
        
        N
        
        2
        
          2024-01-28
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE
        N/A
        
          
        
        21540000.00000000
        PA
        
        16699427.95000000
        0.022577848493
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2023-04-26
          Floating
          1.11090000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        NASDAQ OMX GROUP
        631103AF5
        
          
        
        9000000.00000000
        PA
        USD
        9941571.00000000
        0.013441136097
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468V4
        
          
        
        19880000.00000000
        PA
        USD
        19848152.24000000
        0.026834965574
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-10
          Variable
          0.98500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-LC6 Mortgage Trust
        N/A
        COMM 2013-LC6 A4
        20048EAY7
        
          
        
        3289729.71000000
        PA
        USD
        3417042.25000000
        0.004619886528
        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
        
          
        
        24260000.00000000
        PA
        USD
        26198616.60000000
        0.035420877775
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2036-10-10
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDO_20-C
        N/A
        FORDO 2020-C C
        34533YAG5
        
          
        
        4930000.00000000
        PA
        USD
        4958242.00000000
        0.006703609070
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2028-05-15
          Fixed
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        53944YAK9
        
          
        
        56965000.00000000
        PA
        USD
        58388555.35000000
        0.078942102712
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-03-17
          Variable
          2.85800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BRAZIL)
        N/A
        
          
        
        2170000.00000000
        NC
        USD
        74092.26000000
        0.000100173720
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                N/A
                BRAZIL REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            2170000.00000000
            USD
            -37976.58000000
          
        
        
          N
          N
          N
        
      
      
        LYB International Finance III LLC
        N/A
        LYB INT FIN III
        50249AAB9
        
          
        
        17655000.00000000
        PA
        USD
        18935005.16000000
        0.025600378588
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162BX7
        
          
        
        16240000.00000000
        PA
        USD
        16650076.24000000
        0.022511124326
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Exploration Inc
        T8W3X1PFLPW2YE0UIP44
        NEWFIELD EXPLOR
        651290AP3
        
          
        
        19510000.00000000
        PA
        USD
        20241625.00000000
        0.027366945974
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines 2007-1 Class B Pass Through Trust
        N/A
        DELTA AIR 20071B
        247367BJ3
        
          
        
        4533012.93000000
        PA
        USD
        4642154.28000000
        0.006276254272
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-10
          Fixed
          8.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Energy Partners LP
        549300PDHUGWPWGOT525
        KINDER MORGAN EN
        494550BC9
        
          
        
        4855000.00000000
        PA
        USD
        4873745.16000000
        0.006589368219
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-03-01
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2017-P8
        N/A
        CGCMT 2017-P8 C
        17326DAH5
        
          
        
        9500000.00000000
        PA
        USD
        9900900.00000000
        0.013386148365
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-15
          Variable
          4.26700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        N/A
        ALLIANT HOLDINGS
        01883LAB9
        
          
        
        1185000.00000000
        PA
        USD
        1202775.00000000
        0.001626167782
        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
        
          
        
        33450000.00000000
        PA
        
        50766409.99000000
        0.068636860900
        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
        
          
        
        13976000.00000000
        PA
        USD
        14429862.21000000
        0.019509365454
        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
        
          
        
        10309000.00000000
        PA
        USD
        10437862.50000000
        0.014112128800
        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
        
          
        
        55959000.00000000
        PA
        USD
        63933773.05000000
        0.086439310728
        Long
        DBT
        NUSS
        HU
        
        N
        
        2
        
          2023-11-22
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group Inc
        PUSS41EMO3E6XXNV3U28
        PUBLIC SERVICE
        744573AN6
        
          
        
        65543000.00000000
        PA
        USD
        70338256.97000000
        0.095098258092
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29278NAP8
        
          
        
        1940000.00000000
        PA
        USD
        2046700.00000000
        0.002767165596
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAP6
        
          
        
        250000000.00000000
        PA
        USD
        249765625.00000000
        0.337686443936
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
        N/A
        REYNOLDS GROUP
        76174LAA1
        
          
        
        6921000.00000000
        PA
        USD
        6938302.50000000
        0.009380677177
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307BA4
        
          
        
        1780000.00000000
        PA
        USD
        1917950.00000000
        0.002593093886
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_18-2
        N/A
        FORDR 2018-2 C
        34528HAC8
        
          
        
        7305000.00000000
        PA
        USD
        7835352.50000000
        0.010593500697
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-01-15
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        TORONTO DOM BANK
        N/A
        
          
        
        31890000.00000000
        PA
        
        24759494.44000000
        0.033475165492
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-07-10
          Floating
          1.01610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel SA
        VBHFXSYT7OG62HNT8T76
        BANQ FED CRD MUT
        06675FAS6
        
          
        
        44250000.00000000
        PA
        USD
        45688125.00000000
        0.061770952113
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2022-11-21
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        BB&T CORPORATION
        05531GAA9
        
          
        
        4300000.00000000
        PA
        USD
        4463593.50000000
        0.006034837725
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-22
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust
        N/A
        WAMU 2003-AR9 1A7
        92922FBW7
        
          
        
        500185.45000000
        PA
        USD
        495934.47000000
        0.000670509993
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-09-25
          Variable
          2.78510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        969457BW9
        
          
        
        114409000.00000000
        PA
        USD
        127207477.19000000
        0.171986199519
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-24
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25
        N/A
        MSBAM 2015-C25 A5
        61765TAF0
        
          
        
        8497700.00000000
        PA
        USD
        9537903.46000000
        0.012895372219
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-15
          Fixed
          3.63500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GFM6
        
          
        
        94485000.00000000
        PA
        USD
        105245802.17000000
        0.142293723061
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780099CH8
        
          
        
        11491000.00000000
        PA
        USD
        12881675.29000000
        0.017416196166
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-05-28
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-A
        N/A
        WOART 2019-A A4
        98162YAE3
        
          
        
        6060000.00000000
        PA
        USD
        6384348.77000000
        0.008631724373
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-06-16
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corp Andina de Fomento
        UKZ46SXGNYCZK0UOZE76
        CORP ANDINA FOM
        219868BS4
        
          
        
        24864000.00000000
        PA
        USD
        26096732.26000000
        0.035283128794
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2022-06-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unilever Capital Corp
        MYF1DAS6G5WY7PRWCU78
        UNILEVER CAPITAL
        904764AX5
        
          
        
        52955000.00000000
        PA
        USD
        56439809.69000000
        0.076307372684
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-05
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        DANSKE BANK A/S
        23636AAU5
        
          
        
        39000000.00000000
        PA
        USD
        39516438.00000000
        0.053426749278
        Long
        DBT
        CORP
        DK
        
        Y
        
        2
        
          2022-09-20
          Variable
          3.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL
        14912L6C0
        
          
        
        21755000.00000000
        PA
        USD
        23768816.84000000
        0.032135756212
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-09
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_18-3
        N/A
        DRIVE 2018-3 C
        26208KAF7
        
          
        
        5167509.79000000
        PA
        USD
        5181740.60000000
        0.007005782147
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-09-16
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAUREL ROAD PRIME STUDENT LOAN TRUST LRB_18-B
        N/A
        LRB 2018-B A2FX
        51888RAB6
        
          
        
        14652367.50000000
        PA
        USD
        15105938.86000000
        0.020423430069
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2043-05-26
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        FIDELITY NATIONA
        31620MAK2
        
          
        
        23200000.00000000
        PA
        USD
        24558824.00000000
        0.033203856390
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE4 Mortgage Trust
        N/A
        COMM 2012-CR4 A3
        12624QAR4
        
          
        
        10904402.68000000
        PA
        USD
        11251707.91000000
        0.015212458609
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Fixed
          2.85300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameren Corp
        XRZQ5S7HYJFPHJ78L959
        AMEREN CORP
        023608AH5
        
          
        
        32940000.00000000
        PA
        USD
        35042230.80000000
        0.047377561689
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        SUNTRUST BANKS
        867914BM4
        
          
        
        16710000.00000000
        PA
        USD
        17085156.21000000
        0.023099358226
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-27
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brazilian Government International Bond
        N/A
        BRAZIL REP OF
        105756CC2
        
          
        
        18188000.00000000
        PA
        USD
        18728347.29000000
        0.025320974402
        Long
        DBT
        NUSS
        BR
        
        N
        
        2
        
          2030-06-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        THERMO FISHER
        883556CF7
        
          
        
        20317000.00000000
        PA
        USD
        22965442.85000000
        0.031049583902
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-25
          Fixed
          4.13300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        MARSH & MCLENNAN
        571748AU6
        
          
        
        9700000.00000000
        PA
        USD
        10550651.20000000
        0.014264620621
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668BJ0
        
          
        
        87000000.00000000
        PA
        USD
        87452835.00000000
        0.118237395011
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-11-22
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAZOS HIGHER EDUCATION AUTHORITY INC BRHEA_11-1
        N/A
        BRHEA 2011-1 A2
        10620NCG1
        
          
        
        10939677.82000000
        PA
        USD
        10959931.54000000
        0.014817973079
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-02-25
          Floating
          1.00650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807DG9
        
          
        
        79690000.00000000
        PA
        USD
        82887401.87000000
        0.112064868752
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-13
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2015-C27
        N/A
        JPMBB 2015-C27 A4
        46644ABF8
        
          
        
        17149755.00000000
        PA
        USD
        18668708.80000000
        0.025240342371
        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
        
          
        
        8044958.37000000
        PA
        USD
        8033298.81000000
        0.010861126739
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2060-01-16
          Floating
          1.00890000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61746BDQ6
        
          
        
        16900000.00000000
        PA
        USD
        18654828.40000000
        0.025221575885
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807CS4
        
          
        
        16870000.00000000
        PA
        USD
        18303359.55000000
        0.024746385330
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors Inc
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE
        681936BD1
        
          
        
        10440000.00000000
        PA
        USD
        11401440.48000000
        0.015414899033
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW Finance Corp
        N/A
        CDW LLC/CDW FIN
        12513GBD0
        
          
        
        1515000.00000000
        PA
        USD
        1583175.00000000
        0.002140473637
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK INC
        682680BA0
        
          
        
        7666000.00000000
        PA
        USD
        7998198.44000000
        0.010813670572
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        CAMDEN PROP TRST
        133131AT9
        
          
        
        34360000.00000000
        PA
        USD
        35736702.12000000
        0.048316496142
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Natural Gas Co LLC / Southern Natural Issuing Corp
        N/A
        SOUTH NA GAS/ISS
        84345PAB8
        
          
        
        6395000.00000000
        PA
        USD
        6424084.46000000
        0.008685447554
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-06-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Holdings Inc
        549300B3CEAHYG7K8164
        NOMURA HOLDINGS
        65535HAR0
        
          
        
        29115000.00000000
        PA
        USD
        30060626.09000000
        0.040642365925
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-07-16
          Fixed
          1.85100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bermuda Government International Bond
        N/A
        BERMUDA-GOVT OF
        085209AB0
        
          
        
        6000000.00000000
        PA
        USD
        6376548.00000000
        0.008621177628
        Long
        DBT
        NUSS
        BM
        
        Y
        
        2
        
          2023-01-03
          Fixed
          4.13800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heathrow Funding Ltd
        7TI96JO3DYEIQWZ7Z726
        BAA FUNDING LTD
        05607MAA5
        
          
        
        44470000.00000000
        PA
        USD
        45290649.38000000
        0.061233559793
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2023-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP
        68389XBL8
        
          
        
        115513000.00000000
        PA
        USD
        121263699.19000000
        0.163950132681
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergy Inc
        549300PGTHDQY6PSUI61
        EVERGY INC
        30034WAA4
        
          
        
        48500000.00000000
        PA
        USD
        51209937.50000000
        0.069236515988
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gazprom PJSC Via Gaz Capital SA
        N/A
        GAZPROM
        N/A
        
          
        
        2600000.00000000
        PA
        
        3345309.52000000
        0.004522902924
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-11-17
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        DIS 0 10/1/2021
        2546R2X19
        
          
        
        9700000.00000000
        PA
        USD
        9679403.70000000
        0.013086682424
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818EH7
        
          
        
        8717000.00000000
        PA
        USD
        9478674.03000000
        0.012815293243
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide Inc
        549300CRGMZK3K53BF92
        ANHEUSER-BUSCH
        03523TBX5
        
          
        
        133206000.00000000
        PA
        USD
        150616557.02000000
        0.203635586514
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-23
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GJK6
        
          
        
        29580000.00000000
        PA
        USD
        29722634.76000000
        0.040185397155
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-24
          Variable
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co/The
        5493002BI0S2ZQUY3437
        GOODYEAR TIRE
        382550BH3
        
          
        
        2510000.00000000
        PA
        USD
        2804925.00000000
        0.003792295872
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-31
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE ENERGY CO
        233331BG1
        
          
        
        19010000.00000000
        PA
        USD
        19104973.96000000
        0.025830178664
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        95000U2K8
        
          
        
        90854000.00000000
        PA
        USD
        94977227.08000000
        0.128410473088
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-11
          Variable
          2.16400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ken Garff Automotive LLC
        N/A
        KEN GARFF AUTOMO
        48850PAA2
        
          
        
        2089000.00000000
        PA
        USD
        2146447.50000000
        0.002902025542
        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
        
          
        
        8800000.00000000
        PA
        USD
        9338788.80000000
        0.012626166553
        Long
        DBT
        NUSS
        ZA
        
        N
        
        2
        
          2027-09-27
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korea Western Power Co Ltd
        988400RVE88N2VK8UE98
        KOREA WESTERN PW
        N/A
        
          
        
        9809000.00000000
        PA
        USD
        10089010.66000000
        0.013640476477
        Long
        DBT
        CORP
        KR
        
        N
        
        2
        
          2022-07-22
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST WOART_18-A
        N/A
        WOART 2018-A B
        98161VAE0
        
          
        
        8670000.00000000
        PA
        USD
        8903426.75000000
        0.012037551276
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abu Dhabi Government International Bond
        N/A
        ABU DHABI GOVT
        BH6825732
        
          
        
        11264000.00000000
        PA
        USD
        12005797.48000000
        0.016231997728
        Long
        DBT
        NUSS
        AE
        
        N
        
        2
        
          2025-04-16
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        TORONTO DOM BANK
        89114QC48
        
          
        
        80758000.00000000
        PA
        USD
        87132713.49000000
        0.117804586475
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-07-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS IN
        N/A
        
          
        
        1100000.00000000
        PA
        
        1363679.41000000
        0.001843712683
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172BU2
        
          
        
        8650000.00000000
        PA
        USD
        8963951.75000000
        0.012119381880
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-10
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38148YAC2
        
          
        
        52755000.00000000
        PA
        USD
        53679320.36000000
        0.072575154428
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-31
          Variable
          2.87600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST HPEFS_19-1A
        N/A
        HPEFS 2019-1A D
        40438DAF6
        
          
        
        1700000.00000000
        PA
        USD
        1741201.37000000
        0.002354127389
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2029-09-20
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ventas Realty LP
        32SXKSJ72K64GM3HOU64
        VENTAS REALTY LP
        92277GAH0
        
          
        
        8495000.00000000
        PA
        USD
        8952260.37000000
        0.012103574979
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vanguard Short-Term Corporate Bond ETF
        GW69FWO1NUHCKLV98X51
        VANGUARD-S/T COR
        92206C409
        
          
        
        967764.00000000
        NS
        USD
        80430866.04000000
        0.108743599667
        Long
        EC
        RF
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4407 CA
        3137BF6L0
        
          
        
        12785978.61000000
        PA
        USD
        13097828.63000000
        0.017708438354
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-06-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rolls-Royce PLC
        X57JK1U580XATGR67572
        ROLLS-ROYCE PLC
        77578JAB4
        
          
        
        4165000.00000000
        PA
        USD
        4123350.00000000
        0.005574823991
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2025-10-14
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING GROEP NV
        456837AP8
        
          
        
        4800000.00000000
        PA
        USD
        5236833.60000000
        0.007080268615
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-04-09
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI PROFESSIONAL LOAN PROGRAM SOFI_19-B
        N/A
        SOFI 2019-B A2FX
        83404WAB3
        
          
        
        16050000.00000000
        PA
        USD
        16568448.71000000
        0.022400762820
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2048-08-17
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gosforth Funding 2018-1 plc
        213800GD24WOLHNGMP34
        GFUND 2018-1A A1
        38312RAA1
        
          
        
        5130404.84000000
        PA
        USD
        5133675.47000000
        0.006940797452
        Long
        ABS-MBS
        CORP
        GB
        
        Y
        
        2
        
          2060-08-25
          Floating
          0.65650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        N/A
        
          
        
        7737000.00000000
        PA
        
        5977254.57000000
        0.008081327605
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2023-03-07
          Floating
          1.21910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558BF9
        
          
        
        21853000.00000000
        PA
        USD
        24616814.47000000
        0.033282260276
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burlington Northern Santa Fe LLC
        N/A
        BURLINGTON NORTH
        12189LAV3
        
          
        
        1590000.00000000
        PA
        USD
        1731398.70000000
        0.002340874049
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC25
        N/A
        CGCMT 2014-GC25 A4
        17322YAD2
        
          
        
        41551000.00000000
        PA
        USD
        45554854.36000000
        0.061590768436
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-10-10
          Fixed
          3.63500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122DN5
        
          
        
        48500000.00000000
        PA
        USD
        48697249.50000000
        0.065839328422
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-13
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC
        046353AR9
        
          
        
        9645000.00000000
        PA
        USD
        10368375.00000000
        0.014018180777
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-08-17
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hungary Government International Bond
        N/A
        HUNGARY
        445545AH9
        
          
        
        55760000.00000000
        PA
        USD
        61335888.48000000
        0.082926936268
        Long
        DBT
        NUSS
        HU
        
        N
        
        2
        
          2023-02-21
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        NETFLIX INC
        64110LAT3
        
          
        
        354000.00000000
        PA
        USD
        444270.00000000
        0.000600658943
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        CHEVRON CORP
        166764BW9
        
          
        
        85696000.00000000
        PA
        USD
        88398766.14000000
        0.119516306482
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-11
          Fixed
          1.55400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_18-2
        N/A
        FORDR 2018-2 B
        34528HAB0
        
          
        
        16295000.00000000
        PA
        USD
        17484590.40000000
        0.023639398559
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-01-15
          Fixed
          3.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122CZ9
        
          
        
        10830000.00000000
        PA
        USD
        11448685.41000000
        0.015478774806
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-20
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        PHILLIPS 66
        718546AY0
        
          
        
        24185000.00000000
        PA
        USD
        24230758.02000000
        0.032760306826
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC
        023135AZ9
        
          
        
        4113000.00000000
        PA
        USD
        4439230.82000000
        0.006001899058
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-22
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BS7
        
          
        
        61416000.00000000
        PA
        USD
        66008627.06000000
        0.089244540921
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-05-18
          Variable
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MR9
        
          
        
        20210000.00000000
        PA
        USD
        20665513.19000000
        0.027940048440
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Variable
          1.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61747YDU6
        
          
        
        34000000.00000000
        PA
        USD
        36678486.00000000
        0.049589800463
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-22
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI_18-D
        N/A
        SOFI 2018-D A2FX
        83401AAB4
        
          
        
        23584160.50000000
        PA
        USD
        24612885.07000000
        0.033276947675
        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
        
          
        
        7100000.00000000
        PA
        USD
        4624443.00000000
        0.006252308386
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2043-11-15
          Variable
          5.65460000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Co
        5586006WD91QHB7J4X50
        SAUDI ARAB OIL
        N/A
        
          
        
        13400000.00000000
        PA
        USD
        14221401.24000000
        0.019227523453
        Long
        DBT
        CORP
        SA
        
        N
        
        2
        
          2024-04-16
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2
        N/A
        AH4R 2014-SFR2 A
        02665UAA3
        
          
        
        12021909.00000000
        PA
        USD
        12801890.46000000
        0.017308326016
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-10-17
          Fixed
          3.78600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIDEWATER AUTO RECEIVABLES TRUST TMCAT_18-AA
        N/A
        TMCAT 2018-AA B
        88642MAC4
        
          
        
        0.04000000
        PA
        USD
        0.04000000
        0.000000000054
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-11-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280CG2
        
          
        
        122257000.00000000
        PA
        USD
        126413738.00000000
        0.170913053587
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-06-04
          Variable
          2.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL
        14913Q3B3
        
          
        
        11305000.00000000
        PA
        USD
        11957637.65000000
        0.016166884998
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-08
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE17 Mortgage Trust
        N/A
        COMM 2014-CR17 A5
        12631DBB8
        
          
        
        47740200.00000000
        PA
        USD
        52628319.08000000
        0.071154186732
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-10
          Fixed
          3.97700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        53944YAA1
        
          
        
        19450000.00000000
        PA
        USD
        21780537.90000000
        0.029447576665
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-11-04
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C23
        N/A
        WFRBS 2014-C23 A4
        92939HAX3
        
          
        
        11854267.97000000
        PA
        USD
        12966316.85000000
        0.017530632680
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2057-10-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        NUTRIEN LTD
        67077MAL2
        
          
        
        6310000.00000000
        PA
        USD
        6888399.84000000
        0.009313208118
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        N/A
        LEVEL 3 FIN INC
        527298BM4
        
          
        
        1523000.00000000
        PA
        USD
        1568690.00000000
        0.002120889725
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK PLC
        PTCQB104N23FMNK2RZ28
        SANTANDER UK PLC
        80283LAJ2
        
          
        
        56870000.00000000
        PA
        USD
        62731761.51000000
        0.084814175153
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-03-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD 2017-CD3 Mortgage Trust
        N/A
        CD 2017-CD3 A4
        12515GAD9
        
          
        
        5355000.00000000
        PA
        USD
        6080923.80000000
        0.008221489782
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-02-10
          Fixed
          3.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818FA1
        
          
        
        47090000.00000000
        PA
        USD
        50906597.41000000
        0.068826396155
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-C30
        N/A
        WFCM 2015-C30 AS
        94989NBG1
        
          
        
        17222000.00000000
        PA
        USD
        19077326.06000000
        0.025792798336
        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
        
          
        
        21100000.00000000
        PA
        USD
        22252271.00000000
        0.030085366084
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-08-15
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        KEURIG DR PEPPER
        49271VAG5
        
          
        
        103088000.00000000
        PA
        USD
        111370914.62000000
        0.150574956485
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-25
          Fixed
          4.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCP9
        
          
        
        43800000.00000000
        PA
        USD
        45004850.40000000
        0.060847155774
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-06
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        N/A
        LADDER CAP FINAN
        505742AM8
        
          
        
        1595000.00000000
        PA
        USD
        1547150.00000000
        0.002091767358
        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
        
          
        
        35220000.00000000
        PA
        USD
        37452948.00000000
        0.050636883378
        Long
        DBT
        NUSS
        LT
        
        N
        
        2
        
          2022-02-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guatemala Government Bond
        N/A
        REP OF GUATEMALA
        N/A
        
          
        
        16593000.00000000
        PA
        USD
        17488476.09000000
        0.023644652064
        Long
        DBT
        NUSS
        GT
        
        N
        
        2
        
          2022-06-06
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (TURKEY)
        N/A
        
          
        
        6500000.00000000
        NC
        USD
        297111.75000000
        0.000401699034
        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
            6500000.00000000
            USD
            -34341.59000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2
        N/A
        AH4R 2014-SFR2 B
        02665UAB1
        
          
        
        3360000.00000000
        PA
        USD
        3606456.00000000
        0.004875976435
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-10-17
          Fixed
          4.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BL7
        
          
        
        64990000.00000000
        PA
        USD
        67103149.85000000
        0.090724350277
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2022-07-18
          Fixed
          2.62300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        COOPERATIEVE RAB
        AX3301345
        
          
        
        15200000.00000000
        PA
        
        18844645.42000000
        0.025478211019
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-02-27
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER
        03027XAZ3
        
          
        
        63857000.00000000
        PA
        USD
        67437014.99000000
        0.091175740383
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS
        025816BR9
        
          
        
        33952000.00000000
        PA
        USD
        36813270.85000000
        0.049772031371
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korea Midland Power Co Ltd
        988400Z1HCY1QUPS1W65
        KOREA MIDLAND PW
        N/A
        
          
        
        27758000.00000000
        PA
        USD
        28530713.33000000
        0.038573903544
        Long
        DBT
        CORP
        KR
        
        N
        
        2
        
          2022-01-22
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding
        549300LM1QSI4MSIL320
        ATHENE GLOBAL FU
        N/A
        
          
        
        9700000.00000000
        PA
        
        12177987.33000000
        0.016464800693
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-02
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Petroleum Investments Corp
        213800A54KIUYH5YD185
        ARAB PETROLEUM
        N/A
        
          
        
        14518000.00000000
        PA
        USD
        15770228.31000000
        0.021321558233
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2023-09-18
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Development Bank of Kazakhstan JSC
        213800LCDPGJ1BI7KX98
        KAZAKH DEVELOPME
        N/A
        
          
        
        38730000.00000000
        PA
        USD
        40656170.71000000
        0.054967683047
        Long
        DBT
        CORP
        KZ
        
        N
        
        2
        
          2022-12-10
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        N/A
        
          
        
        15180000.00000000
        PA
        
        18670486.84000000
        0.025242746304
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-26
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG RESOURCES IN
        26875PAM3
        
          
        
        29057000.00000000
        PA
        USD
        31675558.73000000
        0.042825776314
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG/New York NY
        549300D0YARF5HYP1809
        CRED SUIS NY
        22550L2E0
        
          
        
        17465000.00000000
        PA
        USD
        17473802.36000000
        0.023624812986
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2024-02-02
          Fixed
          0.49500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_19-1
        N/A
        MBART 2019-1 A4
        58769TAE5
        
          
        
        17140000.00000000
        PA
        USD
        17870475.95000000
        0.024161120950
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS
        969457BG4
        
          
        
        3900000.00000000
        PA
        USD
        4065141.60000000
        0.005496125461
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300EIRQ0Z2B9C1W06
        CENOVUS ENERGY
        15135UAS8
        
          
        
        35668000.00000000
        PA
        USD
        40081915.00000000
        0.054191281696
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-07-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding
        549300LM1QSI4MSIL320
        ATHENE GLOBAL FU
        N/A
        
          
        
        24185000.00000000
        PA
        
        30600819.90000000
        0.041372715134
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-23
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        N/A
        
          
        
        9705000.00000000
        PA
        
        12058496.27000000
        0.016303247192
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-26
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        GENERAL MOTORS C
        37045VAW0
        
          
        
        54240000.00000000
        PA
        USD
        60690980.16000000
        0.082055011650
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-02
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB Bank ASA
        549300GKFG0RYRRQ1414
        DNB BANK ASA
        23329PAE0
        
          
        
        16230000.00000000
        PA
        USD
        16785909.96000000
        0.022694773320
        Long
        DBT
        CORP
        NO
        
        Y
        
        2
        
          2022-12-02
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBGS 2018-C1 Mortgage Trust
        N/A
        DBGS 2018-C1 A4
        23307DBA0
        
          
        
        31390000.00000000
        PA
        USD
        37666744.40000000
        0.050925938952
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-10-15
          Fixed
          4.46600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia Pacific Airports Melbourne Pty Ltd
        549300AO4NFQPL3JBB37
        AUSTRALIA PACI
        UV8008012
        
          
        
        12690000.00000000
        PA
        
        10062036.31000000
        0.013604006797
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404121AH8
        
          
        
        1330000.00000000
        PA
        USD
        1507887.50000000
        0.002038683937
        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
        
          
        
        11960000.00000000
        PA
        USD
        13163534.80000000
        0.017797273969
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-11-15
          Fixed
          3.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC ULC / New Red Finance Inc
        N/A
        1011778 BC ULC /
        68245XAJ8
        
          
        
        2210000.00000000
        PA
        USD
        2248675.00000000
        0.003040238480
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YCT4
        
          
        
        11900000.00000000
        PA
        USD
        12374940.90000000
        0.016731084537
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennox International Inc
        S7DWAC87RDMPBF77GJ92
        LENNOX INTL INC
        526107AE7
        
          
        
        6770000.00000000
        PA
        USD
        6915047.25000000
        0.009349235770
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-LC17 Mortgage Trust
        N/A
        COMM 2014-LC17 A5
        12592MBK5
        
          
        
        11921700.00000000
        PA
        USD
        13144389.55000000
        0.017771389336
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-10-10
          Fixed
          3.91700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        MARATHON PETRO
        56585AAD4
        
          
        
        28926000.00000000
        PA
        USD
        28926000.00000000
        0.039108336374
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-03-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dover Corp
        549300FMC2ALGA7N9E80
        DOVER CORP
        260003AM0
        
          
        
        6115000.00000000
        PA
        USD
        6730346.34000000
        0.009099517685
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Communications Corp
        549300ZCZ76HYCS0H445
        FRONTIER COMM
        35906ABF4
        
          
        
        5208000.00000000
        PA
        USD
        5377260.00000000
        0.007270126974
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCo Inc
        549300JEB576INN13W07
        WRKCO INC
        96145DAB1
        
          
        
        29368000.00000000
        PA
        USD
        31614005.90000000
        0.042742556070
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamondback Energy Inc
        549300R22LSX6OHWEN64
        DIAMONDBACK ENER
        25278XAL3
        
          
        
        83007000.00000000
        PA
        USD
        87676143.75000000
        0.118539311408
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP
        26441CAL9
        
          
        
        15085000.00000000
        PA
        USD
        16348579.94000000
        0.022103497322
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Bank NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO BANK NV
        N/A
        
          
        
        14550000.00000000
        PA
        
        17913474.34000000
        0.024219255345
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2021-04-27
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C18
        N/A
        JPMBB 2014-C18 AS
        46641JBA3
        
          
        
        12950000.00000000
        PA
        USD
        13867507.50000000
        0.018749054414
        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
        
          
        
        43872955.00000000
        PA
        USD
        47756150.25000000
        0.064566949731
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-04-10
          Fixed
          3.99800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST_20-A
        N/A
        SRT 2020-A D
        80286KAG7
        
          
        
        15340000.00000000
        PA
        USD
        15796030.59000000
        0.021356443258
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-11-20
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jackson Park Trust 2019-LIC
        N/A
        JAX 2019-LIC A
        46868RAA2
        
          
        
        17540000.00000000
        PA
        USD
        18757451.40000000
        0.025360323545
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2039-10-14
          Fixed
          2.76600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174467X1
        
          
        
        30355000.00000000
        PA
        USD
        35882250.89000000
        0.048513280013
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-24
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMCC Commercial Mortgage Securities Trust 2017-JP6
        N/A
        JPMCC 2017-JP6 A4
        48128KAT8
        
          
        
        6030000.00000000
        PA
        USD
        6693179.40000000
        0.009049267489
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-07-15
          Fixed
          3.22380000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CubeSmart LP
        549300MPHKO3I3FJRA97
        CUBESMART LP
        22966RAC0
        
          
        
        7260000.00000000
        PA
        USD
        8205629.52000000
        0.011094120149
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QAY6
        
          
        
        48592000.00000000
        PA
        USD
        52403896.62000000
        0.070850764583
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-14
          Fixed
          3.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Holdings USA Inc
        549300SMVCQN2P0O6I58
        SANTANDER HOLD
        80282KAW6
        
          
        
        45300000.00000000
        PA
        USD
        48849481.50000000
        0.066045148109
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-07
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chubb INA Holdings Inc
        CZCBJZWDMLTHWJDXU843
        ACE INA HOLDINGS
        00440EAR8
        
          
        
        94408000.00000000
        PA
        USD
        102842693.94000000
        0.139044688801
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SBA0
        
          
        
        177660000.00000000
        PA
        USD
        183331440.18000000
        0.247866543268
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-14
          Fixed
          3.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        IBM CORP
        459200JS1
        
          
        
        19400000.00000000
        PA
        
        23815498.85000000
        0.032198870910
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark 2019-B10 Mortgage Trust
        N/A
        BMARK 2019-B10 ASB
        08162VAC2
        
          
        
        8042000.00000000
        PA
        USD
        9118904.22000000
        0.012328879679
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2062-03-15
          Fixed
          3.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica Emisiones SA
        549300Y5MFC4SW5Z3K71
        TELEFONICA EMIS
        87938WAP8
        
          
        
        14200000.00000000
        PA
        USD
        14235571.00000000
        0.019246681157
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2021-02-16
          Fixed
          5.46200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIMAC Bastille Trust Series 2018-1NC
        N/A
        RESI 2018-1NCA A1
        76118VAA8
        
          
        
        9591839.65000000
        PA
        USD
        9583336.48000000
        0.012956798266
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2059-12-05
          Floating
          0.99390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
        N/A
        JPMCC 2013-C13 A4
        46640JAR8
        
          
        
        13421438.40000000
        PA
        USD
        14375568.46000000
        0.019435959583
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-01-15
          Variable
          3.99360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DBC2
        
          
        
        28005000.00000000
        PA
        USD
        31057629.02000000
        0.041990327135
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Penerbit SBSN Indonesia III
        254900G208H6Q0L5B953
        SBSN INDO III
        71567RAG1
        
          
        
        21339000.00000000
        PA
        USD
        21979170.00000000
        0.029716129903
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2022-03-29
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown & Brown Inc
        549300PC8KTJ71XKFY89
        BROWN & BROWN
        115236AA9
        
          
        
        33202000.00000000
        PA
        USD
        36918167.05000000
        0.049913852427
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023BP9
        
          
        
        10553000.00000000
        PA
        USD
        11041097.36000000
        0.014927710347
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-30
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Husky Energy Inc
        N/A
        HUSKY ENERGY INC
        448055AJ2
        
          
        
        1410000.00000000
        PA
        USD
        1450121.55000000
        0.001960583605
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2022-04-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        MCKESSON CORP
        581557AZ8
        
          
        
        70452000.00000000
        PA
        USD
        73022088.96000000
        0.098726834606
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP CAPITAL PLC
        05565QCP1
        
          
        
        35810000.00000000
        PA
        USD
        39214564.13000000
        0.053018611794
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-02-10
          Fixed
          3.81400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2017-C4
        N/A
        CGCMT 2017-C4 A4
        17326FAD9
        
          
        
        4800000.00000000
        PA
        USD
        5449872.00000000
        0.007368299363
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-10-12
          Fixed
          3.47100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_19-4
        N/A
        CARMX 2019-4 A4
        14315WAE0
        
          
        
        13790000.00000000
        PA
        USD
        14404569.28000000
        0.019475169077
        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
        
          
        
        11303000.00000000
        PA
        USD
        12235497.50000000
        0.016542555207
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips Co
        6VJJ5GQWIRDQ06DUXG89
        CONOCOPHIL CO
        20826FAA4
        
          
        
        21507000.00000000
        PA
        USD
        22202536.38000000
        0.030018124217
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        DOWDUPONT
        26078JAB6
        
          
        
        105179000.00000000
        PA
        USD
        115688380.50000000
        0.156412227726
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          4.20500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO LEASE TRUST FORDL_21-A
        N/A
        FORDL 2021-A C
        34532QAF5
        
          
        
        6990000.00000000
        PA
        USD
        6991973.28000000
        0.009453240785
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Edison Inc
        54930033SBW53OO8T749
        CONS EDISON INC
        209115AE4
        
          
        
        40295000.00000000
        PA
        USD
        40291856.99000000
        0.054475126056
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-01
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        17327CAM5
        
          
        
        29100000.00000000
        PA
        USD
        29053672.80000000
        0.039280951696
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-28
          Variable
          1.12200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST
        N/A
        GMCAR 2017-3A B
        36254MAF5
        
          
        
        2650000.00000000
        PA
        USD
        2674429.03000000
        0.003615863586
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2023-03-16
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Packaging Corp of America
        549300XZP8MFZFY8TJ84
        PACKAGING CORP
        695156AR0
        
          
        
        339000.00000000
        PA
        USD
        371820.96000000
        0.000502706878
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_18-2
        N/A
        FORDR 2018-2 A
        34528HAA2
        
          
        
        19600000.00000000
        PA
        USD
        21067936.12000000
        0.028484129589
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-01-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WDS7
        
          
        
        158100000.00000000
        PA
        USD
        157515662.40000000
        0.212963268665
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-12
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GAS NETWORKS LTD
        213800FSBEPXHNIOUB98
        ENVAU 7/1/2024
        BVN09Z2C1
        
          
        
        9500000.00000000
        PA
        
        7096778.19000000
        0.009594938416
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2024-07-01
          Floating
          0.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPY/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        2464.43000000
        0.000003331942
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            16802917.00000000
            JPY
            162900.63000000
            USD
            2021-02-12
            2464.43000000
          
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3
        N/A
        SDART 2020-3 C
        80285WAF4
        
          
        
        24110000.00000000
        PA
        USD
        24387952.14000000
        0.032972835365
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gazprom PJSC Via Gaz Capital SA
        N/A
        GAZPROM
        N/A
        
          
        
        3400000.00000000
        PA
        
        4293724.98000000
        0.005805173228
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-11-22
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Bank NA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA
        69349LAM0
        
          
        
        21354000.00000000
        PA
        USD
        23048269.07000000
        0.031161566052
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-25
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama Government International Bond
        N/A
        PANAMA
        698299BE3
        
          
        
        45864000.00000000
        PA
        USD
        50393070.00000000
        0.068132100273
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2025-03-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ VEHICLE FINANCING II LP HERTZ_15-3
        N/A
        HERTZ 2015-3A A
        42806DAH2
        
          
        
        1331261.70000000
        PA
        USD
        1335977.30000000
        0.001806259062
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2021-09-25
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Group LLC
        NY9Q8VBNB6D1L6YV0J84
        JEFFERIES GROUP
        472319AL6
        
          
        
        13585000.00000000
        PA
        USD
        14774217.32000000
        0.019974938139
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-20
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Life Global Funding I
        635400MMSOCXNNNZDZ82
        MET LIFE GLOB
        59217GGV5
        
          
        
        33560000.00000000
        PA
        USD
        33499055.04000000
        0.045291167556
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-01-07
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1
        N/A
        DRIVE 2020-1 D
        26208QAG2
        
          
        
        5010000.00000000
        PA
        USD
        5199696.64000000
        0.007030058951
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-05-17
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAL3
        
          
        
        3660000.00000000
        PA
        USD
        3971100.00000000
        0.005368979968
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780097BD2
        
          
        
        36709000.00000000
        PA
        USD
        39653245.35000000
        0.053611714633
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-09-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2016-GS3
        N/A
        GSMS 2016-GS3 A4
        36251PAD6
        
          
        
        11930000.00000000
        PA
        USD
        13015152.80000000
        0.017596659533
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-10-10
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        MARSH & MCLENNAN
        571748AV4
        
          
        
        49082000.00000000
        PA
        USD
        53379276.35000000
        0.072169490939
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-03
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC23
        N/A
        CGCMT 2014-GC23 A3
        17322VAS5
        
          
        
        10304420.24000000
        PA
        USD
        11088792.71000000
        0.014992195094
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Fixed
          3.35600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650CV0
        
          
        
        117115000.00000000
        PA
        USD
        124725366.93000000
        0.168630353465
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-09
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        MARATHON PETRO
        56585ABA9
        
          
        
        52092000.00000000
        PA
        USD
        57561660.00000000
        0.077824129211
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson Euro Finance Sarl
        549300W40NLZ25XUTH09
        BECTON DICKINSON
        N/A
        
          
        
        65491000.00000000
        PA
        
        79557542.55000000
        0.107562854704
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2021-06-04
          Fixed
          0.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMACM Mortgage Loan Trust 2005-AR6
        N/A
        GMACM 2005-AR6 3A1
        36185MBL5
        
          
        
        826287.05000000
        PA
        USD
        743886.48000000
        0.001005744405
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-11-19
          Variable
          3.06930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colombia Government International Bond
        N/A
        COLOMBIA REP OF
        195325BN4
        
          
        
        3400000.00000000
        PA
        USD
        3450972.80000000
        0.004665761082
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2021-07-12
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2015-C30
        N/A
        JPMBB 2015-C30 A4
        46644UAZ1
        
          
        
        23680000.00000000
        PA
        USD
        25846009.60000000
        0.034944148426
        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
        
          
        
        31300029.00000000
        PA
        USD
        34349277.83000000
        0.046440680066
        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
        
          
        
        12363700.00000000
        PA
        USD
        13797641.93000000
        0.018654595235
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-11-15
          Fixed
          3.59820000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chubb INA Holdings Inc
        CZCBJZWDMLTHWJDXU843
        ACE INA HOLDINGS
        00440EAP2
        
          
        
        21675000.00000000
        PA
        USD
        22729076.93000000
        0.030730014037
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-13
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS
        025816BY4
        
          
        
        45080000.00000000
        PA
        USD
        46114766.32000000
        0.062347776847
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-05
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WDD0
        
          
        
        43628000.00000000
        PA
        USD
        46102667.42000000
        0.062331418973
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-10
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        MARATHON PETRO
        56585ABG6
        
          
        
        80322000.00000000
        PA
        USD
        86948565.00000000
        0.117555615270
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GJG5
        
          
        
        49430000.00000000
        PA
        USD
        49782831.34000000
        0.067307049496
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-25
          Variable
          0.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TACO BELL FUNDING BELL_16-1A
        N/A
        BELL 2016-1A A23
        87342RAC8
        
          
        
        5264075.00000000
        PA
        USD
        5651313.52000000
        0.007640650974
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2046-05-25
          Fixed
          4.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Partners LP
        T4DHW82NMF6BXJT50795
        ONEOK PARTNERS
        68268NAJ2
        
          
        
        4801000.00000000
        PA
        USD
        4981037.50000000
        0.006734428889
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        FOX CORP
        35137LAM7
        
          
        
        61451000.00000000
        PA
        USD
        66973048.31000000
        0.090548451266
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-07
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C15
        5493003CHVRASC16O965
        WFRBS 2013-C15 A4
        92938CAD9
        
          
        
        14980000.00000000
        PA
        USD
        16183942.60000000
        0.021880905450
        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
        
          
        
        50717000.00000000
        PA
        USD
        56676247.50000000
        0.076627039745
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          3.84400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrition & Biosciences Inc
        N/A
        NUTRITION & BIO
        67079BAA8
        
          
        
        16395000.00000000
        PA
        USD
        16444185.00000000
        0.022232756633
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-09-15
          Fixed
          0.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES
        375558BW2
        
          
        
        77300000.00000000
        PA
        USD
        77371502.50000000
        0.104607299508
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-29
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406HDA4
        
          
        
        21580000.00000000
        PA
        USD
        23531932.58000000
        0.031815485545
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-24
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        N/A
        MILEAGE PLUS HLD
        599191AA1
        
          
        
        13108000.00000000
        PA
        USD
        14336875.00000000
        0.019383645511
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Slovenia Government International Bond
        N/A
        SLOVENIA
        N/A
        
          
        
        2100000.00000000
        PA
        USD
        2358705.30000000
        0.003189000908
        Long
        DBT
        NUSS
        SI
        
        N
        
        2
        
          2023-05-10
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMCC Commercial Mortgage Securities Trust 2017-JP6
        N/A
        JPMCC 2017-JP6 A5
        48128KAU5
        
          
        
        7817000.00000000
        PA
        USD
        8831724.77000000
        0.011940609246
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-07-15
          Fixed
          3.48980000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406HCS6
        
          
        
        14560000.00000000
        PA
        USD
        15892371.04000000
        0.021486696827
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-04
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Bank NA
        KB1H1DSPRFMYMCUFXT09
        WELLS FARGO BANK
        94988J6A0
        
          
        
        108010000.00000000
        PA
        USD
        109085995.62000000
        0.147485715635
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-09
          Variable
          2.08200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CR14 Mortgage Trust
        N/A
        COMM 2014-CR14 A4
        12630DAY0
        
          
        
        18995000.00000000
        PA
        USD
        20841503.95000000
        0.028177990286
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-10
          Variable
          4.23600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AVALONBAY COMMUN
        05348EAR0
        
          
        
        12000000.00000000
        PA
        USD
        12524160.00000000
        0.016932830743
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (CHINA)
        BVN4FH8X4
        
          
        
        -26335000.00000000
        NC
        USD
        338992.02000000
        0.000458321715
        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
            -26335000.00000000
            USD
            276037.24000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9
        549300PFVBG5704L7K74
        MSBAM 2013-C9 A4
        61762DAW1
        
          
        
        27425000.00000000
        PA
        USD
        28884558.50000000
        0.039052306915
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-05-15
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington National Bank/The
        2WHM8VNJH63UN14OL754
        HUNTINGTON NATL
        44644AAE7
        
          
        
        61415000.00000000
        PA
        USD
        66377086.34000000
        0.089742702763
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-06
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Svenska Handelsbanken AB
        NHBDILHZTYCNBV5UYZ31
        SVENSKA HNDLSBKN
        86960BAX0
        
          
        
        21460000.00000000
        PA
        USD
        23553659.06000000
        0.031844860034
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2023-11-20
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406HCV9
        
          
        
        19330000.00000000
        PA
        USD
        21142052.19000000
        0.028584335500
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANC
        87165BAD5
        
          
        
        27039000.00000000
        PA
        USD
        29649128.75000000
        0.040086016053
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        One Bryant Park Trust 2019-OBP
        N/A
        OBP 2019-OBP A
        68236JAA9
        
          
        
        7040000.00000000
        PA
        USD
        7447968.00000000
        0.010069751706
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2054-09-15
          Fixed
          2.51640000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABA2
        
          
        
        265502000.00000000
        PA
        USD
        291462254.56000000
        0.394060841175
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00914AAH5
        
          
        
        12625000.00000000
        PA
        USD
        13570675.63000000
        0.018347733781
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        94974BEV8
        
          
        
        7000000.00000000
        PA
        USD
        7052535.00000000
        0.009535121035
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-04-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        AMERIPRISE FINL
        03076CAK2
        
          
        
        20610000.00000000
        PA
        USD
        22355419.68000000
        0.030224824470
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4764 PA
        3137F3TU8
        
          
        
        12962835.01000000
        PA
        USD
        13402793.63000000
        0.018120755086
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE20 Mortgage Trust
        N/A
        COMM 2014-CR20 A3
        12592LBH4
        
          
        
        21620000.00000000
        PA
        USD
        23312629.80000000
        0.031518985272
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-11-10
          Fixed
          3.32600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nucor Corp
        549300GGJCRSI2TIEJ46
        NUCOR CORP
        670346AR6
        
          
        
        14030000.00000000
        PA
        USD
        14731696.42000000
        0.019917449317
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brandywine Operating Partnership LP
        IXBXSCONLDQ1ZI73YU71
        BRANDYWINE OPER
        105340AN3
        
          
        
        7205000.00000000
        PA
        USD
        7719429.80000000
        0.010436771666
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-01
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Bank
        JJKC32MCHWDI71265Z06
        SUNTRUST BANK
        86787EBC0
        
          
        
        142122000.00000000
        PA
        USD
        153932622.44000000
        0.208118951026
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFB Magyar Fejlesztesi Bank Zrt
        549300KCFVCFTUJZYT59
        HUNGARIAN DEVEL
        BK1194624
        
          
        
        16459000.00000000
        PA
        
        20805153.59000000
        0.028128844116
        Long
        DBT
        NUSS
        HU
        
        N
        
        2
        
          2025-06-24
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        N/A
        ENCANA CORP
        292505AJ3
        
          
        
        4860000.00000000
        PA
        USD
        4920750.00000000
        0.006652919387
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        961214EM1
        
          
        
        43501000.00000000
        PA
        USD
        45569559.55000000
        0.061610650049
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2030-02-04
          Variable
          2.89400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Asset Management Inc
        C6J3FGIWG6MBDGTE8F80
        BROOKFIELD ASSET
        112585AH7
        
          
        
        19800000.00000000
        PA
        USD
        21926559.60000000
        0.029644999943
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XAL0
        
          
        
        36300000.00000000
        PA
        USD
        39079382.10000000
        0.052835843894
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780097AY7
        
          
        
        18295000.00000000
        PA
        USD
        20425361.28000000
        0.027615359866
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-06-10
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COPART_20-1-A1
        N/A
        COPAR 2020-1 A4
        14043MAD3
        
          
        
        25320000.00000000
        PA
        USD
        26055487.76000000
        0.035227365682
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2
        N/A
        AMCAR 2018-2 D
        03066LAG3
        
          
        
        19450000.00000000
        PA
        USD
        20701930.37000000
        0.027989284951
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-07-18
          Fixed
          4.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newmont Corp
        549300VSP3RIX7FGDZ51
        NEWMONT GOLDCORP
        651639AT3
        
          
        
        12021000.00000000
        PA
        USD
        12563303.37000000
        0.016985753099
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        BANK OF MONTREAL
        06368BQ68
        
          
        
        51040000.00000000
        PA
        USD
        55569800.00000000
        0.075131108022
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-10-05
          Variable
          4.33800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599CH6
        
          
        
        1110000.00000000
        PA
        USD
        1068375.00000000
        0.001444457196
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc
        549300AP2Q7ERHX6RI89
        BERRY GLOBAL INC
        085770AA3
        
          
        
        6265000.00000000
        PA
        USD
        6695718.75000000
        0.009052700724
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ingevity Corp
        5493009UTFC4B5IMGF87
        INGEVITY CORP
        45688CAB3
        
          
        
        2075000.00000000
        PA
        USD
        2077593.75000000
        0.002808934357
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-11-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC26
        549300V3F4KBEWHAZP46
        GSMS 2014-GC26 A5
        36250HAE3
        
          
        
        16700000.00000000
        PA
        USD
        18317562.00000000
        0.024765587231
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-11-10
          Fixed
          3.62900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Holdings Netherlands BV
        549300CW356R8I7N8D33
        MONDELEZ INTL
        60920LAF1
        
          
        
        98580000.00000000
        PA
        USD
        104040641.94000000
        0.140664330416
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-09-19
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBT2
        
          
        
        48360000.00000000
        PA
        USD
        48282575.64000000
        0.065278683854
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-19
          Variable
          1.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        CBS CORP
        124857AP8
        
          
        
        10700000.00000000
        PA
        USD
        11698994.80000000
        0.015817196428
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE
        05583JAG7
        
          
        
        25750000.00000000
        PA
        USD
        27074914.75000000
        0.036605644518
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2025-01-14
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
        N/A
        MSBAM 2014-C15 A3
        61763KAZ7
        
          
        
        32330265.91000000
        PA
        USD
        34831011.98000000
        0.047091991038
        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
        
          
        
        9590000.00000000
        PA
        USD
        10691219.70000000
        0.014454671101
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-12-15
          Fixed
          3.52500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omnicom Group Inc / Omnicom Capital Inc
        N/A
        OMNICOM GP/OMNI
        681919AZ9
        
          
        
        112940000.00000000
        PA
        USD
        117375153.80000000
        0.158692767642
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN
        35671DCG8
        
          
        
        5780000.00000000
        PA
        USD
        6112350.00000000
        0.008263978422
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        VIACOMCBS INC
        92556HAA5
        
          
        
        99889000.00000000
        PA
        USD
        115174014.78000000
        0.155716798438
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinopec Group Overseas Development 2017 Ltd
        5493001IPW8ZGQ181Z16
        SINOPEC OVERSEAS
        N/A
        
          
        
        38173000.00000000
        PA
        USD
        39101920.87000000
        0.052866316610
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2022-09-13
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        VERIZON COMM INC
        92343VDJ0
        
          
        
        1200000.00000000
        PA
        
        1511598.01000000
        0.002043700595
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-02
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deere & Co
        PWFTNG3EI0Y73OXWDH08
        DEERE & CO
        244199BH7
        
          
        
        21290000.00000000
        PA
        USD
        23048511.42000000
        0.031161893713
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        NUTRIEN LTD
        67077MAV0
        
          
        
        34911000.00000000
        PA
        USD
        36003260.46000000
        0.048676886560
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-05-13
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPX Energy Inc
        ZXZE9GCS2BB547GJW219
        WPX ENERGY INC
        98212BAJ2
        
          
        
        3175000.00000000
        PA
        USD
        3349625.00000000
        0.004528737510
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        N/A
        FH 1B0506
        31336SDK1
        
          
        
        166369.51000000
        PA
        USD
        178081.56000000
        0.000240768635
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-10-01
          Floating
          2.46100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT International Finance PLC
        21380041YBGOQDFAC823
        BAT INTL FINANCE
        05530QAN0
        
          
        
        51650000.00000000
        PA
        USD
        52522575.10000000
        0.071011219465
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-03-25
          Fixed
          1.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baltimore Gas and Electric Co
        88V8C2WYSOD1SPSSLH72
        BALT GAS & ELEC
        059165EE6
        
          
        
        4375000.00000000
        PA
        USD
        4512550.00000000
        0.006101027563
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
        N/A
        MSBAM 2014-C14 AS
        61690GAH4
        
          
        
        17500000.00000000
        PA
        USD
        18916625.00000000
        0.025575528367
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-15
          Variable
          4.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Realty LP
        2549009GZDBNY1KE9O81
        DUKE REALTY
        26441YAZ0
        
          
        
        11070000.00000000
        PA
        USD
        12304061.46000000
        0.016635254592
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        NATL BANK CANADA
        63307A2J3
        
          
        
        42000000.00000000
        PA
        USD
        43369452.00000000
        0.058636075406
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-02-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2018-C5
        N/A
        CGCMT 2018-C5 A4
        17291DAD5
        
          
        
        8750000.00000000
        PA
        USD
        10344775.00000000
        0.013986273263
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-06-10
          Variable
          4.22800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG Americas Holdings Corp
        5493004K1ECE43Q0BX47
        MUFG AMERICAS HL
        553794AC2
        
          
        
        9315000.00000000
        PA
        USD
        10046916.81000000
        0.013583565032
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-10
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2016-C32
        549300VOKB4Z9J8DIM89
        WFCM 2016-C32 A4
        94989YAZ6
        
          
        
        35600000.00000000
        PA
        USD
        39685456.00000000
        0.053655263860
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2059-01-15
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        TAKEDA PHARMACEU
        N/A
        
          
        
        14510000.00000000
        PA
        
        18013333.81000000
        0.024354266675
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2022-11-21
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES
        247361ZU5
        
          
        
        2105000.00000000
        PA
        USD
        2068162.50000000
        0.002796183182
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-28
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NCS8
        
          
        
        10000000.00000000
        PA
        USD
        11390950.00000000
        0.015400715765
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY
        25746UDC0
        
          
        
        1890000.00000000
        PA
        USD
        1963426.50000000
        0.002654578718
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-01-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP / PAA Finance Corp
        N/A
        PLAINS ALL AMER
        72650RBJ0
        
          
        
        10505000.00000000
        PA
        USD
        11754916.42000000
        0.015892803201
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XBF2
        
          
        
        44231000.00000000
        PA
        USD
        44232017.31000000
        0.059802275167
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-03-01
          Fixed
          4.20000000
          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
        0.000000000013
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2032-07-05
          Fixed
          3.09340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK Group Holdings PLC
        549300F5XIFGNNW4CF72
        SANTANDER UK GRP
        80281LAH8
        
          
        
        68117000.00000000
        PA
        USD
        71607587.55000000
        0.096814409903
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-01-05
          Variable
          3.37300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C19
        549300FCX3YXSYSLU895
        WFRBS 2014-C19 A5
        92938VAQ8
        
          
        
        23552560.00000000
        PA
        USD
        25850112.23000000
        0.034949695236
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-03-15
          Fixed
          4.10100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Bank Ltd
        RB0PEZSDGCO3JS6CEU02
        MIZUHO BANK LTD
        60688XAP5
        
          
        
        8300000.00000000
        PA
        USD
        9192208.50000000
        0.012427988039
        Long
        DBT
        CORP
        JP
        
        Y
        
        2
        
          2024-09-25
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co Inc
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC
        432833AJ0
        
          
        
        4835000.00000000
        PA
        USD
        4907525.00000000
        0.006635039012
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        CHURCHILL DOWNS
        171484AG3
        
          
        
        3910000.00000000
        PA
        USD
        4095725.00000000
        0.005537474624
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_20-1
        N/A
        COPAR 2020-1 A3
        14043MAC5
        
          
        
        104270000.00000000
        PA
        USD
        106382239.10000000
        0.143830200892
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithuania Government International Bond
        N/A
        LITHUANIA
        N/A
        
          
        
        54670000.00000000
        PA
        USD
        55006854.67000000
        0.074369998456
        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
        
          
        
        6715000.00000000
        PA
        USD
        7589830.20000000
        0.010261551285
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-11-13
          Fixed
          3.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (RUSSIA)
        N/A
        
          
        
        -10603390.00000000
        NC
        USD
        19963.00000000
        0.000026990241
        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
            -10603390.00000000
            USD
            14922.11000000
          
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMWARE INC
        928563AD7
        
          
        
        80068000.00000000
        PA
        USD
        90993839.08000000
        0.123024879580
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac STACR Remic Trust 2020-DNA2
        5493007ZK0X40BI7UF30
        STACR 2020-DNA2 M1
        35565KAA6
        
          
        
        42327667.86000000
        PA
        USD
        42348387.25000000
        0.057255582296
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2050-02-25
          Floating
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY
        25746UDE6
        
          
        
        25860000.00000000
        PA
        USD
        28285099.08000000
        0.038241829814
        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
        
          
        
        4636000.00000000
        PA
        USD
        5195797.00000000
        0.007024786586
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-07-10
          Fixed
          3.76400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC / Charter Communications Operating Capital
        N/A
        CHARTER COMM OPT
        161175BB9
        
          
        
        251829000.00000000
        PA
        USD
        264571043.74000000
        0.357703566810
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-23
          Fixed
          4.46400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: OIS 0.000000 17-MAR-2025
        N/A
        
          
        
        114210000
        NC
        USD
        1082469.90000000
        0.001463513688
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
            
              
                
              
            
            2025-03-17
            930907.93000000
            USD
            0.00000000
            USD
            114210000
            USD
            151561.97000000
          
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMWARE INC
        928563AB1
        
          
        
        47867000.00000000
        PA
        USD
        49609502.40000000
        0.067072706465
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-21
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        FISERV INC
        337738AS7
        
          
        
        162005000.00000000
        PA
        USD
        173104124.56000000
        0.234039076648
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C16
        N/A
        WFRBS 2013-C16 A5
        92938EAQ6
        
          
        
        14650000.00000000
        PA
        USD
        15987691.50000000
        0.021615571355
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-09-15
          Fixed
          4.41500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastern Energy Gas Holdings LLC
        549300BFOD6TDMVV4O24
        DOMINION ENERGY
        257375AN5
        
          
        
        4830000.00000000
        PA
        USD
        5133526.86000000
        0.006940596530
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        91159HHG8
        
          
        
        41500000.00000000
        PA
        USD
        45490432.50000000
        0.061503669226
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel SA
        VBHFXSYT7OG62HNT8T76
        BANQ FED CRD MUT
        06675FAV9
        
          
        
        37920000.00000000
        PA
        USD
        37825844.64000000
        0.051141044590
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2024-02-27
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599CR4
        
          
        
        4463000.00000000
        PA
        USD
        4195220.00000000
        0.005671993186
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank NA
        E57ODZWZ7FF32TWEFA76
        CITIBANK NA
        17325FAS7
        
          
        
        3013000.00000000
        PA
        USD
        3288565.97000000
        0.004446184890
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-23
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-4
        N/A
        SDART 2018-4 D
        80285MAH2
        
          
        
        21750000.00000000
        PA
        USD
        22902943.58000000
        0.030965084059
        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
        
          
        
        18458000.00000000
        PA
        USD
        20579193.36000000
        0.027823342883
        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
        
          
        
        49796000.00000000
        PA
        USD
        54775600.00000000
        0.074057339069
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2024-09-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP
        902613AB4
        
          
        
        37605000.00000000
        PA
        USD
        37793025.00000000
        0.051096672001
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2024-07-30
          Variable
          1.00800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 10YR NOTE (CBT)Mar21
        N/A
        
          
        
        -5210.00000000
        NC
        USD
        -713932812.50000000
        -0.96524664938
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                N/A
                US 10YR NOTE (CBT)Mar21
                
                  
                
              
            
            2021-03-22
            -715453463.68000000
            USD
            1520651.18000000
          
        
        
          N
          N
          N
        
      
      
        Frontier Communications Corp
        549300ZCZ76HYCS0H445
        FRONTIER COMM
        35906ABE7
        
          
        
        988000.00000000
        PA
        USD
        1062100.00000000
        0.001435973313
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST HPEFS_19-1A
        N/A
        HPEFS 2019-1A B
        40438DAD1
        
          
        
        6820000.00000000
        PA
        USD
        6923657.86000000
        0.009360877429
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2029-09-20
          Fixed
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reliance Standard Life Global Funding II
        N/A
        REL STAN LIFE II
        75951AAM0
        
          
        
        14600000.00000000
        PA
        USD
        15022611.60000000
        0.020310770506
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-01-21
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asbury Automotive Group Inc
        549300JH4DTA7U42GL91
        ASBURY AUTO GRP
        043436AU8
        
          
        
        2938000.00000000
        PA
        USD
        3037157.50000000
        0.004106277298
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO
        949746SK8
        
          
        
        47122000.00000000
        PA
        USD
        48418797.44000000
        0.065462857537
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-24
          Fixed
          3.06900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO LEASE TRUST FORDL_20-B
        N/A
        FORDL 2020-B C
        34531RAG2
        
          
        
        9840000.00000000
        PA
        USD
        10025387.57000000
        0.013554457214
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETE
        674599CG8
        
          
        
        3465000.00000000
        PA
        USD
        3348056.25000000
        0.004526616539
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-B
        N/A
        WOART 2019-B B
        98162VAF6
        
          
        
        5210000.00000000
        PA
        USD
        5435030.84000000
        0.007348233917
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-06-16
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172CQ0
        
          
        
        24500000.00000000
        PA
        USD
        24915618.00000000
        0.033686246619
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-01
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank NA
        E57ODZWZ7FF32TWEFA76
        CITIBANK NA
        17325FAY4
        
          
        
        10600000.00000000
        PA
        USD
        10679203.20000000
        0.014438424633
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-20
          Variable
          2.84400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Holdings USA Inc
        549300SMVCQN2P0O6I58
        SANTANDER HOLD
        80282KAE6
        
          
        
        21517000.00000000
        PA
        USD
        24220331.33000000
        0.032746209802
        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
        
          
        
        -2942.00000000
        NC
        
        -482878029.78000000
        -0.65285751284
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                N/A
                Eurex 5 Year Euro BOBL Future
                
                  
                
              
            
            2021-03-08
            -480873027.72000000
            EUR
            -744958.64000000
          
        
        
          N
          N
          N
        
      
      
        Banc of America Commercial Mortgage Trust 2015-UBS7
        N/A
        BACM 2015-UBS7 C
        06054ABD0
        
          
        
        1600000.00000000
        PA
        USD
        1399504.00000000
        0.001892148004
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-09-15
          Variable
          4.35920000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pattern Energy Operations LP / Pattern Energy Operations Inc
        N/A
        PATTERN ENERGY
        70339PAA7
        
          
        
        2223000.00000000
        PA
        USD
        2345265.00000000
        0.003170829444
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023BQ7
        
          
        
        19781000.00000000
        PA
        USD
        20187064.37000000
        0.027293179278
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        N/A
        
          
        
        5800000.00000000
        PA
        
        4557603.22000000
        0.006161940115
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-27
          Floating
          1.73090000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-4
        N/A
        HAROT 2018-4 A4
        43815AAD4
        
          
        
        7720000.00000000
        PA
        USD
        8023829.86000000
        0.010848324593
        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
        
          
        
        3640000.00000000
        PA
        USD
        4486300.00000000
        0.006065537214
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        JM SMUCKER CO
        832696AK4
        
          
        
        15800000.00000000
        PA
        USD
        17508880.60000000
        0.023672239232
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE FLEET FINANCING LLC EFF_19-1
        N/A
        EFF 2019-1 A2
        29374AAB0
        
          
        
        4689220.99000000
        PA
        USD
        4751285.17000000
        0.006423800685
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-10-20
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 736484
        31402SFZ5
        
          
        
        302859.29000000
        PA
        USD
        311099.58000000
        0.000420610766
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-08-01
          Floating
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uruguay Government International Bond
        N/A
        URUGUAY
        760942AZ5
        
          
        
        6037000.00000000
        PA
        USD
        6627527.27000000
        0.008960504936
        Long
        DBT
        NUSS
        UY
        
        N
        
        2
        
          2024-08-14
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BN3
        
          
        
        76650000.00000000
        PA
        USD
        80512776.75000000
        0.108854344036
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-02-25
          Fixed
          2.19300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CR14 Mortgage Trust
        N/A
        COMM 2014-CR14 A3
        12630DAX2
        
          
        
        1915000.00000000
        PA
        USD
        2071570.40000000
        0.002800790708
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-10
          Fixed
          3.95500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAQ8
        
          
        
        33690000.00000000
        PA
        USD
        35293307.10000000
        0.047717020183
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-02-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST PROG_18-SFR1
        N/A
        PROG 2018-SFR1 A
        74334AAA7
        
          
        
        17796343.15000000
        PA
        USD
        17791182.21000000
        0.024053914760
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2035-03-17
          Fixed
          3.25500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GGZ6
        
          
        
        52253000.00000000
        PA
        USD
        57188295.85000000
        0.077319335918
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-23
          Variable
          3.36600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US LONG BOND(CBT) Mar21
        N/A
        
          
        
        76.00000000
        NC
        USD
        12822625.00000000
        0.017336359389
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Long
            
              
                N/A
                CBOT US Long Bond Future
                
                  
                
              
            
            2021-03-22
            13176536.67000000
            USD
            -353911.67000000
          
        
        
          N
          N
          N
        
      
      
        Sky Ltd
        2138003TS48MQKF4BZ29
        BRIT SKY BROADCA
        111013AK4
        
          
        
        50680000.00000000
        PA
        USD
        53215571.08000000
        0.071948159239
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2022-11-26
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29273RAN9
        
          
        
        35235000.00000000
        PA
        USD
        35367131.25000000
        0.047816831415
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-06-01
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NAY1
        
          
        
        32990000.00000000
        PA
        USD
        34848161.75000000
        0.047115177755
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedbank AB
        M312WZV08Y7LYUC71685
        SWEDBANK AB
        87020PAL1
        
          
        
        31045000.00000000
        PA
        USD
        31136272.30000000
        0.042096653894
        Long
        DBT
        CORP
        SE
        
        Y
        
        2
        
          2023-09-25
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        CAN IMPERIAL BK
        13607GRR7
        
          
        
        16780000.00000000
        PA
        USD
        16918317.54000000
        0.022873790128
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-10-23
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780097BE0
        
          
        
        19630000.00000000
        PA
        USD
        20360726.75000000
        0.027527973123
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-05-15
          Variable
          3.49800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP CAPITAL PLC
        05565QCS5
        
          
        
        16530000.00000000
        PA
        USD
        18277353.24000000
        0.024711224453
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-11-04
          Fixed
          3.53500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818ET1
        
          
        
        2215000.00000000
        PA
        USD
        2238062.58000000
        0.003025890347
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-06-08
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN
        822582BT8
        
          
        
        441000.00000000
        PA
        USD
        483171.07000000
        0.000653253707
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-05-10
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clean Harbors Inc
        5493000SJVZVZJKHJF48
        CLEAN HARBORS IN
        184496AP2
        
          
        
        800000.00000000
        PA
        USD
        868000.00000000
        0.001173547534
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE NEW HAMPSHIRE FUNDING LLC PSNH_18-1
        N/A
        PSNH 2018-1 A1
        69363PAA8
        
          
        
        0.01000000
        PA
        USD
        0.02000000
        0.000000000027
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.09400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aetna Inc
        549300QKBENKLBXQ8968
        AETNA INC
        00817YAQ1
        
          
        
        9670000.00000000
        PA
        USD
        10621528.00000000
        0.014360446997
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WaMu Mortgage Pass-Through Certificates Series 2002-AR18 Trust
        N/A
        WAMU 2002-AR18 A
        929227ZC3
        
          
        
        83998.37000000
        PA
        USD
        80502.24000000
        0.000108840098
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-01-25
          Variable
          2.56440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTL
        438516CB0
        
          
        
        27400000.00000000
        PA
        USD
        28223671.40000000
        0.038158778774
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822AU8
        
          
        
        21100000.00000000
        PA
        USD
        23490608.90000000
        0.031759615380
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2025-03-02
          Fixed
          3.77700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        91159HHV5
        
          
        
        50634000.00000000
        PA
        USD
        54975814.87000000
        0.074328032234
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-05
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        CONAGRA BRANDS
        205887CA8
        
          
        
        10000000.00000000
        PA
        USD
        11123250.00000000
        0.015038781808
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_16-C
        N/A
        DRIVE 2016-CA D
        26208BAN0
        
          
        
        10420990.24000000
        PA
        USD
        10519888.56000000
        0.014223029123
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-03-15
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EBH7
        
          
        
        51325000.00000000
        PA
        USD
        56101407.15000000
        0.075849847953
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-05-07
          Variable
          3.93200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        STATE STREET CRP
        857477BC6
        
          
        
        24700000.00000000
        PA
        USD
        27035360.30000000
        0.036552166376
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-03
          Variable
          3.77600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        912828YV6
        
          
        
        350000000.00000000
        PA
        USD
        366242170.00000000
        0.495164280540
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY
        65339KAW0
        
          
        
        2895000.00000000
        PA
        USD
        3022006.55000000
        0.004085793012
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Electric Co
        9N0FWODEJVKHC2DYLO03
        DTE ELECTRIC CO
        23338VAC0
        
          
        
        298000.00000000
        PA
        USD
        327364.03000000
        0.000442600518
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EAE5
        
          
        
        28600000.00000000
        PA
        USD
        31316456.60000000
        0.042340265462
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-16
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ FLEET LEASE FUNDING HFLF_18-1
        N/A
        HFLF 2018-1 A2
        428041BD8
        
          
        
        13252837.59000000
        PA
        USD
        13306042.43000000
        0.017989946178
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2032-05-10
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (SOAF)
        N/A
        
          
        
        -5000000.00000000
        NC
        USD
        -291948.00000000
        -0.00039471757
        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
            -254475.28000000
            USD
            0.00000000
            USD
            -5000000.00000000
            USD
            -37472.72000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (CVS)
        BVN4388G4
        
          
        
        6620000.00000000
        NC
        USD
        -50106.78000000
        -0.00006774503
        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
            -37432.69000000
            USD
            0.00000000
            USD
            6620000.00000000
            USD
            -12674.09000000
          
        
        
          N
          N
          N
        
      
      
        International Game Technology PLC
        549300UQ6KHRCZDRGZ76
        INTL GAME TECH
        460599AE3
        
          
        
        1830000.00000000
        PA
        USD
        1951237.50000000
        0.002638099028
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2029-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Electric Co
        9N0FWODEJVKHC2DYLO03
        DETROIT EDISON
        250847EJ5
        
          
        
        970000.00000000
        PA
        USD
        994722.39000000
        0.001344877889
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL
        02005NBF6
        
          
        
        4850000.00000000
        PA
        USD
        5632062.50000000
        0.007614623339
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        N/A
        
          
        
        76605000.00000000
        PA
        
        93784712.14000000
        0.126798177043
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-26
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00912XAX2
        
          
        
        7588000.00000000
        PA
        USD
        7866692.06000000
        0.010635872199
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        INTUIT INC
        46124HAB2
        
          
        
        1950000.00000000
        PA
        USD
        1972731.15000000
        0.002667158728
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler Finance North America LLC
        549300423Z16BB673J12
        DAIMLER FINANCE
        233851DY7
        
          
        
        8000000.00000000
        PA
        USD
        8197096.00000000
        0.011082582716
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-03-10
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trivium Packaging Finance BV
        724500GMZWW3PVYET548
        TRIVIUM PACK FIN
        89686QAB2
        
          
        
        3387000.00000000
        PA
        USD
        3679128.75000000
        0.004974230959
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2027-08-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WCQ2
        
          
        
        112000000.00000000
        PA
        USD
        121458624.00000000
        0.164213673614
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-10
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-C27
        5493001SKB2HKIF64L70
        WFCM 2015-C27 A4
        94989DAV1
        
          
        
        31073895.53000000
        PA
        USD
        33025025.43000000
        0.044650273224
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Holdings
        OZ7UA8IXAIFILY2VZH07
        LABORATORY CORP
        50540RAT9
        
          
        
        12680000.00000000
        PA
        USD
        13766726.72000000
        0.018612797460
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2012-C7
        N/A
        WFRBS 2012-C7 AS
        92936TAC6
        
          
        
        5056000.00000000
        PA
        USD
        5088004.48000000
        0.006879049667
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-06-15
          Variable
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxalta Inc
        5493000JW8DCO3T45R55
        BAXALTA INC
        07177MAL7
        
          
        
        1984000.00000000
        PA
        USD
        2060955.39000000
        0.002786439073
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-23
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT / EMC
        25272KAK9
        
          
        
        22180000.00000000
        PA
        USD
        26693962.70000000
        0.036090592285
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-06-15
          Fixed
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668BE1
        
          
        
        4500000.00000000
        PA
        USD
        4925461.50000000
        0.006659289398
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-13
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBQ8
        
          
        
        29050000.00000000
        PA
        USD
        29635328.45000000
        0.040067357864
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-01
          Variable
          1.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XCF1
        
          
        
        19510000.00000000
        PA
        USD
        20437427.36000000
        0.027631673367
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-05
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        CHENIERE ENERGY
        16411RAJ8
        
          
        
        3665000.00000000
        PA
        USD
        3834506.25000000
        0.005184303403
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Finance Australia Ltd
        3UKPTDP5PGQRH8AUK042
        TOYOTA FIN AUSTR
        BH6216643
        
          
        
        29010000.00000000
        PA
        
        36004952.02000000
        0.048679173572
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-04-21
          Fixed
          1.58400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M CO
        88579YBM2
        
          
        
        19255000.00000000
        PA
        USD
        20811631.97000000
        0.028137602972
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Schlumberger Finance Canada Ltd
        549300P4EXZFF0LRNF59
        SCHLUMBERGER
        80685XAC5
        
          
        
        9590000.00000000
        PA
        USD
        9784955.11000000
        0.013229389333
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-09-17
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        NUTRIEN LTD
        67077MAK4
        
          
        
        8604000.00000000
        PA
        USD
        9122150.09000000
        0.012333268138
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NSTAR Electric Co
        54930080R72Y2Z31UR68
        NSTAR ELECTRIC
        958587BJ5
        
          
        
        11140000.00000000
        PA
        USD
        11272098.12000000
        0.015240026444
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Tool Works Inc
        76NA4I14SZCFAYMNSV04
        ILLINOIS TOOL WK
        452308AP4
        
          
        
        1470000.00000000
        PA
        USD
        1487931.06000000
        0.002011702565
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H&E Equipment Services Inc
        N/A
        H&E EQUIPMENT
        404030AJ7
        
          
        
        6010000.00000000
        PA
        USD
        5972437.50000000
        0.008074814862
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newmont Corp
        549300VSP3RIX7FGDZ51
        NEWMONT GOLDCORP
        651639AN6
        
          
        
        40000.00000000
        PA
        USD
        41001.84000000
        0.000055435032
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR Capital Corp
        549300TYRSI1T21B1360
        FS KKR CAPITAL
        302635AG2
        
          
        
        17630000.00000000
        PA
        USD
        17634671.95000000
        0.023842310809
        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
        
          
        
        3116326.73000000
        PA
        USD
        3301467.70000000
        0.004463628200
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-10
          Fixed
          3.57500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        FIFTH THIRD BANK
        316773CX6
        
          
        
        29100000.00000000
        PA
        USD
        31644736.80000000
        0.042784104655
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        N/A
        
          
        
        48490000.00000000
        PA
        
        61630957.18000000
        0.083325873072
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-24
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_17-3
        N/A
        SDART 2017-3 C
        80284YAF1
        
          
        
        276466.31000000
        PA
        USD
        276711.45000000
        0.000374117557
        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
        
          
        
        4100000.00000000
        PA
        USD
        4164903.00000000
        0.005631004200
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2046-08-15
          Variable
          5.42420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        NJ ECON-SER A
        645913AA2
        
          
        
        24945000.00000000
        PA
        USD
        32733327.90000000
        0.044255894287
        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
        
          
        
        2416965.39000000
        PA
        USD
        2450559.28000000
        0.003313188710
        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
        
          
        
        8654000.00000000
        PA
        USD
        9528498.82000000
        0.012882657021
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-05-07
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162BY5
        
          
        
        3900000.00000000
        PA
        USD
        4260383.40000000
        0.005760094969
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MBF6
        
          
        
        5370000.00000000
        PA
        USD
        5866725.00000000
        0.007931890158
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2023-10-16
          Fixed
          3.93600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Bank
        JJKC32MCHWDI71265Z06
        SUNTRUST BANK
        86787EAY3
        
          
        
        37570000.00000000
        PA
        USD
        40609525.71000000
        0.054904618387
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-02
          Variable
          3.68900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ICE: (CDX.NA.IG.35.V1)
        N/A
        
          
        
        -1257270000.00000000
        NC
        USD
        26394120.56000000
        0.035685201727
        N/A
        DCR
        
        N/A
        
        N
        
        1
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              
                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
            -1257270000.00000000
            USD
            -3631343.67000000
          
        
        
          N
          N
          N
        
      
      
        United Airlines 2020-1 Class B Pass Through Trust
        N/A
        UNTD AIR 20-1 B
        90932VAA3
        
          
        
        9700000.00000000
        PA
        USD
        9918250.00000000
        0.013409605795
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122DB1
        
          
        
        31567000.00000000
        PA
        USD
        34393824.85000000
        0.046500908229
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunoco Logistics Partners Operations LP
        5493006LL0CKP8WQW329
        SUNOCO LOGISTICS
        86765BAR0
        
          
        
        53012000.00000000
        PA
        USD
        53144530.00000000
        0.071852110755
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-04-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
        N/A
        JPMCC 2012-CBX AS
        46637WAF0
        
          
        
        27000000.00000000
        PA
        USD
        28040040.00000000
        0.037910506681
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-06-15
          Fixed
          4.27070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Stacr Remic Trust 2020-DNA1
        5493003FQV7GR462GO02
        STACR 2020-DNA1 M1
        35565HAA3
        
          
        
        8262036.00000000
        PA
        USD
        8266709.83000000
        0.011176701539
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2050-01-25
          Floating
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATX Corp
        549300IHYHCQP2PIR591
        GATX CORP
        361448AW3
        
          
        
        2109000.00000000
        PA
        USD
        2292202.50000000
        0.003099088239
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-1
        N/A
        GMALT 2020-1 D
        36259KAH0
        
          
        
        6680000.00000000
        PA
        USD
        6823257.28000000
        0.009225134511
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-06-20
          Fixed
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_20-A
        N/A
        HDMOT 2020-A A4
        41284UAE4
        
          
        
        8270000.00000000
        PA
        USD
        8547493.23000000
        0.011556324427
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-BUXL 30Y BND Mar21
        N/A
        
          
        
        -12.00000000
        NC
        
        -3222702.11000000
        -0.00435713607
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                N/A
                Eurex 30 Year Euro BUXL Future
                
                  
                
              
            
            2021-03-08
            -3227000.76000000
            EUR
            13098.18000000
          
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_18-BA
        N/A
        NAVSL 2018-BA A2A
        63940QAB9
        
          
        
        10777611.99000000
        PA
        USD
        11319705.40000000
        0.015304392119
        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
        
          
        
        1521000.00000000
        PA
        USD
        1505790.00000000
        0.002035848089
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors Inc
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE
        681936BB5
        
          
        
        16340000.00000000
        PA
        USD
        17924751.24000000
        0.024234501864
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Highwoods Realty LP
        JUJNVZX73BIYHLR58F51
        HIGHWOODS REALTY
        431282AM4
        
          
        
        5280000.00000000
        PA
        USD
        5504621.76000000
        0.007442321766
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        44971.09000000
        0.000060801511
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS BANK USA
              KD3XUN7C6T14HNAYLU02
            
            54144232.46000000
            USD
            44640586.42000000
            EUR
            2021-02-12
            44971.09000000
          
        
        
          N
          N
          N
        
      
      
        Cox Communications Inc
        5493001NEDZNIFRP2R92
        COX COMMUN INC
        224044CH8
        
          
        
        27090000.00000000
        PA
        USD
        29249912.79000000
        0.039546270770
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-08-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Energy Partners LP
        549300PDHUGWPWGOT525
        KINDER MORGAN EN
        494550BJ4
        
          
        
        3695000.00000000
        PA
        USD
        3834892.70000000
        0.005184825889
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQU
        785592AJ5
        
          
        
        60549000.00000000
        PA
        USD
        69177232.50000000
        0.093528537581
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petronas Capital Ltd
        549300G7YFX3540OYR85
        PETRONAS CAP LTD
        N/A
        
          
        
        10234000.00000000
        PA
        USD
        11216617.51000000
        0.015165015922
        Long
        DBT
        CORP
        MY
        
        N
        
        2
        
          2022-05-22
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedbank AB
        M312WZV08Y7LYUC71685
        SWEDBANK AB
        N/A
        
          
        
        38080000.00000000
        PA
        
        53496737.15000000
        0.072328299502
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2022-12-28
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C18
        549300O5GNH0TNJ6B119
        WFRBS 2013-C18 A5
        96221QAE3
        
          
        
        27830000.00000000
        PA
        USD
        30465779.30000000
        0.041190138449
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Variable
          4.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Telekom International Finance BV
        529900ERDFHS6C1M4U58
        DEUTSCHE TEL FIN
        25156PAV5
        
          
        
        15700000.00000000
        PA
        USD
        16429940.10000000
        0.022213497339
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2023-09-19
          Fixed
          2.48500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RDD1
        
          
        
        9750000.00000000
        PA
        USD
        10882989.00000000
        0.014713945743
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        PHILLIPS 66
        718546AU8
        
          
        
        23599000.00000000
        PA
        USD
        25180345.39000000
        0.034044161568
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QAD2
        
          
        
        63231000.00000000
        PA
        USD
        69010945.71000000
        0.093303715631
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-06
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        FOX CORP
        35137LAF2
        
          
        
        45434000.00000000
        PA
        USD
        46896929.37000000
        0.063405271684
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-25
          Fixed
          3.66600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DAL3
        
          
        
        38190000.00000000
        PA
        USD
        44705977.80000000
        0.060443076047
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-11
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK PLC
        PTCQB104N23FMNK2RZ28
        SANTANDER UK PLC
        80283LAA1
        
          
        
        4328000.00000000
        PA
        USD
        4778034.10000000
        0.006459965594
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2023-11-07
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        UPJOHN INC
        91533BAA8
        
          
        
        65500000.00000000
        PA
        USD
        66110984.00000000
        0.089382928864
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-06-22
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        FIRST REP BANK
        33616CHQ6
        
          
        
        29621000.00000000
        PA
        USD
        30432496.92000000
        0.041145140229
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-12
          Variable
          1.91200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2018-BNK12
        N/A
        BANK 2018-BN12 A4
        06541KBA5
        
          
        
        9940000.00000000
        PA
        USD
        11716377.40000000
        0.015840697934
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2061-05-15
          Variable
          4.25500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        FNCL 2 4/21
        01F020646
        
          
        
        736000000.00000000
        PA
        USD
        757620000.00000000
        1.024312307409
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2021-04-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinidad & Tobago Government International Bond
        N/A
        TRINIDAD&TOBAGO
        EJ9874086
        
          
        
        16954000.00000000
        PA
        USD
        18078050.20000000
        0.024441764095
        Long
        DBT
        NUSS
        TT
        
        N
        
        2
        
          2024-01-16
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAP0
        
          
        
        61208000.00000000
        PA
        USD
        66203490.92000000
        0.089507999449
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUN
        25470DBE8
        
          
        
        3180000.00000000
        PA
        USD
        3555786.96000000
        0.004807471219
        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
        
          
        
        9480000.00000000
        PA
        USD
        10033762.82000000
        0.013565780663
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-03-07
          Fixed
          6.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XAW6
        
          
        
        15908000.00000000
        PA
        USD
        16365227.74000000
        0.022126005368
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-10
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Croatia Government International Bond
        N/A
        CROATIA
        N/A
        
          
        
        29565000.00000000
        PA
        USD
        32658977.25000000
        0.044155371221
        Long
        DBT
        NUSS
        HR
        
        N
        
        2
        
          2023-04-04
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allstate Corp/The
        OBT0W1ED8G0NWVOLOJ77
        ALLSTATE CORP
        020002BH3
        
          
        
        12590000.00000000
        PA
        USD
        12580708.58000000
        0.017009285175
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties LP
        H0TWO5VRNEP6CQAWPX27
        CORP OFF PROP LP
        22003BAG1
        
          
        
        13648000.00000000
        PA
        USD
        14381730.13000000
        0.019444290243
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MCD0
        
          
        
        14980000.00000000
        PA
        USD
        14905144.94000000
        0.020151954021
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2026-01-12
          Fixed
          0.94800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL
        02005NAY6
        
          
        
        15564000.00000000
        PA
        USD
        16128195.00000000
        0.021805533954
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-13
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_16-4
        N/A
        CARMX 2018-4 B
        14315EAE0
        
          
        
        5940000.00000000
        PA
        USD
        6281485.25000000
        0.008492651527
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunge Ltd Finance Corp
        549300QHC068L40NNM71
        BUNGE LTD FIN CP
        120568BB5
        
          
        
        6310000.00000000
        PA
        USD
        6461673.47000000
        0.008736268395
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-17
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        53944YAH6
        
          
        
        14500000.00000000
        PA
        USD
        15908762.00000000
        0.021508857622
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-03-12
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDO_20-B
        N/A
        FORDO 2020-B B
        34533GAF6
        
          
        
        15500000.00000000
        PA
        USD
        15773982.65000000
        0.021326634150
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP
        N/A
        
          
        
        9705000.00000000
        PA
        
        13933717.98000000
        0.018838571863
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Bank
        549300UATVPGSLE43Z27
        SYNCHRONY BANK
        87166FAA1
        
          
        
        11600000.00000000
        PA
        USD
        11962128.80000000
        0.016172957092
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pepper Residential Securities Trust No. 23
        N/A
        PEPAU 23A A1U
        71338BAA7
        
          
        
        3408061.57000000
        PA
        USD
        3403358.45000000
        0.004601385848
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2060-08-18
          Floating
          1.07890000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHART
        853254BZ2
        
          
        
        12125000.00000000
        PA
        USD
        12138858.88000000
        0.016411898509
        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
        
          
        
        35322000.00000000
        PA
        USD
        37717184.82000000
        0.050994135070
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-09-15
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FSWP: OIS 0.250000 17-MAR-2026
        N/A
        
          
        
        67716000
        NC
        USD
        401917.82000000
        0.000543398233
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
            
              
                
              
            
            2026-03-17
            158558.59000000
            USD
            0.00000000
            USD
            67716000
            USD
            243359.23000000
          
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        VALEANT PHARMA
        91831AAC5
        
          
        
        8406000.00000000
        PA
        USD
        8616150.00000000
        0.011649149293
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-04-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vale SA
        254900SMTWBX7RU2SR20
        VALE
        N/A
        
          
        
        14520000.00000000
        PA
        
        18661525.65000000
        0.025230630656
        Long
        DBT
        CORP
        BR
        
        N
        
        2
        
          2023-01-10
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC
        713448EW4
        
          
        
        15180000.00000000
        PA
        
        18680388.49000000
        0.025256133467
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-06
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C
        N/A
        WOART 2020-C B
        98163CAG5
        
          
        
        8950000.00000000
        PA
        USD
        8948312.03000000
        0.012098236771
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-10-15
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY
        65339KBF6
        
          
        
        51745000.00000000
        PA
        USD
        53298074.43000000
        0.072059704865
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QBA7
        
          
        
        32365000.00000000
        PA
        USD
        33414014.38000000
        0.045176191454
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-19
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2018-C43
        549300RVQJTKIK3XGD11
        WFCM 2018-C43 C
        95001LAZ5
        
          
        
        5973000.00000000
        PA
        USD
        6333888.66000000
        0.008563501634
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-03-15
          Variable
          4.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_19-1
        N/A
        COPAR 2019-1 A3
        14042WAC4
        
          
        
        37923934.89000000
        PA
        USD
        38519090.37000000
        0.052078322029
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empresa Nacional del Petroleo
        549300YP3P0JZBLIV197
        EMPRESA NACIONAL
        N/A
        
          
        
        9675000.00000000
        PA
        USD
        10615893.75000000
        0.014352829416
        Long
        DBT
        CORP
        CL
        
        N
        
        2
        
          2024-10-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-1
        N/A
        SDART 2018-1 D
        80285TAG9
        
          
        
        19330000.00000000
        PA
        USD
        19715337.75000000
        0.026655398619
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        LAMB WESTON HLD
        513272AB0
        
          
        
        1924400.00000000
        PA
        USD
        1998970.50000000
        0.002702634678
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        INTERCONTINENT
        45866FAA2
        
          
        
        40240000.00000000
        PA
        USD
        44061512.32000000
        0.059571750155
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES TRUST IHSFR_17-SFR2
        N/A
        IHSFR 2017-SFR2 A
        46187BAA1
        
          
        
        26301489.73000000
        PA
        USD
        26301489.72000000
        0.035559963601
        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
        
          
        
        865000.00000000
        PA
        USD
        862837.50000000
        0.001166567765
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scripps Escrow II Inc
        N/A
        SCRIPPS ESCROW
        81105DAA3
        
          
        
        1058000.00000000
        PA
        USD
        1058000.00000000
        0.001430430058
        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
        
          
        
        14194000.00000000
        PA
        USD
        14627005.00000000
        0.019775905126
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-05-15
          Fixed
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162BN9
        
          
        
        1349000.00000000
        PA
        USD
        1394580.01000000
        0.001885490704
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY
        65339KBQ2
        
          
        
        35553000.00000000
        PA
        USD
        38269071.44000000
        0.051740293114
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        JUNIPER NETWORKS
        48203RAN4
        
          
        
        41930000.00000000
        PA
        USD
        42243342.89000000
        0.057113560925
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-10
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic International Bond
        N/A
        DOMINICAN REPUBL
        N/A
        
          
        
        3940000.00000000
        PA
        USD
        4391392.80000000
        0.005937221419
        Long
        DBT
        NUSS
        DO
        
        N
        
        2
        
          2025-01-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC23
        N/A
        CGCMT 2014-GC23 AS
        17322VAV8
        
          
        
        12426000.00000000
        PA
        USD
        13500724.74000000
        0.018253159248
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Fixed
          3.86300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        BANK OF MONTREAL
        06367WHH9
        
          
        
        134729000.00000000
        PA
        USD
        146039499.55000000
        0.197447343994
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-02-05
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
        N/A
        MSBAM 2014-C19 A4
        61764PBU5
        
          
        
        23220499.00000000
        PA
        USD
        25398581.81000000
        0.034339220108
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-12-15
          Fixed
          3.52600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc
        549300AP2Q7ERHX6RI89
        BERRY GLOBAL INC
        08576PAB7
        
          
        
        23023000.00000000
        PA
        USD
        23138115.00000000
        0.031283038943
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-01-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468J1
        
          
        
        110850000.00000000
        PA
        USD
        117923338.50000000
        0.159433920641
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-22
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        N/A
        
          
        
        19590000.00000000
        PA
        
        23870437.91000000
        0.032273149249
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2022-10-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cargo Aircraft Management Inc
        549300GH5J7LOMV44F11
        CARGO AIRCRAFT M
        14180LAA4
        
          
        
        2697000.00000000
        PA
        USD
        2798137.50000000
        0.003783119082
        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
        
          
        
        9540000.00000000
        PA
        USD
        10357578.00000000
        0.014003583089
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-06-15
          Fixed
          4.09400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hill-Rom Holdings Inc
        JLZ01A0E2071OH26RE45
        HILL-ROM HLDGS
        431475AD4
        
          
        
        4271000.00000000
        PA
        USD
        4441840.00000000
        0.006005426704
        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
        
          
        
        37143000.00000000
        PA
        USD
        37453983.48000000
        0.050638283361
        Long
        DBT
        NUSS
        HR
        
        N
        
        2
        
          2021-03-24
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC
        902494AT0
        
          
        
        18729000.00000000
        PA
        USD
        19588005.59000000
        0.026483243847
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron USA Inc
        VA8TZDWPEZYU430RZ444
        CHEVRON USA INC
        166756AE6
        
          
        
        39370000.00000000
        PA
        USD
        39223976.67000000
        0.053031337674
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-12
          Fixed
          0.68700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650DE7
        
          
        
        51900000.00000000
        PA
        USD
        55432158.30000000
        0.074945014615
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHL Mortgage Pass-Through Trust 2006-HYB1
        N/A
        CWHL 2006-HYB1 1A1
        126694WE4
        
          
        
        4503816.21000000
        PA
        USD
        3803934.88000000
        0.005142970505
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-03-20
          Variable
          2.64250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co/The
        5493002BI0S2ZQUY3437
        GOODYEAR TIRE
        382550BG5
        
          
        
        3633000.00000000
        PA
        USD
        3696577.50000000
        0.004997821900
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
        549300P1YQ48837ZOI22
        MSBAM 2013-C10 A4
        61762MBW0
        
          
        
        28493000.00000000
        PA
        USD
        30670435.06000000
        0.041466835756
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-15
          Variable
          4.08140000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2013-GCJ12
        549300SSCQUZ3RRV2T53
        GSMS 2013-GC12 A4
        36197XAK0
        
          
        
        13060000.00000000
        PA
        USD
        13646785.80000000
        0.018450635742
        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
        
          
        
        8485000.00000000
        PA
        USD
        8769693.81000000
        0.011856742564
        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
        
          
        
        12690000.00000000
        PA
        USD
        10811626.20000000
        0.014617462289
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2045-07-10
          Variable
          4.24290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-1
        N/A
        GMALT 2020-1 C
        36259KAG2
        
          
        
        9700000.00000000
        PA
        USD
        9915720.24000000
        0.013406185526
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-12-20
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMER INTL GROUP
        026874CU9
        
          
        
        3605000.00000000
        PA
        USD
        3811234.84000000
        0.005152840148
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Energy Partners LP
        549300PDHUGWPWGOT525
        EL PASO PIPELINE
        28370TAG4
        
          
        
        16684000.00000000
        PA
        USD
        18417100.55000000
        0.024900164673
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        CIGNA CORP
        125523AF7
        
          
        
        63310000.00000000
        PA
        USD
        68283443.67000000
        0.092320123206
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (RTN)
        BVN45HKU7
        
          
        
        24415000.00000000
        NC
        USD
        -207932.79000000
        -0.00028112789
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                RAYTHEON CO
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2021-12-20
            -155656.71000000
            USD
            0.00000000
            USD
            24415000.00000000
            USD
            -52276.08000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC26
        549300V3F4KBEWHAZP46
        GSMS 2014-GC26 A4
        36250HAD5
        
          
        
        19370000.00000000
        PA
        USD
        20846575.10000000
        0.028184846548
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-11-10
          Fixed
          3.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RJM5
        
          
        
        14505000.00000000
        PA
        
        18467638.86000000
        0.024968493140
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McCormick & Co Inc/MD
        549300JQQA6MQ4OJP259
        MCCORMICK
        579780AM9
        
          
        
        10250000.00000000
        PA
        USD
        11108324.75000000
        0.015018602671
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marvell Technology Group Ltd
        8DF36O58U3QIHUCGZB18
        MARVELL TECHNOLO
        57385LAA6
        
          
        
        29250000.00000000
        PA
        USD
        31553437.50000000
        0.042660666788
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2023-06-22
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT FLOORPLAN MASTER OWNER TRUST
        N/A
        FORDF 2019-3 B
        34528QHC1
        
          
        
        3470000.00000000
        PA
        USD
        3583527.30000000
        0.004844976528
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          2.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_20-3
        N/A
        CARMX 2020-3 B
        14315FAF4
        
          
        
        7740000.00000000
        PA
        USD
        7865065.24000000
        0.010633672717
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-03-16
          Fixed
          1.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN
        780153AY8
        
          
        
        592000.00000000
        PA
        USD
        664520.00000000
        0.000898439870
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2023-06-01
          Fixed
          10.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals North America Inc
        NGIZXNT70J2LYT3FBI09
        UNITED RENTAL NA
        911365BM5
        
          
        
        6023000.00000000
        PA
        USD
        6324150.00000000
        0.008550334836
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG Americas Holdings Corp
        5493004K1ECE43Q0BX47
        UNIONBANCAL
        908906AC4
        
          
        
        2560000.00000000
        PA
        USD
        2667284.48000000
        0.003606204060
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-18
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN
        666807BE1
        
          
        
        3196000.00000000
        PA
        USD
        3208640.18000000
        0.004338124160
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Treasury Services PLC
        213800LAXWIUOOBZ3908
        RECKITT BEN TSY
        75625QAC3
        
          
        
        128598000.00000000
        PA
        USD
        131814493.18000000
        0.178214946357
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2022-06-24
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Securities Trust 2016-C4
        N/A
        JPMDB 2016-C4 A3
        46646RAJ2
        
          
        
        6430000.00000000
        PA
        USD
        7144694.50000000
        0.009659721904
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-12-15
          Fixed
          3.14130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-2
        N/A
        CARMX 2018-2 C
        14314XAF6
        
          
        
        6860000.00000000
        PA
        USD
        7122814.15000000
        0.009630139380
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          3.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2
        N/A
        DRIVE 2020-2 B
        26208VAE6
        
          
        
        6950000.00000000
        PA
        USD
        7044169.72000000
        0.009523811065
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-03-17
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIR SQUARE ISSUANCE TRUST_20-A
        N/A
        FSIT 2020-AA A
        303394AA8
        
          
        
        14400000.00000000
        PA
        USD
        14600756.16000000
        0.019740416346
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-09-20
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Georgia-Pacific LLC
        L2EVHWFHVAQK72TMH265
        GEORGIA-PACIFIC
        37331NAJ0
        
          
        
        70240000.00000000
        PA
        USD
        73074886.40000000
        0.098798217446
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-09-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CRED
        345397A60
        
          
        
        2745000.00000000
        PA
        USD
        2978300.30000000
        0.004026701581
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-16
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236THU2
        
          
        
        58000000.00000000
        PA
        USD
        58072732.00000000
        0.078515105346
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-11
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAU5
        
          
        
        127000000.00000000
        PA
        USD
        125075162.60000000
        0.169103281859
        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
        
          
        
        28535000.00000000
        PA
        USD
        28558198.96000000
        0.038611064481
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        KIMCO REALTY
        49446RAK5
        
          
        
        26640000.00000000
        PA
        USD
        28039718.88000000
        0.037910072523
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236THP3
        
          
        
        72500000.00000000
        PA
        USD
        72750632.50000000
        0.098359821865
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-16
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC
        629377CN0
        
          
        
        24180000.00000000
        PA
        USD
        25046055.06000000
        0.033862599258
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-12-02
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vail Resorts Inc
        529900PSZHRNU9HKH870
        VAIL RESORTS
        91879QAL3
        
          
        
        6103000.00000000
        PA
        USD
        6469180.00000000
        0.008746417323
        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
        
          
        
        5800000.00000000
        PA
        USD
        5991922.00000000
        0.008101158165
        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
        
          
        
        3600000.00000000
        PA
        USD
        3744824.04000000
        0.005063051864
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico Government International Bond
        N/A
        UNITED MEXICAN
        91087BAE0
        
          
        
        4630000.00000000
        PA
        USD
        5155815.21000000
        0.006970730675
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2028-01-11
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        KEURIG DR PEPPER
        49271VAH3
        
          
        
        33100000.00000000
        PA
        USD
        37943026.50000000
        0.051299476022
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-25
          Fixed
          4.41700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        MERCK & CO INC
        58933YAR6
        
          
        
        12355000.00000000
        PA
        USD
        13325930.03000000
        0.018016834478
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-10
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        VALERO ENERGY
        91913YAX8
        
          
        
        19175000.00000000
        PA
        USD
        19995364.03000000
        0.027033997871
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Adjustable Rate Mortgages Trust 2004-3
        N/A
        MARM 2004-3 5A1
        576433KZ8
        
          
        
        197366.24000000
        PA
        USD
        182766.25000000
        0.000247102398
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-04-25
          Variable
          2.41850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON
        075887BV0
        
          
        
        70503000.00000000
        PA
        USD
        76336488.72000000
        0.103207947124
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-06
          Fixed
          3.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Connecticut Light and Power Co/The
        549300O45IUXEDS1VZ32
        CONN LIGHT & PWR
        207597EF8
        
          
        
        23070000.00000000
        PA
        USD
        23879226.39000000
        0.032285031391
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        N/A
        
          
        
        1000000.00000000
        PA
        
        1376225.96000000
        0.001860675785
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-27
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        ENTERGY LA LLC
        29364WAK4
        
          
        
        8562000.00000000
        PA
        USD
        10017745.49000000
        0.013544125020
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nexstar Broadcasting Inc
        5493006PK6I4I2OOT688
        NEXSTAR ESCROW
        65343HAA9
        
          
        
        3875000.00000000
        PA
        USD
        4112343.75000000
        0.005559943395
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abu Dhabi Government International Bond
        N/A
        ABU DHABI GOVT
        29135LAG5
        
          
        
        33392000.00000000
        PA
        USD
        35574801.65000000
        0.048097604556
        Long
        DBT
        NUSS
        AE
        
        Y
        
        2
        
          2025-04-16
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Ouest Africaine de Developpement
        529900LIZJABE4JJS826
        BOAD
        06675QAA1
        
          
        
        6500000.00000000
        PA
        USD
        6573248.50000000
        0.008887119318
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2021-05-06
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PDD1
        
          
        
        33950000.00000000
        PA
        USD
        35160419.35000000
        0.047537354180
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dow Chemical Co/The
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO
        260543CN1
        
          
        
        20780000.00000000
        PA
        USD
        24161072.24000000
        0.032666090725
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-30
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP FUNDIN
        90352JAE3
        
          
        
        58400000.00000000
        PA
        USD
        60491946.40000000
        0.081785915362
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2023-08-15
          Variable
          2.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        ENTERGY LA LLC
        29364WAR9
        
          
        
        1865000.00000000
        PA
        USD
        1952490.88000000
        0.002639793614
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780097AZ4
        
          
        
        17139000.00000000
        PA
        USD
        19428410.48000000
        0.026267469137
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-12-19
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        AMERIPRISE FINL
        03076CAG1
        
          
        
        23893000.00000000
        PA
        USD
        26507634.88000000
        0.035838674596
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
        N/A
        MSBAM 2013-C11 A4
        61762TAE6
        
          
        
        24216000.00000000
        PA
        USD
        26180401.92000000
        0.035396251286
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-15
          Variable
          4.15200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinopec Group Overseas Development 2013 Ltd
        529900F9XKMFEV9DNO17
        SINOPEC OVERSEAS
        N/A
        
          
        
        30630000.00000000
        PA
        USD
        33345594.54000000
        0.045083686921
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-10-17
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        COMMSCOPE FINANC
        20338QAA1
        
          
        
        612000.00000000
        PA
        USD
        657900.00000000
        0.000889489542
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-03-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29278NAH6
        
          
        
        37544000.00000000
        PA
        USD
        41251470.00000000
        0.055772535597
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1
        N/A
        FORDF 2020-1 B
        34528QHM9
        
          
        
        9700000.00000000
        PA
        USD
        9772308.65000000
        0.013212291151
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Bank NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO BANK NV
        AM9233876
        
          
        
        13600000.00000000
        PA
        USD
        14477735.84000000
        0.019574091238
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-03-27
          Variable
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38148LAE6
        
          
        
        14450000.00000000
        PA
        USD
        16039384.40000000
        0.021685460843
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-22
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL
        14912L5Q0
        
          
        
        3760000.00000000
        PA
        USD
        3939543.76000000
        0.005326315512
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS IN
        718172CH0
        
          
        
        9000000.00000000
        PA
        USD
        9660060.00000000
        0.013060529484
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Realty Investment Trust
        549300LI6XZ51GOCJ427
        FED RLTY INVS TR
        313747AT4
        
          
        
        4740000.00000000
        PA
        USD
        4947574.08000000
        0.006689185900
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        STATE STREET CRP
        857477BL6
        
          
        
        11325000.00000000
        PA
        USD
        11650854.23000000
        0.015752109737
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-30
          Variable
          2.82500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDSOUTH INDENTURE NO 5 LLC EDUSA_15-1
        N/A
        EDUSA 2015-1 A
        281378AA7
        
          
        
        11622796.87000000
        PA
        USD
        11629692.68000000
        0.015723499041
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2056-10-25
          Floating
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2014-C18
        N/A
        JPMBB 2014-C18 B
        46641JBB1
        
          
        
        13200000.00000000
        PA
        USD
        14009820.00000000
        0.018941462805
        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
        
          
        
        21620000.00000000
        PA
        USD
        22996800.52000000
        0.031091979889
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-03-18
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        EXELON CORP
        30161NAN1
        
          
        
        14500000.00000000
        PA
        USD
        16295230.50000000
        0.022031368170
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA COMMUNICATIO
        78410GAE4
        
          
        
        6055000.00000000
        PA
        USD
        6032293.75000000
        0.008155741308
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Financial Services Australia Pty Ltd
        529900VBZRQG6COX9X61
        VOLKSWAGEN AUST
        N/A
        
          
        
        8050000.00000000
        PA
        
        6428553.81000000
        0.008691490175
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2023-04-17
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST HPEFS_20-1
        N/A
        HPEFS 2020-1A B
        40438FAD6
        
          
        
        8400000.00000000
        PA
        USD
        8540179.20000000
        0.011546435762
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-02-20
          Fixed
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Finance Netherlands BV
        724500OPA8GZSQUNSR96
        TOYOTA MOTOR FIN
        N/A
        
          
        
        12145000.00000000
        PA
        
        15086013.11000000
        0.020396490190
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-09-26
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46625HMN7
        
          
        
        10289000.00000000
        PA
        USD
        11564352.42000000
        0.015635158141
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        ROSS STORES INC
        778296AF0
        
          
        
        43000000.00000000
        PA
        USD
        42741742.00000000
        0.057787403144
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAN1
        
          
        
        500000000.00000000
        PA
        USD
        500078100.00000000
        0.676112236339
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-09-30
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aetna Inc
        549300QKBENKLBXQ8968
        AETNA INC
        00817YAV0
        
          
        
        22000000.00000000
        PA
        USD
        23110252.00000000
        0.031245367797
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDO_20-B
        N/A
        FORDO 2020-B C
        34533GAG4
        
          
        
        8650000.00000000
        PA
        USD
        8948716.51000000
        0.012098783633
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-12-15
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        DANAHER CORP
        235851AS1
        
          
        
        14510000.00000000
        PA
        
        18605574.54000000
        0.025154984012
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-30
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        91159HHK9
        
          
        
        14310000.00000000
        PA
        USD
        15759645.93000000
        0.021307250714
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-11
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2019-C49
        N/A
        WFCM 2019-C49 ASB
        95001WAZ1
        
          
        
        7894000.00000000
        PA
        USD
        9067916.74000000
        0.012259943928
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-03-15
          Fixed
          3.93300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2015-C29
        549300NYO16WLNMVJJ46
        WFCM 2015-C29 A4
        94989KAV5
        
          
        
        31072100.00000000
        PA
        USD
        34688581.72000000
        0.046899423434
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-06-15
          Fixed
          3.63700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC
        713448EQ7
        
          
        
        6935000.00000000
        PA
        USD
        7378063.28000000
        0.009975239595
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-19
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST HPEFS_19-1A
        N/A
        HPEFS 2019-1A A3
        40438DAC3
        
          
        
        2300000.00000000
        PA
        USD
        2323057.04000000
        0.003140803987
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2029-09-20
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBJPM 17-C6 Mortgage Trust
        N/A
        DBJPM 2017-C6 A5
        23312JAF0
        
          
        
        3540000.00000000
        PA
        USD
        3972517.20000000
        0.005370896042
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-06-10
          Fixed
          3.32800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2014-GC21
        N/A
        CGCMT 2014-GC21 A5
        17322MAW6
        
          
        
        41720400.00000000
        PA
        USD
        45791476.63000000
        0.061910684890
        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
        
          
        
        4880000.00000000
        PA
        USD
        5121173.02000000
        0.006923893974
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN
        822582CC4
        
          
        
        121255000.00000000
        PA
        USD
        127061659.44000000
        0.171789051984
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-11-07
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-C
        N/A
        SOFI 2016-C A2B
        83402DAC5
        
          
        
        2198530.21000000
        PA
        USD
        2225746.26000000
        0.003009238519
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2032-12-27
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-B
        N/A
        WOART 2020-B B
        98163WAE6
        
          
        
        4350000.00000000
        PA
        USD
        4410065.67000000
        0.005962467387
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-03-16
          Fixed
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KSA Sukuk Ltd
        635400XBJFPNCGN9CK71
        KSA SUKUK LTD
        N/A
        
          
        
        35676000.00000000
        PA
        USD
        39995264.78000000
        0.054074129447
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-04-20
          Fixed
          3.62800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ontario Teachers' Cadillac Fairview Properties Trust
        N/A
        CADILLAC FAIRVIE
        68327LAB2
        
          
        
        6000000.00000000
        PA
        USD
        6683220.00000000
        0.009035802247
        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
        
          
        
        13130000.00000000
        PA
        USD
        13648459.06000000
        0.018452898012
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967GT2
        
          
        
        18000000.00000000
        PA
        USD
        19196046.00000000
        0.025953309272
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-3
        N/A
        HAROT 2019-3 A4
        43815NAD6
        
          
        
        4730000.00000000
        PA
        USD
        4868216.28000000
        0.006581893100
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets America Inc
        5493009NTB34VXE1T760
        BP CAP MKTS AMER
        10373QBJ8
        
          
        
        40652000.00000000
        PA
        USD
        44435440.99000000
        0.060077306685
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-06
          Fixed
          3.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESLA AUTO LEASE TRUST TESLA_20-A
        N/A
        TESLA 2020-A C
        88167HAF3
        
          
        
        3000000.00000000
        PA
        USD
        3051548.40000000
        0.004125733986
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-02-20
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romanian Government International Bond
        N/A
        ROMANIA
        77586TAD8
        
          
        
        7934000.00000000
        PA
        USD
        8856327.50000000
        0.011973872464
        Long
        DBT
        NUSS
        RO
        
        N
        
        2
        
          2024-01-22
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aircastle Ltd
        549300PNK8AKY3OIKP58
        AIRCASTLE LTD
        00928QAQ4
        
          
        
        6790000.00000000
        PA
        USD
        7188912.50000000
        0.009719505227
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-05-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YAX7
        
          
        
        2900000.00000000
        PA
        USD
        3043805.20000000
        0.004115265077
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-14
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        VERISK ANALYTICS
        92345YAA4
        
          
        
        12428000.00000000
        PA
        USD
        12589564.00000000
        0.017021257820
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-05-01
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPX Energy Inc
        ZXZE9GCS2BB547GJW219
        WPX ENERGY INC
        98212BAH6
        
          
        
        970000.00000000
        PA
        USD
        1017287.50000000
        0.001375386217
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (LNC)
        BVN3VXJ78
        
          
        
        3340000.00000000
        NC
        USD
        -11757.47000000
        -0.00001589625
        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
            3340000.00000000
            USD
            -18890.68000000
          
        
        
          N
          N
          N
        
      
      
        Williams Scotsman International Inc
        549300V3TCHCBOBTGH07
        WILLIAMS SCOTSM
        96950GAE2
        
          
        
        2530000.00000000
        PA
        USD
        2612225.00000000
        0.003531762911
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        DISCOVER FIN SVS
        254709AK4
        
          
        
        4535000.00000000
        PA
        USD
        5010218.12000000
        0.006773881475
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-06
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NAF2
        
          
        
        32750000.00000000
        PA
        USD
        35449189.50000000
        0.047927775260
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Manufacturers & Traders Trust Co
        WWB2V0FCW3A0EE3ZJN75
        MANUF & TRADERS
        564759QB7
        
          
        
        9755000.00000000
        PA
        USD
        9754434.21000000
        0.013188124670
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-12-01
          Variable
          0.86540000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coventry Health Care Inc
        N/A
        COVENTRY HEALTH
        222862AJ3
        
          
        
        6250000.00000000
        PA
        USD
        6287962.50000000
        0.008501408855
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-06-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
        N/A
        MSBAM 2014-C16 C
        61763MAL4
        
          
        
        12300000.00000000
        PA
        USD
        10453770.00000000
        0.014133635951
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-06-15
          Variable
          4.76760000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668AP7
        
          
        
        63563000.00000000
        PA
        USD
        65387448.79000000
        0.088404699645
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-11-12
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023BH7
        
          
        
        7500000.00000000
        PA
        USD
        7886887.50000000
        0.010663176702
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-30
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATION
        92840VAF9
        
          
        
        3830000.00000000
        PA
        USD
        4026287.50000000
        0.005443594202
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        912828ZX1
        
          
        
        150000000.00000000
        PA
        USD
        150046875.00000000
        0.202865368853
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-06-30
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAV3
        
          
        
        175000000.00000000
        PA
        USD
        171691415.00000000
        0.232129074550
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GFB0
        
          
        
        48795000.00000000
        PA
        USD
        53915156.94000000
        0.072894008618
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-22
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT FLOORPLAN MASTER OWNER TRUST
        N/A
        FORDF 2019-3 A1
        34528QHA5
        
          
        
        15159000.00000000
        PA
        USD
        15630814.78000000
        0.021133069288
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YCU1
        
          
        
        8647000.00000000
        PA
        USD
        9019123.65000000
        0.012193975022
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -68476.45000000
        -0.00009258107
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS BANK USA
              KD3XUN7C6T14HNAYLU02
            
            18272988.56000000
            USD
            14996716.00000000
            EUR
            2021-02-12
            -68476.45000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PAP1
        
          
        
        71475000.00000000
        PA
        USD
        76289984.85000000
        0.103145073274
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-23
          Variable
          3.55900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-1
        N/A
        CARMX 2018-1 C
        14314AAF6
        
          
        
        6170000.00000000
        PA
        USD
        6350726.09000000
        0.008586266063
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korea Development Bank/The
        549300ML2LNRZUCS7149
        KOREA DEV BANK
        500630CW6
        
          
        
        12205000.00000000
        PA
        USD
        13216501.58000000
        0.017868885759
        Long
        DBT
        NUSS
        KR
        
        N
        
        2
        
          2024-02-19
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4
        N/A
        MLMI 2003-A4 2A
        589929W61
        
          
        
        232837.28000000
        PA
        USD
        251427.38000000
        0.000339933158
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-07-25
          Variable
          3.25560000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BK GR PLC
        N/A
        
          
        
        14550000.00000000
        PA
        
        17792775.40000000
        0.024056068774
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2021-11-09
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE
        88033GCY4
        
          
        
        6250000.00000000
        PA
        USD
        6523437.50000000
        0.008819774184
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-01-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        VERISK ANALYTICS
        92345YAD8
        
          
        
        380000.00000000
        PA
        USD
        428325.74000000
        0.000579102092
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Telekom International Finance BV
        529900ERDFHS6C1M4U58
        DEUTSCHE TEL FIN
        AM2479674
        
          
        
        2600000.00000000
        PA
        
        3254330.39000000
        0.004399897931
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-01-30
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust 2015-GC31
        N/A
        CGCMT 2015-GC31 A4
        17323YAD1
        
          
        
        28537467.00000000
        PA
        USD
        31928859.58000000
        0.043168242429
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-06-10
          Fixed
          3.76200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-LC19 Mortgage Trust
        N/A
        COMM 2015-LC19 A4
        200474BC7
        
          
        
        9930000.00000000
        PA
        USD
        10842169.80000000
        0.014658757642
        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
        
          
        
        9054000.00000000
        PA
        USD
        9379762.92000000
        0.012681564108
        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
        
          
        
        12660000.00000000
        PA
        USD
        13751823.72000000
        0.018592648406
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-02
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        91159HHZ6
        
          
        
        36620000.00000000
        PA
        USD
        37740828.34000000
        0.051026101423
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-12
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        QORVO INC
        74736KAJ0
        
          
        
        1500000.00000000
        PA
        USD
        1537500.00000000
        0.002078720430
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807CR6
        
          
        
        30620000.00000000
        PA
        USD
        33106680.82000000
        0.044760672396
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        WESTERN DIGITAL
        958102AM7
        
          
        
        8316000.00000000
        PA
        USD
        9189180.00000000
        0.012423893467
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_18-1
        N/A
        CARMX 2018-1 B
        14314AAE9
        
          
        
        19890000.00000000
        PA
        USD
        20434675.72000000
        0.027627953113
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          2.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMER INTL GROUP
        026874DQ7
        
          
        
        74267000.00000000
        PA
        USD
        79066876.21000000
        0.106899467292
        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
        
          
        
        328000000.00000000
        PA
        USD
        340043766.40000000
        0.459743690743
        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
        
          
        
        7460000.00000000
        PA
        USD
        8054114.40000000
        0.010889269693
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          4.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        SYSCO CORP
        871829AQ0
        
          
        
        11585000.00000000
        PA
        USD
        11915392.62000000
        0.016109769156
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-12
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_18-B
        N/A
        NAROT 2018-B A4
        65479GAE9
        
          
        
        10430000.00000000
        PA
        USD
        10844180.52000000
        0.014661476162
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-12-16
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 2YR NOTE (CBT) Mar21
        N/A
        
          
        
        13680.00000000
        NC
        USD
        3022959368.16000000
        4.087081235453
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Long
            
              
                N/A
                CBOT 2 Year US Treasury Note Future
                
                  
                
              
            
            2021-03-31
            3021476790.06000000
            USD
            1482578.10000000
          
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA FINANCE
        26884TAH5
        
          
        
        32600000.00000000
        PA
        USD
        34151466.60000000
        0.046173236654
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-10-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PAY2
        
          
        
        80277000.00000000
        PA
        USD
        87820629.69000000
        0.118734658319
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-05
          Variable
          4.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GHL6
        
          
        
        43351000.00000000
        PA
        USD
        46879164.49000000
        0.063381253330
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-23
          Variable
          3.86400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FIN
        744320AN2
        
          
        
        2415000.00000000
        PA
        USD
        2568956.25000000
        0.003473262986
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-03-15
          Variable
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upjohn Finance BV
        254900OG32E8F3XO5O83
        UPJOHN FINANCE
        N/A
        
          
        
        29010000.00000000
        PA
        
        35647455.08000000
        0.048195832958
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-06-23
          Fixed
          0.81600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP CAPITAL PLC
        05565QCB2
        
          
        
        20305000.00000000
        PA
        USD
        21066356.28000000
        0.028481993624
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2022-11-06
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Electric Power Co
        R64UBJHEC74EB3HGQ410
        SOUTHWESTN EL PR
        845437BM3
        
          
        
        13170000.00000000
        PA
        USD
        13496155.05000000
        0.018246980967
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY
        65339KBG4
        
          
        
        34601000.00000000
        PA
        USD
        37262301.31000000
        0.050379126520
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar Government International Bond
        N/A
        QATAR STATE OF
        BH6207386
        
          
        
        56767000.00000000
        PA
        USD
        62494756.24000000
        0.084493740879
        Long
        DBT
        NUSS
        QA
        
        N
        
        2
        
          2025-04-16
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government International Bond
        N/A
        INDONESIA (REP)
        N/A
        
          
        
        45545000.00000000
        PA
        USD
        47278155.77000000
        0.063920694842
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2022-04-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER
        03027XAT7
        
          
        
        26786000.00000000
        PA
        USD
        29013818.41000000
        0.039227068031
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBK1
        
          
        
        66015000.00000000
        PA
        USD
        69075587.43000000
        0.093391112095
        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
        
          
        
        6380000.00000000
        PA
        USD
        6732622.60000000
        0.009102595219
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Variable
          4.43090000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE FUNDING II LLC CFII_19-1A
        N/A
        CFII 2019-1A A1
        165183BY9
        
          
        
        21022456.33000000
        PA
        USD
        21388238.66000000
        0.028917182879
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-04-15
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oncor Electric Delivery Co LLC
        549300SP2X2BS1KERD24
        ONCOR ELECTRIC D
        68233JAZ7
        
          
        
        13422000.00000000
        PA
        USD
        14612866.95000000
        0.019756790295
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_19-A
        N/A
        EDVES 2019-A A
        28166GAA3
        
          
        
        6653301.08000000
        PA
        USD
        7036847.92000000
        0.009513911894
        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
        
          
        
        1855000.00000000
        PA
        USD
        1957025.00000000
        0.002645923805
        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
        
          
        
        9543027.69000000
        PA
        USD
        9817676.03000000
        0.013273628451
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Fixed
          2.82910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        NUTRIEN LTD
        67077MAJ7
        
          
        
        16948000.00000000
        PA
        USD
        17584295.71000000
        0.023774201463
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2022-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA FINANCE
        26884TAT9
        
          
        
        54880000.00000000
        PA
        USD
        57882429.92000000
        0.078257814405
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-11-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE Capital Funding LLC
        549300XAGH9TOLX5XM67
        GE CAP FUNDING
        36166NAA1
        
          
        
        12970000.00000000
        PA
        USD
        14227610.11000000
        0.019235917928
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135FBC4
        
          
        
        93309000.00000000
        PA
        USD
        106448680.07000000
        0.143920029966
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-LC14
        549300QGM7D5K3CV2643
        WFRBS 2014-LC14 A4
        96221TAD9
        
          
        
        2586079.07000000
        PA
        USD
        2788155.29000000
        0.003769623001
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-03-15
          Fixed
          3.76600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clean Harbors Inc
        5493000SJVZVZJKHJF48
        CLEAN HARBORS IN
        184496AN7
        
          
        
        7034000.00000000
        PA
        USD
        7420870.00000000
        0.010033114850
        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
        
          
        
        6830000.00000000
        PA
        USD
        6352719.60000000
        0.008588961315
        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
        
          
        
        12212689.83000000
        PA
        USD
        12567468.47000000
        0.016991384370
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-05-15
          Fixed
          3.50740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group Inc
        PUSS41EMO3E6XXNV3U28
        PUBLIC SERVICE
        744573AL0
        
          
        
        1455000.00000000
        PA
        USD
        1508843.73000000
        0.002039976772
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967KY6
        
          
        
        7025000.00000000
        PA
        USD
        7753085.05000000
        0.010482274012
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraton Polymers LLC / Kraton Polymers Capital Corp
        N/A
        KRATON POLYMERS
        50076XAC5
        
          
        
        2063000.00000000
        PA
        USD
        2073315.00000000
        0.002803149430
        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
        
          
        
        8818000.00000000
        PA
        USD
        9740900.70000000
        0.013169827185
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oncor Electric Delivery Co LLC
        549300SP2X2BS1KERD24
        ONCOR ELECTRIC D
        68233JAR5
        
          
        
        3600000.00000000
        PA
        USD
        3741508.80000000
        0.005058569615
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-01
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romanian Government International Bond
        N/A
        ROMANIA
        N/A
        
          
        
        38926000.00000000
        PA
        
        50472193.18000000
        0.068239075864
        Long
        DBT
        NUSS
        RO
        
        N
        
        2
        
          2026-12-08
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP
        58013MEU4
        
          
        
        11755000.00000000
        PA
        USD
        12953398.74000000
        0.017513167223
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-26
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4941 BT
        3137FQRR6
        
          
        
        7465317.34000000
        PA
        USD
        7910474.21000000
        0.010695066247
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BCHINA)
        BVN5K5AW0
        
          
        
        19485000.00000000
        NC
        USD
        -383381.01000000
        -0.00051833621
        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
            2023-06-20
            -149692.97000000
            USD
            0.00000000
            USD
            19485000.00000000
            USD
            -233688.04000000
          
        
        
          N
          N
          N
        
      
      
        Entergy Arkansas LLC
        549300A0I5ONUIFMLP35
        ENTERGY ARKANSAS
        29364DAR1
        
          
        
        7190000.00000000
        PA
        USD
        7558775.10000000
        0.010219564377
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-01
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abu Dhabi Government International Bond
        N/A
        ABU DHABI GOVT
        N/A
        
          
        
        2810000.00000000
        PA
        USD
        2820198.33000000
        0.003812945617
        Long
        DBT
        NUSS
        AE
        
        N
        
        2
        
          2023-09-02
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        MACQUARIE GROUP
        N/A
        
          
        
        33920000.00000000
        PA
        
        26001691.97000000
        0.035154633059
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-12-15
          Floating
          1.16820000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA F
        02665WDC2
        
          
        
        9900000.00000000
        PA
        USD
        10209711.60000000
        0.013803665751
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-10
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CBE0
        
          
        
        900000000.00000000
        PA
        USD
        898593750.00000000
        1.214910690697
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668BL5
        
          
        
        60250000.00000000
        PA
        USD
        60592521.25000000
        0.081921893895
        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
        
          
        
        11600000.00000000
        PA
        USD
        11910324.36000000
        0.016102916801
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2022-11-21
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2017-BNK6
        N/A
        BANK 2017-BNK6 AS
        060352AJ0
        
          
        
        3080000.00000000
        PA
        USD
        3452618.40000000
        0.004667985955
        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
        
          
        
        1440000.00000000
        PA
        USD
        1472400.00000000
        0.001990704365
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL
        14913Q3C1
        
          
        
        4385000.00000000
        PA
        USD
        4500921.86000000
        0.006085306163
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-18
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GRP
        91324PCP5
        
          
        
        8402000.00000000
        PA
        USD
        9504275.18000000
        0.012849906338
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS
        404280BX6
        
          
        
        35483000.00000000
        PA
        USD
        40240134.84000000
        0.054405197022
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-09-12
          Variable
          4.29200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        T 0 12/14/2021
        0020A2ZE5
        
          
        
        132250000.00000000
        PA
        USD
        131710684.50000000
        0.178074595642
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-12-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vmed O2 UK Financing I PLC
        213800MRR46ECNGZ7L69
        VMED O2 UK FIN
        92858RAA8
        
          
        
        2625000.00000000
        PA
        USD
        2618437.50000000
        0.003540162294
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2031-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236TGW9
        
          
        
        93300000.00000000
        PA
        USD
        98417318.40000000
        0.133061522266
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-30
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        91159HHX1
        
          
        
        86540000.00000000
        PA
        USD
        91841700.02000000
        0.124171198838
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-30
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac REMICS
        N/A
        FHR 4123 CP
        3137AUXK0
        
          
        
        16500019.44000000
        PA
        USD
        17039570.08000000
        0.023037725173
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2042-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Corpus Christi Holdings LLC
        549300I7CIEWU1BBLQ53
        CHENIERE CORP CH
        16412XAD7
        
          
        
        130809000.00000000
        PA
        USD
        152130867.00000000
        0.205682953730
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-A
        N/A
        SOFI 2017-A A2B
        83404FAC8
        
          
        
        864426.71000000
        PA
        USD
        878475.11000000
        0.001187710022
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2040-03-26
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP
        92857WBH2
        
          
        
        161276000.00000000
        PA
        USD
        175500543.20000000
        0.237279066493
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-01-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar Government International Bond
        N/A
        QATAR STATE OF
        N/A
        
          
        
        4800000.00000000
        PA
        USD
        5189795.04000000
        0.007016671857
        Long
        DBT
        NUSS
        QA
        
        N
        
        2
        
          2024-03-14
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE
        225401AB4
        
          
        
        31845000.00000000
        PA
        USD
        32710547.10000000
        0.044225094343
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2023-01-09
          Fixed
          3.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabra Health Care LP
        549300OVKLRFSIQG0H81
        SABRA HEALTH CAR
        78572XAF8
        
          
        
        50994000.00000000
        PA
        USD
        55292590.22000000
        0.074756316716
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        67091GAC7
        
          
        
        1680000.00000000
        PA
        USD
        1732500.00000000
        0.002342363021
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-11-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST_20-A
        N/A
        SRT 2020-A A4
        80286KAD4
        
          
        
        11250000.00000000
        PA
        USD
        11539569.38000000
        0.015601651141
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-03-20
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        COOPERATIEVE RAB
        74977RDE1
        
          
        
        77820000.00000000
        PA
        USD
        84767925.24000000
        0.114607361337
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2023-09-26
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMER INTL GROUP
        026874DD6
        
          
        
        22190000.00000000
        PA
        USD
        24715266.38000000
        0.033415368567
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-10
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GWQ3
        
          
        
        99376000.00000000
        PA
        USD
        108280586.48000000
        0.146396791775
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-29
          Variable
          3.27200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 10yr Ultra Fut Mar21
        N/A
        
          
        
        -6501.00000000
        NC
        USD
        -1000036640.63000000
        -1.35206282682
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                N/A
                Ultra 10-Year US Treasury Note Futures
                
                  
                
              
            
            2021-03-22
            -1012927924.71000000
            USD
            12891284.08000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SWP: USD 03-SEP-2022
        N/A
        
          
        
        100000
        NC
        USD
        26.79000000
        0.000000036220
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              
                United States SOFR Secured Ove
                SOFRRATE
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2022-09-03
            0.00000000
            USD
            0.00000000
            USD
            100000
            USD
            26.79000000
          
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE
        05578AAP3
        
          
        
        30245000.00000000
        PA
        USD
        30198301.72000000
        0.040828505206
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2026-01-20
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST CARMX_20-4
        N/A
        CARMX 2020-4 C
        14316HAF9
        
          
        
        6190000.00000000
        PA
        USD
        6281005.38000000
        0.008492002737
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-08-17
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2013-114 TE
        3136AGT77
        
          
        
        4302939.20000000
        PA
        USD
        4398206.27000000
        0.005946433321
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-07-25
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (BRAZIL)
        BVN3TXLR4
        
          
        
        10925000.00000000
        NC
        USD
        373022.11000000
        0.000504330849
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS BANK USA
              KD3XUN7C6T14HNAYLU02
            
            
              
                N/A
                BRAZIL REP OF
                
                  
                
              
            
            Y
            
            Payout of notional amount upon default event with regard to reference instrument
            2025-12-20
            0.00000000
            USD
            0.00000000
            USD
            10925000.00000000
            USD
            -1023799.17000000
          
        
        
          N
          N
          N
        
      
      
        Equitable Holdings Inc
        549300FIBAKMNHPZ4009
        AXA EQUITABLE HO
        054561AC9
        
          
        
        32156000.00000000
        PA
        USD
        34572523.40000000
        0.046742511043
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-20
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        ANALOG DEVICES
        032654AS4
        
          
        
        12190000.00000000
        PA
        USD
        13219408.93000000
        0.017872816535
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lincoln National Corp
        EFQMQROEDSNBRIP7LE47
        LINCOLN NATL CRP
        534187BD0
        
          
        
        8850000.00000000
        PA
        USD
        9638844.75000000
        0.013031846184
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAS4
        
          
        
        47476000.00000000
        PA
        USD
        46590999.88000000
        0.062991650948
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-01-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNPC General Capital Ltd
        N/A
        CNPC GENERAL CAP
        N/A
        
          
        
        2147000.00000000
        PA
        USD
        2223628.36000000
        0.003006375090
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2022-04-19
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (LNC)
        BVN3VKX05
        
          
        
        3335000.00000000
        NC
        USD
        -11739.87000000
        -0.00001587246
        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
            3335000.00000000
            USD
            -18839.90000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
        N/A
        MSBAM 2014-C15 C
        61763KBF0
        
          
        
        1895000.00000000
        PA
        USD
        1992782.00000000
        0.002694267744
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-04-15
          Variable
          4.90070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822AP9
        
          
        
        35723000.00000000
        PA
        USD
        36936938.99000000
        0.049939232340
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2022-07-25
          Fixed
          2.66500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Slovakia Government International Bond
        N/A
        SLOVAK REPUBLIC
        831588AB4
        
          
        
        5500000.00000000
        PA
        USD
        5789096.50000000
        0.007826935394
        Long
        DBT
        NUSS
        SK
        
        Y
        
        2
        
          2022-05-21
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPX Energy Inc
        ZXZE9GCS2BB547GJW219
        WPX ENERGY INC
        98212BAM5
        
          
        
        1175000.00000000
        PA
        USD
        1269000.00000000
        0.001715704862
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK
        25466AAN1
        
          
        
        14450000.00000000
        PA
        USD
        15367083.70000000
        0.020776501363
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-09
          Variable
          4.68200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos Inc/The
        5493008IUOJ5VWTRC333
        INTERPUBLIC GRP
        460690BN9
        
          
        
        63355000.00000000
        PA
        USD
        64806969.89000000
        0.087619884459
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST NAVSL_19-B
        N/A
        NAVSL 2019-BA A2A
        63941LAB9
        
          
        
        17930000.00000000
        PA
        USD
        18775720.45000000
        0.025385023544
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2059-12-15
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        NATL BANK CANADA
        63307CAG6
        
          
        
        46250000.00000000
        PA
        USD
        47645177.50000000
        0.064416913098
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2022-10-07
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        96949LAB1
        
          
        
        9899000.00000000
        PA
        USD
        11111627.50000000
        0.015023068033
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novelis Corp
        549300G5F3W3B52WYL23
        NOVELIS CORP
        670001AE6
        
          
        
        1849000.00000000
        PA
        USD
        1941450.00000000
        0.002624866198
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-01-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY
        25746UDH9
        
          
        
        31810000.00000000
        PA
        USD
        31877150.91000000
        0.043098331620
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Floating
          0.74650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_18-2A
        N/A
        SSTRT 2018-2A A4
        81378TAE0
        
          
        
        6450000.00000000
        PA
        USD
        6591325.95000000
        0.008911560271
        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
        
          
        
        7640000.00000000
        PA
        USD
        7891165.00000000
        0.010668959939
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2023-09-20
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        FISERV INC
        337738AQ1
        
          
        
        2528000.00000000
        PA
        USD
        2742690.40000000
        0.003708153866
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Capital Corp
        E0KSF7PFQ210NWI8Z391
        JOHN DEERE CAP
        24422ETT6
        
          
        
        2520000.00000000
        PA
        USD
        2703760.92000000
        0.003655520691
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-24
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFLD 2014-MONT Mortgage Trust
        N/A
        WFLD 2014-MONT A
        92939GAA5
        
          
        
        35485000.00000000
        PA
        USD
        36062695.80000000
        0.048757243930
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2031-08-10
          Variable
          3.75480000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2018-131 QA
        38380YZM0
        
          
        
        6611430.89000000
        PA
        USD
        6839525.26000000
        0.009247129036
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        KINDER MORGAN
        49456BAA9
        
          
        
        29644000.00000000
        PA
        USD
        29670916.75000000
        0.040115473719
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAL9
        
          
        
        2855000.00000000
        PA
        USD
        3172136.26000000
        0.004288770375
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-04-03
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Precision Castparts Corp
        0XOOAY5P5J7Q734SEC89
        PRECISION CAST
        740189AG0
        
          
        
        9432000.00000000
        PA
        USD
        9775928.45000000
        0.013217185168
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW Finance Corp
        N/A
        CDW LLC/CDW FIN
        12513GBF5
        
          
        
        1994000.00000000
        PA
        USD
        2011447.50000000
        0.002719503748
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nestle Holdings Inc
        549300EAEU8YV8MQXP30
        NESTLE HOLDINGS
        641062AE4
        
          
        
        14500000.00000000
        PA
        USD
        16240000.00000000
        0.021956695800
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-09-24
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        -2971360.65000000
        -0.00401731908
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            232959635.11000000
            GBP
            316238278.43000000
            USD
            2021-02-12
            -2971360.65000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 712282
        31401MJ36
        
          
        
        76601.63000000
        PA
        USD
        76884.44000000
        0.000103948784
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-05-01
          Floating
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        CUMMINS INC
        231021AU0
        
          
        
        6580000.00000000
        PA
        USD
        6600154.54000000
        0.008923496642
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Element Solutions Inc
        549300FLGN6P5CU20J91
        ELEMENT SOLN INC
        28618MAA4
        
          
        
        3447000.00000000
        PA
        USD
        3455617.50000000
        0.004672040778
        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
        0.000000000013
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-11-15
          Fixed
          3.65910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2014-C19
        549300FCX3YXSYSLU895
        WFRBS 2014-C19 A4
        92938VAP0
        
          
        
        19900000.00000000
        PA
        USD
        21448618.00000000
        0.028998816549
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-03-15
          Fixed
          3.82900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GRP
        928668AZ5
        
          
        
        75020000.00000000
        PA
        USD
        77662354.44000000
        0.105000535196
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-09-26
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        REPUBLIC SVCS
        760759AY6
        
          
        
        14500000.00000000
        PA
        USD
        14529203.00000000
        0.019643675523
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-Eleven Inc
        549300K23JPL0SS3LB18
        7-ELEVEN INC
        817826AC4
        
          
        
        47900000.00000000
        PA
        USD
        47941577.20000000
        0.064817649431
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-10
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK Hutchison Finance 16 Ltd
        254900EAR706W4E5ZN70
        CKH FIN 16
        N/A
        
          
        
        14550000.00000000
        PA
        
        18152726.91000000
        0.024542727999
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-04-06
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS
        025816BW8
        
          
        
        158448000.00000000
        PA
        USD
        171437250.14000000
        0.231785440282
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-03
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
        N/A
        NGLS 6.5 7/15/2027
        87612BBL5
        
          
        
        1760000.00000000
        PA
        USD
        1892000.00000000
        0.002558009141
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS
        110122DC9
        
          
        
        20476000.00000000
        PA
        USD
        23159072.66000000
        0.031311373978
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        BALL CORP
        058498AR7
        
          
        
        875000.00000000
        PA
        USD
        910000.00000000
        0.001230332092
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV / NXP Funding LLC
        N/A
        NXP BV/NXP FUNDI
        62947QAW8
        
          
        
        107314000.00000000
        PA
        USD
        112817705.80000000
        0.152531037386
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2022-09-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL
        14448CAM6
        
          
        
        21925000.00000000
        PA
        USD
        22541794.10000000
        0.030476805163
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-15
          Fixed
          1.92300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP Midstream Operating LP
        549300Y6CTBSE0QIPL28
        DCP MIDSTREAM OP
        23311VAJ6
        
          
        
        1801000.00000000
        PA
        USD
        1958587.50000000
        0.002648036326
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Mortgage 2002-J Trust
        N/A
        BOAMS 2002-J A2
        06050HVK1
        
          
        
        14417.41000000
        PA
        USD
        14032.24000000
        0.000018971774
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-09-25
          Variable
          3.59340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLO
        06406RAL1
        
          
        
        16230000.00000000
        PA
        USD
        17185460.10000000
        0.023234970419
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-24
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        AUD/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        11133648.01000000
        0.015052840055
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            840503610.81000000
            AUD
            653536944.60000000
            USD
            2021-02-12
            11133648.01000000
          
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GEN MOTORS FIN
        37045XBY1
        
          
        
        4900000.00000000
        PA
        USD
        5063272.90000000
        0.006845612242
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-30
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2013-C17
        N/A
        WFRBS 2013-C17 A4
        92938GAD0
        
          
        
        9770000.00000000
        PA
        USD
        10601622.40000000
        0.014333534361
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-12-15
          Fixed
          4.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        ASSURANT INC
        04621XAH1
        
          
        
        9700000.00000000
        PA
        USD
        10580934.60000000
        0.014305564180
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-27
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2016-BNK1
        549300DNBJ7A0SEFVK31
        WFCM 2016-BNK1 A3
        95000GAY0
        
          
        
        8255000.00000000
        PA
        USD
        8923407.35000000
        0.012064565313
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-08-15
          Fixed
          2.65200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding
        549300LM1QSI4MSIL320
        ATHENE GLOBAL FU
        04685A2S9
        
          
        
        34970000.00000000
        PA
        USD
        34992101.04000000
        0.047309785588
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-01-08
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PAC CORP
        907818DM7
        
          
        
        22500000.00000000
        PA
        USD
        23458005.00000000
        0.031715534474
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS
        09659W2L7
        
          
        
        16200000.00000000
        PA
        USD
        16903598.40000000
        0.022853889655
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2026-06-09
          Variable
          2.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hillenbrand Inc
        U246OE781574J2BUD366
        HILLENBRAND INC
        431571AD0
        
          
        
        1689000.00000000
        PA
        USD
        1819897.50000000
        0.002460525603
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Partners LP
        T4DHW82NMF6BXJT50795
        ONEOK PARTNERS
        68268NAP8
        
          
        
        9680000.00000000
        PA
        USD
        10955872.40000000
        0.014812485068
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MF5
        
          
        
        58338000.00000000
        PA
        USD
        63151060.01000000
        0.085381072297
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-24
          Variable
          3.35200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMER CRP
        06051GGT0
        
          
        
        80345000.00000000
        PA
        USD
        86756772.04000000
        0.117296308639
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Variable
          3.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Temasek Financial I Ltd
        549300XMGMDF3VRJMF12
        TEMASEK FINL I
        87973PAC8
        
          
        
        5000000.00000000
        PA
        USD
        5199320.00000000
        0.007029549729
        Long
        DBT
        CORP
        SG
        
        Y
        
        2
        
          2023-01-23
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        SEMPRA ENERGY
        816851BF5
        
          
        
        16585000.00000000
        PA
        USD
        17378658.59000000
        0.023496177344
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT International Finance PLC
        21380041YBGOQDFAC823
        BAT INTL FINANCE
        N/A
        
          
        
        1000000.00000000
        PA
        
        1337829.13000000
        0.001808762761
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        MARATHON PETRO
        56585ABH4
        
          
        
        66012000.00000000
        PA
        USD
        75171165.00000000
        0.101632413969
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833CU2
        
          
        
        97745000.00000000
        PA
        USD
        105106273.70000000
        0.142105078716
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-11
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Tinto Finance USA Ltd
        213800RX94ZKEZXPKH58
        RIO TINTO FINANC
        767201AS5
        
          
        
        4495000.00000000
        PA
        USD
        5035726.03000000
        0.006808368508
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2025-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS
        369550BG2
        
          
        
        31690000.00000000
        PA
        USD
        35269290.43000000
        0.047684549326
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark 2020-B16 Mortgage Trust
        N/A
        BMARK 2020-B16 A5
        08161NAF4
        
          
        
        17390000.00000000
        PA
        USD
        18943100.90000000
        0.025611324136
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-02-15
          Fixed
          2.73200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012-CCRE2 Mortgage Trust
        N/A
        COMM 2012-CR2 A4
        12624KAD8
        
          
        
        2925000.00000000
        PA
        USD
        3005174.25000000
        0.004063035519
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          3.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CC Holdings GS V LLC / Crown Castle GS III Corp
        N/A
        CC HOLDINGS GS V
        14987BAE3
        
          
        
        29741000.00000000
        PA
        USD
        31862693.20000000
        0.043078784604
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          3.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines 2007-1 Class A Pass Through Trust
        N/A
        DELTA AIR 20071A
        247367BH7
        
          
        
        3756784.36000000
        PA
        USD
        3838340.39000000
        0.005189487211
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-10
          Fixed
          6.82100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palisades Center Trust 2016-PLSD
        N/A
        PCT 2016-PLSD A
        69640GAA3
        
          
        
        8360000.00000000
        PA
        USD
        7091620.80000000
        0.009587965556
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2033-04-13
          Fixed
          2.71300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bermuda Government International Bond
        N/A
        BERMUDA-GOVT OF
        085209AC8
        
          
        
        2861000.00000000
        PA
        USD
        3176883.01000000
        0.004295188044
        Long
        DBT
        NUSS
        BM
        
        Y
        
        2
        
          2024-02-06
          Fixed
          4.85400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2
        N/A
        SDART 2020-2 B
        80285RAE8
        
          
        
        9560000.00000000
        PA
        USD
        9617546.42000000
        0.013003050559
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2015-GC28
        5493002EPQ51IPGGFX73
        GSMS 2015-GC28 A4
        36251FAV8
        
          
        
        38906653.11000000
        PA
        USD
        41653073.75000000
        0.056315509204
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-10
          Fixed
          3.13600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS
        025816CG2
        
          
        
        93885000.00000000
        PA
        USD
        99836464.04000000
        0.134980226029
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-30
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC
        902494AX1
        
          
        
        88199000.00000000
        PA
        USD
        97807487.26000000
        0.132237022461
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        N/A
        FH 789695
        31295NXY9
        
          
        
        427625.19000000
        PA
        USD
        443009.78000000
        0.000598955109
        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
        
          
        
        9563200.37000000
        PA
        USD
        9656953.20000000
        0.013056329049
        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
        
          
        
        4600000.00000000
        PA
        USD
        4743750.00000000
        0.006413613035
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        EK0233149
        
          
        
        4400000.00000000
        PA
        
        5732261.36000000
        0.007750093530
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2024-01-22
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        MARSH & MCLENNAN
        571748BA9
        
          
        
        4791000.00000000
        PA
        USD
        5056934.04000000
        0.006837042019
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-14
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833AU4
        
          
        
        1720000.00000000
        PA
        
        2136280.46000000
        0.002888279569
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-10
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        CONSTELLATION BR
        21036PBB3
        
          
        
        18588000.00000000
        PA
        USD
        21473080.66000000
        0.029031890390
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE17 Mortgage Trust
        N/A
        COMM 2014-CR17 A4
        12631DBA0
        
          
        
        1875854.36000000
        PA
        USD
        2027648.49000000
        0.002741407702
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-05-10
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMITOMO MITSUI
        86562MAQ3
        
          
        
        99325000.00000000
        PA
        USD
        102812797.38000000
        0.139004268255
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2022-07-12
          Fixed
          2.78400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust 2015-C30
        N/A
        JPMBB 2015-C30 AS
        46644UBE7
        
          
        
        15901000.00000000
        PA
        USD
        17729137.97000000
        0.023970030123
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-07-15
          Variable
          4.22630000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833DF4
        
          
        
        38558000.00000000
        PA
        USD
        41670633.11000000
        0.056339249692
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-13
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer Operating LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER
        29278NAC7
        
          
        
        41572000.00000000
        PA
        USD
        44845795.00000000
        0.060632110760
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DLL SECURITIZATION TRUST DLL_19-MT3
        N/A
        DLL 2019-MT3 A4
        23291RAD2
        
          
        
        5810000.00000000
        PA
        USD
        5968311.46000000
        0.008069236402
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2026-09-21
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ETP Legacy LP
        RY1052DWLDPLDW74Y843
        ETP 0 2/2/2021
        29277EP24
        
          
        
        98000000.00000000
        PA
        USD
        97991670.00000000
        0.132486039973
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-02-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP
        05526DBP9
        
          
        
        10000000.00000000
        PA
        USD
        11688900.00000000
        0.015803548124
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-02
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-GC24
        N/A
        GSMS 2014-GC24 C
        36253GAM4
        
          
        
        17556000.00000000
        PA
        USD
        14553397.32000000
        0.019676386565
        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
        
          
        
        13000000.00000000
        PA
        USD
        15396693.00000000
        0.020816533530
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT International Finance PLC
        21380041YBGOQDFAC823
        BAT INTL FINANCE
        N/A
        
          
        
        13350000.00000000
        PA
        
        16248745.18000000
        0.021968519400
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2021-02-24
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE6 Mortgage Trust
        N/A
        COMM 2013-CR6 AM
        12624XAM0
        
          
        
        17360000.00000000
        PA
        USD
        18042595.20000000
        0.024393828464
        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
        
          
        
        3322000.00000000
        PA
        USD
        3689974.62000000
        0.004988894719
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada PipeLines Ltd
        5BV01I6231JPDAPMGH09
        TRANSCANADA PL
        89352HAT6
        
          
        
        28389000.00000000
        PA
        USD
        33352419.20000000
        0.045092913952
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        BIOGEN INC
        09062XAE3
        
          
        
        37267000.00000000
        PA
        USD
        39215765.96000000
        0.053020236685
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Turkey Government International Bond
        N/A
        TURKEY REP OF
        900123BZ2
        
          
        
        45409000.00000000
        PA
        USD
        47500356.90000000
        0.064221113723
        Long
        DBT
        NUSS
        TR
        
        N
        
        2
        
          2022-09-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        DANSKE BANK A/S
        23636AAY7
        
          
        
        43945000.00000000
        PA
        USD
        44083822.26000000
        0.059601913490
        Long
        DBT
        CORP
        DK
        
        Y
        
        2
        
          2023-12-08
          Variable
          1.17100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rogers Communications Inc
        54930030NVF3Y2OL0A78
        ROGERS COMM INC
        775109AW1
        
          
        
        1180000.00000000
        PA
        USD
        1230327.00000000
        0.001663418452
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        NORFOLK SOUTHERN
        655844BS6
        
          
        
        10060000.00000000
        PA
        USD
        11049662.56000000
        0.014939290611
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        BB&T CORPORATION
        05531FBH5
        
          
        
        54625000.00000000
        PA
        USD
        58277719.13000000
        0.078792250669
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        BAYER AG
        N/A
        
          
        
        1800000.00000000
        PA
        
        2213046.36000000
        0.002992068086
        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
        
          
        
        3533000.00000000
        PA
        USD
        3758228.75000000
        0.005081175210
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARL FIRST LLC ARLFR_14-1A
        N/A
        ARLFR 2014-1A A1
        00214MAA1
        
          
        
        7782752.32000000
        PA
        USD
        7713516.18000000
        0.010428776374
        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
        
          
        
        32716000.00000000
        PA
        USD
        33187110.40000000
        0.044869414257
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2034-04-10
          Fixed
          3.55100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baltimore Gas and Electric Co
        88V8C2WYSOD1SPSSLH72
        BALT GAS & ELEC
        059165EF3
        
          
        
        3142000.00000000
        PA
        USD
        3342651.26000000
        0.004519308921
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        91282CAZ4
        
          
        
        200000000.00000000
        PA
        USD
        199625000.00000000
        0.269895652657
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-11-30
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00914AAA0
        
          
        
        18766000.00000000
        PA
        USD
        20488906.46000000
        0.027701273794
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
        N/A
        MSBAM 2013-C7 A4
        61690KAE2
        
          
        
        6400000.00000000
        PA
        USD
        6648256.00000000
        0.008988530455
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-02-15
          Fixed
          2.91800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        DUKE ENERGY COR
        26441CBC8
        
          
        
        290625000.00000000
        PA
        USD
        299539921.88000000
        0.404981954729
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-11
          Fixed
          3.22700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        254900HROIFWPRGM1V77
        US TREASURY N/B
        912828ZF0
        
          
        
        250000000.00000000
        PA
        USD
        251875000.00000000
        0.340538346966
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-03-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN CREDIT CARD TRUST GCCT_18-4A
        N/A
        GCCT 2018-4A A
        380881ER9
        
          
        
        24560000.00000000
        PA
        USD
        26452984.10000000
        0.035764786015
        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
        
          
        
        2910000.00000000
        PA
        USD
        2982750.00000000
        0.004032717635
        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
        
          
        
        4022000.00000000
        PA
        USD
        4348787.50000000
        0.005879618487
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-04-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (LNC)
        BVN442DK1
        
          
        
        6575000.00000000
        NC
        USD
        -51586.14000000
        -0.00006974514
        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
            6575000.00000000
            USD
            -54295.51000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (MET)
        BVN442EC8
        
          
        
        -6575000.00000000
        NC
        USD
        52062.17000000
        0.000070388745
        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
            -6575000.00000000
            USD
            49886.51000000
          
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        CIGNA CORP
        125523BT6
        
          
        
        38085000.00000000
        PA
        USD
        39668041.11000000
        0.053631718697
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-30
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sharjah Sukuk Program Ltd
        549300N3BQ9P6RRMVV02
        SHARJAH SUKUK
        N/A
        
          
        
        21160000.00000000
        PA
        USD
        22978655.45000000
        0.031067447513
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-03
          Fixed
          3.85400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (MCD)
        BVN4F0M72
        
          
        
        26675000.00000000
        NC
        USD
        -333898.98000000
        -0.00045143585
        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
            -234151.07000000
            USD
            0.00000000
            USD
            26675000.00000000
            USD
            -99747.91000000
          
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00914AAD4
        
          
        
        22025000.00000000
        PA
        USD
        22640180.28000000
        0.030609824585
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KazMunayGas National Co JSC
        2138001H1M69RFJCSH88
        KAZMUNAYGAS NAT
        48667QAS4
        
          
        
        2800000.00000000
        PA
        USD
        3864000.00000000
        0.005224179345
        Long
        DBT
        CORP
        KZ
        
        Y
        
        2
        
          2048-10-24
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Ohio Inc
        L6KC0HABGHNFU1Z6QY21
        DUKE ENERGY OHIO
        26442EAD2
        
          
        
        11620000.00000000
        PA
        USD
        12520584.86000000
        0.016927997106
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00912XBC7
        
          
        
        10700000.00000000
        PA
        USD
        11433303.10000000
        0.015457977719
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-03
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967FT3
        
          
        
        8760000.00000000
        PA
        USD
        9098871.84000000
        0.012301795635
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-14
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        KIMCO REALTY
        49446RAU3
        
          
        
        33303000.00000000
        PA
        USD
        36217845.08000000
        0.048967007818
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2014-LC16
        549300PX4QZK7CUM8D08
        WFCM 2014-LC16 B
        94988XAZ9
        
          
        
        12250000.00000000
        PA
        USD
        12311372.50000000
        0.016645139216
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-08-15
          Fixed
          4.32200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP
        780097BJ9
        
          
        
        24958000.00000000
        PA
        USD
        27145468.87000000
        0.036701034626
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-06-25
          Variable
          4.51900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CRED
        89236TEL5
        
          
        
        7080000.00000000
        PA
        USD
        7402366.56000000
        0.010008097953
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-11
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_18-1A
        N/A
        SSTRT 2018-1A A4
        81376QAE8
        
          
        
        5360000.00000000
        PA
        USD
        5444833.26000000
        0.007361486919
        Long
        ABS-CBDO
        CORP
        CA
        
        Y
        
        2
        
          2022-11-25
          Fixed
          3.29800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidAmerican Energy Co
        NINLOILYRTLIMK26MZ18
        MIDAMERICAN ENER
        595620AM7
        
          
        
        200000.00000000
        PA
        USD
        219963.80000000
        0.000297393980
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIMAC Premier Series 2018-1
        N/A
        RESI 2018-1A A1
        76119HAA8
        
          
        
        9431218.59000000
        PA
        USD
        9420349.11000000
        0.012736437176
        Long
        ABS-MBS
        CORP
        AU
        
        Y
        
        2
        
          2049-11-10
          Floating
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GBH4
        
          
        
        26595000.00000000
        PA
        USD
        28864085.40000000
        0.039024627012
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-19
          Fixed
          2.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        NORDEA BANK ABP
        65559CAB7
        
          
        
        34690000.00000000
        PA
        USD
        34686947.28000000
        0.046897213649
        Long
        DBT
        CORP
        FI
        
        Y
        
        2
        
          2025-08-28
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANC
        87165BAG8
        
          
        
        42390000.00000000
        PA
        USD
        47609014.41000000
        0.064368020120
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-23
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS
        025816CD9
        
          
        
        32330000.00000000
        PA
        USD
        33285642.47000000
        0.045002630925
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        CRED AGRICOLE SA
        22535WAH0
        
          
        
        26940000.00000000
        PA
        USD
        26933561.34000000
        0.036414532830
        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
        
          
        
        19480000.00000000
        PA
        USD
        19454637.04000000
        0.026302927795
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2027-02-02
          Variable
          1.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romanian Government International Bond
        N/A
        ROMANIA
        77586TAC0
        
          
        
        12480000.00000000
        PA
        USD
        13619553.79000000
        0.018413817703
        Long
        DBT
        NUSS
        RO
        
        N
        
        2
        
          2023-08-22
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GXP4
        
          
        
        73000000.00000000
        PA
        USD
        73017155.00000000
        0.098720163826
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-27
          Fixed
          0.48100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        IBM CORP
        459200JZ5
        
          
        
        9670000.00000000
        PA
        USD
        10832546.74000000
        0.014645747137
        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
        
          
        
        22764340.13000000
        PA
        USD
        23449865.47000000
        0.031704529722
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2047-08-25
          Fixed
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastern Energy Gas Holdings LLC
        549300BFOD6TDMVV4O24
        DOM GAS HOLD LLC
        257375AH8
        
          
        
        19135000.00000000
        PA
        USD
        21073681.66000000
        0.028491897635
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SCDS: (INDON)
        N/A
        
          
        
        -9422000.00000000
        NC
        USD
        106788.95000000
        0.000144380079
        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
            -9422000.00000000
            USD
            73428.83000000
          
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        CENTENE CORP
        15135BAP6
        
          
        
        3390000.00000000
        PA
        USD
        3478987.50000000
        0.004703637329
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL
        02005NAV2
        
          
        
        1655000.00000000
        PA
        USD
        1899112.50000000
        0.002567625335
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Property Partners Europe Holdings Sarl
        213800Y3B5GQFBGVHP79
        BLACKSTONE PROP
        N/A
        
          
        
        21547000.00000000
        PA
        
        26417052.03000000
        0.035716205379
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-09-12
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206RHP0
        
          
        
        3985000.00000000
        PA
        USD
        4382942.10000000
        0.005925795960
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB International Finance III LLC
        N/A
        LYB INT FIN III
        50249AAF0
        
          
        
        15905000.00000000
        PA
        USD
        15981503.05000000
        0.021607204489
        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
        
          
        
        13450000.00000000
        PA
        USD
        14723715.00000000
        0.019906658331
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-02-10
          Variable
          4.42600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Products and Chemicals Inc
        7QEON6Y1RL5XR3R1W237
        AIR PROD & CHEM
        009158AT3
        
          
        
        61000.00000000
        PA
        USD
        63904.58000000
        0.000086399841
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bank NA
        QFROUN1UWUYU0DVIWD51
        FIFTH THIRD BANK
        31677QBS7
        
          
        
        27200000.00000000
        PA
        USD
        27954473.60000000
        0.037794819771
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-30
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kellogg Co
        LONOZNOJYIBXOHXWDB86
        KELLOGG CO
        487836BS6
        
          
        
        8000000.00000000
        PA
        USD
        8490920.00000000
        0.011479836669
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petronas Capital Ltd
        549300G7YFX3540OYR85
        PETRONAS CAP LTD
        N/A
        
          
        
        12520000.00000000
        PA
        USD
        12899546.30000000
        0.017440358009
        Long
        DBT
        CORP
        MY
        
        N
        
        2
        
          2022-03-18
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        T 0 12/16/2021
        0020A2ZG0
        
          
        
        169800000.00000000
        PA
        USD
        169101103.20000000
        0.228626938576
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-12-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBW5
        
          
        
        42800000.00000000
        PA
        USD
        42742819.20000000
        0.057788859533
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-04
          Variable
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Truck Leasing Co Lp / PTL Finance Corp
        N/A
        PENSKE TRUCK LE
        709599BL7
        
          
        
        58285000.00000000
        PA
        USD
        58564418.29000000
        0.079179871744
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-11-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209SAX1
        
          
        
        9705000.00000000
        PA
        
        12467162.50000000
        0.016855769366
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        CONSTELLATION BR
        21036PAW8
        
          
        
        33800000.00000000
        PA
        USD
        35036201.20000000
        0.047369409590
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-07
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        N/A
        
          
        
        1160000.00000000
        PA
        
        1424795.03000000
        0.001926341813
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2023-04-20
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastern Energy Gas Holdings LLC
        549300BFOD6TDMVV4O24
        DOM GAS HOLD LLC
        257375AE5
        
          
        
        12700000.00000000
        PA
        USD
        13667498.70000000
        0.018478639858
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Transportation Inc
        N/A
        CSX TRANS
        126410LM9
        
          
        
        1894626.10000000
        PA
        USD
        2085380.85000000
        0.002819462620
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          6.25100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        TORONTO DOM BANK
        AT5802778
        
          
        
        12145000.00000000
        PA
        
        15064623.04000000
        0.020367570531
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-07-20
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationwide Building Society
        549300XFX12G42QIKN82
        NATIONWIDE BLDG
        63861VAA5
        
          
        
        6900000.00000000
        PA
        USD
        7331670.90000000
        0.009912516481
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2024-03-08
          Variable
          3.76600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Oil Co of the Azerbaijan Republic
        2549002HARR1VE257O76
        STATE OIL CO AZE
        EJ5777036
        
          
        
        6595000.00000000
        PA
        USD
        7004784.28000000
        0.009470561427
        Long
        DBT
        CORP
        AZ
        
        N
        
        2
        
          2023-03-13
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia/The
        L3I9ZG2KFGXZ61BMYR72
        BANK NOVA SCOTIA
        064159HB5
        
          
        
        16780000.00000000
        PA
        USD
        19460118.38000000
        0.026310338639
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-12-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endeavor Energy Resources LP / EER Finance Inc
        N/A
        ENDEAVOR ENERGY
        29260FAF7
        
          
        
        1196000.00000000
        PA
        USD
        1270750.00000000
        0.001718070885
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithia Motors Inc
        SE8N1EZEHPZQBCBVKD53
        LITHIA MOTORS
        536797AC7
        
          
        
        3387000.00000000
        PA
        USD
        3518246.25000000
        0.004756715681
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-08-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        N/A
        FNR 2016-104 DA
        3136AUU90
        
          
        
        9687843.54000000
        PA
        USD
        9894097.73000000
        0.013376951605
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY RAIL LEASING LP TRL_18-1
        N/A
        TRL 2018-1A A2
        89657AAB2
        
          
        
        21060000.00000000
        PA
        USD
        21874295.43000000
        0.029574338091
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2048-06-17
          Fixed
          4.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468W2
        
          
        
        103950000.00000000
        PA
        USD
        103940020.80000000
        0.140528289297
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-25
          Variable
          0.52900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS FINANCING CORP PFSFC_20-A
        N/A
        PFSFC 2020-A A
        69335PDP7
        
          
        
        15220000.00000000
        PA
        USD
        15457785.10000000
        0.020899130861
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-06-15
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        IBM CORP
        459200JY8
        
          
        
        72655000.00000000
        PA
        USD
        78431145.16000000
        0.106039950465
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP
        38141GGS7
        
          
        
        27568000.00000000
        PA
        USD
        29003576.03000000
        0.039213220197
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-24
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NBJ9
        
          
        
        820000.00000000
        PA
        USD
        897885.24000000
        0.001213952775
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP / PAA Finance Corp
        N/A
        PLAINS ALL AMER
        72650RBD3
        
          
        
        18518000.00000000
        PA
        USD
        19797408.62000000
        0.026766359526
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C
        N/A
        SMB 2018-C A2A
        78449QAB3
        
          
        
        21117441.30000000
        PA
        USD
        22213618.11000000
        0.030033106863
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2035-11-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS IN
        370334CE2
        
          
        
        12000000.00000000
        PA
        USD
        13028820.00000000
        0.017615137769
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-17
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP
        92857WBC3
        
          
        
        21212000.00000000
        PA
        USD
        22271242.43000000
        0.030111015710
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-02-19
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
        N/A
        AXALTA COAT/BV
        05454NAA7
        
          
        
        2376000.00000000
        PA
        USD
        2488860.00000000
        0.003364971792
        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
        
          
        
        2641000.00000000
        PA
        USD
        2897124.18000000
        0.003916950388
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-15
          Fixed
          3.20300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
        N/A
        JPMCC 2013-C16 A4
        46641BAD5
        
          
        
        14880000.00000000
        PA
        USD
        16220092.80000000
        0.021929781001
        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
        
          
        
        19852000.00000000
        PA
        USD
        21490564.23000000
        0.029055528409
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-05-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Bank USA NA
        LKE37K2B8CFZUR7F9816
        CAPITAL ONE BANK
        140420NB2
        
          
        
        29149000.00000000
        PA
        USD
        30788281.46000000
        0.041626165654
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK INC
        682680AX1
        
          
        
        43624000.00000000
        PA
        USD
        46036581.70000000
        0.062242070201
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2
        N/A
        SDART 2020-2 D
        80285RAG3
        
          
        
        25830000.00000000
        PA
        USD
        26698042.98000000
        0.036096108878
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-09-15
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        LAMB WESTON HLD
        513272AA2
        
          
        
        7283000.00000000
        PA
        USD
        7556112.50000000
        0.010215964507
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-11-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIDEWATER AUTO RECEIVABLES TRUST TMCAT_18-AA
        N/A
        TMCAT 2018-AA C
        88642MAD2
        
          
        
        6150366.95000000
        PA
        USD
        6220609.06000000
        0.008410346109
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2024-11-15
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        T 0 11/16/2021
        0020A2YG1
        
          
        
        43730000.00000000
        PA
        USD
        43574408.66000000
        0.058913179533
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-11-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Performance Food Group Inc
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD
        71376LAB6
        
          
        
        6771000.00000000
        PA
        USD
        6804855.00000000
        0.009200254384
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AERCAP IRELAND
        00774MAF2
        
          
        
        10230000.00000000
        PA
        USD
        10917916.35000000
        0.014761167984
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-07-03
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Bank / Debt not acquired by JPMorgan
        N/A
        WASH MUT BANK FA
        93933WAA4
        
          
        
        21983000.00000000
        PA
        USD
        2198.30000000
        0.000002972130
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2011-06-15
          Fixed
          6.87500000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA EL&PWR
        927804FV1
        
          
        
        1890000.00000000
        PA
        USD
        2086369.11000000
        0.002820798760
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1
        N/A
        FORDF 2020-1 C
        34528QHN7
        
          
        
        10430000.00000000
        PA
        USD
        10505053.24000000
        0.014202971573
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST SMB_16-B
        N/A
        SMB 2016-B A2B
        78449GAC3
        
          
        
        5986967.27000000
        PA
        USD
        6061785.80000000
        0.008195614951
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2032-02-17
          Floating
          1.57650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        TORONTO DOM BANK
        89114QCH9
        
          
        
        30170000.00000000
        PA
        USD
        30671184.04000000
        0.041467848387
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-06-12
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING
        AT5191404
        
          
        
        12145000.00000000
        PA
        
        15165372.89000000
        0.020503785667
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2023-10-17
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Penerbit SBSN Indonesia III
        254900G208H6Q0L5B953
        SBSN INDO III
        71567RAL0
        
          
        
        4850000.00000000
        PA
        USD
        5328981.15000000
        0.007204853327
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2024-08-20
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic International Bond
        N/A
        DOMINICAN REPUBL
        N/A
        
          
        
        6380000.00000000
        PA
        USD
        6973180.50000000
        0.009427832697
        Long
        DBT
        NUSS
        DO
        
        N
        
        2
        
          2024-04-18
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        TORONTO DOM BANK
        89114QCG1
        
          
        
        92500000.00000000
        PA
        USD
        93395307.50000000
        0.126271696795
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-06-12
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE ENERGY CO
        233331BE6
        
          
        
        80850000.00000000
        PA
        USD
        83355864.90000000
        0.112698236994
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-SCHATZ FUT   Mar21
        N/A
        
          
        
        -6512.00000000
        NC
        
        -887623906.44000000
        -1.20007931643
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                N/A
                Eurex 2 Year Euro SCHATZ Future
                
                  
                
              
            
            2021-03-08
            -888436290.30000000
            EUR
            153627.21000000
          
        
        
          N
          N
          N
        
      
      
        Indonesia Asahan Aluminium Persero PT
        2549008P48EB9SN2OI80
        INDONESIA ASAHAN
        74445PAE2
        
          
        
        24212000.00000000
        PA
        USD
        26663465.00000000
        0.036049358989
        Long
        DBT
        CORP
        ID
        
        Y
        
        2
        
          2025-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 948801
        31413LRW1
        
          
        
        274988.43000000
        PA
        USD
        288216.91000000
        0.000389673092
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-08-01
          Floating
          2.82100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
        N/A
        MSBAM 2016-C29 A4
        61766EBE4
        
          
        
        28089000.00000000
        PA
        USD
        31117275.09000000
        0.042070969414
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-05-15
          Fixed
          3.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        N/A
        FN 687969
        31400HJN4
        
          
        
        515142.86000000
        PA
        USD
        549798.89000000
        0.000743335405
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-08-01
          Floating
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Rural Utilities Cooperative Finance Corp
        4NYF266XZC35SCTGX023
        NATL RURAL UTIL
        637432MV4
        
          
        
        3473000.00000000
        PA
        USD
        3736663.21000000
        0.005052018313
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
        N/A
        MSBAM 2014-C15 A4
        61763KBA1
        
          
        
        11920000.00000000
        PA
        USD
        13047989.60000000
        0.017641055323
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-04-15
          Fixed
          4.05100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE12 Mortgage Trust
        549300MGZ5FI5VFL1177
        COMM 2013-CR12 A3
        12591KAD7
        
          
        
        7416341.74000000
        PA
        USD
        7886092.83000000
        0.010662102298
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-10-10
          Fixed
          3.76500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        UNITED TECH CORP
        913017DD8
        
          
        
        49870000.00000000
        PA
        USD
        56772057.87000000
        0.076756576638
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-16
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton USA Trust 2016-HHV
        N/A
        HILT 2016-HHV A
        43300LAA8
        
          
        
        3950000.00000000
        PA
        USD
        4379404.50000000
        0.005921013078
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2038-11-05
          Fixed
          3.71900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Skandinaviska Enskilda Banken AB
        F3JS33DEI6XQ4ZBPTN86
        SKANDINAV ENSKIL
        N/A
        
          
        
        18660000.00000000
        PA
        
        22802052.66000000
        0.030828678194
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2026-05-28
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1
        N/A
        GFORT 2020-1 C
        361886CK8
        
          
        
        3210000.00000000
        PA
        USD
        3265862.99000000
        0.004415490159
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-08-15
          Fixed
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GM 0 2/26/2021
        37046TPS7
        
          
        
        19800000.00000000
        PA
        USD
        19791644.40000000
        0.026758566224
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-02-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2015-UBS8
        N/A
        MSC 2015-UBS8 C
        61691ABQ5
        
          
        
        5740000.00000000
        PA
        USD
        5385440.20000000
        0.007281186713
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-12-15
          Variable
          4.58310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROP GP LP
        828807DB0
        
          
        
        3850000.00000000
        PA
        USD
        3955409.15000000
        0.005347765731
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967JT9
        
          
        
        25625000.00000000
        PA
        USD
        29057391.88000000
        0.039285979942
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-10
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        PFIZER INC
        717081EX7
        
          
        
        37710000.00000000
        PA
        USD
        37999725.93000000
        0.051376134405
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-28
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1
        N/A
        GFORT 2020-1 B
        361886CJ1
        
          
        
        3940000.00000000
        PA
        USD
        3985890.36000000
        0.005388976732
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-08-15
          Fixed
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Penerbit SBSN Indonesia III
        254900G208H6Q0L5B953
        SBSN INDO III
        71567RAE6
        
          
        
        7275000.00000000
        PA
        USD
        7302281.25000000
        0.009872781284
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2021-03-29
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG Resources August 2006 Pty Ltd
        549300EFD6S2NFE9D745
        FMG RES AUG 2006
        30251GBA4
        
          
        
        1040000.00000000
        PA
        USD
        1138800.00000000
        0.001539672732
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2027-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MQ1
        
          
        
        58465000.00000000
        PA
        USD
        63212358.00000000
        0.085463947994
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-08
          Variable
          3.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities 2006-AR14 Trust
        N/A
        WFMBS 2006-AR14 2A1
        94984MAM6
        
          
        
        4014027.16000000
        PA
        USD
        3745516.84000000
        0.005063988538
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-10-25
          Variable
          2.76950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Midwest Connector Capital Co LLC
        N/A
        MIDWEST CONNECTO
        59833CAB8
        
          
        
        67868000.00000000
        PA
        USD
        68916696.34000000
        0.093176289230
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL
        60687YAV1
        
          
        
        58200000.00000000
        PA
        USD
        60105060.60000000
        0.081262840619
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2023-07-16
          Variable
          2.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        N/A
        
          
        
        23200000.00000000
        PA
        
        28755979.22000000
        0.038878466020
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-02
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR/USD FWD 20210212
        N/A
        
          
        
        1.00000000
        NC
        
        2107342.36000000
        0.002849154873
        N/A
        DFE
        
        N/A
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            120123740.67000000
            EUR
            147925539.58000000
            USD
            2021-02-12
            2107342.36000000
          
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH
        071734AD9
        
          
        
        1100000.00000000
        PA
        USD
        1186625.00000000
        0.001604332768
        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
        
          
        
        22461000.00000000
        PA
        USD
        24703506.24000000
        0.033399468701
        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
        
          
        
        9247635.44000000
        PA
        USD
        9945277.06000000
        0.013446146739
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bank NA/Cincinnati OH
        6BYL5QZYBDK8S7L73M02
        US BANK NA OHIO
        90331HPL1
        
          
        
        29713000.00000000
        PA
        USD
        31295187.54000000
        0.042311509410
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-21
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        CAN IMPERIAL BK
        13607RAD2
        
          
        
        50705000.00000000
        PA
        USD
        54864686.09000000
        0.074177784646
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-09-13
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Georgia-Pacific LLC
        L2EVHWFHVAQK72TMH265
        GEORGIA-PACIFIC
        37331NAM3
        
          
        
        146305000.00000000
        PA
        USD
        146656717.22000000
        0.198281830485
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-05-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YBE8
        
          
        
        32071000.00000000
        PA
        USD
        32821621.76000000
        0.044375268759
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-14
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
        N/A
        CHEVRON PHILLIPS
        166754AQ4
        
          
        
        64251000.00000000
        PA
        USD
        68150907.20000000
        0.092140932137
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-05-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Holdings Netherlands BV
        549300CW356R8I7N8D33
        MONDELEZ INTL
        60920LAE4
        
          
        
        4800000.00000000
        PA
        USD
        4935273.60000000
        0.006672555488
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2022-09-19
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF EQUIPMENT FINANCE LLC MMAF_15-A
        N/A
        MMAF 2015-AA A5
        55315GAE8
        
          
        
        11316368.46000000
        PA
        USD
        11465382.40000000
        0.015501349359
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-02-19
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS
        369550AY4
        
          
        
        970000.00000000
        PA
        USD
        1034124.76000000
        0.001398150417
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zayo Group Holdings Inc
        529900Z6OTS7RT0V0I47
        ZAYO GROUP HOLDI
        98919VAB1
        
          
        
        1547000.00000000
        PA
        USD
        1608880.00000000
        0.002175227139
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE
        46647PBB1
        
          
        
        61154000.00000000
        PA
        USD
        63136429.22000000
        0.085361291275
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-01
          Variable
          3.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LG&E and KU Energy LLC
        N/A
        LG&E & KU ENERGY
        50188FAE5
        
          
        
        9505000.00000000
        PA
        USD
        9659494.27000000
        0.013059764610
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-10-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL
        02005NBL3
        
          
        
        75800000.00000000
        PA
        USD
        77031750.00000000
        0.104147949613
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WestRock RKT LLC
        PQQ60KVT5SJX0ETQT497
        ROCK-TENN CO
        772739AL2
        
          
        
        4965000.00000000
        PA
        USD
        5200142.40000000
        0.007030661625
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE FLEET FINANCING LLC EFF_20-1
        N/A
        EFF 2020-1 A2
        29373KAB9
        
          
        
        51125487.29000000
        PA
        USD
        51917528.45000000
        0.070193188355
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2025-12-22
          Fixed
          1.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        MITSUB UFJ FIN
        606822BD5
        
          
        
        48925000.00000000
        PA
        USD
        53182208.88000000
        0.071903053101
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2024-03-07
          Fixed
          3.40700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB Bank ASA
        549300GKFG0RYRRQ1414
        DNB BANK ASA
        ZQ5125310
        
          
        
        3700000.00000000
        PA
        
        4528310.59000000
        0.006122336090
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2023-11-14
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Skandinaviska Enskilda Banken AB
        F3JS33DEI6XQ4ZBPTN86
        SKANDINAV ENSKIL
        83051GAR9
        
          
        
        3675000.00000000
        PA
        USD
        3679851.00000000
        0.004975207450
        Long
        DBT
        CORP
        SE
        
        Y
        
        2
        
          2025-09-02
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2015-420
        N/A
        MSC 2015-420 A
        61765BAA0
        
          
        
        27855795.32000000
        PA
        USD
        29871719.23000000
        0.040386961340
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2050-10-12
          Fixed
          3.72700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQU
        785592AD8
        
          
        
        83467000.00000000
        PA
        USD
        91296204.60000000
        0.123433681781
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 2016-122 PB
        38380AXH5
        
          
        
        5633519.04000000
        PA
        USD
        5732105.62000000
        0.007749882967
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-01-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Airbus Finance BV
        529900M7QSB704RUUT95
        AIRBUS FINANCE
        26824KAA2
        
          
        
        5982000.00000000
        PA
        USD
        6259576.76000000
        0.008463030958
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2023-04-17
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank NA
        E57ODZWZ7FF32TWEFA76
        CITIBANK NA
        N/A
        
          
        
        13800000.00000000
        PA
        
        10607077.83000000
        0.014340910175
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-20
          Floating
          0.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck Financial Services GmbH
        549300OELEN3ZS5RB682
        MERCK FIN SERVIC
        N/A
        
          
        
        2900000.00000000
        PA
        
        3536895.01000000
        0.004781929052
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2023-12-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co Inc
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC
        432833AG6
        
          
        
        3183000.00000000
        PA
        USD
        3354086.25000000
        0.004534769179
        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
        
          
        
        711000.00000000
        PA
        USD
        729926.11000000
        0.000986869800
        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
        
          
        
        7763139.93000000
        PA
        USD
        7790265.89000000
        0.010532543001
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS IN
        737446AM6
        
          
        
        700000.00000000
        PA
        USD
        735000.00000000
        0.000993729766
        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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